8月24日10:00｜3400亿元逆回购，512890开盘跌0.34%

[ { "event_id": "20260824-0900-512890-shares-increase-086bn", "title": "512890 份额增加 8600 万份，最新 280.66 亿份", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-08-24T01:00:32Z", "event_type": "fund_flow", "asset_keys": ["DIVIDEND"], "direction_score": 0.22, "confidence": 0.98, "horizon": "short_term", "raw_facts": { "coverage_window_local": "2026-08-24 09:00:00+08:00—2026-08-24 10:00:00+08:00", "source_published_at_local": "2026-08-24 09:00:32+08:00", "data_as_of_date_local": "2026-08-21", "instrument": "SSE.512890", "fund_name": "华泰柏瑞中证红利低波动 ETF", "shares_change": 86000000, "shares_change_unit": "份", "latest_shares": 28066000000, "latest_shares_unit": "份", "latest_asset_value_cny": 32986000000, "latest_asset_value_unit": "元", "market_change_pct": -0.59, "secondary_market_turnover_cny": 605000000, "rolling_20d_shares_change": -1731000000, "source_event_description": "新浪财经于 8 月 24 日 09:00 发布 8 月 21 日基金份额与资产净值数据" }, "transmission_chain": [ "截至 8 月 21 日，512890 基金份额增加 8600 万份，份额口径的净申赎变化对红利风格资金关注度形成正向信号。", "最新份额为 280.66 亿份，最新资产净值计算值为 329.86 亿元，后续可与新的份额数据比较资金配置变化。", "该事件记录基金份额变化；二级市场成交额和 ETF 价格涨跌仍需分别读取。" ], "invalidation_conditions": [ "新浪财经或基金管理人修正 8 月 21 日份额、资产净值或成交额数据。", "后续官方披露确认本次份额变动的统计口径发生变化。", "基金份额增加未能在后续数据中保持，滚动资金方向转为减少。" ], "source_urls": [ "http://finance.sina.com.cn/money/fund/aiassistant/etffebh/2026-08-24/doc-inipkkzy2083304.shtml" ], "source_tier": "Tier B" }, { "event_id": "20260824-0920-pbc-omo-7d-3400bn", "title": "央行开展 3400 亿元 7 天期逆回购", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-08-24T01:20:30Z", "event_type": "rate_path", "asset_keys": ["DIVIDEND"], "direction_score": 0.20, "confidence": 1.0, "horizon": "short_term", "raw_facts": { "coverage_window_local": "2026-08-24 09:00:00+08:00—2026-08-24 10:00:00+08:00", "operation_date_local": "2026-08-24", "announcement_published_at_local": "2026-08-24 09:20:30+08:00", "instrument": "SSE.512890", "operation_type": "固定利率、数量招标 7 天期逆回购", "operation_amount_cny": 340000000000, "term_days": 7, "operation_rate_pct": 1.4, "bid_amount_cny": 340000000000, "award_amount_cny": 340000000000, "demand_fulfillment": "全额满足一级交易商需求", "announcement_number": "公开市场业务交易公告〔2026〕第 163 号" }, "transmission_chain": [ "央行以 1.40%的操作利率投放 3400 亿元 7 天期资金，短期流动性获得公开市场操作支持。", "短端资金环境保持平稳时，红利低波策略面临的无风险利率估值压力边际缓和。", "利率路径对 SSE.512890 的实际影响仍需结合长债收益率、资金利率和 ETF 价格共同观察。" ], "invalidation_conditions": [ "中国人民银行修订或撤回第 163 号公告中的操作规模、期限或利率。", "后续货币市场数据显示短端资金利率明显上行。", "长债收益率或红利风格资产估值变化与短期流动性方向出现持续背离。" ], "source_urls": [ "https://www.pbc.gov.cn/zhengcehuobisi/125207/125213/125431/125475/2026082408541077708/index.html" ], "source_tier": "Tier A" }, { "event_id": "20260824-0930-512890-open-down-034pct", "title": "512890 开盘 1.172 元，跌 0.34%", "event_time_utc": "2026-08-24T01:30:00Z", "event_time_quality": "exact", "published_at_utc": "2026-08-24T01:30:36Z", "event_type": "fund_flow", "asset_keys": ["DIVIDEND"], "direction_score": -0.12, "confidence": 0.97, "horizon": "intraday", "raw_facts": { "coverage_window_local": "2026-08-24 09:00:00+08:00—2026-08-24 10:00:00+08:00", "event_time_local": "2026-08-24 09:30:00+08:00", "source_published_at_local": "2026-08-24 09:30:36+08:00", "instrument": "SSE.512890", "fund_name": "华泰柏瑞中证红利低波动 ETF", "open_price_cny": 1.172, "open_change_pct": -0.34, "top_holdings_opening": { "上海银行": -0.10, "南京银行": -0.25, "平安银行": -0.26, "成都银行": -0.21, "格力电器": 0.05, "江苏银行": 0.00, "山东高速": 0.00, "沪农商行": -0.68, "陕鼓动力": 0.11, "民生银行": 0.00 }, "source_event_description": "新浪基金报道 8 月 24 日 512890 开盘及主要持仓股开盘涨跌" }, "transmission_chain": [ "512890 开盘报 1.172 元、较前一交易日收盘下跌 0.34%，本轮窗口内 ETF 价格先出现短线压力。", "主要持仓股开盘涨跌分化，其中上海银行、南京银行、平安银行和成都银行下跌，格力电器与陕鼓动力上涨。", "开盘价格反映即时交易结果，不能单独归因于央行逆回购或基金份额变化。" ], "invalidation_conditions": [ "新浪财经或交易所行情修正开盘价、涨跌幅或持仓股开盘数据。", "后续行情快速收复开盘跌幅，短线价格方向发生反转。", "ETF 实际持仓或行情口径与页面披露不一致。" ], "source_urls": [ "http://finance.sina.com.cn/money/fund/aiassistant/etfkp/2026-08-24/doc-inipkkzx0159704.shtml" ], "source_tier": "Tier B" } ]