9月14日13:00午后｜512890报1.208元成交4.20亿，两融净卖出4373万重仓股均涨0.63%

[ { "event_id": "20260914-094304-512890-margin-outflow-4373w", "title": "512890 融资余额 3.66 亿元，单日净卖出 4373 万元", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-09-14T01:43:04Z", "event_type": "fund_flow", "asset_keys": [ "DIVIDEND" ], "direction_score": -0.10, "confidence": 0.98, "horizon": "1-5d", "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", "target_trade_date": "2026-09-11", "disclosure_date": "2026-09-14", "disclosure_time_local": "2026-09-14 09:43:04", "source_agency": "证券时报·数据宝", "latest_margin_balance_wan_yuan": 36565.57, "latest_margin_balance_100m_yuan": 3.6566, "margin_net_buy_wan_yuan": -4373.42, "margin_net_sell_wan_yuan": 4373.42, "margin_net_sell_rank_in_etfs": "5", "market_context": "两市 ETF 两融余额减少 2.11 亿元，杠杆资金避险减仓", "trade_type": "secondary_market_margin_trading_not_primary_fund_flow" }, "transmission_chain": "证券时报·数据宝统计显示，截至 9 月 11 日，华泰柏瑞中证红利低波动 ETF（512890）最新融资余额为 36565.57 万元（约 3.66 亿元），当日融资净买入为-4373.42 万元（即单日融资净卖出 4373.42 万元），在全市场 ETF 融资净卖出榜单中位列第 5 位。相较于同日一级市场长线机构增量资金净申购 6875.7 万元（份额增加 5700 万份），场内杠杆资金在 A 股大盘震荡时选择阶段性获利了结与降杠杆避险，揭示了红利资产短线交易盘与长线配置盘之间的分化行为特征。本数据为二级市场融资融券杠杆交易口径，非一级市场基金份额申赎流量。", "invalidation_conditions": "若交易所或证券时报日终更正两融交易统计数据，以证券交易所最终官方清算披露为准。", "source_urls": [ "[https://m.[sohu.com/a/1075708871_115433](https://m.sohu.com/a/1075708871_115433)](https://sohu.com/a/1075708871_115433](https://m.sohu.com/a/1075708871_115433))" ], "source_tier": "Tier B" }, { "event_id": "20260914-110926-512890-morning-closing-trades-1676w", "title": "512890 早盘后半段成交 1676 万，万手大单护盘", "event_time_utc": "2026-09-14T03:30:03Z", "event_time_quality": "exact", "published_at_utc": null, "event_type": "fund_flow", "asset_keys": [ "DIVIDEND" ], "direction_score": 0.15, "confidence": 0.99, "horizon": "intraday", "raw_facts": { "asset": "SSE.512890", "trade_date": "2026-09-14", "window_start_local": "11:09:26", "window_end_local": "11:30:03", "trade_count": 181, "volume_hands": 138714, "volume_shares": 13871400, "turnover_wan_yuan": 1676.16, "price_range": [ 1.206, 1.209 ], "first_price_yuan": 1.208, "last_price_yuan": 1.207, "max_single_trade_hands": 19838, "max_single_trade_wan_yuan": 240.0, "max_single_trade_time": "11:13:13", "second_largest_trade_hands": 12685, "second_largest_trade_wan_yuan": 153.0, "second_largest_trade_time": "11:29:19", "trade_type": "secondary_market_intraday_turnover_not_fund_flow" }, "transmission_chain": "搜狐证券公开分时逐笔明细核验显示，在 11:09:26 至 11:30:03 上午早盘后半段，512890 累计撮合成交 181 笔、13.87 万手（138714 手）、成交金额 1676.16 万元。价格在 1.206 至 1.209 元区间窄幅运行，首笔 1.208 元，末笔 1.207 元。盘面在 11:13:13 出现单笔 19838 手（240 万元）的主动承接大单，并在临近午间收盘前（11:29:19）再次涌现 12685 手（153 万元）集中买盘，大单在 1.206—1.207 元底部构筑了坚固的防守缓冲区，有效吸收了盘中止盈筹码，锁定早盘涨幅。