9月4日11:00｜512890上午成交1.47亿元，净赎回5.68亿元

[ { "event_id": "20260904-000000-pbc-7d-repo-zero", "title": "央行 7 天期逆回购投标与中标均为零", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-09-04T01:20:30Z", "event_type": "rate_path", "asset_keys": ["DIVIDEND"], "direction_score": 0.0, "confidence": 0.98, "horizon": "1-5d", "raw_facts": { "asset": "SSE.512890", "asset_name": "红利低波 ETF 华泰柏瑞", "event_date_local": "2026-09-04", "operation": "7 天期逆回购", "bid_volume_billion_yuan": 0, "winning_volume_billion_yuan": 0, "announcement_time_local": "2026-09-04 09:20:30", "source_note": "中国人民银行公开市场业务交易公告〔2026〕第 173 号；公告时间用于 published_at_utc，操作日期用于 event_time_utc，未将公告时间当作操作时间。" }, "transmission_chain": "央行公告显示，9 月 4 日 7 天期逆回购投标量和中标量均为 0 亿元，短期公开市场工具没有新增 7 天期投放。该事实本身不能推出红利低波 ETF 价格方向，影响需结合长债利率、权益风险偏好和资金流观察。", "invalidation_conditions": "若中国人民银行修正第 173 号公告中的操作日期、期限或投标及中标数量，本条按修正公告重估。", "source_urls": [ "https://www.pbc.gov.cn/zhengcehuobisi/125207/125213/125431/125475/2026090408480534617/index.html" ], "source_tier": "Tier A" }, { "event_id": "20260903-091145-512890-net-redemption-568", "title": "512890 昨日净赎回 5.68 亿元", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-09-04T01:11:45Z", "event_type": "fund_flow", "asset_keys": ["DIVIDEND"], "direction_score": -0.25, "confidence": 0.86, "horizon": "1-5d", "raw_facts": { "asset": "SSE.512890", "asset_name": "华泰柏瑞中证红利低波动 ETF", "data_date_local": "2026-09-03", "net_subscription_billion_yuan": -5.68, "net_redemption_billion_yuan": 5.68, "rolling_1w_net_subscription_billion_yuan": -19.91, "rolling_1m_net_subscription_billion_yuan": -28.56, "fund_scale_billion_yuan": 317.60, "rolling_1m_average_daily_turnover_billion_yuan": 0.897, "source_note": "新浪基金页面于 2026-09-04 09:11（北京时间）披露；金额为基金申购赎回口径，不是场内二级市场成交额。" }, "transmission_chain": "新浪基金披露，512890 在 9 月 3 日净赎回 5.68 亿元，近一周和近一月累计净赎回分别为 19.91 亿元和 28.56 亿元。基金端持续净流出会减少红利低波 ETF 的资金承接，构成短期资金面压力，但该数据未证明净赎回与价格变化之间存在单一因果关系。", "invalidation_conditions": "若基金管理人、交易所或数据发布方修正 9 月 3 日申购赎回金额、滚动区间或规模，本条按修正数据重估。", "source_urls": [ "http://finance.sina.com.cn/money/fund/aiassistant/etfshzj/2026-09-04/doc-iniqriia0862415.shtml" ], "source_tier": "Tier B" }, { "event_id": "20260904-100001-512890-hourly-trades-1466830", "title": "512890 十点至十一点成交 1.47 亿元", "event_time_utc": "2026-09-04T02:00:01Z", "event_time_quality": "exact", "published_at_utc": null, "event_type": "fund_flow", "asset_keys": ["DIVIDEND"], "direction_score": -0.05, "confidence": 0.92, "horizon": "intraday", "raw_facts": { "asset": "SSE.512890", "asset_name": "红利低波 ETF 华泰柏瑞", "trade_date_local": "2026-09-04", "observed_interval_local": "10:00:01—10:59:55", "trade_count": 573, "volume_lots": 1215154, "turnover_wan_yuan": 14668.30, "price_start_yuan": 1.209, "price_end_yuan": 1.208, "price_range_yuan": [1.206, 1.210], "largest_trade": { "time_local": "10:51:20", "volume_lots": 92637, "turnover_wan_yuan": 1119, "price_yuan": 1.208 }, "segments": [ { "interval_local": "10:00:01—10:14:55", "trade_count": 144, "volume_lots": 426085, "turnover_wan_yuan": 5140.16, "price_path_yuan": [1.209, 1.206], "price_range_yuan": [1.206, 1.209], "largest_trade": "10:04:49，64381 手，777 万元，1.207 元" }, { "interval_local": "10:15:01—10:29:56", "trade_count": 143, "volume_lots": 260693, "turnover_wan_yuan": 3146.94, "price_path_yuan": [1.206, 1.207], "price_range_yuan": [1.206, 1.209], "largest_trade": "10:18:37，35063 手，424 万元，1.208 元" }, { "interval_local": "10:30:03—10:44:58", "trade_count": 141, "volume_lots": 320950, "turnover_wan_yuan": 3881.09, "price_path_yuan": [1.208, 1.208], "price_range_yuan": [1.207, 1.210], "largest_trade": "10:37:47，45039 手，545 万元，1.210 元" }, { "interval_local": "10:45:04—10:59:55", "trade_count": 145, "volume_lots": 207426, "turnover_wan_yuan": 2500.11, "price_path_yuan": [1.209, 1.208], "price_range_yuan": [1.207, 1.209], "largest_trade": "10:51:20，92637 手，1119 万元，1.208 元" } ], "within_window_change": { "first_segment_turnover_wan_yuan": 5140.16, "last_segment_turnover_wan_yuan": 2500.11, "last_vs_first_turnover_change_pct": -51.36, "first_segment_volume_lots": 426085, "last_segment_volume_lots": 207426, "last_vs_first_volume_change_pct": -51.32 }, "source_note": "搜狐逐笔页没有完整日期页眉，日期按本次调度窗口归属；价格字段带方向符号，统计时取绝对成交价；成交额为场内二级市场成交额，不等同基金申购赎回额。" }, "transmission_chain": "搜狐公开逐笔记录显示，10:00:01 至 10:59:55 共 573 笔、1215154 手、成交额 14668.30 万元，价格由 1.209 元至 1.208 元，区间为 1.206—1.210 元。成交额从首个 15 分钟的 5140.16 万元降至最后 15 分钟的 2500.11 万元，减少 51.36%；10:51:20 出现 92637 手、1119 万元的最大单笔。该成交路径显示上午后段场内活跃度回落并伴随轻微价格走弱，但场内成交额不能替代基金申赎方向。", "invalidation_conditions": "若上海证券交易所或行情源补充日期后修正 9 月 4 日 10:00—11:00 逐笔记录、区间边界、价格、成交量或成交额，本条按修正值重估。", "source_urls": [ "[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" } ]