2026-09-03 15:00 证券ETF结构化事件流

[ { "event_id": "cn-cninfo-20260902-cangzhou-refinancing-pass", "title": "沧州明珠定增申请获深交所审核通过", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-09-03T03:39:21Z", "event_type": "ipo_pipeline", "asset_keys": [ "SECURITIES" ], "direction_score": { "SECURITIES": 1 }, "confidence": 99, "horizon": "weeks", "raw_facts": { "issuer": "沧州明珠", "stock_code": "002108", "announcement_number": "2026-090", "received_date": "2026-09-02", "approval_status": "深交所发行上市审核中心审核通过", "next_step": "深交所按规定报中国证券监督管理委员会履行注册程序", "offering_amount": "本公告未披露发行规模或募资额", "published_at_basis": "巨潮披露时间戳为 2026-09-03 11:39:21（北京时间）", "approval_date": "2026-09-02" }, "transmission_chain": [ "深交所审核中心确认沧州明珠向特定对象发行股票申请符合发行条件、上市条件和信息披露要求", "项目从审核阶段进入待中国证监会注册阶段，形成一项已确认的再融资管线状态", "后续注册、发行和承销结果仍待确认，证券 ETF 方向记为 1 而非更高分数" ], "invalidation_conditions": [ "公司、深交所或中国证监会修订审核结论或注册流程", "项目被暂停、终止或最终未获注册" ], "source_urls": [ "https://static.cninfo.com.cn/finalpage/2026-09-03/1225545332.PDF" ], "source_tier": "A" }, { "event_id": "hkex-hk-20260902-mnso-buyback", "title": "名创优品回购 25963 份 ADS 对应 103852 股普通股", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-09-03T04:05:00Z", "event_type": "liquidity_flow", "asset_keys": [ "SECURITIES" ], "direction_score": { "SECURITIES": 0 }, "confidence": 99, "horizon": "days", "raw_facts": { "issuer": "MINISO Group Holding Limited（名创优品）", "stock_code": "09896", "us_listing": "NYSE:MNSO", "transaction_date_us": "2026-09-02", "repurchased_ads": "25,963 ADS", "represented_ordinary_shares": "103,852 股普通股", "repurchase_price": "USD 2.37–2.415/股普通股", "total_amount": "USD 247,977.27", "purpose": "注销", "authorization_limit": "121,404,144 股", "event_time_basis": "回购发生于 2026-09-02 美国时间；本次详情页为 2026-09-03 香港时间翌日披露", "repurchase_price_basis": "普通股口径；25,963 ADS 代表 103,852 股普通股", "total_amount_basis": "103,852 股普通股回购合计" }, "transmission_chain": [ "名创优品披露其在最近完整美股交易日按 10b5-1 计划回购 25,963 份 ADS", "回购形成上市公司股票需求，属于海外证券市场资本动作的可核验增量", "金额相对市场总量有限，且不直接代表 A 股证券板块资金流，证券 ETF 方向记为 0" ], "invalidation_conditions": [ "公司修订回购数量、价格、金额或注销安排", "回购授权被撤回或后续披露改变本次交易状态" ], "source_urls": [ "https://www1.hkexnews.hk/listedco/listconews/sehk/2026/0903/2026090300351.pdf" ], "source_tier": "A" }, { "event_id": "hkex-hk-20260902-zto-buyback", "title": "中通快递回购 391825 份 ADS", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-09-03T04:10:00Z", "event_type": "liquidity_flow", "asset_keys": [ "SECURITIES" ], "direction_score": { "SECURITIES": 0 }, "confidence": 99, "horizon": "days", "raw_facts": { "issuer": "ZTO Express (Cayman) Inc.