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
(%)
13492 0144 CHINA MER HOLD Call 14.18 15-07-2024 0.086 4.0 72.92%
28246 0241 CITIC 21CN Call 7.38 02-02-2024 0.015 5.3 211.50%
15082 0270 GUANGDONG INV Call 9.18 23-02-2024 0.010 9.5 78.34%
29449 0384 CHINA GAS HOLD Call 11.88 03-05-2024 0.018 6.3 64.98%
26054 0489 DONGFENG GROUP Call 5.25 03-01-2025 0.031 4.8 46.89%
15819 0552 CHINACOMSERVICE Call 3.80 02-04-2024 0.045 5.5 66.23%
12329 0772 CHINA LIT Call 43.88 19-04-2024 0.015 6.6 64.09%
18174 0778 FORTUNE REIT Call 7.88 03-07-2024 0.010 7.8 48.50%
14097 0867 CMS Call 16.88 04-06-2024 0.118 4.0 76.19%
29290 0880 SJM HOLDINGS Call 5.88 16-02-2024 0.015 4.0 213.58%
13742 0881 ZHONGSHENG HLDG Call 47.85 23-04-2024 0.015 3.4 147.26%
17517 0883 CNOOC Call 12.88 03-07-2024 0.136 6.3 32.08%
25784 0968 XINYI SOLAR Call 10.77 02-04-2024 0.016 3.7 148.50%
14098 1044 HENGAN INT''L Call 48.88 04-06-2024 0.010 10.2 45.29%
27846 1088 CHINA SHENHUA Call 26.92 31-01-2024 0.162 16.1 20.91%
11985 1093 CSPC PHARMA Put 7.00 02-04-2024 0.195 3.9 52.48%
27856 1093 CSPC PHARMA Call 11.88 02-04-2024 0.024 4.5 109.78%
22715 0700 SINOPHARM Call 320.20 26-07-2024 0.188 6.4 33.69%
13611 1177 SINO BIOPHARM Call 5.65 03-10-2025 0.053 3.3 52.68%
24898 1186 CHINA RAIL CONS Call 7.06 04-03-2024 0.014 7.1 89.67%
11388 1288 AGRICULTURAL BANK OF CHINA Call 2.90 02-04-2024 0.191 9.7 26.10%
28356 1313 CHINARES CEMENT Call 5.08 13-12-2024 0.015 3.2 93.61%
22325 0700 NCI Call 370.00 28-06-2024 0.069 8.4 35.32%
15093 1772 GANFENG Call 61.49 03-07-2024 0.018 4.3 84.35%
16868 1798 DATANG RENEW Call 3.38 02-02-2024 0.011 4.7 226.25%
21597 9888 CHINA COMM CONS Put 99.83 21-06-2024 0.212 3.8 45.61%
12838 1801 INBIO Call 58.88 08-03-2024 0.015 7.8 73.62%
12650 1928 SANDS CHINA LTD Put 18.88 28-02-2024 0.025 12.0 43.44%
12310 1951 JXR Call 8.00 30-01-2024 0.010 3.7 349.59%
12229 2313 SHENZHOU INTL Call 127.88 02-04-2024 0.013 6.5 78.34%
12235 2319 MENGNIU DAIRY Call 39.15 30-06-2025 0.024 3.5 58.46%
13617 2328 PICC P&C Call 8.00 02-08-2024 0.415 3.6 46.41%
29455 2357 AVICHINA Call 4.28 14-05-2024 0.036 4.8 69.92%
28357 2388 BANK OF CHINA HK Call 29.88 19-02-2024 0.015 9.0 88.93%
12602 2600 CHALCO Call 4.88 18-11-2024 0.099 3.4 57.83%
12588 2607 SH PHARMA Call 18.88 28-02-2024 0.015 7.3 94.65%
21047 0005 ND PAPER Call 72.85 16-09-2024 0.062 11.9 24.86%
28562 2822 CSOP A50 ETF Call 16.16 03-10-2024 0.023 9.0 30.42%
14663 2883 CHINA OILFIELD Call 11.28 01-04-2025 0.094 3.2 57.68%
12306 2888 STANCHART Call 80.00 03-05-2024 0.033 7.5 50.14%
29456 3311 CHINA STATE CON Call 9.88 04-06-2024 0.099 4.1 63.03%
21654 0688 KINGSOFT Call 17.88 03-09-2024 0.094 5.6 47.44%
28370 3898 CRRC TIMES ELEC Call 42.88 08-03-2024 0.015 4.5 137.95%
14596 3988 BANK OF CHINA Call 3.17 21-03-2024 0.033 20.2 20.63%
28360 3998 BOSIDENG Call 4.88 26-02-2024 0.020 6.8 88.69%
22407 1211 CG SERVICES Put 192.30 27-09-2024 0.182 3.7 40.67%
12307 6618 JD HEALTH Call 80.88 03-05-2024 0.015 3.6 125.90%
14436 6881 CGS Call 5.88 03-05-2024 0.019 7.0 56.34%
11099 6886 HTSC Call 12.08 04-03-2024 0.019 13.1 44.20%
28399 9633 NONGFU SPRING Call 49.88 03-07-2024 0.032 7.5 34.72%
12655 9868 XPENG Put 28.88 02-08-2024 0.091 1.6 101.43%
21467 HSI ALIBA Call 18,291.00 30-05-2024 0.042 13.6 21.97%