2026-08-19 11:00 证券ETF结构化事件流

[ { "event_id": "nyfed-us-20260818-sofr", "title": "SOFR 升至 3.66%", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-08-18T12:02:00Z", "event_type": "liquidity_flow", "asset_keys": [ "SECURITIES" ], "direction_score": { "SECURITIES": -1 }, "confidence": 92, "horizon": "days", "raw_facts": "统计日=2026-08-17。Federal Reserve Bank of St. Louis FRED 页面显示 SOFR 为 3.66%，页面更新时间为 2026-08-18 07:02 AM CDT，即 2026-08-18T12:02:00Z；8 月 14 日为 3.62%，8 月 12 日至 14 日均为 3.62%。该值由纽约联储发布，8 月 18 日交易日的 SOFR 在本窗口结束后发布。", "transmission_chain": "SOFR 由 3.62%升至 3.66%→美元担保隔夜融资成本上升→全球短期流动性价格边际收紧→证券 ETF 短线外部信号偏负。", "invalidation_conditions": "若纽约联储或 FRED 修订 2026-08-17 SOFR、统计日期或页面更新时间，须按修订值更新；不得倒填 8 月 18 日统计值。", "source_urls": [ "[https://fred.[stlouisfed.org/series/SOFR](https://fred.stlouisfed.org/series/SOFR)](https://stlouisfed.org/series/SOFR](https://fred.stlouisfed.org/series/SOFR))" ], "source_tier": "A" }, { "event_id": "hkex-hk-20260818-stock-connect-turnover", "title": "沪深港通 8 月 18 日四向成交数据更新", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-08-18T09:27:43Z", "event_type": "liquidity_flow", "asset_keys": [ "SECURITIES" ], "direction_score": { "SECURITIES": 1 }, "confidence": 99, "horizon": "days", "raw_facts": "港交所沪深港通官方静态文件数据日期为 2026-08-18。北向股票 Total Turnover：SSE 143,517.11、SZSE 164,122.86，合计 307,639.97 RMB mil；北向 ETF：SSE 2,962.52、SZSE 3,114.92，合计 6,077.44 RMB mil；北向股票与 ETF 合计 313,717.41 RMB mil，买卖合计笔数 13,594,002。南向股票 Total Turnover：SSE 77,091.16、SZSE 40,915.61，合计 118,006.77 RMB mil；南向 ETF：SSE 3,935.17、SZSE 1,788.30，合计 5,723.47 RMB mil；南向股票与 ETF 合计 123,730.24 RMB mil，买卖合计笔数 2,183,542。DQB=999,999,999 为占位值，不作为额度余额。", "transmission_chain": "沪深港通四向股票与 ETF 成交数据更新→跨境权益交易、经纪和结算活动保持可量化活跃度→券商交易服务收入预期获得支撑→证券 ETF 短线信号偏正。", "invalidation_conditions": "若港交所修订 2026-08-18 各方向成交额、成交笔数、ETF 口径或币种单位，须按修订值更新；DQB 占位值不得解释为额度余额。", "source_urls": [ "https://www.hkex.com.hk/eng/csm/DailyStat/data_tab_daily_20260818e.js" ], "source_tier": "A" }, { "event_id": "csrc-cn-20260818-reits-registration", "title": "证监会准予 3 只公募 REITs 注册", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-08-18T10:31:28Z", "event_type": "regulation", "asset_keys": [ "SECURITIES" ], "direction_score": { "SECURITIES": 1 }, "confidence": 98, "horizon": "weeks", "raw_facts": "证监会于 2026-08-18 18:01:28 至 18:31:28 发布 3 份注册批复：国泰海通中国建筑租赁住房封闭式基础设施证券投资基金，文号证监许可〔2026〕2071 号；平安西安高科产业园封闭式基础设施证券投资基金，文号证监许可〔2026〕2067 号；山证晋中公投瑞阳供热封闭式基础设施证券投资基金，文号证监许可〔2026〕2068 号。", "transmission_chain": "3 只公募 REITs 获准注册→基础设施证券化产品供给扩容→券商基金管理、销售及资本市场服务机会增加→证券 ETF 周度信号偏正。", "invalidation_conditions": "若证监会撤销或修订任一批复、基金未完成募集或项目名称与管理人发生变化，须按新披露更新。", "source_urls": [ "http://www.csrc.gov.cn/csrc/c101895/c7652863/content.shtml", "http://www.csrc.gov.cn/csrc/c101895/c7652866/content.shtml", "http://www.csrc.gov.cn/csrc/c101895/c7652875/content.shtml" ], "source_tier": "A" }, { "event_id": "cls-sse-20260818-jiaocheng-placement-approved", "title": "骄成超声 13.44 亿元定增获审核通过", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-08-18T10:45:22Z", "event_type": "ipo_pipeline", "asset_keys": [ "SECURITIES" ], "direction_score": { "SECURITIES": 1 }, "confidence": 92, "horizon": "weeks", "raw_facts": "财联社详情页于 2026-08-18 18:45:22 发布：骄成超声(688392)向特定对象发行 A 股股票申请获上交所审核通过，尚需证监会同意注册。