（中通快递）", "stock_code": "02057", "us_listing": "NYSE:ZTO", "transaction_date_us": "2026-09-02", "repurchased_ads": "391,825 ADS", "represented_class_a_shares": "391,825 股 A 类普通股", "repurchase_price": "USD 20.97–21.08/ADS", "total_amount": "USD 8,235,064.39", "authorization_limit": "76,599,956 股", "cumulative_repurchased_under_authorization": "6,031,064 股（0.7873%）", "event_time_basis": "回购发生于 2026-09-02 美国时间；本次详情页为 2026-09-03 香港时间翌日披露" }, "transmission_chain": [ "中通快递披露其在最近完整美股交易日回购 391,825 份 ADS，金额为 USD 8,235,064.39", "回购为中概上市公司股票需求提供了精确的美元金额与股数观测", "该单一公司动作不能外推为全美市场或 A 股证券板块资金方向，证券 ETF 方向记为 0" ], "invalidation_conditions": [ "公司修订回购数量、价格、金额或授权累计值", "回购股份注销安排发生改变" ], "source_urls": [ "https://www1.hkexnews.hk/listedco/listconews/sehk/2026/0903/2026090300363.pdf" ], "source_tier": "A" }, { "event_id": "nyse-us-20260902-partial-turnover", "title": "NYSE 部分口径 9 月 2 日成交额 8520 亿美元", "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": 98, "horizon": "days", "raw_facts": { "statistics_date": "2026-09-02", "market_scope": "NYSE Daily U.S. Equity Market Statistics：S&P 500/400/600 及年度成交额前 25 名 ETF，不含完整全美市场合计", "one_day_cadv": "15.33bn 股", "five_day_cadv": "15.60bn 股", "one_day_notional": "US$852bn", "five_day_notional": "US$902bn", "large_cap_structure": "股价低于 US$5 的证券占一日成交股数 27.4%、名义额 0.8%；股价不低于 US$100 的证券占股数 14.3%、名义额 66.1%", "liquidity_index_change": "5 日均线较 5 日前：S&P500 -2.10%、S&P400 -1.66%、S&P600 -1.64%、ETF -2.06%", "scope_warning": "该页面为 NYSE 部分样本口径；不得解释为 2026-09-02 全美市场成交量或美元成交额" }, "transmission_chain": [ "NYSE 官方报告给出 2026-09-02 部分美国股票样本的成交量和名义成交额，one-day notional 为 US$852bn", "该数值可作为海外证券市场流动性和交易结构的参考层", "报告覆盖范围不等于全美市场，且未给出 A 股证券 ETF 直接资金流，证券 ETF 方向记为 0" ], "invalidation_conditions": [ "NYSE 修订 2026-09-02 报告数值或样本范围", "后续取得覆盖全美市场的官方合并口径并替代该部分样本参考" ], "source_urls": [ "[https://www.[nyse.com/research](https://www.nyse.com/research)](https://nyse.com/research](https://www.nyse.com/research))", "https://nyse.com/data-insights/nyse-introduces-daily-us-equity-market-statistics-report" ], "source_tier": "A" }, { "event_id": "cn-cninfo-20260903-tianshun-refinancing-pass", "title": "天顺风能定增申请获深交所审核通过", "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": "天顺风能", "stock_code": "002531", "announcement_number": "2026-074", "received_date": "2026-09-02", "publication_date": "2026-09-03", "approval_status": "深交所上市审核中心审核通过", "next_step": "尚待中国证监会注册", "offering_amount": "公告未披露发行规模数字", "time_precision": "原生公告仅有日期，无独立时分", "pipeline_subtype": "向特定对象发行股票（再融资）" }, "transmission_chain": [ "深交所上市审核中心同意天顺风能向特定对象发行股票申请继续推进", "项目进入待注册阶段，发行与承销管线增加一项明确状态", "公告没有募资规模，证券 ETF 方向记为 1" ], "invalidation_conditions": [ "公司或交易所修订审核状态", "项目暂停、终止或未获注册" ], "source_urls": [ "https://static.cninfo.com.cn/finalpage/2026-09-03/1225544977.PDF" ], "source_tier": "A" }, { "event_id": "cn-cninfo-20260903-dianke-ipo-result", "title": "电科思仪 IPO 发行价 16 元募资约 16.33 亿元", "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": 