2026-08-28 09:00 科创50ETF：隔夜短端与588000份额净流出5条

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"transmission_chain": "纽约联储上午隔夜回购国债抵押品接收 100 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 27 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-20260827-overnight-reverse-repo-456m", "title": "纽约联储隔夜逆回购接收 4.56 亿美元", "event_time_utc": "2026-08-27T16:45:00Z", "event_time_quality": "exact", "published_at_utc": "2026-08-27T16:45:00Z", "event_type": "macro_release", "asset_keys": [ "STAR50" ], "direction_score": { "STAR50": 0 }, "confidence": 95, "horizon": "days", "raw_facts": { "operation_date": "2026-08-27", "maturity_date": "2026-08-28", "term": "overnight", "operation_method": "fixed rate", "collateral_type": "Treasury", "submitted": "0.456 billion USD", "accepted": "0.456 billion USD", "total_amt_submitted": "456,000,000 USD", "total_amt_accepted": "456,000,000 USD", "offering_rate": "3.50%", "award_rate": "3.50%", "participating_counterparties": "8", "accepted_counterparties": "8", "release_time_local": "12:45 PM ET", "last_updated_local": "2026-08-27 13:15:31", "operation_id": "RP 082726 26" }, "transmission_chain": "纽约联储隔夜逆回购接受量为 4.56 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 27 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-20260827-overnight-repo-pm-accepted-100m", "title": "纽约联储下午隔夜回购接收 1 亿美元", "event_time_utc": "2026-08-27T17:30:00Z", "event_time_quality": "exact", "published_at_utc": "2026-08-27T17:30:00Z", "event_type": "macro_release", "asset_keys": [ "STAR50" ], "direction_score": { "STAR50": 0 }, "confidence": 95, "horizon": "days", "raw_facts": { "operation_date": "2026-08-27", "maturity_date": "2026-08-28", "term": "overnight", "operation_method": "full allotment", "accepted_treasury": "0 USD", "accepted_agency": "0 USD", "accepted_mortgage_backed_securities": "100,000,000 USD", "total_amt_submitted": "100,000,000 USD", "total_amt_accepted": "100,000,000 USD", "rate": "3.75%", "release_time_local": "01:30 PM ET", "last_updated_local": "2026-08-27 13:45:37", "operation_id": "RP 082726 27" }, "transmission_chain": "纽约联储下午隔夜回购 MBS 抵押品接收 1 亿美元→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 27 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": "census-macro-20260827-advance-economic-indicators-july", "title": "美国 7 月商品贸易逆差升至 1188 亿美元", "event_time_utc": "2026-08-27T12:30:00Z", "event_time_quality": "exact", "published_at_utc": "2026-08-27T12:30:00Z", "event_type": "macro_release", "asset_keys": [ "STAR50" ], "direction_score": { "STAR50": 0 }, "confidence": 88, "horizon": "weeks", "raw_facts": { "release_title": "Monthly Advance Economic Indicators Report, July 2026", "release_number": "CB26-141", "for_release": "8:30 AM EDT, Thursday, August 27, 2026", "goods_trade_deficit_july_2026": "118.8 billion USD", "goods_trade_deficit_change_vs_june": "+17.2%", "goods_exports_july_2026": "199.4 billion USD", "goods_imports_july_2026": "318.2 billion USD", "wholesale_inventories_july_2026": "959.1 billion USD", "wholesale_inventories_mom": "+1.3%", "retail_inventories_july_2026": "838.5 billion USD", "retail_inventories_mom": "+0.7%", "june_goods_trade_deficit": "101.4 billion USD", "publisher": "U.S. Census Bureau" }, "transmission_chain": "美国人口普查局发布 7 月商品贸易逆差 1188 亿美元及批发/零售库存预览→美国增长与风险偏好、美元利率预期变量更新→成长股折现率通道变化→科创 50ETF 价格", "invalidation_conditions": "美国人口普查局修订或撤回 CB26-141，或更正 2026 年 7 月商品贸易逆差、进出口额、批发库存或零售库存数字时，本事件按修订数据替换。", "source_urls": [ "[https://www.