2026-09-08 15:00至2026-09-09 11:00 证券ETF结构化事件流

[ { "event_id": "exchanges-cn-20260908-turnover-eod", "title": "沪深两市 9 月 8 日官方成交额合计 19622.78 亿元", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": null, "event_type": "turnover_data", "asset_keys": [ "SECURITIES" ], "direction_score": { "SECURITIES": 2 }, "confidence": 99, "horizon": "days", "raw_facts": { "statistical_date": "2026-09-08", "sse_stock_a_plus_b_turnover": "9165.96 亿元", "szse_stock_turnover": "10456.82 亿元", "derived_sse_szse_official_sum": "19622.78 亿元", "sse_scope": "股票 A+B 合计", "szse_scope": "股票成交金额；主板 5677.19 亿元+创业板 4779.63 亿元", "calculation_note": "沪深合计为两所官方日度报表相加，不与行情口径 19603.35 亿元混用" }, "transmission_chain": [ "沪深交易所官方日度报表给出 9 月 8 日股票成交额", "两所官方口径合计 19622.78 亿元，显示证券经纪交易基数保持高位", "高成交额通常先传导至券商经纪与两融交易活跃度，对证券 ETF 形成正向量能代理信号" ], "invalidation_conditions": [ "上交所或深交所修订 2026-09-08 日度成交金额或统计范围", "两所报表口径发生变更，导致当前合计不再可直接相加" ], "source_urls": [ "https://query.sse.com.cn/commonQuery.do?jsonCallBack=&sqlId=COMMON_SSE_SJ_GPSJ_CJGK_MRGK_C&isPagination=false&TRADE_DATE=20260908", "https://www.szse.cn/api/report/ShowReport/data?SHOWTYPE=JSON&CATALOGID=scsj_gprdgk_after&txtQueryDate=2026-09-08&tjzqlb=D&bkbz=GP%7CXZ%7CCY&cjbz=cjl%7Ccjje" ], "source_tier": "A" }, { "event_id": "cn-broker-20260908-xinda-bond-registration", "title": "信达证券获准注册不超 52 亿元公司债", "event_time_utc": "2026-09-08T10:10:12Z", "event_time_quality": "exact", "published_at_utc": "2026-09-08T10:10:12Z", "event_type": "regulation", "asset_keys": [ "SECURITIES" ], "direction_score": { "SECURITIES": 1 }, "confidence": 97, "horizon": "weeks", "raw_facts": { "issuer": "信达证券 601059", "regulatory_action": "中国证监会同意向专业投资者公开发行公司债券注册", "registered_face_value_limit": "不超过 52 亿元", "registration_validity": "自同意注册之日起 24 个月内有效", "issue_method": "可分期发行，须按报送上海证券交易所的募集说明书实施", "approval_number": "证监许可〔2026〕2246 号" }, "transmission_chain": [ "券商公司债注册额度落地，补充其负债融资工具储备", "融资能力变化先作用于券商资本与业务扩张约束", "单一券商事件对证券 ETF 的方向影响有限，记为温和正向" ], "invalidation_conditions": [ "中国证监会或发行人修订注册额度、有效期或发行状态", "注册批复在有效期内被撤回或失效" ], "source_urls": [ "https://static.cninfo.com.cn/finalpage/2026-09-09/1225553531.PDF", "[https://www.[stcn.com/article/detail/4176897.html](https://www.stcn.com/article/detail/4176897.html)](https://stcn.com/article/detail/4176897.html](https://www.stcn.com/article/detail/4176897.html))" ], "source_tier": "A" }, { "event_id": "cn-mna-20260908-nanda-control-transfer", "title": "南大环境控股股东拟转让不低于 15%股份", "event_time_utc": "2026-09-08T10:24:11Z", "event_time_quality": "exact", "published_at_utc": "2026-09-08T10:24:11Z", "event_type": "ipo_pipeline", "asset_keys": [ "SECURITIES" ], "direction_score": { "SECURITIES": 0 }, "confidence": 98, "horizon": "weeks", "raw_facts": { "issuer": "南大环境 300864", "proposed_transfer": "不低于公司总股本 