2026-08-27 09:00 科创50ETF：隔夜短端与两融资金流7条

{ "schema_version": "1.0", "as_of": "2026-08-27T01:14:20Z", "asset_keys": [ "STAR50" ], "instrument": { "name": "科创 50ETF", "exchange_symbol": "SSE.588000" }, "events": [ { "event_id": "nyfed-omo-20260826-overnight-repo-am-accepted-zero", "title": "纽约联储上午隔夜回购接收额为零", "event_time_utc": "2026-08-26T12:15:00Z", "event_time_quality": "exact", "published_at_utc": "2026-08-26T12:15:00Z", "event_type": "macro_release", "asset_keys": [ "STAR50" ], "direction_score": { "STAR50": 0 }, "confidence": 95, "horizon": "days", "raw_facts": { "operation_date": "2026-08-26", "maturity_date": "2026-08-27", "term": "overnight", "operation_method": "full allotment", "accepted_treasury": "0 USD", "accepted_agency": "0 USD", "accepted_mortgage_backed_securities": "0 USD", "total_amt_submitted": "0 USD", "total_amt_accepted": "0 USD", "rate": "3.75%", "release_time_local": "08:15 AM ET", "last_updated_local": "2026-08-26 08:30:22", "operation_id": "RP 082626 25" }, "transmission_chain": "纽约联储上午隔夜回购三类抵押品接收额均为 0→美国短端回购融资需求的日度观测更新→美元利率与成长股折现率变量变化→科创 50ETF 价格", "invalidation_conditions": "纽约联储修订或撤回 2026 年 8 月 26 日上午隔夜回购条目，或更正三类抵押品接收额、利率、期限和到期日时，本事件按修订数据替换。", "source_urls": [ "[https://www.[newyorkfed.org/markets/data-hub](https://www.newyorkfed.org/markets/data-hub)](https://newyorkfed.org/markets/data-hub](https://www.newyorkfed.org/markets/data-hub))", "[https://markets.[newyorkfed.org/api/rp/repo/all/results/latest.json](https://markets.newyorkfed.org/api/rp/repo/all/results/latest.json)](https://newyorkfed.org/api/rp/repo/all/results/latest.json](https://markets.newyorkfed.org/api/rp/repo/all/results/latest.json))" ], "source_tier": "A" }, { "event_id": "nyfed-omo-20260826-overnight-reverse-repo-702m", "title": "纽约联储隔夜逆回购接收 7.02 亿美元", "event_time_utc": "2026-08-26T16:45:00Z", "event_time_quality": "exact", "published_at_utc": "2026-08-26T16:45:00Z", "event_type": "macro_release", "asset_keys": [ "STAR50" ], "direction_score": { "STAR50": 0 }, "confidence": 95, "horizon": "days", "raw_facts": { "operation_date": "2026-08-26", "maturity_date": "2026-08-27", "term": "overnight", "operation_method": "fixed rate", "collateral_type": "Treasury", "submitted": "0.702 billion USD", "accepted": "0.702 billion USD", "total_amt_submitted": "702,000,000 USD", "total_amt_accepted": "702,000,000 USD", "offering_rate": "3.50%", "award_rate": "3.50%", "participating_counterparties": "4", "accepted_counterparties": "4", "release_time_local": "12:45 PM ET", "last_updated_local": "2026-08-26 13:15:31", "operation_id": "RP 082626 26" }, "transmission_chain": "纽约联储隔夜逆回购接受量为 7.02 亿美元→美国短端资金与美国国债抵押品配置出现可比观测→成长股折现率和风险偏好变量变化→科创 50ETF 价格", "invalidation_conditions": "纽约联储修订或撤回 2026 年 8 月 26 日该隔夜逆回购条目，或更正提交量、接收量、利率、期限和到期日时，本事件按修订数据替换。", "source_urls": [ "[https://www.