证券时报 2026-08-19 10:21 详情页补充：拟发行数量不超过 3472.00 万股，预计募集资金 13.44 亿元，保荐机构为国泰海通证券股份有限公司；本事件属于定增再融资，不是首次公开发行。", "transmission_chain": "定增项目获交易所审核通过、拟募资 13.44 亿元→项目进入证监会注册环节→国泰海通对应保荐与承销项目继续推进→证券 ETF 周度投行业务信号偏正。", "invalidation_conditions": "若证监会未同意注册、公司撤回或终止发行、发行数量或募集资金下调，或最终未形成承销收入，则偏正传导失效。", "source_urls": [ "https://www.cls.cn/detail/2457357", "[https://www.[stcn.com/article/detail/4085509.html](https://www.stcn.com/article/detail/4085509.html)](https://stcn.com/article/detail/4085509.html](https://www.stcn.com/article/detail/4085509.html))" ], "source_tier": "B" }, { "event_id": "hkex-hk-20260818-securities-turnover", "title": "港股 8 月 18 日成交 255766 百万港元", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-08-18T12:00:06Z", "event_type": "turnover_data", "asset_keys": [ "SECURITIES" ], "direction_score": { "SECURITIES": 1 }, "confidence": 99, "horizon": "days", "raw_facts": "港交所 2026-08-18 完整交易日数据：主板与 GEM 总成交额 255,766 HKD mil，其中主板 255,541 HKD mil、GEM 225 HKD mil；主板日行情原值 Today's Turnover 255,540,862,521 港元。主板成交股数 285,343,061,826 股，成交笔数 4,231,571；官方概览页显示主板 285,343 百万股、GEM 460 百万股，合计 285,803 百万股。市场广度 Advanced 3,822、Declined 5,804、Unchanged 5,940，Securities Traded 8,125。恒生指数收 25,471.15，较前收 25,453.23 变动+17.92（+0.07%）；恒生中国企业指数收 8,453.20，变动+13.23。", "transmission_chain": "港股完整交易日成交额与成交笔数保持活跃、恒指小幅上涨但下跌证券多于上涨证券→跨境经纪业务量有支撑而风险偏好分化→交易活跃度略占优，证券 ETF 短线信号偏正。", "invalidation_conditions": "若港交所修订 2026-08-18 主板或 GEM 成交额、成交量、笔数、市场广度或指数收盘，须按修订值更新；主板原值与概览页百万口径不得混算。", "source_urls": [ "https://www.hkex.com.hk/eng/stat/smstat/dayquot/d260818e.htm", "https://www.hkex.com.hk/Mutual-Market/Stock-Connect/Statistics/Hong-Kong-and-Mainland-Market-Highlights?sc_lang=en" ], "source_tier": "A" }, { "event_id": "bls-us-20260818-import-export-prices", "title": "美国 7 月进口价格环比下降 0.4%", "event_time_utc": "2026-08-18T12:30:00Z", "event_time_quality": "exact", "published_at_utc": "2026-08-18T12:30:00Z", "event_type": "liquidity_flow", "asset_keys": [ "SECURITIES" ], "direction_score": { "SECURITIES": 1 }, "confidence": 98, "horizon": "days", "raw_facts": "美国劳工统计局于 2026-08-18 08:30 ET 发布 USDL-26-1410：2026 年 7 月进口价格环比-0.4%，6 月-0.3%，同比+5.9%；燃料进口环比-7.2%，其中石油及石油产品-7.5%、天然气+5.3%；非燃料进口+0.4%。出口价格环比-1.3%，6 月-0.7%，同比+8.2%；农产品+1.0%，非农产品-1.5%。自中国进口价格环比+0.8%、同比+2.7%；对华出口价格环比-0.5%、同比+5.6%。", "transmission_chain": "进口与出口价格环比下降、燃料进口价格下跌→美国短期输入性通胀压力缓和→全球利率预期与权益估值压力边际下降→证券 ETF 短线外部信号偏正。", "invalidation_conditions": "若美国劳工统计局修订 7 月、6 月或同比进口与出口价格指数，须按修订值更新；不得把价格指数变化解释为贸易量变化。", "source_urls": [ "[https://www.