2026-08-25 09:00 科创50ETF：纽约联储短端操作4条

{ "schema_version": "1.0", "as_of": "2026-08-25T01:19:44Z", "asset_keys": ["STAR50"], "instrument": { "name": "科创 50ETF", "exchange_symbol": "SSE.588000" }, "events": [ { "event_id": "nyfed-omo-20260824-overnight-reverse-repo-380m", "title": "纽约联储隔夜逆回购接收 3.8 亿美元", "event_time_utc": "2026-08-24T16:45:00Z", "event_time_quality": "exact", "published_at_utc": "2026-08-24T16:45:00Z", "event_type": "macro_release", "asset_keys": ["STAR50"], "direction_score": { "STAR50": 0 }, "confidence": 95, "horizon": "days", "raw_facts": { "operation_date": "2026-08-24", "maturity_date": "2026-08-25", "term": "overnight", "operation_method": "fixed rate", "collateral_type": "Treasury", "submitted": "0.380 billion USD", "accepted": "0.380 billion USD", "offering_rate": "3.50%", "award_rate": "3.50%", "release_time_local": "12:45 PM ET" }, "transmission_chain": "纽约联储隔夜逆回购接受量为 3.8 亿美元→美国短端资金与美国国债抵押品配置出现可比观测→成长股折现率和风险偏好变量变化→科创 50ETF 价格", "invalidation_conditions": "纽约联储修订或撤回 2026 年 8 月 24 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0→美国短端回购融资需求的日度观测更新→美元利率与成长股折现率变量变化→科创 50ETF 价格", "invalidation_conditions": "纽约联储修订或撤回 2026 年 8 月 24 日上午隔夜回购条目，或更正三类抵押品接收额、利率、期限和到期日时，本事件按修订数据替换。", "source_urls": [ "[https://www.[newyorkfed.org/markets/data-hub](https://www.newyorkfed.org/markets/data-hub)](https://newyorkfed.org/markets/data-hub](https://www.newyorkfed.org/markets/data-hub))" ], "source_tier": "A" }, { "event_id": "nyfed-omo-20260824-overnight-repo-pm-accepted-zero", "title": "纽约联储下午隔夜回购接收额为零", "event_time_utc": "2026-08-24T17:30:00Z", "event_time_quality": "exact", "published_at_utc": "2026-08-24T17:30:00Z", "event_type": "macro_release", "asset_keys": ["STAR50"], "direction_score": { "STAR50": 0 }, "confidence": 94, "horizon": "days", "raw_facts": { "operation_date": "2026-08-24", "maturity_date": "2026-08-25", "term": "overnight", "operation_method": "full allotment", "accepted_treasury": "0.000 billion USD", "accepted_agency": "0.000 billion USD", "accepted_mortgage_backed_securities": "0.000 billion USD", "rate": "3.75%", "release_time_local": "01:30 PM ET" }, "transmission_chain": "纽约联储下午隔夜回购三类抵押品接收额均为 0→美国短端回购融资需求的日度观测更新→美元利率与成长股折现率变量变化→科创 50ETF 价格", "invalidation_conditions": "纽约联储修订或撤回 2026 年 8 月 24 日下午隔夜回购条目，或更正三类抵押品接收额、利率、期限和到期日时，本事件按修订数据替换。", "source_urls": [ "[https://www.[newyorkfed.org/markets/data-hub](https://www.newyorkfed.org/markets/data-hub)](https://newyorkfed.org/markets/data-hub](https://www.newyorkfed.org/markets/data-hub))" ], "source_tier": "A" }, { "event_id": "nyfed-securities-lending-20260824-par-accepted-35050m", "title": "纽约联储证券借贷接收面值 350.5 亿美元", "event_time_utc": "2026-08-24T16:00:00Z", "event_time_quality": "exact", "published_at_utc": "2026-08-24T16:00:00Z", "event_type": "macro_release", "asset_keys": ["STAR50"], "direction_score": { "STAR50": 0 }, "confidence": 93, "horizon": "days", "raw_facts": { "operation_date": "2026-08-24", "settlement_date": "2026-08-24", "maturity_date": "2026-08-25", "operation_type": "securities lending", "par_submitted": 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