DZ20240607
Industrial Economy
*State Council issued the “Key Tasks for Deepening Medical and Health System Reform in 2024”, which mentioned to support the layout of the entire industry chain of leading enterprises in the traditional Chinese medicine and accelerate the construction of the full industry chain traceability system.
*State Administration for Financial Regulation issued guidance on promoting the high-quality development of inclusive insurance, which mentions that the supply of insurance protection for specific groups will be increased, including elderly people, disabled people, and people with past illnesses and chronic diseases.
*Guangdong Province issued the notice of “Several measures to empower various industries with artificial intelligence”, which proposes that by 2025, the core industry scale of AI will exceed cny 300bn, intelligent network support for new energy vehicles.
Financial
*CSRC: The new delisting regulations have set a transition period, and there will be no significant increase in delisted companies in the short term.
June 6 Block Trade Info
*Discount
- Honghua Digital Tech (688789 CH) saw 8 block trades worth 128.39mn at 103.44yuan per share, 6.04pct discount from last closing.
- Arctech Solar (688408 CH) saw 19 block trades worth 85.98mn at 93.89yuan per share, 6.74pct discount from last closing.
*Flat
- Rongda Photosensitive&Tech (300576 CH) saw 4 block trades worth 61.57mn at 39.09yuan per share, flat from last closing.
- Vanke (000002 CH) saw 4 block trades worth 251.08mn at 8.02yuan per share, flat from last closing.
*Margin Trade
Total Margin Balance |
1.4762 trillion |
Total Short Selling Balance |
36.8 billion |
SH Margin Balance |
0.7820 trillion |
SH Short Selling Balance |
23.7 billion |
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
601318 |
121mio |
601868 |
1.2mio |
601985 |
65.5mio |
600157 |
1.0mio |
600795 |
62.5mio |
600010 |
1.0mio |
603019 |
54.1mio |
600648 |
0.9mio |
601699 |
52.0mio |
601860 |
0.8mio |
SZ Margin Balance |
0.6930 trillion |
SZ Short Selling Balance |
13.0 billion |
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
000021 |
52.4mio |
002219 |
2.0mio |
000636 |
27.7mio |
300015 |
1.9mio |
000519 |
22.7mio |
002506 |
0.9mio |
000555 |
21.6mio |
000665 |
0.8mio |
000538 |
10.7mio |
002607 |
0.7mio |
*Connection Trade
SH-HK Connection (bn cny/hkd) |
SZ-HK Connection (bn cny/hkd) |
||||
Northbound Net Cash Flow |
+4.079 |
Northbound Net Cash Flow |
+2.694 |
||
Southbound Net Cash Flow |
+2.147 |
Southbound Net Cash Flow |
+1.521 |
||
Top 5 Northbound Inflow |
Top 5 Northbound Outflow |
||||
Name |
Market Value (mio cny) |
‰ out of ttl share outstanding |
Name |
Market Value (mio cny) |
‰ out of ttl share outstanding |
688036 |
2543 |
24.63 |
000333 |
426 |
0.96 |
603939 |
1870 |
41.71 |
300394 |
227 |
4.55 |
600900 |
434 |
0.63 |
300015 |
146 |
1.29 |
300308 |
409 |
3.04 |
300124 |
140 |
0.94 |
601138 |
339 |
0.72 |
000021 |
136 |
6.39 |
*Index Futures
Position of Top 20 members (Unit lots) |
||||||
CSI 300 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IF2406 |
94,601 |
31,049 |
81,361 |
5,110 |
95,468 |
6,013 |
IF2407 |
12,021 |
5,759 |
12,483 |
2,028 |
15,553 |
2,520 |
IF2409 |
36,481 |
13,537 |
64,215 |
2,487 |
88,578 |
3,282 |
IF2412 |
6,603 |
2,682 |
15,103 |
305 |
18,373 |
324 |
SSE 50 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IH2406 |
54,610 |
18,869 |
41,450 |
4,352 |
47,413 |
3,515 |
IH2409 |
20,486 |
10,011 |
28,770 |
2,800 |
40,874 |
3,044 |
CSI 500 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IC2406 |
91,625 |
29,356 |
99,735 |
4,160 |
100,008 |
4,658 |
IC2407 |
11,713 |
3,602 |
14,686 |
2,039 |
13,941 |
1,900 |
IC2409 |
30,379 |
10,374 |
66,352 |
3,085 |
69,632 |
3,483 |
IC2412 |
12,662 |
2,032 |
37,965 |
1,640 |
35,790 |
