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
(%)
18956 CK Hutchison Put 66.88 04-08-2020 0.435 7.3 25.21%
19652 CK Hutchison Call 81.88 02-09-2020 0.085 12.1 24.37%
13443 HSBC HOLDINGS Put 50.00 02-06-2020 0.164 15.2 20.94%
13617 HSBC HOLDINGS Call 77.50 02-06-2020 0.025 20.6 29.10%
11636 HANG SENG BANK Call 173.80 03-07-2020 0.076 12.5 23.59%
11945 SHK PPT Put 95.00 05-05-2020 0.050 17.5 27.96%
13654 SHK PPT Call 128.88 02-06-2020 0.082 18.0 22.54%
20525 NEW WORLD DEV Call 12.88 04-01-2022 0.165 4.2 37.83%
11639 SWIRE PACIFIC A Put 62.50 03-07-2020 0.200 8.7 30.27%
21773 SWIRE PACIFIC A Call 78.88 02-09-2020 0.310 7.7 31.51%
14128 GALAXY ENT Call 59.99 03-07-2020 0.191 8.4 34.84%
14129 GALAXY ENT Put 45.00 03-07-2020 0.168 6.6 39.88%
11965 MTR CORPORATION Put 38.88 03-07-2020 0.094 10.3 26.96%
20353 MTR CORPORATION Call 53.66 03-11-2020 0.116 8.5 28.46%
28134 HANG LUNG PPT Call 23.88 10-07-2020 0.020 9.8 39.23%
11580 POLY HK INV Call 4.56 16-12-2020 0.247 3.7 63.28%
22971 GUANGZHOU INV Call 1.88 15-05-2020 0.130 5.1 70.12%
17649 CNPC(HONG KONG) Call 9.18 06-10-2020 0.069 7.7 42.01%
28370 KINGBOARD CHEM Call 26.88 17-11-2020 0.147 4.8 50.78%
29423 WANT WANT CHINA Call 7.98 02-06-2021 0.151 3.3 50.61%
12795 SHENZHEN INT Call 17.88 06-10-2020 0.134 4.5 52.53%
12506 GEELY AUTO Call 16.88 05-05-2020 0.375 10.1 41.02%
19190 GEELY AUTO Put 13.98 04-08-2020 0.305 3.9 45.78%
13080 MELCO INT'L DEV Call 25.88 06-10-2020 0.034 6.5 44.57%
27488 CHINA EB INT Call 7.18 16-06-2020 0.023 5.7 65.41%
11517 CITIC PACIFIC Call 12.88 31-12-2020 0.026 6.3 38.03%
18720 KINGDEE INT Call 10.88 18-05-2020 0.209 5.4 56.29%
16495 BYD ELECTRONIC Call 20.88 06-10-2020 0.173 3.5 66.77%
16377 WHG Call 10.88 18-05-2020 0.022 9.9 45.98%
19636 CHINA RESOURCES Call 50.88 03-11-2020 0.178 5.3 45.77%
23058 CATHAY PAC AIR Call 10.50 05-05-2020 0.540 8.4 40.76%
23753 TINGYI Call 14.88 16-12-2020 0.247 3.2 54.69%
12246 MAANSHAN IRON Call 4.38 16-09-2021 0.100 2.6 59.88%
23252 SHANGHAI PECHEM Call 2.88 18-11-2020 0.240 3.3 83.56%
22221 ANGANG STEEL Call 4.68 28-12-2021 0.067 2.4 84.94%
11130 CHINASOFT INT Call 6.18 02-02-2021 0.086 4.5 39.88%
24897 JIANGXI COPPER Call 11.58 05-01-2021 0.034 6.8 32.14%
18966 CHINA GAS HOLD Call 33.68 04-08-2020 0.241 5.0 49.61%
24726 SINOPEC CORP Call 4.88 02-04-2020 0.010 23.0 33.72%