15.00%，即不少于 23865625 股", "post_transfer_holding_of_current_controller": "不高于 14.23%", "control_change_risk": "可能导致控股股东及实际控制人发生变更", "transfer_method": "公开征集受让方后协议转让" }, "transmission_chain": [ "控股股东拟转让大比例股份，触发上市公司控制权变化观察", "控制权变化进入资本运作与治理事件链，可能影响后续交易安排", "交易仍处于拟转让阶段，无法仅凭公告确定证券板块方向" ], "invalidation_conditions": [ "公司撤回公开征集转让安排", "最终受让方、转让比例或控制权状态与提示性公告不一致" ], "source_urls": [ "https://static.cninfo.com.cn/finalpage/2026-09-08/1225554122.PDF", "https://www.cls.cn/detail/2477271", "[https://www.[stcn.com/article/detail/4176960.html](https://www.stcn.com/article/detail/4176960.html)](https://stcn.com/article/detail/4176960.html](https://www.stcn.com/article/detail/4176960.html))" ], "source_tier": "A" }, { "event_id": "cn-mna-20260908-aike-siliconxiang", "title": "爱克股份 22 亿元收购东莞硅翔 100%股权", "event_time_utc": "2026-09-08T10:42:11Z", "event_time_quality": "exact", "published_at_utc": "2026-09-08T10:42:11Z", "event_type": "ipo_pipeline", "asset_keys": [ "SECURITIES" ], "direction_score": { "SECURITIES": 0 }, "confidence": 98, "horizon": "weeks", "raw_facts": { "issuer": "爱克股份 300889", "target": "东莞硅翔 100%股权", "transaction_price": "220000.00 万元", "valuation": "221600.00 万元", "valuation_premium": "139.79%", "counterparties": "23 名", "supplementary_funding_plan": "拟向不超过 35 名特定投资者发行股份募集配套资金", "financial_adviser": "浙商证券股份有限公司" }, "transmission_chain": [ "上市公司重组注册稿披露交易金额与配套融资安排", "交易所审核通过后的注册稿更新重组与券商财务顾问管线", "交易仍需按注册及后续发行进程推进，当前对证券 ETF 方向保持中性" ], "invalidation_conditions": [ "重组方案、交易价格、标的范围或配套融资安排被修订或终止", "监管注册结果与注册稿阶段状态不一致" ], "source_urls": [ "https://disc.static.szse.cn/download/disc/disk03/finalpage/2026-09-08/05d282a3-a04c-4410-951f-c1f38bdc32ec.PDF" ], "source_tier": "A" }, { "event_id": "cn-mna-20260908-binglun-mingxiang", "title": "冰轮环境 7.025 亿元收购烟台铭祥 45%股权", "event_time_utc": "2026-09-08T11:19:58Z", "event_time_quality": "exact", "published_at_utc": "2026-09-08T11:19:58Z", "event_type": "ipo_pipeline", "asset_keys": [ "SECURITIES" ], "direction_score": { "SECURITIES": 0 }, "confidence": 98, "horizon": "weeks", "raw_facts": { "issuer": "冰轮环境 000811", "target": "烟台铭祥控股有限公司 45%股权", "total_transaction_price": "70250.535 万元", "first_transfer": "烟台国丰 30%股权，46833.69 万元", "second_transfer": "烟台合弘 15%股权，23416.845 万元", "post_transaction_holdings": "冰轮环境 45%，控股股东烟台国丰 22%，合计 67%", "indirect_target_holding": "烟台铭祥持有密封科技 301020 的 47.93%股权", "major_asset_restructuring_status": "不构成重大资产重组" }, "transmission_chain": [ "上市公司收购并形成对烟台铭祥的控制，间接取得密封科技控制权", "交易金额与控制权比例进入上市公司并购管线，增加券商及交易服务需求", "公告明确不构成重大资产重组，单一项目不形成证券板块方向信号" ], "invalidation_conditions": [ "交易双方调整交易金额、股权比例或终止协议", "监管或股东程序未完成导致控制权未能转移" ], "source_urls": [ "https://static.cninfo.com.cn/finalpage/2026-09-09/1225554431.PDF", "https://www.cls.cn/detail/2477327", "[https://www.