2026-08-28 09:00 红利低波ETF事件

[ { "event_id": "20260827-10y-cgb-yield-close-1700", "title": "十年国债活跃券收于 1.70%，上行 1.1bp", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-08-27T08:15:13Z", "event_type": "rate_path", "asset_keys": [ "DIVIDEND" ], "direction_score": -0.18, "confidence": 0.93, "horizon": "short_term", "raw_facts": { "coverage_window_local": "2026-08-27 15:00:00+08:00—2026-08-28 09:00:00+08:00", "data_cutoff_local": "2026-08-28 09:00:00+08:00", "instrument": "SSE.512890", "instrument_name": "华泰柏瑞中证红利低波动 ETF", "event_date_local": "2026-08-27", "published_at_local": "2026-08-27 16:06:00+08:00", "published_at_basis": "新浪财经转载新华财经债市日报页面可见发布时间 16:06；meta article:published_time 为 2026-08-27T08:15:13Z", "ten_year_active_bond": "26 附息国债 10", "ten_year_yield_pct": 1.7, "ten_year_yield_change_bp": 1.1, "ten_year_yield_note": "时隔 10 个交易日重回 1.70%", "thirty_year_active_bond": "26 超长特别国债 04", "thirty_year_yield_pct": 2.1855, "thirty_year_yield_change_bp": 1.85, "ten_year_cdb_active_bond": "26 国开 05", "ten_year_cdb_yield_pct": 1.783, "ten_year_cdb_yield_change_bp": 1.3, "chinabond_ten_year_yield_pct": 1.7, "chinabond_ten_year_yield_change_bp": 1.0, "chinabond_source_note": "中债国债收益率曲线 10 年期上行 1BP 至 1.70%，与活跃券收盘口径合并一条、不重复发", "chinabond_composite_net_price_index": 108.5696, "chinabond_composite_net_price_change_pct": -0.057, "prior_session_ten_year_active_yield_pct": 1.687, "prior_session_ten_year_active_change_bp": 0.4, "prior_session_chinabond_ten_year_yield_pct": 1.69, "cls_1630_snapshot": { "snapshot_time_local": "2026-08-27 16:30:00+08:00", "ten_year_active_bond_code": "260010", "ten_year_yield_pct": 1.698, "ten_year_yield_change_bp": 0.9, "note": "财联社截至 16:30 快照；收盘口径优先采用新华财经活跃券 1.70%/+1.1bp" }, "treasury_futures_close": { "tl_main_change_pct": -0.54, "tl_main_price": 115.84, "t_main_change_pct": -0.16, "t_main_price": 109.275, "tf_main_change_pct": -0.11, "tf_main_price": 106.395, "ts_main_change_pct": -0.03, "ts_main_price": 102.564 }, "omo_context_already_published": { "note": "2026-08-27 央行 1030 亿元 7 天期与 5035 亿元隔夜逆回购、单日净投放 6065 亿元已在当日 10:00 轮次发布，本条不重复作为新事件", "seven_day_repo_100m_cny": 1030, "overnight_repo_100m_cny": 5035, "net_injection_100m_cny": 6065 }, "source_event_description": "新华财经债市日报经中国金融信息网/新浪财经转载；中债估值中心日评经搜狐转载作曲线交叉核验；收益率为截至收盘口径" }, "transmission_chain": [ "10 年期国债活跃券“26 附息国债 10”收于 1.70%、较前一交易日上行 1.1bp，时隔 10 个交易日重回 1.70%；30 年期活跃券收于 2.1855%、上行 1.85bp；中债国债收益率曲线 10 年期同步上行 1bp 至 1.70%。", "国债期货主力全线收跌，30 年期主力跌 0.54%报 115.84，10 年期主力跌 0.16%报 109.275。", "长债利率加快回升会压缩高股息资产相对无风险利率的利差优势；当日 10 年期变动约 1bp 量级，对 SSE.512890 定价的影响需结合后续利率路径确认。", "该收益率变动本身不直接证明 512890 发生申购、净流入或净值变化。" ], "invalidation_conditions": [ "中国债券信息网、中债估值中心或后续一手报价更正 2026-08-27 十年期、三十年期活跃券收盘收益率或中债曲线点位。", "新华财经或国债期货交易所更正当日国债期货收盘价。" ], "source_urls": [ "https://finance.sina.com.cn/money/bond/2026-08-27/doc-iniptxky0856789.shtml", "[https://www.