[bls.gov/news.release/ximpim.nr0.htm](https://www.bls.gov/news.release/ximpim.nr0.htm)](https://bls.gov/news.release/ximpim.nr0.htm](https://www.bls.gov/news.release/ximpim.nr0.htm))" ], "source_tier": "A" }, { "event_id": "census-us-20260818-housing-starts", "title": "美国 7 月新屋开工环比下降 12.4%", "event_time_utc": "2026-08-18T12:30:00Z", "event_time_quality": "exact", "published_at_utc": "2026-08-18T12:30:00Z", "event_type": "liquidity_flow", "asset_keys": [ "SECURITIES" ], "direction_score": { "SECURITIES": -1 }, "confidence": 98, "horizon": "days", "raw_facts": "美国人口普查局与住房和城市发展部于 2026-08-18 08:30 EDT 发布 CB26-127：2026 年 7 月新屋开工季调年率 1,239,000，环比-12.4%（±9.5%），6 月修订值 1,415,000，同比-13.5%（±11.0%）；独栋开工 808,000，环比-9.9%（±10.4%）。建筑许可季调年率 1,443,000，环比+5.0%，6 月修订值 1,374,000，同比+3.1%；独栋许可 894,000，环比+2.5%。竣工 1,212,000，环比-9.1%（±10.2%）。*表示 90%置信区间含零。", "transmission_chain": "美国新屋开工显著下降、建筑许可上升→增长现状偏弱但前瞻建设意向改善→对全球风险偏好形成混合影响，现状拖累略占优→证券 ETF 短线外部信号偏负。", "invalidation_conditions": "若人口普查局修订 7 月或 6 月的新屋开工、许可、竣工及置信区间，须按修订后的季调年率和百分比更新。", "source_urls": [ "[https://www.[census.gov/construction/nrc/pdf/newresconst.pdf](https://www.census.gov/construction/nrc/pdf/newresconst.pdf)](https://census.gov/construction/nrc/pdf/newresconst.pdf](https://www.census.gov/construction/nrc/pdf/newresconst.pdf))" ], "source_tier": "A" }, { "event_id": "fed-us-20260818-industrial-production", "title": "美国 7 月工业产出环比增长 0.2%", "event_time_utc": "2026-08-18T13:15:00Z", "event_time_quality": "exact", "published_at_utc": "2026-08-18T13:15:00Z", "event_type": "liquidity_flow", "asset_keys": [ "SECURITIES" ], "direction_score": { "SECURITIES": 1 }, "confidence": 99, "horizon": "days", "raw_facts": "Federal Reserve 于 2026-08-18 09:15 ET 发布 G.17：2026 年 7 月总工业产出指数（2017=100）103.0 [p]，环比+0.2%，同比+1.1%；6 月修订为 102.8 [r]、环比+0.3%，此前估计 102.6、+0.1%。制造业产出 98.4 [p]，环比+0.2%、同比+1.2%；6 月修订为 98.3 [r]、环比+0.3%，此前 97.9、+0.0%。总行业产能利用率 76.3%，6 月修订为 76.2%，长期均值 79.4%；制造业利用率 76.0%；采矿业+0.2%，公用事业+0.5%。", "transmission_chain": "工业与制造业产出增长且 6 月数据上修→美国实体活动韧性增强→全球风险偏好获得支撑，但产能利用率仍低于长期均值→证券 ETF 短线外部信号温和偏正。", "invalidation_conditions": "若 Federal Reserve 修订 7 月初值、6 月修订值、指数基期或产能利用率，须按新版 G.17 更新。", "source_urls": [ "[https://www.[federalreserve.gov/releases/g17/current/default.htm](https://www.federalreserve.gov/releases/g17/current/default.htm)](https://federalreserve.gov/releases/g17/current/default.htm](https://www.federalreserve.gov/releases/g17/current/default.htm))" ], "source_tier": "A" }, { "event_id": "stcn-cn-20260818-zhongjin-merger-reply", "title": "中金合并后净资本拟增至 1033 亿元", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-08-18T13:17:34Z", "event_type": "ipo_pipeline", "asset_keys": [ "SECURITIES" ], "direction_score": { "SECURITIES": 2 }, "confidence": 91, "horizon": "weeks", "raw_facts": "财联社详情页于 2026-08-18 21:17:34 发布：中金公司回复上交所关于换股吸收合并东兴证券、信达证券的审核问询函。交易完成后，存续公司净资本拟由 481 亿元增至 1033 亿元，行业排名由第十二位升至第四位；营业网点增至 441 家；零售客户由 999 万户增至超过 1500 万户；东兴证券换股价格较定价基准日前 20 个交易日均价溢价 26%，信达证券换股价格对应市净率 3.04 倍。", "transmission_chain": "大型券商合并审核问询完成回复且资本、网点和客户规模量化披露→行业并购整合继续推进→头部券商资本实力与零售覆盖提升预期增强→证券 ETF 周度信号偏正。", "invalidation_conditions": "若交易所审核未通过、证监会不予注册、股东大会否决、交易终止，或换股方案与合并后指标被修订，偏正传导失效。", "source_urls": [ "https://www.cls.cn/detail/2457527" ], "source_tier": "B" }, { "event_id": "census-us-20260818-retail-ecommerce-q2", "title": "美国二季度零售电商销售环比增长 3.8%", "event_time_utc": "2026-08-18T14:00:00Z", "event_time_quality": "exact", "published_at_utc": "2026-08-18T14:00:00Z", "event_type": "liquidity_flow", "asset_keys": [ "SECURITIES" ], "direction_score": { "SECURITIES": 1 }, "confidence": 98, "horizon": "days", "raw_facts": "美国人口普查局于 2026-08-18 10:00 ET 发布 CB26-133：2026 年第二季度零售电商销售额经季调但未调价为 3402 亿美元（$340.2B），环比+3.8%（±0.4%）；总零售额$1,986.5B，环比+2.9%（±0.2%）；电商同比+12.2%（±0.9%），总零售同比+6.7%（±0.5%）；电商占总零售 17.1%。