[stcn.com/article/detail/4177043.html](https://www.stcn.com/article/detail/4177043.html)](https://stcn.com/article/detail/4177043.html](https://www.stcn.com/article/detail/4177043.html))" ], "source_tier": "A" }, { "event_id": "cn-ipo-20260908-shengu-ballot-rate", "title": "沈鼓集团 IPO 网上最终中签率 0.04703721%", "event_time_utc": "2026-09-08T11:29:20Z", "event_time_quality": "exact", "published_at_utc": "2026-09-08T11:29:20Z", "event_type": "ipo_pipeline", "asset_keys": [ "SECURITIES" ], "direction_score": { "SECURITIES": -1 }, "confidence": 98, "horizon": "weeks", "raw_facts": { "issuer": "沈鼓集团 601091", "issue_price": "4.39 元/股", "valid_online_subscription_accounts": "15724730 户", "valid_online_subscription_shares": "323978610000 股", "initial_online_success_rate": "0.02015874%", "final_online_issue_size": "152390500 股，约占扣除最终战略配售后发行数量的 70.00%", "final_offline_issue_size": "65309682 股，约占 30.00%", "final_online_success_rate": "0.04703721%", "lot_count": "647957220 个" }, "transmission_chain": [ "主板 IPO 网上发行结果披露，新增发行管线的中签率与配售结构信息", "新股发行增加权益融资供给并产生承销结算需求", "单一项目对证券 ETF 的方向信号偏弱，按发行供给记为温和负向" ], "invalidation_conditions": [ "发行人或交易所修订发行结果、发行价格、数量或中签率", "IPO 发行计划取消或发行结果公告被更正" ], "source_urls": [ "https://static.cninfo.com.cn/finalpage/2026-09-09/1225554454.PDF", "https://www.cls.cn/detail/2477339" ], "source_tier": "A" }, { "event_id": "cn-refi-20260908-shennan-cap-reduction", "title": "深南电路定增募资上限下调至 43.67 亿元", "event_time_utc": "2026-09-08T12:06:55Z", "event_time_quality": "exact", "published_at_utc": "2026-09-08T12:06:55Z", "event_type": "ipo_pipeline", "asset_keys": [ "SECURITIES" ], "direction_score": { "SECURITIES": 1 }, "confidence": 99, "horizon": "weeks", "raw_facts": { "issuer": "深南电路 002916", "previous_fundraising_cap": "不超过 48.82 亿元", "revised_fundraising_cap": "不超过 436735.20 万元", "revised_fundraising_cap_rounded": "不超过 43.67 亿元", "ai_computing_electronic_circuit_project": "360000.00 万元，约 36 亿元，不变", "working_capital": "76735.20 万元，约 7.67 亿元", "board_meeting": "2026-09-08 第四届董事会第二十次会议审议通过" }, "transmission_chain": [ "定增方案下调募资总额，权益融资供给预期较原方案减少", "AI 算力电子电路项目金额不变，调整主要来自补充流动资金", "供给收缩对证券板块边际偏正，但仍取决于后续审议与注册进程" ], "invalidation_conditions": [ "董事会或后续监管程序再次修订募资上限与资金用途", "定增方案被否决、撤回或终止" ], "source_urls": [ "https://static.cninfo.com.cn/finalpage/2026-09-09/1225554575.PDF", "https://www.cls.cn/detail/2477376", "[https://www.