
2026年9月11日15:00证券ETF增量:两市成交近2万亿,ETF收跌3.02%
2026年9月11日15:00收盘版含11条严格JSON增量:沪深指数合成成交额全天达1.97万亿元连续跨越8个千亿台阶、512880收跌3.02%成交23.4亿元,及港交所午间沽空数据。
[
{
"event_id": "hkex-hk-20260911-midday-short-selling",
"title": "港交所 9 月 11 日午间沽空:主板 232.0 亿港元",
"event_time_utc": null,
"event_time_quality": "day_only",
"published_at_utc": null,
"event_type": "turnover_data",
"asset_keys": [
"SECURITIES"
],
"direction_score": {
"SECURITIES": 1
},
"confidence": 98,
"horizon": "days",
"raw_facts": {
"statistical_date": "2026-09-11",
"statistical_scope": "up to morning close today(截至当日上午收市)",
"currency_note": "本事件为港股市场港币(HKD)半日口径统计,与 A 股两市指数合成成交额分属不同市场独立口径",
"main_board_designated_short_count": 825,
"main_board_designated_short_shares": "1,550,629,898",
"main_board_designated_short_amount_hkd": "23,196,768,951",
"main_board_designated_short_amount_cny": "10,960,582(人民币柜台原值,单位为人民币元)",
"main_board_designated_short_amount_usd": "435,624(美元柜台原值,单位为美元)",
"main_board_short_turnover_ratio": "20%",
"main_board_non_etp_short_count": 733,
"main_board_non_etp_short_shares": "978,814,590",
"main_board_non_etp_short_amount_hkd": "16,645,958,476",
"main_board_non_etp_short_amount_cny": "8,621,399",
"main_board_non_etp_short_ratio": "14%",
"main_board_etp_short_count": 92,
"main_board_etp_short_shares": "571,815,308",
"main_board_etp_short_amount_hkd": "6,550,810,475",
"main_board_etp_short_amount_cny": "2,339,183",
"main_board_etp_short_amount_usd": "435,624",
"main_board_etp_short_ratio": "6%",
"gem_designated_short_count": 3,
"gem_designated_short_shares": "3,630,000",
"gem_designated_short_amount_hkd": "1,146,100",
"gem_short_turnover_ratio": "3%",
"resource_last_modified_cst": "2026-09-11 12:08:29",
"time_note": "日统计静态报告无独立对外发布时间,published_at_utc 置 null,Last-Modified 仅证明资源在窗口内更新"
},
"transmission_chain": [
"港交所发布 9 月 11 日半日沽空统计,主板指定证券沽空成交额达 231.97 亿港元,占主板总成交 20%",
"港股午间交投维持较高活跃度,非 ETP 股票与 ETP 品种沽空交易充分展开,跨境券商经纪清算预期稳定",
"离岸市场交投流动性平稳,对 A 股证券资产形成边际正面情绪支撑"
],
"invalidation_conditions": [
"港交所修正或撤回 2026-09-11 上午主板或 GEM 沽空统计数据",
"港交所更改沽空成交统计口径"
],
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},
{
"event_id": "exchanges-cn-20260911-turnover-1p2trillion",
"title": "沪深指数合成成交额 11:13 首破 1.2 万亿元",
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"event_time_quality": "exact",
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},
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"沪深两市指数合成成交额在 11:13 跨越 1.2 万亿元关口",
"早盘临近收盘前资金交投活跃度维持平稳放量态势",
"全市场交投活跃对券商经纪佣金与投资交易业务形成量能支撑,对证券 ETF 构成温和正向驱动"
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{
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"title": "沪深指数合成成交额 13:03 首破 1.3 万亿元",
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},
"transmission_chain": [
"沪深两市指数合成成交额在 13:03 跨越 1.3 万亿元关口",
"午后开盘交投承接顺畅,成交规模持续稳步积累",
"全市场交投活跃对券商经纪佣金与投资交易业务形成量能支撑,对证券 ETF 构成温和正向驱动"
],
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{
