8月14日15:00—8月17日09:00｜红利低波ETF隔夜事件6条

[ { "event_id": "20260814-10y-cgb-yield-16937", "title": "10 年期国债收益率降至 1.6937%", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": null, "event_type": "rate_path", "asset_keys": ["DIVIDEND"], "direction_score": 0.18, "confidence": 0.99, "horizon": "medium_term", "raw_facts": { "instrument": "10 年期国债", "trade_date_local": "2026-08-14", "yield_pct": 1.6937, "prior_trade_date_local": "2026-08-13", "prior_yield_pct": 1.7042, "change_bp": -1.05, "weekly_change_from_2026-08-07_bp": -1.55, "source_publication_time": "未披露" }, "transmission_chain": "10 年期国债收益率较前一交易日下行 1.05bp 至 1.6937%→无风险利率边际回落→高股息资产相对估值的利率压制边际减轻；该事实不等同于 512890 发生净申购。", "invalidation_conditions": "若中国货币网修订 2026 年 8 月 14 日收益率，或后续利率上行抵消本次变动，则按修订值更新；若将单日收益率变化外推为趋势性下行，传导判断失效。", "source_urls": [ "https://www.chinamoney.com.cn/chinese/sddsintigy/" ], "source_tier": "Tier A" }, { "event_id": "20260814-pboc-july-financial-stats", "title": "7 月金融数据：M2 增 7.7%，社融存量增 7.4%", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-08-14T14:59:00Z", "event_type": "macro_release", "asset_keys": ["DIVIDEND"], "direction_score": 0.20, "confidence": 0.98, "horizon": "medium_term", "raw_facts": { "release_date_local": "2026-08-14", "m2_balance_cny": 355510000000000, "m2_yoy_pct": 7.7, "social_financing_stock_cny": 463270000000000, "social_financing_stock_yoy_pct": 7.4, "rmb_loan_balance_cny": 282290000000000, "rmb_loan_balance_yoy_pct": 5.1, "enterprise_new_loan_weighted_average_rate": "低于 3.0%", "enterprise_loan_rate_yoy_change_pct_point": -0.2, "personal_housing_new_loan_weighted_average_rate": "约 3.1%", "source_published_at_local": "2026-08-14 22:59:00+08:00" }, "transmission_chain": "7 月末 M2 和社融存量同比增长、企业新发放贷款利率低于 3.0%→融资环境仍偏宽松且利率处于低位→对高股息低波资产的估值环境形成边际支持；数据未提供 512890 资金流。", "invalidation_conditions": "若中国人民银行后续修订 7 月金融统计数据，或后续融资利率与流动性条件明显收紧，则该宏观传导需重估。", "source_urls": [ "https://www.gov.cn/yaowen/liebiao/202608/content_7078088.htm" ], "source_tier": "Tier A" }, { "event_id": "20260815-a-share-midyear-dividend-93162b", "title": "上百家 A 股公司拟半年度分红 931.62 亿元", "event_time_utc": "2026-08-15T00:42:00Z", "event_time_quality": "exact", "published_at_utc": "2026-08-15T00:42:00Z", "event_type": "dividend_policy", "asset_keys": ["DIVIDEND"], "direction_score": 0.42, "confidence": 0.95, "horizon": "long_term", "raw_facts": { "announcement_date_local": "2026-08-15", "company_count": "上百家", "planned_cash_dividend_total_cny": 93162000000, "data_basis": "Wind 数据；含已公布现金分红比例但未公布具体金额的公司", "largest_examples": { "中国移动": { "cash_dividend_per_share_cny": 2.51, "planned_cash_dividend_cny": 54426000000 }, "宁德时代": { "cash_dividend_per_share_cny": 1.411, "planned_cash_dividend_cny": 6488000000 }, "海康威视": { "planned_cash_dividend_cny": 5041000000 } }, "source_published_at_local": "2026-08-15 08:42:00+08:00" }, "transmission_chain": "半年度现金分红预案密集披露、合计金额达 931.62 亿元→A 股现金回报供给增加→红利风格的基本面分配信号增强；统计为全市场预案汇总，不等同于 512890 成分股净分红或基金净申购。", "invalidation_conditions": "若相关公司后续调整预案、未获审议通过或实际派息金额变化，则对应金额和传导强度按公司公告更新；Wind 汇总口径不代表中证红利低波指数成分股全量。", "source_urls": [ "[https://www.