未经季调电商销售额$329.5B，环比+9.4%（±0.4%）、同比+12.4%（±0.9%），占比 16.4%。", "transmission_chain": "美国电商和总零售额环比、同比均增长→消费需求与线上交易活动保持扩张→全球增长与风险偏好预期获得支撑→证券 ETF 短线外部信号偏正。", "invalidation_conditions": "若人口普查局修订二季度电商或总零售额、季调口径、同比或占比，须按修订值更新；该发布未作价格调整，不得解释为实际消费量。", "source_urls": [ "[https://www.[census.gov/retail/ecommerce.html](https://www.census.gov/retail/ecommerce.html)](https://census.gov/retail/ecommerce.html](https://www.census.gov/retail/ecommerce.html))" ], "source_tier": "A" }, { "event_id": "fed-us-20260818-commercial-paper", "title": "美联储商业票据余额 1444.6 十亿美元", "event_time_utc": "2026-08-18T17:00:00Z", "event_time_quality": "exact", "published_at_utc": "2026-08-18T17:00:00Z", "event_type": "liquidity_flow", "asset_keys": [ "SECURITIES" ], "direction_score": { "SECURITIES": 0 }, "confidence": 98, "horizon": "days", "raw_facts": "Federal Reserve 于 2026-08-18 13:00 ET 发布截至 2026-08-17 的商业票据数据：AA 非金融 30 日期 8 月 17 日利率 3.71%；A2/P2 非金融 1 日期 3.81%；AA 金融 90 日期 3.78%；AA 资产支持 90 日期 3.85%。未经季调未偿余额周度值（8 月 12 日）：总额 1,444.6 十亿美元，非金融 330.4 十亿美元、金融 611.4 十亿美元、资产支持 502.8 十亿美元；7 月末总额 1,453.6 十亿美元。数据由 Depository Trust & Clearing Corporation 提供。", "transmission_chain": "商业票据利率与未偿余额更新→美国短期批发融资成本和信用供给形成新截面→对全球流动性与券商融资环境的影响方向混合→证券 ETF 短线方向保持中性。", "invalidation_conditions": "若 Federal Reserve 或数据提供方修订 8 月 17 日利率、8 月 12 日未偿余额、单位或季调口径，须按修订值更新；不得把周度余额当作 8 月 18 日当日值。", "source_urls": [ "[https://www.[federalreserve.gov/releases/cp/](https://www.federalreserve.gov/releases/cp/)](https://federalreserve.gov/releases/cp/](https://www.federalreserve.gov/releases/cp/))" ], "source_tier": "A" }, { "event_id": "hkex-hk-20260818-derivatives-turnover", "title": "港交所期货期权成交量 1223891 张", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-08-18T17:28:32Z", "event_type": "turnover_data", "asset_keys": [ "SECURITIES" ], "direction_score": { "SECURITIES": 1 }, "confidence": 99, "horizon": "days", "raw_facts": "港交所 Derivatives Market Daily Statistics 数据日期为 2026-08-18：Futures Contract Volume 482,246、Open Interest 778,095；Options Contract Volume 741,645、Open Interest 21,487,267；Futures and Options 合计 Contract Volume 1,223,891、Open Interest 22,265,362。2026-08-17 合计成交量 1,206,435，2026-08-18 增加 17,456 张。", "transmission_chain": "港交所期货与期权合计成交量较前一交易日增加 17,456 张→风险管理、做市和衍生品交易活动增强→券商交易服务收入预期获得支撑→证券 ETF 短线信号偏正。", "invalidation_conditions": "若港交所修订 2026-08-18 期货、期权或合计成交量与未平仓统计，须按修订值更新；各品种明细不得与合计重复相加。", "source_urls": [ "https://www.hkex.com.hk/eng/stat/dmstat/marksum/DailyStatistics_FnO.json" ], "source_tier": "A" }, { "event_id": "fed-us-20260818-h15-rates", "title": "美联储 H15 公布 8 月 17 日利率数据", "event_time_utc": "2026-08-18T20:15:00Z", "event_time_quality": "exact", "published_at_utc": "2026-08-18T20:15:00Z", "event_type": "liquidity_flow", "asset_keys": [ "SECURITIES" ], "direction_score": { "SECURITIES": -1 }, "confidence": 99, "horizon": "days", "raw_facts": "Federal Reserve H.15 于 2026-08-18 16:15 ET 发布，最近观测日为 2026-08-17：有效联邦基金利率 3.63%，银行优惠贷款利率 6.75%，贴现窗口一级信贷利率 3.75%；10 年期美国国债名义收益率 4.72%，30 年期 5.31%；8 月 13 日对应 4.63%和 5.21%。