2026年9月11日11:00证券ETF增量：半日成交15.8亿元，两市首破1.1万亿元

[ { "event_id": "csrc-cn-20260910-lichao-scio-speech", "title": "李超：两市 IPO 审核缩至 6 个月，券商监管条例将出台", "event_time_utc": "2026-09-10T07:29:39Z", "event_time_quality": "exact", "published_at_utc": "2026-09-10T10:10:58Z", "event_type": "regulation", "asset_keys": [ "SECURITIES" ], "direction_score": { "SECURITIES": 2 }, "confidence": 96, "horizon": "weeks", "raw_facts": { "speaker": "中国证监会副主席李超", "occasion": "国务院新闻办公室“开局起步‘十五五’”系列主题新闻发布会", "event_time_cst": "2026-09-10 15:29:39", "speech_end_cst": "2026-09-10 16:10:53", "ipo_review_cycle": "今年以来沪深两市 IPO 平均审核周期缩短至 6 个月左右", "refinancing_review_cycle": "部分优质公司再融资审核不到 1 个月", "medium_long_term_capital_net_inflow": "今年以来社保、年金、保险等中长期资金合计净买入 A 股超过 6000 亿元", "institutional_market_value_growth": "中长期资金持有 A 股流通市值较 2025 年底增长 12.5%", "mutual_fund_profit_2026_h1": "今年上半年公募基金为投资者创造盈利 1.74 万亿元", "nssf_return_2025": "2025 年全国社保基金投资收益率 13.2%", "enforcement_cases_8m": "今年前 8 个月查办证券期货违法案件 644 件，罚没款将近 100 亿元，为投资者挽回损失 50 多亿元", "delisting_count_since_2024": "2024 年以来 108 家公司平稳退市", "financial_fraud_cases_3y": "连续三年累计查办财务造假案件 247 件、行政处罚 156 起、罚没近 100 亿元、移送涉嫌犯罪线索 134 起", "ma_reorganization_count": "2024 年“并购六条”以来上市公司累计披露重大资产重组 370 单", "dividends_repurchases_since_new_nine": "新“国九条”以来累计分红、回购超过 7 万亿元", "forthcoming_regulations": "修订后的《证券公司监督管理条例》有望于近期出台，推动证券投资基金法、上市公司监管条例等制定修改", "strategic_tasks": "提高制度包容性适应性、增强内在稳定性、加强监管和投资者保护、健全多层次资本市场体系、提高上市公司质量和投资价值、加快建设一流投资银行和投资机构、建设安全高效金融基础设施、扩大高水平对外开放", "wechat_published_cst": "2026-09-10 18:10:58", "csrc_portal_pubdate_cst": "2026-09-10 19:06:05" }, "transmission_chain": [ "监管高层明确 IPO 常态化审核周期缩短至 6 个月且优质再融资不到 1 个月，同时透露证券公司监管条例有望近期出台", "投行业务周转效率与预期确定性提升，中长期资金净买入超 6000 亿元持续夯实资本市场机构化买盘", "资本市场投融资制度改革稳步深化，对证券公司投行、经纪与资管基本面及证券 ETF 形成显著中长期正向支撑" ], "invalidation_conditions": [ "证监会更正国新办发布会官方实录内容或关键统计数字", "证券公司监督管理条例修订草案出台出现重大延期或转向" ], "source_urls": [ "https://www.csrc.gov.cn/csrc/c100028/c7657861/content.shtml", "[https://mp.[weixin.qq.com/s?__biz=MzA4NzAzMDgwMw==&mid=2651091295&idx=1&sn=d9d02d78136e59b1cbe1d45d5fe43c51](https://mp.weixin.qq.com/s?__biz=MzA4NzAzMDgwMw==&mid=2651091295&idx=1&sn=d9d02d78136e59b1cbe1d45d5fe43c51)](https://weixin.qq.com/s?__biz=MzA4NzAzMDgwMw==&mid=2651091295&idx=1&sn=d9d02d78136e59b1cbe1d45d5fe43c51](https://mp.weixin.qq.com/s?__biz=MzA4NzAzMDgwMw==&mid=2651091295&idx=1&sn=d9d02d78136e59b1cbe1d45d5fe43c51))" ], "source_tier": "A" }, { "event_id": "szse-cn-20260910-liqin-prospectus", "title": "力勤资源披露深市招股书拟近期发行新股并上市", "event_time_utc": "2026-09-10T08:51:35Z", "event_time_quality": "exact", "published_at_utc": "2026-09-10T08:51:35Z", "event_type": "ipo_pipeline", "asset_keys": [ "SECURITIES" ], "direction_score": { "SECURITIES": 0 }, "confidence": 92, "horizon": "weeks", "raw_facts": { "issuing_authority": "深圳证券交易所官方微信公众号", "issuer_name": "宁波力勤资源科技股份有限公司", "event_time_cst": "2026-09-10 16:51:35", "progress_status": "披露招股意向书/招股说明书，拟于近期在深市发行新股并上市", "market_plate": "深市主板/创业板拟上市企业管线更新", "channel_title": "力勤资源披露招股书拟于近期在深市发行新股并上市" }, "transmission_chain": [ "深交所官方渠道披露力勤资源拟于近期发行新股并上市进度", "反映 IPO 发行管线保持平稳常态化审核与发售推进，券商承销业务按步推进", "单只股票 IPO 发行推进对证券 ETF 整体估值影响中性" ], "invalidation_conditions": [ "发行人或保荐机构公告中止或终止发行上市进程", "深交所中止发行审核或撤回相关披露公告" ], "source_urls": [ "[https://mp.[weixin.qq.com/s?__biz=MjM5MDA1Njg0Ng==&mid=2650419834&idx=1&sn=84d58b83f4ce4a88829f08d39af6aea3](https://mp.weixin.qq.com/s?__biz=MjM5MDA1Njg0Ng==&mid=2650419834&idx=1&sn=84d58b83f4ce4a88829f08d39af6aea3)](https://weixin.qq.com/s?__biz=MjM5MDA1Njg0Ng==&mid=2650419834&idx=1&sn=84d58b83f4ce4a88829f08d39af6aea3](https://mp.weixin.qq.com/s?