99, "horizon": "weeks", "raw_facts": { "issuer": "电科思仪", "stock_code": "301689", "publication_date": "2026-09-03", "issue_price": "16.00 元/股", "offering_size": "10,206.9432 万股", "calculated_gross_proceeds": "约 16.33 亿元（发行价×发行数量；公告未单列募集资金总额）", "issue_expenses": "8,899.54 万元（不含增值税）", "strategic_placement": "4,082.7772 万股", "online_valid_subscription_multiple": "11,028.72249 倍", "sponsor_and_lead_underwriter": "国泰海通证券", "time_precision": "原生公告仅有日期，无独立时分", "pipeline_subtype": "首次公开发行股票" }, "transmission_chain": [ "电科思仪创业板首次公开发行结果确定，发行价、发行数量和战略配售数量均已披露", "发行结果落地使 IPO 承销、网下配售和经纪业务进入已确定阶段", "该事件增加证券业务活动的可观测量，证券 ETF 方向记为 1" ], "invalidation_conditions": [ "发行人或交易所修订发行价、发行数量、配售结果或费用", "发行安排被撤销或重新确定" ], "source_urls": [ "https://static.cninfo.com.cn/finalpage/2026-09-03/1225544675.PDF" ], "source_tier": "A" }, { "event_id": "cn-cninfo-20260903-suiyuan-ipo-allotment", "title": "燧原科技网上最终中签率为 0.02455315%", "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": 99, "horizon": "weeks", "raw_facts": { "issuer": "燧原科技", "stock_code": "688801", "publication_date": "2026-09-03", "issue_price": "142.18 元/股", "offering_size": "4,303.5173 万股", "calculated_gross_proceeds": "约 61.187 亿元（发行价×发行数量；公告未单列募集资金总额）", "online_valid_subscription_accounts": "7,032,045 户", "online_valid_subscription_shares": "42,065,879,000 股", "initial_online_lottery_rate": "0.01636837%", "final_online_lottery_rate": "0.02455315%", "online_reallocation": "344.30 万股自网下回拨至网上", "sponsor_and_joint_lead_underwriters": "中信证券；国泰海通、广发证券", "time_precision": "原生公告仅有日期，无独立时分，需留意盘后披露可能性", "pipeline_subtype": "首次公开发行股票" }, "transmission_chain": [ "燧原科技 IPO 网上发行的初步和最终中签率、回拨数量与申购规模均已披露", "网上发行与后续中签缴款推进 IPO 管线，承销和经纪业务状态更明确", "发行结果的确认对证券业务活动偏正面，证券 ETF 方向记为 1" ], "invalidation_conditions": [ "发行人或交易所修订中签率、回拨数量或发行条款", "发行缴款或上市安排被暂停、取消或重新确定" ], "source_urls": [ "https://static.cninfo.com.cn/finalpage/2026-09-03/1225544784.PDF" ], "source_tier": "A" }, { "event_id": "cn-cninfo-20260903-jingsheng-ma-termination", "title": "晶升股份并购重组审核被上交所终止", "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": 99, "horizon": "weeks", "raw_facts": { "issuer": "晶升股份", "stock_code": "688478", "publication_date": "2026-09-03", "decision_document": "上证科审（并购重组）〔2026〕40 号", "decision_date": "2026-09-02", "transaction": "发行股份及支付现金购买资产并募集配套资金暨关联交易", "termination_background": "公司 2026-08-28 董事会决议终止交易并撤回申请文件", "financial_adviser": "华泰联合证券", "transaction_amount": "本公告未披露", "pipeline_subtype": "并购重组审核" }, "transmission_chain": [ "上交所终止晶升股份发行股份购买资产并募集配套资金审核", "并购重组项目退出审核管线，相关承销与财务顾问业务预期减少", "终止状态对证券资本市场活动偏负面，证券 ETF 方向记为-1" ], "invalidation_conditions": [ "上交所或公司撤销终止决定并恢复审核", "公司重新提交或改用新的并购重组方案" ], "source_urls": [ "https://static.cninfo.com.cn/finalpage/2026-09-03/1225544513.PDF" ], "source_tier": "A" }, { "event_id": "cn-cninfo-20260903-huafeng-ma-draft", "title": "华峰化学重组草案交易对价 