9月11日11:00｜512890早盘撮合3.58亿抗跌显著，9月10日净流出1.27亿元

[ { "event_id": "20260911-092030-pbc-repo-40m", "title": "央行投放 40 亿元 7 天期逆回购，利率维持 1.40%", "event_time_utc": "2026-09-11T01:20:30Z", "event_time_quality": "exact", "published_at_utc": "2026-09-11T01:20:30Z", "event_type": "rate_path", "asset_keys": [ "DIVIDEND" ], "direction_score": 0.1, "confidence": 0.98, "horizon": "short_term", "raw_facts": { "institution": "中国人民银行公开市场业务操作室", "announcement_num": "〔2026〕第 178 号", "operation_date": "2026-09-11", "operation_time_local": "09:20:30", "instrument": "7 天期逆回购", "bidding_method": "固定利率、数量招标", "rate_pct": 1.4, "rate_change_bp": 0.0, "bidding_amount_100m_yuan": 40.0, "winning_amount_100m_yuan": 40.0, "demand_satisfaction": "全额满足了一级交易商需求", "prev_day_winning_100m_yuan": 30.0, "delta_winning_100m_yuan": 10.0 }, "transmission_chain": "中国人民银行公开市场业务交易公告〔2026〕第 178 号显示，央行于 9 月 11 日以固定利率、数量招标方式开展 40 亿元 7 天期逆回购操作，中标利率持平于 1.40%，全额满足一级交易商需求。投放规模较前一日增加 10 亿元，央行微量持续投放精准平抑银行间短期资金波动，引导货币市场利率平稳运行，保持宏观流动性合理充裕，为红利低波高股息资产提供稳定的低利率环境。", "invalidation_conditions": "若中国人民银行官方更正公开市场操作规模、利率或发布临时流动性便利操作，以央行最新官方公告为准。", "source_urls": [ "https://www.pbc.gov.cn/zhengcehuobisi/125207/125213/125431/125475/2026091108502869867/index.html" ], "source_tier": "Tier A" }, { "event_id": "20260910-512890-shares-minus-105m-net-outflow-127m", "title": "512890 在 9 月 10 日份额减少 1.05 亿份，净流出 1.27 亿元", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-09-11T01:00:38Z", "event_type": "fund_flow", "asset_keys": [ "DIVIDEND" ], "direction_score": -0.2, "confidence": 0.95, "horizon": "short_term", "raw_facts": { "asset": "SSE.512890", "fund_name": "华泰柏瑞中证红利低波动交易型开放式指数证券投资基金", "trade_date": "2026-09-10", "disclosure_date": "2026-09-11", "disclosure_time_local": "09:00:00", "shares_delta_100m_copies": -1.05, "latest_shares_100m_copies": 262.4, "prev_shares_100m_copies": 263.45, "net_flow_100m_yuan": -1.27, "latest_nav_calc_100m_yuan": 318.66, "rank_in_stock_etf_outflow": 8, "rolling_20d_shares_delta_100m_copies": -15.78, "data_nature": "primary_market_etf_creation_redemption_official_disclosure" }, "transmission_chain": "新浪基金与格隆汇等第三方基金数据平台于 9 月 11 日早间集中披露，512890 在 9 月 10 日二级市场逆势上涨 0.25%的背景下，一级市场出现 1.05 亿份份额赎回，单日资金净流出 1.27 亿元，在当日股票 ETF 净流出榜位列第 8 位，最新份额降至 262.40 亿份，规模为 318.66 亿元。这反映了部分获利盘与机构投资者在红利资产阶段性走强后进行再平衡赎回，近 20 个交易日累计份额减少 15.78 亿份。此为一级市场申赎数据，非二级市场场内撮合成交额。", "invalidation_conditions": "若华泰柏瑞基金管理公司或中国证券登记结算公司调整 T 日申赎确认清算数据，以管理人官方定期净值公告为准。", "source_urls": [ "https://finance.sina.com.cn/money/fund/aiassistant/etffebh/2026-09-11/doc-inirmfef5378782.shtml", "https://finance.sina.com.cn/money/fund/aiassistant/etfshzj/2026-09-11/doc-inirmfei2151587.shtml", "https://finance.sina.com.cn/stock/bxjj/2026-09-11/doc-inirmfea2243593.shtml", "[https://www.[163.com/dy/article/L6HBTIQ4051984TV.html](https://www.163.com/dy/article/L6HBTIQ4051984TV.html)](https://163.com/dy/article/L6HBTIQ4051984TV.html](https://www.163.com/dy/article/L6HBTIQ4051984TV.html))" ], "source_tier": "Tier A" }, { "event_id": "20260911-093004-512890-morning-trades-35811w", "title": "512890 早盘撮合成交 3.58 亿元，开盘半小时放量超六成", "event_time_utc": "2026-09-11T02:59:55Z", "event_time_quality": "exact", "published_at_utc": null, "event_type": "fund_flow", "asset_keys": [ "DIVIDEND" ], "direction_score": 