9月11日15:00收盘｜512890收报1.203元成交5.89亿，重仓股均跌0.67%逆势抗跌

[ { "event_id": "20260911-141326-512890-tail-trades-8984w", "title": "512890 尾盘撮合 8984 万元，14:30 后大单密集放量", "event_time_utc": "2026-09-11T06:13:26Z", "event_time_quality": "exact", "published_at_utc": null, "event_type": "fund_flow", "asset_keys": [ "DIVIDEND" ], "direction_score": 0.15, "confidence": 0.98, "horizon": "intraday", "raw_facts": { "asset": "SSE.512890", "date": "2026-09-11", "time_range_local": "14:13:26-14:57:04", "total_trades_count": 424, "total_volume_hand": 747921, "total_turnover_wan": 8984.08, "total_turnover_100m_yuan": 0.8984, "interval_breakdown": { "14:13:20-14:15": { "trades_count": 15, "volume_hand": 7819, "turnover_wan": 93.18, "price_open_yuan": 1.205, "price_close_yuan": 1.205 }, "14:15-14:30": { "trades_count": 146, "volume_hand": 74492, "turnover_wan": 892.58, "price_open_yuan": 1.205, "price_close_yuan": 1.205 }, "14:30-14:45": { "trades_count": 146, "volume_hand": 374376, "turnover_wan": 4505.19, "price_open_yuan": 1.205, "price_close_yuan": 1.204 }, "14:45-15:00": { "trades_count": 117, "volume_hand": 291234, "turnover_wan": 3493.13, "price_open_yuan": 1.203, "price_close_yuan": 1.203 } }, "tail_half_hour_concentration": { "volume_hand": 665610, "turnover_wan": 7998.32, "turnover_share_pct": 89.02 }, "notable_large_orders": [ { "time_local": "14:37:31", "price_yuan": 1.204, "volume_hand": 96366, "turnover_wan": 1160.0 }, { "time_local": "14:37:37", "price_yuan": 1.203, "volume_hand": 30856, "turnover_wan": 371.0 }, { "time_local": "14:52:58", "price_yuan": 1.203, "volume_hand": 25262, "turnover_wan": 304.0 }, { "time_local": "14:55:55", "price_yuan": 1.203, "volume_hand": 22165, "turnover_wan": 267.0 }, { "time_local": "14:42:15", "price_yuan": 1.203, "volume_hand": 19299, "turnover_wan": 232.0 }, { "time_local": "14:42:40", "price_yuan": 1.203, "volume_hand": 18710, "turnover_wan": 225.0 }, { "time_local": "14:43:18", "price_yuan": 1.204, "volume_hand": 16611, "turnover_wan": 200.0 }, { "time_local": "14:45:45", "price_yuan": 1.202, "volume_hand": 16227, "turnover_wan": 195.0 } ], "trade_type": "secondary_market_tail_trades_not_fund_flow" }, "transmission_chain": "搜狐证券公开逐笔分时接口（-3-13 至 -3-16）核验显示，9 月 11 日 14:13:26 至 14:57:04 期间，512890 累计撮合成交 424 笔、74.79 万手、成交额 8984.08 万元。盘面在 14:30 迎来显著放量，后半小时（14:30—15:00）撮合成交达 7998.32 万元，占该时段总成交额的 89.02%。尤其在 14:37:31，盘中涌现全天最大单笔成交 9.64 万手（1160 万元，1.204 元），并在 1.203 至 1.204 元区间密集出现多笔 2 万至 3 万手的大单承接（如 14:37:37 成交 30856 手/371 万元、14:52:58 成交 25262 手/304 万元、14:55:55 成交 22165 手/267 万元），主力资金在尾盘加速建立坚实承接平台，有效化解了午后指数下行压力，最终将收盘价平稳托定在 1.203 元。本数据为场内二级市场撮合成交额，非一级市场基金份额申赎流量。", "invalidation_conditions": "若上海证券交易所行情网关或搜狐证券逐笔分时服务修正尾盘撮合记录，以官方日终清算数据为准。", "source_urls": [ "[https://hq.[stock.sohu.com/cn/890/cn_512890-3-13.html](https://hq.stock.sohu.com/cn/890/cn_512890-3-13.html)](https://stock.sohu.com/cn/890/cn_512890-3-13.html](https://hq.stock.sohu.com/cn/890/cn_512890-3-13.html))", "[https://hq.