恒生指數期貨市場佔有率數據 | ||||||||||||||||||||
更新日期: 18/09/2023 | ||||||||||||||||||||
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 | 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 | |
23年05月02日至23年05月05日 | 23年05月08日至23年05月12日 | 23年05月15日至23年05月19日 | 23年05月22日至23年05月25日 | 23年05月29日至23年06月02日 | 23年06月05日至23年06月09日 | 23年06月12日至23年06月16日 | 23年06月19日至23年06月23日 | 23年06月26日至23年06月30日 | 23年07月03日至23年07月07日 | 23年07月10日至23年07月14日 | 23年07月18日至23年07月21日 | 23年07月24日至23年07月28日 | 23年07月31日至23年08月04日 | 23年08月07日至23年08月11日 | 23年08月14日至23年08月18日 | 23年08月21日至23年08月25日 | 23年08月28日至23年08月31日 | 23年09月04日至23年09月07日 | 23年09月11日至23年09月15日 | |
首10名交易所參與者未平長倉合約張數 (期末數字) | 114,601 | 112,913 | 116,992 | 131,888 | 120,250 | 111,382 | 116,060 | 124,288 | 105,121 | 107,993 | 102,762 | 111,544 | 105,305 | 92,950 | 96,782 | 117,100 | 137,543 | 105,520 | 118,441 | 112,027 |
佔市場未平倉合約的百分比* | 85.43% | 84.01% | 84.06% | 83.37% | 85.96% | 86.60% | 87.42% | 86.88% | 85.24% | 83.99% | 83.83% | 85.07% | 83.17% | 81.95% | 81.74% | 82.62% | 83.87% | 84.56% | 85.27% | 84.85% |
參與者 1 | 18.51% | 17.80% | 15.02% | 14.69% | 14.50% | 17.16% | 20.49% | 19.31% | 20.32% | 16.87% | 20.05% | 19.49% | 14.84% | 14.81% | 13.92% | 16.05% | 19.99% | 15.30% | 15.95% | 13.36% |
參與者 2 | 14.52% | 14.39% | 13.89% | 14.03% | 13.87% | 14.55% | 13.41% | 12.36% | 13.10% | 12.53% | 12.85% | 11.80% | 13.05% | 14.07% | 13.69% | 13.13% | 12.29% | 12.98% | 13.40% | 12.70% |
參與者 3 | 13.23% | 12.06% | 12.03% | 12.00% | 13.71% | 13.79% | 13.31% | 11.53% | 12.79% | 12.50% | 12.79% | 11.53% | 12.52% | 12.84% | 13.04% | 12.21% | 11.58% | 12.86% | 12.10% | 11.61% |
參與者 4 | 10.25% | 11.22% | 11.19% | 11.83% | 13.70% | 12.75% | 12.86% | 11.36% | 10.71% | 12.36% | 10.79% | 11.24% | 12.30% | 11.24% | 11.66% | 12.04% | 11.21% | 11.43% | 11.93% | 11.30% |
參與者 5 | 9.18% | 8.93% | 10.61% | 10.86% | 9.40% | 9.52% | 9.04% | 11.36% | 9.42% | 9.54% | 9.09% | 11.08% | 9.83% | 10.00% | 10.57% | 9.33% | 9.24% | 9.29% | 10.80% | 9.57% |
參與者 6 | 7.75% | 8.88% | 9.48% | 8.93% | 8.88% | 8.48% | 7.30% | 8.84% | 6.35% | 8.25% | 6.59% | 6.22% | 6.28% | 4.61% | 3.88% | 4.84% | 6.98% | 8.61% | 7.82% | 9.31% |
參與者 7 | 3.56% | 3.42% | 4.77% | 3.83% | 4.05% | 3.33% | 3.06% | 4.19% | 4.48% | 4.03% | 3.51% | 4.00% | 4.81% | 3.96% | 3.86% | 4.36% | 4.48% | 4.17% | 3.67% | 5.03% |
參與者 8 | 3.21% | 3.06% | 3.20% | 3.25% | 3.60% | 2.48% | 2.87% | 3.29% | 3.52% | 3.03% | 3.30% | 3.83% | 3.75% | 3.92% | 3.85% | 4.27% | 3.40% | 3.95% | 3.36% | 5.02% |
