
2026-09-01 09:00 科创50ETF:日本国债收益率上行
日本国债5年和10年期收益率在9月1日早盘同步上行,记录其对科创50ETF折现率变量的外部影响。
{
"schema_version": "1.0",
"as_of": "2026-09-01T01:22:16Z",
"asset_keys": ["STAR50"],
"instrument": {
"name": "科创 50ETF",
"exchange_symbol": "SSE.588000"
},
"events": [
{
"event_id": "cls-macro-20260901-jgb-yield-curve",
"title": "日本国债 5 年与 10 年期收益率同步上行",
"event_time_utc": "2026-09-01T00:52:00Z",
"event_time_quality": "exact",
"published_at_utc": "2026-09-01T00:52:00Z",
"event_type": "macro_release",
"asset_keys": ["STAR50"],
"direction_score": {
"STAR50": -1
},
"confidence": 86,
"horizon": "weeks",
"raw_facts": {
"日本 10 年期国债收益率": "2.970%,较前值上涨 3.0 个基点",
"日本 5 年期国债收益率": "2.235%,较前值上涨 3.0 个基点",
"电报发布时间": "2026-09-01 08:52(Asia/Shanghai)"
},
"transmission_chain": "日本国债中长端收益率同步上行→海外成长股折现率变量上移→科创 50ETF 估值承压",
"invalidation_conditions": "若后续日本国债中长端收益率回落并收回本次上行,或国内利率与风险偏好变化抵消该外部利率信号,本文事件的负向映射失效。",
"source_urls": [
"https://m.cls.cn/telegraph"
],
"source_tier": "B"
}
],
"exclusions": [
"本期覆盖窗口为 2026-08-31 15:00 至 2026-09-01 09:00(Asia/Shanghai);09:02 之后发布的电报不纳入本期。",
"已复核央行公开市场业务、上交所科创板公告和科创板两融栏目;本窗口未发现具备可核验原生发布时间且属于成分调整、权重股业绩预告或快报、月度 LPR、大额解禁或减持、588000 单周份额变动超过 5%的新增事件。",
"窗口内其他候选为市场行情快照、全市场融资余额、无具体数字的定性消息或无法映射到本频道允许事件类型的公司投资合作,不纳入事件数组。"
]
}
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