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 0.190 7.7 34.12%
26238 0016 SHK PPT Call 168.89 30-10-2026 0.222 5.2 39.31%
24896 0017 NEW WORLD DEV Call 17.00 30-07-2026 0.200 3.5 89.08%
20747 0020 SENSETIME Call 3.898 18-12-2026 0.071 2.9 75.33%
29605 0027 GALAXY ENT Call 46.89 05-05-2026 0.088 12.0 34.99%
25417 0123 GUANGZHOU INV Call 8.123 03-08-2026 0.133 5.2 68.88%
23677 0175 GEELY AUTO Call 22.22 30-06-2026 0.073 7.3 52.17%
25970 0325 BLOKS Call 98.89 11-08-2026 0.165 2.9 100.98%
22609 0688 CHINA OVERSEAS Call 18.99 26-11-2026 0.164 5.0 46.54%
25419 0857 PETROCHINA Call 13.29 03-08-2026 0.128 8.8 39.93%
20632 0914 ANHUI CONCH Call 32.89 02-06-2026 0.066 7.0 58.82%
23037 0960 LONGFOR PPT Call 14.69 03-07-2026 0.101 3.5 97.56%
24841 0981 SMIC Call 101.89 29-09-2026 0.081 4.4 59.59%
22589 0992 LENOVO GROUP Call 13.93 23-09-2026 0.067 5.8 49.07%
26123 1133 HARBIN POWER Call 43.39 19-08-2026 0.315 3.2 92.06%
23678 1177 SINO BIOPHARM Call 9.777 23-11-2026 0.064 4.4 56.73%
21389 1258 CNMC Call 22.58 25-06-2026 0.068 5.0 72.78%
25980 1347 HUA HONG SEMI Call 134.70 03-07-2026 0.068 4.4 75.00%
25309 1378 CHINAHONGQIAO Call 58.89 03-08-2026 0.082 5.9 61.74%
21988 1398 ICBC Call 7.388 02-06-2026 0.084 14.3 26.21%
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 0.196 6.1 63.49%
23767 1928 SANDS CHINA LTD Call 27.89 31-07-2026 0.053 7.3 50.42%
22678 2018 AAC ACOUSTIC Call 58.89 29-06-2026 0.046 7.8 53.47%
22359 2050 SANHUA Call 48.89 20-10-2026 0.118 2.6 91.57%
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 0.130 2.6 80.76%
24401 2208 GOLDWIND Call 25.89 13-07-2026 0.097 4.0 89.07%
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 0.146 2.3 79.73%
23185 2276 CONANT OPTICAL Call 76.76 21-09-2026 0.200 3.0 80.52%
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 0.225 4.3 68.49%
25971 2525 HESAI Call 325.25 11-08-2026 0.195 3.7 79.00%
25423 2628 CHINA LIFE Call 46.88 03-08-2026 0.084 6.3 53.57%
25093 2840 SPDR GOLD TRUST Call 4,408.89 31-07-2026 0.245 8.3 33.61%
23071 2888 STANCHART Call 228.88 30-07-2026 0.220 6.3 42.32%
25710 3339 LONKING Call 4.567 10-08-2026 0.197 4.9 61.52%
25272 3759 PHARMARON Call 34.57 03-08-2026 0.151 3.6 92.52%
22173 3908 CICC Call 29.08 11-05-2026 0.056 6.5 73.08%
23904 6030 CITIC SEC Call 46.03 29-06-2026 0.123 4.7 79.38%
22363 6088 FIT HON TENG Call 8.888 12-05-2026 0.111 3.8 112.22%
24974 6181 LAOPU GOLD Put 618.10 31-07-2026 0.173 2.4 77.13%
25976 6613 LENS Call 46.61 11-08-2026 0.186 3.8 82.47%
24986 9660 HORIZON ROBOTICS INC Put 6.999 31-08-2026 0.239 1.9 82.27%
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
23395 9911 NEWBORNTOWN Call 12.89 01-09-2026 0.180 2.6 102.88%
25974 9992 POP MART Call 359.99 17-08-2026 0.107 4.8 66.00%
25693 9999 NTES Call 264.89 05-08-2026 N/A N/A N/A