| 恒生指數期貨市場佔有率數據 | ||||||||||
| 更新日期: 27/10/2020 | ||||||||||
| 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08月17日至20年08月21日 | 20年08月24日至20年08月28日 | 20年08月31日至20年09月04日 | 20年09月07日至20年09月11日 | 20年09月14日至20年09月18日 | 20年09月21日至20年09月25日 | 20年09月28日至20年09月30日 | 20年10月05日至20年10月09日 | 20年10月12日至20年10月16日 | 20年10月19日至20年10月23日 | |
| 首10名交易所參與者未平長倉合約張數 (期末數字) | 110,806 | 110,963 | 99,683 | 97,791 | 98,451 | 126,044 | 114,121 | 112,583 | 112,639 | 119,883 |
| 佔市場未平倉合約的百分比* | 82.74% | 83.80% | 81.50% | 78.24% | 77.72% | 77.64% | 81.79% | 82.64% | 83.67% | 82.16% |
| 參與者 1 | 14.44% | 15.32% | 15.06% | 14.20% | 13.33% | 13.79% | 15.55% | 15.32% | 15.77% | 15.43% |
| 參與者 2 | 13.54% | 14.82% | 14.17% | 13.34% | 13.16% | 13.43% | 12.24% | 12.13% | 11.82% | 12.28% |
| 參與者 3 | 11.63% | 14.49% | 14.17% | 11.56% | 10.99% | 10.51% | 10.32% | 12.04% | 11.62% | 11.46% |
| 參與者 4 | 10.13% | 8.59% | 9.48% | 6.73% | 8.01% | 7.52% | 9.15% | 8.18% | 7.61% | 9.46% |
| 參與者 5 | 8.75% | 7.57% | 6.72% | 6.69% | 6.77% | 6.27% | 7.62% | 7.57% | 7.57% | 7.06% |
| 參與者 6 | 6.30% | 6.28% | 5.89% | 6.63% | 6.46% | 6.19% | 6.96% | 6.71% | 7.49% | 6.55% |
| 參與者 7 | 5.98% | 6.12% | 5.26% | 6.09% | 6.12% | 6.03% | 6.63% | 6.47% | 6.30% | 6.31% |
| 參與者 8 | 5.20% | 5.42% | 4.78% | 5.63% | 5.48% | 5.51% | 5.33% | 6.25% | 6.22% | 6.11% |
| 參與者 9 | 3.84% | 2.80% | 3.22% | 4.42% | 4.51% | 4.38% | 5.23% | 5.10% | 6.19% | 4.14% |
| 參與者 10 | 2.93% | 2.38% | 2.75% | 2.94% | 2.89% | 4.02% | 2.76% | 2.88% | 3.08% | 3.34% |
| 首10名交易所參與者未平短倉合約張數 (期末數字) | 116,083 | 115,675 | 106,602 | 111,184 | 112,026 | 142,727 | 126,137 | 120,762 | 117,438 | 121,643 |
| 佔市場未平倉合約的百分比* | 86.68% | 87.35% | 87.16% | 88.96% | 88.44% | 87.92% | 90.40% | 88.64% | 87.24% | 83.36% |
| 參與者 1 | 16.58% | 18.07% | 18.64% | 16.82% | 16.31% | 14.88% | 16.62% | 16.31% | 16.15% | 14.60% |
| 參與者 2 | 16.56% | 16.71% | 16.06% | 11.94% | 12.05% | 14.01% | 11.50% | 12.92% | 12.07% | 11.54% |
| 參與者 3 | 10.91% | 10.60% | 9.20% | 11.69% | 11.16% | 10.73% | 11.17% | 11.14% | 10.89% | 11.00% |
| 參與者 4 | 8.53% | 9.29% | 8.81% | 10.93% | 10.43% | 9.42% | 10.40% | 10.76% | 10.70% | 10.40% |
| 參與者 5 | 7.84% | 7.43% | 7.96% | 8.84% | 7.40% | 9.34% | 10.13% | 10.59% | 10.05% | 9.40% |
| 參與者 6 | 7.28% | 7.28% | 6.78% | 6.86% | 6.97% | 7.19% | 7.74% | 6.27% | 6.30% | 6.82% |
