恒生指數期貨市場佔有率數據
更新日期: 13/01/2020
  星期周 星期周 星期周 星期周 星期周 星期周 星期周 星期周 星期周 星期周
19年11月04日至19年11月08日 19年11月11日至19年11月15日 19年11月18日至19年11月22日 19年11月25日至19年11月29日 19年12月02日至19年12月06日 19年12月09日至19年12月13日 19年12月16日至19年12月20日 19年12月23日至19年12月27日 19年12月30日至20年01月03日 20年01月06日至20年01月10日
首10名交易所參與者未平長倉合約張數 (期末數字) 119,932 120,341 111,327 95,825 97,302 112,090 117,637 125,251 104,737 106,960
佔市場未平倉合約的百分比* 82.11% 83.74% 79.51% 76.77% 77.45% 76.57% 76.66% 78.88% 84.67% 85.62%
參與者 1 10.26% 10.03% 11.07% 11.52% 12.27% 11.51% 11.15% 12.37% 13.55% 13.44%
參與者 2 10.16% 9.73% 9.38% 10.19% 11.81% 11.07% 11.11% 10.98% 11.76% 13.37%
參與者 3 9.93% 9.69% 9.30% 9.77% 9.42% 10.10% 9.60% 10.18% 11.31% 10.86%
參與者 4 9.15% 9.42% 8.68% 8.71% 8.63% 8.88% 9.05% 8.07% 10.16% 9.53%
參與者 5 8.77% 8.71% 8.21% 7.13% 7.52% 7.37% 7.89% 7.39% 8.99% 9.25%
參與者 6 7.87% 8.07% 7.49% 6.68% 6.94% 7.27% 6.99% 7.02% 6.96% 7.52%
參與者 7 6.84% 7.55% 7.41% 6.68% 6.19% 6.09% 5.83% 6.91% 6.82% 7.30%
參與者 8 6.64% 7.51% 7.30% 6.37% 5.66% 5.15% 5.56% 6.49% 6.10% 6.29%
參與者 9 6.32% 7.20% 6.00% 5.02% 5.03% 4.57% 4.84% 5.04% 5.73% 5.62%
參與者 10 6.17% 5.83% 4.67% 4.69% 4.00% 4.56% 4.64% 4.42% 3.28% 2.46%
首10名交易所參與者未平短倉合約張數 (期末數字)  124,224 122,320 114,527 107,093 105,990 118,225 120,859 129,074 104,003 104,140
佔市場未平倉合約的百分比* 85.03% 85.12% 81.80% 85.79% 84.37% 80.76% 78.76% 81.28% 84.08% 83.36%
參與者 1 15.00% 15.42% 13.84% 11.60% 11.60% 12.41% 11.99% 12.30% 14.96% 15.45%
參與者 2 12.29% 12.08% 11.59% 11.02% 11.59% 11.20% 10.42% 11.92% 11.54% 12.65%
參與者 3 9.68% 10.50% 10.90% 10.96% 10.53% 10.51% 9.94% 10.76% 10.39% 10.25%
參與者 4 8.78% 9.26% 10.01% 10.48% 9.69% 8.80% 9.06% 9.59% 10.24% 9.69%
參與者 5 8.73% 7.99% 7.72% 8.06% 8.60% 8.62% 8.54% 8.99% 9.54% 9.48%
參與者 6 7.90% 7.22% 7.46% 8.00% 8.39% 7.66% 8.34% 7.38% 8.90% 8.36%
參與者 7 7.31% 6.99% 7.02% 7.81% 7.77% 7.21% 7.32% 7.07% 8.39% 7.61%
參與者 8 6.84% 6.73% 6.61% 7.57% 7.20% 6.19% 6.31% 6.13% 3.92% 4.11%
參與者 9 5.29% 6.34% 4.18% 5.94% 6.61% 5.94% 4.24% 4.89% 3.70% 3.67%
參與者 10 3.21% 2.59% 2.47% 4.36% 2.39% 2.22% 2.61% 2.25% 2.49% 2.11%
首10名交易所參與者長短倉成交量 (合約張數) 1,192,838 1,398,933 1,259,178 1,366,358 1,083,371 1,000,407 1,142,240 728,101 739,005 1,122,645
佔市場長短倉成交量的百分比* 71.76% 70.96% 70.24% 64.03% 70.85% 68.52% 67.65% 61.62% 66.05% 69.37%
參與者 1 15.82% 15.25% 15.18% 13.41% 16.11% 16.20% 14.71% 11.49% 14.48% 17.22%
參與者 2 15.39% 14.92% 15.13% 10.70% 15.37% 14.09% 14.51% 8.07% 13.90% 16.02%
參與者 3 14.89% 13.46% 13.09% 7.92% 12.09% 11.88% 10.92% 8.00% 10.88% 10.41%
參與者 4 10.18% 9.66% 10.26% 7.51% 10.27% 9.79% 10.51% 7.68% 10.70% 9.49%
參與者 5 3.83% 3.91% 3.65% 4.99% 3.52% 3.53% 3.52% 5.82% 3.97% 3.46%
