| 恒生指數期貨市場佔有率數據 | ||||||||||
| 更新日期: 13/01/2020 | ||||||||||
| 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 | |
| 19年11月04日至19年11月08日 | 19年11月11日至19年11月15日 | 19年11月18日至19年11月22日 | 19年11月25日至19年11月29日 | 19年12月02日至19年12月06日 | 19年12月09日至19年12月13日 | 19年12月16日至19年12月20日 | 19年12月23日至19年12月27日 | 19年12月30日至20年01月03日 | 20年01月06日至20年01月10日 | |
| 首10名交易所參與者未平長倉合約張數 (期末數字) | 119,932 | 120,341 | 111,327 | 95,825 | 97,302 | 112,090 | 117,637 | 125,251 | 104,737 | 106,960 |
| 佔市場未平倉合約的百分比* | 82.11% | 83.74% | 79.51% | 76.77% | 77.45% | 76.57% | 76.66% | 78.88% | 84.67% | 85.62% |
| 參與者 1 | 10.26% | 10.03% | 11.07% | 11.52% | 12.27% | 11.51% | 11.15% | 12.37% | 13.55% | 13.44% |
| 參與者 2 | 10.16% | 9.73% | 9.38% | 10.19% | 11.81% | 11.07% | 11.11% | 10.98% | 11.76% | 13.37% |
| 參與者 3 | 9.93% | 9.69% | 9.30% | 9.77% | 9.42% | 10.10% | 9.60% | 10.18% | 11.31% | 10.86% |
| 參與者 4 | 9.15% | 9.42% | 8.68% | 8.71% | 8.63% | 8.88% | 9.05% | 8.07% | 10.16% | 9.53% |
| 參與者 5 | 8.77% | 8.71% | 8.21% | 7.13% | 7.52% | 7.37% | 7.89% | 7.39% | 8.99% | 9.25% |
| 參與者 6 | 7.87% | 8.07% | 7.49% | 6.68% | 6.94% | 7.27% | 6.99% | 7.02% | 6.96% | 7.52% |
| 參與者 7 | 6.84% | 7.55% | 7.41% | 6.68% | 6.19% | 6.09% | 5.83% | 6.91% | 6.82% | 7.30% |
| 參與者 8 | 6.64% | 7.51% | 7.30% | 6.37% | 5.66% | 5.15% | 5.56% | 6.49% | 6.10% | 6.29% |
| 參與者 9 | 6.32% | 7.20% | 6.00% | 5.02% | 5.03% | 4.57% | 4.84% | 5.04% | 5.73% | 5.62% |
| 參與者 10 | 6.17% | 5.83% | 4.67% | 4.69% | 4.00% | 4.56% | 4.64% | 4.42% | 3.28% | 2.46% |
| 首10名交易所參與者未平短倉合約張數 (期末數字) | 124,224 | 122,320 | 114,527 | 107,093 | 105,990 | 118,225 | 120,859 | 129,074 | 104,003 | 104,140 |
| 佔市場未平倉合約的百分比* | 85.03% | 85.12% | 81.80% | 85.79% | 84.37% | 80.76% | 78.76% | 81.28% | 84.08% | 83.36% |
| 參與者 1 | 15.00% | 15.42% | 13.84% | 11.60% | 11.60% | 12.41% | 11.99% | 12.30% | 14.96% | 15.45% |
| 參與者 2 | 12.29% | 12.08% | 11.59% | 11.02% | 11.59% | 11.20% | 10.42% | 11.92% | 11.54% | 12.65% |
| 參與者 3 | 9.68% | 10.50% | 10.90% | 10.96% | 10.53% | 10.51% | 9.94% | 10.76% | 10.39% | 10.25% |
| 參與者 4 | 8.78% | 9.26% | 10.01% | 10.48% | 9.69% | 8.80% | 9.06% | 9.59% | 10.24% | 9.69% |
| 參與者 5 | 8.73% | 7.99% | 7.72% | 8.06% | 8.60% | 8.62% | 8.54% | 8.99% | 9.54% | 9.48% |
| 參與者 6 | 7.90% | 7.22% | 7.46% | 8.00% | 8.39% | 7.66% | 8.34% | 7.38% | 8.90% | 8.36% |