參與者 9 | 2.92% | 2.35% | 1.99% | 1.97% | 2.37% | 2.47% | 2.81% | 2.78% | 2.79% | 2.63% | 3.00% | 3.42% | 2.99% | 3.32% | 3.85% | 3.61% | 2.50% | 3.16% | 3.28% | 4.00% |
參與者 10 | 2.29% | 1.88% | 1.88% | 1.96% | 1.89% | 2.08% | 2.27% | 1.86% | 1.75% | 2.24% | 1.86% | 2.46% | 2.80% | 3.20% | 3.43% | 2.78% | 2.20% | 2.81% | 2.96% | 2.94% |
首10名交易所參與者未平短倉合約張數 (期末數字) | 117,346 | 118,470 | 123,024 | 140,863 | 125,835 | 114,237 | 117,206 | 125,283 | 105,734 | 112,369 | 107,495 | 116,564 | 110,646 | 99,109 | 100,755 | 124,868 | 143,182 | 108,593 | 115,260 | 116,885 |
佔市場未平倉合約的百分比* | 87.47% | 88.15% | 88.39% | 89.04% | 89.96% | 88.82% | 88.28% | 87.58% | 85.73% | 87.40% | 87.70% | 88.90% | 87.39% | 87.38% | 85.09% | 88.10% | 87.31% | 87.03% | 82.98% | 88.53% |
參與者 1 | 15.14% | 14.51% | 14.11% | 12.97% | 14.31% | 14.69% | 13.19% | 13.27% | 13.74% | 13.05% | 13.15% | 13.90% | 15.01% | 13.67% | 12.61% | 12.96% | 12.60% | 13.17% | 12.66% | 12.95% |
參與者 2 | 13.44% | 13.85% | 12.54% | 12.49% | 13.46% | 13.48% | 13.14% | 11.88% | 12.88% | 12.59% | 12.99% | 13.28% | 13.06% | 11.91% | 11.39% | 11.72% | 12.45% | 12.65% | 11.69% | 12.93% |
參與者 3 | 10.75% | 11.08% | 11.09% | 10.99% | 12.97% | 11.99% | 10.72% | 11.66% | 10.59% | 12.42% | 12.03% | 12.82% | 10.59% | 10.44% | 9.99% | 11.63% | 11.22% | 11.73% | 11.66% | 12.38% |
參與者 4 | 10.75% | 9.53% | 10.93% | 9.99% | 12.68% | 10.66% | 10.45% | 11.37% | 10.25% | 11.40% | 8.99% | 9.87% | 10.34% | 9.11% | 8.74% | 11.00% | 10.98% | 11.18% | 10.80% | 11.26% |
參與者 5 | 7.80% | 7.70% | 9.13% | 9.73% | 10.37% | 9.61% | 10.25% | 8.86% | 8.03% | 8.67% | 8.81% | 9.73% | 8.26% | 8.24% | 8.71% | 8.43% | 9.75% | 10.19% | 9.34% | 10.21% |
參與者 6 | 7.30% | 7.19% | 6.99% | 8.68% | 6.69% | 7.40% | 8.78% | 8.65% | 7.38% | 6.55% | 7.53% | 6.87% | 7.07% | 7.84% | 7.70% | 8.19% | 8.52% | 6.69% | 8.22% | 7.13% |
參與者 7 | 6.02% | 7.07% | 6.58% | 7.63% | 5.41% | 6.09% | 7.00% | 6.33% | 7.14% | 6.37% | 6.64% | 6.69% | 6.08% | 7.41% | 7.55% | 7.55% | 7.54% | 5.89% | 4.96% | 5.94% |
參與者 8 | 5.75% | 6.57% | 6.21% | 6.31% | 5.24% | 6.04% | 6.34% | 6.23% | 5.93% | 6.12% | 6.60% | 5.81% | 5.91% | 7.13% | 7.43% | 6.20% | 5.63% | 5.38% | 4.73% | 5.74% |
參與者 9 | 5.72% | 5.80% | 5.94% | 5.96% | 5.14% | 5.18% | 4.58% | 4.98% | 5.40% | 5.35% | 5.83% | 5.47% | 5.81% | 6.28% | 6.08% | 5.38% | 4.93% | 5.23% | 4.67% | 5.19% |
參與者 10 | 4.80% | 4.85% | 4.88% | 4.30% | 3.67% | 3.68% | 3.83% | 4.36% | 4.39% | 4.87% | 5.12% | 4.45% | 5.26% | 5.36% | 4.88% | 5.04% | 3.68% | 4.90% | 4.24% | 4.78% |