| 參與者 7 | 7.25% | 6.95% | 6.24% | 6.59% | 6.92% | 7.03% | 6.22% | 6.04% | 6.10% | 6.23% |
| 參與者 8 | 6.28% | 4.99% | 6.16% | 5.62% | 6.85% | 6.14% | 5.73% | 5.48% | 6.09% | 5.37% |
| 參與者 9 | 3.63% | 4.26% | 4.85% | 5.42% | 5.81% | 4.76% | 5.60% | 5.17% | 4.63% | 4.04% |
| 參與者 10 | 1.83% | 1.75% | 2.46% | 4.26% | 4.53% | 4.40% | 5.28% | 3.95% | 4.26% | 3.96% |
| 首10名交易所參與者長短倉成交量 (合約張數) | 780,578 | 1,258,425 | 927,888 | 925,112 | 755,713 | 1,248,745 | 650,603 | 678,296 | 652,900 | 834,073 |
| 佔市場長短倉成交量的百分比* | 64.50% | 63.97% | 65.54% | 65.24% | 64.73% | 64.16% | 63.13% | 65.35% | 64.96% | 62.02% |
| 參與者 1 | 17.04% | 12.58% | 16.47% | 17.82% | 16.67% | 13.17% | 13.81% | 16.34% | 15.61% | 15.47% |
| 參與者 2 | 15.23% | 11.09% | 16.13% | 15.78% | 16.32% | 12.67% | 12.55% | 15.88% | 14.91% | 13.13% |
| 參與者 3 | 10.89% | 7.56% | 12.07% | 10.93% | 10.12% | 7.85% | 7.69% | 11.01% | 10.96% | 8.83% |
| 參與者 4 | 4.10% | 6.99% | 3.99% | 4.11% | 4.46% | 6.16% | 7.59% | 4.19% | 4.57% | 4.93% |
| 參與者 5 | 3.70% | 6.51% | 3.78% | 3.11% | 3.80% | 5.55% | 5.01% | 3.88% | 3.91% | 4.46% |
| 參與者 6 | 3.01% | 5.71% | 2.86% | 2.95% | 3.05% | 5.46% | 4.47% | 3.03% | 3.39% | 3.73% |
| 參與者 7 | 2.92% | 4.85% | 2.63% | 2.91% | 2.70% | 5.45% | 3.36% | 2.82% | 3.29% | 3.35% |
| 參與者 8 | 2.61% | 3.36% | 2.59% | 2.75% | 2.56% | 3.07% | 3.18% | 2.82% | 2.92% | 2.93% |
| 參與者 9 | 2.52% | 2.82% | 2.52% | 2.56% | 2.54% | 2.46% | 2.79% | 2.80% | 2.86% | 2.88% |
| 參與者 10 | 2.48% | 2.50% | 2.51% | 2.31% | 2.50% | 2.32% | 2.67% | 2.58% | 2.55% | 2.30% |
| 首10名交易所參與者長倉成交量 (合約張數) | 390,448 | 631,449 | 464,292 | 464,033 | 378,567 | 625,003 | 324,226 | 338,463 | 326,731 | 416,806 |
| 佔市場長倉成交量的百分比* | 64.53% | 64.20% | 65.59% | 65.45% | 64.85% | 64.22% | 62.92% | 65.22% | 65.02% | 61.98% |
| 參與者 1 | 17.01% | 12.56% | 16.48% | 17.85% | 16.69% | 13.19% | 13.69% | 16.37% | 15.81% | 15.44% |
| 參與者 2 | 15.15% | 11.10% | 15.82% | 15.70% | 16.41% | 12.63% | 12.87% | 15.83% | 14.90% | 13.13% |
| 參與者 3 | 10.95% | 7.73% | 12.16% | 10.97% | 10.18% | 7.91% | 7.61% | 11.04% | 11.01% | 8.85% |
| 參與者 4 | 4.20% | 7.02% | 3.99% | 4.11% | 4.47% | 6.13% | 7.54% | 3.95% | 4.75% | 4.83% |
| 參與者 5 | 3.69% | 6.53% | 3.80% | 3.16% | 3.77% | 5.77% | 5.06% | 3.87% | 3.93% | 4.34% |
