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
(%)
20747 0020 SENSETIME Call 3.898 18-12-2026 0.074 2.4 85.55%
29605 0027 GALAXY ENT Call 46.89 05-05-2026 0.178 7.0 38.61%
13643 0175 GEELY AUTO Call 26.89 30-04-2026 N/A N/A N/A
22360 0179 JOHNSON ELEC H Call 48.89 26-10-2026 0.185 1.9 121.53%
20310 0241 CITIC 21CN Call 8.029 05-05-2026 0.072 4.3 72.25%
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 N/A N/A N/A
22422 0697 SHOUCHENG HOLDINGS LTD Call 3.188 13-05-2026 0.145 4.1 75.22%
17567 0857 PETROCHINA Call 10.86 03-03-2026 0.113 11.7 35.82%
20516 0960 LONGFOR PPT Call 17.65 16-03-2026 0.076 3.6 115.55%
19875 0981 SMIC Put 36.89 04-05-2026 0.057 4.9 65.58%
16295 0992 LENOVO GROUP Call 12.58 31-03-2026 0.048 8.4 41.65%
17154 1093 CSPC PHARMA Call 9.99 30-04-2026 0.103 4.9 59.85%
20626 1138 COSCO SHIP ENGY Call 12.89 18-03-2026 0.069 6.1 62.47%
18903 1177 SINO BIOPHARM Call 11.77 03-08-2026 0.065 4.4 61.53%
25980 1347 HUA HONG SEMI Call 134.70 03-07-2026 0.068 3.3 85.11%
21988 1398 ICBC Call 7.388 02-06-2026 0.164 9.8 26.21%
18504 1530 3SBIO Call 43.88 02-06-2026 0.094 2.7 101.70%
21989 1772 GANFENG Put 29.58 20-04-2026 0.124 3.7 75.12%
22897 1801 INBIO Put 68.89 26-05-2026 N/A N/A N/A
15973 1880 CTG DUTY-FREE Call 98.88 28-01-2026 0.060 6.0 85.85%
19516 1888 KB LAMINATES Call 18.89 18-05-2026 0.070 4.3 74.30%
19612 1928 SANDS CHINA LTD Call 28.89 01-04-2026 0.098 7.6 49.38%
22359 2050 SANHUA Call 48.89 20-10-2026 0.203 2.0 102.39%
19227 2097 MIXUE Call 666.67 09-07-2026 N/A N/A N/A
20162 2099 CHINAGOLDINTL Call 209.90 09-03-2026 0.167 4.0 86.40%
17923 2186 LUYE PHARMA Call 5.186 18-08-2026 0.055 3.3 75.41%
23038 2202 CHINA VANKE Call 5.555 31-12-2026 0.191 2.0 97.13%
22358 2208 GOLDWIND Call 19.89 12-05-2026 0.153 3.2 95.39%
19300 2228 XTALPI HOLDINGS Call 12.23 18-03-2026 0.184 2.6 133.34%
23082 2238 GAC GROUP Put 3.00 02-06-2026 N/A N/A N/A
18291 2282 MGM CHINA Call 19.55 03-07-2026 0.183 4.0 57.12%
22606 2359 WUXI APPTEC Call 158.36 25-06-2026 0.198 3.5 79.90%
19570 2628 CHINA LIFE Call 36.28 29-09-2026 0.214 4.5 45.67%
21598 2727 SH ELECTRIC Call 7.388 21-10-2026 0.082 3.1 73.05%
29061 2840 SPDR GOLD TRUST Call 4,000.00 10-02-2027 0.184 7.3 24.59%
20623 3750 CATL Put 306.89 01-04-2026 0.089 4.6 70.79%
21732 3888 KINGSOFT Call 53.89 27-04-2026 0.091 4.8 77.97%
23081 3896 KINGSOFT CLOUD Call 8.888 28-10-2026 N/A N/A N/A
18957 3898 CRRC TIMES ELEC Call 48.89 04-02-2026 0.137 7.0 67.05%
21819 6030 CITIC SEC Call 50.89 27-04-2026 0.073 5.1 74.97%
22363 6088 FIT HON TENG Call 8.888 12-05-2026 0.155 2.6 121.59%
21731 6181 LAOPU GOLD Call 1,000.00 28-04-2026 0.119 3.7 83.81%
22273 6682 BEIJING FOURTH PARADIGM TECH Call 61.68 11-05-2026 0.141 2.9 99.97%
22365 6693 CHIFENG JILONG GOLD MINING Call 55.89 12-05-2026 0.182 3.8 87.29%
21335 9618 JDCOM Call 154.98 24-07-2026 0.069 5.0 49.78%
22361 9660 HORIZON ROBOTICS INC Call 13.89 12-05-2026 0.192 3.1 101.98%
19286 9868 XPENG Put 66.67 03-03-2026 0.101 4.0 69.61%
22125 9961 TRIP.COM-S Call 808.89 06-05-2026 0.133 6.7 49.54%
21818 9992 POP MART Call 338.89 27-04-2026 0.076 5.5 62.56%