| 恒生指數期貨市場佔有率數據 | ||||||||||
| 更新日期: 11/11/2019 | ||||||||||
| 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09月02日至19年09月06日 | 19年09月09日至19年09月13日 | 19年09月16日至19年09月20日 | 19年09月23日至19年09月27日 | 19年09月30日至19年10月04日 | 19年10月07日至19年10月11日 | 19年10月14日至19年10月18日 | 19年10月21日至19年10月25日 | 19年10月28日至19年11月01日 | 19年11月04日至19年11月08日 | |
| 首10名交易所參與者未平長倉合約張數 (期末數字) | 110,444 | 116,082 | 127,245 | 134,475 | 111,308 | 115,703 | 117,527 | 132,852 | 123,819 | 119,932 |
| 佔市場未平倉合約的百分比* | 84.80% | 83.90% | 85.57% | 86.78% | 82.50% | 81.92% | 82.65% | 83.44% | 84.44% | 82.11% |
| 參與者 1 | 15.55% | 12.97% | 11.25% | 12.03% | 10.75% | 10.42% | 10.96% | 10.77% | 11.73% | 10.26% |
| 參與者 2 | 10.96% | 11.54% | 10.56% | 10.68% | 10.28% | 10.31% | 10.34% | 10.65% | 10.43% | 10.16% |
| 參與者 3 | 10.52% | 9.38% | 10.04% | 10.06% | 9.89% | 9.44% | 9.91% | 9.66% | 10.07% | 9.93% |
| 參與者 4 | 8.94% | 8.32% | 8.67% | 9.43% | 8.52% | 8.72% | 8.58% | 9.62% | 9.08% | 9.15% |
| 參與者 5 | 8.47% | 8.07% | 8.55% | 8.95% | 8.37% | 8.33% | 8.07% | 8.18% | 8.20% | 8.77% |
| 參與者 6 | 7.66% | 7.93% | 8.06% | 8.17% | 8.28% | 8.02% | 7.95% | 7.88% | 8.02% | 7.87% |
| 參與者 7 | 7.24% | 7.70% | 7.35% | 8.11% | 7.34% | 7.56% | 7.18% | 7.09% | 7.34% | 6.84% |
| 參與者 8 | 5.70% | 6.60% | 7.25% | 6.91% | 6.89% | 7.48% | 7.05% | 6.96% | 6.86% | 6.64% |
| 參與者 9 | 4.91% | 5.85% | 7.13% | 6.84% | 6.61% | 7.45% | 6.80% | 6.53% | 6.66% | 6.32% |
| 參與者 10 | 4.85% | 5.54% | 6.71% | 5.60% | 5.57% | 4.19% | 5.81% | 6.10% | 6.05% | 6.17% |
| 首10名交易所參與者未平短倉合約張數 (期末數字) | 105,912 | 113,960 | 125,624 | 128,911 | 115,705 | 119,057 | 122,097 | 137,473 | 125,863 | 124,224 |
| 佔市場未平倉合約的百分比* | 81.32% | 82.37% | 84.47% | 83.19% | 85.77% | 84.30% | 85.86% | 86.35% | 85.83% | 85.03% |
| 參與者 1 | 11.63% | 11.66% | 11.99% | 12.00% | 14.18% | 13.14% | 14.25% | 14.98% | 14.39% | 15.00% |
| 參與者 2 | 10.45% | 11.14% | 10.90% | 11.85% | 11.25% | 10.62% | 11.01% | 10.94% | 11.40% | 12.29% |
| 參與者 3 | 9.15% | 10.31% | 10.06% | 10.15% | 9.85% | 10.17% | 10.96% | 10.38% | 9.96% | 9.68% |
| 參與者 4 | 9.05% | 9.23% | 8.87% | 8.98% | 9.50% | 9.32% | 9.51% | 10.19% | 9.42% | 8.78% |
| 參與者 5 | 8.74% | 8.73% | 8.60% | 8.22% | 9.39% | 9.04% | 8.64% | 9.48% | 8.80% | 8.73% |
| 參與者 6 | 7.35% | 8.67% | 7.93% | 7.57% | 8.53% | 8.88% | 8.54% | 7.75% | 8.59% | 7.90% |
