DZ20240613

 

Industrial Economy

*The European Union plans to impose temporary anti-subsidy taxes on electric vehicles imported from China, the tariffs on three sampled Chinese automakers are BYD 17.4%, Geely 20% and SAIC MOTOR 38.1%.

*National Network Information Office released the sixth batch of deep synthesis service algorithm filing information, with Himalaya, Alipay, KUAISHOU-W and other 492 application products included.

*PBoC held a promotion meeting for the refinancing of affordable housing, which emphasized that financial institutions and relevant units should focus on promoting the implementation and effectiveness of the policy of re-lending for affordable housing, and accelerate the destocking of existing commercial housing.

 

Co Focus

*WUXI APPTEC (603259 CH) responded the Bio-safety bill has not been approved to join NDAA and does not currently enter the legislative agenda of the 2025 National Defense Authorization Act of the House of Representatives, and its subsequent legislative path still needs to be clarified.

 

June 12 Block Trade Info

*Discount

- Ninebot (689009 CH) saw 16 block trades worth 51.50mn at 35.42yuan per share, 8.00pct discount from last closing.

- Honghua Digital Tech (688789 CH) saw 15 block trades worth 73.06mn at 100.08yuan per share, 7.00pct discount from last closing.

- Deppon Logistics (603056 CH) saw 1 block trades worth 50.01mn at 13.97yuan per share, 2.99pct discount from last closing.

- Shenzhen Gas (601139 CH) saw 3 block trades worth 36.62mn at 6.67yuan per share, 6.45pct discount from last closing.

 

*Flat

- China Yangtze Power (600900 CH) saw 1 block trades worth 43.53mn at 28.38yuan per share, flat from last closing.

 

*Margin Trade

Total Margin Balance

1.4762 trillion

Total Short Selling Balance

33.9 billion

SH Margin Balance

0.7823 trillion

SH Short Selling Balance

22.0 billion

Top Five Margin Trade Net Bought (in CNY)

Top Five Short Selling Net Sold (in shares)

688692

427mio

601162

1.2mio

601919

198mio

601360

1.1mio

600919

105mio

600022

1.0mio

603259

79.5mio

688469

0.8mio

601138

73.8mio

688538

0.7mio

SZ Margin Balance

0.6927 trillion

SZ Short Selling Balance

11.9 billion

Top Five Margin Trade Net Bought (in CNY)

Top Five Short Selling Net Sold (in shares)

002654

116mio

300398

3.1mio

000725

105mio

000552

1.1mio

300502

101mio

000937

0.7mio

002594

98.2mio

002936

0.5mio

300750

82.7mio

000629

0.5mio

 

*Connection Trade

SH-HK Connection (bn cny/hkd)

SZ-HK Connection (bn cny/hkd)

Northbound Net Cash Flow

-0.955

Northbound Net Cash Flow

-2.380

Southbound Net Cash Flow

+3.599

Southbound Net Cash Flow

+3.272

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

002475

500

2.19

600519

680

0.34

603259

380

3.07

002594

677

0.95

000063

208

1.61

300124

256

1.74

002371

167

0.96

000858

233

0.43

600584

161

3.14

000333

224

0.49

 

*Index Futures

Position of Top 20 members (Unit lots)

CSI 300 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IF2406

62,731

-18,188

70,237

-5,877

83,151

-7,058

IF2407

8,038

-2,256

13,425

303

17,549

493

IF2409

22,332

-7,711

65,142

-141

91,470

334

IF2412

6,359

-1,549

16,666

605

20,613

533

SSE 50 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IH2406

37,759

-15,020

35,908

-2,782

40,565

-3,065

IH2407

5,592

-2,890

8,394

-99

10,965

-99

IH2409

12,398

-6,659

28,486

-1,238

42,222

-1,002

CSI 500 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IC2406

61,280

-10,920

85,813

-5,832

85,823

-5,982

IC2407

11,528

935

18,098

1,488

17,515

1,742

IC2409

24,291

-296

65,541

-113

68,679

30

IC2412

12,655

-29

40,701

1,119

38,339

1,033

CSI 1000 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IM2406

97,515

-31,275

78,568

-7,859

81,143

-7,987

IM2407

14,175

-2,240

15,554

873

18,200

693

IM2409

37,319

-10,173

60,190

-2,289

68,163

-2,988

IM2412

18,634

-1,280

42,719

1,103

41,002

1,148

 

*Index Options

Position of Top 20 members (Unit lots)

CSI 300 Index Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IO2406

73343

-42500

65356

-463

76600

-779

IO2407

12904

12904

22817

22817

25618

25618

IO2409

2772

-1026

27737

422

31524

542

CSI 1000 Index Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

MO2406

168144

-57958

85370

-1360

93171

-2385

MO2407

17442

-8929

17877

1390

18875

1096

MO2409

6397

-1197

28465

-116

33407

230

MO2412

2867

264

17791

164

19063

75

SSE50 Index Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

HO2406

34083

-14946

32051

-67

36864

411

 

*Treasury Futures

Position of Top 20 members (Unit lots)

2-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TS2409

47,551

-2,626

45,847

-50

48,329

-632

5-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TF2409

96,400

37,522

99,436

1,328

108,033

1,137

10-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

T2409

89,054

20,740

153,372

2,747

149,615

2,217

30-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TL2409

51,358

-1,449

57,131

-159

53,945

490

 

*Night Session Commodities Market (As of 02:30 am)

Top 3 Gainers (Dominant Contract)

Product

Contract

Price

Change %

Trading Volume

Open Interests

Tin

SN2407

276,500.0

+2.81%

53,162

41,278

Zinc

ZN2407

23,900.0

+1.59%

68,901

61,017

Silver

AG2408

7,851.0

+1.55%

1,126,382

406,014

Top 3 Loser (Dominant Contract)

Product

Contract

Price

Change %

Trading Volume

Open Interests

Glass

FG409

1,648.0

-1.38%

432,690

673,396

Soda Ash

SA409

2,144.0

-1.29%

620,167

738,613

LPG

PG2409

4,514.0

-0.73%

87,774

90,665

 

* Commodities (night session):

* Global crude oil price closed up slightly. July NYMEX crude oil contract up 0.54% to closed at $78.32/b, August Brent contract up 0.59% to closed at $82.40/b. INE crude oil active contract up 0.93% to 606.7 yuan/b.

* Precious metals closed up collectively, COMEX gold active contract up 0.61% and closed at $2340.7/oz. SHFE gold active contract up 0.55% and closed at 550.44 yuan/gram.

* Metals closed up collectively, LME tin up 4.5%, LME zinc up 3.93%, LME copper up 1.92%, LME aluminum up 1.4%. SHFE tin up 2.81%, SHFE zinc up 1.59%, bonded copper up 0.96%.

* Commodity futures closed mixed, chemistry and energy products closed mixed, glass down 1.38%, soda ash down 1.29%. Black series performed mixed, coking coal down 0.68%. Agricultural products closed mixed, rapeseed oil down 0.5%.

 

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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.