| 恒生指數期貨市場佔有率數據 | ||||||||||
| 更新日期: 30/03/2020 | ||||||||||
| 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 | |
| 20年01月20日至20年01月24日 | 20年01月29日至20年01月31日 | 20年02月03日至20年02月07日 | 20年02月10日至20年02月14日 | 20年02月17日至20年02月21日 | 20年02月24日至20年02月28日 | 20年03月02日至20年03月06日 | 20年03月09日至20年03月13日 | 20年03月16日至20年03月20日 | 20年03月23日至20年03月27日 | |
| 首10名交易所參與者未平長倉合約張數 (期末數字) | 129,087 | 107,913 | 103,706 | 107,889 | 110,121 | 95,263 | 95,441 | 103,056 | 118,955 | 119,681 |
| 佔市場未平倉合約的百分比* | 83.77% | 82.34% | 82.15% | 83.11% | 82.03% | 79.01% | 73.20% | 75.81% | 77.13% | 80.95% |
| 參與者 1 | 10.63% | 12.35% | 16.38% | 16.43% | 17.23% | 18.33% | 16.31% | 17.13% | 18.51% | 19.65% |
| 參與者 2 | 10.46% | 10.52% | 10.74% | 11.09% | 10.63% | 11.18% | 11.52% | 12.42% | 10.38% | 9.43% |
| 參與者 3 | 10.37% | 10.33% | 9.16% | 9.21% | 9.92% | 9.06% | 8.89% | 8.15% | 8.56% | 8.70% |
| 參與者 4 | 9.07% | 9.88% | 9.12% | 8.63% | 8.47% | 7.74% | 6.48% | 7.48% | 7.29% | 8.02% |
| 參與者 5 | 8.81% | 9.13% | 8.10% | 8.17% | 8.15% | 7.51% | 5.90% | 6.16% | 7.23% | 6.97% |
| 參與者 6 | 8.48% | 7.99% | 7.19% | 8.00% | 7.53% | 6.39% | 5.59% | 6.07% | 6.85% | 6.66% |
| 參與者 7 | 8.34% | 7.61% | 6.75% | 7.78% | 7.52% | 5.59% | 5.32% | 5.31% | 5.61% | 6.53% |
| 參與者 8 | 8.00% | 5.73% | 5.43% | 5.23% | 4.85% | 5.54% | 5.27% | 5.26% | 4.74% | 6.22% |
| 參與者 9 | 6.07% | 5.40% | 5.04% | 4.98% | 4.10% | 4.42% | 4.04% | 4.41% | 4.02% | 4.85% |
| 參與者 10 | 3.54% | 3.41% | 4.23% | 3.58% | 3.64% | 3.26% | 3.88% | 3.42% | 3.94% | 3.94% |
| 首10名交易所參與者未平短倉合約張數 (期末數字) | 128,583 | 111,378 | 102,994 | 102,995 | 107,071 | 105,441 | 115,026 | 115,613 | 127,090 | 123,553 |
| 佔市場未平倉合約的百分比* | 83.45% | 84.98% | 81.58% | 79.34% | 79.76% | 87.46% | 88.23% | 85.05% | 82.40% | 83.57% |
| 參與者 1 | 12.36% | 13.34% | 13.34% | 14.14% | 13.87% | 12.75% | 12.05% | 13.73% | 12.60% | 13.41% |
| 參與者 2 | 11.67% | 13.10% | 13.17% | 12.97% | 11.95% | 12.02% | 11.38% | 12.20% | 11.46% | 12.24% |
| 參與者 3 | 11.27% | 10.59% | 8.79% | 9.84% | 10.17% | 11.10% | 11.36% | 10.73% | 11.03% | 10.57% |
| 參與者 4 | 9.33% | 9.87% | 8.62% | 8.64% | 9.18% | 9.46% | 10.27% | 10.39% | 10.73% | 10.42% |
| 參與者 5 | 8.84% | 8.71% | 8.23% | 7.91% | 8.10% | 9.28% | 9.69% | 9.11% | 7.19% | 8.22% |
| 參與者 6 | 8.40% | 8.31% | 7.90% | 7.45% | 7.76% | 8.53% | 8.65% | 7.58% | 6.86% | 7.82% |
