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
(%)
24792 0001 CK Hutchison Call 79.29 05-10-2026 0.078 9.0 34.64%
26238 0016 SHK PPT Call 168.89 30-10-2026 0.117 6.0 39.82%
24896 0017 NEW WORLD DEV Call 17.00 30-07-2026 0.104 3.9 91.30%
26940 0883 CNOOC Put 19.88 30-09-2026 N/A N/A N/A
26135 0027 GALAXY ENT Call 56.79 25-09-2026 0.050 7.5 44.83%
25417 0123 GUANGZHOU INV Call 8.123 03-08-2026 0.061 6.0 68.61%
23677 0175 GEELY AUTO Call 22.22 30-06-2026 0.121 6.7 55.42%
25970 0325 BLOKS Call 98.89 11-08-2026 0.102 3.6 88.92%
22609 0688 CHINA OVERSEAS Call 18.99 26-11-2026 0.088 5.6 47.55%
26944 0857 PETROCHINA Call 17.86 30-09-2026 0.173 6.6 51.57%
26698 6869 YOFC Call 368.89 18-09-2026 N/A N/A N/A
23037 0960 LONGFOR PPT Call 14.69 03-07-2026 0.065 3.9 97.50%
19158 0293 CATHAY PAC AIR Call 15.29 30-06-2026 0.068 7.8 47.96%
26717 1787 SD GOLD Call 51.79 02-06-2027 0.190 2.2 80.50%
21598 2727 SH ELECTRIC Call 7.388 21-10-2026 0.056 4.2 65.32%
26123 1133 HARBIN POWER Call 43.39 19-08-2026 0.152 3.8 90.14%
26365 1138 COSCO SHIP ENGY Call 26.89 18-09-2026 0.150 3.7 77.69%
23678 1177 SINO BIOPHARM Call 9.777 23-11-2026 0.058 4.5 57.93%
23195 1208 MIN RESOURCES Call 12.08 08-06-2026 0.074 5.3 77.94%
26547 2883 CHINA OILFIELD Call 14.89 05-10-2026 N/A N/A N/A
25309 1378 CHINAHONGQIAO Call 58.89 03-08-2026 0.108 6.2 58.22%
24137 1385 SHANGHAI FUDAN Call 66.67 19-08-2026 0.073 3.6 85.30%
21988 1398 ICBC Call 7.388 02-06-2026 0.067 14.6 29.12%
22897 1801 INBIO Put 68.89 26-05-2026 N/A N/A N/A
23766 1818 ZHAOJIN MINING Call 51.82 22-06-2026 0.063 7.7 61.30%
22359 2050 SANHUA Call 48.89 20-10-2026 0.085 2.8 90.70%
25121 2097 MIXUE Call 588.89 25-03-2027 N/A N/A N/A
23038 2202 CHINA VANKE Call 5.555 31-12-2026 0.099 2.7 83.72%
23082 2238 GAC GROUP Put 3.00 02-06-2026 N/A N/A N/A
25217 2259 ZIJIN GOLD INTERNATIONAL Put 148.89 30-09-2026 0.225 2.0 80.42%
23185 2276 CONANT OPTICAL Call 76.76 21-09-2026 0.137 3.2 80.41%
23991 2282 MGM CHINA Call 21.89 23-11-2026 N/A N/A N/A
26098 2338 WEICHAI POWER Call 46.89 17-08-2026 0.083 5.4 64.30%
25971 2525 HESAI Call 325.25 11-08-2026 0.098 4.2 79.73%
24191 2628 CHINA LIFE Call 46.28 02-12-2026 0.102 5.0 53.45%
25426 2840 SPDR GOLD TRUST Call 5,384.89 24-08-2026 0.093 8.5 40.55%
23071 2888 STANCHART Call 228.88 30-07-2026 0.058 8.0 44.67%
25710 3339 LONKING Call 4.567 10-08-2026 0.083 5.7 65.04%
25272 3759 PHARMARON Call 34.57 03-08-2026 0.132 3.8 92.53%
23904 6030 CITIC SEC Call 46.03 29-06-2026 0.058 5.3 82.98%
22363 6088 FIT HON TENG Call 8.888 12-05-2026 0.043 4.9 109.18%
24974 6181 LAOPU GOLD Put 618.10 31-07-2026 0.211 2.3 76.82%
25976 6613 LENS Call 46.61 11-08-2026 0.060 4.8 78.94%
26327 6682 PHANCY GROUP Call 66.82 02-02-2027 N/A N/A N/A
24985 9660 HORIZON ROBOTICS INC Call 12.89 28-07-2026 0.057 4.6 79.41%
25590 9868 XPENG Call 88.89 31-08-2026 N/A N/A N/A
26209 9888 Baidu Call 198.88 30-09-2026 N/A N/A N/A
24723 9911 NEWBORNTOWN Call 19.91 27-07-2026 0.061 3.9 94.69%
25974 9992 POP MART Call 359.99 17-08-2026 0.059 5.2 68.51%
25693 9999 NTES Call 264.89 05-08-2026 N/A N/A N/A