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
(%)
25185 CK Hutchison Call 52.88 05-01-2021 0.490 5.5 41.83%
25647 CK Hutchison Put 48.88 03-08-2021 0.156 2.8 41.69%
26123 HSBC HOLDINGS Call 43.38 03-11-2020 0.039 12.7 34.31%
26126 HSBC HOLDINGS Put 37.00 31-12-2020 0.370 5.0 34.09%
23661 HANG SENG BANK Call 170.88 05-07-2021 0.105 5.8 35.73%
23470 SHK PPT Call 120.00 06-10-2020 0.059 16.3 35.01%
14377 NEW WORLD DEV Call 43.52 02-06-2021 0.094 8.0 22.25%
25713 SWIRE PACIFIC A Call 58.88 05-01-2021 0.033 9.9 39.99%
21434 GALAXY ENT Call 75.00 05-07-2021 0.410 4.8 41.21%
21876 GALAXY ENT Put 39.88 03-11-2020 0.033 8.4 53.94%
12995 MTR CORPORATION Call 42.88 07-04-2021 0.320 6.0 30.66%
22562 MTR CORPORATION Put 40.88 06-10-2020 0.220 9.1 32.90%
21772 HANG LUNG PPT Call 18.88 09-10-2020 0.465 6.4 42.51%
11580 POLY HK INV Call 4.56 16-12-2020 0.049 5.7 71.60%
16050 GUANGZHOU INV Call 2.38 14-08-2020 0.010 8.5 406.49%
27112 CNPC(HONG KONG) Call 6.38 05-01-2021 1.370 2.9 80.17%
28370 KINGBOARD CHEM Call 26.17 17-11-2020 0.079 7.6 48.60%
19140 WANT WANT CHINA Call 6.28 02-12-2020 0.090 5.5 51.96%
12795 SHENZHEN INT Call 17.09 06-10-2020 0.020 9.7 56.38%
16160 GEELY AUTO Call 18.88 02-02-2021 0.400 4.0 57.40%
23353 MELCO INT'L DEV Call 18.88 14-12-2020 0.153 7.7 37.34%
24764 CHINA EB INT Call 4.68 16-07-2021 0.248 2.3 85.04%
22810 CITIC PACIFIC Call 10.58 05-10-2021 0.101 4.3 47.71%
11595 KINGDEE INT Call 20.88 18-01-2021 0.600 3.7 62.24%
27582 BYD ELECTRONIC Call 18.88 07-04-2021 1.340 1.8 91.35%
12307 WHG Call 8.88 16-10-2020 0.018 9.7 53.09%
19636 CHINA RESOURCES Call 50.88 03-11-2020 0.510 5.8 48.06%
23753 TINGYI Call 14.50 16-12-2020 0.162 4.5 56.79%
12246 MAANSHAN IRON Call 4.38 16-09-2021 0.032 3.3 65.40%
25303 SHANGHAI PECHEM Call 2.08 18-05-2021 0.325 2.8 71.66%
22221 ANGANG STEEL Call 4.677 28-12-2021 0.034 2.8 78.99%
18122 CHINASOFT INT Call 4.98 05-01-2021 1.050 3.6 55.97%
22209 JIANGXI COPPER Call 10.88 04-05-2021 0.125 5.2 39.32%
21822 SINOPEC CORP Call 4.58 02-03-2021 0.096 7.0 40.15%
16707 HKEX Put 301.88 07-04-2021 0.190 4.4 41.31%
21475 HKEX Call 400.00 31-12-2020 0.223 6.7 38.33%
14724 CHINA RAILWAY Call 5.00 07-04-2021 0.385 4.3 48.99%
26041 DONGFENG GROUP Call 5.28 03-11-2020 0.700 4.8 58.35%
27751 ASM PACIFIC Call 108.88 04-11-2020 0.040 6.4 59.24%
24950 FOSUN INTL Call 11.88 02-09-2020 0.012 13.7 69.38%
21590 TECHTRONIC IND Call 76.88 16-12-2020 0.275 4.2 48.77%
25357 CHINA EAST AIR Call 3.28 14-05-2021 0.570 2.9 63.29%
16500 CHINA OVERSEAS Put 22.88 05-01-2021 0.495 4.3 41.63%
18546 CHINA OVERSEAS Call 32.88 06-10-2020 0.045 7.4 78.11%
26156 BEIJING AIRPORT Call 6.38 16-07-2021 0.145 3.6 52.60%
25716 TRAVELSKY TECH Call 16.50 07-05-2021 0.241 3.5 50.78%
21390 TENCENT Put 475.88 23-02-2021 0.365 4.6 38.91%
