恒生指數期貨市場佔有率數據
更新日期: 30/03/2020
  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01月20日至20年01月24日 20年01月29日至20年01月31日 20年02月03日至20年02月07日 20年02月10日至20年02月14日 20年02月17日至20年02月21日 20年02月24日至20年02月28日 20年03月02日至20年03月06日 20年03月09日至20年03月13日 20年03月16日至20年03月20日 20年03月23日至20年03月27日
首10名交易所參與者未平長倉合約張數 (期末數字) 129,087 107,913 103,706 107,889 110,121 95,263 95,441 103,056 118,955 119,681
佔市場未平倉合約的百分比* 83.77% 82.34% 82.15% 83.11% 82.03% 79.01% 73.20% 75.81% 77.13% 80.95%
參與者 1 10.63% 12.35% 16.38% 16.43% 17.23% 18.33% 16.31% 17.13% 18.51% 19.65%
參與者 2 10.46% 10.52% 10.74% 11.09% 10.63% 11.18% 11.52% 12.42% 10.38% 9.43%
參與者 3 10.37% 10.33% 9.16% 9.21% 9.92% 9.06% 8.89% 8.15% 8.56% 8.70%
參與者 4 9.07% 9.88% 9.12% 8.63% 8.47% 7.74% 6.48% 7.48% 7.29% 8.02%
參與者 5 8.81% 9.13% 8.10% 8.17% 8.15% 7.51% 5.90% 6.16% 7.23% 6.97%
參與者 6 8.48% 7.99% 7.19% 8.00% 7.53% 6.39% 5.59% 6.07% 6.85% 6.66%
參與者 7 8.34% 7.61% 6.75% 7.78% 7.52% 5.59% 5.32% 5.31% 5.61% 6.53%
參與者 8 8.00% 5.73% 5.43% 5.23% 4.85% 5.54% 5.27% 5.26% 4.74% 6.22%
參與者 9 6.07% 5.40% 5.04% 4.98% 4.10% 4.42% 4.04% 4.41% 4.02% 4.85%
參與者 10 3.54% 3.41% 4.23% 3.58% 3.64% 3.26% 3.88% 3.42% 3.94% 3.94%
首10名交易所參與者未平短倉合約張數 (期末數字)  128,583 111,378 102,994 102,995 107,071 105,441 115,026 115,613 127,090 123,553
佔市場未平倉合約的百分比* 83.45% 84.98% 81.58% 79.34% 79.76% 87.46% 88.23% 85.05% 82.40% 83.57%
參與者 1 12.36% 13.34% 13.34% 14.14% 13.87% 12.75% 12.05% 13.73% 12.60% 13.41%
參與者 2 11.67% 13.10% 13.17% 12.97% 11.95% 12.02% 11.38% 12.20% 11.46% 12.24%
參與者 3 11.27% 10.59% 8.79% 9.84% 10.17% 11.10% 11.36% 10.73% 11.03% 10.57%
參與者 4 9.33% 9.87% 8.62% 8.64% 9.18% 9.46% 10.27% 10.39% 10.73% 10.42%
參與者 5 8.84% 8.71% 8.23% 7.91% 8.10% 9.28% 9.69% 9.11% 7.19% 8.22%
參與者 6 8.40% 8.31% 7.90% 7.45% 7.76% 8.53% 8.65% 7.58% 6.86% 7.82%
參與者 7 8.26% 7.73% 7.21% 6.17% 6.40% 8.23% 8.02% 7.37% 6.82% 7.57%
參與者 8 5.47% 5.73% 6.34% 5.89% 5.98% 6.43% 7.37% 6.19% 6.63% 5.58%
參與者 9 5.18% 3.82% 4.21% 3.48% 3.73% 6.43% 7.04% 5.27% 5.56% 4.26%
參與者 10 2.67% 3.80% 3.78% 2.85% 2.61% 3.23% 2.39% 2.48% 3.54% 3.49%
首10名交易所參與者長短倉成交量 (合約張數) 1,431,001 862,586 1,447,927 1,065,192 1,073,384 1,938,972 1,517,789 1,583,432 1,561,195 1,762,662
佔市場長短倉成交量的百分比* 64.00% 64.03% 67.83% 67.26% 65.11% 66.32% 69.08% 65.66% 65.66% 65.82%
參與者 1 13.53% 14.63% 17.96% 17.61% 17.86% 19.44% 21.41% 18.18% 18.91% 14.76%
參與者 2 12.62% 13.76% 15.88% 16.99% 14.40% 12.59% 16.31% 15.49% 16.33% 13.23%
參與者 3 6.98% 7.76% 10.21% 8.45% 7.67% 6.80% 10.29% 13.29% 12.24% 13.14%
參與者 4 6.90% 6.64% 7.83% 7.99% 7.07% 6.36% 6.05% 3.77% 3.87% 5.06%
參與者 5 5.98% 5.35% 2.92% 3.28% 3.88% 4.91% 2.77% 2.82% 2.90% 5.05%
