| 恒生指數期貨市場佔有率數據 | ||||||||||
| 更新日期: 16/09/2019 | ||||||||||
| 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07月08日至19年07月12日 | 19年07月15日至19年07月19日 | 19年07月22日至19年07月26日 | 19年07月29日至19年08月02日 | 19年08月05日至19年08月09日 | 19年08月12日至19年08月16日 | 19年08月19日至19年08月23日 | 19年08月26日至19年08月30日 | 19年09月02日至19年09月06日 | 19年09月09日至19年09月13日 | |
| 首10名交易所參與者未平長倉合約張數 (期末數字) | 109,437 | 116,038 | 129,506 | 117,910 | 126,558 | 126,619 | 121,000 | 109,558 | 110,444 | 116,082 |
| 佔市場未平倉合約的百分比* | 85.31% | 84.97% | 85.58% | 85.89% | 87.10% | 85.95% | 85.39% | 84.98% | 84.80% | 83.90% |
| 參與者 1 | 12.02% | 11.68% | 11.42% | 12.29% | 12.41% | 13.10% | 12.76% | 15.05% | 15.55% | 12.97% |
| 參與者 2 | 10.23% | 11.59% | 11.04% | 11.84% | 12.02% | 11.14% | 10.70% | 10.47% | 10.96% | 11.54% |
| 參與者 3 | 9.45% | 10.40% | 9.88% | 10.14% | 11.21% | 9.54% | 9.31% | 9.74% | 10.52% | 9.38% |
| 參與者 4 | 9.30% | 9.70% | 9.76% | 8.61% | 8.48% | 9.03% | 9.31% | 9.14% | 8.94% | 8.32% |
| 參與者 5 | 9.02% | 8.89% | 9.54% | 8.32% | 8.44% | 8.97% | 8.59% | 8.68% | 8.47% | 8.07% |
| 參與者 6 | 8.73% | 8.41% | 8.11% | 7.98% | 8.32% | 8.01% | 8.48% | 8.65% | 7.66% | 7.93% |
| 參與者 7 | 7.83% | 6.78% | 7.05% | 7.77% | 8.08% | 7.67% | 7.95% | 8.04% | 7.24% | 7.70% |
| 參與者 8 | 6.80% | 6.43% | 6.81% | 6.44% | 7.95% | 6.83% | 7.03% | 6.11% | 5.70% | 6.60% |
| 參與者 9 | 6.04% | 6.01% | 6.75% | 6.30% | 5.61% | 6.10% | 5.83% | 5.05% | 4.91% | 5.85% |
| 參與者 10 | 5.89% | 5.08% | 5.22% | 6.20% | 4.58% | 5.56% | 5.43% | 4.05% | 4.85% | 5.54% |
| 首10名交易所參與者未平短倉合約張數 (期末數字) | 108,673 | 113,204 | 128,277 | 116,184 | 120,897 | 122,926 | 118,148 | 101,657 | 105,912 | 113,960 |
| 佔市場未平倉合約的百分比* | 84.71% | 82.91% | 84.77% | 84.64% | 83.19% | 83.45% | 83.37% | 78.85% | 81.32% | 82.37% |
| 參與者 1 | 13.82% | 13.40% | 14.01% | 13.38% | 12.07% | 11.22% | 12.13% | 11.24% | 11.63% | 11.66% |
| 參與者 2 | 11.95% | 11.56% | 11.08% | 12.16% | 10.98% | 10.75% | 10.31% | 11.10% | 10.45% | 11.14% |
| 參與者 3 | 11.89% | 10.62% | 10.02% | 10.00% | 10.41% | 10.23% | 9.73% | 9.16% | 9.15% | 10.31% |
| 參與者 4 | 9.73% | 10.27% | 9.57% | 9.54% | 10.13% | 8.99% | 9.33% | 8.84% | 9.05% | 9.23% |
| 參與者 5 | 9.61% | 8.75% | 9.12% | 8.50% | 8.82% | 8.39% | 8.73% | 7.53% | 8.74% | 8.73% |
| 參與者 6 | 9.28% | 8.07% | 8.79% | 7.86% | 6.53% | 7.25% | 7.57% | 7.23% | 7.35% | 8.67% |