[stcn.com/article/detail/4177087.html](https://www.stcn.com/article/detail/4177087.html)](https://stcn.com/article/detail/4177087.html](https://www.stcn.com/article/detail/4177087.html))" ], "source_tier": "A" }, { "event_id": "hkex-hk-20260908-day-turnover", "title": "港交所主板及 GEM9 月 8 日成交额 2062.85 亿港元", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": null, "event_type": "turnover_data", "asset_keys": [ "SECURITIES" ], "direction_score": { "SECURITIES": 0 }, "confidence": 99, "horizon": "days", "raw_facts": { "statistical_date": "2026-09-08", "main_board_turnover": "206170466744 港元", "main_board_shares": "315450556747 股", "main_board_deals": "3821539 笔", "gem_turnover": "114729151 港元", "gem_shares": "326196198 股", "gem_deals": "5690 笔", "main_board_plus_gem_turnover": "206285195895 港元，按两份官方原页相加", "hang_seng_index": "25317.18，变动-95.94，-0.378%" }, "transmission_chain": [ "港交所完整交易日统计显示主板与 GEM 成交额合计 206285195895 港元", "港股成交数据为跨市场证券交易活跃度参考，不等同于 A 股全市场成交额", "恒生指数当日下跌 0.378%，成交与价格信号相互抵消，方向记为中性" ], "invalidation_conditions": [ "港交所修订 2026-09-08 主板或 GEM 日报数字", "主板与 GEM 统计范围发生变化，当前合计不再可直接相加" ], "source_urls": [ "https://www.hkex.com.hk/eng/stat/smstat/dayquot/d260908e.htm", "https://www.hkex.com.hk/eng/stat/smstat/dayquot/GEM/e_G260908.htm" ], "source_tier": "A" }, { "event_id": "hkex-cn-20260908-stockconnect", "title": "沪深港通 9 月 8 日南向净买入 61.2782 亿港元", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": null, "event_type": "liquidity_flow", "asset_keys": [ "SECURITIES" ], "direction_score": { "SECURITIES": 1 }, "confidence": 99, "horizon": "days", "raw_facts": { "statistical_date": "2026-09-08", "northbound_unit": "RMB mil", "sse_northbound_total_turnover": "122752.05 RMB mil", "szse_northbound_total_turnover": "143295.85 RMB mil", "northbound_total_turnover": "266047.90 RMB mil，按沪股通与深股通相加", "southbound_unit": "HKD mil", "sse_southbound_total_turnover": "58599.00 HKD mil", "szse_southbound_total_turnover": "32191.62 HKD mil", "southbound_total_turnover": "90790.62 HKD mil", "southbound_buy_turnover": "48459.22 HKD mil", "southbound_sell_turnover": "42331.40 HKD mil", "southbound_net_buy": "+6127.82 HKD mil" }, "transmission_chain": [ "港交所沪深港通文件显示南向买入额高于卖出额", "南向净买入提供跨境证券资金流的正向观察值，北向合计保留为成交额而非净流量", "跨境资金流对 A 股证券板块的传导取决于后续持续性，方向记为温和正向" ], "invalidation_conditions": [ "港交所修订 2026-09-08 沪深港通原始数据", "数据文件的市场、币种或买卖方向字段口径调整" ], "source_urls": [ "https://www.hkex.com.hk/eng/csm/DailyStat/data_tab_daily_20260908e.js", "https://www.hkex.com.hk/chi/csm/DailyStat/data_tab_daily_20260908c.js", "https://www.hkex.com.hk/Mutual-Market/Stock-Connect/Statistics/Historical-Daily?sc_lang=en" ], "source_tier": "A" }, { "event_id": "hkex-hk-20260908-homecontrol-discipline", "title": "港交所纪律处分 1747：IPO 款 3810 万港元违规使用", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": null, "event_type": "regulation", "asset_keys": [ "SECURITIES" ], "direction_score": { "SECURITIES": -1 }, "confidence": 96, "horizon": "weeks", "raw_facts": { "statistical_date": "2026-09-08", "company": "Home Control International Limited，股份代号 1747", "disciplinary_action": "联交所谴责公司及两名前任董事，并要求两人各完成 20 小时培训", "ipo_proceeds_used_in_investment_products": "约 3810 