參與者 6 5.17% 3.90% 2.77% 2.80% 3.09% 4.42% 2.67% 2.49% 2.43% 3.10%
參與者 7 3.47% 3.69% 2.71% 2.72% 3.00% 3.53% 2.60% 2.47% 2.43% 3.06%
參與者 8 3.42% 2.94% 2.54% 2.61% 2.82% 2.97% 2.49% 2.45% 2.41% 3.03%
參與者 9 3.01% 2.70% 2.53% 2.45% 2.81% 2.79% 2.34% 2.36% 2.09% 2.89%
參與者 10 2.93% 2.66% 2.49% 2.36% 2.51% 2.51% 2.14% 2.34% 2.04% 2.51%
首10名交易所參與者長倉成交量 (合約張數) 715,071 428,539 722,521 534,210 535,905 965,413 755,439 795,296 784,091 884,188
佔市場長倉成交量的百分比* 63.96% 63.62% 67.70% 67.47% 65.02% 66.05% 68.77% 65.96% 65.95% 66.03%
參與者 1 13.38% 14.72% 17.66% 17.61% 17.89% 19.47% 21.44% 18.37% 18.82% 14.73%
參與者 2 12.62% 13.73% 15.85% 17.08% 14.27% 12.46% 16.11% 15.46% 16.37% 13.21%
參與者 3 6.98% 7.75% 10.25% 8.44% 7.67% 6.85% 10.33% 13.31% 12.11% 13.15%
參與者 4 6.91% 6.55% 7.83% 8.00% 7.09% 6.37% 6.06% 3.77% 3.86% 5.26%
參與者 5 6.03% 5.35% 2.96% 3.28% 3.92% 4.87% 2.74% 2.81% 2.87% 5.01%
參與者 6 5.14% 3.97% 2.74% 2.78% 3.09% 4.42% 2.66% 2.51% 2.68% 3.09%
參與者 7 3.55% 3.62% 2.73% 2.67% 2.96% 3.41% 2.62% 2.49% 2.64% 3.08%
參與者 8 3.34% 2.74% 2.63% 2.61% 2.81% 2.91% 2.50% 2.44% 2.39% 3.02%
參與者 9 3.06% 2.60% 2.54% 2.53% 2.80% 2.83% 2.17% 2.43% 2.16% 2.87%
參與者 10 2.97% 2.59% 2.50% 2.44% 2.50% 2.45% 2.14% 2.36% 2.04% 2.61%
首10名交易所參與者短倉成交量 (合約張數) 715,930 434,047 725,406 530,982 537,479 973,719 762,350 790,516 777,104 878,474
佔市場短倉成交量的百分比* 64.04% 64.44% 67.97% 67.06% 65.21% 66.61% 69.39% 65.56% 65.36% 65.61%
參與者 1 13.68% 14.55% 18.25% 17.60% 17.82% 19.42% 21.39% 17.98% 19.01% 14.79%
參與者 2 12.62% 13.78% 15.90% 16.90% 14.54% 12.71% 16.51% 15.52% 16.28% 13.32%
參與者 3 6.98% 7.77% 10.17% 8.45% 7.67% 6.75% 10.25% 13.27% 12.37% 13.07%
參與者 4 6.89% 6.73% 7.83% 7.98% 7.06% 6.34% 6.04% 3.77% 3.88% 5.11%
參與者 5 5.94% 5.35% 2.88% 3.28% 3.84% 4.96% 2.88% 2.83% 2.94% 4.84%
參與者 6 5.20% 3.82% 2.80% 2.82% 3.09% 4.42% 2.61% 2.49% 2.44% 3.10%
參與者 7 3.50% 3.75% 2.79% 2.77% 3.03% 3.65% 2.58% 2.47% 2.22% 3.04%
參與者 8 3.40% 3.28% 2.55% 2.62% 2.83% 3.11% 2.51% 2.44% 2.17% 3.03%
參與者 9 2.95% 2.74% 2.55% 2.38% 2.80% 2.68% 2.48% 2.44% 2.04% 2.91%
參與者 10 2.88% 2.66% 2.25% 2.27% 2.53% 2.58% 2.14% 2.37% 2.02% 2.40%
恒生指數期貨成交金額 (百萬港元) 147,425 198,487 172,486 155,720 183,233 286,776 201,452 265,200 239,855 271,904
佔現貨市場成交金額的百分比 8.70% 5.10% 4.70% 4.50% 5.00% 4.50% 4.40% 3.10% 3.20% 6.80%
交易所活躍參與者數目  159 151 154 148 152 161 154 158 155 159
首3名好淡大戶淨未平長倉 / 短倉 -5,913 -5,022 +1,234 -286 +2,404 +3,260 +2,521 +1,415 +3,637 +2,307
首5名好淡大戶淨未平長倉 / 短倉 -6,357 -4,459 +1,699 +39 +1,519 -946 -7,359 -6,550 -1,609 -3,089
首10名好淡大戶淨未平長倉 / 短倉 +504 -3,465 +712 +4,894 +3,050 -10,178 -19,585 -12,557 -8,135 -3,872
* 因進位關係,所有數據相加可能不等於總數