DZ20240619

 

Financial

*Shenzhen Securities Information Co.,Ltd will release the Shenzhen-Hong Kong Stock Connect 50 Index on June 21st, reflecting 50 companies with large market capitalization and strong industry representativeness.

*HKEX bad weather trading will be implemented in the securities and derivative product markets starting from September 23rd.

*PBoC released article stating to increase facilitation policies and service supply, issue action plans for Shanghai International Financial Center to further enhance cross-border financial service facilitation, strengthen international cooperation in green finance and other fields, and promote the renminbi to become a green energy-denominated currency.

 

Industrial Economy

*State Council Vice Premier Zhang Guoqing recently investigated the high-quality development of manufacturing industry in Guangdong and Shanghai, who emphasized to deeply implement large-scale equipment update actions and manufacturing technology transformation and upgrading projects, explore the application of large models in the industrial field, and promote digital technology to empower the development of intelligent manufacturing industry.

 

June 18 Block Trade Info

*Discount

- Shenglong Auto (603178 CH) saw 1 block trades worth 106.96mn at 22.66yuan per share, 3.98pct discount from last closing.

- Hanrui Cobalt (300618 CH) saw 1 block trades worth 66.97mn at 22.00yuan per share, 20.29pct discount from last closing.

 

*Flat

- Anji Microelectronics (688019 CH) saw 1 block trades worth 303.98mn at 33.68yuan per share, flat from last closing.

- NAURA Tech (002371 CH) saw 33 block trades worth 284.46mn at 333.80yuan per share, flat from last closing.

- Gcl Energy (002015 CH) saw 1 block trades worth 89.78mn at 8.86yuan per share, flat from last closing.

 

*Margin Trade

Total Margin Balance

1.4790 trillion

Total Short Selling Balance

32.8 billion

SH Margin Balance

0.7843 trillion

SH Short Selling Balance

21.3 billion

Top Five Margin Trade Net Bought (in CNY)

Top Five Short Selling Net Sold (in shares)

600519

200mio

688469

2.5mio

601899

167mio

600010

1.7mio

601138

164mio

601011

1.2mio

601919

134mio

601669

1.0mio

600887

126mio

601992

1.0mio

SZ Margin Balance

0.6936 trillion

SZ Short Selling Balance

11.5 billion

Top Five Margin Trade Net Bought (in CNY)

Top Five Short Selling Net Sold (in shares)

300750

271mio

002600

3.5mio

002384

129mio

000002

2.8mio

002594

115mio

000898

0.9mio

000400

109mio

300015

0.9mio

300059

82.3mio

000895

0.8mio

 

*Connection Trade

SH-HK Connection (bn cny/hkd)

SZ-HK Connection (bn cny/hkd)

Northbound Net Cash Flow

-2.496

Northbound Net Cash Flow

+0.184

Southbound Net Cash Flow

+2.533

Southbound Net Cash Flow

+3.328

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

659

2.48

600519

1676

0.87

300502

388

4.95

601899

840

1.87

601127

329

2.35

600887

362

2.12

000938

266

4.11

000333

361

0.80

300308

193

1.21

000858

334

0.63

 

*Index Futures

Position of Top 20 members (Unit lots)

CSI 300 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IF2406

80,230

4,014

48,237

-8,155

55,337

-11,012

IF2407

27,648

5,558

27,195

5,172

34,752

7,232

IF2409

30,925

-279

69,566

1,966

99,160

3,575

IF2412

10,107

1,635

21,261

1,147

26,103

1,317

SSE 50 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IH2406

41,730

-2,427

26,676

-1,966

30,388

-2,137

IH2407

12,595

2,934

13,109

2,216

16,712

2,546

IH2409

17,898

-2,094

33,015

861

47,274

1,311

IH2412

2,849

-181

7,166

279

9,778

322

CSI 500 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IC2406

78,423

9,722

58,501

-8,985

59,877

-8,644

IC2407

33,755

12,352

36,670

10,085

36,010

9,757

IC2409

33,419

-302

70,969

2,618

75,471

3,010

IC2412

13,423

-4,413

46,562

1,374

43,782

1,275

CSI 1000 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IM2406

98,704

7,063

55,472

-7,107

57,468

-7,869

IM2407

35,870

10,486

31,857

7,527

35,224

8,625

IM2409

48,931

5,609

65,925

1,174

75,557

2,133

IM2412

18,405

1,448

46,207

252

44,658

-97

 

*Index Options

Position of Top 20 members (Unit lots)

CSI 300 Index Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IO2406

79665

11039

60117

-1104

70667

-1717

IO2407

25134

6757

30446

2622

33803

2179

IO2409

2998

367

29117

90

33341

228

CSI 1000 Index Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

MO2406

183623

35860

76812

-3771

85115

-5188

MO2407

45151

15649

28467

3798

29106

2941

MO2409

5959

1574

28665

175

33804

230

MO2412

1925

562

18604

260

19915

304

SSE50 Index Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

HO2406

38743

10266

29580

-160

34228

-454

 

*Treasury Futures

Position of Top 20 members (Unit lots)

2-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TS2409

49,615

-6,058

43,407

-106

45,291

-23

5-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TF2409

90,453

-8,134

98,310

5,424

107,091

6,217

10-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

T2409

88,827

-3,335

161,367

5,562

162,054

8,505

T2412

5,277

944

9,648

554

9,764

393

30-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TL2409

66,336

18,707

58,419

1,695

54,996

505

 

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

Top 3 Gainers (Dominant Contract)

Product

Contract

Price

Change %

Trading Volume

Open Interests

Fuel Oil

FU2409

3,514.0

+2.36%

342,679

294,979

Lead

PB2408

19,215.0

+1.72%

141,354

120,397

Crude Oil

SC2408

616.5

+1.72%

63,370

28,454

Top 3 Loser (Dominant Contract)

Product

Contract

Price

Change %

Trading Volume

Open Interests

Soda Ash

SA409

2,071.0

-2.03%

491,267

734,834

Nickel

NI2407

133,990.0

-1.22%

81,301

70,022

White Sugar

SR409

6,037.0

-0.81%

267,046

444,875

 

* Commodities (night session):

* Global crude oil price closed up collectively. August NYMEX crude oil contract up 1.33% to closed at $80.78/b, August Brent contract up 1.35% to closed at $85.39/b. INE crude oil active contract up 1.72% to 616.5 yuan/b.

* Precious metals closed up collectively, COMEX gold active contract up 0.65% and closed at $2344.2/oz. SHFE gold active contract up 0.45% and closed at 552.66 yuan/gram.

* Metals closed up mostly, LME lead up 1.79%, LME zinc up 1.37%, LME copper up 0.59%, LME nickel down 0.67%. SHFE lead up 1.72%, SHFE zinc up 0.68%, SHFE nickel down 1.22%.

* Commodity futures closed up mostly, chemistry and energy products closed up collectively, fuel oil up 2.36%, LPG up 1.61%, low sulfur fuel oil up 1.21%. Black series closed up mostly. Agricultural products closed up collectively, RBD palm olein up nearly 1%.

 

Download PDF

 

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.