2026-08-10 09:00 证券ETF结构化事件流

[ { "event_id": "sse-cn-20260807-stock-turnover", "title": "上交所 8 月 7 日股票成交额为 12111.16 亿元", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-08-07T07:00:00Z", "event_type": "turnover_data", "asset_keys": [ "SECURITIES" ], "direction_score": { "SECURITIES": 2 }, "confidence": 84, "horizon": "intraday", "raw_facts": "数据日期 2026-08-07；股票成交金额 12111.16 亿元，其中主板 A 7954.45 亿元、主板 B 1.04 亿元、科创板 4155.67 亿元、股票回购 1.8 亿元；股票成交量 565.79 亿股/亿份；挂牌数 2352。", "transmission_chain": "股票成交金额 12111.16 亿元→经纪与资本中介业务活跃度预期上升→证券 ETF 价格获得支撑", "invalidation_conditions": "上交所后续修订 2026-08-07 每日股票数据，或调整成交金额的统计口径。", "source_urls": [ "https://www.sse.com.cn/market/stockdata/overview/day/", "https://query.sse.com.cn/commonQuery.do?sqlId=COMMON_SSE_SJ_GPSJ_CJGK_MRGK_C&PRODUCT_CODE=01%2C02%2C03%2C11%2C17&type=inParams&SEARCH_DATE=2026-08-07&jsonCallBack=jsonpCallback" ], "source_tier": "A" }, { "event_id": "szse-cn-20260807-stock-turnover", "title": "深交所 8 月 7 日股票成交额为 14560.68 亿元", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-08-07T07:00:00Z", "event_type": "turnover_data", "asset_keys": [ "SECURITIES" ], "direction_score": { "SECURITIES": 2 }, "confidence": 84, "horizon": "intraday", "raw_facts": "交易日期 2026-08-07；深市合计成交金额 14,560.68 亿元，其中主板 7,207.21 亿元、创业板 7,353.46 亿元；深市合计成交量 720.31 亿，其中主板 481.77 亿、创业板 238.54 亿；数据统计范围包含存托凭证。", "transmission_chain": "深市成交金额 14560.68 亿元→券商经纪收入与市场风险偏好预期上升→证券 ETF 价格获得支撑", "invalidation_conditions": "深交所后续修订 2026-08-07 日度概况，或调整包含存托凭证的统计范围。", "source_urls": [ "https://www.szse.cn/market/stock/situation/daily/index.html", "https://www.szse.cn/api/report/ShowReport/data?SHOWTYPE=JSON&CATALOGID=scsj_gprdgk_after&TABKEY=tab1&txtQueryDate=2026-08-07&tjzqlb=D&bkbz=GP%7CXZ%7CCY&cjbz=cjl%7Ccjje&cxzs=%E6%88%90%E4%BA%A4%E9%87%8F%EF%BC%88%E4%BA%BF%EF%BC%89%7C%E6%88%90%E4%BA%A4%E9%87%91%E9%A2%9D%EF%BC%88%E4%BA%BF%E5%85%83%EF%BC%89" ], "source_tier": "A" }, { "event_id": "sse-szse-cn-20260807-lof-delisting-consultation", "title": "沪深交易所就 LOF 退市安排公开征求意见", "event_time_utc": "2026-08-07T10:36:10Z", "event_time_quality": "exact", "published_at_utc": "2026-08-07T10:36:10Z", "event_type": "regulation", "asset_keys": [ "SECURITIES" ], "direction_score": { "SECURITIES": 0 }, "confidence": 99, "horizon": "weeks", "raw_facts": "沪深交易所征求意见截止日均为 2026 年 8 月 22 日。上交所拟要求 QDII LOF 最晚于 2027 年 12 月 31 日终止上市；深交所拟要求商品期货 LOF、QDII LOF 最晚于 2027 年 12 月 31 日终止上市，并最晚于 2027 年 11 月 12 日提交终止上市文件。