2026-08-12 09:00 证券ETF结构化事件流

[ { "event_id": "hkex-hk-20260811-securities-turnover", "title": "港股 8 月 11 日成交 210942449348 港元", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-08-11T12:00:05Z", "event_type": "turnover_data", "asset_keys": ["SECURITIES"], "direction_score": {"SECURITIES": -1}, "confidence": 99, "horizon": "days", "raw_facts": "港交所 Daily Quotations 数据日期为 2026 年 8 月 11 日。主板及仅供交易股票：Today's Turnover 为 210,942,449,348 港元，Shares 为 293,529,241,760，Deals 为 3,923,410，Renminbi Products Turnover 为 107,827,479 元。市场广度为 Advanced 3,969、Declined 7,670、Unchanged 3,902。恒生指数收报 25,652.82 点，前收 25,937.49 点，变动-284.67 点、-1.098%。", "transmission_chain": "港股成交额 210,942,449,348 港元且下跌股票 7,670 只、上涨股票 3,969 只→香港权益交易活跃但日终风险偏好转弱→跨境经纪、做市与交易服务收入预期承压→证券 ETF 短线情绪偏弱", "invalidation_conditions": "港交所修订 2026 年 8 月 11 日证券成交、成交宗数、市场广度或恒生指数收盘统计。", "source_urls": ["https://www.hkex.com.hk/eng/stat/smstat/dayquot/d260811e.htm"], "source_tier": "A" }, { "event_id": "hkex-hk-20260811-stock-connect-turnover", "title": "沪深港通 8 月 11 日四向成交数据更新", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-08-11T09:27:44Z", "event_type": "liquidity_flow", "asset_keys": ["SECURITIES"], "direction_score": {"SECURITIES": 1}, "confidence": 98, "horizon": "days", "raw_facts": "港交所沪深港通每日数据日期为 2026-08-11，tradingDay=1。SSE Northbound：Total Turnover 139,142.76 RMB mil、Total Trade Count 6,092,571、ETF Turnover 3,257.32 RMB mil。SZSE Northbound：Total Turnover 157,525.30 RMB mil、Total Trade Count 6,987,993、ETF Turnover 2,889.10 RMB mil。SSE Southbound：Total Turnover 58,660.06 HKD mil、Buy Turnover 30,332.24 HKD mil、Sell Turnover 28,327.82 HKD mil、Total Trade Count 1,279,038、ETF Turnover 1,113.32 HKD mil。SZSE Southbound：Total Turnover 34,879.62 HKD mil、Buy Turnover 15,749.52 HKD mil、Sell Turnover 19,130.10 HKD mil、Total Trade Count 787,315、ETF Turnover 603.98 HKD mil。DQB=999,999,999 为页面占位值，不作为额度余额。", "transmission_chain": "沪深港通四向成交与 ETF 成交数据更新→跨境权益交易及结算活动可量化跟踪→券商经纪、做市和托管服务收入预期获得支撑→证券 ETF 短线交易活跃度信号偏正", "invalidation_conditions": "港交所修订 2026 年 8 月 11 日沪深港通成交数据、币种单位或 DQB 字段定义；DQB 占位值不得被解释为额度余额。", "source_urls": ["https://www.hkex.com.hk/eng/csm/DailyStat/data_tab_daily_20260811e.js"], "source_tier": "A" }, { "event_id": "hkex-hk-20260811-derivatives-turnover", "title": "港交所期货期权成交量 1050589", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-08-11T17:30:46Z", "event_type": "turnover_data", "asset_keys": ["SECURITIES"], "direction_score": {"SECURITIES": 1}, "confidence": 99, "horizon": "days", "raw_facts": "港交所 Derivatives Market Daily Statistics 数据日期为 2026-08-11。Futures Contract Volume 377,633、Open Interest 716,596；Options Contract Volume 672,956、Open Interest 20,234,490；Futures and Options 合计 Contract Volume 1,050,589、Open Interest 20,951,086。", "transmission_chain": "港交所期货及期权合计 Contract Volume 1,050,589→风险管理与衍生品交易需求保持活跃→券商衍生品、做市和结算业务收入预期获得支撑→证券 ETF 短线交易服务信号偏正", "invalidation_conditions": "港交所修订 2026 年 8 月 11 日 Futures、Options 或 Futures and Options 的 Contract Volume、Open Interest 统计。", "source_urls": ["https://www.hkex.com.hk/eng/stat/dmstat/marksum/DailyStatistics_FnO.json"], "source_tier": "A" }, { "event_id": "sse-cn-20260811-margin-balance", "title": "上交所 8 月 11 日两融余额 1366808080022 元", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-08-11T23:40:00Z", "event_type": "margin_balance", "asset_keys": ["SECURITIES"], "direction_score": {"SECURITIES": 1}, "confidence": 99, "horizon": "days", "raw_facts": "上交所融资融券汇总数据日期为 2026-08-11：本日融资余额(元) 1350423724690；本日融资买入额(元) 109894202316；本日融券余量 2857487536；本日融券余量金额(元) 16384355332；本日融券卖出量 53358620；本日融资融券余额(元) 1366808080022。", "transmission_chain": "上交所融资融券余额为 1366808080022 元，融资余额为 1350423724690 元→杠杆资金参与规模与券商资本中介业务数据更新→券商利息及两融服务收入预期获得支撑→证券 ETF 短线信号偏正", "invalidation_conditions": "上交所修订 2026 年 8 月 11 日融资余额、融资买入额、融券余量、融券余量金额、融券卖出量或融资融券余额。", "source_urls": ["https://www.sse.com.cn/market/dealingdata/overview/margin/a/rzrqjygk20260811.xls"], "source_tier": "A" }, { "event_id": "fed-us-20260811-h15-rates", "title": "美联储 H15 公布 8 月 10 日利率数据", "event_time_utc": "2026-08-11T20:15:00Z", "event_time_quality": "exact", "published_at_utc": "2026-08-11T20:15:00Z", "event_type": "liquidity_flow", "asset_keys": ["SECURITIES"], "direction_score": {"SECURITIES": -1}, "confidence": 99, "horizon": "days", "raw_facts": "Federal Reserve H.15 Selected Interest Rates 页面发布日为 2026 年 8 月 11 日，页面说明该数据每周一至周五 16:15 发布；本次表格最新统计日为 2026 年 8 月 10 日，收益率单位为年化百分比。2026-08-10：Federal funds (effective) 3.63；Treasury constant maturities nominal 2-year 4.25、10-year 4.72、20-year 5.25、30-year 5.25；Bank prime loan 6.75；Discount window primary credit 3.75；10-year inflation indexed 2.43。", "transmission_chain": "美联储 8 月 10 日 10 年期美债收益率 4.72%、较表内 8 月 7 日 4.65%上行→全球权益估值折现率压力边际增加→券商自营及权益资产估值预期承压→证券 ETF 短线情绪偏弱", "invalidation_conditions": "Federal Reserve 修订 2026 年 8 月 10 日 H.15 利率数据、发布日期或发布时间；后续数据不得被倒填为本条事实。", "source_urls": ["[https://www.[federalreserve.gov/releases/h15/](https://www.federalreserve.gov/releases/h15/)](https://federalreserve.gov/releases/h15/](https://www.federalreserve.gov/releases/h15/))"], "source_tier": "A" } ]