首10名交易所參與者長短倉成交量 (合約張數) | 654,537 | 844,279 | 914,127 | 1,064,653 | 1,144,523 | 853,401 | 889,142 | 692,976 | 1,241,837 | 846,494 | 794,253 | 686,864 | 1,498,967 | 1,016,577 | 849,637 | 1,014,995 | 1,073,098 | 1,089,050 | 651,935 | 793,272 |
佔市場長短倉成交量的百分比* | 72.86% | 73.09% | 72.15% | 70.30% | 71.24% | 73.16% | 72.64% | 71.11% | 68.77% | 71.82% | 70.23% | 68.03% | 68.62% | 71.56% | 72.13% | 71.28% | 67.00% | 71.00% | 72.19% | 70.76% |
參與者 1 | 26.81% | 28.93% | 27.82% | 18.97% | 23.02% | 28.20% | 27.55% | 24.03% | 18.47% | 26.41% | 25.33% | 24.10% | 17.37% | 25.79% | 25.68% | 24.59% | 21.48% | 18.21% | 24.57% | 23.87% |
參與者 2 | 11.82% | 11.02% | 11.75% | 9.66% | 10.57% | 11.94% | 12.16% | 12.36% | 8.80% | 12.60% | 11.95% | 12.12% | 10.75% | 12.76% | 12.49% | 12.88% | 11.66% | 11.59% | 13.40% | 12.28% |
參與者 3 | 5.76% | 5.54% | 6.02% | 7.50% | 6.75% | 5.69% | 5.44% | 6.29% | 7.56% | 5.61% | 5.96% | 5.43% | 7.24% | 6.44% | 6.39% | 6.59% | 5.72% | 8.40% | 6.08% | 6.11% |
參與者 4 | 5.71% | 5.37% | 5.07% | 7.13% | 5.49% | 5.40% | 5.33% | 5.84% | 6.36% | 4.75% | 5.62% | 5.14% | 6.68% | 5.37% | 5.36% | 5.23% | 5.55% | 6.50% | 5.99% | 5.90% |
參與者 5 | 5.58% | 5.16% | 4.80% | 6.71% | 5.34% | 4.64% | 4.84% | 4.77% | 6.08% | 4.64% | 4.70% | 3.99% | 6.65% | 4.82% | 4.92% | 4.65% | 4.65% | 6.50% | 4.44% | 4.66% |
參與者 6 | 4.48% | 4.24% | 4.18% | 5.22% | 4.77% | 4.03% | 4.18% | 4.13% | 5.89% | 4.25% | 3.64% | 3.88% | 6.10% | 3.78% | 4.13% | 4.58% | 4.20% | 5.17% | 4.39% | 4.34% |
參與者 7 | 4.20% | 3.84% | 3.69% | 4.76% | 4.05% | 4.02% | 4.08% | 3.73% | 5.42% | 3.69% | 3.63% | 3.83% | 5.25% | 3.45% | 3.96% | 3.49% | 3.96% | 3.95% | 3.79% | 3.92% |
參與者 8 | 2.89% | 3.25% | 3.00% | 3.75% | 4.04% | 3.49% | 3.16% | 3.67% | 3.94% | 3.55% | 3.22% | 3.66% | 3.05% | 3.38% | 3.61% | 3.24% | 3.57% | 3.91% | 3.68% | 3.45% |
參與者 9 | 2.85% | 2.94% | 2.98% | 3.38% | 3.73% | 2.96% | 3.09% | 3.16% | 3.14% | 3.27% | 3.12% | 3.14% | 2.85% | 3.35% | 3.09% | 3.14% | 3.35% | 3.56% | 3.29% | 3.12% |
參與者 10 | 2.75% | 2.80% | 2.85% | 3.21% | 3.49% | 2.79% | 2.82% | 3.12% | 3.11% | 3.03% | 3.08% | 2.74% | 2.70% | 2.41% | 2.51% | 2.89% | 2.86% | 3.21% | 2.55% | 3.12% |
首10名交易所參與者長倉成交量 (合約張數) | 326,200 | 419,427 | 457,935 | 530,961 | 573,898 | 428,490 | 445,334 | 348,489 | 619,748 | 423,966 | 396,692 | 346,225 | 750,583 | 505,189 | 427,930 | 509,384 | 538,701 | 546,467 | 328,092 | 395,018 |
佔市場長倉成交量的百分比* | 72.62% | 72.62% | 72.29% | 70.12% | 71.45% | 73.46% | 72.76% | 71.52% | 68.64% | 71.94% | 70.16% | 68.59% | 68.72% | 71.13% | 72.66% | 71.55% | 67.27% | 71.25% | 72.66% | 70.47% |
