金融工程日报：A股午后震荡下行，银行股批量新高、白酒超跌反弹-20250620

• The report discusses the market performance of various indices, highlighting that the SSE 50 Index performed well with a 0.31% increase, while the CSI 500 Index and CSI 1000 Index declined by 0.66% and 0.80%, respectively[6] - The report also notes that the banking, transportation, food and beverage, non-bank financial, and home appliance sectors performed well, with returns of 1.19%, 0.96%, 0.76%, 0.56%, and 0.33%, respectively[7] - The report provides details on market sentiment, indicating that 51 stocks hit their daily limit up and 21 stocks hit their daily limit down at the close of trading[12] - The report includes information on the financing and securities lending balance, which stood at 18,209 billion yuan as of June 19, 2025, with a financing balance of 18,092 billion yuan and a securities lending balance of 117 billion yuan[17] - The report discusses the premium and discount rates of ETFs, noting that the China Securities 2000 ETF had the highest premium at 1.38%, while the Small and Medium 100 ETF had the highest discount at 0.93% on June 19, 2025[22] - The report provides data on block trading, indicating that the average daily transaction amount for block trades over the past six months was 1.3 billion yuan, with a discount rate of 3.21% on June 19, 2025[24] - The report includes information on the annualized discount rates of major stock index futures contracts, noting that the SSE 50 Index futures contract had an annualized discount rate of 5.51% on June 20, 2025, while the CSI 300, CSI 500, and CSI 1000 Index futures contracts had annualized discount rates of 7.30%, 11.33%, and 13.58%, respectively[26] - The report highlights the stocks that received significant institutional attention over the past week, with Lexin Technology being the most researched stock by 253 institutions[29] - The report provides data on the net inflows and outflows of institutional seats on the Dragon and Tiger List, with Limin Co., Ltd., Saisheng Pharmaceutical, and Haike New Source having the highest net inflows, while Xiexin Energy Technology, Keheng Co., Ltd., and Anglikang had the highest net outflows[34][35]