尾盘1手交易拉出20%涨停！科创综指ETF嘉实被疑遭遇“乌龙指”

Core Viewpoint - The recent trading activity of the 科创综指ETF嘉实 has raised suspicions of a "fat finger" error, as a single trade at 1.342 yuan caused a significant price spike, deviating from the previous price of 1.136 yuan, indicating potential market manipulation or error [1][4]. Trading Activity Summary - A notable transaction occurred at 14:59, where a single trade at 1.342 yuan resulted in a price increase to the daily limit [1]. - The trading volume for the ETF was reported at 19,948 hands, with a total transaction amount of 2.25 million yuan, indicating low market liquidity [4][5]. - The highest price recorded was 1.342 yuan, while the average transaction price was approximately 1.128 yuan, suggesting that most trades occurred around 1.13 yuan [4]. Price and Valuation Discrepancies - The real-time valuation of the ETF was 1.1419 yuan, with a premium rate of 17.52%, while the index only increased by 1.28%, highlighting a significant deviation from normal trading behavior [4][5]. - The ETF's price surged by 20.04%, reaching the maximum allowable increase, without any substantial news or events to justify such a rise [4][5]. Market Behavior Analysis - The buy and sell quotes showed a contradiction, with the highest buy price at 1.139 yuan and the lowest sell price at 1.230 yuan, while the current price was 1.342 yuan, violating standard trading principles [5]. - Historical instances of "fat finger" errors have previously led to significant short-term deviations between ETF prices and their net asset values [5].