金融工程日报：沪指放量收涨迎4连阳，稀土永磁概念午后爆发-20250807

• The report does not contain any specific quantitative models or factors for analysis[1][2][3] - The report focuses on market performance, sentiment, and capital flow, providing detailed statistics on various indices and sectors[2][6][7] - It includes data on ETF premiums and discounts, large transactions, and futures contracts' annualized discount rates[3][25][27] - The report also covers institutional attention and the leaderboard, showing the net inflow and outflow of stocks by institutions and Northbound funds[4][35][36] - The report provides detailed calculations for metrics such as sealing rate and continuous board rate[16][17] - The report includes detailed statistics on financing and securities lending balances and their proportion of market value and transaction volume[18][21][22] Market performance indicators: - CSI 2000 Index: +0.07%[6] - CSI 500 Value Index: +0.13%[6] - Real estate sector: +0.79%[7] - Pharmaceutical sector: -0.86%[7] - Rare earth permanent magnet concept: +4.56%[10] - Heparin sodium concept: -3.04%[10] Sentiment indicators: - Number of stocks with daily limit up: 73[13] - Number of stocks with daily limit down: 8[13] - Sealing rate: 76%[16] - Continuous board rate: 25%[16] Capital flow indicators: - Financing balance: 19,953 billion yuan[18] - Securities lending balance: 141 billion yuan[18] - Financing and securities lending balance as a proportion of market value: 2.3%[21] - Financing and securities lending transactions as a proportion of market transaction volume: 10.1%[21] ETF premium and discount indicators: - Communication ETF premium: 1.41%[22] - Sci-tech chip ETF discount: 0.83%[22] Large transaction indicators: - Daily transaction amount: 27 billion yuan[25] - Daily discount rate: 6.23%[25] Futures contract annualized discount rate indicators: - CSI 500 Index: 14.14%[27] - CSI 1000 Index: 13.18%[27] Institutional attention indicators: - Nine companies-WD: 183 institutions surveyed[29] - Top ten stocks with net inflow from institutional seats: Oriental Precision, Dawei Shares, Lidman, Zhenghai Magnetic Materials, Zhongke Magnetic Industry, Benlang New Materials, Hualan Group, Titan Shares, Beifang Changlong, Huami New Materials[35] - Top ten stocks with net outflow from institutional seats: Innovative Medical, Dongxin Shares, Shanhe Intelligent, Huadong CNC, Xinhan New Materials, Hehua Shares, Furi Electronics, Jiayuan Technology, Ashichuang, Tianfu Cultural Tourism[35] - Top ten stocks with net inflow from Northbound funds: Sobeide, Zhenghai Magnetic Materials, Dongxin Peace, Yingfang Micro, Beiyinmei, Oriental Precision, Huapei Power, Jihua Group[36] - Top ten stocks with net outflow from Northbound funds: Shanhe Intelligent, Hunan Tianyan, Qianhong Pharmaceutical, Dongxin Shares, Tianyu Digital Technology, Xining Special Steel, Ningbo Yunsheng[36]