參與者 1 | 26.75% | 29.07% | 28.01% | 18.97% | 22.92% | 28.03% | 27.35% | 24.28% | 18.35% | 26.75% | 24.93% | 24.45% | 17.24% | 25.80% | 25.99% | 25.00% | 21.66% | 18.00% | 25.04% | 23.46% |
參與者 2 | 11.85% | 10.81% | 11.49% | 9.62% | 10.47% | 12.35% | 12.27% | 12.06% | 9.01% | 12.36% | 12.48% | 11.95% | 10.88% | 12.57% | 12.45% | 12.74% | 11.74% | 11.66% | 13.11% | 12.61% |
參與者 3 | 5.82% | 5.39% | 5.92% | 7.57% | 6.78% | 6.17% | 5.97% | 6.27% | 7.77% | 5.16% | 5.97% | 5.62% | 7.12% | 6.46% | 6.37% | 6.63% | 5.85% | 8.39% | 6.00% | 6.43% |
參與者 4 | 5.75% | 5.18% | 5.11% | 7.15% | 5.71% | 5.35% | 5.29% | 5.91% | 6.18% | 4.76% | 5.60% | 5.11% | 6.68% | 5.08% | 4.95% | 5.09% | 5.55% | 6.83% | 5.49% | 5.91% |
參與者 5 | 5.55% | 4.89% | 4.79% | 6.21% | 5.54% | 4.64% | 4.84% | 4.88% | 5.88% | 4.62% | 4.60% | 4.14% | 6.68% | 4.86% | 4.89% | 4.66% | 4.57% | 6.58% | 4.44% | 4.62% |
參與者 6 | 4.42% | 4.20% | 4.23% | 5.37% | 4.85% | 3.99% | 4.15% | 4.11% | 5.86% | 4.33% | 3.64% | 4.07% | 5.97% | 3.84% | 4.14% | 4.65% | 4.14% | 5.09% | 4.37% | 4.45% |
參與者 7 | 4.12% | 4.01% | 3.86% | 4.77% | 4.02% | 3.98% | 4.03% | 3.68% | 5.48% | 3.99% | 3.42% | 3.80% | 5.25% | 3.47% | 3.98% | 3.44% | 3.89% | 4.05% | 4.20% | 3.75% |
參與者 8 | 2.88% | 3.27% | 3.03% | 3.71% | 3.91% | 3.14% | 3.08% | 3.58% | 3.94% | 3.63% | 3.28% | 3.61% | 3.07% | 3.29% | 3.75% | 3.28% | 3.55% | 3.97% | 3.84% | 3.38% |
參與者 9 | 2.75% | 2.97% | 3.01% | 3.41% | 3.65% | 2.99% | 3.03% | 3.45% | 3.09% | 3.29% | 3.17% | 3.14% | 3.04% | 3.27% | 3.40% | 3.13% | 3.35% | 3.52% | 3.35% | 3.09% |
參與者 10 | 2.74% | 2.83% | 2.85% | 3.33% | 3.60% | 2.84% | 2.75% | 3.31% | 3.08% | 3.05% | 3.06% | 2.70% | 2.78% | 2.48% | 2.74% | 2.94% | 2.98% | 3.16% | 2.82% | 2.79% |
首10名交易所參與者短倉成交量 (合約張數) | 328,337 | 424,852 | 456,280 | 533,692 | 570,625 | 424,911 | 444,331 | 344,487 | 622,157 | 422,528 | 397,561 | 340,639 | 750,430 | 511,388 | 422,222 | 505,611 | 535,584 | 542,583 | 325,836 | 398,254 |
佔市場短倉成交量的百分比* | 73.10% | 73.56% | 72.03% | 70.48% | 71.04% | 72.85% | 72.60% | 70.70% | 68.90% | 71.69% | 70.31% | 67.48% | 68.71% | 72.00% | 71.69% | 71.02% | 66.88% | 70.75% | 72.16% | 71.05% |
參與者 1 | 26.86% | 28.79% | 27.62% | 18.97% | 23.12% | 28.37% | 27.74% | 23.77% | 18.59% | 26.08% | 25.72% | 23.75% | 17.49% | 25.79% | 25.37% | 24.18% | 21.30% | 18.43% | 24.11% | 24.27% |
參與者 2 | 11.79% | 11.22% | 12.00% | 9.69% | 10.67% | 11.54% | 12.04% | 12.67% | 8.59% | 12.85% | 11.43% | 12.30% | 10.62% | 12.95% | 12.52% | 13.01% | 11.58% | 11.51% | 13.69% | 11.95% |
