金融工程日报：A股放量大涨，CPO板块爆发-20251208

• The CSI 2000 Index performed well among the scale indices, with the CSI 2000 Index rising by 1.46%[5] - The ChiNext Index performed well among the sector indices, with the ChiNext Index rising by 2.60%[5] - The CSI 300 Growth Index performed well among the style indices, with the CSI 300 Growth Index rising by 1.10%[5] - The communication, electronics, computer, non-bank financial, and defense military industries performed well, with returns of 4.67%, 2.51%, 1.92%, 1.89%, and 1.29% respectively[6] - The coal, petroleum and petrochemical, food and beverage, steel, and electric power utilities industries performed poorly, with returns of -1.38%, -0.80%, -0.78%, -0.51%, and -0.27% respectively[6] - The CPO, optical chip, optical communication, selected communication equipment, and base station concepts performed well, with returns of 9.28%, 5.94%, 5.68%, 4.93%, and 4.61% respectively[9] - The central enterprise coal, Guizhou state-owned assets, selected gold, phosphate chemical, and PTA concepts performed poorly, with returns of -1.98%, -1.65%, -1.55%, -1.47%, and -1.41% respectively[9] - At the close of 20251208, there were 78 stocks with daily limit-up and 8 stocks with daily limit-down[13] - The closing return of stocks that hit the daily limit-up yesterday was 5.10%, while the closing return of stocks that hit the daily limit-down yesterday was -1.87%[14] - The sealing rate was 69%, a decrease of 7% from the previous day, and the continuous board rate was 34%, an increase of 6% from the previous day[17] - As of 20251205, the balance of margin trading and securities lending was 2481.7 billion yuan, with a financing balance of 2464.1 billion yuan and a securities lending balance of 17.6 billion yuan[19] - The balance of margin trading and securities lending accounted for 2.6% of the circulating market value, and the margin trading and securities lending transactions accounted for 10.3% of the market transaction amount[22] - On 20251205, the ETF with the highest premium was the Satellite ETF with a premium of 0.62%, and the ETF with the highest discount was the Shanghai-Hong Kong-Shenzhen 300 ETF with a discount of 0.72%[23] - On 20251205, the block trading transaction amount was 2.4 billion yuan, with an average discount rate of 6.47% in the past six months and a discount rate of 8.08% on that day[26] - The annualized discount rates of the main contracts of the SSE 50, CSI 300, CSI 500, and CSI 1000 stock index futures on 20251208 were 4.01%, 5.14%, 10.99%, and 15.96% respectively[28] - The stocks with the most institutional research in the past week were Canxin Co., Ltd., Zhaochi Co., Ltd., Xingyuan Zhumg, Huafeng Chemical, Lianhe Micro, Xinlei Energy, Qiutian Micro, and Jushen Co., Ltd., with Canxin Co., Ltd. being researched by 63 institutions[30] - The top ten stocks with net inflows from institutional seats on 20251208 were Xue Ren Group, Ruikang Pharmaceutical, Changguang Huaxin, Hongxiang Co., Ltd., Rongke Technology, Chuling Information, Shunhao Co., Ltd., Yinbang Co., Ltd., Liyuanheng, and Rongji Software[36] - The top ten stocks with net outflows from institutional seats on 20251208 were Guangdong Hongda, Sun Cable, Lixing Co., Ltd., Dongtian Micro, Zhongneng Electric, Shandong Weida, Gaole Co., Ltd., Haixin Food, Xinjinglu, and Zhishang Technology[36] - The top ten stocks with net inflows from Northbound Trading on 20251208 were Ruikeda, Rongke Technology, Bona Film, Zhishang Technology, Shida Group, Demingli, Yinbang Co., Ltd., and Guangdong Hongda[37] - The top ten stocks with net outflows from Northbound Trading on 20251208 were Aerospace Huanyu, Changguang Huaxin, Xue Ren Group, Siwei Lekong, Aerospace Electromechanical, and Leike Defense[37]