12831 CHINA TELECOM Call 2.88 07-04-2021 0.134 5.6 39.66%
27552 AIR CHINA Call 6.58 05-10-2021 0.185 2.8 62.15%
24725 CHINA UNICOM Call 5.75 05-01-2021 0.167 6.9 43.94%
28984 ZTE Call 29.99 06-10-2020 0.014 12.2 49.96%
15501 CHINA LIT Call 68.88 19-07-2021 0.148 2.7 75.84%
13286 CHINA TOWER Put 1.52 05-07-2021 0.315 2.0 49.65%
18547 CHINA TOWER Call 1.77 05-01-2021 0.060 6.5 44.64%
20355 CHINA TOWER Call 1.91 07-04-2021 0.082 5.0 46.77%
25358 IGG Call 6.28 06-10-2020 0.820 2.4 101.76%
20965 SHIMAO PROPERTY Call 38.80 07-04-2021 0.370 3.6 61.58%
29498 LINK REIT Call 78.88 05-01-2021 0.055 12.3 29.00%
22286 CHINA RES POWER Call 11.88 05-01-2021 0.036 10.3 30.55%
23967 PETROCHINA Call 3.08 06-10-2020 0.060 10.1 50.42%
11393 CMS Call 12.88 16-10-2020 0.042 7.2 72.24%
13964 XINYI GLASS Call 11.18 09-07-2021 0.660 2.6 63.02%
13404 BAIYUNSHAN PH Call 26.88 16-09-2020 0.041 10.2 62.41%
13251 SJM HOLDINGS Call 11.88 18-05-2021 0.275 3.3 59.36%
15695 ZHONGSHENG HLDG Call 57.88 16-02-2021 0.550 4.0 57.85%
23968 CNOOC Call 10.38 30-12-2020 0.070 7.2 41.91%
13954 ANHUI CONCH Call 63.88 05-01-2021 0.415 6.2 39.73%
12309 CHINA LONGYUAN Call 4.58 18-10-2021 0.385 2.1 71.22%
13706 CCB Call 7.18 02-09-2020 0.032 16.0 59.32%
22561 CCB Put 5.88 06-10-2020 0.305 9.4 31.94%
11596 CHINA MOBILE Put 47.50 05-01-2021 0.135 8.4 31.51%
23965 CHINA MOBILE Call 62.50 03-11-2020 0.128 11.2 35.04%
13243 LONGFOR PPT Call 39.99 11-09-2020 0.148 9.7 55.80%
24193 CHINA TAIPING Call 15.88 13-11-2020 0.154 6.8 47.71%
15722 XINYI SOLAR Call 9.38 16-02-2021 0.365 2.9 76.64%
14134 LENOVO GROUP Put 4.08 06-10-2020 0.106 7.9 54.31%
24171 LENOVO GROUP Call 4.88 03-11-2020 0.420 6.3 45.42%
21785 CITIC BANK Call 4.18 02-09-2020 0.010 20.2 49.58%
22415 HENGAN INT'L Call 71.88 07-04-2021 0.540 5.3 37.43%
22555 HENGAN INT'L Put 43.88 05-01-2021 0.044 8.1 41.96%
11044 WEIGAO GROUP Call 18.88 16-07-2021 0.510 2.4 70.47%
13405 TOWNGAS CHINA Call 6.68 05-07-2021 0.023 5.1 47.77%
22418 CHINA SHENHUA Call 15.88 07-04-2021 0.200 4.8 45.52%
11348 CSPC PHARMA Call 17.40 02-12-2020 0.106 6.4 46.43%
27621 CSPC PHARMA Put 12.40 02-06-2021 0.180 2.6 54.75%
11234 SINOPHARM Put 16.88 02-02-2021 0.235 2.6 64.77%
15097 SINOPHARM Call 24.88 02-03-2021 0.126 4.6 55.27%
11220 CHINA RES LAND Call 36.88 02-12-2020 0.350 7.4 38.88%
27575 CKA Call 58.88 05-01-2021 0.095 7.5 44.87%
17556 BRILLIANCE CHI Call 8.547 11-09-2020 0.090 8.9 55.92%
27571 WYNN MACAU Call 16.18 07-04-2021 0.248 3.1 77.77%
11709 ZOOMLION Call 8.28 16-06-2021 0.285 3.1 56.29%
22207 YANZHOU COAL Call 7.88 06-10-2020 0.044 12.6 46.51%
15045 SINO BIOPHARM Call 13.92 02-03-2021 0.115 5.1 54.83%
22818 CHINA RAIL CONS Call 9.68 05-07-2021 0.050 5.3 42.19%
11099 CHINA RES GAS Call 48.88 16-04-2021 0.178 5.4 44.62%