__biz=MjM5MDA1Njg0Ng==&mid=2650419834&idx=1&sn=84d58b83f4ce4a88829f08d39af6aea3))" ], "source_tier": "A" }, { "event_id": "pbc-cn-20260910-notice-8-overnight-repo", "title": "央行公告 9 月 14 至 17 日开展隔夜逆回购每日不超 6000 亿", "event_time_utc": "2026-09-10T09:00:00Z", "event_time_quality": "exact", "published_at_utc": "2026-09-10T09:00:00Z", "event_type": "liquidity_flow", "asset_keys": [ "SECURITIES" ], "direction_score": { "SECURITIES": 1 }, "confidence": 95, "horizon": "days", "raw_facts": { "document_name": "中国人民银行公开市场业务公告〔2026〕第 8 号", "issuing_office": "中国人民银行公开市场业务操作室", "published_time_cst": "2026-09-10 17:00:00", "operation_period": "2026 年 9 月 14 日至 9 月 17 日", "operation_instrument": "隔夜逆回购操作", "tender_mode": "固定利率、数量招标", "daily_quota_limit": "每日操作量不超过 6000 亿元", "target_objective": "更好匹配银行体系短期流动性需求" }, "transmission_chain": [ "央行提前预告将在 9 月中旬连续开展每日上限 6000 亿元的隔夜逆回购操作", "清晰稳定银行体系短期资金面预期，平抑季末流动性脉冲扰动", "充裕的流动性环境为银行间与非银资本市场提供稳定底仓流动性，对证券 ETF 构成温和正面支撑" ], "invalidation_conditions": [ "央行发布补充公告变更隔夜逆回购时间窗口或每日限额", "货币政策操作规则发生重大调整" ], "source_urls": [ "https://www.pbc.gov.cn/zhengcehuobisi/125207/125213/125431/125469/2026091016190551668/index.html" ], "source_tier": "A" }, { "event_id": "hkex-hk-20260910-gtja-interim-results", "title": "国泰君安国际中期收入 38.71 亿港元增 37%，股东溢利增 23%", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-09-10T09:36:00Z", "event_type": "brokerage_earnings", "asset_keys": [ "SECURITIES" ], "direction_score": { "SECURITIES": 1 }, "confidence": 95, "horizon": "weeks", "raw_facts": { "issuer_code": "01788", "issuer_name": "国泰君安国际控股有限公司 (Guotai Junan International Holdings Limited)", "document_name": "Interim Report 2026", "reporting_period": "截至 2026 年 6 月 30 日止六个月", "revenue_hkd_thousand": "3,870,872", "revenue_yoy_growth_pct": "+37%", "revenue_prev_hkd_thousand": "2,825,044", "commission_fee_income_hkd_thousand": "874,179", "commission_fee_income_yoy_pct": "+62%", "interest_income_hkd_thousand": "1,511,377", "interest_income_yoy_pct": "+26%", "net_trading_investment_gains_hkd_thousand": "1,485,316", "profit_for_the_period_hkd_thousand": "677,020", "profit_attributable_to_ordinary_equity_holders_hkd_thousand": "674,860", "profit_attributable_yoy_pct": "+23%", "profit_attributable_prev_hkd_thousand": "550,089", "basic_eps_hk_cents": "7.08", "basic_eps_prev_hk_cents": "5.77", "total_equity_hkd_thousand": "16,301,039", "hkexnews_published_time_hk": "2026-09-10 17:36" }, "transmission_chain": [ "海外上市中资券商头部机构国泰君安国际发布中期报告，营业收入同比增长 37%至 38.71 亿港元，股东应占溢利增长 23%至 6.75 亿港元", "佣金与财富管理收费收入同比增长 62%，验证海外及跨境证券业务的高景气度延续", "跨境券商业绩稳健增长印证证券行业基本面盈利中枢修复，对证券 ETF 形成温和正向支撑" ], "invalidation_conditions": [ "国泰君安国际发布中期业绩更正公告或财务重述", "审计师对中期财报数据提出重大保留或修正意见" ], "source_urls": [ "https://www1.hkexnews.hk/listedco/listconews/sehk/2026/0910/2026091000877.pdf" ], "source_tier": "A" }, { "event_id": "stcn-cn-20260910-yuanwanggu-ma-guangtai", "title": "远望谷拟筹划收购光泰通信 100%股权", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-09-10T11:15:00Z", "event_type": "ipo_pipeline", "asset_keys": [ "SECURITIES" ], "direction_score": { "SECURITIES": 0 }, "confidence": 90, "horizon": "weeks", "raw_facts": { "issuer_code": "002161", "issuer_name": "远望谷", "target_company": "深圳光泰通信设备有限公司（光泰通信）", "acquisition_ratio": "100%股权", "funding_source": "公司自有资金及/或自筹资金", "target_industry": "光通信器件与模块自动化耦合设备、测试仪表及自动化测试解决方案", "target_qualification": "国家高新技术企业、深圳市专精特新企业", "stcn_published_cst": "2026-09-10 19:15" }, "transmission_chain": [ "上市公司筹划全资现金收购光通信细分领域设备企业", "投行并购重组业务管线活跃度维持常态化推进", "单一产业并购事项体量有限，对证券 ETF 整体走势保持中性" ], "invalidation_conditions": [ "交易双方终止收购意向协议或尽职调查未能达成共识", "监管机构对重组申报提出问询或否决" ], "source_urls": [ "[https://www.[stcn.com/article/detail/4180352.html](https://www.stcn.com/article/detail/4180352.html)](https://stcn.com/article/detail/4180352.html](https://www.stcn.com/article/detail/4180352.html))" ], "source_tier": "B" }, { "event_id": "sse-cn-20260910-qingyue-delisting-warning", "title": "*ST 清越触及交易类退市 11 日起停牌，收终止上市告知书", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-09-10T11:18:00Z", "event_type": "regulation", "asset_keys": [ "SECURITIES" ], "direction_score": { "SECURITIES": 0 }, "confidence": 95, "horizon": "weeks", "raw_facts": { "issuer_code": "688496", "issuer_name": "*ST 清越（清越科技）", "exchange": "上海证券交易所科创板", "delisting_trigger": "连续 20 个交易日每日股票收盘价均低于 1 元，触及交易类强制退市情形", "trading_halt_date": "自 2026 年 9 月 11 日开市起停牌", "regulatory_action": "收到上交所《关于拟终止苏州清越光电科技股份有限公司股票上市的事先告知书》及监管工作函", "stcn_published_cst": "2026-09-10 19:18 及 20:39" }, "transmission_chain": [ "科创板上市公司连续 20 个交易日股价低于 1 元触及交易类强制退市并停牌，上交所下发终止上市事先告知书", "常态化退市机制严格执行，劣质壳资源出清保障多层次资本市场优胜劣汰生态", "个股依法合规常态退市对全市场证券 ETF 整体影响保持中性" ], "invalidation_conditions": [ "上交所复核后撤销终止上市决定", "法院裁定进入重整程序中止退市" ], "source_urls": [ "[https://www.