68.5 亿元", "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": 99, "horizon": "weeks", "raw_facts": { "issuer": "华峰化学", "stock_code": "002064", "publication_date": "2026-09-03", "assets": "浙江华峰合成树脂 100%股权、浙江华峰热塑性聚氨酯 100%股权", "transaction_price": "685,000.00 万元", "cash_consideration": "102,065.00 万元", "share_consideration": "582,935.00 万元", "valuation": "华峰合成树脂 416,730.00 万元；华峰热塑 270,700.00 万元", "financial_adviser": "国泰海通证券", "pipeline_subtype": "并购重组草案" }, "transmission_chain": [ "华峰化学披露发行股份及支付现金购买资产暨关联交易报告书草案", "68.5 亿元交易对价和股份、现金支付结构使并购重组管线出现明确的大额项目", "草案仍需后续程序确认，证券 ETF 方向记为 1" ], "invalidation_conditions": [ "公司修订交易标的、交易价格或支付结构", "交易未获股东、监管或其他必要程序通过" ], "source_urls": [ "https://static.cninfo.com.cn/finalpage/2026-09-03/1225545010.PDF" ], "source_tier": "A" }, { "event_id": "cn-cninfo-20260903-gansu-ma-draft", "title": "甘肃能化重组草案交易价格 8.65 亿元", "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": 99, "horizon": "weeks", "raw_facts": { "issuer": "甘肃能化", "stock_code": "000552", "publication_date": "2026-09-03", "target_asset": "金昌化工 100%股权", "transaction_price": "86,512.26 万元", "payment_method": "全部以股份支付", "issue_price": "2.61 元/股", "valuation_method": "资产基础法，评估基准日 2026-03-31", "financial_adviser": "国泰海通证券", "pipeline_subtype": "并购重组草案" }, "transmission_chain": [ "甘肃能化披露发行股份购买资产暨关联交易报告书草案", "8.65 亿元交易价格和全部股份支付结构使并购重组项目进入公开推进阶段", "草案未代表交易已经完成，证券 ETF 方向记为 1" ], "invalidation_conditions": [ "公司修订交易标的、交易价格或发行价格", "交易未获必要审议或监管程序通过" ], "source_urls": [ "https://static.cninfo.com.cn/finalpage/2026-09-03/1225544930.PDF" ], "source_tier": "A" }, { "event_id": "cn-cninfo-20260903-feilu-refinancing-plan", "title": "飞鹿股份定增拟募资 3.5 亿至 4.5 亿元", "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": 99, "horizon": "weeks", "raw_facts": { "issuer": "飞鹿股份", "stock_code": "300665", "publication_date": "2026-09-03", "issuer_of_new_shares": "控股股东青岛君拓启航智能科技有限公司", "maximum_new_shares": "68,862,219 股", "fundraising_range": "不低于 35,000.00 万元且不超过 45,000.00 万元", "use_of_proceeds": "补充流动资金和偿还贷款", "lockup_period": "36 个月", "board_approval_date": "2026-09-01", "pipeline_subtype": "向特定对象发行股票（再融资）" }, "transmission_chain": [ "飞鹿股份公布向控股股东发行股票的定增预案，并给出发行上限和募资区间", "定增预案新增一项再融资项目，后续承销、发行和资金用途仍取决于审批", "再融资管线推进对证券业务活动偏正面，证券 ETF 方向记为 1" ], "invalidation_conditions": [ "公司修订发行对象、发行数量、募资区间或资金用途", "预案未获审议、注册或发行实施" ], "source_urls": [ "https://static.cninfo.com.cn/finalpage/2026-09-03/1225544985.PDF" ], "source_tier": "A" }, { "event_id": "cn-cninfo-20260903-anlu-refinancing-issued", "title": "安路科技定增发行完成募资 12.62 亿元", "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": 99, "horizon": "weeks", "raw_facts": { "issuer": "安路科技", "stock_code": "688107", "publication_date": "2026-09-03", "issue_price": "25.49 元/股", "actual_issued_shares": "49,524,472 