參與者 3 | 5.71% | 6.19% | 6.12% | 7.42% | 6.72% | 5.44% | 5.36% | 6.31% | 7.34% | 6.05% | 5.95% | 5.24% | 7.36% | 6.42% | 6.42% | 6.56% | 5.60% | 8.41% | 6.66% | 5.88% |
參與者 4 | 5.68% | 5.36% | 5.03% | 7.21% | 5.44% | 5.22% | 4.90% | 5.78% | 6.55% | 4.74% | 5.63% | 5.16% | 6.68% | 5.66% | 5.82% | 5.36% | 5.55% | 6.42% | 5.99% | 5.80% |
參與者 5 | 5.60% | 5.15% | 4.81% | 7.10% | 4.98% | 4.64% | 4.85% | 4.66% | 6.31% | 4.65% | 4.79% | 3.96% | 6.61% | 4.79% | 4.88% | 4.65% | 4.73% | 6.16% | 4.45% | 4.69% |
參與者 6 | 4.55% | 4.28% | 4.14% | 5.08% | 4.69% | 4.07% | 4.21% | 4.16% | 5.90% | 4.17% | 3.83% | 3.91% | 6.23% | 3.72% | 4.12% | 4.51% | 4.26% | 5.25% | 4.40% | 4.22% |
參與者 7 | 4.28% | 3.67% | 3.51% | 4.75% | 4.18% | 4.07% | 4.12% | 3.88% | 5.36% | 3.48% | 3.63% | 3.71% | 5.24% | 3.64% | 3.94% | 3.54% | 4.03% | 3.85% | 3.74% | 4.10% |
參與者 8 | 2.97% | 3.23% | 2.97% | 3.80% | 4.06% | 3.83% | 3.24% | 3.66% | 3.95% | 3.39% | 3.28% | 3.52% | 3.06% | 3.41% | 3.48% | 3.20% | 3.58% | 3.84% | 3.23% | 3.53% |
參與者 9 | 2.90% | 2.91% | 2.95% | 3.35% | 3.80% | 2.94% | 3.15% | 3.02% | 3.19% | 3.26% | 3.10% | 3.14% | 2.75% | 3.30% | 2.79% | 3.15% | 3.35% | 3.61% | 3.16% | 3.45% |
參與者 10 | 2.76% | 2.77% | 2.87% | 3.10% | 3.38% | 2.74% | 2.98% | 2.79% | 3.12% | 3.02% | 2.95% | 2.78% | 2.67% | 2.33% | 2.36% | 2.85% | 2.90% | 3.25% | 2.73% | 3.15% |
恒生指數期貨成交金額 (百萬港元) | 109,975 | 111,489 | 130,634 | 266,538 | 146,365 | 99,877 | 151,171 | 119,215 | 103,675 | 131,717 | 105,767 | 116,257 | 167,885 | 137,691 | 126,803 | 144,769 | 224,940 | 116,773 | 100,723 | 132,886 |
佔現貨市場成交金額的百分比 | 2.20% | 2.10% | 2.70% | 4.30% | 1.90% | 2.20% | 2.50% | 3.20% | 2.40% | 2.40% | 2.30% | 2.90% | 2.40% | 2.35% | 2.50% | 2.40% | 5.00% | 1.60% | 2.10% | 2.00% |
交易所活躍參與者數目 | 122 | 120 | 124 | 130 | 135 | 123 | 126 | 127 | 133 | 128 | 124 | 121 | 133 | 123 | 124 | 126 | 127 | 131 | 122 | 123 |
首3名好淡大戶淨未平長倉 / 短倉 | +9,293 | +6,468 | +4,451 | +6,753 | +1,879 | +6,868 | +13,487 | +9,144 | +11,095 | +4,941 | +9,223 | +3,698 | +2,217 | +6,465 | +7,883 | +7,200 | +12,448 | +4,484 | +7,556 | -779 |
首5名好淡大戶淨未平長倉 / 短倉 | +10,471 | +10,394 | +6,872 | +11,450 | +1,952 | +9,441 | +15,079 | +12,708 | +13,375 | +7,296 | +11,775 | +7,265 | +6,687 | +10,877 | +13,541 | +9,949 | +11,990 | +3,675 | +11,154 | -1,571 |
首10名好淡大戶淨未平長倉 / 短倉 | -2,745 | -5,557 | -6,032 | -8,975 | -5,585 | -2,855 | -1,146 | -995 | -613 | -4,376 | -4,733 | -5,020 | -5,341 | -6,159 | -3,973 | -7,768 | -5,639 | -3,073 | +3,181 | -4,858 |
* 因進位關係,所有數據相加可能不等於總數 | ||||||||||||||||||||