8月28日红利低波ETF：逆回购收缩，银行中期分红更新

[ { "event_id": "20260828-512890-omo-repo-200-3330", "title": "央行开展 200 亿元 7 天逆回购并开展 3330 亿元隔夜操作", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-08-28T01:20:30Z", "event_type": "rate_path", "asset_keys": ["DIVIDEND"], "direction_score": 0.15, "confidence": 0.99, "horizon": "1d", "raw_facts": { "coverage_window_local": "2026-08-28 15:00:00+08:00—2026-08-31 09:00:00+08:00", "data_cutoff_local": "2026-08-31 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": "2026-08-28", "seven_day_reverse_repo_cny": 20000000000, "seven_day_reverse_repo_rate_pct": 1.40, "seven_day_bid_cny": 20000000000, "seven_day_won_cny": 20000000000, "overnight_reverse_repo_cny": 333000000000, "prior_trading_day_comparison": { "date_local": "2026-08-27", "seven_day_reverse_repo_cny": 103000000000, "overnight_reverse_repo_cny": 503500000000, "rate_pct": 1.40 }, "operation_total_cny": 353000000000, "prior_operation_total_cny": 606500000000, "operation_total_change_cny": -253500000000, "source_publication_local": "2026-08-28 09:20:30+08:00" }, "transmission_chain": [ "中国人民银行公告显示，8 月 28 日开展 200 亿元 7 天期逆回购，操作利率 1.40%，投标量和中标量均为 200 亿元。", "同日同时开展 3330 亿元隔夜逆回购；两项操作合计 3530 亿元，较 8 月 27 日的 6065 亿元减少 2535 亿元。", "操作利率保持不变，变化主要来自工具规模收缩，短期流动性边际投放力度低于前一交易日。" ], "invalidation_conditions": [ "中国人民银行更正 2026 年 8 月 28 日公开市场业务公告中的操作金额、期限或利率。" ], "source_urls": [ "https://www.pbc.gov.cn/zhengcehuobisi/125207/125213/125431/125475/2026082808585347002/index.html", "https://www.pbc.gov.cn/zhengcehuobisi/125207/125213/125431/125475/2026082709072028572/index.html" ], "source_tier": "Tier A" }, { "event_id": "20260828-512890-bond-yield-shibor", "title": "10 年国债活跃券收益率降至 1.6950%", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-08-28T07:38:07Z", "event_type": "rate_path", "asset_keys": ["DIVIDEND"], "direction_score": 0.20, "confidence": 0.94, "horizon": "1w", "raw_facts": { "coverage_window_local": "2026-08-28 15:00:00+08:00—2026-08-31 09:00:00+08:00", "data_cutoff_local": "2026-08-31 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": "2026-08-28", "ten_year_active_treasury_yield_pct": 1.6950, "ten_year_active_treasury_change_bp": -0.20, "thirty_year_treasury_yield_pct": 2.18880, "thirty_year_treasury_change_bp": 0.35, "shibor_pct": { "overnight": 1.3390, "seven_day": 1.3870, "fourteen_day": 1.4100, "one_month": 1.4170, "three_month": 1.4300 }, "shibor_change_bp": { "overnight": -2.60, "seven_day": -0.70, "fourteen_day": -0.60, "one_month": -0.10, "three_month": 0.00 }, "comparison_prior_trading_day": { "ten_year_active_treasury_yield_pct": 1.6970, "thirty_year_treasury_yield_pct": 2.1855, "shibor_overnight_pct": 1.3650, "shibor_seven_day_pct": 1.3940 } }, "transmission_chain": [ "同花顺 iFinD 固收日报显示，8 月 28 日 10 年期国债活跃券 260010 收益率下行 0.20 个基点至 1.6950%，30 年期国债 2600004 收益率上行 0.35 个基点至 2.18880%。", "短端 Shibor 多数下行：隔夜 1.3390%较前一日下降 2.60 个基点，7 天 1.3870%下降 0.70 个基点，3 个月 1.4300%与前一日持平。", "长端 