1,550 |
CSI 1000 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IM2406 |
151,912 |
53,035 |
93,947 |
9,209 |
99,138 |
9,005 |
IM2407 |
16,241 |
6,919 |
13,127 |
2,343 |
15,518 |
3,119 |
IM2409 |
61,431 |
27,686 |
65,288 |
5,510 |
74,182 |
6,618 |
IM2412 |
20,187 |
7,515 |
40,102 |
1,430 |
38,843 |
1,935 |
*Index Options
Position of Top 20 members (Unit lots) |
||||||
CSI 300 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IO2406 |
143152 |
54423 |
63524 |
669 |
73819 |
702 |
IO2409 |
3441 |
1038 |
26551 |
238 |
29871 |
121 |
CSI 1000 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
MO2406 |
333922 |
174185 |
86212 |
1366 |
92505 |
1116 |
MO2407 |
32695 |
32695 |
14044 |
14044 |
15362 |
15362 |
MO2409 |
11067 |
7871 |
28215 |
347 |
32486 |
658 |
MO2412 |
4763 |
4763 |
17535 |
17535 |
18758 |
18758 |
SSE50 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
HO2406 |
43202 |
20348 |
30568 |
590 |
35126 |
398 |
*Treasury Futures
Position of Top 20 members (Unit lots) |
||||||
2-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
TS2409 |
47,618 |
5,037 |
46,811 |
655 |
50,139 |
931 |
5-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
TF2409 |
60,298 |
-10,649 |
96,255 |
714 |
103,749 |
412 |
10-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
T2409 |
75,507 |
-21,397 |
148,525 |
188 |
144,971 |
1,004 |
30-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
TL2409 |
47,143 |
2,754 |
57,944 |
778 |
53,961 |
289 |
*Night Session Commodities Market (As of 02:30 am)
Top 3 Gainers (Dominant Contract) |
|||||
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
TSR 20 |
NR2408 |
13,675.0 |
+5.11% |
67,954 |
76,812 |
Silver |
AG2408 |
8,283.0 |
+4.54% |
1,408,541 |
416,507 |
Natural Rubber |
RU2409 |
15,890.0 |
+4.47% |
256,622 |
235,650 |
Top 3 Loser (Dominant Contract) |
|||||
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
LPG |
PG2409 |
4,471.0 |
-0.11% |
48,928 |
95,232 |
Polished Round-Grained Rice |
RR2408 |
3,507.0 |
-0.09% |
1,028 |
8,602 |
PTA |
TA409 |
5,872.0 |
-0.07% |
174,281 |
810,841 |
* Commodities (night session):
* Global crude oil price closed up collectively. July NYMEX crude oil contract up 2.16% to closed at $75.67/b, August Brent contract up 2.05% to closed at $80.02/b. INE crude oil active contract up 1.90% to 584.9 yuan/b.
* Precious metals closed up collectively, COMEX gold active contract up 0.83% and closed at $2395.2/oz. SHFE gold active contract up 0.75% and closed at 563.50 yuan/gram.
* Metals closed up collectively, LME zinc up 3.29%, LME copper up 2.22%, LME zinc up 1.89%, LME nickel up 1.51%. SHFE tin up 2.51%, bonded copper up 1.69%, SHFE nickel up 1.43%.
* Commodity futures closed up collectively, chemistry and energy products performed strong, butadiene rubber up 6.8%, TSR 20 up 5.11%, natural rubber up 4.47%. Black series closed up collectively, coke up 2.46%, coking coal up 1.5%, iron ore up 1.44%. Agricultural products closed up mostly, RBD palm olein up 2.41%, soybean oil up 2.01%, No.2 soybeans up 1.65%.
DISCLAIMER
The report is issued by Orient Securities Co. LTD (Orient Securities) and Shanghai Orient Futures Co. LTD (Orient Futures) to institutional investors. Opinions expressed may differ from those of other divisions of Orient Securities, including Orient Securities Research Institute. Orient Securities may trade as principal in instruments identified herein and may accumulate/have accumulated a long or short position in instruments or derivatives thereof. Orient Securities has policies designed to negate conflicts of interest. This e-mail is not an official confirmation of terms and unless stated, is not a recommendation, offer or solicitation to buy or sell. Any prices or quotations contained herein are indicative only. Communications may be monitored.