[stock.sohu.com/cn/890/cn_512890-3-14.html](https://hq.stock.sohu.com/cn/890/cn_512890-3-14.html)](https://stock.sohu.com/cn/890/cn_512890-3-14.html](https://hq.stock.sohu.com/cn/890/cn_512890-3-14.html))", "[https://hq.[stock.sohu.com/cn/890/cn_512890-3-15.html](https://hq.stock.sohu.com/cn/890/cn_512890-3-15.html)](https://stock.sohu.com/cn/890/cn_512890-3-15.html](https://hq.stock.sohu.com/cn/890/cn_512890-3-15.html))", "[https://hq.[stock.sohu.com/cn/890/cn_512890-3-16.html](https://hq.stock.sohu.com/cn/890/cn_512890-3-16.html)](https://stock.sohu.com/cn/890/cn_512890-3-16.html](https://hq.stock.sohu.com/cn/890/cn_512890-3-16.html))" ], "source_tier": "Tier A" }, { "event_id": "20260911-150009-512890-daily-close-1203", "title": "512890 收报 1.203 元成交 5.89 亿，超额防御+0.27%", "event_time_utc": "2026-09-11T07:00:09Z", "event_time_quality": "exact", "published_at_utc": null, "event_type": "fund_flow", "asset_keys": [ "DIVIDEND" ], "direction_score": 0.20, "confidence": 0.98, "horizon": "intraday", "raw_facts": { "asset": "SSE.512890", "fund_name": "华泰柏瑞中证红利低波动交易型开放式指数证券投资基金", "date": "2026-09-11", "close_price_yuan": 1.203, "prev_close_yuan": 1.214, "change_yuan": -0.011, "change_pct": -0.91, "open_price_yuan": 1.214, "high_price_yuan": 1.216, "low_price_yuan": 1.202, "total_volume_hand": 4883984, "total_turnover_wan": 58914.0, "total_turnover_100m_yuan": 5.8914, "closing_auction_detail": { "time_local": "15:00:09", "price_yuan": 1.203, "volume_hand": 36426, "turnover_wan": 438.0 }, "market_benchmark_comparison": { "shanghai_composite_index": 3888.11, "shanghai_composite_change_pct": -1.18, "shenzhen_component_index": 13471.26, "shenzhen_component_change_pct": -1.08, "excess_return_vs_shanghai_pct": 0.27 }, "trade_type": "secondary_market_daily_close_not_fund_flow" }, "transmission_chain": "搜狐证券实时行情系统与日线数据核验显示，2026 年 9 月 11 日 512890 收盘报 1.203 元，全天微跌 0.011 元（-0.91%），全日累计撮合成交 488.40 万手、成交额达 5.8914 亿元；15:00:09 收盘集合竞价撮合 36426 手、成交额 438.00 万元定格终局。全日 A 股大盘呈现普跌调整态势，上证指数跌 1.18%、深证成指跌 1.08%，全市场逾 4800 只个股飘绿。在宽基指数大幅回撤背景下，红利低波 ETF 跌幅受限在-0.91%，相对上证指数录得+0.27%的超额防御收益，充分验证了高股息、低波动策略资产在市场风险释放期的底仓避险配置价值。本数据为场内二级市场撮合成交额，非一级市场基金份额申赎流量。", "invalidation_conditions": "若上海证券交易所官方日终清算数据或行情网关修正收盘成交量价，以交易所最终清算数据为准。", "source_urls": [ "[https://hq.[stock.sohu.com/cn/890/cn_512890-1.html](https://hq.stock.sohu.com/cn/890/cn_512890-1.html)](https://stock.sohu.com/cn/890/cn_512890-1.html](https://hq.stock.sohu.com/cn/890/cn_512890-1.html))", "[https://q.[stock.sohu.com/cn/512890/index.shtml](https://q.stock.sohu.com/cn/512890/index.shtml)](https://stock.sohu.com/cn/512890/index.shtml](https://q.stock.sohu.com/cn/512890/index.shtml))" ], "source_tier": "Tier A" }, { "event_id": "20260911-151441-512890-top10-holdings-close-resilience", "title": "512890 重仓股收盘均跌 0.67%，民生银行与山东高速逆势收涨", "event_time_utc": "2026-09-11T07:14:41Z", "event_time_quality": "exact", "published_at_utc": null, "event_type": "fund_flow", "asset_keys": [ "DIVIDEND" ], "direction_score": 0.15, "confidence": 0.98, "horizon": "intraday", "raw_facts": { "asset": "SSE.512890_top10_holdings", "date": "2026-09-11", "close_time_local": "15:14:41", "holdings_count": 10, "advancers_count": 2, "decliners_count": 8, "unchanged_count": 0, "average_change_pct": -0.67, "total_turnover_100m_yuan": 64.54, "holdings_detail": [ { "code": "sh600016", "name": "民生银行", "close_yuan": 3.70, "prev_close_yuan": 3.65, "change_yuan": 0.05, "change_pct": 1.37, "turnover_100m_yuan": 15.16, "volume_wan_shares": 41139.23 }, { "code": "sh600350", "name": "山东高速", "close_yuan": 10.15, "prev_close_yuan": 10.12, "change_yuan": 0.03, "change_pct": 0.30, "turnover_100m_yuan": 1.86, "volume_wan_shares": 1835.69 }, { "code": "sh600919", "name": "江苏银行", "close_yuan": 12.57, "prev_close_yuan": 12.62, "change_yuan": -0.05, "change_pct": -0.40, "turnover_100m_yuan": 9.96, "volume_wan_shares": 7912.05 }, { "code": "sz000651", "name": "格力电器", "close_yuan": 38.74, "prev_close_yuan": 38.95, "change_yuan": -0.21, "change_pct": -0.54, "turnover_100m_yuan": 11.56, "volume_wan_shares": 2980.07 }, { "code": "sh601229", "name": "上海银行", "close_yuan": 9.72, "prev_close_yuan": 9.79, "change_yuan": -0.07, "change_pct": -0.72, "turnover_100m_yuan": 4.28, "volume_wan_shares": 4389.27 }, { "code": "sz000001", "name": "平安银行", "close_yuan": 11.74, "prev_close_yuan": 11.85, "change_yuan": -0.11, "change_pct": -0.93, "turnover_100m_yuan": 9.80, "volume_wan_shares": 8324.61 }, { "code": "sh601838", "name": "成都银行", "close_yuan": 20.05, "prev_close_yuan": 20.28, "change_yuan": -0.23, "change_pct": -1.13, "turnover_100m_yuan": 3.25, "volume_wan_shares": 1613.68 }, { "code": "sh601009", "name": "南京银行", "close_yuan": 12.24, "prev_close_yuan": 12.40, "change_yuan": -0.16, "change_pct": -1.29, "turnover_100m_yuan": 4.93, "volume_wan_shares": 4001.89 }, { "code": "sh601369", "name": "陕鼓动力", "close_yuan": 8.38, "prev_close_yuan": 8.51, "change_yuan": -0.13, "change_pct": -1.53, "turnover_100m_yuan": 0.57, "volume_wan_shares": 681.21 }, { "code": "sh601825", "name": "沪农商行", "close_yuan": 8.82, "prev_close_yuan": 8.98, "change_yuan": -0.16, "change_pct": -1.78, "turnover_100m_yuan": 3.17, "volume_wan_shares": 3570.19 } ], "market_context": { "shanghai_composite_change_pct": -1.18, "shenzhen_component_change_pct": -1.08, "excess_return_vs_shanghai_pct": 0.51 } }, "transmission_chain": "新浪证券官方行情批量接口显示，截至 9 月 11 日 15:14:41 收盘，512890 前十大持仓股整体平均变动仅为-0.67%，显著跑赢同期上证指数（-1.18%）达 0.51 个百分点，全日累计撮合成交达 64.54 亿元。重仓股呈现明显的防御分化抗跌格局：民生银行逆势大涨 1.37%（成交额 15.16 亿元位居重仓股榜首），公路蓝筹山东高速逆势收涨 0.30%（成交 1.86 亿元）；江苏银行（-0.40%）、格力电器（-0.54%）与上海银行（-0.72%）跌幅极轻微，承接买盘坚实。前十大持仓股集中体现了高分红、高股息、稳定经营现金流的防御特征，在指数系统性回调时构筑了 ETF 底层资产净值的关键安全边际。", "invalidation_conditions": "若上海证券交易所或深圳证券交易所官方日终清算数据修正个股收盘价，以交易所最终官方数据为准。", "source_urls": [ "https://hq.sinajs.cn/list=sh601229,sh601009,sz000001,sh601838,sz000651,sh600919,sh600350,sh601825,sh601369,sh600016" ], "source_tier": "Tier A" } ]