19550 HKEX Put 242.88 02-09-2020 0.345 5.6 32.34%
27959 HKEX Call 280.00 02-07-2020 0.089 10.1 27.97%
12509 CHINA RAILWAY Call 5.55 03-07-2020 0.070 10.7 32.04%
19003 DONGFENG GROUP Put 6.48 02-06-2020 0.118 5.3 40.63%
20729 DONGFENG GROUP Call 8.88 02-06-2020 0.046 10.9 42.28%
11629 LI & FUNG Call 1.00 07-04-2021 0.040 4.5 80.05%
12800 ASM PACIFIC Call 120.88 05-07-2021 0.147 3.0 56.31%
24950 FOSUN INTL Call 11.88 02-09-2020 0.095 6.7 38.50%
21590 TECHTRONIC IND Call 76.88 16-12-2020 0.156 3.9 47.44%
14211 CHINA EAST AIR Call 4.58 17-07-2020 0.088 7.6 42.86%
16500 CHINA OVERSEAS Put 22.88 05-01-2021 0.330 4.6 33.20%
18546 CHINA OVERSEAS Call 32.88 06-10-2020 0.107 6.6 38.69%
18602 BEIJING AIRPORT Call 7.88 09-04-2020 0.019 10.7 56.45%
19142 TRAVELSKY TECH Call 18.88 17-07-2020 0.089 6.3 45.86%
19540 TENCENT Put 350.88 03-08-2020 0.221 7.9 30.09%
20365 TENCENT Call 440.88 28-07-2020 0.123 10.2 25.46%
17273 CHINA TELECOM Call 3.58 31-12-2020 0.137 6.4 32.89%
13288 AIR CHINA Call 8.38 05-01-2021 0.110 4.1 50.51%
14850 CHINA UNICOM Call 8.58 03-07-2020 0.037 11.9 35.68%
13616 CHINA LIT Call 38.88 10-07-2020 0.420 4.8 50.10%
14133 FORTUNE REIT Call 9.58 16-04-2021 0.232 3.6 42.72%
13286 CHINA TOWER Put 1.52 05-07-2021 0.103 3.8 32.89%
20355 CHINA TOWER Call 1.91 07-04-2021 0.325 3.6 37.60%
25358 IGG Call 6.28 06-10-2020 0.130 4.6 41.73%
12803 SHIMAO PROPERTY Call 29.88 05-01-2021 0.520 3.0 63.51%
14586 HUADIAN FUXIN Call 1.58 18-05-2020 0.069 6.4 58.11%
13129 LINK REIT Call 98.88 02-06-2020 0.019 16.6 30.56%
20444 CHINA RES POWER Call 12.88 17-07-2020 0.015 10.4 39.86%
17269 PETROCHINA Call 4.58 02-12-2020 0.047 7.8 36.01%
11393 CMS Call 12.88 16-10-2020 0.176 4.1 59.88%
27847 XINYI GLASS Call 10.88 06-10-2020 0.085 4.8 47.60%
13404 BAIYUNSHAN PH Call 26.88 16-09-2020 0.370 3.5 61.15%
20316 SJM HOLDINGS Call 12.88 16-10-2020 0.098 4.8 53.54%
13083 ZHONGSHENG HLDG Call 38.88 16-10-2020 0.255 4.3 52.80%
11310 CNOOC Call 15.38 02-12-2020 0.057 6.9 37.40%
13017 ANHUI CONCH Call 58.88 03-07-2020 0.365 7.7 32.69%
14659 CHINA LONGYUAN Call 6.28 16-06-2021 0.065 2.8 69.21%
11966 CCB Put 5.66 03-07-2020 0.145 8.9 30.72%
13706 CCB Call 7.18 02-09-2020 0.152 10.0 28.09%
12581 CHINA MOBILE Call 74.88 03-07-2020 0.051 14.7 25.13%
13402 CHINA MOBILE Put 55.00 03-07-2020 0.099 11.9 24.88%
13243 LONGFOR PPT Call 39.99 11-09-2020 0.550 3.5 63.18%