[census.gov/econ/indicators/2026/advance_report2607.pdf](https://www.census.gov/econ/indicators/2026/advance_report2607.pdf)](https://census.gov/econ/indicators/2026/advance_report2607.pdf](https://www.census.gov/econ/indicators/2026/advance_report2607.pdf))", "[https://www.[census.gov/econ/indicators/index.html](https://www.census.gov/econ/indicators/index.html)](https://census.gov/econ/indicators/index.html](https://www.census.gov/econ/indicators/index.html))" ], "source_tier": "A" }, { "event_id": "stockstar-fundflow-20260827-star50-588000-shares-down-9_57b", "title": "科创 50ETF 华夏份额减 9.57 亿份净流出 16.88 亿元", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-08-27T22:09:58Z", "event_type": "fund_flow", "asset_keys": [ "STAR50" ], "direction_score": { "STAR50": -2 }, "confidence": 90, "horizon": "days", "raw_facts": { "instrument_name": "科创 50ETF 华夏", "exchange_symbol": "SSE.588000", "data_date": "2026-08-27", "shares_change": "减少 9.57 亿份", "day_net_outflow": "16.88 亿元", "rank_note": "当日股票指数 ETF 净流出居首", "market_stock_index_etf_net_outflow": "84.3 亿元", "market_5d_cumulative_net_inflow": "115.79 亿元", "flow_formula": "（当日 ETF 场内流通份额-前一交易日 ETF 场内流通份额）*当日 ETF 均价", "publisher": "证券之星 ETF", "mapping_note": "本条为华夏上证科创板 50 成份 ETF（SSE.588000）日度份额与资金流，直接对应本频道标的" }, "transmission_chain": "华夏科创 50ETF（588000）日度份额减少 9.57 亿份并录得净流出 16.88 亿元→科创 50ETF 申购赎回与风险偏好变量更新→科创 50ETF 价格", "invalidation_conditions": "证券之星撤回该报道，或基金管理人/交易所后续份额与申赎统计更正 2026 年 8 月 27 日科创 50ETF 华夏（588000）份额变动量或净流出金额时，本事件按更正数据替换。", "source_urls": [ "[https://stock.[stockstar.com/RB2026082800010558.shtml](https://stock.stockstar.com/RB2026082800010558.shtml)](https://stockstar.com/RB2026082800010558.shtml](https://stock.stockstar.com/RB2026082800010558.shtml))", "[https://m.[sohu.com/a/1068608670_115377](https://m.sohu.com/a/1068608670_115377)](https://sohu.com/a/1068608670_115377](https://m.sohu.com/a/1068608670_115377))" ], "source_tier": "B" } ], "exclusions": [ "已核验纽约联储参考利率接口：SOFR 有效日 2026-08-26、利率 3.64%、成交量 2859 billion USD；SOFRAI 有效日 2026-08-27；EFFR/OBFR 等有效日 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))", "中国人民银行公开市场业务交易公告清单最新仍为〔2026〕第 167 号（已在 2026-08-27 10:00 以 event_id=pbc-omo-20260827-7d-reverse-repo-1030b 发布）；截至本窗口终点未见 2026-08-28 新号。来源：https://www.pbc.gov.cn/zhengcehuobisi/125207/125213/125431/125475/index.html", "证券时报·数据宝科创板两融 [https://www.[stcn.com/article/detail/4149294.html](https://www.stcn.com/article/detail/4149294.html)](https://stcn.com/article/detail/4149294.html](https://www.stcn.com/article/detail/4149294.html)) 原生发布时间 2026-08-28 09:02：8 月 27 日科创板两融余额 3556.48 亿元、较上日+27.67 亿元；属 09:00 窗口终点之后，归入 10:00 增量，本期不并入。", "新浪基金关于 588000 遭净赎回 16.88 亿元等报道（如 https://finance.sina.cn/2026-08-28/detail-inipvmmz8985954.d.html）原生可见时间约 2026-08-28 09:01，属窗口终点之后；本期以证券之星 06:09:58 原生稿收录同日份额/净流出事实，不重复发 09:01 转述。", "财联社解禁电报 https://www.cls.cn/detail/2466999（ctime 2026-08-28 07:33:22）今日解禁合计市值 10.67 亿元，涉及个股均为非 688 代码，无科创板映射，不纳入。", "财联社投资日历 https://www.cls.cn/detail/2467004（08:03:19）提及长鑫科技将披露中报、今日 950 亿元 7 天期逆回购到期等，属前瞻日程而非已发生可核验完成事实，不纳入。", "财联社国债收益率评论 https://www.cls.cn/detail/2466976 仅写“10 年期国债收益率重返 1.7%上方”与科创 50 指数涨跌幅行情，无可照抄精确收益率点位的官方发布时分，不纳入。", "上交所/巨潮当日科创板公告若仅标注日期或 00:00:00、无窗口内原生时分，继续不将日期替代发布时间。" ] }