万港元，约占 IPO 募资 44.9%", "custody_fee": "约 110 万港元", "unpaid_balance_provision": "约 2520 万港元" }, "transmission_chain": [ "联交所对 IPO 募资用途及披露责任作出纪律处分", "监管执行强化上市公司资金用途与信息披露约束", "个案处罚对证券 ETF 的直接方向影响有限，但提供市场治理风险信号" ], "invalidation_conditions": [ "港交所更正纪律公告事实、金额或处分对象", "后续司法或监管程序改变公告所载处分状态" ], "source_urls": [ "https://www.hkex.com.hk/News/Regulatory-Announcements/2026/260908news?sc_lang=en" ], "source_tier": "A" }, { "event_id": "nyse-us-20260908-consolidated-volume", "title": "美股 9 月 8 日综合带成交 162.49 亿股", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": null, "event_type": "turnover_data", "asset_keys": [ "SECURITIES" ], "direction_score": { "SECURITIES": 1 }, "confidence": 99, "horizon": "days", "raw_facts": { "statistical_date": "2026-09-08，美国东部时间交易日", "unit": "百万股，成交股数口径，不是美元成交额", "consolidated_tape_a": "5122.1 百万股", "consolidated_tape_b": "3182.8 百万股", "consolidated_tape_c": "7944.1 百万股", "consolidated_tape_total": "16249.0 百万股", "previous_comparable_date": "2026-09-04", "change_vs_previous_comparable_date": "+20.1%" }, "transmission_chain": [ "NYSE 官方文件显示 9 月 8 日三条综合带成交股数合计 16249.0 百万股", "全市场成交股数是海外证券交易活跃度与券商交易需求的参考", "该文件不提供全美美元成交额，不能把股数直接替代名义成交额" ], "invalidation_conditions": [ "NYSE 修订 20260908 CSV 记录或综合带统计口径", "后续核验发现交易日期或磁带合计被更正" ], "source_urls": [ "[https://www.[nyse.com/markets/us-equity-volumes](https://www.nyse.com/markets/us-equity-volumes)](https://nyse.com/markets/us-equity-volumes](https://www.nyse.com/markets/us-equity-volumes))", "[https://www.[nyse.com/publicdocs/nyse/US_Equities_Volumes.csv](https://www.nyse.com/publicdocs/nyse/US_Equities_Volumes.csv)](https://nyse.com/publicdocs/nyse/US_Equities_Volumes.csv](https://www.nyse.com/publicdocs/nyse/US_Equities_Volumes.csv))" ], "source_tier": "A" }, { "event_id": "nyfed-us-20260908-overnight-operations", "title": "纽约联储 9 月 8 日逆回购 6.26 亿美元", "event_time_utc": "2026-09-08T17:45:00Z", "event_time_quality": "exact", "published_at_utc": null, "event_type": "liquidity_flow", "asset_keys": [ "SECURITIES" ], "direction_score": { "SECURITIES": -1 }, "confidence": 95, "horizon": "days", "raw_facts": { "operation_date": "2026-09-08，美国东部时间", "reverse_repo_close": "13:15 ET；提交 0.626 十亿美元，接受 0.626 十亿美元，利率 3.50%，3 个对手方", "repo_morning_close": "08:30 ET；Treasury 接受 0.011 十亿美元，MBS 接受 0.010 十亿美元，合计 0.021 十亿美元，利率 3.75%", "repo_afternoon_close": "13:45 ET；Treasury、Agency、MBS 均接受 0.000 十亿美元，合计 0.000 十亿美元，利率 3.75%", "derived_net_operation": "按接受额计算，逆回购吸收 0.626 十亿美元减去回购投放 0.021 十亿美元，净方向为-0.605 十亿美元", "timezone_note": "原始页面使用美国东部时间；event_time_utc 取最晚 13:45 ET 操作结束时刻" }, "transmission_chain": [ "纽约联储逆回购吸收额高于回购工具投放额", "按接受额相减，9 月 8 日这组隔夜操作对短期美元流动性形成净吸收", "海外流动性边际收紧通过风险偏好与跨市场估值传导，证券 ETF 方向记为温和负向" ], "invalidation_conditions": [ "纽约联储修订 9 月 8 日回购、逆回购操作结果或金额", "操作时区、操作类型或接受额字段被官方更正" ], "source_urls": [ "[https://markets.