官方 H.15 XML Prepared=2026-08-18T19:14:05，2026-08-18 观测数为 0，本发布不含 8 月 18 日交易日数值。", "transmission_chain": "10 年期与 30 年期美债收益率较 8 月 13 日上行→全球权益估值折现率压力增加→券商自营和权益资产估值预期承压→证券 ETF 短线外部信号偏负。", "invalidation_conditions": "若 Federal Reserve 修订 2026-08-17 H.15 利率或发布时间，须按修订值更新；不得把 8 月 19 日发布的 8 月 18 日观测倒填本事件。", "source_urls": [ "[https://www.[federalreserve.gov/releases/h15/](https://www.federalreserve.gov/releases/h15/)](https://federalreserve.gov/releases/h15/](https://www.federalreserve.gov/releases/h15/))" ], "source_tier": "A" }, { "event_id": "sse-cn-20260818-margin-balance", "title": "上交所 8 月 18 日两融余额 1384447274743 元", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-08-18T23:40:01Z", "event_type": "margin_balance", "asset_keys": [ "SECURITIES" ], "direction_score": { "SECURITIES": 1 }, "confidence": 99, "horizon": "days", "raw_facts": "上交所融资融券汇总数据日期为 2026-08-18：本日融资余额 1,367,266,660,861 元；本日融资买入额 118,226,830,106 元；本日融券余量 2,904,154,319 股；本日融券余量金额 17,180,613,882 元；本日融券卖出量 61,973,001 股；本日融资融券余额 1,384,447,274,743 元。较 2026-08-17 的 1,381,932,209,249 元增加 2,515,065,494 元，+0.1819963003371049738779631132429790445694%；较 2026-08-11 的 1,366,808,080,022 元增加 17,639,194,721 元，+1.290539248254669475277317113565716573392%，未超过 3%硬阈值。", "transmission_chain": "上交所两融余额日增且周增 1.290539248254669475277317113565716573392%→杠杆资金参与和券商资本中介规模温和上升，但未跨越 3%周度硬阈值→证券 ETF 短线信号偏正。", "invalidation_conditions": "若上交所修订 2026-08-18、08-17 或 08-11 融资融券原数，日变、周变和 3%阈值判断须以修订后原数重算。", "source_urls": [ "https://www.sse.com.cn/market/dealingdata/overview/margin/a/rzrqjygk20260818.xls", "https://www.sse.com.cn/market/dealingdata/overview/margin/a/rzrqjygk20260817.xls", "https://www.sse.com.cn/market/dealingdata/overview/margin/a/rzrqjygk20260811.xls" ], "source_tier": "A" }, { "event_id": "stcn-bse-20260819-listing-stats", "title": "北交所年内新增上市公司 51 家", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-08-18T23:54:00Z", "event_type": "ipo_pipeline", "asset_keys": [ "SECURITIES" ], "direction_score": { "SECURITIES": 1 }, "confidence": 90, "horizon": "weeks", "raw_facts": "证券时报详情页于 2026-08-19 07:54 发布：广西双英集团上市后，北交所年内新增上市公司达到 51 家，去年全年为 26 家；年内北交所新增公司数量占 A 股新增总量比例超过 50%，合计募资 168.43 亿元；机械设备、基础化工、汽车及电子行业合计 32 家，占比超过 62%。", "transmission_chain": "北交所年内新增上市公司与募资额形成最新累计截面→IPO 发行和券商承销项目保持活跃→证券 ETF 周度投行业务信号偏正。", "invalidation_conditions": "若统计机构修订年内上市公司数量、募资额、行业分类或统计截止日，须按修订值更新；不得与其他上市日口径重复累计。", "source_urls": [ "[https://www.