| 參與者 7 | 8.26% | 7.73% | 7.21% | 6.17% | 6.40% | 8.23% | 8.02% | 7.37% | 6.82% | 7.57% |
| 參與者 8 | 5.47% | 5.73% | 6.34% | 5.89% | 5.98% | 6.43% | 7.37% | 6.19% | 6.63% | 5.58% |
| 參與者 9 | 5.18% | 3.82% | 4.21% | 3.48% | 3.73% | 6.43% | 7.04% | 5.27% | 5.56% | 4.26% |
| 參與者 10 | 2.67% | 3.80% | 3.78% | 2.85% | 2.61% | 3.23% | 2.39% | 2.48% | 3.54% | 3.49% |
| 首10名交易所參與者長短倉成交量 (合約張數) | 1,431,001 | 862,586 | 1,447,927 | 1,065,192 | 1,073,384 | 1,938,972 | 1,517,789 | 1,583,432 | 1,561,195 | 1,762,662 |
| 佔市場長短倉成交量的百分比* | 64.00% | 64.03% | 67.83% | 67.26% | 65.11% | 66.32% | 69.08% | 65.66% | 65.66% | 65.82% |
| 參與者 1 | 13.53% | 14.63% | 17.96% | 17.61% | 17.86% | 19.44% | 21.41% | 18.18% | 18.91% | 14.76% |
| 參與者 2 | 12.62% | 13.76% | 15.88% | 16.99% | 14.40% | 12.59% | 16.31% | 15.49% | 16.33% | 13.23% |
| 參與者 3 | 6.98% | 7.76% | 10.21% | 8.45% | 7.67% | 6.80% | 10.29% | 13.29% | 12.24% | 13.14% |
| 參與者 4 | 6.90% | 6.64% | 7.83% | 7.99% | 7.07% | 6.36% | 6.05% | 3.77% | 3.87% | 5.06% |
| 參與者 5 | 5.98% | 5.35% | 2.92% | 3.28% | 3.88% | 4.91% | 2.77% | 2.82% | 2.90% | 5.05% |
| 參與者 6 | 5.17% | 3.90% | 2.77% | 2.80% | 3.09% | 4.42% | 2.67% | 2.49% | 2.43% | 3.10% |
| 參與者 7 | 3.47% | 3.69% | 2.71% | 2.72% | 3.00% | 3.53% | 2.60% | 2.47% | 2.43% | 3.06% |
| 參與者 8 | 3.42% | 2.94% | 2.54% | 2.61% | 2.82% | 2.97% | 2.49% | 2.45% | 2.41% | 3.03% |
| 參與者 9 | 3.01% | 2.70% | 2.53% | 2.45% | 2.81% | 2.79% | 2.34% | 2.36% | 2.09% | 2.89% |
| 參與者 10 | 2.93% | 2.66% | 2.49% | 2.36% | 2.51% | 2.51% | 2.14% | 2.34% | 2.04% | 2.51% |
| 首10名交易所參與者長倉成交量 (合約張數) | 715,071 | 428,539 | 722,521 | 534,210 | 535,905 | 965,413 | 755,439 | 795,296 | 784,091 | 884,188 |
| 佔市場長倉成交量的百分比* | 63.96% | 63.62% | 67.70% | 67.47% | 65.02% | 66.05% | 68.77% | 65.96% | 65.95% | 66.03% |
| 參與者 1 | 13.38% | 14.72% | 17.66% | 17.61% | 17.89% | 19.47% | 21.44% | 18.37% | 18.82% | 14.73% |
| 參與者 2 | 12.62% | 13.73% | 15.85% | 17.08% | 14.27% | 12.46% | 16.11% | 15.46% | 16.37% | 13.21% |
| 參與者 3 | 6.98% | 7.75% | 10.25% | 8.44% | 7.67% | 6.85% | 10.33% | 13.31% | 12.11% | 13.15% |
| 參與者 4 | 6.91% | 6.55% | 7.83% | 8.00% | 7.09% | 6.37% | 6.06% | 3.77% | 3.86% | 5.26% |
| 參與者 5 | 6.03% | 5.35% | 2.96% | 3.28% | 3.92% | 4.87% | 2.74% | 2.81% | 2.87% | 5.01% |
