2026-08-26 09:00 科创50ETF：隔夜宏观与ETF资金流6条

{ "schema_version": "1.0", "as_of": "2026-08-26T01:48:37Z", "asset_keys": [ "STAR50" ], "instrument": { "name": "科创 50ETF", "exchange_symbol": "SSE.588000" }, "events": [ { "event_id": "nyfed-omo-20260825-overnight-repo-am-accepted-zero", "title": "纽约联储上午隔夜回购接收额为零", "event_time_utc": "2026-08-25T12:15:00Z", "event_time_quality": "exact", "published_at_utc": "2026-08-25T12:15:00Z", "event_type": "macro_release", "asset_keys": [ "STAR50" ], "direction_score": { "STAR50": 0 }, "confidence": 95, "horizon": "days", "raw_facts": { "operation_date": "2026-08-25", "maturity_date": "2026-08-26", "term": "overnight", "operation_method": "full allotment", "accepted_treasury": "0.000 billion USD", "accepted_agency": "0.000 billion USD", "accepted_mortgage_backed_securities": "0.000 billion USD", "rate": "3.75%", "total_amt_submitted": "0 USD", "total_amt_accepted": "0 USD", "release_time_local": "08:15 AM ET", "operation_id": "RP 082526 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 25 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": "census-macro-20260825-new-residential-sales-july", "title": "美国 7 月新屋销售年化 60.7 万套环比降 10.5%", "event_time_utc": "2026-08-25T14:00:00Z", "event_time_quality": "exact", "published_at_utc": "2026-08-25T14:00:00Z", "event_type": "macro_release", "asset_keys": [ "STAR50" ], "direction_score": { "STAR50": 0 }, "confidence": 96, "horizon": "weeks", "raw_facts": { "release_number": "CB26-128", "reference_month": "July 2026", "new_houses_sold_saar": "607,000", "mom_change": "-10.5%", "mom_change_ci_90pct": "±14.0%", "prior_month_rate_june_2026": "678,000", "yoy_change": "-6.3%", "yoy_change_ci_90pct": "±19.6%", "july_2025_rate": "648,000", "new_houses_for_sale_sa": "488,000", "months_supply": "9.6 months", "median_sales_price": "393,800 USD", "average_sales_price": "508,800 USD", "release_time_local": "10:00 AM EDT", "issuers": "U.S. Census Bureau and U.S. Department of Housing and Urban Development" }, "transmission_chain": "美国 7 月新屋销售季调年化降至 60.7 万套并环比下降 10.5%→美国住房与增长预期变量更新→全球风险偏好与成长股折现率变量变化→科创 50ETF 价格", "invalidation_conditions": "美国人口普查局或 HUD 修订、撤回或更正 2026 年 7 月新屋销售新闻稿中的销售量、环比/同比、库存、月供应或价格数字时，本事件按修订数据替换。", "source_urls": [ "[https://www.[census.gov/construction/nrs/pdf/newressales_202607.pdf](https://www.census.gov/construction/nrs/pdf/newressales_202607.pdf)](https://census.gov/construction/nrs/pdf/newressales_202607.pdf](https://www.census.gov/construction/nrs/pdf/newressales_202607.pdf))", "[https://www.[census.gov/construction/nrs/current/index.html](https://www.census.gov/construction/nrs/current/index.html)](https://census.gov/construction/nrs/current/index.html](https://www.census.gov/construction/nrs/current/index.html))", "[https://www.[census.gov/economic-indicators/calendar-listview.html](https://www.census.gov/economic-indicators/calendar-listview.html)](https://census.gov/economic-indicators/calendar-listview.html](https://www.census.gov/economic-indicators/calendar-listview.html))" ], "source_tier": "A" }, { "event_id": "conferenceboard-macro-20260825-consumer-confidence-august", "title": "美国 8 月消费者信心指数降至 89.4", "event_time_utc": "2026-08-25T14:00:00Z", "event_time_quality": "exact", "published_at_utc": "2026-08-25T14:00:00Z", "event_type": "macro_release", "asset_keys": [ "STAR50" ], "direction_score": { "STAR50": 0 }, "confidence": 94, "horizon": "weeks", "raw_facts": { "index_name": "Consumer Confidence Index", "reference_month": "August 2026", "consumer_confidence_index": "89.4", "index_base": "1985=100", "prior_month_july_revised": "90.2", "month_change_points": "-0.8", "present_situation_index": "121.2", "present_situation_change_points": "+6.8", "expectations_index": "68.2", "expectations_change_points": "-5.8", "survey_period": "August 3–16", "release_time_schedule": "10:00 a.m. ET on the last Tuesday of every month", "page_updated": "Tuesday, August 25, 2026" }, "transmission_chain": "美国 8 月消费者信心指数降至 89.4 且预期分项走弱→美国需求与风险偏好变量更新→全球成长股折现率与风险偏好变量变化→科创 50ETF 价格", "invalidation_conditions": "The Conference Board 修订、撤回或更正 2026 年 8 月消费者信心指数、现状指数、预期指数或其前值时，本事件按修订数据替换。", "source_urls": [ "[https://www.