8月13日09:00｜15:00—09:00红利低波ETF事件汇总

[ { "event_id": "20260812-150000-512890-close", "title": "512890 收盘跌 0.34%，成交额 5.18 亿元", "event_time_utc": "2026-08-12T07:00:00Z", "event_time_quality": "exact", "published_at_utc": "2026-08-12T07:01:00Z", "event_type": "fund_flow", "asset_keys": ["DIVIDEND"], "direction_score": -0.25, "confidence": 0.96, "horizon": "intraday", "raw_facts": { "instrument": "SSE.512890", "fund_name": "华泰柏瑞中证红利低波动 ETF", "trade_date_local": "2026-08-12", "close_change_pct": -0.34, "turnover_amount_cny": 518000000, "latest_shares_asof_local": "2026-08-11", "latest_shares": 27653000000, "latest_scale_cny": 32185000000, "turnover_20d_total_cny": 20468000000, "turnover_20d_daily_average_cny": 1023000000, "ytd_trading_days": 147, "ytd_turnover_total_cny": 121853000000, "ytd_daily_average_turnover_cny": 829000000, "turnover_definition": "二级市场成交额，不等同于基金份额净申赎" }, "transmission_chain": [ "收盘下跌 → 512890 当日价格表现偏弱", "成交额反映二级市场交易活跃度，不直接代表基金份额申赎方向", "短线方向仍需与后续利率和申赎数据交叉观察" ], "invalidation_conditions": [ "后续交易日收盘涨跌与本次方向相反", "份额净申赎数据与二级市场成交额呈现不同方向" ], "source_urls": [ "http://finance.sina.com.cn/money/fund/aiassistant/etfsp/2026-08-12/doc-inimzumm6910487.shtml" ], "source_tier": "B" }, { "event_id": "20260812-170000-pbc-overnight-repo-plan", "title": "央行安排 8 月 14 日及 17 日至 19 日隔夜逆回购", "event_time_utc": "2026-08-12T09:00:00Z", "event_time_quality": "exact", "published_at_utc": "2026-08-12T09:00:00Z", "event_type": "rate_path", "asset_keys": ["DIVIDEND"], "direction_score": 0.25, "confidence": 0.98, "horizon": "short_term", "raw_facts": { "announcement_time_local": "2026-08-12 17:00:00", "operation_type": "隔夜逆回购", "operation_dates_local": [ "2026-08-14", "2026-08-17", "2026-08-18", "2026-08-19" ], "rate_method": "固定利率、数量招标", "daily_max_amount_cny": 600000000000 }, "transmission_chain": [ "指定日期开展隔夜逆回购 → 央行预先明确短期流动性工具安排", "流动性预期偏宽松 → 对红利低波估值形成短期支撑", "实际影响取决于后续每日实际操作量和资金利率" ], "invalidation_conditions": [ "实际操作量持续显著低于公告上限", "资金利率未因后续操作安排改善", "央行后续调整操作日期或操作方式" ], "source_urls": [ "https://www.pbc.gov.cn/zhengcehuobisi/125207/125213/125431/125469/2026081213513734370/index.html" ], "source_tier": "A" }, { "event_id": "20260812-183458-pbc-q2-mpr", "title": "央行发布二季度货币政策执行报告", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-08-12T10:34:58Z", "event_type": "macro_release", "asset_keys": ["DIVIDEND"], "direction_score": 0.35, "confidence": 0.85, "horizon": "medium_term", "raw_facts": { "report_period": "2026 年第二季度", "release_date_local": "2026-08-12", "policy_stance": "继续实施好适度宽松的货币政策", "liquidity_stance": "保持流动性充裕和社会融资条件相对宽松", "tool_stance": "综合运用并适时调整工具", "policy_objectives": [ "支持经济稳定增长", "推动高质量发展", "维护金融市场平稳运行" ] }, "transmission_chain": [ "适度宽松政策表述与保持流动性充裕 → 利率和融资条件预期偏宽松", "融资条件预期偏宽松 → 红利低波估值环境获得偏正面支持", "实际影响仍需观察后续工具操作与资金利率变化" ], "invalidation_conditions": [ "后续政策操作或资金利率明显收紧", "政策表述未形成可观察的流动性变化" ], "source_urls": [ "http://finance.sina.cn/2026-08-12/detail-ininaezk5233714.d.html" ], "source_tier": "B" }, { "event_id": "20260812-190845-chinabond-10y-yield", "title": "8 月 12 日中债 10 年期国债收益率稳定在 1.71%", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-08-12T11:08:45Z", "event_type": "rate_path", "asset_keys": ["DIVIDEND"], "direction_score": 0.10, "confidence": 0.90, "horizon": "medium_term", "raw_facts": { "trade_date_local": "2026-08-12", "data_publisher": "中债估值中心", "10y_government_bond_yield_pct": 1.71, "10y_change_bp": 0, "3m_government_bond_yield_pct": 1.19, "3m_change_bp": -1, "2y_government_bond_yield_pct": 1.25, "2y_change_bp": -1 }, "transmission_chain": [ "10 年期国债收益率稳定 → 长端利率没有新增上行压力", "3 个月和 2 年期收益率各下行 1bp → 短端利率边际回落", "利率环境暂未恶化 → 对红利低波估值相对中性偏支持" ], "invalidation_conditions": [ "10 年期国债收益率后续重新明显上行", "短端收益率回升并带动资金条件收紧" ], "source_urls": [ "https://bond.10jqka.com.cn/20260812/c678901313.shtml" ], "source_tier": "B" }, { "event_id": "20260812-190845-shibor-overnight", "title": "8 月 12 日 Shibor 隔夜上行 1.32bp 至 1.3712%", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-08-12T11:08:45Z", "event_type": "rate_path", "asset_keys": ["DIVIDEND"], "direction_score": -0.05, "confidence": 0.90, "horizon": "short_term", "raw_facts": { "trade_date_local": "2026-08-12", "shibor_term": "隔夜", "shibor_rate_pct": 1.3712, "change_bp": 1.32, "data_publisher": "中债估值中心" }, "transmission_chain": [ "Shibor 隔夜上行 1.32bp → 隔夜资金价格边际收紧", "短端资金价格上升 → 对红利低波估值形成轻微压制", "同日央行已公布后续隔夜逆回购安排，需结合实际投放观察" ], "invalidation_conditions": [ "后续 Shibor 隔夜利率回落", "公开市场实际投放显著缓解资金价格压力" ], "source_urls": [ "https://bond.10jqka.com.cn/20260812/c678901313.shtml" ], "source_tier": "B" }, { "event_id": "20260812-203100-zijin-dividend", "title": "紫金矿业中期每股派息 0.42 元，合计 86.2 亿元", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-08-12T12:31:00Z", "event_type": "dividend_policy", "asset_keys": ["DIVIDEND"], "direction_score": 0.30, "confidence": 0.89, "horizon": "medium_term", "raw_facts": { "company_name": "紫金矿业", "distribution_period": "2026 年中期", "base_shares": 20524000000, "cash_dividend_per_share_cny": 0.42, "total_dividend_cny": 8620000000, "tax_basis": "含税", "record_date_local": "2026-08-20", "ex_dividend_date_local": "2026-08-21", "cash_payment_date_local": "2026-08-21" }, "transmission_chain": [ "每股现金分红 0.42 元、总额 86.2 亿元 → 高股息资产现金回报信息增加", "登记日、除权日和发放日明确 → 分红预期进入可核验执行节点", "高股息相关资产现金回报预期增强 → 对 DIVIDEND 资产形成偏正面线索" ], "invalidation_conditions": [ "分红方案或执行日期后续变更", "实际分红金额与公告安排不一致" ], "source_urls": [ "http://finance.sina.com.cn/roll/2026-08-12/doc-ininamih5176019.shtml" ], "source_tier": "B" } ]