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
(%)
19261 CK Hutchison Call 79.88 03-03-2020 0.087 16.6 21.41%
20111 CK Hutchison Put 65.88 03-03-2020 0.116 13.3 23.30%
28134 HANG LUNG PPT Call 23.88 10-07-2020 0.045 6.2 44.81%
11633 HENGAN INT'L Call 66.88 03-07-2020 0.227 5.8 44.27%
11967 HENGAN INT'L Put 38.88 03-07-2020 0.230 4.2 46.57%
19898 CHINA SOUTH AIR Call 5.74 20-05-2020 0.103 4.1 58.56%
13244 WEIGAO GROUP Call 12.88 16-06-2021 0.232 2.2 67.48%
16064 TOWNGAS CHINA Call 6.88 23-12-2019 0.037 13.9 54.93%
18993 CHINA SHENHUA Call 17.18 03-03-2020 0.088 9.5 34.65%
12805 CSPC PHARMA Call 26.88 02-06-2020 0.188 5.5 49.01%
27621 CSPC PHARMA Put 14.88 02-06-2021 0.196 2.3 45.58%
21071 SINOPHARM Call 33.88 02-06-2020 0.128 6.0 42.64%
19981 SINOPHARM Put 24.88 02-04-2020 0.210 4.3 48.48%
11636 HANG SENG BANK Call 173.80 03-07-2020 0.151 7.8 27.43%
29670 CHINA RES LAND Call 41.88 03-07-2020 0.221 5.1 46.94%
23868 CKA Call 63.88 02-04-2020 0.099 10.5 30.72%
18026 BRILLIANCE CHI Call 10.78 10-07-2020 0.118 5.0 46.68%
18996 WYNN MACAU Call 19.18 03-03-2020 0.037 10.2 36.12%
11709 ZOOMLION Call 8.28 16-06-2021 0.218 2.5 64.90%
18917 HAIER ELEC Call 25.88 18-05-2020 0.156 5.0 48.79%
17670 YANZHOU COAL Call 8.63 02-04-2020 0.043 7.9 40.88%
21189 SINO BIOPHARM Call 12.88 16-07-2020 0.320 3.5 58.46%
23835 CHINA RAIL CONS Call 9.18 30-09-2020 0.085 4.2 43.51%
11580 POLY HK INV Call 4.56 16-12-2020 0.300 3.2 65.30%
20793 CHINA RES GAS Call 45.00 15-06-2020 0.630 3.8 52.92%
23427 BYD COMPANY Call 48.88 03-03-2020 0.052 9.9 40.43%
29665 BYD COMPANY Put 34.56 02-06-2020 0.355 3.5 48.31%
22971 GUANGZHOU INV Call 1.88 15-05-2020 0.240 3.4 69.01%
18924 AGRICULTURAL BANK OF CHINA Call 3.48 05-05-2020 0.168 7.5 31.18%
17847 AGRICULTURAL BANK OF CHINA Put 3.45 03-12-2019 0.205 N/A N/A
22885 AIA Call 86.88 03-03-2020 0.141 12.6 27.33%
23977 AIA Put 66.88 05-05-2020 0.173 8.6 28.38%
22567 CHINARES CEMENT Call 8.08 03-03-2020 0.355 3.7 59.41%
19296 MAPLELEAF EDU Call 3.58 16-06-2021 0.135 1.9 88.24%
23992 NCI Call 38.88 03-03-2020 0.046 10.6 36.52%
11394 NCI Put 26.88 02-06-2020 0.177 4.5 42.85%
25495 C GOLDPHOENIX Call 1.78 16-06-2020 0.242 2.8 84.28%
18719 PICC GROUP Call 3.58 04-02-2020 0.108 8.9 42.82%
21178 HUA HONG SEMI Call 16.88 16-06-2020 0.172 3.4 68.24%
17649 CNPC(HONG KONG) Call 9.18 06-10-2020 0.285 5.7 39.37%
11939 MEITU Call 2.18 18-05-2020 0.204 3.2 82.10%
11943 ICBC Call 7.48 03-07-2020 0.032 12.4 26.30%
21411 ICBC Put 4.90 03-03-2020 0.033 16.4 22.71%