14372 CHINA TAIPING Call 21.88 14-08-2020 0.140 5.9 49.32%
14515 XINYI SOLAR Call 7.28 18-10-2021 0.320 2.3 66.65%
20782 SMIC Call 19.88 04-08-2020 0.205 5.2 51.61%
12712 LENOVO GROUP Call 6.68 03-07-2020 0.055 10.5 35.62%
17313 CITIC BANK Call 5.48 02-12-2020 0.050 9.5 28.98%
11633 HENGAN INT'L Call 66.88 03-07-2020 0.244 7.9 38.02%
11967 HENGAN INT'L Put 38.88 03-07-2020 0.021 9.9 40.89%
19898 CHINA SOUTH AIR Call 5.74 20-05-2020 0.026 6.7 62.87%
13244 WEIGAO GROUP Call 12.88 16-06-2021 0.222 2.4 66.28%
13405 TOWNGAS CHINA Call 6.68 05-07-2021 0.154 2.6 63.76%
16091 CHINA SHENHUA Call 17.18 02-09-2020 0.045 9.4 34.25%
11348 CSPC PHARMA Call 20.88 02-12-2020 0.208 4.0 47.36%
27621 CSPC PHARMA Put 14.88 02-06-2021 0.198 2.5 44.02%
19981 SINOPHARM Put 24.88 02-04-2020 0.150 7.5 50.90%
21071 SINOPHARM Call 33.88 02-06-2020 0.023 10.7 41.41%
29670 CHINA RES LAND Call 41.88 03-07-2020 0.099 8.8 37.52%
14378 CKA Call 55.88 03-07-2020 0.111 10.8 29.73%
17556 BRILLIANCE CHI Call 8.88 11-09-2020 0.070 5.6 47.44%
20526 WYNN MACAU Call 22.88 02-12-2020 N/A N/A N/A
11709 ZOOMLION Call 8.28 16-06-2021 0.249 2.7 60.34%
18917 HAIER ELEC Call 25.88 18-05-2020 0.099 7.8 45.47%
22037 YANZHOU COAL Call 6.63 03-07-2020 0.049 8.0 42.15%
21189 SINO BIOPHARM Call 12.88 16-07-2020 0.221 4.6 57.46%
23835 CHINA RAIL CONS Call 9.18 30-09-2020 0.064 6.5 30.21%
20793 CHINA RES GAS Call 45.00 15-06-2020 0.210 6.4 49.46%
22110 BYD COMPANY Call 53.88 02-03-2022 0.290 2.2 55.56%
29665 BYD COMPANY Put 34.56 02-06-2020 0.040 7.5 53.94%
18924 AGRICULTURAL BANK OF CHINA Call 3.48 05-05-2020 0.053 15.0 27.15%
12702 AIA Call 86.88 03-07-2020 0.214 10.4 28.79%
13435 AIA Put 66.88 03-07-2020 0.158 9.1 31.37%
13406 CHINARES CEMENT Call 10.88 05-10-2021 0.285 2.1 74.18%
19296 MAPLELEAF EDU Call 3.58 16-06-2021 0.179 2.0 85.17%
11394 NCI Put 26.88 02-06-2020 0.102 7.2 41.11%
13681 NCI Call 35.68 02-09-2020 0.100 8.0 33.50%
25495 C GOLDPHOENIX Call 1.78 16-06-2020 0.097 4.3 79.45%
13135 PICC GROUP Call 3.98 02-12-2020 0.056 7.5 33.14%
12707 HUA HONG SEMI Call 21.88 16-12-2020 0.290 3.1 61.22%
11939 MEITU Call 2.18 18-05-2020 0.241 4.4 73.52%
18997 ICBC Call 5.68 05-05-2020 0.090 20.4 17.89%
21411 ICBC Put 4.90 03-03-2020 0.010 32.0 59.97%
11940 GENSCRIPT BIO Call 18.88 15-05-2020 0.179 4.4 79.29%
12713 PSBC Call 6.18 02-09-2020 0.058 11.7 24.86%
