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
(%)
18773 0020 SENSETIME Call 3.777 02-07-2026 0.184 3.9 73.91%
29605 0027 GALAXY ENT Call 46.89 05-05-2026 0.104 9.0 36.89%
23677 0175 GEELY AUTO Call 22.22 30-06-2026 0.170 5.6 51.48%
22360 0179 JOHNSON ELEC H Call 48.89 26-10-2026 0.155 2.0 117.81%
20310 0241 CITIC 21CN Call 8.029 05-05-2026 0.084 4.3 79.31%
18719 0267 CITIC PACIFIC Call 16.89 02-06-2026 0.052 7.5 44.73%
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 0.098 5.5 42.19%
22422 0697 SHOUCHENG HOLDINGS LTD Call 3.132 13-05-2026 0.100 5.1 68.42%
23523 0857 PETROCHINA Call 11.11 30-06-2026 0.096 9.4 36.02%
20041 0981 SMIC Call 98.10 02-11-2026 0.170 3.5 56.58%
22589 0992 LENOVO GROUP Call 13.93 23-09-2026 0.057 5.6 48.09%
17154 1093 CSPC PHARMA Call 9.99 30-04-2026 0.181 4.8 58.47%
23872 1138 COSCO SHIP ENGY Call 12.35 23-06-2026 0.255 3.8 65.66%
23678 1177 SINO BIOPHARM Call 9.777 23-11-2026 0.134 3.6 57.57%
21393 1347 HUA HONG SEMI Call 134.70 02-06-2026 0.163 3.7 84.50%
21988 1398 ICBC Call 7.388 02-06-2026 0.090 11.8 26.85%
22603 1618 MCC Call 3.888 20-05-2026 0.086 3.9 100.78%
24950 1772 GANFENG Call 77.78 02-12-2026 0.239 2.4 82.86%
22897 1801 INBIO Put 68.89 26-05-2026 N/A N/A N/A
23810 1860 MOBVISTA Call 32.89 22-06-2026 0.230 2.7 118.79%
19516 1888 KB LAMINATES Call 18.89 18-05-2026 0.074 4.7 72.39%
23767 1928 SANDS CHINA LTD Call 27.89 31-07-2026 N/A N/A N/A
22678 2018 AAC ACOUSTIC Call 58.89 29-06-2026 0.122 5.7 55.57%
22359 2050 SANHUA Call 48.89 20-10-2026 0.214 2.1 99.20%
19227 2097 MIXUE Call 666.67 09-07-2026 0.100 3.1 93.20%
20162 2099 CHINAGOLDINTL Call 209.90 09-03-2026 0.074 5.8 82.16%
22358 2208 GOLDWIND Call 19.89 12-05-2026 0.220 3.5 83.57%
19300 2228 XTALPI HOLDINGS Call 12.23 18-03-2026 0.265 2.9 116.30%
23082 2238 GAC GROUP Put 3.00 02-06-2026 N/A N/A N/A
23185 2276 CONANT OPTICAL Call 76.76 21-09-2026 0.167 2.8 80.15%
23991 2282 MGM CHINA Call 21.89 23-11-2026 N/A N/A N/A
22606 2359 WUXI APPTEC Call 158.36 25-06-2026 0.213 3.7 79.23%
24191 2628 CHINA LIFE Call 46.28 02-12-2026 N/A N/A N/A
21793 2840 SPDR GOLD TRUST Call 3,740.00 22-04-2026 0.086 13.4 27.62%
20623 3750 CATL Put 306.89 01-04-2026 0.057 5.5 75.82%
21732 3888 KINGSOFT Call 53.89 27-04-2026 0.078 5.5 77.50%
23081 3896 KINGSOFT CLOUD Call 8.888 28-10-2026 0.173 1.9 121.19%
23765 3898 CRRC TIMES ELEC Call 59.89 22-06-2026 N/A N/A N/A
22173 3908 CICC Call 29.08 11-05-2026 0.197 4.2 74.94%
21819 6030 CITIC SEC Call 50.89 27-04-2026 0.062 5.9 73.72%
22363 6088 FIT HON TENG Call 8.888 12-05-2026 0.076 3.2 118.47%
24005 6181 LAOPU GOLD Call 888.89 13-07-2026 N/A N/A N/A
22273 6682 BEIJING FOURTH PARADIGM TECH Call 61.68 11-05-2026 0.153 3.1 99.01%
22365 6693 CHIFENG JILONG GOLD MINING Call 55.89 12-05-2026 0.092 4.8 83.94%
23873 6869 YOFC Call 88.89 23-06-2026 N/A N/A N/A
22361 9660 HORIZON ROBOTICS INC Call 13.89 12-05-2026 0.195 3.5 95.90%
18196 9868 XPENG Call 108.69 23-06-2026 0.055 4.4 64.37%
22125 9961 TRIP.COM-S Call 808.89 06-05-2026 0.134 7.6 48.35%
23397 9992 POP MART Call 253.89 30-06-2026 N/A N/A N/A