[cnfin.com/zs-lb/detail/20260827/4461294_1.html](https://www.cnfin.com/zs-lb/detail/20260827/4461294_1.html)](https://cnfin.com/zs-lb/detail/20260827/4461294_1.html](https://www.cnfin.com/zs-lb/detail/20260827/4461294_1.html))", "[https://www.[sohu.com/a/1068451668_121118713](https://www.sohu.com/a/1068451668_121118713)](https://sohu.com/a/1068451668_121118713](https://www.sohu.com/a/1068451668_121118713))", "https://www.cls.cn/detail/2466284" ], "source_tier": "Tier B" }, { "event_id": "20260827-shibor-short-end-down", "title": "隔夜 Shibor 报 1.365%，下行 4.7bp", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-08-27T08:15:13Z", "event_type": "rate_path", "asset_keys": [ "DIVIDEND" ], "direction_score": 0.08, "confidence": 0.9, "horizon": "intraday", "raw_facts": { "coverage_window_local": "2026-08-27 15:00:00+08:00—2026-08-28 09:00:00+08:00", "data_cutoff_local": "2026-08-28 09:00:00+08:00", "instrument": "SSE.512890", "event_date_local": "2026-08-27", "published_at_local": "2026-08-27 16:06:00+08:00", "shibor_overnight_pct": 1.365, "shibor_overnight_change_bp": -4.7, "shibor_7d_pct": 1.394, "shibor_7d_change_bp": -3.0, "shibor_14d_pct": 1.416, "shibor_14d_change_bp": -0.95, "shibor_1m_pct": 1.418, "shibor_1m_change_bp": 0.02, "fr001_pct": 1.38, "fr001_change_bp": -6.0, "fr007_pct": 1.43, "fr007_change_bp": -1.0, "fr014_pct": 1.44, "fr014_change_bp": 0.0, "fdr001_pct": 1.36, "fdr001_change_bp": -5.0, "fdr007_pct": 1.39, "fdr007_change_bp": -3.0, "fdr014_pct": 1.4, "fdr014_change_bp": -2.0, "related_7d_repo_amount_100m_cny": 1030, "related_overnight_repo_amount_100m_cny": 5035, "related_omo_net_injection_100m_cny": 6065, "source_event_description": "新华财经债市日报与财联社债市收盘转述 Shibor、回购定盘利率；窗口内未取得可核验的 DR001/DR007 盘前加权利率新值" }, "transmission_chain": [ "2026-08-27 Shibor 短端多数下行：隔夜报 1.365%、下行 4.7bp，7 天期报 1.394%、下行 3.0bp；银银间 FDR001 报 1.36%、跌 5.0bp。", "当日公开市场净投放 6065 亿元背景下，短端资金利率回落，与 10 年期国债收益率上行形成期限结构分化。", "短端宽松有利于压低短期融资成本，但对高股息资产相对定价的影响仍取决于长端利率是否回落。", "资金利率变动本身不直接证明 SSE.512890 发生申购、净流入或净值变化。" ], "invalidation_conditions": [ "全国银行间同业拆借中心或后续一手报价更正 2026-08-27 Shibor、FR 或 FDR 定盘利率。", "中国人民银行更正当日逆回购操作金额或到期量。" ], "source_urls": [ "https://finance.sina.com.cn/money/bond/2026-08-27/doc-iniptxky0856789.shtml", "https://www.cls.cn/detail/2466284", "[https://www.