[stcn.com/article/detail/4085557.html](https://www.stcn.com/article/detail/4085557.html)](https://stcn.com/article/detail/4085557.html](https://www.stcn.com/article/detail/4085557.html))" ], "source_tier": "B" }, { "event_id": "cls-cn-20260819-yangtze-memory-ipo-guidance", "title": "长存控股 IPO 辅导进入验收阶段", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-08-19T01:12:00Z", "event_type": "ipo_pipeline", "asset_keys": [ "SECURITIES" ], "direction_score": { "SECURITIES": 1 }, "confidence": 90, "horizon": "weeks", "raw_facts": "财联社详情页于 2026-08-19 09:12 发布：长江存储控股股份有限公司 IPO 辅导状态变更为「辅导验收」，辅导券商为中信证券股份有限公司、中信建投证券股份有限公司。证券时报 2026-08-19 10:35 详情页补充：公司于 5 月 19 日启动上市辅导备案，注册资本 178.2 亿元，无控股股东，第一大股东湖北长晟发展直接持股 26.54%。", "transmission_chain": "大型半导体企业 IPO 辅导进入验收阶段→潜在大型首发项目继续前移→中信证券与中信建投的投行项目储备获得支撑→证券 ETF 周度信号偏正。", "invalidation_conditions": "若辅导验收未完成、公司终止上市计划、后续未申报或辅导机构与股权数据被修订，偏正传导失效。", "source_urls": [ "https://www.cls.cn/detail/2457800", "[https://www.[stcn.com/article/detail/4085860.html](https://www.stcn.com/article/detail/4085860.html)](https://stcn.com/article/detail/4085860.html](https://www.stcn.com/article/detail/4085860.html))" ], "source_tier": "B" }, { "event_id": "pbc-cn-20260819-omo-7d-zero-overnight-3274", "title": "央行 7 天期零操作并开展 3274 亿元隔夜逆回购", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-08-19T01:20:30Z", "event_type": "liquidity_flow", "asset_keys": [ "SECURITIES" ], "direction_score": { "SECURITIES": 0 }, "confidence": 99, "horizon": "intraday", "raw_facts": "中国人民银行公开市场业务交易公告〔2026〕第 160 号于 2026-08-19 09:20:30 发布：2026 年 8 月 19 日 7 天期逆回购投标量 0 亿元、中标量 0 亿元，同时开展 3274 亿元隔夜逆回购操作。7 个自然日前的〔2026〕第 155 号公告显示 2026 年 8 月 12 日 7 天期逆回购投标量 0 亿元、中标量 0 亿元；按同期限口径，8 月 19 日 7 天期到期量 0 亿元、净投放 0 亿元。", "transmission_chain": "7 天期逆回购投放与到期均为 0 亿元，同时开展 3274 亿元隔夜逆回购→央行提供超短期流动性但 7 天期净投放为零→期限信号混合→证券 ETF 日内方向保持中性。", "invalidation_conditions": "若人民银行修订第 160 号或第 155 号公告、操作量、期限或发布时间，须按修订值更新；隔夜逆回购不得与 7 天期净投放合并。", "source_urls": [ "https://www.pbc.gov.cn/zhengcehuobisi/125207/125213/125431/125475/2026081908571038907/index.html", "https://www.pbc.gov.cn/zhengcehuobisi/125207/125213/125431/125475/2026081208553389367/index.html" ], "source_tier": "A" }, { "event_id": "stcn-cn-20260819-beimo-placement-registration", "title": "北摩高科 19.70 亿元定增提交注册", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-08-19T01:23:00Z", "event_type": "ipo_pipeline", "asset_keys": [ "SECURITIES" ], "direction_score": { "SECURITIES": 1 }, "confidence": 91, "horizon": "weeks", "raw_facts": "证券时报详情页于 2026-08-19 09:23 发布：北摩高科(002985)向特定对象发行股票申请审核状态变更为提交注册；拟发行数量不超过 9955.61 万股，预计募集资金 19.70 亿元，保荐机构为长江证券承销保荐有限公司；本事件属于定增再融资，不是首次公开发行。", "transmission_chain": "定增申请进入提交注册阶段、拟募资 19.70 亿元→项目由交易所审核推进至证监会注册环节→券商保荐与承销项目接近发行条件→证券 ETF 周度投行业务信号偏正。", "invalidation_conditions": "若证监会不予注册、公司撤回或终止发行、发行数量或募集资金下调，或最终未形成承销收入，则偏正传导失效。", "source_urls": [ "[https://www.[stcn.com/article/detail/4085508.html](https://www.stcn.com/article/detail/4085508.html)](https://stcn.com/article/detail/4085508.html](https://www.stcn.com/article/detail/4085508.html))" ], "source_tier": "B" }, { "event_id": "stcn-cn-20260819-shenling-cb-approved", "title": "申菱环境 10.00 亿元可转债过会", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-08-19T01:23:00Z", "event_type": "ipo_pipeline", "asset_keys": [ "SECURITIES" ], "direction_score": { "SECURITIES": 1 }, "confidence": 91, "horizon": "weeks", "raw_facts": "证券时报详情页于 2026-08-19 09:23 发布：申菱环境(301018)向不特定对象发行可转换公司债券申请审核状态变更为上市委会议通过；预计募集资金 10.00 亿元，保荐机构为中信建投证券股份有限公司；本事件属于可转债再融资，不是首次公开发行。", "transmission_chain": "可转债项目获上市委会议通过、拟募资 10.00 亿元→再融资审核管线继续推进→中信建投对应保荐与承销项目接近注册环节→证券 ETF 周度信号偏正。", "invalidation_conditions": "若后续未获注册、公司撤回或终止发行、募集资金下调，或最终未形成承销收入，则偏正传导失效。", "source_urls": [ "[https://www.