[newyorkfed.org/markets/data-hub](https://www.newyorkfed.org/markets/data-hub)](https://newyorkfed.org/markets/data-hub](https://www.newyorkfed.org/markets/data-hub))", "[https://markets.[newyorkfed.org/api/rp/reverserepo/all/results/latest.json](https://markets.newyorkfed.org/api/rp/reverserepo/all/results/latest.json)](https://newyorkfed.org/api/rp/reverserepo/all/results/latest.json](https://markets.newyorkfed.org/api/rp/reverserepo/all/results/latest.json))" ], "source_tier": "A" }, { "event_id": "nyfed-omo-20260826-overnight-repo-pm-accepted-3m", "title": "纽约联储下午隔夜回购接收 300 万美元", "event_time_utc": "2026-08-26T17:30:00Z", "event_time_quality": "exact", "published_at_utc": "2026-08-26T17:30:00Z", "event_type": "macro_release", "asset_keys": [ "STAR50" ], "direction_score": { "STAR50": 0 }, "confidence": 95, "horizon": "days", "raw_facts": { "operation_date": "2026-08-26", "maturity_date": "2026-08-27", "term": "overnight", "operation_method": "full allotment", "accepted_treasury": "1,000,000 USD", "accepted_agency": "1,000,000 USD", "accepted_mortgage_backed_securities": "1,000,000 USD", "total_amt_submitted": "3,000,000 USD", "total_amt_accepted": "3,000,000 USD", "rate": "3.75%", "release_time_local": "01:30 PM ET", "last_updated_local": "2026-08-26 13:45:32", "operation_id": "RP 082626 27" }, "transmission_chain": "纽约联储下午隔夜回购三类抵押品合计接收 300 万美元→美国短端回购融资需求的日度观测更新→美元利率与成长股折现率变量变化→科创 50ETF 价格", "invalidation_conditions": "纽约联储修订或撤回 2026 年 8 月 26 日下午隔夜回购条目，或更正三类抵押品接收额、利率、期限和到期日时，本事件按修订数据替换。", "source_urls": [ "[https://www.[newyorkfed.org/markets/data-hub](https://www.newyorkfed.org/markets/data-hub)](https://newyorkfed.org/markets/data-hub](https://www.newyorkfed.org/markets/data-hub))", "[https://markets.[newyorkfed.org/api/rp/repo/all/results/latest.json](https://markets.newyorkfed.org/api/rp/repo/all/results/latest.json)](https://newyorkfed.org/api/rp/repo/all/results/latest.json](https://markets.newyorkfed.org/api/rp/repo/all/results/latest.json))" ], "source_tier": "A" }, { "event_id": "gelonghui-fundflow-20260826-star50-588000-5d-inflow-80_99b", "title": "科创 50ETF 华夏近 5 日净流入 80.99 亿元", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-08-26T08:11:23Z", "event_type": "fund_flow", "asset_keys": [ "STAR50" ], "direction_score": { "STAR50": 2 }, "confidence": 86, "horizon": "days", "raw_facts": { "instrument_name": "科创 50ETF 华夏", "exchange_symbol": "SSE.588000", "as_of_wording": "截至 8 月 25 日", "lookback": "近 5 日", "net_inflow": "80.99 亿元", "related_star_semi_etf_huaxia_net_inflow": "57.15 亿元", "comparison_hs300_huatai_net_inflow": "63.11 亿元", "comparison_chinext_efund_net_inflow": "63.06 亿元", "publisher": "格隆汇", "mapping_note": "本条为华夏上证科创板 50 成份 ETF（SSE.588000）近 5 日净流入，直接对应本频道标的" }, "transmission_chain": "华夏科创 50ETF 近 5 日净流入 80.99 亿元→科创 50 相关 ETF 申购赎回与风险偏好变量更新→科创 50ETF 价格", "invalidation_conditions": "格隆汇或转载方撤回该报道，或后续权威份额/申赎统计更正科创 50ETF 华夏近 5 日净流入金额或统计截止日时，本事件按更正数据替换。", "source_urls": [ "https://finance.sina.com.cn/stock/bxjj/2026-08-26/doc-iniprqcv6171818.shtml", "[https://www.