0.15, "confidence": 0.95, "horizon": "intraday", "raw_facts": { "asset": "SSE.512890", "fund_name": "华泰柏瑞中证红利低波动交易型开放式指数证券投资基金", "date": "2026-09-11", "window_start_local": "09:30:04", "window_end_local": "10:59:55", "trades_count": 822, "volume_shares": 293468300, "volume_hand": 2934683, "turnover_yuan": 358112600.0, "turnover_wan": 35811.26, "turnover_100m_yuan": 3.5811, "interval_breakdown": [ { "interval": "09:30:04-09:44:56", "trades": 140, "volume_hand": 1229506, "turnover_wan": 15260.0, "ratio_pct": 42.61 }, { "interval": "09:45:02-09:59:54", "trades": 140, "volume_hand": 565437, "turnover_wan": 6812.48, "ratio_pct": 19.02 }, { "interval": "10:00:00-10:14:55", "trades": 143, "volume_hand": 307222, "turnover_wan": 3704.74, "ratio_pct": 10.35 }, { "interval": "10:15:02-10:29:56", "trades": 139, "volume_hand": 392602, "turnover_wan": 4732.17, "ratio_pct": 13.21 }, { "interval": "10:30:03-10:44:56", "trades": 129, "volume_hand": 225921, "turnover_wan": 2720.22, "ratio_pct": 7.6 }, { "interval": "10:45:02-10:59:55", "trades": 131, "volume_hand": 213995, "turnover_wan": 2581.65, "ratio_pct": 7.21 } ], "first_half_hour_turnover_wan": 22072.48, "first_half_hour_ratio_pct": 61.63, "peak_trades": [ { "time_local": "09:43:03", "price_yuan": 1.204, "volume_hand": 126974, "turnover_wan": 1529.0 }, { "time_local": "10:21:20", "price_yuan": 1.206, "volume_hand": 100402, "turnover_wan": 1211.0 }, { "time_local": "09:41:09", "price_yuan": 1.204, "volume_hand": 71764, "turnover_wan": 864.0 }, { "time_local": "09:47:42", "price_yuan": 1.205, "volume_hand": 71294, "turnover_wan": 859.0 }, { "time_local": "09:54:02", "price_yuan": 1.203, "volume_hand": 60862, "turnover_wan": 732.0 } ], "price_range_yuan": { "open": 1.214, "high": 1.214, "low": 1.203, "close_at_1100": 1.209 }, "trade_type": "secondary_market_morning_tick_turnover_not_fund_flow" }, "transmission_chain": "搜狐证券分时逐笔六段数据（-3-1 至-3-6）核验显示，09:30:04 至 10:59:55 早盘期间，512890 累计撮合成交 822 笔、293.47 万手、成交额达 35811.26 万元（3.5811 亿元）。开盘前 30 分钟集中放量成交 2.2072 亿元（占比 61.63%），09:43:03 与 10:21:20 分别涌现 12.70 万手（1529 万元）和 10.04 万手（1211 万元）单笔大单，资金在 1.203 至 1.206 元区间展开高密度承接，有效化解了早盘下行压力，并在 10:45 后稳步将价格推回至 1.209 元。本数据为场内二级市场撮合成交额，不代表一级市场基金份额申赎流量。", "invalidation_conditions": "若上海证券交易所行情网关或授权行情服务商修正逐笔撮合明细，以交易所官方日终数据为准。", "source_urls": [ "[https://hq.[stock.sohu.com/cn/890/cn_512890-3-1.html](https://hq.stock.sohu.com/cn/890/cn_512890-3-1.html)](https://stock.sohu.com/cn/890/cn_512890-3-1.html](https://hq.stock.sohu.com/cn/890/cn_512890-3-1.html))", "[https://hq.[stock.sohu.com/cn/890/cn_512890-3-2.html](https://hq.stock.sohu.com/cn/890/cn_512890-3-2.html)](https://stock.sohu.com/cn/890/cn_512890-3-2.html](https://hq.stock.sohu.com/cn/890/cn_512890-3-2.html))", "[https://hq.[stock.sohu.com/cn/890/cn_512890-3-3.html](https://hq.stock.sohu.com/cn/890/cn_512890-3-3.html)](https://stock.sohu.com/cn/890/cn_512890-3-3.html](https://hq.stock.sohu.com/cn/890/cn_512890-3-3.html))", "[https://hq.[stock.sohu.com/cn/890/cn_512890-3-4.html](https://hq.stock.sohu.com/cn/890/cn_512890-3-4.html)](https://stock.sohu.com/cn/890/cn_512890-3-4.html](https://hq.stock.sohu.com/cn/890/cn_512890-3-4.html))", "[https://hq.