9月11日14:00｜512890午后成交7341万承接坚实，SHIBOR短端微升1bp

[ { "event_id": "20260911-130007-512890-afternoon-trades-0734136", "title": "512890 午后撮合成交 7341 万元，1.205 元承接密集", "event_time_utc": "2026-09-11T05:00:07Z", "event_time_quality": "exact", "published_at_utc": null, "event_type": "fund_flow", "asset_keys": [ "DIVIDEND" ], "direction_score": 0.15, "confidence": 0.98, "horizon": "intraday", "raw_facts": { "asset": "SSE.512890", "date": "2026-09-11", "time_range_local": "13:00:07-13:59:54", "total_trades_count": 458, "total_volume_hand": 610035, "total_turnover_wan": 7341.36, "total_turnover_100m_yuan": 0.7341, "incremental_since_1307_snapshot": { "trades_count": 398, "volume_hand": 506447, "turnover_wan": 6088.97, "turnover_100m_yuan": 0.6089 }, "interval_breakdown": { "13:00-13:15": { "trades_count": 110, "volume_hand": 143797, "turnover_wan": 1736.03, "price_open_yuan": 1.210, "price_close_yuan": 1.208 }, "13:15-13:30": { "trades_count": 115, "volume_hand": 158026, "turnover_wan": 1905.69, "price_open_yuan": 1.207, "price_close_yuan": 1.206 }, "13:30-13:45": { "trades_count": 117, "volume_hand": 151903, "turnover_wan": 1825.68, "price_open_yuan": 1.207, "price_close_yuan": 1.205 }, "13:45-14:00": { "trades_count": 116, "volume_hand": 156309, "turnover_wan": 1873.96, "price_open_yuan": 1.206, "price_close_yuan": 1.207 } }, "notable_large_orders": [ { "time_local": "13:20:54", "price_yuan": 1.208, "volume_hand": 47008, "turnover_wan": 568.0 }, { "time_local": "13:26:19", "price_yuan": 1.206, "volume_hand": 21724, "turnover_wan": 262.0 }, { "time_local": "13:32:12", "price_yuan": 1.207, "volume_hand": 20005, "turnover_wan": 241.0 }, { "time_local": "13:38:56", "price_yuan": 1.205, "volume_hand": 18129, "turnover_wan": 218.0 }, { "time_local": "13:39:01", "price_yuan": 1.206, "volume_hand": 20920, "turnover_wan": 252.0 } ], "trade_type": "secondary_market_intraday_trades_not_fund_flow" }, "transmission_chain": "搜狐证券公开逐笔分时四段（-3-9 至 -3-12）核验显示，9 月 11 日 13:00:07 至 13:59:54 期间，512890 累计撮合成交 458 笔、61.00 万手、成交额 7341.36 万元；相较 13:07:27 上一轮快照，本轮实际净新增撮合 398 笔、50.64 万手、成交额 6088.97 万元。全小时四个 15 分钟区间成交额高度均衡分布（1736 万、1906 万、1826 万、1874 万元），价格从 1.210 元顺势下探至 1.205 元后遭遇强劲托单承接，13:20 至 13:39 密集出现 5 笔规模在 1.8 万至 4.7 万手之间的单笔机构大单（合计成交超 1500 万元），推动 ETF 价格在 13:55 后稳步回升至 1.207 元并收平于 1.207 元。高频撮合展现出红利低波价值底仓资金在回调时的平稳吸筹意愿。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": "若上海证券交易所行情网关或搜狐证券逐笔分时服务修正撮合记录，以官方日终清算数据为准。", "source_urls": [ "[https://hq.[stock.sohu.com/cn/890/cn_512890-3-9.html](https://hq.stock.sohu.com/cn/890/cn_512890-3-9.html)](https://stock.sohu.com/cn/890/cn_512890-3-9.html](https://hq.stock.sohu.com/cn/890/cn_512890-3-9.html))", "[https://hq.[stock.sohu.com/cn/890/cn_512890-3-10.html](https://hq.stock.sohu.com/cn/890/cn_512890-3-10.html)](https://stock.sohu.com/cn/890/cn_512890-3-10.html](https://hq.stock.sohu.com/cn/890/cn_512890-3-10.html))", "[https://hq.