两所均拟将 LOF 连续六十个交易日每日场内资产净值低于一千万元列为终止上市情形；连续四十个交易日低于一千万元后需在次一交易日开市前披露风险提示并逐日披露。", "transmission_chain": "LOF 退市约束趋严→基金产品整理及券商适当性与系统改造成本上升→证券 ETF 短期价格影响偏中性", "invalidation_conditions": "正式发布的规则删除相关终止上市情形、改变一千万元阈值、六十个交易日期限或过渡期截止日。", "source_urls": [ "https://www.sse.com.cn/lawandrules/publicadvice/c/c_20260807_10828305.shtml", "https://www.sse.com.cn/lawandrules/publicadvice/c/10828305/files/e179d51c802d4587ba9c1d0b5daf6a9c.docx", "https://www.szse.cn/lawrules/publicadvice/t20260807_622070.html", "http://docs.static.szse.cn/www/lawrules/publicadvice/W020260807632026660595.pdf" ], "source_tier": "A" }, { "event_id": "hkex-hk-20260807-securities-turnover", "title": "港交所 8 月 7 日证券成交额为 2596.86 亿港元", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-08-07T12:00:05Z", "event_type": "turnover_data", "asset_keys": [ "SECURITIES" ], "direction_score": { "SECURITIES": 1 }, "confidence": 96, "horizon": "days", "raw_facts": "DATE 07 AUG 2026 (FRIDAY)；Today's Turnover (HK$) 259,685,732,141；Shares 285,972,742,507；Deals 4,371,483；Sec. Traded 8,133；Advanced 5,388；Declined 5,225；Unchanged 4,828；Renminbi Products Turnover (CNY) 88,922,429；Hang Seng Index 收报 25,668.03，较前值 25,530.28 变动+137.75，+0.54%。", "transmission_chain": "港股成交额 259685732141 港元且成交 4371483 笔→香港资本市场交易活跃度上升→券商盈利预期改善并支撑证券 ETF 价格", "invalidation_conditions": "港交所修订 2026-08-07 证券市场成交统计或恒生指数收盘数据。", "source_urls": [ "https://www.hkex.com.hk/eng/stat/smstat/dayquot/d260807e.htm" ], "source_tier": "A" }, { "event_id": "bls-us-20260807-july-employment", "title": "美国 7 月非农就业减少 2.3 万人", "event_time_utc": "2026-08-07T12:30:00Z", "event_time_quality": "exact", "published_at_utc": "2026-08-07T12:30:00Z", "event_type": "liquidity_flow", "asset_keys": [ "SECURITIES" ], "direction_score": { "SECURITIES": 0 }, "confidence": 99, "horizon": "days", "raw_facts": "USDL-26-1291；2026 年 7 月非农就业-23,000，失业率 4.1%；5 月非农由+129,000 下修 66,000 至+63,000，6 月由+57,000 下修 37,000 至+20,000，5 月与 6 月合计较此前低 103,000。", "transmission_chain": "非农就业转负且前两月合计下修 103000→增长担忧与降息预期同时升温→证券 ETF 价格方向取决于宽松预期能否抵消盈利担忧", "invalidation_conditions": "美国劳工统计局后续修订 7 月非农、失业率或 5 月和 6 月修订值，或利率定价未随就业数据转弱。", "source_urls": [ "[https://www.[bls.gov/news.release/empsit.nr0.htm](https://www.bls.gov/news.release/empsit.nr0.htm)](https://bls.gov/news.release/empsit.nr0.htm](https://www.bls.gov/news.release/empsit.nr0.htm))" ], "source_tier": "A" }, { "event_id": "fed-us-20260807-june-consumer-credit", "title": "美国 6 月消费信贷按年率增长 3.3%", "event_time_utc": "2026-08-07T19:00:00Z", "event_time_quality": "exact", "published_at_utc": "2026-08-07T19:00:00Z", "event_type": "liquidity_flow", "asset_keys": [ "SECURITIES" ], "direction_score": { "SECURITIES": 1 }, "confidence": 99, "horizon": "days", "raw_facts": "2026 年第二季度消费信贷经季调年率增长 2.6%，循环信贷增长 3.9%，非循环信贷增长 2.1%；6 月消费信贷增长 3.3%，循环信贷增长 6.0%，非循环信贷增长 2.3%；6 月经季调未偿消费信贷总额 5,166.9 十亿美元，其中循环信贷 1,351.1 十亿美元、非循环信贷 3,815.8 十亿美元。", "transmission_chain": "消费信贷 6 月按年率增长 3.3%→美国居民融资活动维持扩张→全球风险偏好与券商估值预期改善并支撑证券 ETF 价格", "invalidation_conditions": "美联储后续修订 6 月消费信贷增速或余额，或信贷扩张未转化为交易风险偏好。", "source_urls": [ "[https://www.