[stcn.com/article/detail/4180355.html](https://www.stcn.com/article/detail/4180355.html)](https://stcn.com/article/detail/4180355.html](https://www.stcn.com/article/detail/4180355.html))", "[https://www.[stcn.com/article/detail/4180440.html](https://www.stcn.com/article/detail/4180440.html)](https://stcn.com/article/detail/4180440.html](https://www.stcn.com/article/detail/4180440.html))" ], "source_tier": "B" }, { "event_id": "stcn-cn-20260910-jiuliang-ma-haidi", "title": "久量股份拟现金收购海帝新能源不低于 51%股权，作价不超 2.754 亿", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-09-10T11:41:00Z", "event_type": "ipo_pipeline", "asset_keys": [ "SECURITIES" ], "direction_score": { "SECURITIES": 0 }, "confidence": 90, "horizon": "weeks", "raw_facts": { "issuer_code": "300808", "issuer_name": "久量股份", "target_company": "山东海帝新能源科技有限公司（海帝新能源）", "acquisition_ratio": "不低于 51%股权", "transaction_mode": "现金购买股权并取得控制权", "max_consideration": "不高于 2.754 亿元", "reorganization_type": "初步测算预计构成重大资产重组", "target_business": "锂电池动力电池系统、储能系统研发、生产及集成销售", "stcn_published_cst": "2026-09-10 19:41" }, "transmission_chain": [ "创业板上市公司拟以不超过 2.754 亿元现金收购储能企业控股权，预计构成重大资产重组", "并购重组项目按市场化原则开展，增厚券商独立财务顾问业务储备", "单笔中小型并购重组对证券 ETF 整体走势保持中性" ], "invalidation_conditions": [ "正式重组预案未获上市公司董事会或股东大会审议通过", "交易所并购重组审核委员会否决重组方案" ], "source_urls": [ 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"core_final_demand_ex_food_energy_trade_yoy_pct": "+4.7%", "transport_warehousing_services_mom_pct": "+2.3%", "trade_services_mom_pct": "-0.2%", "release_time_cst": "2026-09-10 20:30:00", "release_time_et": "2026-09-10 08:30:00 EDT" }, "transmission_chain": [ "美国 8 月最终需求 PPI 环比上涨 0.4%、同比上涨 5.4%，涨幅主要受能源与柴油价格单月大涨带动", "通胀粘性表现使得美联储激进宽松预期有所收敛，美债长端收益率高位震荡", "全球权益资产估值分母端阶段性承压，对 A 股证券 ETF 情绪形成边际轻微抑制" ], "invalidation_conditions": [ "美国劳工统计局更正或大幅下修 8 月 PPI 初值数据", "随后的 8 月 CPI 数据出现显著超预期回落改变通胀预期" ], "source_urls": [ "[https://www.[bls.gov/news.release/ppi.nr0.htm](https://www.bls.gov/news.release/ppi.nr0.htm)](https://bls.gov/news.release/ppi.nr0.htm](https://www.bls.gov/news.release/ppi.nr0.htm))" ], "source_tier": "A" }, { "event_id": "stcn-cn-20260910-chaojie-private-placement", "title": "超捷股份拟向特定对象发行股票募资不超 6.9 亿元", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-09-10T13:08:00Z", "event_type": "ipo_pipeline", "asset_keys": [ "SECURITIES" ], "direction_score": { "SECURITIES": 0 }, "confidence": 90, "horizon": "weeks", "raw_facts": { "issuer_code": "301005", "issuer_name": "超捷股份", "issuance_type": "向特定对象发行 A 股股票（定增）", "max_fundraising_amount": "不超过 6.9 亿元", "max_shares_issued": "5638.96 万股", "fundraising_use": "精密制造综合基地升级改造项目、高端装备配套生产基地扩建项目及补充流动资金项目", "stcn_published_cst": "2026-09-10 21:08 及 2026-09-11 09:41" }, "transmission_chain": [ "创业板上市公司推出 6.9 亿元再融资定增预案用于基地改建与扩建", "再融资市场按新规则规范化供给，券商承销保荐业务管线稳步落地", "单只股票定增规模对全市场证券 ETF 影响保持中性" ], "invalidation_conditions": [ "公司股东大会否决本次向特定对象发行 A 股股票议案", "深交所或证监会终止审核超捷股份定增申请" ], "source_urls": [ "[https://www.[stcn.com/article/detail/4180468.html](https://www.stcn.com/article/detail/4180468.html)](https://stcn.com/article/detail/4180468.html](https://www.stcn.com/article/detail/4180468.html))", "[https://www.[stcn.com/article/detail/4180856.html](https://www.stcn.com/article/detail/4180856.html)](https://stcn.com/article/detail/4180856.html](https://www.stcn.com/article/detail/4180856.html))" ], "source_tier": "B" }, { "event_id": "stcn-cn-20260910-youcai-control-change", "title": "优彩资源实控人拟变更为江阴市国资委，同步定增募资不超 3 亿元", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-09-10T14:06:00Z", "event_type": "ipo_pipeline", "asset_keys": [ "SECURITIES" ], "direction_score": { "SECURITIES": 0 }, "confidence": 92, "horizon": "weeks", "raw_facts": { "issuer_code": "002998", "issuer_name": "优彩资源", "transferor": "戴泽新、王雪萍及江阴市群英投资企业（有限合伙）", "transferee": "江阴市环保集团有限公司", "shares_transferred": "8058.88 万股", "shares_transferred_ratio": "约 22.71%", "new_actual_controller": "江阴市人民政府国有资产监督管理办公室（江阴市国资委）", "private_placement_target": "江阴市环保集团有限公司", "private_placement_shares": "不超过 3300 万股", "private_placement_fundraising": "不超过 3 亿元", "resume_trading_date": "2026-09-11 复牌", "stcn_published_cst": "2026-09-10 22:06 及 2026-09-11 09:41" }, "transmission_chain": [ "地方国资协议受让控股权并全额现金认购 3 亿元增发股份，公司控制权平稳过渡并于 9 月 11 日复牌", "国资入主协同再融资推进，券商财务顾问及定增承销业务执行落地", "单一控制权转让与定增对证券板块大盘指数影响中性" ], "invalidation_conditions": [ "国资监管机构未批准受让股份与认购增发方案", "深交所合规性确认未予通过导致控制权转让协议终止" ], "source_urls": [ "[https://www.