"event_id": "exchanges-cn-20260911-turnover-1p4trillion",
"title": "沪深指数合成成交额 13:24 首破 1.4 万亿元",
"event_time_utc": "2026-09-11T05:24:00Z",
"event_time_quality": "exact",
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},
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"午后资金交投维持较高换手速率,量能基础扎实",
"全市场交投活跃对券商经纪佣金与投资交易业务形成量能支撑,对证券 ETF 构成温和正向驱动"
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{
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"title": "沪深指数合成成交额 13:41 首破 1.5 万亿元",
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"午后成交量能保持充沛积累,市场流动性维持充裕",
"全市场交投活跃对券商经纪佣金与投资交易业务形成量能支撑,对证券 ETF 构成温和正向驱动"
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"市场成交规模在 14:00 前即超过前一交易日(9 月 10 日)全天水平",
"全市场交投活跃对券商经纪佣金与投资交易业务形成量能支撑,对证券 ETF 构成温和正向驱动"
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"尾盘多空博弈换手维持高强度推进,量能持续扩张",
"全市场交投活跃对券商经纪佣金与投资交易业务形成量能支撑,对证券 ETF 构成温和正向驱动"
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"全市场交投活跃对券商经纪佣金与投资交易业务形成量能支撑,对证券 ETF 构成温和正向驱动"
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"title": "沪深指数合成成交额 14:53 首破 1.9 万亿元",
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"transmission_chain": [
"沪深两市指数合成成交额在 14:53 跨越 1.9 万亿元关口",
"临近收盘集合竞价前全市场成交密集释放,逼近 2 万亿元大关",
"全市场交投活跃对券商经纪佣金与投资交易业务形成量能支撑,对证券 ETF 构成温和正向驱动"
],
"invalidation_conditions": [
"上交所或深交所修订逐分钟 amount 导致 14:53 合成值低于 1.9 万亿元"
],
"source_urls": [
"https://yunhq.sse.com.cn:32042/v1/sh1/line/000001?begin=0&end=-1&select=time,price,change,change_pct,volume,amount",
"http://www.szse.cn/api/market/ssjjhq/getTimeData?marketId=1&code=399106"
],
"source_tier": "A"
},
{
"event_id": "sse-szse-cn-20260911-1500-close",
"title": "9 月 11 日收盘沪深指数合成成交 1.97 万亿元",
"event_time_utc": "2026-09-11T07:00:00Z",
"event_time_quality": "exact",
"published_at_utc": null,
"event_type": "turnover_data",
"asset_keys": [
"SECURITIES"
],
"direction_score": {
"SECURITIES": 0
},
"confidence": 99,
"horizon": "intraday",
"raw_facts": {
"statistical_date": "2026-09-11",
"cutoff_time_asia_shanghai": "2026-09-11 15:00:00",
"final_combined_turnover_amount": "1971898487724.77 元",
"final_sse_000001_turnover_amount": "958186336965 元",
"final_szse_399106_turnover_amount": "1013712150759.77 元",
"window_increment_turnover_amount": "831209788059.24 元",
"window_increment_sse_amount": "374451062770 元",
"window_increment_szse_amount": "456758725289.24 元",
"morning_1100_combined_turnover_amount": "1140688699665.53 元",
"minute_1500_call_auction_sse_amount": "10622404682 元",
"minute_1500_call_auction_szse_amount": "10272888261.08 元",
"snapshot_differences": "上交所 000001 快照 amount 为 958186336970 元(较逐分钟求和高 5 元);深交所 399106 快照 amount 为 1013712150759.75 元(较逐分钟求和低 0.02 元)",
"final_sse_000001_close_price": "3888.1106 点",
"final_sse_000001_change": "-46.2930 点",
"final_sse_000001_change_pct": "-1.1766205193910385%",
"final_szse_399106_close_price": "2465.85 点",
"final_szse_399106_change": "-36.19 点",
