金融工程日报：沪指震荡调整，化工、贵金属、房地产板块领涨-20260120

• The report discusses the market performance of various indices, including the Shanghai Composite Index, which performed relatively well, and the CSI 300 Value Index, which also showed positive performance[2][6] - The report highlights the performance of different industry indices, with the petroleum and petrochemical, building materials, real estate, construction, and transportation industries performing well, while the defense, communications, computer, comprehensive finance, and electrical industries performed poorly[7] - The report provides data on market sentiment, including the number of stocks that hit their daily limit up or down, and the performance of these stocks the following day[13][14] - The report includes information on market capital flows, such as the balance of margin financing and securities lending, and the proportion of these balances relative to the total market capitalization[19][22] - The report discusses the premium and discount rates of ETFs, highlighting the ETFs with the highest premiums and discounts on a specific day[23][25] - The report provides data on block trading, including the average daily transaction amount and discount rate over the past six months[26][28] - The report includes information on the annualized discount rates of the main contracts of stock index futures for various indices, such as the Shanghai 50, CSI 300, CSI 500, and CSI 1000[28][30] - The report highlights the stocks that received the most institutional attention over the past week, with specific stocks being mentioned[30][32] - The report provides data on the top ten stocks with the highest net inflows and outflows from institutional seats and the Shanghai-Hong Kong Stock Connect[36][37][38][40]