[gelonghui.com/live/2633589](https://www.gelonghui.com/live/2633589)](https://gelonghui.com/live/2633589](https://www.gelonghui.com/live/2633589))" ], "source_tier": "B" }, { "event_id": "stockstar-fundflow-20260826-star50-589850-shares-down-21m", "title": "科创 50ETF 东财份额减 2100 万份至 7.51 亿份", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-08-26T22:43:02Z", "event_type": "fund_flow", "asset_keys": [ "STAR50" ], "direction_score": { "STAR50": -1 }, "confidence": 84, "horizon": "days", "raw_facts": { "instrument_name": "科创 50ETF 东财基金", "exchange_symbol": "SSE.589850", "data_date": "2026-08-26", "latest_shares": "7.51 亿份", "shares_change": "减少 2100.0 万份", "day_net_flow": "净流出 1270.64 万元", "latest_nav_aum": "11.78 亿元", "mapping_note": "本条为跟踪科创 50 的东财 ETF 份额与资金流，不是华夏科创 50ETF（SSE.588000）专属份额" }, "transmission_chain": "跟踪科创 50 的东财 ETF 份额减少 2100 万份并录得日度净流出→科创 50 相关 ETF 申购赎回变量更新→科创 50ETF 价格", "invalidation_conditions": "证券之星撤回该报道，或基金管理人/交易所后续份额数据更正 2026 年 8 月 26 日科创 50ETF 东财（589850）份额、变动量或资金流向时，本事件按更正数据替换。", "source_urls": [ "[https://stock.[stockstar.com/RB2026082700013112.shtml](https://stock.stockstar.com/RB2026082700013112.shtml)](https://stockstar.com/RB2026082700013112.shtml](https://stock.stockstar.com/RB2026082700013112.shtml))" ], "source_tier": "B" }, { "event_id": "cls-lockup-20260827-fanyamicro-688386-4_28b", "title": "科创板泛亚微透今日解禁市值 4.28 亿元", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-08-27T01:33:08Z", "event_type": "lockup_release", "asset_keys": [ "STAR50" ], "direction_score": { "STAR50": -1 }, "confidence": 82, "horizon": "days", "raw_facts": { "release_date": "2026-08-27", "market_scope": "A 股 7 家公司限售股解禁", "market_total_shares": "9265.54 万股", "market_total_market_value": "35.26 亿元", "company_name": "泛亚微透", "exchange_symbol": "SSE.688386", "board": "科创板", "company_release_shares": "860.9 万股", "company_release_market_value": "4.28 亿元", "company_release_ratio_of_total_shares": "8.64%", "data_vendor": "Wind", "mapping_note": "本条为科创板个股限售解禁变量映射，不是科创 50ETF 或 SSE.588000 专属解禁" }, "transmission_chain": "科创板泛亚微透（688386）限售股解禁市值 4.28 亿元→科创板可流通供给与风险偏好变量更新→科创 50ETF 价格", "invalidation_conditions": "财联社撤回该电报，或 Wind/公司公告更正泛亚微透解禁股数、解禁市值、解禁比例或解禁日时，本事件按更正数据替换。", "source_urls": [ "https://www.cls.cn/detail/2465617" ], "source_tier": "B" }, { "event_id": "stcn-fundflow-20260826-star-margin-balance-3528_82b", "title": "科创板两融余额降至 3528.82 亿元", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-08-27T00:57:00Z", "event_type": "fund_flow", "asset_keys": [ "STAR50" ], "direction_score": { "STAR50": -1 }, "confidence": 92, "horizon": "days", "raw_facts": { "data_date": "2026-08-26", "star_margin_balance": "3528.82 亿元", "star_margin_balance_change": "减少 14.19 亿元", "consecutive_decline_days": "4", "financing_balance": "3510.07 亿元", "financing_balance_change": "减少 14.43 亿元", "securities_lending_balance": "18.75 亿元", "securities_lending_balance_change": "增加 2417.26 万元", "prior_day_star_margin_balance_20260825": "3543.00 亿元", "publisher": "证券时报·数据宝" }, "transmission_chain": "科创板两融余额降至 3528.82 亿元且连续 4 个交易日减少→科创板杠杆资金与风险偏好变量更新→科创 50ETF 价格", "invalidation_conditions": "证券时报撤回或更正该统计，或官方两融数据更正 2026 年 8 月 26 日科创板两融/融资/融券余额及其变动时，本事件按更正数据替换。", "source_urls": [ "[https://www.[stcn.com/article/detail/4137991.html](https://www.stcn.com/article/detail/4137991.html)](https://stcn.com/article/detail/4137991.html](https://www.stcn.com/article/detail/4137991.html))", "[https://www.[stcn.com/article/list/sj_kcb.html](https://www.stcn.com/article/list/sj_kcb.html)](https://stcn.com/article/list/sj_kcb.html](https://www.stcn.com/article/list/sj_kcb.html))" ], "source_tier": "B" } ], "exclusions": [ "已核验纽约联储参考利率接口：SOFR 有效日 2026-08-25、利率 3.66%、成交量 2916 billion USD；SOFRAI 有效日 2026-08-26；接口未提供可照抄原生发布时刻，本期不纳入。来源：[https://markets.[newyorkfed.org/api/rates/all/latest.json](https://markets.newyorkfed.org/api/rates/all/latest.json)](https://newyorkfed.org/api/rates/all/latest.json](https://markets.newyorkfed.org/api/rates/all/latest.json))", "已核查美国财政部日度国债收益率曲线 CSV：2026-08-26 2 年期 4.19%、10 年期 4.66%；页面/CSV 未提供可核验原始发布时刻，本期不纳入。来源：[https://home.[treasury.gov/resource-center/data-chart-center/interest-rates/TextView?type=daily_treasury_yield_curve&field_tdr_date_value=2026](https://home.treasury.gov/resource-center/data-chart-center/interest-rates/TextView?type=daily_treasury_yield_curve&field_tdr_date_value=2026)](https://treasury.gov/resource-center/data-chart-center/interest-rates/TextView?type=daily_treasury_yield_curve&field_tdr_date_value=2026](https://home.treasury.gov/resource-center/data-chart-center/interest-rates/TextView?type=daily_treasury_yield_curve&field_tdr_date_value=2026))", "已核查纽约联储证券借贷最新结果接口，本轮调用返回 400，未能取得可照抄数字与时刻，本期不纳入证券借贷条目。", "中国人民银行公开市场业务交易公告清单最新仍为〔2026〕第 166 号（已在 2026-08-26 10:00 以 event_id=pbc-omo-20260826-7d-reverse-repo-2395b 发布）；截至本窗口终点未见 2026-08-27 新号。来源：https://www.pbc.gov.cn/zhengcehuobisi/125207/125213/125431/125475/index.html", "财联社两市融资余额（截至 8 月 26 日合计 26167.72 亿元、减少 32.94 亿元，https://www.cls.cn/detail/2465673）为全市场口径，非科创板/科创 50 专属序列，本期以证券时报科创板两融条替代，不重复收录。", "财联社/转述中的英伟达财报会定性表述、韩国央行加息、港股通调入中际旭创及盘面快照缺少本频道允许的 STAR50 场外数值事件类型或传导链不完整，未纳入。", "上交所科创板公告清单可见多份标注 2026-08-26/27 日期的 PDF，但列表仅标注公告日期、未提供能证明落在 2026-08-26 15:00 至 2026-08-27 09:00 的原生时分，本期不将日期替代发布时间。" ] }