[stcn.com/article/detail/4180498.html](https://www.stcn.com/article/detail/4180498.html)](https://stcn.com/article/detail/4180498.html](https://www.stcn.com/article/detail/4180498.html))", "[https://www.[stcn.com/article/detail/4180856.html](https://www.stcn.com/article/detail/4180856.html)](https://stcn.com/article/detail/4180856.html](https://www.stcn.com/article/detail/4180856.html))" ], "source_tier": "B" }, { "event_id": "hkex-hk-20260910-goldstone-rule1324", "title": "港交所对金石资本集团适用上市规则 13.24，股份按 6.01(3)停牌", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-09-10T14:48:00Z", "event_type": "regulation", "asset_keys": [ "SECURITIES" ], "direction_score": { "SECURITIES": 0 }, "confidence": 95, "horizon": "weeks", "raw_facts": { "issuer_code": "01160", "issuer_name": "Goldstone Capital Group Limited（金石资本集团有限公司）", "regulatory_body": "香港联合交易所有限公司", "applicable_rules": "《香港联合交易所有限公司证券上市规则》第 13.24 条及第 6.01(3)条", "decision_content": "联交所认定该公司未能维持足够的业务运作水平以及拥有足够价值的资产支持其营运，其股份将根据上市规则第 6.01(3)条暂停买卖", "historical_investigation": "过去五个财政年度公司维持极少量投资活动，各年末金融资产介乎零至 660 万港元，2026 年 3 月末仅 77 万港元金融资产", "hkexnews_published_time_hk": "2026-09-10 22:48" }, "transmission_chain": [ "香港联交所就业务运作与资产不足空壳公司依规启动强制停牌程序", "体现境外成熟交易场所常态化退市与除牌监管的持续严肃性", "个案监管行动对境内 A 股证券 ETF 整体影响保持中性" ], "invalidation_conditions": [ "金石资本集团向联交所上市复核委员会申请复核并推翻停牌决定", "联交所撤销或修改相关监管决定" ], "source_urls": [ "https://www1.hkexnews.hk/listedco/listconews/sehk/2026/0910/2026091001823.pdf" ], "source_tier": "A" }, { "event_id": "treasury-us-20260910-bond-auction", "title": "美国财政部 9 月 10 日拍卖 30 年期国债得标利率 5.308%（倍数 2.61）", "event_time_utc": "2026-09-10T17:00:00Z", "event_time_quality": "exact", "published_at_utc": null, "event_type": "liquidity_flow", "asset_keys": [ "SECURITIES" ], "direction_score": { "SECURITIES": -1 }, "confidence": 96, "horizon": "weeks", "raw_facts": { "auction_date": "2026-09-10", "security_type": "30-Year Bond (Reopening)", "cusip": "912810UW6", "offering_amount_usd": "22,000,000,000", "high_yield_pct": "5.308%", "interest_rate_pct": "5.125%", "high_price": "97.262274", "bid_to_cover_ratio": "2.610", "total_accepted_usd": "22,000,024,000", "total_tendered_usd": "57,424,319,000", "indirect_bidder_accepted_usd": "17,452,770,500", "direct_bidder_accepted_usd": "4,019,900,000", "primary_dealer_accepted_usd": "484,800,000", "allocation_percentage": "64.29%", "bill_4week_cusip": "912797VL8", "bill_4week_high_discount_rate_pct": "3.775%", "bill_4week_bid_to_cover": "2.810", "bill_8week_cusip": "912797VW4", "bill_8week_high_discount_rate_pct": "3.845%", "bill_8week_bid_to_cover": "2.820", "time_note": "Fiscal Data API 端点无独立对外稿件发布时间，published_at_utc 置 null，事件时间填竞价截止 UTC 时刻" }, "transmission_chain": [ "美国财政部拍卖 220 亿美元 30 年期国债，得标利率升至 5.308%，长端国债供给成本抬升", "长端美债收益率攀升加剧全球无风险利率高位运行，对权益市场长久期资产估值形成压制", "对证券 ETF 构成轻微负面外生扰动" ], "invalidation_conditions": [ "美国财政部更正 2026-09-10 国债或国库券拍卖结果统计表", "二级市场国债收益率大幅回落推翻拍卖高利率定价结论" ], "source_urls": [ "[https://api.[fiscaldata.treasury.gov/services/api/fiscal_service/v1/accounting/od/auctions_query?filter=auction_date:gte:2026-09-10&sort=-auction_date&page[size]=50](https://api.fiscaldata.treasury.gov/services/api/fiscal_service/v1/accounting/od/auctions_query?filter=auction_date:gte:2026-09-10&sort=-auction_date&page[size]=50)](https://fiscaldata.treasury.gov/services/api/fiscal_service/v1/accounting/od/auctions_query?filter=auction_date:gte:2026-09-10&sort=-auction_date&page[size]=50](https://api.fiscaldata.treasury.gov/services/api/fiscal_service/v1/accounting/od/auctions_query?filter=auction_date:gte:2026-09-10&sort=-auction_date&page[size]=50))" ], "source_tier": "A" }, { "event_id": "nyfed-us-20260910-reverse-repo", "title": "纽约联储 9 月 10 日逆回购接受 47.36 亿美元，较前日放大约 11 倍", "event_time_utc": "2026-09-10T17:15:00Z", "event_time_quality": "exact", "published_at_utc": null, "event_type": "liquidity_flow", "asset_keys": [ "SECURITIES" ], "direction_score": { "SECURITIES": 0 }, "confidence": 98, "horizon": "days", "raw_facts": { "operation_date": "2026-09-10", "operation_id": "RP 091026 