[stock.sohu.com/cn/890/cn_512890-3-11.html](https://hq.stock.sohu.com/cn/890/cn_512890-3-11.html)](https://stock.sohu.com/cn/890/cn_512890-3-11.html](https://hq.stock.sohu.com/cn/890/cn_512890-3-11.html))", "[https://hq.[stock.sohu.com/cn/890/cn_512890-3-12.html](https://hq.stock.sohu.com/cn/890/cn_512890-3-12.html)](https://stock.sohu.com/cn/890/cn_512890-3-12.html](https://hq.stock.sohu.com/cn/890/cn_512890-3-12.html))" ], "source_tier": "Tier A" }, { "event_id": "20260911-140556-512890-intraday-quote-1207", "title": "512890 成交 4.90 亿报 1.207 元，买盘挂单超 50 万手", "event_time_utc": "2026-09-11T06:05:56Z", "event_time_quality": "exact", "published_at_utc": null, "event_type": "fund_flow", "asset_keys": [ "DIVIDEND" ], "direction_score": 0.20, "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": "14:05:56", "price_yuan": 1.207, "prev_close_yuan": 1.214, "change_yuan": -0.007, "change_pct": -0.58, "open_price_yuan": 1.214, "high_price_yuan": 1.216, "low_price_yuan": 1.202, "total_volume_hand": 4061341, "total_turnover_wan": 49013.0, "total_turnover_100m_yuan": 4.9013, "delta_since_1307_snapshot": { "volume_hand": 538724, "turnover_wan": 6497.0, "turnover_100m_yuan": 0.6497 }, "order_book_depth": { "buy_1_price": 1.206, "buy_1_volume_hand": 381, "buy_2_price": 1.205, "buy_2_volume_hand": 201903, "buy_3_price": 1.204, "buy_3_volume_hand": 108657, "buy_4_price": 1.203, "buy_4_volume_hand": 93160, "buy_5_price": 1.202, "buy_5_volume_hand": 101567, "total_buy_cushion_hand": 505668 }, "market_context": { "shanghai_composite_index": 3887.76, "shanghai_composite_change_pct": -1.19, "shenzhen_component_index": 13462.23, "shenzhen_component_change_pct": -1.14, "declining_stocks_count": 4900, "excess_return_vs_shanghai_pct": 0.61 }, "trade_type": "secondary_market_intraday_snapshot_not_fund_flow" }, "transmission_chain": "搜狐证券实时行情系统显示，截至 14:05:56，512890 报 1.207 元，较昨收盘价微跌 0.007 元（-0.58%），全日累计撮合成交 406.13 万手、成交额达 4.9013 亿元；相较 13:07:27 快照新增成交 53.87 万手、成交额 6497 万元。盘口买盘承接深度极其坚实，1.202 至 1.205 元区间五档累计挂单达到 50.57 万手（仅 1.205 元买二即挂单 20.19 万手），形成了层层防御垫。同期 A 股午后大盘跌幅虽有所收窄（上证指数跌 1.19%、深成指跌 1.14%、全市场约 4900 股飘绿），但红利低波 ETF 相对上证指数依然保持 0.61%的超额防御收益。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": "若上海证券交易所行情网关或授权行情服务商修正盘中撮合数据，以官方日终清算数据为准。", "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": "20260911-141320-512890-top10-holdings-resilience", "title": "512890 前十大持仓午后跌幅收窄，民生银行与山东高速逆势走强", "event_time_utc": "2026-09-11T06:13:20Z", "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_top10_holdings", "date": "2026-09-11", "snapshot_time_local": "14:13:20", "holdings_count": 10, "advancers_count": 2, "decliners_count": 8, "unchanged_count": 0, "holdings_detail": [ { "code": "sh600016", "name": "民生银行", "price_yuan": 3.71, "change_pct": 1.64, "turnover_100m_yuan": 13.41 }, { "code": "sh600350", "name": "山东高速", "price_yuan": 10.17, "change_pct": 0.49, "turnover_100m_yuan": 1.50 }, { "code": "sh600919", "name": "江苏银行", "price_yuan": 12.59, "change_pct": -0.24, "turnover_100m_yuan": 8.76 }, { "code": "sz000651", "name": "格力电器", "price_yuan": 