DZ20240614

 

Financial

*State Council Premier Li Qiang recently signed State Council Order to announce the “Light Competition Review Regulations”, which specifies fair competition review standards and will be implemented from August 1st, 2024.

*NDRC held a meeting of the inter-ministerial joint meeting to promote large-scale equipment updates and trade-in for consumer goods, which requires increasing policy support, accelerating the landing of various types of funds, and enabling real money discounts to reach enterprises and consumers directly.

 

Industrial Economy

*National Healthcare Security Administration researched and drafted the “2024 National Basic Medical Insurance, Work-related Injury Insurance and Maternity Insurance Drug List Adjustment Work Plan”, including the scope of the 2024 Drug List adjustment and related work procedures, to solicit public opinions.

*Qingdao City issued the “Action Plan for High-Quality Development of New Energy Automobile Industry”, which mentioned that by 2025, achieve a total vehicle production of 400k units, and cultivate two NEV production enterprises with an annual output of more than 100k units, and the market penetration rate of new cars will reach about 45%.

 

June 13 Block Trade Info

*Discount

- Keboda (603786 CH) saw 45 block trades worth 502.91mn at 64.00yuan per share, 6.57pct discount from last closing.

 

*Flat

- BJ-SH High Speed Railway (601816 CH) saw 1 block trades worth 95.85mn at 5.17yuan per share, flat from last closing.

- Bank of Communications (601328 CH) saw 1 block trades worth 120.76mn at 7.04yuan per share, flat from last closing.

- Sunlord (002138 CH) saw 1 block trades worth 78.48mn at 26.16yuan per share, flat from last closing.

 

*Margin Trade

Total Margin Balance

1.4770 trillion

Total Short Selling Balance

33.9 billion

SH Margin Balance

0.7829 trillion

SH Short Selling Balance

22.0 billion

Top Five Margin Trade Net Bought (in CNY)

Top Five Short Selling Net Sold (in shares)

688981

153mio

600157

4.5mio

600519

98.2mio

601901

3.2mio

688347

61.5mio

601238

2.4mio

600171

56.3mio

688469

2.1mio

601600

53.2mio

601099

1.5mio

SZ Margin Balance

0.6929 trillion

SZ Short Selling Balance

11.9 billion

Top Five Margin Trade Net Bought (in CNY)

Top Five Short Selling Net Sold (in shares)

002594

204mio

002458

1.0mio

000001

135mio

000090

0.7mio

002085

122mio

002219

0.6mio

002371

113mio

000629

0.6mio

002049

75.8mio

002385

0.6mio

 

*Connection Trade

SH-HK Connection (bn cny/hkd)

SZ-HK Connection (bn cny/hkd)

Northbound Net Cash Flow

-3.470

Northbound Net Cash Flow

-2.836

Southbound Net Cash Flow

+1.299

Southbound Net Cash Flow

+2.699

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

601138

403

0.83

000858

600

1.12

002475

320

1.33

600519

448

0.23

002714

319

1.25

002271

302

8.25

605111

197

15.87

000333

301

0.66

300498

180

1.26

688525

269

10.71

 

*Index Futures

Position of Top 20 members (Unit lots)

CSI 300 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IF2406

69,685

6,991

68,750

-1,487

81,053

-2,098

IF2407

11,841

4,250

15,626

2,205

20,013

2,497

IF2409

27,481

5,436

66,950

1,928

93,815

2,345

IF2412

11,269

5,228

19,036

2,377

23,251

2,747

SSE 50 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IH2406

40,863

3,636

35,552

-356

39,381

-1,007

IH2407

9,236

3,870

9,116

763

12,062

1,253

IH2409

14,445

2,380

29,609

1,127

43,720

1,498

IH2412

3,576

847

7,171

350

9,702

610

CSI 500 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IC2406

65,192

4,062

84,448

-1,286

84,083

-1,740

IC2407

11,950

710

19,225

1,127

18,305

949

IC2409

23,814

-151

66,032

491

69,307

792

IC2412

12,232

-94

41,825

1,124

39,589

1,292

CSI 1000 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IM2406

99,343

2,232

75,370

-3,198

78,804

-2,152

IM2407

17,138

3,270

17,492

1,995

20,380

2,180

IM2409

42,091

5,114

62,842

2,779

70,534

2,371

IM2412

18,895

1,214

43,605

929

41,860

894

 

*Index Options

Position of Top 20 members (Unit lots)

CSI 300 Index Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IO2406

85070

11952

64993

-346

75389

-1211

IO2407

17122

4839

24031

1222

26960

1342

IO2409

2968

436

28101

364

31875

395

CSI 1000 Index Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

MO2406

164117

-3373

85344

-26

91954

-1087

MO2407

21866

4516

19226

1384

20336

1461

MO2409

5430

-676

28627

162

33479

72

MO2412

1941

-795

18066

275

19335

272

SSE50 Index Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

HO2406

37067

3807

31954

217

36390

-474

 

*Treasury Futures

Position of Top 20 members (Unit lots)

2-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TS2409

51,107

4,519

44,054

-1,590

46,111

-2,218

5-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TF2409

91,779

-2,465

94,591

-4,118

102,497

-4,383

10-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

T2409

78,480

-7,363

154,156

1,149

151,547

1,932

30-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TL2409

50,226

716

57,879

906

54,806

861

 

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

Top 3 Gainers (Dominant Contract)

Product

Contract

Price

Change %

Trading Volume

Open Interests

Coke

J2409

2,290.0

+2.1%

13,969

30,352

Iron Ore

I2409

827.0

+1.91%

138,397

389,332

Corn Starch

CS2407

2,851.0

+0.81%

68,784

64,697

Top 3 Loser (Dominant Contract)

Product

Contract

Price

Change %

Trading Volume

Open Interests

Silver

AG2408

7,645.0

-2.11%

971,804

398,459

TSR 20

NR2408

12,935.0

-1.71%

45,017

67,917

Rapeseed Meal

RM409

2,668.0

-1.69%

366,841

958,554

 

* Commodities (night session):

* Global crude oil price closed down collectively. July NYMEX crude oil contract down 0.73% to closed at $77.93/b, August Brent contract down 0.58% to closed at $82.12/b. INE crude oil active contract up 0.36% to 608.2 yuan/b.

* Precious metals closed down collectively, COMEX gold active contract down 1.49% and closed at $2319.7/oz. SHFE gold active contract down 0.75% and closed at 545.68 yuan/gram.

* Metals closed down collectively, LME nickel down 1.72%, LME tin down 1.63%, LME copper down 1.58%, LME aluminum down 1.2%. SHFE tin down 1.62%, SHFE nickel down 1.40%, bonded copper down 0.86%.

* Commodity futures closed down mostly, chemistry and energy products closed down collectively, butadiene rubber down 2.1%, TSR 20 down 1.71%, natural rubber down 1.45%. Black series closed up collectively, coke up 2.1%, iron ore up 1.91%. Agricultural products closed down mostly, rapeseed meal down 1.69%, rapeseed oil down 1.03%.

 

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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.