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 0.206 7.1 34.60%
24896 0017 NEW WORLD DEV Call 17.00 30-07-2026 N/A N/A N/A
18773 0020 SENSETIME Call 3.777 02-07-2026 0.136 4.5 70.06%
29605 0027 GALAXY ENT Call 46.89 05-05-2026 0.094 9.9 37.03%
23677 0175 GEELY AUTO Call 22.22 30-06-2026 0.107 6.2 53.56%
22360 0179 JOHNSON ELEC H Call 48.89 26-10-2026 0.109 2.2 113.13%
20310 0241 CITIC 21CN Call 8.029 05-05-2026 0.095 4.9 70.84%
29613 0388 HKEX Call 600.00 03-07-2026 0.062 8.7 39.49%
22609 0688 CHINA OVERSEAS Call 18.99 26-11-2026 0.160 5.0 45.43%
23523 0857 PETROCHINA Call 11.11 30-06-2026 0.275 8.2 37.04%
23037 0960 LONGFOR PPT Call 14.69 03-07-2026 0.147 2.9 100.71%
24841 0981 SMIC Call 101.89 29-09-2026 0.164 3.6 63.93%
21091 1070 TCL MULTIMEDIA Call 16.89 26-06-2026 0.195 2.8 111.33%
17154 1093 CSPC PHARMA Call 9.99 30-04-2026 0.185 5.3 55.47%
23678 1177 SINO BIOPHARM Call 9.777 23-11-2026 0.109 3.9 57.10%
21389 1258 CNMC Call 22.58 25-06-2026 0.119 4.1 75.31%
24570 1316 NEXTEER Call 11.32 31-07-2026 N/A N/A N/A
25980 1347 HUA HONG SEMI Call 134.70 03-07-2026 0.185 3.2 80.64%
21988 1398 ICBC Call 7.388 02-06-2026 0.148 11.1 27.60%
22603 1618 MCC Call 3.888 20-05-2026 0.067 4.3 102.14%
24474 1772 GANFENG Put 35.89 31-07-2026 0.153 3.6 67.95%
22897 1801 INBIO Put 68.89 26-05-2026 N/A N/A N/A
19516 1888 KB LAMINATES Call 18.89 18-05-2026 0.100 4.9 68.74%
23767 1928 SANDS CHINA LTD Call 27.89 31-07-2026 0.061 6.5 51.71%
22678 2018 AAC ACOUSTIC Call 58.89 29-06-2026 0.071 6.6 54.36%
22359 2050 SANHUA Call 48.89 20-10-2026 0.153 2.3 95.52%
19227 2097 MIXUE Call 666.67 09-07-2026 0.068 3.5 90.70%
23038 2202 CHINA VANKE Call 5.555 31-12-2026 0.152 2.4 83.37%
24401 2208 GOLDWIND Call 25.89 13-07-2026 0.105 3.6 90.62%
23082 2238 GAC GROUP Put 3.00 02-06-2026 N/A N/A N/A
24741 2259 ZIJIN GOLD INTERNATIONAL Put 133.33 20-07-2026 N/A N/A N/A
24979 2259 ZIJIN GOLD INTERNATIONAL Call 288.89 30-10-2026 0.265 3.4 61.70%
23185 2276 CONANT OPTICAL Call 76.76 21-09-2026 0.237 2.7 82.07%
18954 2423 BEKE-W Call 77.78 07-07-2026 0.070 4.0 79.12%
24402 2588 BOC AVIATION Call 111.11 13-07-2026 0.139 8.3 39.72%
24191 2628 CHINA LIFE Call 46.28 02-12-2026 0.300 4.1 51.15%
25093 2840 SPDR GOLD TRUST Call 4,408.89 31-07-2026 0.270 7.7 33.09%
22362 3759 PHARMARON Call 43.76 28-05-2026 0.050 4.9 89.51%
21732 3888 KINGSOFT Call 53.89 27-04-2026 0.044 6.5 77.71%
23081 3896 KINGSOFT CLOUD Call 8.888 28-10-2026 0.213 2.0 108.06%
22173 3908 CICC Call 29.08 11-05-2026 0.121 4.9 74.68%
23904 6030 CITIC SEC Call 46.03 29-06-2026 N/A N/A N/A
22363 6088 FIT HON TENG Call 8.888 12-05-2026 0.074 3.5 116.84%
24974 6181 LAOPU GOLD Put 618.10 31-07-2026 0.179 2.2 80.47%
22273 6682 PHANCY GROUP Call 61.68 11-05-2026 0.110 3.8 86.78%
22361 9660 HORIZON ROBOTICS INC Call 13.89 12-05-2026 0.079 4.4 92.66%
24582 9868 XPENG Call 109.87 31-07-2026 0.095 4.1 69.73%
25024 9888 Baidu Put 98.88 31-12-2026 N/A N/A N/A
24723 9911 NEWBORNTOWN Call 19.91 27-07-2026 0.120 3.1 96.24%
17729 9992 POP MART Call 299.99 22-03-2027 0.081 2.7 65.64%