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
(%)
20747 0020 SENSETIME Call 3.898 18-12-2026 0.079 2.4 85.85%
29605 0027 GALAXY ENT Call 46.89 05-05-2026 0.145 7.5 38.66%
13643 0175 GEELY AUTO Call 26.89 30-04-2026 N/A N/A N/A
22360 0179 JOHNSON ELEC H Call 48.89 26-10-2026 0.184 1.9 119.15%
20310 0241 CITIC 21CN Call 8.029 05-05-2026 0.058 4.6 70.42%
29613 0388 HKEX Call 600.00 03-07-2026 N/A N/A N/A
22609 0688 CHINA OVERSEAS Call 18.99 26-11-2026 N/A N/A N/A
22422 0697 SHOUCHENG HOLDINGS LTD Call 3.188 13-05-2026 0.105 4.5 72.98%
17567 0857 PETROCHINA Call 10.86 03-03-2026 0.065 12.0 40.32%
20516 0960 LONGFOR PPT Call 17.65 16-03-2026 0.053 3.8 115.99%
19875 0981 SMIC Put 36.89 04-05-2026 0.058 5.1 65.16%
22589 0992 LENOVO GROUP Call 13.93 23-09-2026 0.088 5.2 45.89%
17154 1093 CSPC PHARMA Call 9.99 30-04-2026 0.096 5.0 60.40%
20626 1138 COSCO SHIP ENGY Call 12.89 18-03-2026 0.066 6.3 61.90%
18903 1177 SINO BIOPHARM Call 11.77 03-08-2026 0.058 4.6 60.75%
25980 1347 HUA HONG SEMI Call 134.70 03-07-2026 0.053 3.5 84.71%
21988 1398 ICBC Call 7.388 02-06-2026 0.120 10.5 26.87%
18504 1530 3SBIO Call 43.88 02-06-2026 0.075 2.9 100.88%
22603 1618 MCC Call 3.888 20-05-2026 0.124 3.4 100.34%
21989 1772 GANFENG Put 29.58 20-04-2026 0.096 4.0 75.83%
22897 1801 INBIO Put 68.89 26-05-2026 N/A N/A N/A
19516 1888 KB LAMINATES Call 18.89 18-05-2026 0.068 4.4 72.18%
19612 1928 SANDS CHINA LTD Call 28.89 01-04-2026 0.069 8.2 49.59%
22359 2050 SANHUA Call 48.89 20-10-2026 0.201 2.1 100.44%
19227 2097 MIXUE Call 666.67 09-07-2026 N/A N/A N/A
20162 2099 CHINAGOLDINTL Call 209.90 09-03-2026 0.129 4.4 85.47%
23038 2202 CHINA VANKE Call 5.555 31-12-2026 0.196 2.0 95.72%
22358 2208 GOLDWIND Call 19.89 12-05-2026 0.168 3.1 95.85%
19300 2228 XTALPI HOLDINGS Call 12.23 18-03-2026 0.179 2.6 134.35%
23082 2238 GAC GROUP Put 3.00 02-06-2026 N/A N/A N/A
18291 2282 MGM CHINA Call 19.55 03-07-2026 0.157 4.2 56.51%
22606 2359 WUXI APPTEC Call 158.36 25-06-2026 0.205 3.5 80.09%
19570 2628 CHINA LIFE Call 36.28 29-09-2026 0.189 4.9 43.25%
21598 2727 SH ELECTRIC Call 7.388 21-10-2026 0.097 3.1 72.98%
29061 2840 SPDR GOLD TRUST Call 4,000.00 10-02-2027 0.191 7.4 24.21%
20623 3750 CATL Put 306.89 01-04-2026 0.078 4.6 75.06%
21732 3888 KINGSOFT Call 53.89 27-04-2026 0.090 4.9 77.93%
23081 3896 KINGSOFT CLOUD Call 8.888 28-10-2026 N/A N/A N/A
18957 3898 CRRC TIMES ELEC Call 48.89 04-02-2026 0.111 7.7 66.12%
21819 6030 CITIC SEC Call 50.89 27-04-2026 0.070 5.4 72.47%
22363 6088 FIT HON TENG Call 8.888 12-05-2026 0.178 2.6 118.16%
21731 6181 LAOPU GOLD Call 1,000.00 28-04-2026 0.101 3.9 83.05%
22273 6682 BEIJING FOURTH PARADIGM TECH Call 61.68 11-05-2026 0.119 3.0 97.72%
22365 6693 CHIFENG JILONG GOLD MINING Call 55.89 12-05-2026 0.170 3.9 87.23%
23184 6869 YOFC Call 68.69 04-06-2026 0.290 1.9 154.80%
21335 9618 JDCOM Call 154.98 24-07-2026 0.057 5.4 47.92%
22361 9660 HORIZON ROBOTICS INC Call 13.89 12-05-2026 0.229 3.0 102.58%
19286 9868 XPENG Put 66.67 03-03-2026 0.107 4.1 69.16%
22125 9961 TRIP.COM-S Call 808.89 06-05-2026 0.108 7.2 48.57%
17729 9992 POP MART Call 299.99 22-03-2027 0.058 2.8 63.66%