
8月13日09:00|15:00—09:00红利低波ETF事件汇总
覆盖北京时间8月12日15:00至8月13日09:00,汇总512890收盘、央行隔夜逆回购安排、二季度货币政策执行报告、中债利率与紫金矿业中期分红等6条可核验事件。
[
{
"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"
}
]
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