| 參與者 7 | 7.31% | 6.99% | 7.02% | 7.81% | 7.77% | 7.21% | 7.32% | 7.07% | 8.39% | 7.61% |
| 參與者 8 | 6.84% | 6.73% | 6.61% | 7.57% | 7.20% | 6.19% | 6.31% | 6.13% | 3.92% | 4.11% |
| 參與者 9 | 5.29% | 6.34% | 4.18% | 5.94% | 6.61% | 5.94% | 4.24% | 4.89% | 3.70% | 3.67% |
| 參與者 10 | 3.21% | 2.59% | 2.47% | 4.36% | 2.39% | 2.22% | 2.61% | 2.25% | 2.49% | 2.11% |
| 首10名交易所參與者長短倉成交量 (合約張數) | 1,192,838 | 1,398,933 | 1,259,178 | 1,366,358 | 1,083,371 | 1,000,407 | 1,142,240 | 728,101 | 739,005 | 1,122,645 |
| 佔市場長短倉成交量的百分比* | 71.76% | 70.96% | 70.24% | 64.03% | 70.85% | 68.52% | 67.65% | 61.62% | 66.05% | 69.37% |
| 參與者 1 | 15.82% | 15.25% | 15.18% | 13.41% | 16.11% | 16.20% | 14.71% | 11.49% | 14.48% | 17.22% |
| 參與者 2 | 15.39% | 14.92% | 15.13% | 10.70% | 15.37% | 14.09% | 14.51% | 8.07% | 13.90% | 16.02% |
| 參與者 3 | 14.89% | 13.46% | 13.09% | 7.92% | 12.09% | 11.88% | 10.92% | 8.00% | 10.88% | 10.41% |
| 參與者 4 | 10.18% | 9.66% | 10.26% | 7.51% | 10.27% | 9.79% | 10.51% | 7.68% | 10.70% | 9.49% |
| 參與者 5 | 3.83% | 3.91% | 3.65% | 4.99% | 3.52% | 3.53% | 3.52% | 5.82% | 3.97% | 3.46% |
| 參與者 6 | 2.67% | 3.66% | 3.61% | 4.63% | 3.49% | 3.15% | 3.29% | 4.73% | 3.35% | 3.00% |
| 參與者 7 | 2.45% | 2.85% | 2.70% | 4.52% | 2.79% | 2.97% | 2.92% | 4.66% | 2.32% | 2.70% |
| 參與者 8 | 2.34% | 2.64% | 2.35% | 4.35% | 2.76% | 2.42% | 2.56% | 4.17% | 2.24% | 2.60% |
| 參與者 9 | 2.13% | 2.63% | 2.17% | 3.37% | 2.28% | 2.29% | 2.41% | 3.53% | 2.16% | 2.23% |
| 參與者 10 | 2.06% | 1.98% | 2.12% | 2.62% | 2.18% | 2.21% | 2.29% | 3.47% | 2.05% | 2.22% |
| 首10名交易所參與者長倉成交量 (合約張數) | 594,871 | 699,536 | 630,650 | 682,205 | 544,013 | 503,800 | 569,639 | 364,389 | 369,468 | 559,554 |
| 佔市場長倉成交量的百分比* | 71.58% | 70.97% | 70.36% | 63.94% | 71.16% | 69.01% | 67.47% | 61.68% | 66.04% | 69.15% |
| 參與者 1 | 15.84% | 15.24% | 15.30% | 13.27% | 16.08% | 16.62% | 14.61% | 11.40% | 14.42% | 17.13% |
| 參與者 2 | 15.39% | 14.81% | 15.13% | 10.72% | 15.35% | 14.08% | 14.52% | 8.07% | 13.86% | 16.03% |
| 參與者 3 | 14.75% | 13.50% | 13.10% | 7.95% | 12.10% | 11.88% | 10.95% | 7.99% | 10.89% | 10.43% |
| 參與者 4 | 10.18% | 9.66% | 10.26% | 7.51% | 10.26% | 9.79% | 10.52% | 7.69% | 10.70% | 9.49% |
| 參與者 5 | 3.78% | 4.00% | 3.65% | 5.01% | 3.56% | 3.46% | 3.48% | 5.82% | 3.96% | 3.47% |