16162 BYD COMPANY Call 95.88 03-08-2021 0.212 3.1 59.88%
20232 BYD COMPANY Put 42.88 06-10-2020 0.067 5.5 94.86%
21218 AGRICULTURAL BANK OF CHINA Call 3.68 02-09-2021 0.101 5.8 38.48%
27109 AIA Put 61.88 05-01-2021 0.211 6.7 38.51%
27998 AIA Call 76.88 02-12-2020 0.440 8.0 32.50%
13406 CHINARES CEMENT Call 10.88 05-10-2021 0.295 2.3 75.48%
19296 MAPLELEAF EDU Call 3.58 16-06-2021 0.113 2.4 84.08%
19196 NCI Call 46.88 02-06-2021 0.139 5.4 41.94%
27242 RAZOR Call 1.58 16-06-2021 0.470 2.1 87.95%
13711 PICC GROUP Put 2.88 02-12-2020 0.470 3.3 50.49%
21694 PICC GROUP Call 3.18 03-11-2020 0.069 8.4 48.37%
15296 HUA HONG SEMI Call 32.88 18-01-2021 0.495 3.1 78.50%
26391 MEITU Call 4.38 16-10-2020 0.020 5.0 131.67%
26045 ICBC Call 6.28 07-04-2021 0.028 12.5 23.31%
23480 GENSCRIPT BIO Call 22.88 17-11-2020 0.093 4.4 90.44%
22975 PSBC Call 5.68 02-03-2021 0.077 8.6 32.96%
24761 CSR Call 4.38 16-09-2022 0.168 2.3 64.58%
15301 CHINA COMM CONS Call 5.98 07-04-2021 0.241 5.5 42.41%
18558 Xiaomi Call 20.58 02-02-2021 0.146 5.3 53.38%
22278 Xiaomi Put 10.88 02-02-2021 0.086 4.7 51.06%
13018 CGN POWER Call 2.18 02-06-2021 0.066 6.2 34.92%
19016 ZHAOJIN MINING Call 9.08 23-11-2020 0.193 2.7 113.03%
24756 BUD APAC Call 25.18 05-01-2021 0.405 4.7 39.83%
26406 KB LAMINATES Call 9.365 16-03-2021 0.305 2.9 74.51%
19641 SAMSONITE Call 24.88 02-06-2021 0.039 3.3 86.62%
26404 SUNAC Call 38.88 03-11-2020 0.295 5.6 56.72%
22551 SANDS CHINA LTD Put 35.68 02-09-2020 0.510 3.5 115.37%
25653 SANDS CHINA LTD Call 35.88 05-01-2021 0.295 5.1 50.47%
20687 CHOW TAI FOOK Call 10.68 02-02-2021 0.182 3.6 76.03%
20233 BAIC MOTOR Call 4.88 03-08-2021 0.175 2.5 69.68%
14649 MINSHENG BANK Call 6.98 02-06-2021 0.162 6.1 39.18%
14490 COUNTRY GARDEN Put 6.98 01-04-2021 0.049 3.4 57.75%
22153 COUNTRY GARDEN Call 11.68 05-01-2021 0.163 4.9 57.08%
21788 BBMG Call 2.18 17-11-2020 0.082 5.8 62.35%
11584 AAC ACOUSTIC Call 68.88 02-12-2020 0.365 5.3 61.14%
25472 AAC ACOUSTIC Put 33.88 05-01-2021 0.117 4.1 69.50%
23969 ANTA SPORTS Call 73.88 06-10-2020 0.700 6.9 46.28%
15098 LUYE PHARMA Call 5.98 16-07-2021 0.188 2.6 70.45%
23206 FOSUN PHARMA Call 31.88 18-05-2021 0.810 2.8 59.23%
26828 CHINA VANKE Call 28.28 03-11-2020 0.218 8.4 40.79%
23960 GOLDWIND Call 8.08 16-12-2021 0.270 1.9 83.89%
22195 GAC GROUP Call 9.99 02-12-2020 0.040 5.5 65.01%
23208 WUXI BIO Call 168.88 17-11-2020 0.380 4.1 74.69%
12985 MGM CHINA Call 12.18 07-04-2021 0.360 2.9 76.04%
15625 SHENZHOU INTL Put 83.88 07-02-2022 0.199 1.3 65.31%
21216 SHENZHOU INTL Call 128.88 07-04-2021 0.097 4.3 50.49%
27111 PING AN Call 95.55 05-11-2020 0.125 17.1 25.26%
27127 PING AN Put 66.66 05-11-2020 0.087 10.3 38.37%
13408 MENGNIU DAIRY Call 32.88 06-10-2020 0.390 6.2 47.62%
11711 PICC P&C Call 9.88 05-01-2021 0.043 5.4 63.30%