26", "instrument": "Overnight Reverse Repurchase Agreements (ON RRP)", "accepted_amount_usd": "4,736,000,000", "submitted_amount_usd": "4,736,000,000", "offering_rate_pct": "3.50%", "award_rate_pct": "3.50%", "collateral_type": "Treasury", "settlement_type": "Same Day", "term": "Overnight", "prev_accepted_sep09_usd": "432,000,000", "prev_accepted_sep08_usd": "626,000,000", "prev_accepted_sep04_usd": "675,000,000", "prev_accepted_sep03_usd": "702,000,000", "day_over_day_multiplier": "10.96 倍", "morning_repo_operation_1_id": "RP 091026 25", "morning_repo_submitted_accepted_usd": "0", "afternoon_repo_operation_2_id": "RP 091026 27", "afternoon_repo_mbs_accepted_usd": "1,000,000", "last_updated_time_et": "2026-09-10 13:16:08", "time_note": "API 结构化端点无独立对外稿件发布时间，published_at_utc 置 null，lastUpdated 仅证明端点更新" }, "transmission_chain": [ "纽约联储隔夜逆回购（ON RRP）操作规模从 9 月 9 日的 4.32 亿美元跳升至 47.36 亿美元，单日吸收规模放大约 11 倍", "反映美联储回购工具吸纳美国货币市场短期闲置资金，美元离岸流动性略呈回收态势", "规模对全美超短端资金池整体冲击温和，对 A 股证券资产方向影响中性" ], "invalidation_conditions": [ "纽约联储修正或撤回 2026-09-10 公开市场回购/逆回购操作数据", "美联储调整常备回购便利工具（SRF）与 ON RRP 交易对手名单与利率规则" ], "source_urls": [ "[https://markets.[newyorkfed.org/api/rp/reverserepo/all/results/last/5.json](https://markets.newyorkfed.org/api/rp/reverserepo/all/results/last/5.json)](https://newyorkfed.org/api/rp/reverserepo/all/results/last/5.json](https://markets.newyorkfed.org/api/rp/reverserepo/all/results/last/5.json))", "[https://markets.[newyorkfed.org/api/rp/all/all/results/last/5.json](https://markets.newyorkfed.org/api/rp/all/all/results/last/5.json)](https://newyorkfed.org/api/rp/all/all/results/last/5.json](https://markets.newyorkfed.org/api/rp/all/all/results/last/5.json))" ], "source_tier": "A" }, { "event_id": "fed-us-20260910-community-bank-exam-cycle", "title": "美联储等提高社区银行 18 个月检查周期资产门槛至 60 亿美元", "event_time_utc": "2026-09-10T20:00:00Z", "event_time_quality": "exact", "published_at_utc": "2026-09-10T20:00:00Z", "event_type": "regulation", "asset_keys": [ "SECURITIES" ], "direction_score": { "SECURITIES": 1 }, "confidence": 95, "horizon": "weeks", "raw_facts": { "issuing_agencies": [ "Federal Reserve Board (美联储理事会)", "Federal Deposit Insurance Corporation (FDIC)", "Office of the Comptroller of the Currency (OCC)" ], "rule_type": "Interim final rule (临时最终规则)", "published_time_et": "2026-09-10 16:00:00 EDT", "statutory_basis": "21st Century ROAD to Housing Act", "threshold_change": "合资格社区银行总资产门槛从 30 亿美元提高至 60 亿美元", "exam_cycle_extension": "符合条件的非复杂中小型机构现场全面检查周期从 12 个月延长至 18 个月", "prerequisites": "机构必须维持良好的资本充足状况（well capitalized）和管理水平（well managed）", "effective_date": "自《联邦公报》刊登之日起立即生效，公众评议期为 30 天" }, "transmission_chain": [ "美联储等联邦银行监管机构将较长检查周期的资产门槛从 30 亿美元大幅翻倍至 60 亿美元", "实质性减轻中小金融机构的日常合规遵从成本，提升中小型银行和金融机构经营灵活性", "金融监管适度减负政策预期传导，对金融板块流动性与证券行业信心形成温和正面提振" ], "invalidation_conditions": [ "美国国会推翻该临时最终规则或国会审查法案（CRA）否决该规则", "联邦银行监管机构在 30 天评议期后对资产门槛或适用条件作出实质收紧修改" ], "source_urls": [ "[https://www.[federalreserve.gov/newsevents/pressreleases/bcreg20260910a.htm](https://www.federalreserve.gov/newsevents/pressreleases/bcreg20260910a.htm)](https://federalreserve.gov/newsevents/pressreleases/bcreg20260910a.htm](https://www.federalreserve.gov/newsevents/pressreleases/bcreg20260910a.htm))" ], "source_tier": "A" }, { "event_id": "nyse-us-20260910-nms-volume", "title": "美股 9 月 10 日全美综合带成交 158.33 亿股，NYSE 家族成交 30.96 亿股", "event_time_utc": "2026-09-10T20:00:00Z", "event_time_quality": "exact", "published_at_utc": null, "event_type": "turnover_data", "asset_keys": [ "SECURITIES" ], "direction_score": { "SECURITIES": 1 }, "confidence": 98, "horizon": "days", "raw_facts": { "statistical_date": "2026-09-10", "statistical_scope": "U.S. Equity Matched Volumes (股数口径，非美元成交额)", "tape_a_consolidated_volume_million_shares": "5,059.2", "tape_b_consolidated_volume_million_shares": "3,273.6", "tape_c_consolidated_volume_million_shares": "7,499.9", "combined_three_tapes_volume_million_shares": "15,832.7（约 158.33 亿股）", "nyse_group_total_volume_million_shares": "3,096.0（约 30.96 亿股）", "nyse_tape_a_matched_volume_million_shares": "1,168.6", "nyse_arca_tape_b_matched_volume_million_shares": "527.2", "nyse_arca_tape_c_matched_volume_million_shares": "801.5", "prev_trading_day_sep09_volume_million_shares": "15,333.1", "volume_day_over_day_growth_pct": "+3.3%", "server_last_modified_cst": "2026-09-11 09:27:20", "time_note": "官方静态 CSV 无独立对外稿件发布时间，published_at_utc 置 null，Last-Modified 证明文件在窗口内更新" }, "transmission_chain": [ "纽交所发布 9 月 10 日美股匹配成交量数据，全美三大综合磁带合计撮合成交 158.33 亿股，环比 9 月 9 日增长 3.3%", "美股核心市场交投换手活跃度有所回升，海外证券同业交易量基数保持健康", "外围流动性平稳活跃对 A 股证券资产形成正向情绪支持" ], "invalidation_conditions": [ "纽约证券交易所修正或重新发布 2026-09-10 交易量 CSV 文件数据", "磁带成交量统计出现口径定义重大偏差" ], "source_urls": [ "[https://www.