[newyorkfed.org/api/rp/results/search.json?startDate=2026-09-08&endDate=2026-09-08](https://markets.newyorkfed.org/api/rp/results/search.json?startDate=2026-09-08&endDate=2026-09-08)](https://newyorkfed.org/api/rp/results/search.json?startDate=2026-09-08&endDate=2026-09-08](https://markets.newyorkfed.org/api/rp/results/search.json?startDate=2026-09-08&endDate=2026-09-08))", "[https://www.[newyorkfed.org/markets/desk-operations/reverse-repo](https://www.newyorkfed.org/markets/desk-operations/reverse-repo)](https://newyorkfed.org/markets/desk-operations/reverse-repo](https://www.newyorkfed.org/markets/desk-operations/reverse-repo))", "[https://www.[newyorkfed.org/markets/desk-operations/repo](https://www.newyorkfed.org/markets/desk-operations/repo)](https://newyorkfed.org/markets/desk-operations/repo](https://www.newyorkfed.org/markets/desk-operations/repo))" ], "source_tier": "A" }, { "event_id": "cn-margin-20260908-daily", "title": "沪深两融余额 9 月 8 日合计 26430.84 亿元", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": null, "event_type": "margin_balance", "asset_keys": [ "SECURITIES" ], "direction_score": { "SECURITIES": 1 }, "confidence": 99, "horizon": "days", "raw_facts": { "statistical_date": "2026-09-08", "sse_financing_balance": "1339945793683 元", "sse_financing_buy_amount": "88089801698 元", "sse_margin_balance": "1358325680900 元", "szse_financing_balance": "12742.71 亿元", "szse_financing_buy_amount": "822.71 亿元", "szse_margin_balance": "12847.58 亿元", "combined_financing_balance": "26142.17 亿元，较前一交易日增加 19.14 亿元", "combined_margin_balance": "26430.84 亿元，较前一交易日增加 20.44 亿元", "weekly_threshold_check": "两融余额较 2026-09-04 周末+0.52%，较 2026-09-01-0.57%，均未触及±3%" }, "transmission_chain": [ "沪深融资余额和融资融券余额均较前一交易日增加", "融资余额日度增加显示杠杆交易资金边际净流入，通常对证券经纪与融资业务形成正向观察", "周度变化未触及 3%硬阈值，因此不触发异常扩张或收缩路由" ], "invalidation_conditions": [ "上交所或深交所修订 2026-09-08 两融原始报表", "沪深两所单位或统计范围被调整，导致合计不可直接相加" ], "source_urls": [ "https://www.sse.com.cn/market/dealingdata/overview/margin/a/rzrqjygk20260908.xls", "https://www.szse.cn/api/report/ShowReport/data?SHOWTYPE=JSON&CATALOGID=1837_xxpl&txtDate=2026-09-08&txtZqdm=" ], "source_tier": "A" }, { "event_id": "stcn-cn-20260909-shijishuma-subscription", "title": "世纪数码 9 月 9 日申购价 15.67 元", "event_time_utc": "2026-09-08T23:08:12Z", "event_time_quality": "exact", "published_at_utc": "2026-09-08T23:08:12Z", "event_type": "ipo_pipeline", "asset_keys": [ "SECURITIES" ], "direction_score": { "SECURITIES": 0 }, "confidence": 96, "horizon": "weeks", "raw_facts": { "issuer": "世纪数码 920229", "subscription_date": "2026-09-09", "issue_price": "15.67 元/股", "issue_pe_ratio": "13.49 倍，原件对应四种市盈率口径之一", "initial_issue_size": "1100.00 万股", "single_account_subscription_limit": "46.75 万股", "sponsor": "东方证券", "authorized_overallotment_size": "165.00 万股" }, "transmission_chain": [ "北交所新股在 9 月 9 日进入申购，更新证券发行与承销管线", "东方证券承担保荐并获超额配售安排，提供券商承销业务信号", "单一北交所项目对证券 ETF 方向不足以形成板块级判断，记为中性" ], "invalidation_conditions": [ "发行人、北交所或保荐机构修订发行价、发行数量、申购日期或超额配售安排", "申购计划延期、中止或发行公告被更正" ], "source_urls": [ "[https://www.