市场情绪：20260107 市场情绪较为高涨，收盘时有 96 只股票涨停，有 7 只股票跌停。昨日涨停股票今日收盘收益为 1.51%，昨日跌停股票今日收盘 收益为-3.37%。今日封板率 64%，较前日下降 19%，连板率 24%，较前日 下降 18%。 市场资金流向：截至 20260106 两融余额为 25799 亿元，其中融资余额 25623 亿元，融券余额 176 亿元。两融余额占流通市值比重为 2.5%，两融 交易占市场成交额比重为 11.6%。 折溢价：20260106 当日 ETF 溢价较多的是中证 500 价值 ETF，ETF 折价 较多的是 G60 创新 ETF。近半年以来大宗交易日均成交金额达到 22 亿元， 20260106 当日大宗交易成交金额为 26 亿元，近半年以来平均折价率 6.69%，当日折价率为 9.26%。近一年以来上证 50、沪深 300、中证 500、 中证 1000 股指期货主力合约的年化贴水率中位数分别为 0.85%、3.79%、 11.15%、13.61%，当日上证 50 股指期货主力合约年化贴水率为 0.23%， 处于近一年来 60%分位点，当日沪深 300 股指 ...

- The report does not contain any quantitative models or factors for analysis[1][2][3]

- The report does not contain any quantitative models or factors for analysis[1][2][3]

- The report discusses the market performance on November 25, 2025, highlighting that the market saw a general rise with the CSI 2000 index performing the best among scale indices, and the CSI 500 Growth index performing the best among style indices[2][6] - The report mentions that the communication, media, non-ferrous metals, electronics, and consumer services industries performed well, while the transportation, petrochemical, food and beverage, agriculture, forestry, animal husbandry, and fishery, and national defense industries performed poorly[2][7] - The report provides data on market sentiment, noting that 95 stocks hit the daily limit up and 7 stocks hit the daily limit down, with a sealing rate of 71% and a continuous board rate of 24%[2][13][15] - The report includes information on the flow of market funds, stating that as of November 24, 2025, the balance of margin trading was 24,587 billion yuan, with a financing balance of 24,423 billion yuan and a securities lending balance of 164 billion yuan[2][17][20] - The report discusses the premium and discount rates of ETFs, noting that the G60 Innovation ETF had the highest premium at 2.42%, while the China Life 500 ETF had the highest discount at 0.62% on November 24, 2025[3][22][23] - The report provides data on block trading, stating that the average daily transaction amount of block trading in the past six months was 2 billion yuan, with a discount rate of 10.62% on November 24, 2025[3][24][26] - The report includes information on the annualized discount rates of stock index futures, noting that the annualized discount rates for the main contracts of the SSE 50, CSI 300, CSI 500, and CSI 1000 stock index futures were 4.21%, 5.38%, 10.90%, and 14.93% respectively on November 25, 2025[3][26][29] - The report provides data on institutional attention and the Dragon and Tiger list, noting that the stocks with the most institutional research in the past week were Nine Company-WD, Mailande, Taienkang, Boying Special Welding, Sanyuan Biology, Hongchang Technology, Siling Shares, and Changan Automobile[4][28][30] - The report includes data on the net inflow and outflow of institutional seats and Northbound funds, noting that the top ten stocks with the highest net inflow of institutional seats were Aerospace Development, Guofeng New Materials, Beifang Changlong, Giant Network, Qingshuiyuan, Tianji Shares, Xuanya International, Jiayuan Technology, Worth Buying, and Southern Network Digital[4][34][35]