[sohu.com/a/1068451668_121118713](https://www.sohu.com/a/1068451668_121118713)](https://sohu.com/a/1068451668_121118713](https://www.sohu.com/a/1068451668_121118713))" ], "source_tier": "Tier B" }, { "event_id": "20260827-shandong-highway-margin-net-buy-416wan", "title": "山东高速融资净买入 415.76 万元", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-08-27T23:58:17Z", "event_type": "fund_flow", "asset_keys": [ "DIVIDEND" ], "direction_score": 0.04, "confidence": 0.91, "horizon": "intraday", "raw_facts": { "coverage_window_local": "2026-08-27 15:00:00+08:00—2026-08-28 09:00:00+08:00", "data_cutoff_local": "2026-08-28 09:00:00+08:00", "instrument": "SSE.512890", "event_date_local": "2026-08-27", "published_at_local": "2026-08-28 07:58:00+08:00", "holding_ticker": "600350", "holding_name": "山东高速", "price_cny": 10.35, "price_change_pct": -4.52, "turnover_100m_cny": 2.58, "margin_buy_wan_cny": 1529.33, "margin_repay_wan_cny": 1113.57, "margin_net_buy_wan_cny": 415.76, "margin_balance_wan_cny": 4815.5, "margin_balance_to_float_mktcap_pct": 0.1, "margin_securities_balance_wan_cny": 8008.83, "short_sell_shares_wan": 66.5, "short_sell_repay_shares_wan": 1.64, "short_sell_net_shares_wan": 64.86, "short_sell_balance_wan_cny": 3193.33, "short_sell_remaining_shares_wan": 308.53, "prior_session_margin_net_buy_wan_cny": 12.15, "prior_session_margin_balance_wan_cny": 4399.74, "margin_balance_consecutive_increase_days": 3, "512890_holding_asof": "2026-06-30", "512890_holding_rank_among_float": 4, "512890_holding_shares_wan": 6728.89, "512890_holding_change_shares_wan": 802.63, "holding_data_note": "持仓数据日期为 2026-06-30，已在 2026-08-27 09:00 轮次披露；本条只新增 8 月 27 日两融，不把季末持仓写成当日变动", "source_event_description": "新浪证券-红岸工作室融资融券页" }, "transmission_chain": [ "512890 持仓相关个股山东高速 2026-08-27 融资净买入 415.76 万元，收盘跌 4.52%，融资余额 4815.50 万元，较前一交易日净买入 12.15 万元明显放大，融资余额连续 3 日增加。", "同日融券净卖出 64.86 万股、融券余额 3193.33 万元，多空余额同步抬升。", "持仓股两融净买入与股价大跌并存，说明两融方向与当日涨跌可以背离，不能直接外推为 ETF 资金流入。", "融资数据不等于 ETF 份额净申赎。" ], "invalidation_conditions": [ "交易所或数据提供方更正山东高速 2026-08-27 融资买入、偿还或余额。", "后续定期报告更正 512890 对山东高速截至 2026-06-30 的持股数量或排名。" ], "source_urls": [ "http://finance.sina.com.cn/stock/aiassist/lr/2026-08-28/doc-inipvmnc5693539.shtml" ], "source_tier": "Tier B" }, { "event_id": "20260827-anhui-construction-margin-net-sell-159wan", "title": "安徽建工融资净卖出 159.15 万元", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-08-27T23:59:26Z", "event_type": "fund_flow", "asset_keys": [ "DIVIDEND" ], "direction_score": -0.02, "confidence": 0.9, "horizon": "intraday", "raw_facts": { "coverage_window_local": "2026-08-27 15:00:00+08:00—2026-08-28 09:00:00+08:00", "data_cutoff_local": "2026-08-28 09:00:00+08:00", "instrument": "SSE.512890", "event_date_local": "2026-08-27", "published_at_local": "2026-08-28 07:59:00+08:00", "holding_ticker": "600502", "holding_name": "安徽建工", "price_cny": 4.61, "price_change_pct": 0.0, "turnover_100m_cny": 1.22, "margin_buy_wan_cny": 1054.35, "margin_repay_wan_cny": 1213.5, "margin_net_buy_wan_cny": -159.15, "margin_balance_wan_cny": 24718.71, "margin_balance_to_float_mktcap_pct": 3.12, "margin_securities_balance_100m_cny": 2.5, "short_sell_shares": 