8月13日10:00｜512890开盘跌0.26%，份额与融资数据转正

[ { "event_id": "20260812-090000-512890-shares-increase", "title": "512890 份额增加 6400 万份至 277.17 亿份", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-08-13T01:00:30Z", "event_type": "fund_flow", "asset_keys": ["DIVIDEND"], "direction_score": 0.10, "confidence": 0.96, "horizon": "short_term", "raw_facts": { "instrument": "SSE.512890", "fund_name": "华泰柏瑞中证红利低波动 ETF", "trade_date_local": "2026-08-12", "shares_change": 64000000, "shares_change_unit": "份", "latest_shares": 27717000000, "latest_shares_unit": "份", "latest_scale_cny": 32119000000, "latest_scale_unit": "元", "rolling_20d_shares_change": -2417000000, "rolling_20d_shares_change_unit": "份", "flow_definition": "份额变化口径，不等同于二级市场成交额" }, "transmission_chain": [ "8 月 12 日份额增加 6400 万份 → 当日基金份额净变化为正", "最新份额升至 277.17 亿份，但近 20 个交易日仍减少 24.17 亿份 → 短期回升与中期趋势方向不一致", "对 DIVIDEND 资产的资金信号偏正面，但持续性需看后续份额数据" ], "invalidation_conditions": [ "后续交易日份额重新下降", "近 20 个交易日累计份额降幅继续扩大" ], "source_urls": [ "http://finance.sina.com.cn/money/fund/aiassistant/etffebh/2026-08-13/doc-inincnuy3440664.shtml" ], "source_tier": "B" }, { "event_id": "20260813-000000-pbc-7d-repo-zero", "title": "央行 8 月 13 日 7 天期逆回购操作量为零", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-08-13T01:20:30Z", "event_type": "rate_path", "asset_keys": ["DIVIDEND"], "direction_score": 0.00, "confidence": 0.99, "horizon": "short_term", "raw_facts": { "operation_date_local": "2026-08-13", "operation_type": "7 天期逆回购", "bid_amount_cny": 0, "award_amount_cny": 0, "rate": "未发生操作，官方公告未列操作利率" }, "transmission_chain": [ "7 天期逆回购投标量和中标量均为 0 → 当日未形成新增 7 天期逆回购投放", "短期流动性信号仍需结合到期量、其他工具和资金利率判断", "对红利低波估值的即时方向暂不作单边判断" ], "invalidation_conditions": [ "央行后续开展其他期限流动性操作", "资金利率随后出现与当前判断不一致的明显变化" ], "source_urls": [ "https://www.pbc.gov.cn/zhengcehuobisi/125207/125213/125431/125475/2026081308553983010/index.html" ], "source_tier": "A" }, { "event_id": "20260813-013000-512890-open", "title": "512890 开盘跌 0.26%，报 1.156 元", "event_time_utc": "2026-08-13T01:30:00Z", "event_time_quality": "exact", "published_at_utc": "2026-08-13T01:30:32Z", "event_type": "fund_flow", "asset_keys": ["DIVIDEND"], "direction_score": -0.25, "confidence": 0.98, "horizon": "intraday", "raw_facts": { "instrument": "SSE.512890", "fund_name": "华泰柏瑞中证红利低波动 ETF", "trade_date_local": "2026-08-13", "open_price_cny": 1.156, "open_change_pct": -0.26, "selected_constituent_open_changes": { "上海银行": -0.22, "南京银行": 0.00, "平安银行": -0.18, "成都银行": -0.17, "格力电器": -0.25, "江苏银行": -0.26, "山东高速": 0.09, "沪农商行": -0.24, "陕鼓动力": 0.00, "民生银行": 0.00 } }, "transmission_chain": [ "512890 开盘跌 0.26%至 1.156 元 → 红利低波 ETF 早盘价格表现偏弱", "10 只被报道重仓股中多数开盘下跌 → 银行与高股息权重对早盘表现形成拖累", "开盘价格只反映盘初撮合结果，不能替代收盘或份额净申赎信号" ], "invalidation_conditions": [ "盘中价格反弹并收复开盘跌幅", "后续收盘方向与开盘方向相反" ], "source_urls": [ "https://finance.sina.com.cn/money/fund/aiassistant/etfkp/2026-08-13/doc-inincnuu4863891.shtml" ], "source_tier": "B" }, { "event_id": "20260812-000000-512890-margin-net-buy", "title": "512890 融资净买入 1359.32 万元", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-08-13T01:52:04Z", "event_type": "fund_flow", "asset_keys": ["DIVIDEND"], "direction_score": 0.10, "confidence": 0.95, "horizon": "short_term", "raw_facts": { "instrument": "SSE.512890", "trade_date_local": "2026-08-12", "close_price_cny": 1.159, "close_change_pct": -0.34, "turnover_amount_cny": 518000000, "margin_buy_cny": 118895500, "margin_repayment_cny": 105302300, "margin_net_buy_cny": 13593200, "flow_definition": "融资买入减融资偿还，不等同于基金份额净申赎" }, "transmission_chain": [ "融资买入 11889.55 万元、融资偿还 10530.23 万元 → 融资净买入 1359.32 万元", "融资余额口径当日偏净流入 → 杠杆交易资金对 512890 的短线需求偏正", "该数据与 8 月 12 日收跌 0.34%并存，不能单独推导价格方向" ], "invalidation_conditions": [ "后续融资偿还超过融资买入", "价格继续下跌且融资净买入未能转化为成交价格支撑" ], "source_urls": [ "http://finance.sina.com.cn/stock/zqgd/2026-08-13/doc-ininctay0122776.shtml" ], "source_tier": "B" } ]