[conference-board.org/topics/consumer-confidence](https://www.conference-board.org/topics/consumer-confidence)](https://conference-board.org/topics/consumer-confidence](https://www.conference-board.org/topics/consumer-confidence))" ], "source_tier": "A" }, { "event_id": "nyfed-omo-20260825-overnight-reverse-repo-405m", "title": "纽约联储隔夜逆回购接收 4.05 亿美元", "event_time_utc": "2026-08-25T16:45:00Z", "event_time_quality": "exact", "published_at_utc": "2026-08-25T16:45:00Z", "event_type": "macro_release", "asset_keys": [ "STAR50" ], "direction_score": { "STAR50": 0 }, "confidence": 95, "horizon": "days", "raw_facts": { "operation_date": "2026-08-25", "maturity_date": "2026-08-26", "term": "overnight", "operation_method": "fixed rate", "collateral_type": "Treasury", "submitted": "0.405 billion USD", "accepted": "0.405 billion USD", "offering_rate": "3.50%", "award_rate": "3.50%", "participating_counterparties": "6", "accepted_counterparties": "6", "release_time_local": "12:45 PM ET", "operation_id": "RP 082526 26" }, "transmission_chain": "纽约联储隔夜逆回购接受量为 4.05 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 25 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-20260825-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": "2026-08-25T17:30:00Z", "event_time_quality": "exact", "published_at_utc": "2026-08-25T17:30:00Z", "event_type": "macro_release", "asset_keys": [ "STAR50" ], "direction_score": { "STAR50": 0 }, "confidence": 95, "horizon": "days", "raw_facts": { "operation_date": "2026-08-25", "maturity_date": "2026-08-26", "term": "overnight", "operation_method": "full allotment", "accepted_treasury": "0.001 billion USD", "accepted_agency": "0.001 billion USD", "accepted_mortgage_backed_securities": "0.001 billion 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", "operation_id": "RP 082526 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 25 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": "cls-fundflow-20260825-star50-588080-5d-inflow-over27b", "title": "科创 50ETF 易方达连续 5 日加仓合计超 27 亿元", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-08-25T11:01:09Z", "event_type": "fund_flow", "asset_keys": [ "STAR50" ], "direction_score": { "STAR50": 1 }, "confidence": 88, "horizon": "days", "raw_facts": { "instrument_name": "科创 50ETF 易方达", "exchange_symbol": "SSE.588080", "linked_funds": "011608/011609/022895", "consecutive_inflow_days": "5", "cumulative_inflow": "超过 27 亿元", "data_vendor": "同花顺 iFinD", "as_of_wording": "截至昨日", "related_index_close_note": "原文同时给出科创 50 指数上涨 0.1%等收盘涨跌，本条仅收录资金加仓数字", "mapping_note": "本条为跟踪科创 50 的易方达 ETF 资金流，不是华夏科创 50ETF（SSE.588000）专属份额或资金流" }, "transmission_chain": "跟踪科创 50 的易方达 ETF 连续 5 日获资金加仓合计超 27 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": "财联社撤回该电报，或同花顺 iFinD/后续权威统计更正科创 50ETF 易方达连续加仓天数或累计金额时，本事件按更正数据替换。", "source_urls": [ "https://www.cls.cn/detail/2463804" ], "source_tier": "B" } ], "exclusions": [ "中国人民银行公开市场业务交易公告〔2026〕第 166 号已出现在清单中，财联社 09:21 转述开展 2395 亿元 7 天期逆回购；该发布落在 2026-08-26 09:00（Asia/Shanghai）窗口终点之后，归入后续 10:00 增量。来源：https://www.pbc.gov.cn/zhengcehuobisi/125207/125213/125431/125475/index.html", "已核验纽约联储参考利率接口最新 SOFR 有效日为 2026-08-24、利率 3.65%、成交量 2919 billion USD，但接口未提供可照抄的原生发布时刻，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 2026 年收益率曲线页面与 CSV；页面未提供可核验的原始发布时刻，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。", "上交所科创板公司公告清单可见 2026-08-26 多份半年度报告与回购用途变更等 PDF，但列表与文件仅标注公告日期、未提供能证明落在 2026-08-25 15:00 至 2026-08-26 09:00 的原生时分，本期不将日期替代发布时间。来源：https://www.sse.com.cn/star/disclosure/listannouncement/", "财联社电报中开盘后行情快照、板块涨跌与商品期货盘面不在本频道允许的场外事件类型内，未纳入。" ] }