2026-08-27 09:00 红利低波ETF事件

[ { "event_id": "20260826-10y-cgb-yield-close-1687", "title": "十年国债活跃券收于 1.687%，上行 0.40bp", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-08-26T08:35:00Z", "event_type": "rate_path", "asset_keys": [ "DIVIDEND" ], "direction_score": -0.1, "confidence": 0.91, "horizon": "short_term", "raw_facts": { "coverage_window_local": "2026-08-26 15:00:00+08:00—2026-08-27 09:00:00+08:00", "instrument": "SSE.512890", "event_date_local": "2026-08-26", "published_at_local": "2026-08-26 16:35:00+08:00", "ten_year_active_bond": "26 附息国债 10", "ten_year_yield_pct": 1.687, "ten_year_yield_change_bp": 0.4, "thirty_year_active_bond": "26 超长特别国债 04", "thirty_year_yield_pct": 2.165, "thirty_year_yield_change_bp": 0.1, "ten_year_cdb_active_bond": "26 国开 05", "ten_year_cdb_yield_pct": 1.769, "ten_year_cdb_yield_change_bp": 0.25, "chinabond_ten_year_yield_pct": 1.69, "chinabond_ten_year_yield_change_bp": 1.0, "chinabond_source_note": "中债国债收益率曲线 10 年期上行 1BP 至 1.69%，与活跃券收盘口径并存", "prior_session_ten_year_active_yield_pct": 1.683, "prior_session_ten_year_active_change_bp": 0.2, "treasury_futures_close": { "tl_main_change_pct": -0.15, "tl_main_price": 116.46, "t_main_change_pct": -0.08, "t_main_price": 109.44, "tf_main_change_pct": -0.08, "tf_main_price": 106.505, "ts_main_change_pct": -0.03, "ts_main_price": 102.594 }, "omo_net_injection_100m_cny": 2395, "shibor_overnight_pct": 1.412, "shibor_overnight_change_bp": -2.3, "source_event_description": "新华财经债市日报经 21 世纪经济报道转载；中债估值中心日评经同花顺转载作曲线交叉核验；收益率与国债期货为截至收盘口径" }, "transmission_chain": [ "10 年期国债活跃券“26 附息国债 10”收于 1.687%、较前一交易日上行 0.40bp，30 年期活跃券收于 2.165%、上行 0.1bp；中债国债收益率曲线 10 年期同步上行 1bp 至 1.69%。", "长债利率继续小幅回升，会压缩高股息资产相对无风险利率的利差优势；当日变动仍在 1bp 量级，对 SSE.512890 定价的影响需结合后续利率路径确认。", "该收益率变动本身不直接证明 512890 发生申购、净流入或净值变化。" ], "invalidation_conditions": [ "中国债券信息网或后续一手报价更正 2026-08-26 十年期、三十年期活跃券收盘收益率或中债曲线点位。", "新华财经或中债估值中心更正国债期货收盘价或公开市场净投放描述。" ], "source_urls": [ "[https://m.[21jingji.com/article/20260826/herald/87aff54ffe3db2e2b9f2155512de549a.html](https://m.21jingji.com/article/20260826/herald/87aff54ffe3db2e2b9f2155512de549a.html)](https://21jingji.com/article/20260826/herald/87aff54ffe3db2e2b9f2155512de549a.html](https://m.21jingji.com/article/20260826/herald/87aff54ffe3db2e2b9f2155512de549a.html))", "https://bond.10jqka.com.cn/20260826/c679313883.shtml" ], "source_tier": "Tier B" }, { "event_id": "20260826-dr001-dr007-weighted-down", "title": "DR001 报 1.39%跌 1bp，DR007 报 1.43%跌 2bp", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-08-26T23:33:42Z", "event_type": "rate_path", "asset_keys": [ "DIVIDEND" ], "direction_score": 0.06, "confidence": 0.88, "horizon": "intraday", "raw_facts": { "coverage_window_local": "2026-08-26 15:00:00+08:00—2026-08-27 09:00:00+08:00", "instrument": "SSE.512890", "event_date_local": "2026-08-26", "published_at_local": "2026-08-27 07:33:42+08:00", "dr001_weighted_pct": 1.39, "dr001_change_bp": -1, "dr007_weighted_pct": 1.43, "dr007_change_bp": -2, "dr014_weighted_pct": 1.44, "dr014_change_bp": 0, "dr021_weighted_pct": 1.44, "dr021_change_bp": 4, "fr001_pct": 1.44, "fr001_change_bp": -2.0, "fr007_pct": 1.44, "fr007_change_bp": -2.0, "fdr001_pct": 1.41, "fdr001_change_bp": -3.0, "fdr007_pct": 1.42, "fdr007_change_bp": -3.0, "related_7d_repo_amount_100m_cny": 2395, "related_7d_repo_rate_pct": 1.4, "related_7d_repo_maturing_100m_cny": 