[stcn.com/article/detail/4177353.html](https://www.stcn.com/article/detail/4177353.html)](https://stcn.com/article/detail/4177353.html](https://www.stcn.com/article/detail/4177353.html))", "[https://www.[stcn.com/article/detail/4177326.html](https://www.stcn.com/article/detail/4177326.html)](https://stcn.com/article/detail/4177326.html](https://www.stcn.com/article/detail/4177326.html))", "http://dataclouds.cninfo.com.cn/sjother2/documents/2026/2026-09-07/78f20c3dea172f5bd1828babb85b3851.pdf" ], "source_tier": "B" }, { "event_id": "cn-refi-20260909-rijiu-registration", "title": "日久光电定增注册获批有效期 12 个月", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": null, "event_type": "ipo_pipeline", "asset_keys": [ "SECURITIES" ], "direction_score": { "SECURITIES": -1 }, "confidence": 98, "horizon": "weeks", "raw_facts": { "issuer": "日久光电 003015", "regulatory_action": "中国证监会同意向特定对象发行股票注册", "approval_number": "证监许可〔2026〕2354 号", "registration_validity": "自同意注册之日起 12 个月内有效", "document_status": "2026 年度向特定对象发行 A 股股票募集说明书配套注册文件披露" }, "transmission_chain": [ "再融资注册批复进入公告管线，增加权益融资供给的确定性", "注册批复后仍需按发行方案推进，证券服务与承销需求随进程释放", "在未披露发行金额的情况下，方向仅按新增供给记为温和负向" ], "invalidation_conditions": [ "中国证监会、深交所或发行人更正注册状态或有效期", "发行人在有效期内撤回或终止本次定增" ], "source_urls": [ "https://disc.static.szse.cn/download/disc/disk03/finalpage/2026-09-09/a01ab1f3-4b5e-4fa9-bc15-f985ce1bd5cc.PDF" ], "source_tier": "A" }, { "event_id": "cn-pboc-20260909-omo-zero7d", "title": "央行 9 月 9 日 7 天逆回购操作为 0", "event_time_utc": "2026-09-09T01:20:30Z", "event_time_quality": "exact", "published_at_utc": "2026-09-09T01:20:30Z", "event_type": "liquidity_flow", "asset_keys": [ "SECURITIES" ], "direction_score": { "SECURITIES": 0 }, "confidence": 99, "horizon": "days", "raw_facts": { "operation_date": "2026-09-09", "term": "7 天期", "bid_amount": "0 亿元", "winning_amount": "0 亿元", "maturity_amount": "0 亿元", "derived_net_injection": "0 亿元", "announcement_time_asia_shanghai": "2026-09-09 09:20:30", "previous_same_term_reference": "2026-09-02 同期限逆回购投放 0 亿元" }, "transmission_chain": [ "央行公告显示当日 7 天期逆回购无投放且无同期限到期", "公开市场操作对当日短期基础流动性形成净投放 0 亿元", "该事实本身不提供新增宽松或收紧方向，方向记为中性" ], "invalidation_conditions": [ "人民银行更正公告中的投标量、中标量或到期量", "后续补充公告改变 2026-09-09 公开市场操作口径" ], "source_urls": [ "http://www.pbc.gov.cn/zhengcehuobisi/125207/125213/125431/125475/2026090909094893664/index.html", "http://www.pbc.gov.cn/zhengcehuobisi/125207/125213/125431/125475/2026090208530223391/index.html" ], "source_tier": "A" }, { "event_id": "sse-cn-20260909-512880-1059", "title": "证券 