[egsea.com/news/detail/2327087.html](https://www.egsea.com/news/detail/2327087.html)](https://egsea.com/news/detail/2327087.html](https://www.egsea.com/news/detail/2327087.html))" ], "source_tier": "Tier B" }, { "event_id": "20260815-zhonggong-midyear-dividend-4292691008", "title": "中工国际拟每 10 股派 0.35 元中期分红", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": null, "event_type": "dividend_policy", "asset_keys": ["DIVIDEND"], "direction_score": 0.28, "confidence": 0.99, "horizon": "long_term", "raw_facts": { "company": "中工国际工程股份有限公司", "announcement_date_local": "2026-08-15", "board_resolution_date_local": "2026-08-13", "cash_dividend_per_10_shares_cny": 0.35, "cash_dividend_total_cny": 42926910.08, "h1_net_profit_attributable_cny": 130274391.08, "dividend_to_h1_net_profit_pct": 32.95, "approval_status": "董事会审议通过；已获 2025 年度股东会授权，无需再次提交股东会审议", "cash_dividend_plus_buyback_cny": 118450392.72, "implementation_status": "尚待权益分派实施公告确定登记日等安排" }, "transmission_chain": "中工国际披露中期现金分红 4,292.69 万元、占上半年归母净利润 32.95%→上市公司现金回报信号增加→对 DIVIDEND 形成个股层面的正向分红信息；不据此推断 512890 当日价格或申赎。", "invalidation_conditions": "若公司调整中期分红方案、未实施或实施金额改变，则按后续公告更新；方案为个股披露，不代表指数成分权重或 ETF 份额变化。", "source_urls": [ "https://disc.static.szse.cn/download/disc/disk03/finalpage/2026-08-15/d2481605-2ad7-4333-9e49-9a6b01cbeb90.PDF" ], "source_tier": "Tier A" }, { "event_id": "20260815-shuangyuan-midyear-dividend-875171646", "title": "双元科技拟每 10 股派 1.03 元中期分红", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": null, "event_type": "dividend_policy", "asset_keys": ["DIVIDEND"], "direction_score": 0.25, "confidence": 0.99, "horizon": "long_term", "raw_facts": { "company": "浙江双元科技股份有限公司", "announcement_date_local": "2026-08-15", "board_resolution_date_local": "2026-08-14", "cash_dividend_per_10_shares_cny": 1.03, "cash_dividend_total_cny": 8751716.46, "dividend_to_h1_net_profit_pct": 20.03, "distribution_basis_shares": 84968121, "approval_status": "董事会审议通过；已获 2025 年度股东会授权，无需提交股东会审议", "implementation_status": "尚待权益分派实施公告确定登记日等安排" }, "transmission_chain": "双元科技披露中期现金分红 875.17 万元、占上半年归母净利润 20.03%→现金回报信息增加→对 DIVIDEND 形成个股层面的正向分红信息；不据此推断 512890 发生资金净流入。", "invalidation_conditions": "若公司调整分红方案、实际分配总额或登记日安排，则按后续实施公告更新；该事件不代表 ETF 份额净申赎。", "source_urls": [ "http://static.cninfo.com.cn/finalpage/2026-08-15/1225475258.PDF" ], "source_tier": "Tier A" }, { "event_id": "20260815-guonengrixin-midyear-dividend-2986805856", "title": "国能日新拟每 10 股派 1.60 元中期分红", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": null, "event_type": "dividend_policy", "asset_keys": ["DIVIDEND"], "direction_score": 0.30, "confidence": 0.99, "horizon": "long_term", "raw_facts": { "company": "国能日新科技股份有限公司", "announcement_date_local": "2026-08-15", "board_resolution_date_local": "2026-08-14", "cash_dividend_per_10_shares_cny": 1.60, "cash_dividend_total_cny": 29868058.56, "h1_net_profit_attributable_cny": 70119963.46, "available_for_distribution_cny": 306459928.51, "approval_status": "董事会审议通过；已获 2025 年度股东会授权，无需再提交股东会审议", "implementation_status": "尚待权益分派实施公告确定登记日等安排" }, "transmission_chain": "国能日新披露中期现金分红 2,986.81 万元→现金回报信息增加→对 DIVIDEND 形成个股层面的正向分红信息；不据此推断 512890 的短线涨跌。", "invalidation_conditions": "若公司调整预案、未实施或实际派息金额变化，则按后续公告更新；该事件为个股分红预案，不等同于指数或 ETF 分红。", "source_urls": [ "http://static.cninfo.com.cn/finalpage/2026-08-15/1225474470.PDF" ], "source_tier": "Tier A" } ]