| 參與者 6 | 5.14% | 3.97% | 2.74% | 2.78% | 3.09% | 4.42% | 2.66% | 2.51% | 2.68% | 3.09% |
| 參與者 7 | 3.55% | 3.62% | 2.73% | 2.67% | 2.96% | 3.41% | 2.62% | 2.49% | 2.64% | 3.08% |
| 參與者 8 | 3.34% | 2.74% | 2.63% | 2.61% | 2.81% | 2.91% | 2.50% | 2.44% | 2.39% | 3.02% |
| 參與者 9 | 3.06% | 2.60% | 2.54% | 2.53% | 2.80% | 2.83% | 2.17% | 2.43% | 2.16% | 2.87% |
| 參與者 10 | 2.97% | 2.59% | 2.50% | 2.44% | 2.50% | 2.45% | 2.14% | 2.36% | 2.04% | 2.61% |
| 首10名交易所參與者短倉成交量 (合約張數) | 715,930 | 434,047 | 725,406 | 530,982 | 537,479 | 973,719 | 762,350 | 790,516 | 777,104 | 878,474 |
| 佔市場短倉成交量的百分比* | 64.04% | 64.44% | 67.97% | 67.06% | 65.21% | 66.61% | 69.39% | 65.56% | 65.36% | 65.61% |
| 參與者 1 | 13.68% | 14.55% | 18.25% | 17.60% | 17.82% | 19.42% | 21.39% | 17.98% | 19.01% | 14.79% |
| 參與者 2 | 12.62% | 13.78% | 15.90% | 16.90% | 14.54% | 12.71% | 16.51% | 15.52% | 16.28% | 13.32% |
| 參與者 3 | 6.98% | 7.77% | 10.17% | 8.45% | 7.67% | 6.75% | 10.25% | 13.27% | 12.37% | 13.07% |
| 參與者 4 | 6.89% | 6.73% | 7.83% | 7.98% | 7.06% | 6.34% | 6.04% | 3.77% | 3.88% | 5.11% |
| 參與者 5 | 5.94% | 5.35% | 2.88% | 3.28% | 3.84% | 4.96% | 2.88% | 2.83% | 2.94% | 4.84% |
| 參與者 6 | 5.20% | 3.82% | 2.80% | 2.82% | 3.09% | 4.42% | 2.61% | 2.49% | 2.44% | 3.10% |
| 參與者 7 | 3.50% | 3.75% | 2.79% | 2.77% | 3.03% | 3.65% | 2.58% | 2.47% | 2.22% | 3.04% |
| 參與者 8 | 3.40% | 3.28% | 2.55% | 2.62% | 2.83% | 3.11% | 2.51% | 2.44% | 2.17% | 3.03% |
| 參與者 9 | 2.95% | 2.74% | 2.55% | 2.38% | 2.80% | 2.68% | 2.48% | 2.44% | 2.04% | 2.91% |
| 參與者 10 | 2.88% | 2.66% | 2.25% | 2.27% | 2.53% | 2.58% | 2.14% | 2.37% | 2.02% | 2.40% |
| 恒生指數期貨成交金額 (百萬港元) | 147,425 | 198,487 | 172,486 | 155,720 | 183,233 | 286,776 | 201,452 | 265,200 | 239,855 | 271,904 |
| 佔現貨市場成交金額的百分比 | 8.70% | 5.10% | 4.70% | 4.50% | 5.00% | 4.50% | 4.40% | 3.10% | 3.20% | 6.80% |
| 交易所活躍參與者數目 | 159 | 151 | 154 | 148 | 152 | 161 | 154 | 158 | 155 | 159 |
| 首3名好淡大戶淨未平長倉 / 短倉 | -5,913 | -5,022 | +1,234 | -286 | +2,404 | +3,260 | +2,521 | +1,415 | +3,637 | +2,307 |
| 首5名好淡大戶淨未平長倉 / 短倉 | -6,357 | -4,459 | +1,699 | +39 | +1,519 | -946 | -7,359 | -6,550 | -1,609 | -3,089 |
| 首10名好淡大戶淨未平長倉 / 短倉 | +504 | -3,465 | +712 | +4,894 | +3,050 | -10,178 | -19,585 | -12,557 | -8,135 | -3,872 |
| * 因進位關係，所有數據相加可能不等於總數 | ||||||||||