[stcn.com/article/detail/4085512.html](https://www.stcn.com/article/detail/4085512.html)](https://stcn.com/article/detail/4085512.html](https://www.stcn.com/article/detail/4085512.html))" ], "source_tier": "B" }, { "event_id": "stcn-cn-20260819-zhenghe-placement-registration", "title": "征和工业 6.98 亿元定增提交注册", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-08-19T01:23:00Z", "event_type": "ipo_pipeline", "asset_keys": [ "SECURITIES" ], "direction_score": { "SECURITIES": 1 }, "confidence": 92, "horizon": "weeks", "raw_facts": "证券时报详情页于 2026-08-19 09:23 发布：征和工业(003033)向特定对象发行股票申请审核状态变更为提交注册；拟发行数量不超过 2452.50 万股，预计募集资金 6.98 亿元，保荐机构为中国国际金融股份有限公司。本频道 2026-08-12 已输出其「审核通过」阶段，本条仅记录后续新增的「提交注册」阶段。", "transmission_chain": "定增项目由审核通过推进至提交注册、拟募资 6.98 亿元→中金公司对应保荐与承销项目继续前移→新增股权供给与投行业务收入预期并存→证券 ETF 周度信号偏正。", "invalidation_conditions": "若证监会不予注册、公司撤回或终止发行、发行数量或募集资金下调，或最终未形成承销收入，则偏正传导失效。", "source_urls": [ "[https://www.[stcn.com/article/detail/4085506.html](https://www.stcn.com/article/detail/4085506.html)](https://stcn.com/article/detail/4085506.html](https://www.stcn.com/article/detail/4085506.html))" ], "source_tier": "B" }, { "event_id": "stcn-cn-20260819-hangya-cb-registration", "title": "航亚科技 6.00 亿元可转债提交注册", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-08-19T02:21:00Z", "event_type": "ipo_pipeline", "asset_keys": [ "SECURITIES" ], "direction_score": { "SECURITIES": 1 }, "confidence": 91, "horizon": "weeks", "raw_facts": "证券时报详情页于 2026-08-19 10:21 发布：航亚科技(688510)向不特定对象发行可转换公司债券申请审核状态变更为提交注册；预计募集资金 6.00 亿元，其中 3.5 亿元拟投入航空叶片与医疗骨科植入锻件项目；保荐机构为华泰联合证券有限责任公司；本事件属于可转债再融资，不是首次公开发行。", "transmission_chain": "可转债项目进入提交注册阶段、拟募资 6.00 亿元→华泰联合对应保荐与承销项目继续前移→新增债券供给与投行业务收入预期并存→证券 ETF 周度信号偏正。", "invalidation_conditions": "若证监会不予注册、公司撤回或终止发行、募集资金或用途被修订，或最终未形成承销收入，则偏正传导失效。", "source_urls": [ "[https://www.[stcn.com/article/detail/4085511.html](https://www.stcn.com/article/detail/4085511.html)](https://stcn.com/article/detail/4085511.html](https://www.stcn.com/article/detail/4085511.html))" ], "source_tier": "B" }, { "event_id": "exchanges-cn-20260819-ashare-turnover-thresholds-morning", "title": "沪深成交额 10:51 突破 1.4 万亿元", "event_time_utc": "2026-08-19T02:51:00Z", "event_time_quality": "exact", "published_at_utc": "2026-08-19T02:51:00Z", "event_type": "turnover_data", "asset_keys": [ "SECURITIES" ], "direction_score": { "SECURITIES": 1 }, "confidence": 99, "horizon": "intraday", "raw_facts": "沪深两市合计成交额按上交所 000001 与深交所 399106 官方逐分钟 amount 原值逐行累计：10:13 累计 1,005,575,440,047.89 元，首次突破 1.0×10^12 元；10:29 累计 1,201,211,516,071.11 元，首次突破 1.2×10^12 元；10:51 累计 1,402,903,758,203.34 元，首次突破 1.4×10^12 元。