DZ20240612
Xi’s Emphasis
*Chairman Xi Jinping presided over the fifth meeting of the Central Comprehensive Deepening Reform Commission, who emphasized the improvement of China’s modern enterprise system with Chinese characteristics and the construction of a globally competitive open environment for technological innovation. The meeting approved documents such as “Guiding Opinions on Improving the Income Guarantee Mechanism for Grain Growing Farmers and the Benefit Compensation Mechanism for Major Grain Production Areas”.
Industrial Economy
*MoC, NDRC and other nine departments jointly released the “Opinions on Expanding Cross-border E-commerce Exports and Promoting Overseas Warehouse Construction”.
*The General Department of the State Food and Drug Administration issued the “Three-year Action Plan for Smart Supervision of Blood Products Production (2024-2026)”.
Financial
*MoC released the results list of the seventh meeting of the China-Brazil High-level Coordination and Cooperation Committee, with a total of 29 items.
June 11 Block Trade Info
*Discount
- Skyverse Tech (688361 CH) saw 6 block trades worth 59.09mn at 58.76-59.17yuan per share, 0.70-1.39pct discount from last closing.
- Haier Biomedical (688139 CH) saw 14 block trades worth 70.11mn at 36.75yuan per share, 6.01pct discount from last closing.
*Flat
- Haohua Chemical Sci&Tech (600378 CH) saw 2 block trades worth 21.17mn at 29.49yuan per share, flat from last closing.
*Margin Trade
|
Total Margin Balance |
1.4744 trillion |
Total Short Selling Balance |
33.6 billion |
|
SH Margin Balance |
0.7819 trillion |
SH Short Selling Balance |
22.0 billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
600519 |
657mio |
601099 |
2.6mio |
|
601857 |
201mio |
601919 |
2.3mio |
|
600028 |
151mio |
601933 |
1.3mio |
|
601985 |
149mio |
600157 |
1.2mio |
|
601919 |
144mio |
600733 |
0.6mio |
|
SZ Margin Balance |
0.6914 trillion |
SZ Short Selling Balance |
11.6 billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
002594 |
164mio |
002185 |
0.7mio |
|
300750 |
134mio |
002958 |
0.6mio |
|
000021 |
112mio |
000630 |
0.6mio |
|
002085 |
102mio |
000898 |
0.5mio |
|
002371 |
102mio |
002425 |
0.5mio |
*Connection Trade
|
SH-HK Connection (bn cny/hkd) |
SZ-HK Connection (bn cny/hkd) |
||||
|
Northbound Net Cash Flow |
-6.231 |
Northbound Net Cash Flow |
-1.266 |
||
|
Southbound Net Cash Flow |
+5.569 |
Southbound Net Cash Flow |
+4.712 |
||
|
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 |
|
600845 |
474 |
4.78 |
600519 |
2682 |
1.32 |
|
600900 |
284 |
0.41 |
000333 |
726 |
1.60 |
|
002371 |
209 |
1.24 |
601318 |
297 |
0.39 |
|
601117 |
180 |
3.48 |
601288 |
260 |
0.17 |
|
603259 |
155 |
1.25 |
601398 |
252 |
0.13 |
*Index Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IF2406 |
81,484 |
-15,718 |
76,114 |
-1,736 |
90,209 |
-1,159 |
|
IF2407 |
10,801 |
-792 |
13,167 |
746 |
17,056 |
950 |
|
IF2409 |
30,883 |
-5,721 |
65,290 |
462 |
91,136 |
1,280 |
|
IF2412 |
8,494 |
273 |
16,135 |
334 |
20,098 |
461 |
|
SSE 50 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IH2406 |
53,669 |
-1,277 |
38,706 |
321 |
43,896 |
-686 |
|
IH2407 |
9,052 |
1,132 |
8,557 |
1,378 |
11,152 |
1,867 |
|
IH2409 |
19,831 |
1,873 |