24814 CSR Call 6.08 18-05-2021 0.152 3.2 52.05%
28985 CHINA COMM CONS Call 7.50 02-09-2020 0.161 7.5 39.84%
13540 Xiaomi Put 8.08 02-06-2021 0.075 3.7 40.67%
20971 Xiaomi Call 15.00 02-09-2020 0.195 5.2 44.58%
23423 CGN POWER Call 2.39 02-06-2020 0.071 7.0 51.75%
21955 ZHAOJIN MINING Call 10.18 02-06-2020 0.126 7.0 40.68%
19988 BUD APAC Call 26.88 04-08-2020 0.115 7.5 33.12%
13447 KB LAMINATES Call 11.88 16-06-2021 0.143 2.6 63.66%
29816 CHINA COAL Call 3.88 02-06-2020 0.020 9.8 47.98%
19641 SAMSONITE Call 24.88 02-06-2021 0.159 3.0 68.18%
13290 SUNAC Call 46.88 02-06-2020 0.203 8.4 36.28%
12700 SANDS CHINA LTD Call 45.88 03-07-2020 0.089 8.4 40.65%
16562 CHOW TAI FOOK Call 9.46 02-04-2020 0.019 9.3 76.67%
20233 BAIC MOTOR Call 4.88 03-08-2021 N/A N/A N/A
14649 MINSHENG BANK Call 6.98 02-06-2021 0.202 6.2 30.72%
14490 COUNTRY GARDEN Put 6.98 01-04-2021 0.094 2.2 59.46%
19141 COUNTRY GARDEN Call 11.88 02-06-2020 0.077 8.1 44.45%
23876 BBMG Call 2.68 18-05-2020 0.103 7.0 53.07%
13935 AAC ACOUSTIC Call 78.88 03-07-2020 0.062 8.7 48.08%
20726 AAC ACOUSTIC Put 49.88 02-06-2020 0.071 4.8 53.38%
24949 ANTA SPORTS Call 78.88 06-10-2020 0.390 5.5 43.03%
25310 FIH Call 1.48 03-03-2020 0.010 13.9 133.51%
19653 LUYE PHARMA Call 6.68 16-10-2020 0.114 3.3 70.55%
19853 FOSUN PHARMA Call 26.88 18-05-2020 0.075 8.4 45.30%
26005 CHINA VANKE Call 31.11 03-07-2020 0.200 7.7 30.18%
25676 GOLDWIND Call 12.13 16-12-2020 0.098 3.2 71.24%
22195 GAC GROUP Call 9.99 02-12-2020 0.162 3.0 73.62%
16547 WUXI BIO Call 128.88 03-07-2020 0.295 3.8 72.71%
11214 MGM CHINA Call 15.88 06-10-2020 0.113 3.4 81.64%
11579 PING AN Put 76.88 05-05-2020 0.050 17.4 26.58%
13680 PING AN Call 95.00 02-06-2020 0.135 17.3 19.20%
13408 MENGNIU DAIRY Call 32.88 06-10-2020 0.162 6.2 35.45%
11711 PICC P&C Call 9.88 05-01-2021 0.148 4.4 45.44%
21096 LI NING Call 26.88 18-05-2020 0.041 9.3 45.75%
18124 GREATWALL MOTOR Call 6.68 03-07-2020 0.310 6.2 51.49%
16135 WEICHAI POWER Call 19.88 16-06-2021 0.250 3.0 54.63%
16538 AVICHINA Call 4.18 09-10-2020 0.440 3.6 61.35%
12827 SUNNY OPTICAL Call 158.88 02-06-2020 0.072 7.9 48.64%
16144 SUNNY OPTICAL Put 118.88 03-07-2020 0.208 4.3 49.09%
23869 BANK OF CHINA HK Call 31.88 05-05-2020 0.044 15.9 30.51%
22038 CHALCO Call 2.88 03-07-2020 0.045 7.6 48.63%
11592 CPIC Call 33.88 02-09-2020 0.058 8.1 37.94%
13136 CPIC Put 26.88 02-09-2020 0.340 4.3 34.10%