| 參與者 7 | 6.57% | 7.39% | 7.27% | 7.08% | 6.35% | 7.09% | 6.97% | 6.68% | 7.14% | 6.49% |
| 參與者 8 | 5.54% | 5.87% | 6.83% | 6.43% | 6.27% | 7.08% | 6.85% | 6.35% | 6.91% | 6.23% |
| 參與者 9 | 3.77% | 3.52% | 4.04% | 5.53% | 6.08% | 6.33% | 6.05% | 5.80% | 5.69% | 5.88% |
| 參與者 10 | 2.55% | 3.46% | 4.04% | 4.16% | 5.55% | 6.12% | 5.70% | 4.92% | 5.21% | 4.03% |
| 首10名交易所參與者長短倉成交量 (合約張數) | 1,317,717 | 1,253,322 | 1,368,735 | 1,382,630 | 1,776,947 | 1,660,791 | 1,304,171 | 1,854,414 | 1,203,442 | 1,164,756 |
| 佔市場長短倉成交量的百分比* | 71.46% | 71.80% | 64.94% | 66.43% | 72.29% | 70.63% | 70.48% | 67.29% | 69.10% | 71.10% |
| 參與者 1 | 18.29% | 20.37% | 16.28% | 16.43% | 20.97% | 18.80% | 17.60% | 16.94% | 18.75% | 19.64% |
| 參與者 2 | 13.11% | 13.25% | 11.24% | 11.93% | 14.63% | 14.63% | 14.47% | 11.56% | 14.29% | 14.49% |
| 參與者 3 | 13.08% | 11.48% | 8.56% | 10.68% | 12.45% | 12.23% | 13.15% | 10.64% | 12.35% | 13.33% |
| 參與者 4 | 12.02% | 11.36% | 8.45% | 8.86% | 9.50% | 10.02% | 10.78% | 7.52% | 9.46% | 9.93% |
| 參與者 5 | 4.05% | 4.87% | 5.32% | 4.68% | 3.80% | 2.86% | 2.96% | 4.92% | 2.96% | 3.06% |
| 參與者 6 | 2.48% | 2.24% | 3.78% | 4.04% | 2.55% | 2.84% | 2.89% | 4.18% | 2.67% | 2.39% |
| 參與者 7 | 2.30% | 2.19% | 3.69% | 3.25% | 2.28% | 2.72% | 2.38% | 3.55% | 2.59% | 2.28% |
| 參與者 8 | 2.09% | 2.06% | 3.02% | 2.48% | 2.19% | 2.42% | 2.24% | 3.15% | 2.19% | 2.13% |
| 參與者 9 | 2.06% | 2.02% | 2.50% | 2.05% | 2.09% | 2.08% | 2.18% | 2.64% | 2.02% | 1.98% |
| 參與者 10 | 1.98% | 1.96% | 2.10% | 2.03% | 1.83% | 2.03% | 1.83% | 2.19% | 1.82% | 1.87% |
| 首10名交易所參與者長倉成交量 (合約張數) | 659,688 | 626,341 | 684,550 | 692,379 | 888,515 | 830,466 | 652,219 | 927,491 | 598,576 | 577,955 |
| 佔市場長倉成交量的百分比* | 71.57% | 71.74% | 64.95% | 66.54% | 72.30% | 70.63% | 70.49% | 67.32% | 68.72% | 70.55% |
| 參與者 1 | 18.28% | 20.35% | 16.30% | 16.41% | 20.96% | 18.76% | 17.60% | 16.91% | 18.68% | 19.64% |
| 參與者 2 | 13.13% | 13.50% | 11.30% | 11.90% | 14.66% | 14.66% | 14.50% | 11.48% | 14.30% | 14.51% |
| 參與者 3 | 13.05% | 11.48% | 8.56% | 10.71% | 12.39% | 12.10% | 12.97% | 10.65% | 12.29% | 13.36% |
| 參與者 4 | 12.02% | 11.35% | 8.47% | 8.86% | 9.50% | 10.02% | 10.78% | 7.53% | 9.46% | 9.93% |
| 參與者 5 | 4.13% | 4.82% | 5.33% | 4.75% | 3.82% | 2.95% | 3.02% | 4.79% | 2.87% | 2.97% |
