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