[stock.sohu.com/cn/890/cn_512890-3-5.html](https://hq.stock.sohu.com/cn/890/cn_512890-3-5.html)](https://stock.sohu.com/cn/890/cn_512890-3-5.html](https://hq.stock.sohu.com/cn/890/cn_512890-3-5.html))", "[https://hq.[stock.sohu.com/cn/890/cn_512890-3-6.html](https://hq.stock.sohu.com/cn/890/cn_512890-3-6.html)](https://stock.sohu.com/cn/890/cn_512890-3-6.html](https://hq.stock.sohu.com/cn/890/cn_512890-3-6.html))" ], "source_tier": "Tier B" }, { "event_id": "20260911-110605-512890-morning-quote-1210-defensive", "title": "512890 早盘微跌 0.33%抗跌显著，成交 3.83 亿元", "event_time_utc": "2026-09-11T03:06:05Z", "event_time_quality": "exact", "published_at_utc": null, "event_type": "fund_flow", "asset_keys": [ "DIVIDEND" ], "direction_score": 0.2, "confidence": 0.95, "horizon": "intraday", "raw_facts": { "asset": "SSE.512890", "fund_name": "华泰柏瑞中证红利低波动交易型开放式指数证券投资基金", "date": "2026-09-11", "quote_time_local": "11:06:05", "price_yuan": 1.21, "prev_close_yuan": 1.214, "change_yuan": -0.004, "change_pct": -0.33, "open_price_yuan": 1.214, "high_price_yuan": 1.216, "low_price_yuan": 1.202, "total_volume_shares": 317362204, "total_volume_hand": 3173622, "total_turnover_yuan": 382953912.0, "total_turnover_wan": 38295.39, "total_turnover_100m_yuan": 3.8295, "bid1_price_yuan": 1.21, "bid1_volume_hand": 77192, "ask1_price_yuan": 1.211, "ask1_volume_hand": 57061, "market_context": { "shanghai_composite_index": 3870.12, "shanghai_composite_change_pct": -1.63, "shenzhen_component_index": 13327.03, "shenzhen_component_change_pct": -2.13, "excess_return_vs_shanghai_pct": 1.3 }, "trade_type": "secondary_market_intraday_snapshot_not_fund_flow" }, "transmission_chain": "新浪行情与搜狐证券实时行情交叉核验显示，截至 2026 年 9 月 11 日 11:06:05，512890 报 1.210 元，较昨收盘价微跌 0.004 元（-0.33%），早盘累计成交 317.36 万手、成交额达 3.8295 亿元。在同期上证指数大跌 1.63%、深证成指大跌 2.13%的市场普跌环境下，红利低波 ETF 相对上证指数录得 1.30%的显著防御超额收益。买一在 1.210 元挂单 7.72 万手提供坚实支撑。本数据为场内二级市场撮合成交额，非一级市场基金份额申赎流量。", "invalidation_conditions": "若交易所日终清算数据或行情网关修正早盘撮合总额，以官方日终数据为准。", "source_urls": [ "https://hq.sinajs.cn/list=sh512890", "[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))" ], "source_tier": "Tier A" }, { "event_id": "20260911-084000-pboc-rate-guidance-overnight-repo", "title": "央行定调注重发挥利率调控，月中将开展隔夜逆回购", "event_time_utc": "2026-09-11T00:40:00Z", "event_time_quality": "exact", "published_at_utc": "2026-09-11T00:40:00Z", "event_type": "rate_path", "asset_keys": [ "DIVIDEND" ], "direction_score": 0.15, "confidence": 0.9, "horizon": "medium_term", "raw_facts": { "policy_authority": "中国人民银行", "speaker": "中国人民银行副行长陆磊", "core_policy_shift": "逐步淡化数量型中介目标，更加注重发挥利率调控的作用", "key_framework": "持续健全基础货币投放机制，完善存款准备金制度，更加灵活精准开展公开市场操作，引导短端货币市场利率围绕政策利率更加平稳运行", "special_tool_schedule": { "tool": "隔夜逆回购", "window": "2026 年 9 月 14 日至 9 月 17 日", "method": "固定利率、数量招标", "daily_ceiling_100m_yuan": 6000.0, "objective": "对冲月中税期走款带来的流动性短期趋紧" } }, "transmission_chain": "国新办新闻发布会与财联社 9 月 11 日《债市早参》披露，央行副行长陆磊明确表示货币政策将逐步淡化数量型目标，更加注重发挥利率调控作用，强化政策利率引导传导机制；同时央行预告将在 9 月 14 日至 17 日开展每日不超 6000 亿元的隔夜逆回购操作以对冲月中税期。央行政策框架向价格型转型并提前筑牢短端资金利率平稳防线，避免短端资金利率脉冲上行，从中长期为高股息、稳定分红的红利资产提供了低波动、稳预期的宏观利率底座。", "invalidation_conditions": "若央行在实施过程中调整隔夜逆回购参数或出台新的总量流动性工具，以央行官方后续具体操作公告为准。", "source_urls": [ "https://www.cls.cn/detail/2480203", "https://www.cls.cn/detail/2479369?sv=860" ], "source_tier": "Tier B" } ]