2026-09-01 10:00 科创50ETF:第170号逆回购与科创板两融更新

2026-09-01 10:00 科创50ETF:第170号逆回购与科创板两融更新

央行第170号公开市场操作与截至8月31日的科创板两融余额更新,形成两条可解析的STAR50场外事件。

{ "schema_version": "1.0", "as_of": "2026-09-01T02:11:39Z", "asset_keys": ["STAR50"], "instrument": { "name": "科创 50ETF", "exchange_symbol": "SSE.588000" }, "events": [ { "event_id": "pbc-omo-20260901-7d-reverse-repo-50b", "title": "央行开展 50 亿元 7 天期逆回购并开展 3590 亿元隔夜逆回购", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-09-01T01:20:30Z", "event_type": "macro_release", "asset_keys": ["STAR50"], "direction_score": { "STAR50": 0 }, "confidence": 99, "horizon": "days", "raw_facts": { "公告编号": "公开市场业务交易公告〔2026〕第 170 号", "公告发布时间": "2026-09-01 09:20:30(Asia/Shanghai)", "7 天期逆回购操作利率": "1.40%", "7 天期逆回购投标量": "50 亿元", "7 天期逆回购中标量": "50 亿元", "隔夜逆回购操作": "3590 亿元" }, "transmission_chain": "央行公开市场操作金额与利率→短端资金价格及成长股折现率变量→科创 50ETF 估值与价格", "invalidation_conditions": "若后续公开市场操作或资金价格变化显示本次操作未改变短端资金与折现率变量,或科创 50ETF 定价由其他因素主导,则本事件的方向映射失效。", "source_urls": [ "https://www.pbc.gov.cn/zhengcehuobisi/125207/125213/125431/125475/2026090108544487779/index.html" ], "source_tier": "A" }, { "event_id": "stcn-fundflow-20260831-star-margin-balance-3541_56b", "title": "截至 8 月 31 日科创板两融余额 3541.56 亿元", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-09-01T01:21:00Z", "event_type": "fund_flow", "asset_keys": ["STAR50"], "direction_score": { "STAR50": -1 }, "confidence": 98, "horizon": "days", "raw_facts": { "统计日期": "2026-08-31", "科创板两融余额": "3541.56 亿元,较上一交易日减少 1.39 亿元", "科创板融资余额": "3521.70 亿元,较上一交易日减少 1.96 亿元", "科创板融券余额": "19.86 亿元", "融资余额环比增加的科创板股票数量": "290 只", "融资净买入超过 1000 万元的科创板股票数量": "76 只", "融资净买入居前股票": "长鑫科技 688825 净买入 3.64 亿元,澜起科技 688008 净买入 2.20 亿元,微导纳米 688147 净买入 1.33 亿元", "原文发布时间": "2026-09-01 09:21(Asia/Shanghai)" }, "transmission_chain": "科创板两融余额及融资余额日度变动→杠杆资金风险偏好与半导体权重股资金分布→科创 50ETF 资金与价格表现", "invalidation_conditions": "若后续交易日科创板两融余额与融资余额恢复增长,或资金流变化与科创 50ETF 价格表现持续背离,则本事件的负向映射失效。", "source_urls": [ "[https://www.[stcn.com/article/detail/4166722.html](https://www.stcn.com/article/detail/4166722.html)](https://stcn.com/article/detail/4166722.html](https://www.stcn.com/article/detail/4166722.html))" ], "source_tier": "B" } ], "exclusions": [ "财联社 09:00—10:00 电报中的日本国债收益率更新发布于 10:00 后或属于行情快照的内容未纳入;日本 5 年期与 10 年期收益率在 10:01 的更新属于下一时段。", "上交所科创板公司公告页面本轮未提供可证明 09:00—10:00 归属的原生发布时间,未纳入仅标日期的公告。", "本轮未发现成分调整、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%的窗口内新增事实。" ] }

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