股", "gross_proceeds": "1,262,378,791.28 元", "pricing_base_date": "2026-08-18", "registration_document": "证监许可〔2026〕1755 号", "sponsor_and_lead_underwriter": "中国国际金融股份有限公司", "funds_received_date": "2026-08-26", "pipeline_subtype": "向特定对象发行股票（再融资）" }, "transmission_chain": [ "安路科技披露向特定对象发行股票的实际发行数量、发行价格和募集资金总额", "再融资从审核注册推进到资金募集完成，证券发行活动状态得到确认", "已完成发行对证券业务活动偏正面，证券 ETF 方向记为 1" ], "invalidation_conditions": [ "公司或监管文件修订发行数量、价格、募集金额或注册文号", "募集资金被退回或发行结果被依法调整" ], "source_urls": [ "https://static.cninfo.com.cn/finalpage/2026-09-03/1225544437.PDF" ], "source_tier": "A" }, { "event_id": "cn-cninfo-20260903-hanlan-ma-inquiry-update", "title": "瀚蓝环境重组问询回复交易价 29.98 亿元", "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": 99, "horizon": "weeks", "raw_facts": { "issuer": "瀚蓝环境", "stock_code": "600323", "publication_date": "2026-09-03", "document": "发行股份及支付现金购买资产并募集配套资金暨关联交易报告书（修订稿）及审核问询函回复", "transaction_price": "299,774.71 万元", "配套募资上限": "不超过 12 亿元", "target_valuation": "粤丰环保全部股东权益 1,160,386.06 万元；高质量基金 100%财产份额 215,942.87 万元", "performance_commitment": "如 2026 年度交割，2026/2027/2028 年承诺净利润分别不低于 99,100/102,300/102,600 万元", "financial_adviser": "中信证券", "pipeline_subtype": "并购重组审核问询回复" }, "transmission_chain": [ "瀚蓝环境披露重组报告书修订稿和审核问询函回复，交易价格与配套募资上限明确", "问询回复使并购重组项目继续推进，增加财务顾问、承销和发行管线信息", "项目尚需后续审核与实施，证券 ETF 方向记为 1" ], "invalidation_conditions": [ "公司修订交易价格、募资上限或业绩承诺", "重组项目被终止或未通过后续审核" ], "source_urls": [ "https://static.cninfo.com.cn/finalpage/2026-09-03/1225545221.PDF" ], "source_tier": "A" }, { "event_id": "hkex-hk-20260903-cnmc-convertible-bond", "title": "中国有色矿业披露 3 亿美元 2031 零息可转债", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-09-03T04:00:00Z", "event_type": "ipo_pipeline", "asset_keys": [ "SECURITIES" ], "direction_score": { "SECURITIES": 0 }, "confidence": 99, "horizon": "weeks", "raw_facts": { "issuer": "中国有色矿业有限公司", "stock_code": "01258", "debt_security_code": "40680", "instrument": "U.S.$300,000,000 ZERO COUPON CONVERTIBLE BONDS DUE 2031", "amount": "U.S.$300,000,000", "maturity_date": "2031-09-02", "initial_conversion_price": "HK$22.18/股", "investor_scope": "专业投资者", "publication_time_beijing": "2026-09-03 12:00", "pipeline_subtype": "债务证券发行文件/定价补充（此枚举为频道允许的资本市场管线归类，不是股票 IPO）" }, "transmission_chain": [ "港交所专业投资者债务证券文件披露 3 亿美元零息可转债的发行条款", "文件为香港资本市场融资与可转债供给增加提供可核验数字", "发行文件本身没有给出 A 股证券 ETF 的资金流方向，证券 ETF 方向记为 0" ], "invalidation_conditions": [ "发行人或港交所修订发行金额、到期日或初始换股价", "发行安排被取消或条款发生实质变化" ], "source_urls": [ "https://www1.hkexnews.hk/listedco/listconews/sehk/2026/0903/2026090300331.pdf" ], "source_tier": "A" }, { "event_id": "hkex-hk-20260903-aienergy-rights-timetable", "title": "智算能建修订供股时间表并改每手 2000 股", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-09-03T04:20:00Z", "event_type": "regulation", "asset_keys": [ "SECURITIES" ], "direction_score": { "SECURITIES": -1 }, "confidence": 99, "horizon": "weeks", "raw_facts": { "issuer": "智算能建控股有限公司", "stock_code": "01751", "rights_basis": "每持有 5 股供 2 股，不包销", "board_lot_change": "每手由 10,000 股改为 2,000 股", "old_board_lot_last_trading_date": "2026-09-04", "new_and_old_counters_parallel_trading": "2026-09-07 09:00 起", "nil_paid_rights_trading_start": "2026-09-21", "prospectus_dispatch_date": "延至 2026-09-17", "publication_time_beijing": "2026-09-03 12:20", "regulation_subtype": "供股时间表与交易单位安排修订" }, "transmission_chain": [ "港交所公告修订供股时间表并把每手买卖单位从 10,000 股改为 2,000 股", "不包销供股与章程寄发日期延后，使供股执行安排仍处于调整状态", "该资本市场交易安排偏谨慎，证券 ETF 方向记为-1" ], "invalidation_conditions": [ "发行人或港交所再次修订供股比例、时间表或每手单位", "供股被取消、改为包销或交易安排不再执行" ], "source_urls": [ "https://www1.hkexnews.hk/listedco/listconews/sehk/2026/0903/2026090300377.pdf" ], "source_tier": "A" }, { "event_id": "hkex-hk-20260903-kmg-bond-pricing", "title": "哈萨克斯坦国家油气公司披露 35 亿元人民币债券", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-09-03T04:27:00Z", "event_type": "ipo_pipeline", "asset_keys": [ "SECURITIES" ], "direction_score": { "SECURITIES": 0 }, "confidence": 99, "horizon": "weeks", "raw_facts": { "issuer": "KazMunayGas National Company JSC", "stock_codes": [ "85161", "85162" ], "first_series": "CNY1,500,000,000；2.30%；2031 到期", "second_series": "CNY2,000,000,000；2.80%；2036 到期", "total_face_amount": "CNY3,500,000,000", "programme": "CNY10,000,000,000 MTN 计划", "publication_time_beijing": "2026-09-03 12:27", "pipeline_subtype": "债务证券发行文件/定价补充（此枚举为频道允许的资本市场管线归类，不是股票 IPO）" }, "transmission_chain": [ "港交所专业投资者债务证券文件披露两笔人民币债券的金额、票面利率和到期期限", "该文件补充香港债券市场融资供给与定价信息", "定价补充文件没有给出 A 股证券 ETF 的直接方向，证券 ETF 方向记为 0" ], "invalidation_conditions": [ "发行人或港交所修订债券金额、票面利率、期限或代码", "债券发行或定价安排被取消" ], "source_urls": [ "https://www1.hkexnews.hk/listedco/listconews/sehk/2026/0903/2026090300385.pdf" ], "source_tier": "A" }, { "event_id": "hkex-hk-20260903-morning-shortsell", "title": "港交所上午收盘沽空额为 208.48 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": 98, "horizon": "intraday", "raw_facts": { "statistics_date": "2026-09-03", "market_scope": "港交所主板，全部指定证券（含 ETP），截至上午收盘", "short_sell_volume": "1,567,167,310 股", "short_sell_amount_hkd": "HKD 20,848,220,801", "short_sell_ratio": "20%（占主板截至上午收盘总成交额 HKD 105,013,198,601）", "non_etp_short_sell_amount_hkd": "HKD 15,127,503,470，占 14%", "etp_short_sell_amount_hkd": "HKD 5,720,717,331，占 5%", "securities_with_short_sell": "809 只", "update_observed_beijing": "2026-09-03 12:08:27（HTTP Last-Modified；资源无独立发布时间）" }, "transmission_chain": [ "港交所午间沽空统计更新了 9 月 3 日主板截至上午收盘的沽空额、成交量和占比", "沽空占比为港股市场交易结构指标，可作为跨境风险偏好和对冲需求的盘中观测", "该数据不直接代表 A 股证券 ETF 净卖出，证券 ETF 方向记为 0" ], "invalidation_conditions": [ "港交所修订 9 月 3 日上午沽空统计或分母成交额", "统计范围从全部指定证券或 