"final_szse_399106_change_pct": "-1.44641972150725%",
"calculation_scope": "上交所 000001 与深交所 399106 逐分钟 amount 累加,严格截取 241 行(含 15:00 收盘 bar),排除 15:00 之后行;为指数行情合成口径而非交易所单一官方全市场报表口径"
},
"transmission_chain": [
"9 月 11 日 A 股全天收盘,两市指数合成成交额达到 19718.98 亿元,较前一交易日(9 月 10 日)全天 16471.48 亿元放量 3247.51 亿元",
"上证指数收跌 1.18%报 3888.1106 点,深证综指收跌 1.45%报 2465.85 点,午后指数呈现震荡回落",
"全天交投活跃逼近 2 万亿元为券商经纪结算与两融息费提供充沛量能,但核心宽基指数收跌抑制风险偏好,对证券 ETF 方向分数记为中性"
],
"invalidation_conditions": [
"上交所或深交所修订 2026-09-11 逐分钟分时成交数据",
"行情计算误纳入 15:00 之后的盘后交易数据"
],
"source_urls": [
"https://yunhq.sse.com.cn:32042/v1/sh1/line/000001?begin=0&end=-1&select=time,price,change,change_pct,volume,amount",
"http://yunhq.sse.com.cn:32041/v1/sh1/snap/000001?select=name,open,high,low,last,change,chg_rate,volume,amount,turnover,time,date,tick,prev_close",
"http://www.szse.cn/api/market/ssjjhq/getTimeData?marketId=1&code=399106"
],
"source_tier": "A"
},
{
"event_id": "sse-cn-20260911-512880-close",
"title": "证券 ETF 收盘跌 3.02%报 1.0580 元",
"event_time_utc": "2026-09-11T07:00:00Z",
"event_time_quality": "exact",
"published_at_utc": null,
"event_type": "turnover_data",
"asset_keys": [
"SECURITIES"
],
"direction_score": {
"SECURITIES": -1
},
"confidence": 99,
"horizon": "intraday",
"raw_facts": {
"statistical_date": "2026-09-11",
"cutoff_time_asia_shanghai": "2026-09-11 15:00:00",
"ticker": "SSE.512880",
"name": "证券 ETF",
"close_price": "1.0580 元",
"previous_close": "1.0910 元",
"price_change": "-0.0330 元",
"price_change_pct": "-3.0247479376718606782768102658%",
"day_high": "1.0860 元",
"day_low": "1.0540 元",
"day_open": "1.0850 元",
"window_high": "1.0660 元(11:03)",
"window_low": "1.0540 元(14:38)",
"total_trading_volume": "2204665315 份",
"total_trading_amount": "2339147393 元",
"morning_close_comparison": "11:00 时点成交额为 1575649853 元/1477064215 份,午后增量成交 763497540 元/727601100 份",
"previous_day_comparison": "前一交易日(9 月 10 日)全天成交额为 1601203062 元/1471910575 份,本交易日成交额环比放大 737944331 元(+46.09%)",
"minute_1500_call_auction_volume": "20316200 份(已计入全天累计)",
"minute_1500_call_auction_amount": "21494539 元(已计入全天累计)",
"post_market_fixed_price_rows_excluded": "排除 15:06 至 15:19 盘后固定价格交易 15 行(1525300 份/1613768 元)",
"snap_match_status": "逐分钟求和与 snap 快照 amount 和 volume 零差异"
},
"transmission_chain": [
"证券 ETF(512880)全天下跌 3.02%收于 1.0580 元,跌幅大于上证指数(-1.18%)与深证综指(-1.45%)",
"全天成交额达 23.39 亿元(放大 46.09%),成交份额达 22.05 亿份,收盘集合竞价产生 2149.45 万元成交并平稳纳入口径",
"标的 ETF 伴随高换手率出现缩量下探与估值回调,对证券板块释放短期偏空定价信号"
],
"invalidation_conditions": [
"上交所修订 2026-09-11 证券 ETF(512880)分时或快照行情数据",
"行情计算误纳入 15:00 之后的盘后定价交易行"
],
"source_urls": [
"https://yunhq.sse.com.cn:32042/v1/sh1/line/512880?begin=0&end=-1&select=time,price,change,change_pct,volume,amount",
"http://yunhq.sse.com.cn:32041/v1/sh1/snap/512880?select=name,open,high,low,last,change,chg_rate,volume,amount,turnover,time,date,tick,prev_close"
],
"source_tier": "A"
}
]
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