9月2日：512890收盘跌0.58%，10年国债收益率升至1.6861%

[ { "event_id": "20260902-150057-512890-daily-close-1201", "title": "512890 收盘 1.201 元，跌 0.58%", "event_time_utc": "2026-09-02T07:00:57Z", "event_time_quality": "exact", "published_at_utc": "2026-09-02T07:12:49Z", "event_type": "fund_flow", "asset_keys": ["DIVIDEND"], "direction_score": -0.38, "confidence": 0.99, "horizon": "1-3d", "raw_facts": { "asset": "SSE.512890", "asset_name": "红利低波 ETF 华泰柏瑞", "trade_date_local": "2026-09-02", "close_yuan": 1.201, "change_pct": -0.58, "open_yuan": 1.210, "high_yuan": 1.212, "low_yuan": 1.200, "volume_lots": 8563613, "turnover_wan_yuan": 103157, "turnover_yuan_approx": 1031570000 }, "transmission_chain": "9 月 2 日 512890 收于 1.201 元，较前收跌 0.58%，全天成交额约 10.32 亿元；这条记录描述二级市场价格与活跃度，不等同基金份额或净申赎。对 DIVIDEND 路由的短线价格信号偏弱。", "invalidation_conditions": "若行情源修正 9 月 2 日收盘字段，或后续收盘重新站回 1.210 元并收窄此前跌幅，则本条短线偏弱信号需要重估。", "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://finance.sina.com.cn/money/fund/aiassistant/etfsp/2026-09-02/doc-iniqmmyu4557492.shtml" ], "source_tier": "Tier A" }, { "event_id": "20260902-1y-government-bond-yield-12118", "title": "1 年期国债收益率报 1.2118%", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": null, "event_type": "rate_path", "asset_keys": ["DIVIDEND"], "direction_score": -0.01, "confidence": 0.97, "horizon": "1-5d", "raw_facts": { "rate_date_local": "2026-09-02", "maturity_years": 1, "yield_pct": 1.2118, "previous_date_local": "2026-09-01", "previous_yield_pct": 1.2114, "change_bp": 0.04, "comparison_2026_08_31_yield_pct": 1.2064 }, "transmission_chain": "中国货币网数据显示，1 年期国债收益率 9 月 2 日报 1.2118%，较 9 月 1 日上行 0.04 个基点；短端变动幅度很小，暂只构成利率路径的轻微变化，不单独形成对 DIVIDEND 路由的强方向信号。", "invalidation_conditions": "若中国货币网后续修正 9 月 2 日或 9 月 1 日数据，或新的官方日值改变该日变动方向，则本条失效。", "source_urls": ["https://www.chinamoney.com.cn/chinese/sddsintigy/"], "source_tier": "Tier A" }, { "event_id": "20260902-10y-government-bond-yield-16861", "title": "10 年期国债收益率报 1.6861%", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": null, "event_type": "rate_path", "asset_keys": ["DIVIDEND"], "direction_score": -0.09, "confidence": 0.97, "horizon": "1-10d", "raw_facts": { "rate_date_local": "2026-09-02", "maturity_years": 10, "yield_pct": 1.6861, "previous_date_local": "2026-09-01", "previous_yield_pct": 1.6833, "change_bp": 0.28, "comparison_2026_08_31_yield_pct": 1.7048, "change_vs_2026_08_31_bp": -1.87 }, "transmission_chain": "中国货币网数据显示，10 年期国债收益率 9 月 2 日报 1.6861%，较 9 月 1 日上行 0.28 个基点，但较 8 月 31 日低 1.87 个基点；长端当日小幅回升，对高股息股票相对估值的边际支撑略有减弱，但仍处在低于 8 月 31 日的水平。", "invalidation_conditions": "若中国货币网修正相关日值，或后续连续交易日长端收益率重新下行并回到 1.6833%附近以下，则本条边际偏弱判断需要重估。", "source_urls": ["https://www.chinamoney.com.cn/chinese/sddsintigy/"], "source_tier": "Tier A" }, { "event_id": "20260902-interbank-bond-yields-close", "title": "主要利率债收益率普遍小幅上行", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-09-02T08:38:01Z", "event_type": "rate_path", "asset_keys": ["DIVIDEND"], "direction_score": -0.17, "confidence": 0.96, "horizon": "1-5d", "raw_facts": { "trade_date_local": "2026-09-02", "source_attribution": "新华财经债市日报，经南方财经网转载", "bonds": [ {"name": "26 超长特别国债 04", "maturity_years": 30, "yield_pct": 2.1745, "change_bp": 0.5}, {"name": "26 国开 05", "maturity_years": 10, "yield_pct": 1.771, "change_bp": 0.1}, {"name": "26 附息国债 10", "maturity_years": 10, "yield_pct": 1.6850, "change_bp": 0.05} ], "bond_futures": { "30y_main_change_pct": -0.23, "10y_main_change_pct": -0.02, "5y_main_change_pct": -0.02, "2y_main_change_pct": -0.01 } }, "transmission_chain": "9 月 2 日银行间主要利率债收益率普遍上行，30 年期国债上行 0.5 个基点至 2.1745%，10 年期国开债上行 0.1 个基点至 1.771%，10 年期国债上行 0.05 个基点至 1.6850%；同期国债期货主力全线收跌，债券端对高股息低波风格的利率支撑边际转弱。", "invalidation_conditions": "若原始债市日报或后续数据修正收益率及期货收盘字段，或下一交易日主要利率债收益率普遍回落，则本条边际转弱信号需要重估。", "source_urls": ["[https://www.[sfccn.com/2026/9-2/wMMDE0MDZfMjIyODgwMw.html](https://www.sfccn.com/2026/9-2/wMMDE0MDZfMjIyODgwMw.html)](https://sfccn.com/2026/9-2/wMMDE0MDZfMjIyODgwMw.html](https://www.sfccn.com/2026/9-2/wMMDE0MDZfMjIyODgwMw.html))"], "source_tier": "Tier B" }, { "event_id": "20260902-shibor-overnight-to-1m", "title": "Shibor 短端下行，中长端小幅上行", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-09-02T08:38:01Z", "event_type": "rate_path", "asset_keys": ["DIVIDEND"], "direction_score": -0.03, "confidence": 0.96, "horizon": "1-5d", "raw_facts": { "rate_date_local": "2026-09-02", "source_attribution": "新华财经债市日报，经南方财经网转载", "shibor_pct": { "overnight": {"value": 1.363, "change_bp": -0.1}, "7d": {"value": 1.377, "change_bp": -1.4}, "14d": {"value": 1.405, "change_bp": 0.1}, "1m": {"value": 1.418, "change_bp": 0.1} } }, "transmission_chain": "9 月 2 日 Shibor 隔夜和 7 天分别报 1.363%与 1.377%，较前日下行 0.1 和 1.4 个基点；14 天和 1 个月分别报 1.405%与 1.418%，上行 0.1 个基点。短端与中长端方向分化，流动性信号整体偏中性。", "invalidation_conditions": "若新华财经后续修正 Shibor 数值，或后续同业利率同向大幅变化并覆盖当前分化结构，则本条中性判断需要重估。", "source_urls": ["[https://www.[sfccn.com/2026/9-2/wMMDE0MDZfMjIyODgwMw.html](https://www.sfccn.com/2026/9-2/wMMDE0MDZfMjIyODgwMw.html)](https://sfccn.com/2026/9-2/wMMDE0MDZfMjIyODgwMw.html](https://www.sfccn.com/2026/9-2/wMMDE0MDZfMjIyODgwMw.html))"], "source_tier": "Tier B" }, { "event_id": "20260902-omo-net-drain-5985", "title": "央行逆回购净回笼 5985 亿元", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-09-02T08:38:01Z", "event_type": "rate_path", "asset_keys": ["DIVIDEND"], "direction_score": -0.20, "confidence": 0.95, "horizon": "1-5d", "raw_facts": { "operation_date_local": "2026-09-02", "reverse_repo_7d_operation_yuan": 0, "reverse_repo_maturity_yuan": 598500000000, "net_liquidity_withdrawal_yuan": 598500000000, "source_attribution": "新华财经债市日报，经南方财经网转载" }, "transmission_chain": "9 月 2 日 7 天期逆回购操作量为零，而当日 5985 亿元逆回购到期，按该口径计算单日净回笼 5985 亿元；资金面收缩对高股息低波风格的短线流动性支撑偏负面，但该日报同时描述月初资金面延续宽松，不能把净回笼单项等同于紧张。", "invalidation_conditions": "若央行公告或后续数据修正操作量、到期量，或后续公开市场操作重新转为净投放，则本条短线偏弱信号需要重估。", "source_urls": ["[https://www.[sfccn.com/2026/9-2/wMMDE0MDZfMjIyODgwMw.html](https://www.sfccn.com/2026/9-2/wMMDE0MDZfMjIyODgwMw.html)](https://sfccn.com/2026/9-2/wMMDE0MDZfMjIyODgwMw.html](https://www.sfccn.com/2026/9-2/wMMDE0MDZfMjIyODgwMw.html))"], "source_tier": "Tier B" } ]