29,724 |
1,775 |
43,270 |
2,855 |
|
CSI 500 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IC2406 |
72,268 |
-9,103 |
91,645 |
-1,539 |
91,805 |
-1,781 |
|
IC2407 |
10,824 |
-2,422 |
16,664 |
508 |
15,957 |
525 |
|
IC2409 |
24,733 |
-2,754 |
65,654 |
1,253 |
68,715 |
1,008 |
|
IC2412 |
13,037 |
-564 |
39,582 |
828 |
37,306 |
921 |
|
CSI 1000 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IM2406 |
129,099 |
-13,517 |
86,427 |
-1,608 |
89,418 |
-2,900 |
|
IM2407 |
16,599 |
34 |
14,723 |
979 |
17,507 |
1,127 |
|
IM2409 |
47,836 |
-7,251 |
62,513 |
1,387 |
71,151 |
1,459 |
|
IM2412 |
20,252 |
-277 |
41,674 |
1,292 |
39,854 |
810 |
*Index Options
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IO2406 |
117122 |
-32522 |
66083 |
1453 |
77379 |
2472 |
|
IO2409 |
3904 |
-1641 |
27361 |
505 |
30982 |
607 |
|
CSI 1000 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
MO2406 |
226550 |
-28235 |
86977 |
53 |
95556 |
1702 |
|
MO2407 |
26832 |
-3082 |
16537 |
991 |
17779 |
830 |
|
MO2409 |
8247 |
283 |
28581 |
410 |
33177 |
597 |
|
MO2412 |
2840 |
561 |
17627 |
4 |
18988 |
119 |
|
SSE50 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
HO2406 |
49528 |
8447 |
32118 |
1928 |
36453 |
1225 |
*Treasury Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
2-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TS2409 |
51,082 |
6,364 |
46,545 |
323 |
49,232 |
-137 |
|
5-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TF2409 |
59,714 |
-3,575 |
98,803 |
1,200 |
106,974 |
1,768 |
|
10-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
T2409 |
68,945 |
8,365 |
150,786 |
1,335 |
147,398 |
1,150 |
|
30-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TL2409 |
52,970 |
11,489 |
57,676 |
-1,881 |
53,455 |
-2,036 |
*Night Session Commodities Market (As of 02:30 am)
|
Top 3 Gainers (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
Cotton Yarn |
CY409 |
20,855.0 |
+0.99% |
1,707 |
4,334 |
|
LPG |
PG2409 |
4,537.0 |
+0.87% |
79,186 |
94,728 |
|
Cotton |
CF409 |
15,070.0 |
+0.67% |
124,240 |
571,754 |
|
Top 3 Loser (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
TSR 20 |
NR2408 |
13,015.0 |
-2.8% |
41,597 |
72,679 |
|
Natural Rubber |
RU2409 |
15,435.0 |
-2.06% |
169,371 |
226,102 |
|
Bleached Softwood Kraft Pulp |
SP2409 |
5,962.0 |
-1.65% |
220,244 |
234,329 |
* Commodities (night session):
* Global crude oil price closed up collectively. July NYMEX crude oil contract up 0.57% to closed at $78.18/b, August Brent contract up 0.59% to closed at $82.11/b. INE crude oil active contract up 0.60% to 601.0 yuan/b.
* Precious metals closed mixed, COMEX gold active contract up 0.3% and closed at $2333.9/oz. SHFE gold active contract up 0.34% and closed at 547.56 yuan/gram.
* Metals closed down mostly, LME zinc down 2.25%, LME lead down 1.7%, LME aluminum down 1.09%. LME nickel up 1.17%. SHFE zinc down 1.07%, SHFE lead down 0.93%, bonded copper down 0.83%.
* Commodity futures closed down mostly, chemistry and energy products closed down collectively, TSR 20 down 2.8%, butadiene rubber down 2.29%, natural rubber down 2.06%. Black series performed mixed, iron ore down 1.34%. Agricultural products closed down mostly.
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.