28370 KINGBOARD CHEM Call 26.88 17-11-2020 0.285 3.5 56.94%
29423 WANT WANT CHINA Call 7.98 02-06-2021 0.223 2.9 52.65%
22213 SHENZHEN INT Call 17.08 03-01-2020 0.113 8.1 48.74%
11940 GENSCRIPT BIO Call 18.88 15-05-2020 N/A N/A N/A
26008 SHK PPT Call 123.00 02-04-2020 0.241 11.8 25.55%
11945 SHK PPT Put 95.00 05-05-2020 0.241 8.8 28.02%
12713 PSBC Call 6.18 02-09-2020 0.202 7.4 27.17%
19854 NEW WORLD DEV Call 14.38 04-08-2020 0.047 7.2 37.43%
12506 GEELY AUTO Call 16.88 05-05-2020 1.230 5.2 45.83%
21067 GEELY AUTO Put 9.99 02-04-2020 0.023 7.3 47.17%
24814 CSR Call 6.08 18-05-2021 0.177 2.8 55.32%
28985 CHINA COMM CONS Call 7.50 02-09-2020 0.460 4.5 48.53%
21477 Xiaomi Call 9.99 04-02-2020 0.088 13.9 32.56%
21018 Xiaomi Put 7.99 04-02-2020 0.285 9.6 32.05%
23423 CGN POWER Call 2.39 02-06-2020 0.144 5.2 45.47%
22566 ZHAOJIN MINING Call 10.88 03-03-2020 0.026 9.0 44.38%
11247 BUD APAC Call 38.88 03-07-2020 0.074 7.6 34.07%
29416 KB LAMINATES Call 8.88 16-06-2020 0.395 3.0 63.35%
29816 CHINA COAL Call 3.88 02-06-2020 0.116 6.7 39.16%
22895 SWIRE PACIFIC A Call 88.88 02-04-2020 0.071 12.1 29.48%
11639 SWIRE PACIFIC A Put 62.50 03-07-2020 N/A N/A N/A
18998 SAMSONITE Call 18.88 03-03-2020 0.111 5.7 55.13%
11744 SUNAC Call 39.99 03-07-2020 0.350 4.5 48.84%
25499 CHINA COSCO Call 4.18 04-02-2020 0.020 10.4 51.55%
12700 SANDS CHINA LTD Call 45.88 03-07-2020 0.141 6.8 37.46%
21410 SANDS CHINA LTD Put 35.88 04-02-2020 0.222 7.1 38.92%
16562 CHOW TAI FOOK Call 9.46 02-04-2020 0.108 4.1 80.94%
17655 BAIC MOTOR Call 7.88 02-06-2020 0.041 4.4 68.91%
24510 MINSHENG BANK Call 5.58 02-06-2020 0.560 5.3 36.18%
19734 RMIH Call 58.88 04-02-2020 0.020 13.0 42.15%
13080 MELCO INT'L DEV Call 25.88 06-10-2020 0.236 3.5 56.36%
19141 COUNTRY GARDEN Call 11.88 02-06-2020 0.171 5.3 44.88%
14490 COUNTRY GARDEN Put 6.98 01-04-2021 0.110 1.9 59.35%
23876 BBMG Call 2.68 18-05-2020 0.157 4.7 55.01%
11086 AAC ACOUSTIC Call 58.88 02-04-2020 0.480 5.4 46.17%
20726 AAC ACOUSTIC Put 49.88 02-06-2020 0.114 3.1 54.49%
24949 ANTA SPORTS Call 78.88 06-10-2020 1.140 3.6 47.57%
25310 FIH Call 1.48 03-03-2020 0.100 4.4 76.60%
16374 LUYE PHARMA Call 8.68 16-12-2020 0.117 2.5 72.47%
19853 FOSUN PHARMA Call 26.88 18-05-2020 0.189 4.9 48.02%
26005 CHINA VANKE Call 31.11 03-07-2020 0.219 5.7 34.55%
25676 GOLDWIND Call 12.13 16-12-2020 0.169 2.6 73.02%
22195 GAC GROUP Call 9.99 02-12-2020 0.143 2.9 71.06%
13557 WUXI BIO Call 101.88 17-03-2020 0.106 3.9 73.27%
24390 MGM CHINA Call 12.78 05-05-2020 0.161 3.7 64.09%