[federalreserve.gov/releases/g19/current/default.htm](https://www.federalreserve.gov/releases/g19/current/default.htm)](https://federalreserve.gov/releases/g19/current/default.htm](https://www.federalreserve.gov/releases/g19/current/default.htm))" ], "source_tier": "A" }, { "event_id": "nyse-us-20260807-equity-liquidity", "title": "NYSE 统计 8 月 7 日美股成交量 176.3 亿股", "event_time_utc": "2026-08-07T23:00:00Z", "event_time_quality": "exact", "published_at_utc": "2026-08-07T23:00:00Z", "event_type": "turnover_data", "asset_keys": [ "SECURITIES" ], "direction_score": { "SECURITIES": 1 }, "confidence": 96, "horizon": "days", "raw_facts": "Daily U.S. Equity Market Statistics 日期 2026-08-07；1-day CADV 17.63bn，5-day 18.71bn，1-mo 17.46bn，3-mos 20.12bn；1-day Notional Volume $962bn；Market Liquidity Index 的 5-day moving average 较 5 天前变动：S&P 500 +10.22%、S&P 400 +6.58%、S&P 600 +4.45%、ETF +13.44%；更高数值表示市场流动性更好。", "transmission_chain": "美股单日成交量 176.3 亿股且 ETF 流动性指数五日均值上升 13.44%→全球权益交易活跃度与风险偏好改善→券商估值映射支撑证券 ETF 价格", "invalidation_conditions": "NYSE 后续修订 2026-08-07 成交量、名义成交额或市场流动性指数，或海外活跃度未传导至 A 股券商板块。", "source_urls": [ "[https://www.[nyse.com/research](https://www.nyse.com/research)](https://nyse.com/research](https://www.nyse.com/research))" ], "source_tier": "A" }, { "event_id": "sse-szse-cn-20260807-margin-balance", "title": "沪深两市 8 月 7 日两融余额均较 7 月 31 日增加", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-08-09T23:40:01Z", "event_type": "margin_balance", "asset_keys": [ "SECURITIES" ], "direction_score": { "SECURITIES": 1 }, "confidence": 96, "horizon": "days", "raw_facts": "上交所 20260807 融资余额 1,344,617,540,893 元、融券余量金额 16,089,911,314 元、融资融券余额 1,360,707,452,207 元；20260731 融资融券余额 1,341,607,818,124 元。深交所 2026-08-07 融资买入额 1,278.60 亿元、融资余额 12,696.44 亿元、融券卖出量 0.30 亿股/亿份、融券余量 10.46 亿股/亿份、融券余额 89.07 亿元、融资融券余额 12,785.51 亿元；2026-07-31 融资融券余额 12,615.70 亿元。", "transmission_chain": "沪深两市两融余额均较 7 月 31 日增加→杠杆资金参与度与券商资本中介收入预期上升→证券 ETF 价格获得支撑", "invalidation_conditions": "沪深交易所修订 2026-08-07 或 2026-07-31 两融数据，或余额增加未能持续并迅速回落。", "source_urls": [ "https://www.sse.com.cn/market/dealingdata/overview/margin/a/rzrqjygk20260807.xls", "https://www.sse.com.cn/market/othersdata/margin/detail/", "https://www.szse.cn/api/report/ShowReport/data?SHOWTYPE=JSON&CATALOGID=1837_xxpl&txtDate=2026-08-07", "https://www.szse.cn/api/report/ShowReport/data?SHOWTYPE=JSON&CATALOGID=1837_xxpl&txtDate=2026-07-31" ], "source_tier": "A" } ]