| 參與者 7 | 7.14% | 6.49% | 7.42% | 7.28% | 7.58% | 7.84% | 7.89% | 7.57% | 8.47% | 7.31% |
| 參與者 8 | 6.91% | 6.23% | 6.68% | 6.25% | 7.06% | 6.58% | 6.51% | 6.42% | 6.48% | 6.84% |
| 參與者 9 | 5.69% | 5.88% | 6.32% | 5.50% | 5.58% | 6.03% | 5.85% | 5.22% | 5.65% | 5.29% |
| 參與者 10 | 5.21% | 4.03% | 5.70% | 5.39% | 2.85% | 2.68% | 2.70% | 3.42% | 2.67% | 3.21% |
| 首10名交易所參與者長短倉成交量 (合約張數) | 1,203,442 | 1,164,756 | 1,066,760 | 1,546,898 | 970,359 | 1,095,643 | 1,273,935 | 1,163,898 | 1,329,902 | 1,192,838 |
| 佔市場長短倉成交量的百分比* | 69.10% | 71.10% | 70.05% | 63.79% | 69.97% | 71.78% | 72.02% | 67.09% | 63.54% | 71.76% |
| 參與者 1 | 18.75% | 19.64% | 17.95% | 12.79% | 18.09% | 19.25% | 18.87% | 15.14% | 13.58% | 15.82% |
| 參與者 2 | 14.29% | 14.49% | 14.39% | 12.58% | 15.26% | 14.87% | 15.41% | 14.07% | 12.14% | 15.39% |
| 參與者 3 | 12.35% | 13.33% | 13.78% | 8.96% | 13.71% | 14.24% | 13.17% | 12.23% | 11.47% | 14.89% |
| 參與者 4 | 9.46% | 9.93% | 9.63% | 6.98% | 8.11% | 9.12% | 9.95% | 8.79% | 6.86% | 10.18% |
| 參與者 5 | 2.96% | 3.06% | 3.25% | 5.80% | 3.13% | 3.00% | 3.77% | 3.23% | 3.73% | 3.83% |
| 參與者 6 | 2.67% | 2.39% | 2.59% | 4.26% | 2.45% | 2.78% | 2.39% | 2.91% | 3.71% | 2.67% |
| 參與者 7 | 2.59% | 2.28% | 2.46% | 4.13% | 2.43% | 2.34% | 2.36% | 2.89% | 3.59% | 2.45% |
| 參與者 8 | 2.19% | 2.13% | 2.13% | 3.43% | 2.33% | 2.09% | 2.15% | 2.83% | 3.54% | 2.34% |
| 參與者 9 | 2.02% | 1.98% | 2.02% | 2.51% | 2.26% | 2.07% | 1.99% | 2.78% | 2.73% | 2.13% |
| 參與者 10 | 1.82% | 1.87% | 1.85% | 2.35% | 2.20% | 2.02% | 1.96% | 2.22% | 2.19% | 2.06% |
| 首10名交易所參與者長倉成交量 (合約張數) | 598,576 | 577,955 | 534,846 | 775,101 | 482,353 | 548,113 | 636,870 | 583,387 | 667,665 | 594,871 |
| 佔市場長倉成交量的百分比* | 68.72% | 70.55% | 70.24% | 63.91% | 69.54% | 71.82% | 72.01% | 67.25% | 63.80% | 71.58% |
| 參與者 1 | 18.68% | 19.64% | 17.94% | 12.76% | 18.06% | 19.20% | 18.90% | 15.10% | 13.56% | 15.84% |
| 參與者 2 | 14.30% | 14.51% | 14.63% | 12.71% | 15.24% | 14.77% | 15.47% | 14.16% | 12.15% | 15.39% |
| 參與者 3 | 12.29% | 13.36% | 13.81% | 8.96% | 13.72% | 14.25% | 13.20% | 12.23% | 11.48% | 14.75% |
| 參與者 4 | 9.46% | 9.93% | 9.63% | 6.98% | 8.11% | 9.12% | 9.95% | 8.79% | 6.86% | 10.18% |
| 參與者 5 | 2.87% | 2.97% | 3.26% | 5.73% | 3.12% | 2.93% | 3.77% | 3.23% | 3.74% | 3.78% |