ETP 构成发生变化" ], "source_urls": [ "https://www.hkex.com.hk/eng/stat/smstat/ssturnover/ncms/mshtmain.htm", "https://www.hkex.com.hk/eng/stat/smstat/ssturnover/ncms/mshtgem.htm" ], "source_tier": "A" }, { "event_id": "sse-cn-20260903-512880-close", "title": "证券 ETF 收 1.0980 元涨 0.73%", "event_time_utc": "2026-09-03T07:00:00Z", "event_time_quality": "exact", "published_at_utc": null, "event_type": "turnover_data", "asset_keys": [ "SECURITIES" ], "direction_score": { "SECURITIES": 1 }, "confidence": 99, "horizon": "intraday", "raw_facts": { "statistics_date": "2026-09-03", "instrument": "证券 ETF", "stock_code": "512880", "previous_close": "1.0900 元", "open": "1.0920 元", "high": "1.1110 元", "low": "1.0900 元", "close": "1.0980 元", "change": "+0.0080 元", "change_percent": "+0.73%", "full_day_volume": "1,778,568,976 份", "full_day_turnover": "1,960,710,626 元", "window_11_00_to_15_00_turnover": "599,521,760 元", "closing_auction": "8,710,600 份；9,564,238 元", "data_basis": "上交所 512880 逐分钟 line 按 time≤15:00 求和，并与官方 snap 全天字段核对一致", "closing_auction_comparison": "14:58、14:59 分钟金额均为 0；本字段只描述相邻记录，不推导历史放量" }, "transmission_chain": [ "证券 ETF 收盘上涨 0.73%，全天成交 1,960,710,626 元；收盘集合竞价成交 8,710,600 份、金额 9,564,238 元", "收盘集合竞价成交与 14:58、14:59 分钟金额为 0 的尾段记录共同构成收盘成交集中事实", "收盘涨幅与成交结构无法单独证明持续趋势，证券 ETF 方向记为 1" ], "invalidation_conditions": [ "上交所修订 512880 收盘价、成交量或成交金额", "后续交易日价格回落且成交结构不再支持收盘承接判断" ], "source_urls": [ "http://yunhq.sse.com.cn:32041/v1/sh1/snap/512880", "http://yunhq.sse.com.cn:32041/v1/sh1/line/512880?begin=0&end=-1&select=time,price,volume,amount" ], "source_tier": "A" }, { "event_id": "sse-cn-20260903-market-close", "title": "上证指数收 3942.0879 点涨 0.02%", "event_time_utc": "2026-09-03T07:00:00Z", "event_time_quality": "exact", "published_at_utc": null, "event_type": "turnover_data", "asset_keys": [ "SECURITIES" ], "direction_score": { "SECURITIES": 0 }, "confidence": 99, "horizon": "intraday", "raw_facts": { "statistics_date": "2026-09-03", "instrument": "上证指数", "stock_code": "000001", "previous_close": "3941.3862 点", "open": "3952.7948 点", "high": "3968.1120 点", "low": "3930.4472 点", "close": "3942.0879 点", "change": "+0.7017 点", "change_percent": "+0.02%", "full_day_volume": "496,990,189 手", "full_day_turnover": "819,882,350,383 元", "closing_auction_turnover": "7,667,446,603 元", "window_cumulative_turnover": "11:00–15:00 逐分钟合计 368,381,808,474 元" }, "transmission_chain": [ "上证指数收盘微涨 0.02%，沪市行情序列全天成交金额为 819,882,350,383 元", "收盘集合竞价成交金额为 7,667,446,603 元；本次数据未提供相邻交易日基准，因此只记录金额，不比较是否放大", "单日大盘收盘数据对证券 ETF 只提供背景约束，证券 ETF 方向记为 0" ], "invalidation_conditions": [ "上交所修订上证指数收盘点位、成交量或成交金额", "后续交易日出现足以改变当日近持平判断的官方修订" ], "source_urls": [ "http://yunhq.sse.com.cn:32041/v1/sh1/snap/000001", "http://yunhq.sse.com.cn:32041/v1/sh1/line/000001?begin=0&end=-1&select=time,price,volume,amount" ], "source_tier": "A" }, { "event_id": "szse-cn-20260903-market-close", "title": "深证综指收 