22154 SH PHARMA Call 19.88 18-05-2021 0.192 3.1 57.26%
12412 CHINA LIFE Call 21.33 05-05-2020 0.044 15.1 29.77%
24696 CHINA LIFE Put 15.50 03-07-2020 0.096 7.8 36.24%
20689 ND PAPER Call 10.18 05-01-2021 0.330 3.0 65.97%
21223 R&F PROPERTIES Call 16.88 05-01-2021 0.202 4.0 65.29%
21583 China Huarong Call 1.48 16-06-2020 0.068 4.9 70.56%
14654 CSOP A50 ETF Call 16.88 03-07-2020 0.130 16.0 21.39%
14656 A50 CHINA Call 17.18 03-07-2020 0.144 14.8 23.13%
14758 CSCL Call 1.08 22-06-2020 0.122 4.1 73.71%
18568 CHINA OILFIELD Call 16.88 18-05-2021 0.193 3.5 54.61%
11314 STANCHART Call 78.88 03-07-2020 0.054 11.1 35.22%
28880 ZIJIN MINING Call 3.98 03-07-2020 0.270 5.6 50.88%
18965 CHINA STATE CON Call 8.08 05-01-2021 0.170 3.3 66.30%
17645 CNBM Call 9.88 03-07-2020 0.174 5.0 54.62%
24947 CNBM Put 5.98 03-11-2020 0.061 3.7 54.68%
11968 BANKCOMM Call 6.18 02-09-2020 0.124 8.3 36.20%
12223 EVERGRANDE Call 21.11 05-05-2020 0.061 11.2 40.10%
24555 EVERGRANDE Put 15.00 03-03-2020 0.010 20.0 94.86%
11591 MEITUAN-W Put 71.88 05-01-2021 0.051 4.6 40.20%
20346 MEITUAN-W Call 128.88 06-10-2020 0.097 6.2 37.90%
28258 GCL-POLY ENERGY Call 0.63 16-12-2020 0.075 2.4 95.06%
13131 KINGSOFT Put 14.88 05-01-2021 0.087 2.9 61.53%
20963 KINGSOFT Call 31.38 02-09-2020 0.385 3.3 72.70%
24813 CRRC TIMES ELEC Call 33.88 16-06-2020 0.164 6.0 54.27%
21935 CICC Call 16.88 16-07-2020 0.120 5.4 47.44%
11712 CM BANK Call 45.00 03-07-2020 0.110 8.2 40.90%
16508 CM BANK Put 32.88 06-10-2020 0.202 5.3 34.32%
22107 CHINA CRSC Call 4.58 14-09-2020 0.600 3.5 61.23%
11707 BANK OF CHINA Call 3.38 06-10-2020 0.056 12.5 20.48%
18964 CMOC Call 4.28 06-10-2020 0.212 4.3 63.27%
13133 CITIC SEC Put 12.88 06-10-2020 0.066 6.6 35.04%
18545 CITIC SEC Call 20.68 05-01-2021 0.220 5.4 36.07%
14027 ZA ONLINE Call 38.88 16-12-2020 0.510 3.3 56.52%
21825 YUHUA EDU Call 6.88 16-07-2021 0.380 2.0 75.86%
21317 SUNART RETAIL Call 11.18 11-09-2020 0.310 3.6 60.73%
21020 HAIDILAO Call 35.88 16-11-2021 0.147 2.5 50.14%
21019 CGS Call 4.88 16-07-2021 0.169 2.8 58.83%
29926 HTSC Call 14.88 17-11-2020 0.185 3.9 45.53%
18130 ALIBA Call 246.00 03-06-2020 0.050 12.7 30.95%
21216 SHENZHOU INTL Call 128.88 07-04-2021 0.161 2.9 60.64%

CBBCs

CBBCs Code Underlying Bull/Bear Strike Call Level Spot VS Call Level Maturity Date
(D-M-Y)
Effective Gearing
(x)
No Information