7100, "short_sell_repay_shares": 5800, "short_sell_balance_wan_cny": 255.16, "short_sell_remaining_shares_wan": 55.35, "prior_session_margin_net_buy_wan_cny": -285.16, "prior_session_margin_balance_wan_cny": 24877.86, "512890_holding_asof": "2026-03-31", "512890_holding_rank_among_float": 2, "512890_holding_shares_wan": 7868.32, "512890_holding_change_shares_wan": 488.04, "holding_data_note": "持仓数据日期仍为 2026-03-31，不等于 2026-08-27 发生的持仓变动；本条只记两融", "source_event_description": "新浪证券-红岸工作室融资融券页" }, "transmission_chain": [ "512890 持仓相关个股安徽建工 2026-08-27 融资净卖出 159.15 万元，收盘涨跌 0.00%，融资余额 2.471871 亿元；前一交易日净卖出 285.16 万元。", "持仓股融资继续净流出但幅度收窄，股价平盘，不能直接外推为 ETF 资金流出。", "页面同时给出截至 2026-03-31 的 512890 持仓（第二大流通股东、7868.32 万股），该持仓日期早于本窗口，不能当作当日持仓变动。", "融资数据不等于 ETF 份额净申赎。" ], "invalidation_conditions": [ "交易所或数据提供方更正安徽建工 2026-08-27 融资买入、偿还或余额。", "后续定期报告更正 512890 对安徽建工的持股数量、排名或持仓截止日期。" ], "source_urls": [ "http://finance.sina.com.cn/stock/aiassist/lr/2026-08-28/doc-inipvmmz8922092.shtml" ], "source_tier": "Tier B" }, { "event_id": "20260827-512890-shares-plus-1_64yi", "title": "512890 份额增加 1.64 亿份至 281.05 亿份", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-08-28T01:00:35Z", "event_type": "fund_flow", "asset_keys": [ "DIVIDEND" ], "direction_score": 0.28, "confidence": 0.95, "horizon": "daily", "raw_facts": { "coverage_window_local": "2026-08-27 15:00:00+08:00—2026-08-28 09:00:00+08:00", "data_cutoff_local": "2026-08-28 09:00:00+08:00", "instrument": "SSE.512890", "instrument_name": "华泰柏瑞中证红利低波动 ETF", "event_date_local": "2026-08-27", "published_at_local": "2026-08-28 09:00:00+08:00", "share_change_yi": 1.64, "share_change_wan": 16400.0, "latest_shares_yi": 281.05, "latest_aum_100m_cny": 332.6, "near_20d_share_change_yi": -8.63, "prior_session_share_change_yi": -1.46, "prior_session_latest_shares_yi": 279.41, "prior_session_latest_aum_100m_cny": 332.58, "secondary_close_cny": 1.183, "secondary_close_change_pct": -0.67, "secondary_turnover_100m_cny": 10.95, "unit_nav": 1.1834, "nav_date": "2026-08-27", "turnover_definition": "二级市场成交额，不等同于基金份额净申赎", "share_flow_definition": "基金份额变动，反映一级市场净申赎口径，不等于二级市场成交额", "source_event_description": "新浪基金∞工作室份额变动页；单位净值由 fund_info 交叉" }, "transmission_chain": [ "512890 在 2026-08-27 份额增加 1.64 亿份，最新份额 281.05 亿份、最新规模 332.60 亿元，近 20 个交易日份额仍减少 8.63 亿份；前一交易日曾减少 1.46 亿份至 279.41 亿份。", "当日二级市场收跌 0.67%、成交额 10.95 亿元，与份额大幅净增加并存，说明场内价格下跌与一级份额净申购可以同日反向。", "份额回升抬高 ETF 可交易规模，但对净值与指数跟踪误差的影响仍取决于申赎清单与成分股成交。" ], "invalidation_conditions": [ "基金管理人、交易所或新浪基金数据源更正 2026-08-27 的 512890 份额、规模或近 20 日份额变动。", "后续披露显示当日份额变动口径与页面不一致。" ], "source_urls": [ "http://finance.sina.com.cn/money/fund/aiassistant/etffebh/2026-08-28/doc-inipvmmz8985288.shtml", "https://finance.sina.cn/2026-08-28/detail-inipvmmz8985288.d.html" ], "source_tier": "Tier B" } ]