| 參與者 6 | 3.01% | 5.58% | 2.92% | 2.95% | 3.05% | 5.48% | 3.95% | 3.00% | 3.32% | 3.73% |
| 參與者 7 | 2.93% | 4.93% | 2.72% | 2.91% | 2.74% | 5.39% | 3.65% | 2.96% | 3.29% | 3.35% |
| 參與者 8 | 2.61% | 3.42% | 2.62% | 2.85% | 2.58% | 3.07% | 3.18% | 2.82% | 2.87% | 3.09% |
| 參與者 9 | 2.52% | 2.72% | 2.60% | 2.61% | 2.53% | 2.42% | 2.79% | 2.80% | 2.62% | 2.88% |
| 參與者 10 | 2.45% | 2.59% | 2.48% | 2.32% | 2.44% | 2.23% | 2.59% | 2.57% | 2.52% | 2.34% |
| 首10名交易所參與者短倉成交量 (合約張數) | 390,130 | 628,153 | 465,176 | 461,079 | 377,334 | 624,281 | 326,440 | 339,833 | 326,169 | 417,423 |
| 佔市場短倉成交量的百分比* | 64.47% | 63.86% | 65.71% | 65.03% | 64.64% | 64.15% | 63.35% | 65.48% | 64.91% | 62.08% |
| 參與者 1 | 17.06% | 12.60% | 16.47% | 17.80% | 16.65% | 13.15% | 13.93% | 16.30% | 15.40% | 15.51% |
| 參與者 2 | 15.32% | 11.09% | 16.43% | 15.86% | 16.24% | 12.71% | 12.23% | 15.94% | 14.92% | 13.12% |
| 參與者 3 | 10.83% | 7.39% | 11.97% | 10.89% | 10.07% | 7.80% | 7.84% | 10.97% | 10.91% | 8.81% |
| 參與者 4 | 4.00% | 6.96% | 4.00% | 4.12% | 4.46% | 6.20% | 7.57% | 4.43% | 4.38% | 5.02% |
| 參與者 5 | 3.71% | 6.49% | 3.75% | 3.06% | 3.82% | 5.62% | 4.99% | 3.88% | 3.89% | 4.58% |
| 參與者 6 | 3.02% | 5.84% | 2.80% | 2.94% | 3.05% | 5.50% | 4.97% | 3.06% | 3.46% | 3.73% |
| 參與者 7 | 2.91% | 4.77% | 2.66% | 2.91% | 2.66% | 5.15% | 3.19% | 2.84% | 3.29% | 3.35% |
| 參與者 8 | 2.61% | 3.29% | 2.61% | 2.65% | 2.57% | 3.06% | 3.06% | 2.82% | 3.09% | 2.89% |
| 參與者 9 | 2.51% | 2.92% | 2.56% | 2.51% | 2.56% | 2.50% | 2.79% | 2.64% | 2.97% | 2.77% |
| 參與者 10 | 2.51% | 2.52% | 2.48% | 2.30% | 2.55% | 2.46% | 2.77% | 2.60% | 2.58% | 2.29% |
| 恒生指數期貨成交金額 (百萬港元) | 134,190 | 187,441 | 167,014 | 124,452 | 111,197 | 277,178 | 144,613 | 102,389 | 113,239 | 188,213 |
| 佔現貨市場成交金額的百分比 | 2.80% | 2.90% | 1.90% | 3.20% | 2.20% | 5.50% | 3.50% | 2.20% | 2.40% | 4.20% |
| 交易所活躍參與者數目 | 149 | 161 | 153 | 148 | 149 | 153 | 153 | 152 | 145 | 149 |
| 首3名好淡大戶淨未平長倉 / 短倉 | -5,946 | -999 | -610 | -1,685 | -2,582 | -3,066 | -1,648 | -1,201 | +138 | +2,958 |
| 首5名好淡大戶淨未平長倉 / 短倉 | -2,585 | -1,743 | -1,306 | -9,620 | -6,445 | -11,133 | -6,894 | -8,831 | -7,359 | -1,830 |
| 首10名好淡大戶淨未平長倉 / 短倉 | -5,277 | -4,712 | -6,919 | -13,393 | -13,575 | -16,683 | -12,016 | -8,179 | -4,799 | -1,760 |
| * 因進位關係，所有數據相加可能不等於總數 | ||||||||||