| 參與者 6 | 2.53% | 2.15% | 3.84% | 4.20% | 2.63% | 2.83% | 2.88% | 4.31% | 2.67% | 2.29% |
| 參與者 7 | 2.31% | 2.06% | 3.65% | 3.07% | 2.22% | 2.75% | 2.37% | 3.61% | 2.47% | 2.28% |
| 參與者 8 | 2.09% | 2.06% | 2.93% | 2.53% | 2.19% | 2.41% | 2.24% | 3.12% | 2.19% | 2.12% |
| 參與者 9 | 2.05% | 2.02% | 2.47% | 2.07% | 2.10% | 2.12% | 2.16% | 2.81% | 2.01% | 1.73% |
| 參與者 10 | 1.98% | 1.95% | 2.10% | 2.04% | 1.83% | 2.03% | 1.97% | 2.11% | 1.78% | 1.72% |
| 首10名交易所參與者短倉成交量 (合約張數) | 658,029 | 626,981 | 684,185 | 690,251 | 888,432 | 830,325 | 652,140 | 926,923 | 604,866 | 586,801 |
| 佔市場短倉成交量的百分比* | 71.38% | 71.81% | 64.89% | 66.34% | 72.28% | 70.62% | 70.49% | 67.27% | 69.45% | 71.63% |
| 參與者 1 | 18.31% | 20.38% | 16.25% | 16.45% | 20.98% | 18.84% | 17.59% | 16.97% | 18.81% | 19.63% |
| 參與者 2 | 13.11% | 13.01% | 11.18% | 11.95% | 14.61% | 14.60% | 14.45% | 11.63% | 14.27% | 14.47% |
| 參與者 3 | 13.08% | 11.47% | 8.56% | 10.65% | 12.51% | 12.37% | 13.33% | 10.64% | 12.41% | 13.31% |
| 參與者 4 | 12.02% | 11.36% | 8.43% | 8.86% | 9.50% | 10.02% | 10.79% | 7.52% | 9.46% | 9.93% |
| 參與者 5 | 3.98% | 4.91% | 5.30% | 4.61% | 3.78% | 2.85% | 2.90% | 5.05% | 3.05% | 3.14% |
| 參與者 6 | 2.43% | 2.42% | 3.73% | 3.89% | 2.47% | 2.76% | 2.89% | 4.04% | 2.71% | 2.48% |
| 參與者 7 | 2.30% | 2.22% | 3.72% | 3.=E1943% | 2.34% | 2.69% | 2.38% | 3.50% | 2.67% | 2.27% |
| 參與者 8 | 2.10% | 2.06% | 3.10% | 2.44% | 2.19% | 2.42% | 2.24% | 3.18% | 2.19% | 2.25% |
| 參與者 9 | 2.08% | 2.01% | 2.52% | 2.06% | 2.07% | 2.04% | 2.20% | 2.46% | 2.02% | 2.14% |
| 參與者 10 | 1.97% | 1.97% | 2.10% | 2.00% | 1.83% | 2.03% | 1.72% | 2.28% | 1.86% | 2.01% |
| 恒生指數期貨成交金額 (百萬港元) | 178,570 | 162,065 | 294,695 | 218,420 | 176,042 | 254,338 | 178,039 | 221,615 | 164,441 | 132,170 |
| 佔現貨市場成交金額的百分比 | 8.20% | 6.90% | 12.30% | 5.10% | 6.60% | 7.10% | 6.30% | 7.20% | 5.30% | 4.70% |
| 交易所活躍參與者數目 | 153 | 150 | 158 | 159 | 156 | 156 | 155 | 158 | 156 | 152 |
| 首3名好淡大戶淨未平長倉 / 短倉 | -7,648 | -2,599 | -4,190 | -1,739 | +3,159 | +2,331 | +846 | +4,847 | +7,554 | +1,081 |
| 首5名好淡大戶淨未平長倉 / 短倉 | -8,958 | -3,182 | -3,267 | -3,261 | +205 | +3,247 | +617 | +6,716 | +7,059 | -1,090 |
| 首10名好淡大戶淨未平長倉 / 短倉 | +764 | +2,834 | +1,229 | +1,726 | +5,661 | +3,693 | +2,852 | +7,901 | +4,532 | +2,122 |
| * 因進位關係，所有數據相加可能不等於總數 | ||||||||||