明确标注此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": "若上海证券交易所行情网关或搜狐证券分时系统日终更正成交撮合明细，以交易所最终官方逐笔清算为准。", "source_urls": [ "[https://hq.[stock.sohu.com/cn/890/cn_512890-3-7.html](https://hq.stock.sohu.com/cn/890/cn_512890-3-7.html)](https://stock.sohu.com/cn/890/cn_512890-3-7.html](https://hq.stock.sohu.com/cn/890/cn_512890-3-7.html))", "[https://hq.[stock.sohu.com/cn/890/cn_512890-3-8.html](https://hq.stock.sohu.com/cn/890/cn_512890-3-8.html)](https://stock.sohu.com/cn/890/cn_512890-3-8.html](https://hq.stock.sohu.com/cn/890/cn_512890-3-8.html))" ], "source_tier": "Tier A" }, { "event_id": "20260914-130306-512890-intraday-quote-1208", "title": "512890 午后报 1.208 元涨 0.42%，成交 4.20 亿元", "event_time_utc": "2026-09-14T05:03:06Z", "event_time_quality": "exact", "published_at_utc": null, "event_type": "fund_flow", "asset_keys": [ "DIVIDEND" ], "direction_score": 0.20, "confidence": 0.98, "horizon": "intraday", "raw_facts": { "asset": "SSE.512890", "trade_date": "2026-09-14", "snapshot_time_local": "13:03:06", "current_price_yuan": 1.208, "prev_close_yuan": 1.203, "open_price_yuan": 1.202, "high_price_yuan": 1.213, "low_price_yuan": 1.201, "change_yuan": 0.005, "change_pct": 0.42, "cumulative_volume_hand": 3478806, "cumulative_turnover_wan_yuan": 41993.0, "cumulative_turnover_100m_yuan": 4.1993, "net_incremental_volume_since_prev_run_hand": 170311, "net_incremental_turnover_since_prev_run_wan_yuan": 2056.0, "bid1_order_hands": 176093, "bid1_price_yuan": 1.207, "ask1_order_hands": 153872, "ask1_price_yuan": 1.209, "bid_depth_5levels_hands": 502501, "market_benchmark_comparison": { "shanghai_composite_index": 3888.62, "shanghai_composite_change_pct": 0.01, "shenzhen_component_index": 13398.41, "shenzhen_component_change_pct": -0.54, "excess_return_vs_shanghai_pct": 0.41 }, "trade_type": "secondary_market_intraday_turnover_not_fund_flow" }, "transmission_chain": "搜狐证券实时行情系统与新浪行情接口交叉核验显示，截至 9 月 14 日 13:03:06 午后开盘，512890 报 1.208 元，较前一交易日上涨 0.005 元（+0.42%），全日累计撮合成交 347.88 万手、成交额达 4.1993 亿元；相较 11:09 前次快照净新增成交 17.03 万手、成交额 2056 万元。买一在 1.207 元挂单 17.61 万手，前五档买盘深度超 50.25 万手，买盘支撑较为扎实。同期上证指数报 3888.62 点（微涨 0.01%）、深成指报 13398.41 点（下跌 0.54%），红利低波 ETF 相对上证指数录得 0.41%的超额防御收益。明确标记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": "若上海证券交易所行情网关或行情服务商日终更正午盘量价快照，以交易所最终官方清算数据为准。", "source_urls": [ "[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))", "[https://q.