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