20664 SHENZHOU INTL Call 119.88 04-02-2020 0.099 6.9 55.17%
11301 PING AN Call 118.88 02-04-2020 0.041 18.4 23.44%
11579 PING AN Put 76.88 05-05-2020 0.113 10.5 25.68%
25276 MENGNIU DAIRY Call 40.80 02-04-2020 0.028 10.0 37.96%
28126 PICC P&C Call 10.88 03-01-2020 0.060 17.4 35.89%
21096 LI NING Call 26.88 18-05-2020 0.315 4.5 46.52%
18027 GREATWALL MOTOR Call 8.18 02-04-2020 0.145 7.9 42.80%
16070 WEICHAI POWER Call 14.88 16-06-2020 0.162 3.9 55.45%
28133 AVICHINA Call 6.48 03-07-2020 0.077 5.5 56.34%
12827 SUNNY OPTICAL Call 158.88 02-06-2020 0.185 4.4 58.08%
26345 SUNNY OPTICAL Put 95.00 02-04-2020 0.072 5.4 49.86%
23869 BANK OF CHINA HK Call 31.88 05-05-2020 0.112 10.1 28.10%
23018 BANK OF CHINA HK Put 23.88 03-03-2020 0.124 9.5 31.40%
27488 CHINA EB INT Call 7.18 16-06-2020 0.070 3.6 66.96%
22038 CHALCO Call 2.88 03-07-2020 0.222 4.2 54.19%
11592 CPIC Call 33.88 02-09-2020 0.175 5.5 38.80%
13136 CPIC Put 26.88 02-09-2020 0.300 3.9 35.20%
17857 SH PHARMA Call 22.88 18-05-2020 0.041 5.6 56.61%
18076 CHINA LIFE Call 24.50 03-07-2020 0.064 7.7 32.86%
24696 CHINA LIFE Put 15.50 03-07-2020 0.108 6.0 36.26%
11517 CITIC PACIFIC Call 12.88 31-12-2020 0.068 4.6 41.21%
18720 KINGDEE INT Call 10.88 18-05-2020 0.121 4.4 61.26%
18907 ND PAPER Call 7.88 22-06-2020 0.147 3.1 70.08%
21433 GALAXY ENT Call 61.88 04-02-2020 0.034 16.0 30.60%
17194 GALAXY ENT Put 54.00 03-01-2020 0.350 10.5 25.74%
28125 SH ELECTRIC Call 3.38 24-02-2020 0.028 9.4 47.08%
22493 R&F PROPERTIES Call 15.55 02-04-2020 0.076 5.7 51.50%
21583 China Huarong Call 1.48 16-06-2020 0.116 3.9 61.36%
20400 CSOP A50 ETF Call 17.17 03-01-2020 0.010 35.8 22.02%
18978 A50 CHINA Call 15.55 03-12-2019 0.025 65.2 17.42%
12798 BYD ELECTRONIC Call 15.88 03-07-2020 0.275 2.9 71.67%
14758 CSCL Call 1.08 22-06-2020 0.120 3.3 76.21%
16377 WHG Call 10.88 18-05-2020 0.077 5.5 50.51%
26347 CHINA OILFIELD Call 12.28 16-07-2020 0.250 3.9 52.86%
11314 STANCHART Call 78.88 03-07-2020 0.395 6.2 35.20%
11546 ZIJIN MINING Call 3.08 03-07-2020 0.325 4.2 51.19%
25250 CHINA RESOURCES Call 58.80 02-04-2020 0.110 7.6 44.28%
28015 CATHAY PAC AIR Call 13.98 02-04-2020 0.081 10.6 36.72%
23061 CATHAY PAC AIR Put 7.98 03-03-2020 0.035 15.0 27.68%
23753 TINGYI Call 14.88 16-12-2020 0.181 3.1 57.08%
12246 MAANSHAN IRON Call 4.38 16-09-2021 0.119 2.4 61.54%
16564 CHINA STATE CON Call 8.88 02-04-2020 0.055 5.8 56.61%
28259 CNBM Call 8.38 06-10-2020 0.123 3.0 62.34%
24947 CNBM Put 5.98 03-11-2020 0.180 2.2 56.90%
19581 BANKCOMM Call 6.48 03-03-2020 0.032 14.8 28.74%