0, "source_event_description": "同花顺 iFinD 债市盘前必读转述银存间质押式回购加权利率与定盘利率" }, "transmission_chain": [ "2026-08-26 银存间质押式回购加权利率多数下行，DR001 报 1.39%、较上日跌 1bp，DR007 报 1.43%、跌 2bp；当日 7 天期逆回购 2395 亿元、到期 0 亿元。", "短端资金利率回落有利于压低短期融资成本，与长债收益率小幅上行形成期限结构分化，对高股息资产相对定价的影响取决于长端利率是否跟随回落。", "资金利率变动本身不直接证明 SSE.512890 发生申购、净流入或净值变化。" ], "invalidation_conditions": [ "全国银行间同业拆借中心或后续一手报价更正 2026-08-26 DR001、DR007 加权平均利率。", "中国人民银行更正当日逆回购操作金额或到期量。" ], "source_urls": [ "https://stock.10jqka.com.cn/20260827/c679323698.shtml" ], "source_tier": "Tier B" }, { "event_id": "20260826-shandong-highway-margin-net-buy-12wan", "title": "山东高速融资净买入 12.15 万元", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-08-27T00:03:28Z", "event_type": "fund_flow", "asset_keys": [ "DIVIDEND" ], "direction_score": 0.02, "confidence": 0.9, "horizon": "intraday", "raw_facts": { "coverage_window_local": "2026-08-26 15:00:00+08:00—2026-08-27 09:00:00+08:00", "instrument": "SSE.512890", "event_date_local": "2026-08-26", "published_at_local": "2026-08-27 08:03:00+08:00", "holding_ticker": "600350", "holding_name": "山东高速", "price_change_pct": -0.55, "turnover_100m_cny": 1.85, "margin_buy_wan_cny": 909.52, "margin_repay_wan_cny": 897.37, "margin_net_buy_wan_cny": 12.15, "margin_balance_wan_cny": 4399.74, "margin_balance_to_float_mktcap_pct": 0.08, "margin_securities_balance_wan_cny": 7041.12, "short_sell_balance_wan_cny": 2641.38, "short_sell_shares_wan": 243.67, "prior_session_margin_net_buy_wan_cny": 245.45, "source_event_description": "新浪证券-红岸工作室融资融券页" }, "transmission_chain": [ "512890 持仓相关个股山东高速 2026-08-26 融资净买入 12.15 万元，收盘跌 0.55%，融资余额 4399.74 万元；前一交易日净买入 245.45 万元。", "持仓股两融净买入规模回落且股价下跌，说明两融方向与当日涨跌可以背离，不能直接外推为 ETF 资金流入。", "融资数据不等于 ETF 份额净申赎。" ], "invalidation_conditions": [ "交易所或数据提供方更正山东高速 2026-08-26 融资买入、偿还或余额。" ], "source_urls": [ "https://finance.sina.com.cn/stock/aiassist/lr/2026-08-27/doc-iniptaff5831564.shtml" ], "source_tier": "Tier B" }, { "event_id": "20260826-shandong-highway-512890-holding-20260630", "title": "512890 截至 6 月末持山东高速 6728.89 万股", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-08-27T00:03:28Z", "event_type": "fund_flow", "asset_keys": [ "DIVIDEND" ], "direction_score": 0.08, "confidence": 0.92, "horizon": "medium_term", "raw_facts": { "coverage_window_local": "2026-08-26 15:00:00+08:00—2026-08-27 09:00:00+08:00", "instrument": "SSE.512890", "instrument_name": "华泰柏瑞中证红利低波动 ETF", "event_date_local": "2026-08-26", "published_at_local": "2026-08-27 08:03:00+08:00", "holding_ticker": "600350", "holding_name": "山东高速", "512890_holding_asof": "2026-06-30", "512890_holding_rank_among_float": 4, "512890_holding_shares_wan": 6728.89, "512890_holding_change_shares_wan": 802.63, "prior_disclosed_holding_asof": "2026-03-31", "prior_disclosed_holding_shares_wan": 5926.27, "prior_disclosed_holding_change_shares_wan": 762.66, "holding_data_note": "持仓数据日期为 2026-06-30，不等于 2026-08-26 发生的持仓变动；较此前披露的 2026-03-31 口径持股由 5926.27 万股升至 6728.89 万股", "source_event_description": "新浪证券-红岸工作室融资页同步给出截至 2026-06-30 十大流通股东" }, "transmission_chain": [ "新浪证券页披露，截至 2026-06-30，512890 为山东高速第四大流通股东，持股 6728.89 万股，较上期增加 802.63 万股。", "较此前已披露的 2026-03-31 口径（持股 5926.27 万股）提高 802.62 万股量级，反映二季度末持仓抬升，但不等于 8 月 26 日当日买入。", "季度持仓披露时点与页面发布日分离，不能把旧持仓日期写成窗口内新发生的持仓变动。" ], "invalidation_conditions": [ "后续定期报告或基金管理人更正 512890 对山东高速截至 2026-06-30 的持股数量或排名。", "页面更正持仓数据截止日期。" ], "source_urls": [ "https://finance.sina.com.cn/stock/aiassist/lr/2026-08-27/doc-iniptaff5831564.shtml" ], "source_tier": "Tier B" }, { "event_id": "20260826-anhui-construction-margin-net-sell-285wan", "title": "安徽建工融资净卖出 285.16 万元", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-08-27T00:04:48Z", "event_type": "fund_flow", "asset_keys": [ "DIVIDEND" ], "direction_score": -0.03, "confidence": 0.9, "horizon": "intraday", "raw_facts": { "coverage_window_local": "2026-08-26 15:00:00+08:00—2026-08-27 09:00:00+08:00", "instrument": "SSE.512890", "event_date_local": "2026-08-26", "published_at_local": "2026-08-27 08:04:00+08:00", "holding_ticker": "600502", "holding_name": "安徽建工", "price_change_pct": 1.1, "turnover_100m_cny": 1.11, "margin_buy_wan_cny": 772.75, "margin_repay_wan_cny": 1057.91, "margin_net_buy_wan_cny": -285.16, "margin_balance_wan_cny": 24877.86, "margin_balance_to_float_mktcap_pct": 3.14, "margin_securities_balance_100m_cny": 2.51, "short_sell_balance_wan_cny": 254.56, "short_sell_shares_wan": 55.22, "prior_session_margin_net_buy_wan_cny": -942.53, "512890_holding_asof": "2026-03-31", "512890_holding_rank_among_float": 2, "512890_holding_shares_wan": 7868.32, "512890_holding_change_shares_wan": 488.04, "holding_data_note": "持仓数据日期为 2026-03-31，不等于 2026-08-26 发生的持仓变动", "source_event_description": "新浪证券-红岸工作室融资融券页" }, "transmission_chain": [ "512890 持仓相关个股安徽建工 2026-08-26 融资净卖出 285.16 万元，收盘涨 1.10%，融资余额 2.487786 亿元；前一交易日净卖出 942.53 万元。", "持仓股融资净流出与股价上涨并存，说明两融方向与当日涨跌可以背离，不能直接外推为 ETF 资金流出。", "页面同时给出截至 2026-03-31 的 512890 持仓，该持仓日期早于本窗口，不能当作当日持仓变动。" ], "invalidation_conditions": [ "交易所或数据提供方更正安徽建工 2026-08-26 融资买入、偿还或余额。", "后续定期报告更正 512890 对安徽建工的持股数量或排名。" ], "source_urls": [ "https://finance.sina.com.cn/stock/aiassist/lr/2026-08-27/doc-iniptaff5833133.shtml" ], "source_tier": "Tier B" }, { "event_id": "20260826-512890-shares-minus-1_46yi", "title": "512890 份额减少 1.46 亿份至 279.41 亿份", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-08-27T01:00:37Z", "event_type": "fund_flow", "asset_keys": [ "DIVIDEND" ], "direction_score": -0.22, "confidence": 0.94, "horizon": "daily", "raw_facts": { "coverage_window_local": "2026-08-26 15:00:00+08:00—2026-08-27 09:00:00+08:00", "instrument": "SSE.512890", "instrument_name": "华泰柏瑞中证红利低波动 ETF", "event_date_local": "2026-08-26", "published_at_local": "2026-08-27 09:00:00+08:00", "share_change_yi": -1.46, "share_change_wan": -14600.0, "latest_shares_yi": 279.41, "latest_aum_100m_cny": 332.58, "near_20d_share_change_yi": -14.5, "prior_session_share_change_wan": 2100.0, "prior_session_latest_shares_yi": 280.87, "prior_session_latest_aum_100m_cny": 333.17, "secondary_close_change_pct": 0.51, "secondary_turnover_100m_cny": 8.3, "turnover_definition": "二级市场成交额，不等同于基金份额净申赎", "share_flow_definition": "基金份额变动，反映一级市场净申赎口径，不等于二级市场成交额", "source_event_description": "新浪基金∞工作室份额变动页" }, "transmission_chain": [ "512890 在 2026-08-26 份额减少 1.46 亿份，最新份额 279.41 亿份、最新规模 332.58 亿元，近 20 个交易日份额减少 14.50 亿份；前一交易日曾增加 2100 万份至 280.87 亿份。", "当日二级市场收涨 0.51%、成交额 8.30 亿元，与份额大幅净减少并存，说明场内价格上涨与一级份额净赎回可以同日反向。", "份额减少降低 ETF 可交易规模，但对净值与指数跟踪误差的影响仍取决于申赎清单与成分股成交。" ], "invalidation_conditions": [ "基金管理人、交易所或新浪基金数据源更正 2026-08-26 的 512890 份额、规模或近 20 日份额变动。", "后续披露显示当日份额变动口径与页面不一致。" ], "source_urls": [ "http://finance.sina.com.cn/money/fund/aiassistant/etffebh/2026-08-27/doc-inipthpc5762192.shtml" ], "source_tier": "Tier B" } ]