[nyse.com/publicdocs/nyse/US_Equities_Volumes.csv](https://www.nyse.com/publicdocs/nyse/US_Equities_Volumes.csv)](https://nyse.com/publicdocs/nyse/US_Equities_Volumes.csv](https://www.nyse.com/publicdocs/nyse/US_Equities_Volumes.csv))" ], "source_tier": "A" }, { "event_id": "hkex-hk-20260910-full-day-turnover", "title": "港交所 9 月 10 日主板成交 1988.65 亿港元，恒指跌 1.27%", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": null, "event_type": "turnover_data", "asset_keys": [ "SECURITIES" ], "direction_score": { "SECURITIES": 0 }, "confidence": 98, "horizon": "days", "raw_facts": { "statistical_date": "2026-09-10", "main_board_turnover_hkd": "198,865,114,861", "main_board_turnover_shares": "241,123,876,759", "main_board_deals": "3,815,813", "renminbi_products_turnover_cny": "77,940,944", "hang_seng_index_close": "24954.47", "hang_seng_index_change": "-320.49", "hang_seng_index_change_pct": "-1.268%", "hscei_close": "8274.78", "hscei_change": "-94.27", "hscei_change_pct": "-1.126%", "largecap_index_close": "33440.62", "largecap_index_change": "-450.79", "largecap_index_change_pct": "-1.330%", "main_board_advanced": 4547, "main_board_declined": 7377, "main_board_unchanged": 3956, "gem_turnover_hkd": "73,546,893", "gem_turnover_shares": "242,019,002", "gem_deals": "5,040", "gem_index_close": "21.34", "gem_index_change": "+0.12", "gem_index_change_pct": "+0.566%", "gem_advanced": 84, "gem_declined": 83, "gem_unchanged": 142, "resource_last_modified_cst": "2026-09-10 20:00:05", "time_note": "静态日报文件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 10 日全日行情，主板总成交额为 1988.65 亿港元，恒指下跌 1.27%收于 24954.47 点", "港股成交活跃度维持在近 2000 亿港元的高位平台，但主要股指普遍收跌压制权益情绪", "两项因素相互对冲，对境内 A 股证券 ETF 方向保持中性" ], "invalidation_conditions": [ "香港联交所更正 2026-09-10 主板或 GEM 全日行情统计数据", "港交所调整历史成交金额统计口径" ], "source_urls": [ "https://www.hkex.com.hk/eng/stat/smstat/dayquot/d260910e.htm", "https://www.hkex.com.hk/eng/stat/smstat/dayquot/GEM/e_G260910.htm" ], "source_tier": "A" }, { "event_id": "hkex-hk-20260910-stock-connect", "title": "沪深港通 9 月 10 日北向成交 2236.91 亿元，南向净买入 45.51 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": "2026-09-10", "sse_northbound_turnover_cny_million": "103,481.48", "sse_northbound_trade_count": "5,470,480", "sse_northbound_etf_turnover_cny_million": "1,954.44", "szse_northbound_turnover_cny_million": "120,209.03", "szse_northbound_trade_count": "6,045,452", "szse_northbound_etf_turnover_cny_million": "1,883.19", "northbound_combined_turnover_cny_million": "223,690.51（约合 2236.91 亿元人民币）", "sse_southbound_turnover_hkd_million": "52,443.41", "sse_southbound_buy_hkd_million": "28,351.87", "sse_southbound_sell_hkd_million": "24,091.54", "sse_southbound_net_buy_hkd_million": "+4,260.33", "szse_southbound_turnover_hkd_million": "31,207.84", "szse_southbound_buy_hkd_million": "15,749.21", "szse_southbound_sell_hkd_million": "15,458.63", "szse_southbound_net_buy_hkd_million": "+290.58", "southbound_combined_turnover_hkd_million": "83,651.25（约合 836.51 亿港元）", "southbound_combined_net_buy_hkd_million": "+4,550.91（约合净买入 45.51 亿港元）", "resource_last_modified_cst": "2026-09-10 17:27:37", "time_note": "日统计数据 JS 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": [ "沪深港通 9 月 10 日北向双向成交额达 2236.91 亿元人民币，南向资金成交 836.51 亿港元且录得 45.51 亿港元净买入", "跨境双向互联互通流动性保持充沛，券商跨境通道与港股通交易佣金结算基数扩大", "外资与南向长线增量配置共振，对证券 ETF 构成温和正向驱动" ], "invalidation_conditions": [ "港交所修正或重新上传 2026-09-10 互联互通日统计 JS 文件", "沪深交易所公布的港股通交易口径与港交所披露产生实质差异" ], "source_urls": [ "https://www.hkex.com.hk/eng/csm/DailyStat/data_tab_daily_20260910e.js" ], "source_tier": "A" }, { "event_id": "sse-szse-cn-20260910-margin-balance", "title": "沪深两融余额 9 月 10 日为 26380.00 亿元，周度变动未达 