22423 EVERGRANDE Call 21.11 03-03-2020 0.074 9.0 34.42%
24555 EVERGRANDE Put 15.00 03-03-2020 0.094 6.1 52.29%
23252 SHANGHAI PECHEM Call 2.88 18-11-2020 0.375 2.7 86.45%
13990 AGILE PROPERTY Call 9.88 13-12-2019 0.146 5.9 67.10%
23025 ANGANG STEEL Call 3.88 02-04-2020 0.242 4.4 67.58%
22709 CHINASOFT INT Call 3.99 02-09-2020 0.470 4.1 41.96%
24897 JIANGXI COPPER Call 11.58 05-01-2021 0.068 4.5 42.13%
13028 MEITUAN-W Call 110.88 03-07-2020 0.120 5.4 40.71%
11591 MEITUAN-W Put 71.88 05-01-2021 0.167 2.5 47.81%
28258 GCL-POLY ENERGY Call 0.63 16-12-2020 0.022 2.8 84.76%
23045 CHINA GAS HOLD Call 38.66 03-03-2020 0.134 6.7 51.43%
24726 SINOPEC CORP Call 4.88 02-04-2020 0.120 11.2 25.07%
22420 HKEX Call 280.00 04-02-2020 0.057 15.5 27.53%
20223 HKEX Put 240.88 03-03-2020 0.216 9.0 27.07%
18535 KINGSOFT Call 26.00 02-04-2020 0.055 6.3 54.57%
22564 KINGSOFT Put 11.68 03-03-2020 0.034 6.3 60.33%
24813 CRRC TIMES ELEC Call 33.88 16-06-2020 0.192 4.6 54.79%
12509 CHINA RAILWAY Call 5.55 03-07-2020 0.270 5.7 38.96%
21935 CICC Call 16.88 16-07-2020 0.136 4.1 52.71%
11704 CM BANK Call 45.00 03-01-2020 0.020 23.0 30.00%
20878 CM BANK Put 31.88 04-02-2020 0.101 10.2 39.11%
19451 CHINA CRSC Call 6.00 12-06-2020 0.046 4.8 55.55%
11707 BANK OF CHINA Call 3.38 06-10-2020 0.174 6.7 28.48%
19445 CMOC Call 2.88 03-01-2020 0.069 9.4 55.82%
20729 DONGFENG GROUP Call 8.88 02-06-2020 0.640 5.1 43.95%
11629 LI & FUNG Call 1.00 07-04-2021 0.213 2.4 109.43%
23238 HSBC HOLDINGS Call 62.88 03-07-2020 0.118 12.5 19.10%
29080 HSBC HOLDINGS Put 51.88 03-01-2020 0.027 28.3 22.25%
27751 ASM PACIFIC Call 108.88 04-11-2020 0.159 3.5 47.18%
12706 CITIC SEC Call 17.18 04-08-2020 0.186 5.7 37.11%
19733 CITIC SEC Put 11.88 02-04-2020 0.073 6.3 43.84%
18977 CHINA AGRI Call 2.63 04-02-2020 0.640 4.2 49.03%
29674 ZA ONLINE Call 28.88 16-09-2020 0.320 3.5 52.46%
27804 YUHUA EDU Call 4.68 18-05-2021 0.231 1.5 104.84%
24950 FOSUN INTL Call 11.88 02-09-2020 0.255 3.9 49.95%
12794 MTR CORPORATION Call 50.88 03-07-2020 0.148 8.0 29.58%
11965 MTR CORPORATION Put 38.88 03-07-2020 0.230 5.6 31.57%
21590 TECHTRONIC IND Call 76.88 16-12-2020 0.148 3.3 54.21%
22982 CHINA EAST AIR Call 4.99 10-01-2020 0.024 13.5 46.31%
20660 SUNART RETAIL Call 8.50 12-06-2020 0.310 3.5 55.27%
28294 HAITONG SEC Call 9.28 03-07-2020 0.148 4.4 53.09%
16965 HAIDILAO Call 38.88 17-03-2020 0.228 6.2 44.99%
25237 CHINA OVERSEAS Call 30.88 03-03-2020 0.055 10.5 34.04%
27853 CHINA OVERSEAS Put 25.55 04-02-2020 0.116 8.8 32.32%
