09:00开盘前汇总：科创50调样生效与美8月CPI共2条事件

{ "schema_version": "1.0", "as_of": "2026-09-14T01:25:00Z", "asset_keys": [ "STAR50" ], "instrument": { "name": "科创 50ETF", "exchange_symbol": "SSE.588000" }, "events": [ { "event_id": "sse-star50-20260914-q3-rebalance", "title": "科创 50 指数三季度样本定期调整正式生效", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-08-28T09:57:48Z", "event_type": "index_rebalance", "asset_keys": [ "STAR50" ], "direction_score": { "STAR50": 0 }, "confidence": 95, "horizon": "weeks", "raw_facts": { "effective_date": "2026-09-14", "incoming_constituents": "688002 睿创微纳, 688629 华丰科技, 688729 屹唐股份, 688775 影石创新, 688820 盛合晶微", "outgoing_constituents": "688065 凯赛生物, 688297 中无人机, 688538 和辉光电, 688608 恒玄科技, 688617 惠泰医疗", "reserve_list": "688313 仕佳光子, 688387 信科移动, 688411 海博思创, 688019 安集科技, 688234 天岳先进", "rebalanced_count": "5 只", "original_announcement_date": "2026-08-28" }, "transmission_chain": "指数三季度定期调样正式生效→跟踪科创 50 的被动 ETF 与指数基金执行调仓换股→资金流入新纳入成分股并流出调出成分股→重塑科创 50ETF 成分股持仓权重与微观流动性结构", "invalidation_conditions": "若上交所或中证指数公司发布紧急临时调整更正公告或因成分股突发停牌撤销调整，则本调整事实作废", "source_urls": [ "https://www.sse.com.cn/market/sseindex/diclosure/c/c_20260828_10830242.shtml", "https://www.sse.com.cn/market/sseindex/diclosure/c/10830242/files/e7fcf59bdbdc48f088ff1c3481d61440.pdf" ], "source_tier": "A" }, { "event_id": "bls-us-20260911-cpi-august", "title": "美国 8 月 CPI 同比升 3.4%核心 CPI 升 2.4%", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-09-11T12:30:00Z", "event_type": "macro_release", "asset_keys": [ "STAR50" ], "direction_score": { "STAR50": -1 }, "confidence": 90, "horizon": "days", "raw_facts": { "cpi_yoy": "3.4%", "cpi_mom_sa": "0.4%", "core_cpi_yoy": "2.4%", "core_cpi_mom_sa": "0.3%", "energy_index_yoy": "16.3%", "gasoline_index_mom_sa": "3.9%", "shelter_index_mom_sa": "0.3%", "food_index_yoy": "2.7%", "release_id": "USDL-26-1496" }, "transmission_chain": "美国 8 月整体通胀环比反弹 0.4%且核心通胀韧性→海外流动性宽松节奏预期微调→影响全球高估值科技成长资产无风险折现率与科创板估值风险偏好", "invalidation_conditions": "若美国劳工统计局 BLS 后续对 2026 年 8 月季调因子调整或发布数据修正，则以 BLS 最新发布为准", "source_urls": [ "[https://www.[bls.gov/news.release/cpi.nr0.htm](https://www.bls.gov/news.release/cpi.nr0.htm)](https://bls.gov/news.release/cpi.nr0.htm](https://www.bls.gov/news.release/cpi.nr0.htm))" ], "source_tier": "A" } ], "exclusions": [ "浩瀚深度（688292）大额减持计划：经核验浩瀚深度属于上证科创板综合指数，未纳入科创 50（STAR50）成分股，对 ETF 定价无直接影响，排除；", "2026 中国算力大会及三大运营商高管论坛讲话：属于行业中长期战略与愿景倡议，非科创 50 成分股一手财务披露，缺乏直接量化约束，排除；", "OpenAI 与 Anthropic 放慢 AI 研发节奏及模型安全事件：涉事主体为海外未上市机构，无直接可映射至 STAR50 成分股的可照抄数字，排除；", "二级市场周末收评与大宗商品行情走势：美股周线收评与原油、贵金属分时行情属于二级市场高频行情链路，下游量化系统拥有专属行情通道，按频道规则一律排除。" ] }