3%阈值", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": null, "event_type": "margin_balance", "asset_keys": [ "SECURITIES" ], "direction_score": { "SECURITIES": 0 }, "confidence": 98, "horizon": "days", "raw_facts": { "statistical_date": "2026-09-10", "sse_margin_trading_balance_cny": "1,337,336,851,396（融资余额，单位元）", "sse_margin_buy_amount_cny": "72,097,005,937（融资买入额，单位元）", "sse_short_selling_shares": "3,100,309,424（融券余量，单位股）", "sse_short_selling_balance_cny": "18,569,190,015（融券余量金额，单位元）", "sse_short_selling_shares_sold": "48,746,145（融券卖出量，单位股）", "sse_total_margin_balance_cny": "1,355,906,041,411（融资融券余额，单位元，约合 13559.0604 亿元）", "szse_margin_buy_amount_cny_hundred_million": "636.96（融资买入额，单位亿元）", "szse_margin_trading_balance_cny_hundred_million": "12,714.83（融资余额，单位亿元）", "szse_short_selling_shares_sold_hundred_million": "0.29（融券卖出量，单位亿股）", "szse_short_selling_shares_hundred_million": "11.91（融券余量，单位亿股）", "szse_short_selling_balance_cny_hundred_million": "106.10（融券余额，单位亿元）", "szse_total_margin_balance_cny_hundred_million": "12,820.94（融资融券余额，单位亿元）", "combined_margin_balance_cny_hundred_million": "26,380.0004（沪深合计融资融券余额，单位亿元，两所加总非单一官方口径）", "combined_margin_balance_prev_day_sep09": "26,402.2216 亿元", "day_over_day_change_pct": "-0.0842%", "combined_margin_balance_prev_friday_sep04": "26,293.5768 亿元", "week_over_week_change_vs_friday_pct": "+0.3287%（未达 3%硬性阈值）", "combined_margin_balance_prev_thursday_sep03": "26,482.1547 亿元", "week_over_week_change_vs_thursday_pct": "-0.3857%（未达 3%硬性阈值）", "sse_xls_last_modified_cst": "2026-09-11 07:40:02", "time_note": "交易所两融日报报表无独立对外发布时间，published_at_utc 置 null，Last-Modified 仅证明文件生成时间" }, "transmission_chain": [ "沪深两市 9 月 10 日两融余额合计为 26380.00 亿元，较上一交易日小幅回落 0.084%，较上周五（9 月 4 日）微增 0.329%", "杠杆资金余额周度变化未触及 3%的硬性异动阈值，融资客持仓仓位保持平稳", "两融规模平稳对券商利息收入与证券 ETF 杠杆驱动方向保持中性" ], "invalidation_conditions": [ "上交所或深交所修订 2026-09-10 融资融券汇总报表数据", "证券公司报送口径发生追溯性大幅调整" ], "source_urls": [ "https://www.sse.com.cn/market/dealingdata/overview/margin/a/rzrqjygk20260910.xls", "https://www.szse.cn/api/report/ShowReport/data?SHOWTYPE=JSON&CATALOGID=1837_xxpl&txtDate=2026-09-10&tab1PAGENO=1" ], "source_tier": "A" }, { "event_id": "pbc-cn-20260911-reverse-repo-40bn", "title": "中国人民银行 9 月 11 日开展 40 亿元 7 天期逆回购，利率 1.40%", "event_time_utc": "2026-09-11T01:20:30Z", "event_time_quality": "exact", "published_at_utc": "2026-09-11T01:20:30Z", "event_type": "liquidity_flow", "asset_keys": [ "SECURITIES" ], "direction_score": { "SECURITIES": 0 }, "confidence": 99, "horizon": "days", "raw_facts": { "document_name": "公开市场业务交易公告〔2026〕第 178 号", "operation_date": "2026 年 9 月 11 日", "operation_time_cst": "2026-09-11 09:20:30", "tender_mode": "固定利率、数量招标", "tenor": "7 天", "operation_rate_pct": "1.40%", "bidding_amount_cny": "40 亿元", "winning_amount_cny": "40 亿元", "operation_result": "全额满足一级交易商需求", "prev_day_operation_amount_cny": "30 亿元（第 177 号）" }, "transmission_chain": [ "人民银行连续通过 7 天期逆回购精准提供短期流动性，操作利率保持 1.40%平稳不变", "央行灵活对冲到期资金，银行间资金面维持平稳适度充裕", "中性流动性投放对证券 ETF 方向影响保持中性" ], "invalidation_conditions": [ "中国人民银行更正或撤回第 178 号公开市场业务交易公告", "操作利率或中标量发生官方勘误" ], "source_urls": [ "https://www.pbc.gov.cn/zhengcehuobisi/125207/125213/125431/125475/2026091108502869867/index.html" ], "source_tier": "A" }, { "event_id": "exchanges-cn-20260911-turnover-500bn", "title": "沪深指数合成成交额 09:49 首破 5000 亿元", "event_time_utc": "2026-09-11T01:49:00Z", "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", "threshold": "500000000000 元", "previous_minute_time_asia_shanghai": "2026-09-11 09:48:00", "previous_minute_combined_amount": "495418396443.49 元", "previous_minute_sse_amount": "241970513169 元", "previous_minute_szse_amount": "253447883274.49 元", "first_crossing_time_asia_shanghai": "2026-09-11 09:49:00", "crossing_combined_amount": "513039541419.14 元", "crossing_sse_000001_cumulative_amount": "250263764262 元", "crossing_szse_399106_cumulative_amount": "262775777157.14 元", "crossing_minute_sse_amount": "8293251093 元", "crossing_minute_szse_amount": "9327893882.65 元", "calculation_scope": "上交所 000001 与深交所 399106 逐分钟 amount 逐项相加；从 09:30 累计至对应分钟，统一 HH:MM 分钟键；该值是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": [ "上证指数与深证综指逐分钟 amount 合成序列在 09:49 突破 5000 亿元关口", "早盘前 19 分钟两市成交突破半万亿，交投情绪快速释放", "对证券 