10 年收益率小幅下行、30 年收益率上行，期限方向出现分化；短端资金价格整体回落，为红利低波资产提供利率环境观察信号。" ], "invalidation_conditions": [ "同花顺 iFinD 或其数据提供方更正 2026 年 8 月 28 日利率债收益率或 Shibor 数据。", "其他可核验债券行情来源对同一日收盘数据作出修正。" ], "source_urls": [ "https://stock.10jqka.com.cn/20260828/c679389674.shtml", "https://www.cls.cn/detail/2467024" ], "source_tier": "Tier B" }, { "event_id": "20260828-512890-close-1184", "title": "512890 收盘 1.184 元，涨 0.08%", "event_time_utc": "2026-08-28T07:00:00Z", "event_time_quality": "exact", "published_at_utc": "2026-08-28T07:00:52Z", "event_type": "fund_flow", "asset_keys": ["DIVIDEND"], "direction_score": 0.15, "confidence": 0.98, "horizon": "1d", "raw_facts": { "coverage_window_local": "2026-08-28 15:00:00+08:00—2026-08-31 09:00:00+08:00", "data_cutoff_local": "2026-08-31 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": "2026-08-28", "open_cny": 1.181, "high_cny": 1.186, "low_cny": 1.178, "close_cny": 1.184, "prior_close_cny": 1.183, "change_cny": 0.001, "change_pct": 0.08, "volume_lots": 4331162, "turnover_cny": 512099248, "turnover_yi_cny": 5.12, "prior_trading_day_comparison": { "date_local": "2026-08-27", "close_cny": 1.183, "change_pct": -0.67, "volume_lots": 9277138, "turnover_cny": 1094747351, "turnover_yi_cny": 10.95, "volume_change_pct": -53.31, "turnover_change_pct": -53.22 } }, "transmission_chain": [ "搜狐行情日 K 返回 8 月 28 日 512890 开盘 1.181 元、最高 1.186 元、最低 1.178 元、收盘 1.184 元，较前收 1.183 元上涨 0.001 元。", "当日成交量 4331162 手、成交额 512099248 元，约 5.12 亿元；与 8 月 27 日约 10.95 亿元相比，成交额减少约 53.22%。", "价格小幅收涨而成交明显缩减，盘面改善缺少同等规模的成交放大配合。" ], "invalidation_conditions": [ "搜狐证券或新浪实时行情更正 2026 年 8 月 28 日 512890 开高低收、成交量或成交额。" ], "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://hq.sinajs.cn/list=sh512890" ], "source_tier": "Tier B" }, { "event_id": "20260828-512890-trading-flow-82870600", "title": "512890 交易资金净流入 8287.06 万元", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-08-28T08:00:38Z", "event_type": "fund_flow", "asset_keys": ["DIVIDEND"], "direction_score": 0.30, "confidence": 0.90, "horizon": "1d", "raw_facts": { "coverage_window_local": "2026-08-28 15:00:00+08:00—2026-08-31 09:00:00+08:00", "data_cutoff_local": "2026-08-31 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": "2026-08-28", "flow_definition": "同花顺 iFinD 资金流口径，含主动与被动买卖的各层级资金流入流出", "flow_in_cny": 203000000, "flow_out_cny": 120000000, "net_flow_cny": 82870600, "net_flow_wan_cny": 8287.06, "comparable_fund_rank": "25/同类基金", "prior_trading_day_comparison": { "date_local": "2026-08-27", "net_subscription_cny": 194000000, "note": "基金净申购口径，与交易资金流口径不同，未作数值相减" } }, "transmission_chain": [ "同花顺 iFinD 数据称，8 月 28 日 512890 资金流入 2.03 亿元、资金流出 1.20 亿元，交易资金净流入 8287.06 万元。", "该数据反映二级市场资金流向，8 月 27 日基金净申购 1.94 亿元属于另一统计口径，不能直接合并为同一流量。", "在 8 月 28 日 ETF 收盘涨 0.08%的同时，交易资金流入多于流出，短线资金方向偏正。" ], "invalidation_conditions": [ "同花顺 iFinD 更正 2026 年 8 月 28 日 512890 资金流入、流出或净额。" ], "source_urls": [ "https://stock.10jqka.com.cn/20260828/c679390418.shtml" ], "source_tier": "Tier B" }, { "event_id": "20260829-512890-shares-minus-155", "title": "512890 份额减少 1.55 亿份至 279.5 亿份", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-08-28T22:36:25Z", "event_type": "fund_flow", "asset_keys": ["DIVIDEND"], "direction_score": -0.35, "confidence": 0.88, "horizon": "1w", "raw_facts": { "coverage_window_local": "2026-08-28 15:00:00+08:00—2026-08-31 09:00:00+08:00", "data_cutoff_local": "2026-08-31 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": "2026-08-28", "shares_change_cny_shares": -155000000, "latest_shares_cny_shares": 27950000000, "latest_shares_yi": 279.5, "latest_asset_value_cny": 33124000000, "latest_asset_value_yi": 331.24, "reported_net_outflow_cny": 136000000, "comparison_prior_trading_day": { "date_local": "2026-08-27", "shares_cny_shares": 28105000000, "asset_value_yi": 332.60, "shares_change_cny_shares": 164000000 }, "flow_definition": "基金份额变动及按份额净值计算的基金层面资金净流出，不等同于二级市场交易资金流" }, "transmission_chain": [ "证券之星报道显示，8 月 28 日 512890 最新份额 279.5 亿份，较前一交易日减少 1.55 亿份，基金资产净值规模 331.24 亿元。", "报道按当日份额变动与基金份额净值计算资金净流出 1.36 亿元；8 月 27 日份额曾增加 1.64 亿份至 281.05 亿份。", "份额净变动与同日二级市场交易资金净流入 8287.06 万元属于不同统计口径，方向出现分化。" ], "invalidation_conditions": [ "基金管理人、交易所或可核验基金数据来源更正 2026 年 8 月 28 日份额与规模数据。" ], "source_urls": [ "[https://stock.[stockstar.com/RB2026082900012406.shtml](https://stock.stockstar.com/RB2026082900012406.shtml)](https://stockstar.com/RB2026082900012406.shtml](https://stock.stockstar.com/RB2026082900012406.shtml))", "https://finance.sina.com.cn/money/fund/aiassistant/etffebh/2026-08-28/doc-inipvmmz8985288.shtml" ], "source_tier": "Tier B" }, { "event_id": "20260829-512890-midyear-report", "title": "512890 中期报告披露期末份额 293.31 亿份", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-08-29T00:00:00Z", "event_type": "macro_release", "asset_keys": ["DIVIDEND"], "direction_score": 0.05, "confidence": 0.99, "horizon": "1y", "raw_facts": { "coverage_window_local": "2026-08-28 15:00:00+08:00—2026-08-31 09:00:00+08:00", "data_cutoff_local": "2026-08-31 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": "2026-08-29", "report_period_local": "2026-01-01—2026-06-30", "report_end_shares": 29331110780, "report_end_shares_yi": 293.3111078, "profit_distribution_during_report_period": "未进行利润分配", "top_ten_holdings": [ {"code": "601229", "name": "上海银行", "weight_pct": 2.83}, {"code": "601009", "name": "南京银行", "weight_pct": 2.69}, {"code": "000001", "name": "平安银行", "weight_pct": 2.66}, {"code": "601838", "name": "成都银行", "weight_pct": 2.62}, {"code": "000651", "name": "格力电器", "weight_pct": 2.48}, {"code": "600919", "name": "江苏银行", "weight_pct": 2.44}, {"code": "600350", "name": "山东高速", "weight_pct": 2.39}, {"code": "601825", "name": "沪农商行", "weight_pct": 2.37}, {"code": "601369", "name": "陕鼓动力", "weight_pct": 2.28}, {"code": "600016", "name": "民生银行", "weight_pct": 2.25} ], "report_status": "2026 