2512.87 点涨 0.05%", "event_time_utc": "2026-09-03T07:00:00Z", "event_time_quality": "exact", "published_at_utc": null, "event_type": "turnover_data", "asset_keys": [ "SECURITIES" ], "direction_score": { "SECURITIES": 0 }, "confidence": 99, "horizon": "intraday", "raw_facts": { "statistics_date": "2026-09-03", "instrument": "深证综指", "stock_code": "399106", "previous_close": "2511.52 点", "open": "2527.18 点", "high": "2533.35 点", "low": "2496.98 点", "close": "2512.87 点", "change": "+1.35 点", "change_percent": "+0.05%", "full_day_volume": "585,378,201（接口原始字段未标单位）", "full_day_turnover": "939,033,973,419.69 元", "closing_auction_turnover": "9,473,492,290.52 元", "window_cumulative_turnover": "11:00–15:00 逐分钟合计 429,349,840,367.59 元", "market_scope_note": "成交字段与 399001 接口相同，按深交所接口口径作为深市全市场成交字段记录" }, "transmission_chain": [ "深交所 399106 行情接口显示深证综指收盘上涨 0.05%，接口成交金额字段为 939,033,973,419.69 元", "同一接口的收盘集合竞价成交金额为 9,473,492,290.52 元，接口成交字段按研究口径记录为深市全市场字段", "深市行情与指数微涨无法单独构成证券 ETF 单边信号，证券 ETF 方向记为 0" ], "invalidation_conditions": [ "深交所修订 399106 收盘点位、成交金额或市场范围说明", "后续官方数据改变收盘成交和微涨判断" ], "source_urls": [ "http://www.szse.cn/api/market/ssjjhq/getTimeData?marketId=1&code=399106", "http://www.szse.cn/api/market/ssjjhq/getTimeData?marketId=1&code=399001" ], "source_tier": "A" }, { "event_id": "exchanges-cn-20260903-turnover-close", "title": "沪深行情序列全天机械合计 17589.16 亿元", "event_time_utc": "2026-09-03T07:00:00Z", "event_time_quality": "exact", "published_at_utc": null, "event_type": "turnover_data", "asset_keys": [ "SECURITIES" ], "direction_score": { "SECURITIES": 0 }, "confidence": 97, "horizon": "days", "raw_facts": { "statistics_date": "2026-09-03", "sse_monitoring_series_turnover": "819,882,350,383 元", "szse_monitoring_series_turnover": "939,033,973,419.69 元", "mechanical_sum_full_day": "1,758,916,323,802.69 元", "mechanical_sum_window_11_00_to_15_00": "797,731,648,841.59 元", "window_method": "上交所 000001 与深交所 399106 同一分钟原始 amount 逐项相加，15:00 分钟 bar 纳入", "scope_note": "两端是交易所行情监测序列的机械合计，不是单一官方发布的完全同口径沪深市场总额", "threshold_crossings": { "1,500,000,000,000 元": "14:17 分钟 bar 末；机械合计 1,502,822,226,072.12 元" } }, "transmission_chain": [ "上交所 000001 与深交所 399106 行情序列的全天机械合计为 1,758,916,323,802.69 元，午后窗口合计为 797,731,648,841.59 元", "该机械合计在 14:17 分钟 bar 末越过 1,500,000,000,000 元监测量级，收盘仍保留两端原始口径", "两端统计范围分别保留，合计值不作完全同口径市场总额解释，证券 ETF 方向记为 0" ], "invalidation_conditions": [ "上交所或深交所修订原始 amount、分钟序列或统计范围", "后续统一口径的官方市场总额改变对 1.8 万亿元观察线的判断" ], "source_urls": [ "http://yunhq.sse.com.cn:32041/v1/sh1/line/000001?begin=0&end=-1&select=time,price,volume,amount", "http://www.szse.cn/api/market/ssjjhq/getTimeData?marketId=1&code=399106" ], "source_tier": "A" } ]