21019 CGS Call 4.88 16-07-2021 0.153 2.7 61.24%
29926 HTSC Call 14.88 17-11-2020 0.164 3.3 53.84%
18602 BEIJING AIRPORT Call 7.88 09-04-2020 0.232 3.8 63.01%
19142 TRAVELSKY TECH Call 18.88 17-07-2020 0.245 3.6 57.46%
14630 CAR INC Call 6.98 20-12-2019 0.020 19.1 43.64%
22717 TENCENT Call 415.88 02-03-2020 0.144 16.2 27.51%
21322 TENCENT Put 295.88 03-02-2020 0.355 14.9 26.67%
24733 CHINA TELECOM Call 3.68 02-04-2020 0.052 11.0 29.47%
14359 SKYWORTHDIGITAL Call 2.08 17-12-2019 0.142 7.0 82.30%
13288 AIR CHINA Call 8.38 05-01-2021 0.229 3.0 58.92%
21582 CHINA UNICOM Call 8.18 02-04-2020 0.059 8.0 35.20%
28984 ZTE Call 29.99 06-10-2020 0.280 3.2 64.93%
19578 CHINA LIT Call 35.00 17-04-2020 0.295 4.9 50.13%
21469 FORTUNE REIT Call 12.88 03-07-2020 0.087 5.1 51.05%
11625 CHINA TOWER Call 1.86 03-07-2020 0.128 5.3 39.35%
24576 CHINA TOWER Put 1.52 03-01-2020 0.034 12.4 36.22%
25358 IGG Call 6.28 06-10-2020 0.192 3.4 47.35%
12803 SHIMAO PROPERTY Call 29.88 05-01-2021 0.610 2.6 68.21%
14586 HUADIAN FUXIN Call 1.58 18-05-2020 0.213 3.6 61.75%
13129 LINK REIT Call 98.88 02-06-2020 0.168 9.2 29.95%
20444 CHINA RES POWER Call 12.88 17-07-2020 0.076 6.1 43.61%
11312 PETROCHINA Call 5.08 03-07-2020 0.065 8.1 35.20%
11393 CMS Call 12.88 16-10-2020 0.455 2.9 61.66%
27847 XINYI GLASS Call 10.88 06-10-2020 0.113 3.7 54.60%
14585 BAIYUNSHAN PH Call 31.88 17-12-2019 0.020 11.4 75.51%
20316 SJM HOLDINGS Call 12.88 16-10-2020 0.105 4.1 55.37%
13083 ZHONGSHENG HLDG Call 38.88 16-10-2020 0.295 3.7 53.22%
18992 CNOOC Call 13.98 03-03-2020 0.039 11.2 32.95%
21936 ANHUI CONCH Call 50.88 03-03-2020 0.249 9.2 28.72%
17449 ANHUI CONCH Put 45.55 03-01-2020 0.043 19.7 26.39%
14659 CHINA LONGYUAN Call 6.28 16-06-2021 0.078 2.5 72.52%
20031 CCB Call 6.66 03-01-2020 0.063 23.4 21.78%
11966 CCB Put 5.66 03-07-2020 0.244 6.7 27.92%
12579 CHINA MOBILE Call 65.00 05-05-2020 0.215 10.9 20.88%
19845 CHINA MOBILE Put 61.88 03-01-2020 0.224 14.8 22.22%
18987 HN RENEWABLES Call 2.28 18-05-2020 0.850 2.9 50.92%
13243 LONGFOR PPT Call 39.99 11-09-2020 N/A N/A N/A
22484 CHINA TAIPING Call 22.22 03-01-2020 0.015 15.2 40.52%
16973 XINYI SOLAR Call 5.38 16-06-2021 0.265 2.2 73.12%
11311 SMIC Call 11.88 02-04-2020 0.163 4.8 57.80%
12712 LENOVO GROUP Call 6.68 03-07-2020 0.280 6.3 35.55%
21429 LENOVO GROUP Put 5.28 03-03-2020 0.330 6.0 40.30%
18596 CITIC BANK Call 5.28 04-02-2020 0.031 15.8 30.11%

CBBCs

CBBCs Code Underlying Bull/Bear Strike Call Level Spot VS Call Level Maturity Date
(D-M-Y)
Effective Gearing
(x)
No Information