38.80, "change_pct": -0.39, "turnover_100m_yuan": 9.48 }, { "code": "sh601229", "name": "上海银行", "price_yuan": 9.72, "change_pct": -0.72, "turnover_100m_yuan": 3.55 }, { "code": "sz000001", "name": "平安银行", "price_yuan": 11.76, "change_pct": -0.76, "turnover_100m_yuan": 7.91 }, { "code": "sh601009", "name": "南京银行", "price_yuan": 12.27, "change_pct": -1.05, "turnover_100m_yuan": 4.15 }, { "code": "sh601838", "name": "成都银行", "price_yuan": 20.05, "change_pct": -1.13, "turnover_100m_yuan": 2.42 }, { "code": "sh601369", "name": "陕鼓动力", "price_yuan": 8.41, "change_pct": -1.18, "turnover_100m_yuan": 0.50 }, { "code": "sh601825", "name": "沪农商行", "price_yuan": 8.87, "change_pct": -1.22, "turnover_100m_yuan": 2.15 } ], "average_change_pct": -0.45, "benchmark_comparison": { "shanghai_composite_change_pct": -1.19, "shenzhen_component_change_pct": -1.14 } }, "transmission_chain": "新浪证券官方批量行情接口显示，截至 14:13:20，512890 前十大持仓股午后跌幅全面收窄，整体平均跌幅仅约-0.45%，显著跑赢同期上证指数（-1.19%）与深成指（-1.14%）。重仓股呈现明显的分化抗跌特征：民生银行逆势大涨 1.64%（成交额 13.41 亿元位居重仓股首位），公路蓝筹山东高速逆势上涨 0.49%（成交 1.50 亿元）；江苏银行（-0.24%）、格力电器（-0.39%）、上海银行（-0.72%）与平安银行（-0.76%）跌幅极轻微，合计成交超 29 亿元承接强固。前十大持仓作为红利低波指数权重最大的基石资产，其稳定的现金流和股息率吸引力在指数系统性回调时提供了强力支撑，是 ETF 净值维持抗跌韧性的根本依托。", "invalidation_conditions": "若上海证券交易所或深圳证券交易所行情服务商修正盘中撮合数据，以官方收盘清算数据为准。", "source_urls": [ "https://hq.sinajs.cn/list=sh601229,sh601009,sz000001,sh601838,sz000651,sh600919,sh600350,sh601825,sh601369,sh600016" ], "source_tier": "Tier A" }, { "event_id": "20260911-110101-shibor-fixing-overnight-14170-7d-14200", "title": "全国银行间同业拆借中心公布 9 月 11 日 SHIBOR，短端上行 1 至 1.3bp", "event_time_utc": "2026-09-11T03:01:01Z", "event_time_quality": "exact", "published_at_utc": "2026-09-11T03:01:01Z", "event_type": "rate_path", "asset_keys": [ "DIVIDEND" ], "direction_score": 0.05, "confidence": 0.98, "horizon": "short_term", "raw_facts": { "date": "2026-09-11", "fixing_time_local": "11:01:01", "fixing_authority": "全国银行间同业拆借中心", "source_provider": "中国货币网", "rates_detail": { "overnight_pct": 1.4170, "overnight_delta_bp": 1.30, "1w_pct": 1.4200, "1w_delta_bp": 1.00, "14d_pct": 1.4070, "14d_delta_bp": 0.10, "1m_pct": 1.4189, "1m_delta_bp": 0.00, "3m_pct": 1.4300, "3m_delta_bp": 0.00, "6m_pct": 1.4520, "6m_delta_bp": 0.10, "9m_pct": 1.4700, "9m_delta_bp": 0.00, "1y_pct": 1.4800, "1y_delta_bp": 0.00 }, "policy_rate_anchor": { "pbc_7d_repo_rate_pct": 1.40, "spread_7d_shibor_vs_policy_bp": 2.00 } }, "transmission_chain": "全国银行间同业拆借中心于 9 月 11 日上午公布最新上海银行间同业拆放利率（Shibor）。隔夜 Shibor 报 1.4170%（上行 1.30bp），7 天 Shibor 报 1.4200%（上行 1.00bp），14 天 Shibor 报 1.4070%（微升 0.10bp），1 个月报 1.4189%持平，3 个月报 1.4300%持平，1 年期报 1.4800%持平。短端拆借利率紧密围绕央行 7 天期逆回购操作利率（1.40%）窄幅运行，全天利差仅 2bp 左右，印证银行体系内资金流动性整体合理充裕，月中税期与季节性波动完全在政策平抑预期之内。中长期限资金利率全面锚定在历史低位，为以 512890 为代表的高股息红利资产提供了低波动、稳预期的无风险折现利率环境。", "invalidation_conditions": "若全国银行间同业拆借中心或中国货币网发布 Shibor 基准利率数据更正，以官方最新发布为准。", "source_urls": [ "https://m.jrj.com.cn/madapter/finance/2026/09/11110158409705.shtml", "https://www.chinamoney.com.cn/chinese/sddsintigy/" ], "source_tier": "Tier A" } ]