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