ETF 构成温和正向量能驱动" ], "invalidation_conditions": [ "上交所或深交所修订 2026-09-11 逐分钟分时成交额导致 09:49 合成值低于 5000 亿元", "计算范围误纳入 09:49 之后的分钟行" ], "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": "exchanges-cn-20260911-turnover-1trillion", "title": "沪深指数合成成交额 10:38 首破 1 万亿元", "event_time_utc": "2026-09-11T02:38:00Z", "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", "threshold": "1000000000000 元", "previous_minute_time_asia_shanghai": "2026-09-11 10:37:00", "previous_minute_combined_amount": "996217545221.98 元", "previous_minute_sse_amount": "480386652296 元", "previous_minute_szse_amount": "515830892925.98 元", "first_crossing_time_asia_shanghai": "2026-09-11 10:38:00", "crossing_combined_amount": "1002926745510.48 元", "crossing_sse_000001_cumulative_amount": "483786784365 元", "crossing_szse_399106_cumulative_amount": "519139961145.48 元", "crossing_minute_sse_amount": "3400132069 元", "crossing_minute_szse_amount": "3309068219.50 元", "calculation_scope": "上交所 000001 与深交所 399106 逐分钟 amount 逐项相加；从 09:30 累计至对应分钟，统一 HH:MM 分钟键；该值是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": [ "上证指数与深证综指逐分钟 amount 合成序列在 10:38 顺利突破 1 万亿元整数大关，较昨日（11:02 破万亿）提前 24 分钟完成放量跨越", "早盘资金活跃换手，量能台阶显著抬升直接扩大券商经纪业务佣金收费基数", "对证券 ETF 构成显著正向量能驱动" ], "invalidation_conditions": [ "上交所或深交所修订逐分钟数据使 10:38 合成值低于 1 万亿元", "计算范围误纳入 10:38 之后的分钟行" ], "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": "exchanges-cn-20260911-turnover-1p1trillion", "title": "沪深指数合成成交额 10:53 首破 1.1 万亿元", "event_time_utc": "2026-09-11T02:53:00Z", "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", "threshold": "1100000000000 元", "previous_minute_time_asia_shanghai": "2026-09-11 10:52:00", "previous_minute_combined_amount": "1097543320959.85 元", "previous_minute_sse_amount": "530306832844 元", "previous_minute_szse_amount": "567236488115.85 元", "first_crossing_time_asia_shanghai": "2026-09-11 10:53:00", "crossing_combined_amount": "1102956219420.29 元", "crossing_sse_000001_cumulative_amount": "532979718236 元", "crossing_szse_399106_cumulative_amount": "569976501184.29 元", "crossing_minute_sse_amount": "2672885392 元", "crossing_minute_szse_amount": "2740013068.44 元", "morning_1100_final_cumulative_amount": "1,140,688,699,665.53 元", "calculation_scope": "上交所 000001 与深交所 399106 逐分钟 amount 逐项相加；从 09:30 累计至对应分钟，统一 HH:MM 分钟键；该值是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": [ "沪深指数合成成交额在 10:53 突破 1.1 万亿元，临近早盘尾声两市交投依然维持每分钟超 50 亿元的高频换手", "量能充裕平抑部分盘面震荡压力，提升市场流动性深度", "对证券 ETF 构成温和正向驱动" ], "invalidation_conditions": [ "交易所修订逐分钟分时 amount 导致 10:53 合成值低于 1.1 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-512880-20260911-1100-snapshot", "title": "证券 ETF 早盘报 1.060 元，半日成交 15.76 亿元", "event_time_utc": "2026-09-11T03:00:00Z", "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 11:00:00", "price": "1.0600 元", "prev_close": "1.0910 元", "change": "-0.0310 元", "change_pct": "-2.8414%", "high": "1.0850 元", "low": "1.0550 元", "morning_cumulative_volume": "1,476,725,697 份", "morning_cumulative_amount": "1,575,520,862 元", "window_1000_1100_amount": "533,909,137 元", "sse_000001_morning_close_price": "3863.3847 点", "sse_000001_morning_change": "-71.0189 点", "sse_000001_morning_change_pct": "-1.8051%", "sse_000001_morning_amount": "552,159,489,647 元", "szse_399106_morning_close_price": "2434.59 点", "szse_399106_morning_change": "-67.45 点", "szse_399106_morning_change_pct": "-2.6958%", "szse_399106_morning_amount": "588,529,210,018.53 元", "combined_morning_turnover_amount": "1,140,688,699,665.53 元", "window_combined_turnover_amount": "479,423,172,851.96 元", "calculation_scope": "上交所 512880 与 000001、深交所 399106 逐分钟 amount 精确求和，严格截取 09:30 至 11:00（共 91 行），11:00 后行留待后续窗口" }, "transmission_chain": [ "证券 ETF（512880）早盘收于 1.0600 元，较前收盘价 1.0910 元下跌 0.0310 元（-2.84%），半日成交达 15.76 亿元", "上证指数半日跌 1.81%报 3863.38 点，深证综指跌 2.70%报 2434.59 点，两市指数合成半日成交达 11406.89 亿元", "市场呈现放量调整特征，价格短期回调压制估值，对证券 ETF 方向分数记为-1" ], "invalidation_conditions": [ "上交所修订 2026-09-11 早盘 512880 逐分钟成交或价格数据", "下午开盘集合竞价出现重大异动修正早盘价格逻辑" ], "source_urls": [ "https://yunhq.sse.com.cn:32042/v1/sh1/line/512880?begin=0&end=-1&select=time,price,change,change_pct,volume,amount", "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" } ]