年中期报告，数据截止 2026 年 6 月 30 日" }, "transmission_chain": [ "上海证券交易所披露的 512890 中期报告显示，截至 2026 年 6 月 30 日基金份额为 293.3111078 亿份。", "报告期内基金未进行利润分配；前十大持仓中银行股占据多个席位，上海银行、南京银行、平安银行和成都银行权重分别为 2.83%、2.69%、2.66%和 2.62%。", "该报告数据截至 6 月 30 日，不能替代 8 月 28 日的最新份额 279.5 亿份；它提供的是基金持仓与分红制度的基准快照。" ], "invalidation_conditions": [ "上海证券交易所或华泰柏瑞基金更正 2026 年中期报告中的报告期末份额、利润分配或持仓数据。" ], "source_urls": [ "https://www.sse.com.cn/disclosure/fund/announcement/c/new/2026-08-29/512890_20260829_K5D2.pdf", "[https://data.[eastmoney.com/notices/detail/512890/AN202608291828682120.html](https://data.eastmoney.com/notices/detail/512890/AN202608291828682120.html)](https://eastmoney.com/notices/detail/512890/AN202608291828682120.html](https://data.eastmoney.com/notices/detail/512890/AN202608291828682120.html))" ], "source_tier": "Tier A" }, { "event_id": "20260829-bank-midyear-dividends", "title": "11 家上市银行拟派中期现金红利约 324.24 亿元", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-08-29T04:44:00Z", "event_type": "dividend_policy", "asset_keys": ["DIVIDEND"], "direction_score": 0.45, "confidence": 0.86, "horizon": "1y", "raw_facts": { "coverage_window_local": "2026-08-28 15:00:00+08:00—2026-08-31 09:00:00+08:00", "data_cutoff_local": "2026-08-31 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": "2026-08-29", "reported_as_of_local": "2026-08-28 12:00:00+08:00", "listed_banks_count": 11, "planned_midyear_cash_dividends_cny": 32424000000, "planned_midyear_cash_dividends_yi": 324.24, "related_holdings": [ {"name": "沪农商行", "code": "601825", "per_10_shares_cny": 2.499, "total_dividend_yi": 24.10, "payout_ratio_pct": 34.07}, {"name": "成都银行", "code": "601838", "per_10_shares_cny": 4.89, "total_dividend_yi": 20.73, "payout_ratio_pct": 30.02}, {"name": "上海银行", "code": "601229", "payout_ratio_note": "报道所述已披露方案分红比例超过 30%，未披露具体金额"} ], "reported_publication_local": "2026-08-29 12:44:00+08:00" }, "transmission_chain": [ "证券时报转载《国际金融报》报道，8 月 28 日 12 时前已有 11 家 A 股上市银行发布 2026 年度中期利润分配方案，合计拟派现金红利约 324.24 亿元。", "512890 中报前十大持仓包含沪农商行、成都银行和上海银行；其中沪农商行拟每 10 股派 2.499 元、合计 24.10 亿元，分红比例 34.07%。", "成都银行首次实施中期分红，拟每 10 股派 4.89 元、合计 20.73 亿元，分红比例 30.02%；银行重仓股的中期股东回报信息对红利资产现金流预期形成直接更新。" ], "invalidation_conditions": [ "相关上市银行公告更正中期利润分配方案、派息金额或分红比例。", "证券时报转载报道更正截至 2026 年 8 月 28 日 12 时的统计范围或合计金额。" ], "source_urls": [ "[https://www.[stcn.com/article/detail/4161409.html](https://www.stcn.com/article/detail/4161409.html)](https://stcn.com/article/detail/4161409.html](https://www.stcn.com/article/detail/4161409.html))", "[https://www.[shrcb.com/shrcb/2026-08/28/article_2026082808570318698.html](https://www.shrcb.com/shrcb/2026-08/28/article_2026082808570318698.html)](https://shrcb.com/shrcb/2026-08/28/article_2026082808570318698.html](https://www.shrcb.com/shrcb/2026-08/28/article_2026082808570318698.html))", "https://www.sse.com.cn/disclosure/fund/announcement/c/new/2026-08-29/512890_20260829_K5D2.pdf" ], "source_tier": "Tier B" } ]