| 參與者 6 | 2.67% | 2.29% | 2.57% | 4.24% | 2.41% | 2.70% | 2.42% | 2.92% | 3.71% | 2.66% |
| 參與者 7 | 2.47% | 2.28% | 2.40% | 4.11% | 2.34% | 2.39% | 2.31% | 2.92% | 3.69% | 2.40% |
| 參與者 8 | 2.19% | 2.12% | 2.15% | 3.55% | 2.28% | 2.20% | 2.15% | 2.88% | 3.62% | 2.39% |
| 參與者 9 | 2.01% | 1.73% | 2.02% | 2.49% | 2.24% | 2.19% | 1.96% | 2.83% | 2.73% | 2.13% |
| 參與者 10 | 1.78% | 1.72% | 1.83% | 2.38% | 2.02% | 2.07% | 1.88% | 2.19% | 2.26% | 2.06% |
| 首10名交易所參與者短倉成交量 (合約張數) | 604,866 | 586,801 | 531,914 | 772,296 | 488,006 | 547,954 | 637,065 | 580,511 | 663,454 | 597,967 |
| 佔市場短倉成交量的百分比* | 69.45% | 71.63% | 69.85% | 63.69% | 70.36% | 71.80% | 72.05% | 66.93% | 63.39% | 71.95% |
| 參與者 1 | 18.81% | 19.63% | 17.96% | 12.82% | 18.12% | 19.30% | 18.84% | 15.17% | 13.59% | 15.80% |
| 參與者 2 | 14.27% | 14.47% | 14.15% | 12.44% | 15.28% | 14.97% | 15.35% | 13.98% | 12.14% | 15.39% |
| 參與者 3 | 12.41% | 13.31% | 13.74% | 8.95% | 13.70% | 14.22% | 13.14% | 12.22% | 11.47% | 15.04% |
| 參與者 4 | 9.46% | 9.93% | 9.63% | 6.98% | 8.11% | 9.12% | 9.95% | 8.79% | 6.86% | 10.17% |
| 參與者 5 | 3.05% | 3.14% | 3.24% | 5.87% | 3.14% | 3.08% | 3.78% | 3.23% | 3.72% | 3.87% |
| 參與者 6 | 2.71% | 2.48% | 2.60% | 4.28% | 2.61% | 2.85% | 2.40% | 2.91% | 3.70% | 2.69% |
| 參與者 7 | 2.67% | 2.27% | 2.52% | 4.14% | 2.44% | 2.30% | 2.37% | 2.89% | 3.56% | 2.50% |
| 參與者 8 | 2.19% | 2.25% | 2.11% | 3.31% | 2.38% | 2.07% | 2.15% | 2.75% | 3.39% | 2.30% |
| 參與者 9 | 2.02% | 2.14% | 2.02% | 2.54% | 2.31% | 2.00% | 2.10% | 2.74% | 2.72% | 2.13% |
| 參與者 10 | 1.86% | 2.01% | 1.88% | 2.36% | 2.27% | 1.89% | 1.97% | 2.25% | 2.24% | 2.06% |
| 恒生指數期貨成交金額 (百萬港元) | 164,441 | 132,170 | 148,119 | 167,819 | 208,941 | 190,672 | 177,740 | 232,941 | 161,657 | 162,637 |
| 佔現貨市場成交金額的百分比 | 5.30% | 4.70% | 5.50% | 8.20% | 7.90% | 5.10% | 6.20% | 9.30% | 5.50% | 5.70% |
| 交易所活躍參與者數目 | 156 | 152 | 151 | 161 | 148 | 149 | 153 | 148 | 157 | 152 |
| 首3名好淡大戶淨未平長倉 / 短倉 | +7,554 | +1,081 | -1,641 | -1,906 | -5,876 | -5,308 | -7,126 | -8,306 | -5,164 | -9,681 |
| 首5名好淡大戶淨未平長倉 / 短倉 | +7,059 | -1,090 | -2,016 | -77 | -8,571 | -7,156 | -9,261 | -11,281 | -6,544 | -9,088 |
| 首10名好淡大戶淨未平長倉 / 短倉 | +4,532 | +2,122 | +1,621 | +5,564 | -4,397 | -3,354 | -4,570 | -4,621 | -2,044 | -4,292 |
| * 因進位關係，所有數據相加可能不等於總數 | ||||||||||