ETF512880 截至 10:59 成交额 6.095 亿元", "event_time_utc": "2026-09-09T02:59:00Z", "event_time_quality": "exact", "published_at_utc": null, "event_type": "turnover_data", "asset_keys": [ "SECURITIES" ], "direction_score": { "SECURITIES": -1 }, "confidence": 98, "horizon": "intraday", "raw_facts": { "statistical_date": "2026-09-09", "cutoff_time_asia_shanghai": "2026-09-09 10:59:00", "last_minute": "10:59", "last_price": "1.0830 元", "last_price_change": "-0.0020 元", "cumulative_volume": "563649900 份", "cumulative_amount": "609518622 元", "last_minute_volume": "3274800 份", "last_minute_amount": "3544521 元" }, "transmission_chain": [ "证券 ETF512880 截至 10:59 成交额与成交份额可直接更新标的流动性状态", "最新价较前一时点变动为-0.0020 元，价格信号偏负", "成交额本身仍是量能代理，需与沪深市场合成成交额和后续价格共同判断" ], "invalidation_conditions": [ "上交所修订 512880 逐分钟成交量、成交额、价格或数据日期", "窗口切分误纳入 10:59 之后或 11:00 分钟 bar" ], "source_urls": [ "https://yunhq.sse.com.cn:32042/v1/sh1/line/512880?begin=0&end=-1&select=time,price,change,change_pct,volume,amount" ], "source_tier": "A" }, { "event_id": "exchanges-cn-20260909-turnover-1trillion", "title": "沪深分钟合成成交额 10:46 破 1 万亿元", "event_time_utc": "2026-09-09T03:00:00Z", "event_time_quality": "exact", "published_at_utc": null, "event_type": "turnover_data", "asset_keys": [ "SECURITIES" ], "direction_score": { "SECURITIES": 2 }, "confidence": 99, "horizon": "intraday", "raw_facts": { "statistical_date": "2026-09-09", "threshold": "1000000000000 元", "first_crossing_time_asia_shanghai": "2026-09-09 10:46:00", "previous_minute_time_asia_shanghai": "2026-09-09 10:45:00", "previous_minute_combined_amount": "998318964283.13 元", "crossing_combined_amount": "1004483359837.16 元", "crossing_sse_000001_cumulative_amount": "474346216469 元", "crossing_szse_399106_cumulative_amount": "530137143368.16 元", "cutoff_time_asia_shanghai": "2026-09-09 11:00:00", "sse_000001_cumulative_amount_through_1059": "513379830355 元", "szse_399106_cumulative_amount_through_1059": "570808956185.24 元", "combined_amount_through_1059": "1084188786540.24 元", "calculation_scope": "上交所 000001 与深交所 399106 逐分钟 amount 逐项相加；仅纳入 09:30 至 10:59 分钟行；该合成值不是交易所发布的单一沪深全市场官方口径" }, "transmission_chain": [ "上证指数与深证综指分钟 amount 合成值在 10:46 首次越过 1 万亿元", "截至 10:59 合成值继续升至 1084188786540.24 元，显示盘中成交基数快速累积", "量能代理对券商经纪业务收入和证券 ETF 交易活跃度形成正向信号，但不等同于价格方向" ], "invalidation_conditions": [ "上交所或深交所回补、修订逐分钟 amount 后，10:46 合成值降至阈值以下", "任一交易所调整接口统计范围或 amount 单位，导致两项数据不可直接相加", "将 11:00 之后返回的分钟 bar 误并入本窗口" ], "source_urls": [ "https://yunhq.sse.com.cn:32042/v1/sh1/line/000001?begin=0&end=-1&select=time,price,change,change_pct,volume,amount", "http://www.szse.cn/api/market/ssjjhq/getTimeData?marketId=1&code=399106" ], "source_tier": "A" } ]