10:51 沪市累计 676,294,201,946 元、深市累计 726,609,556,257.34 元。", "transmission_chain": "沪深成交额在上午连续跨过 1.0、1.2 和 1.4 万亿元整数档→A 股交易活跃度与券商经纪业务量快速上升→证券 ETF 日内信号偏正。", "invalidation_conditions": "若上交所 000001 或深交所 399106 修订 2026-08-19 分时 amount 序列、时间或单位，阈值时点须按修订原数重算；399106 不得与 399001 重复相加。", "source_urls": [ "http://yunhq.sse.com.cn:32041/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" }, { "event_id": "sse-cn-20260819-512880-turnover-1059", "title": "证券 ETF 截至 10:59 成交 1057105421 元", "event_time_utc": "2026-08-19T02:59:00Z", "event_time_quality": "exact", "published_at_utc": "2026-08-19T02:59:00Z", "event_type": "turnover_data", "asset_keys": [ "SECURITIES" ], "direction_score": { "SECURITIES": -1 }, "confidence": 99, "horizon": "intraday", "raw_facts": "上交所 512880 官方逐分钟行情在 2026-08-19 09:30 至 10:59 共 90 行，逐分钟 amount 原始整数元精确求和为 1,057,105,421 元；10:59 价格 1.067 元，前收盘 1.077 元，change=-0.010 元；截至该时点日内最高 1.081 元、最低 1.065 元；09:30 开盘行价格 1.074 元、成交额 23,287,953 元。", "transmission_chain": "证券 ETF 上午成交额形成新的可执行截面且 10:59 价格低于前收盘→标的交易活跃但价格方向偏弱→证券 ETF 日内信号偏负。", "invalidation_conditions": "若上交所修订 2026-08-19 09:30 至 10:59 分时序列、amount 单位、前收盘或价格字段，须按修订值更新；不得用 11:00 之后数据回填。", "source_urls": [ "http://yunhq.sse.com.cn:32041/v1/sh1/line/512880?begin=0&end=-1&select=time,price,change,change_pct,volume,amount" ], "source_tier": "A" }, { "event_id": "sse-cn-20260819-sh-turnover-1059", "title": "沪市截至 10:59 成交 698188170428 元", "event_time_utc": "2026-08-19T02:59:00Z", "event_time_quality": "exact", "published_at_utc": "2026-08-19T02:59:00Z", "event_type": "turnover_data", "asset_keys": [ "SECURITIES" ], "direction_score": { "SECURITIES": 0 }, "confidence": 99, "horizon": "intraday", "raw_facts": "上交所 000001 官方逐分钟行情在 2026-08-19 09:30 至 10:59 共 90 行，逐分钟 amount 原始整数元精确求和为 698,188,170,428 元；10:59 上证指数 3924.31，较前收盘 3990.3037 变动-65.99 点。", "transmission_chain": "沪市上午成交额形成新的全市场流动性截面→为券商经纪业务量提供可量化依据；宽基指数方向不能直接代表证券 ETF→方向保持中性。", "invalidation_conditions": "若上交所修订 2026-08-19 09:30 至 10:59 分时 amount、指数点位、前收盘或单位，须按修订值更新；不得用 11:00 之后数据回填。", "source_urls": [ "http://yunhq.sse.com.cn:32041/v1/sh1/line/000001?begin=0&end=-1&select=time,price,change,change_pct,volume,amount" ], "source_tier": "A" }, { "event_id": "szse-cn-20260819-399106-turnover-1059", "title": "深市截至 10:59 成交 748182390363.01 元", "event_time_utc": "2026-08-19T02:59:00Z", "event_time_quality": "exact", "published_at_utc": "2026-08-19T02:59:00Z", "event_type": "turnover_data", "asset_keys": [ "SECURITIES" ], "direction_score": { "SECURITIES": 0 }, "confidence": 99, "horizon": "intraday", "raw_facts": "深交所 399106 官方逐分钟行情在 2026-08-19 09:30 至 10:59 共 90 行，逐分钟 amount 使用十进制精确求和为 748,182,390,363.01 元；10:59 深证综指 2549.34，变动-86.00 点、-3.26%。沪市 698,188,170,428 元与深市 748,182,390,363.01 元合计 1,446,370,560,791.01 元。", "transmission_chain": "深市上午成交额与沪深合计额形成新的全市场流动性截面→为券商经纪业务量提供可量化依据；宽基指数方向不能直接代表证券 ETF→方向保持中性。", "invalidation_conditions": "若深交所修订 2026-08-19 09:30 至 10:59 的 399106 分时 amount、指数点位、百分比或单位，须按修订值更新；399106 不得与 399001 重复相加。", "source_urls": [ "http://www.szse.cn/api/market/ssjjhq/getTimeData?marketId=1&code=399106" ], "source_tier": "A" } ]