[stock.sohu.com/cn/512890/index.shtml](https://q.stock.sohu.com/cn/512890/index.shtml)](https://stock.sohu.com/cn/512890/index.shtml](https://q.stock.sohu.com/cn/512890/index.shtml))" ], "source_tier": "Tier A" }, { "event_id": "20260914-130809-512890-top10-holdings-gain", "title": "512890 重仓股午后均涨 0.63%，山东高速涨 1.87%", "event_time_utc": "2026-09-14T05:08:09Z", "event_time_quality": "exact", "published_at_utc": null, "event_type": "fund_flow", "asset_keys": [ "DIVIDEND" ], "direction_score": 0.25, "confidence": 0.98, "horizon": "intraday", "raw_facts": { "asset": "SSE.512890_top10_holdings", "trade_date": "2026-09-14", "snapshot_time_local": "13:08:09", "holdings_count": 10, "advancers_count": 9, "decliners_count": 1, "unchanged_count": 0, "average_change_pct": 0.63, "total_turnover_100m_yuan": 38.84, "holdings_detail": [ { "code": "sh600350", "name": "山东高速", "price_yuan": 10.34, "prev_close_yuan": 10.15, "change_yuan": 0.19, "change_pct": 1.87, "turnover_wan_yuan": 16535.91 }, { "code": "sh601838", "name": "成都银行", "price_yuan": 20.32, "prev_close_yuan": 20.05, "change_yuan": 0.27, "change_pct": 1.35, "turnover_wan_yuan": 26896.11 }, { "code": "sh601229", "name": "上海银行", "price_yuan": 9.79, "prev_close_yuan": 9.72, "change_yuan": 0.07, "change_pct": 0.72, "turnover_wan_yuan": 31027.92 }, { "code": "sz000001", "name": "平安银行", "price_yuan": 11.82, "prev_close_yuan": 11.74, "change_yuan": 0.08, "change_pct": 0.68, "turnover_wan_yuan": 60160.3 }, { "code": "sh601825", "name": "沪农商行", "price_yuan": 8.87, "prev_close_yuan": 8.82, "change_yuan": 0.05, "change_pct": 0.57, "turnover_wan_yuan": 21631.64 }, { "code": "sh600016", "name": "民生银行", "price_yuan": 3.72, "prev_close_yuan": 3.70, "change_yuan": 0.02, "change_pct": 0.54, "turnover_wan_yuan": 59922.5 }, { "code": "sh601009", "name": "南京银行", "price_yuan": 12.30, "prev_close_yuan": 12.24, "change_yuan": 0.06, "change_pct": 0.49, "turnover_wan_yuan": 30181.86 }, { "code": "sh600919", "name": "江苏银行", "price_yuan": 12.62, "prev_close_yuan": 12.57, "change_yuan": 0.05, "change_pct": 0.40, "turnover_wan_yuan": 85208.84 }, { "code": "sz000651", "name": "格力电器", "price_yuan": 38.79, "prev_close_yuan": 38.74, "change_yuan": 0.05, "change_pct": 0.13, "turnover_wan_yuan": 53302.85 }, { "code": "sh601369", "name": "陕鼓动力", "price_yuan": 8.34, "prev_close_yuan": 8.38, "change_yuan": -0.04, "change_pct": -0.48, "turnover_wan_yuan": 3494.27 } ], "market_context": { "shanghai_composite_change_pct": 0.01, "shenzhen_component_change_pct": -0.54, "excess_return_vs_shanghai_pct": 0.62 } }, "transmission_chain": "新浪证券官方行情批量接口显示，截至 9 月 14 日 13:08:09，512890 前十大持仓股在午盘后延续稳健抗跌格局（9 只上涨，1 只微跌），样本股平均涨幅达+0.63%，合计成交 38.84 亿元，显著跑赢同期上证指数（+0.01%）0.62 个百分点。公路蓝筹与高股息银行股普遍拉升：山东高速大涨 1.87%（成交 1.65 亿元），成都银行大涨 1.35%（成交 2.69 亿元），上海银行涨 0.72%、平安银行涨 0.68%、沪农商行涨 0.57%、民生银行涨 0.54%、南京银行涨 0.49%、江苏银行涨 0.40%、格力电器微涨 0.13%；仅陕鼓动力微跌-0.48%。重仓股的群体性抗跌与估值重估，为 512890 底层资产净值稳健上涨提供了坚实的现金流与业绩底座。", "invalidation_conditions": "若交易所官方日终数据修正个股成交价与成交量，以交易所最终清算数据为准。", "source_urls": [ "https://hq.sinajs.cn/list=sh601229,sh601009,sz000001,sh601838,sz000651,sh600919,sh600350,sh601825,sh601369,sh600016" ], "source_tier": "Tier A" } ]