| 參與者 6 | 2.66% | 3.66% | 3.62% | 4.59% | 3.49% | 3.28% | 3.29% | 4.74% | 3.35% | 3.00% |
| 參與者 7 | 2.40% | 2.93% | 2.65% | 4.46% | 3.04% | 3.15% | 2.78% | 4.67% | 2.36% | 2.63% |
| 參與者 8 | 2.39% | 2.62% | 2.37% | 4.45% | 2.79% | 2.32% | 2.64% | 4.17% | 2.27% | 2.60% |
| 參與者 9 | 2.13% | 2.60% | 2.17% | 3.33% | 2.31% | 2.27% | 2.41% | 3.59% | 2.16% | 2.21% |
| 參與者 10 | 2.06% | 1.95% | 2.11% | 2.64% | 2.18% | 2.17% | 2.27% | 3.55% | 2.07% | 2.15% |
| 首10名交易所參與者短倉成交量 (合約張數) | 597,967 | 701,301 | 628,528 | 684,153 | 539,358 | 496,621 | 572,601 | 364,699 | 369,741 | 563,399 |
| 佔市場短倉成交量的百分比* | 71.95% | 71.15% | 70.12% | 64.12% | 70.55% | 68.03% | 67.83% | 61.73% | 66.09% | 69.62% |
| 參與者 1 | 15.80% | 15.25% | 15.12% | 13.55% | 16.14% | 15.78% | 14.81% | 11.59% | 14.54% | 17.31% |
| 參與者 2 | 15.39% | 15.03% | 15.05% | 10.67% | 15.38% | 14.10% | 14.49% | 8.06% | 13.94% | 16.01% |
| 參與者 3 | 15.04% | 13.42% | 13.07% | 7.90% | 12.08% | 11.88% | 10.89% | 8.01% | 10.86% | 10.39% |
| 參與者 4 | 10.17% | 9.66% | 10.26% | 7.51% | 10.27% | 9.79% | 10.51% | 7.67% | 10.70% | 9.49% |
| 參與者 5 | 3.87% | 3.83% | 3.65% | 4.96% | 3.49% | 3.60% | 3.55% | 5.82% | 3.98% | 3.46% |
| 參與者 6 | 2.69% | 3.66% | 3.61% | 4.67% | 3.49% | 3.15% | 3.29% | 4.72% | 3.35% | 3.00% |
| 參與者 7 | 2.50% | 2.78% | 2.74% | 4.59% | 2.78% | 2.65% | 3.06% | 4.65% | 2.28% | 2.78% |
| 參與者 8 | 2.30% | 2.66% | 2.33% | 4.24% | 2.48% | 2.52% | 2.49% | 4.18% | 2.22% | 2.59% |
| 參與者 9 | 2.13% | 2.65% | 2.17% | 3.42% | 2.25% | 2.32% | 2.41% | 3.52% | 2.16% | 2.33% |
| 參與者 10 | 2.06% | 2.21% | 2.12% | 2.61% | 2.18% | 2.25% | 2.31% | 3.50% | 2.06% | 2.25% |
| 恒生指數期貨成交金額 (百萬港元) | 162,637 | 163,157 | 162,513 | 172,185 | 143,206 | 186,929 | 178,050 | 199,532 | 179,754 | 137,502 |
| 佔現貨市場成交金額的百分比 | 5.70% | 5.80% | 6.40% | 5.10% | 4.90% | 4.40% | 6.30% | 7.50% | 5.20% | 3.70% |
| 交易所活躍參與者數目 | 152 | 157 | 153 | 157 | 148 | 156 | 156 | 150 | 149 | 147 |
| 首3名好淡大戶淨未平長倉 / 短倉 | -9,681 | -12,285 | -9,210 | -2,625 | -274 | -2,109 | -752 | -2,308 | -332 | -851 |
| 首5名好淡大戶淨未平長倉 / 短倉 | -9,088 | -11,020 | -10,385 | -5,997 | -2,961 | -3,822 | -1,764 | -7,265 | -1,110 | -1,339 |
| 首10名好淡大戶淨未平長倉 / 短倉 | -4,292 | -1,979 | -3,200 | -11,268 | -8,688 | -6,135 | -3,222 | -3,823 | +734 | +2,820 |
| * 因進位關係，所有數據相加可能不等於總數 | ||||||||||