24513 LI NING Call 31.88 18-08-2020 0.010 28.7 58.54%
27544 GREATWALL MOTOR Call 5.88 05-10-2021 0.550 2.2 62.54%
16135 WEICHAI POWER Call 19.88 16-06-2021 0.218 3.4 55.95%
16538 AVICHINA Call 4.18 09-10-2020 1.040 3.9 64.37%
23204 SUNNY OPTICAL Call 145.55 06-10-2020 0.182 7.9 45.42%
13132 BANK OF CHINA HK Put 23.88 06-10-2020 0.540 5.5 43.42%
24757 BANK OF CHINA HK Call 27.88 05-01-2021 0.076 9.7 34.28%
24755 CHALCO Call 2.08 05-01-2021 0.270 4.3 53.13%
13136 CPIC Put 26.88 02-09-2020 0.290 5.8 63.66%
23207 CPIC Call 26.88 02-12-2020 0.141 7.0 40.56%
23544 SH PHARMA Call 14.88 17-11-2020 0.133 5.6 49.16%
11603 CHINA LIFE Put 13.38 31-12-2020 0.058 6.2 48.39%
17264 CHINA LIFE Call 23.00 07-04-2021 0.109 5.7 38.18%
25712 ND PAPER Call 8.18 07-04-2021 0.355 2.9 73.54%
21696 China Huarong Call 1.18 16-06-2021 0.171 2.9 65.43%
22019 CSOP A50 ETF Put 11.50 02-09-2020 0.086 9.5 95.43%
27321 CSOP A50 ETF Call 15.99 05-01-2021 1.220 7.4 28.88%
27212 A50 CHINA Call 15.88 02-12-2020 1.390 7.4 29.29%
15771 CHINA OILFIELD Call 7.58 18-01-2021 0.062 4.4 58.41%
28178 STANCHART Call 45.00 02-12-2020 0.460 4.7 61.41%
22825 ZIJIN MINING Call 4.68 05-01-2021 0.550 4.6 49.85%
18965 CHINA STATE CON Call 8.08 05-01-2021 0.041 4.6 79.95%
20970 CNBM Put 8.88 02-09-2020 0.010 12.6 72.45%
26625 CNBM Call 10.88 05-01-2021 0.380 3.9 53.30%
16415 BANKCOMM Call 6.28 02-02-2021 0.119 6.3 49.07%
15223 EVERGRANDE Call 26.88 05-01-2021 0.265 3.5 80.56%
13377 MEITUAN-W Put 143.88 05-01-2021 0.084 5.0 56.37%
22319 MEITUAN-W Call 286.88 02-06-2021 0.240 3.5 58.99%
14770 GCL-POLY ENERGY Call 0.75 04-05-2021 0.026 2.9 97.11%
13131 KINGSOFT Put 14.88 05-01-2021 0.106 2.1 124.91%
15992 KINGSOFT Call 50.88 02-02-2021 0.365 3.8 71.63%
23961 CRRC TIMES ELEC Call 31.88 16-12-2020 0.310 4.0 71.84%
13537 CICC Call 19.28 16-07-2021 0.380 2.8 58.19%
16508 CM BANK Put 32.88 06-10-2020 0.104 7.2 57.33%
23958 CM BANK Call 41.88 05-01-2021 0.275 6.2 39.34%
22107 CHINA CRSC Call 4.58 14-09-2020 0.018 12.4 65.17%
15990 BANK OF CHINA Call 3.50 04-04-2022 0.121 5.3 33.05%
18964 CMOC Call 4.28 06-10-2020 0.076 7.5 70.93%
18545 CITIC SEC Call 20.68 05-01-2021 0.360 4.4 58.18%
22018 CITIC SEC Put 12.88 05-01-2021 0.036 7.5 41.64%
23363 ZA ONLINE Call 51.88 16-10-2020 0.270 5.4 76.80%
21825 YUHUA EDU Call 6.88 16-07-2021 0.560 2.0 85.88%
27026 SUNART RETAIL Call 15.88 08-02-2021 0.091 5.0 58.91%
21879 HAIDILAO Call 42.88 16-10-2020 0.320 6.2 56.28%
17772 CGS Call 7.48 07-04-2021 0.043 4.8 54.84%
29926 HTSC Call 14.88 17-11-2020 0.113 5.8 50.35%
14676 JDCOM Call 280.88 18-12-2020 0.280 6.0 47.90%
15495 ALIBA Call 270.00 05-01-2021 0.320 6.1 41.56%
13602 NTES Call 165.88 11-12-2020 0.700 6.7 44.47%
14325 TENCENT Call 525.88 28-12-2020 0.465 6.0 37.79%

CBBCs

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