參與者 6 2.67% 3.66% 3.61% 4.63% 3.49% 3.15% 3.29% 4.73% 3.35% 3.00%
參與者 7 2.45% 2.85% 2.70% 4.52% 2.79% 2.97% 2.92% 4.66% 2.32% 2.70%
參與者 8 2.34% 2.64% 2.35% 4.35% 2.76% 2.42% 2.56% 4.17% 2.24% 2.60%
參與者 9 2.13% 2.63% 2.17% 3.37% 2.28% 2.29% 2.41% 3.53% 2.16% 2.23%
參與者 10 2.06% 1.98% 2.12% 2.62% 2.18% 2.21% 2.29% 3.47% 2.05% 2.22%
首10名交易所參與者長倉成交量 (合約張數) 594,871 699,536 630,650 682,205 544,013 503,800 569,639 364,389 369,468 559,554
佔市場長倉成交量的百分比* 71.58% 70.97% 70.36% 63.94% 71.16% 69.01% 67.47% 61.68% 66.04% 69.15%
參與者 1 15.84% 15.24% 15.30% 13.27% 16.08% 16.62% 14.61% 11.40% 14.42% 17.13%
參與者 2 15.39% 14.81% 15.13% 10.72% 15.35% 14.08% 14.52% 8.07% 13.86% 16.03%
參與者 3 14.75% 13.50% 13.10% 7.95% 12.10% 11.88% 10.95% 7.99% 10.89% 10.43%
參與者 4 10.18% 9.66% 10.26% 7.51% 10.26% 9.79% 10.52% 7.69% 10.70% 9.49%
參與者 5 3.78% 4.00% 3.65% 5.01% 3.56% 3.46% 3.48% 5.82% 3.96% 3.47%
參與者 6 2.66% 3.66% 3.62% 4.59% 3.49% 3.28% 3.29% 4.74% 3.35% 3.00%
參與者 7 2.40% 2.93% 2.65% 4.46% 3.04% 3.15% 2.78% 4.67% 2.36% 2.63%
參與者 8 2.39% 2.62% 2.37% 4.45% 2.79% 2.32% 2.64% 4.17% 2.27% 2.60%
參與者 9 2.13% 2.60% 2.17% 3.33% 2.31% 2.27% 2.41% 3.59% 2.16% 2.21%
參與者 10 2.06% 1.95% 2.11% 2.64% 2.18% 2.17% 2.27% 3.55% 2.07% 2.15%
首10名交易所參與者短倉成交量 (合約張數) 597,967 701,301 628,528 684,153 539,358 496,621 572,601 364,699 369,741 563,399
佔市場短倉成交量的百分比* 71.95% 71.15% 70.12% 64.12% 70.55% 68.03% 67.83% 61.73% 66.09% 69.62%
參與者 1 15.80% 15.25% 15.12% 13.55% 16.14% 15.78% 14.81% 11.59% 14.54% 17.31%
參與者 2 15.39% 15.03% 15.05% 10.67% 15.38% 14.10% 14.49% 8.06% 13.94% 16.01%
參與者 3 15.04% 13.42% 13.07% 7.90% 12.08% 11.88% 10.89% 8.01% 10.86% 10.39%
參與者 4 10.17% 9.66% 10.26% 7.51% 10.27% 9.79% 10.51% 7.67% 10.70% 9.49%
參與者 5 3.87% 3.83% 3.65% 4.96% 3.49% 3.60% 3.55% 5.82% 3.98% 3.46%
參與者 6 2.69% 3.66% 3.61% 4.67% 3.49% 3.15% 3.29% 4.72% 3.35% 3.00%
參與者 7 2.50% 2.78% 2.74% 4.59% 2.78% 2.65% 3.06% 4.65% 2.28% 2.78%
參與者 8 2.30% 2.66% 2.33% 4.24% 2.48% 2.52% 2.49% 4.18% 2.22% 2.59%
參與者 9 2.13% 2.65% 2.17% 3.42% 2.25% 2.32% 2.41% 3.52% 2.16% 2.33%
參與者 10 2.06% 2.21% 2.12% 2.61% 2.18% 2.25% 2.31% 3.50% 2.06% 2.25%
恒生指數期貨成交金額 (百萬港元) 162,637 163,157 162,513 172,185 143,206 186,929 178,050 199,532 179,754 137,502
佔現貨市場成交金額的百分比 5.70% 5.80% 6.40% 5.10% 4.90% 4.40% 6.30% 7.50% 5.20% 3.70%
交易所活躍參與者數目  152 157 153 157 148 156 156 150 149 147
首3名好淡大戶淨未平長倉 / 短倉 -9,681 -12,285 -9,210 -2,625 -274 -2,109 -752 -2,308 -332 -851
首5名好淡大戶淨未平長倉 / 短倉 -9,088 -11,020 -10,385 -5,997 -2,961 -3,822 -1,764 -7,265 -1,110 -1,339
首10名好淡大戶淨未平長倉 / 短倉 -4,292 -1,979 -3,200 -11,268 -8,688 -6,135 -3,222 -3,823 +734 +2,820
* 因進位關係,所有數據相加可能不等於總數