Non-collateralized Nature of Structured Products

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Macquarie's Focus

Stock Warrants

Warrants Code Underlying Call/Put Strike Maturity Date
(D-M-Y)
Last Effective Gearing
(x)
Implied Volatility
(%)
23437 0700 SWIRE PACIFIC A Call 355.20 09-09-2024 0.126 7.5 35.01%
13492 0144 CHINA MER HOLD Call 14.18 15-07-2024 0.027 5.9 71.30%
29449 0384 CHINA GAS HOLD Call 11.88 03-05-2024 0.028 4.8 146.74%
26054 0489 DONGFENG GROUP Call 5.25 03-01-2025 0.024 5.2 50.37%
22841 0700 ASM PACIFIC Call 335.20 21-06-2024 0.087 10.5 33.67%
12329 0772 CHINA LIT Call 43.88 19-04-2024 0.015 5.4 170.30%
18174 0778 FORTUNE REIT Call 7.88 03-07-2024 0.010 5.9 84.05%
14097 0867 CMS Call 16.88 04-06-2024 0.045 3.7 148.12%
13742 0881 ZHONGSHENG HLDG Call 47.85 23-04-2024 0.015 3.0 330.95%
17517 0883 CNOOC Call 12.88 03-07-2024 0.530 3.6 36.27%
25784 0968 XINYI SOLAR Call 10.77 02-04-2024 0.016 5.3 375.22%
14098 1044 HENGAN INT''L Call 48.88 04-06-2024 0.010 8.4 81.33%
27856 1093 CSPC PHARMA Call 11.88 02-04-2024 0.023 4.4 451.06%
22715 0700 SINOPHARM Call 320.20 26-07-2024 0.173 7.7 33.81%
13611 1177 SINO BIOPHARM Call 5.65 03-10-2025 0.041 3.7 49.58%
11388 1288 AGRICULTURAL BANK OF CHINA Call 2.90 02-04-2024 0.345 N/A N/A
28356 1313 CHINARES CEMENT Call 5.08 13-12-2024 0.011 3.1 112.88%
22325 0700 NCI Call 370.00 28-06-2024 0.045 11.2 36.45%
15093 1772 GANFENG Call 61.49 03-07-2024 0.010 4.6 113.70%
21597 9888 CHINA COMM CONS Put 99.83 21-06-2024 0.130 6.1 42.71%
23643 0027 Xiaomi Call 56.05 25-09-2024 0.070 8.0 38.63%
22850 HSI AAC ACOUSTIC Call 16,281.00 29-08-2024 0.142 9.7 18.45%
12229 2313 SHENZHOU INTL Call 127.88 02-04-2024 0.010 6.8 306.81%
12235 2319 MENGNIU DAIRY Call 39.15 30-06-2025 0.018 3.7 63.03%
13617 2328 PICC P&C Call 8.00 02-08-2024 0.480 3.4 57.91%
29455 2357 AVICHINA Call 4.28 14-05-2024 0.015 7.1 82.06%
12602 2600 CHALCO Call 4.88 18-11-2024 0.189 3.3 55.11%
23051 1928 XINAO GAS Call 28.05 24-12-2024 0.132 5.4 38.15%
21047 0005 ND PAPER Call 72.85 16-09-2024 0.041 16.0 20.38%
28562 2822 CSOP A50 ETF Call 16.16 03-10-2024 0.026 10.1 30.63%
14663 2883 CHINA OILFIELD Call 11.28 01-04-2025 0.110 3.6 49.28%
12306 2888 STANCHART Call 80.00 03-05-2024 0.022 11.3 55.44%
29456 3311 CHINA STATE CON Call 9.88 04-06-2024 0.046 6.5 60.65%
23547 0016 CNBM Put 59.86 22-08-2024 0.064 10.1 30.91%
21654 0688 KINGSOFT Call 17.88 03-09-2024 0.029 7.6 48.91%
22407 1211 CG SERVICES Put 192.30 27-09-2024 0.154 4.8 36.90%
22948 2015 LI AUTO Call 162.10 20-12-2024 0.149 3.4 62.12%
12307 6618 JD HEALTH Call 80.88 03-05-2024 0.015 3.2 252.27%
23054 0268 KINGDEE INT'L Call 11.20 25-06-2025 0.187 2.5 62.21%
14436 6881 CGS Call 5.88 03-05-2024 0.015 6.9 104.63%
28399 9633 NONGFU SPRING Call 49.88 03-07-2024 0.017 10.8 33.99%
12655 9868 XPENG Put 28.88 02-08-2024 0.108 1.8 100.70%
21467 HSI ALIBA Call 18,291.00 30-05-2024 0.018 21.7 21.59%