|
|
|
|
Hang Seng Index |
Full Rate |
63,200 |
/lot |
50,550 |
/lot |
Spread Rate |
7,500 |
/spread |
6,000 |
/spread |
|
|
|
|
|
|
Mini-Hang Seng Index |
Full Rate |
12,640 |
/lot |
10,110 |
/lot |
Spread Rate |
1,500 |
/spread |
1,200 |
/spread |
|
|
|
|
|
|
H-shares Index |
Full Rate |
33,900 |
/lot |
27,150 |
/lot |
Spread Rate |
10,200 |
/spread |
8,150 |
/spread |
|
|
|
|
|
|
Mini H-shares Index |
Full Rate |
6,780 |
/lot |
5,430 |
/lot |
Spread Rate |
2,040 |
/spread |
1,630 |
/spread |
|
|
|
|
|
|
HSCEI Dividend Point Index |
Full Rate |
1,880 |
/lot |
1,510 |
/lot |
Spread Rate |
2,260 |
/spread |
1,820 |
/spread |
|
|
|
|
|
|
HSI Dividend Point Index |
Full Rate |
3,610 |
/lot |
2,890 |
/lot |
Spread Rate |
4,340 |
/spread |
3,470 |
/spread |
|
|
|
|
|
|
HSI Volatility Index |
Full Rate |
33,860 |
/lot |
27,090 |
/lot |
|
Spread Rate |
10,160 |
/spread |
8,130 |
/spread |
|
|
|
|
|
|
IBOVESPA Futures |
Full Rate |
21,960 |
/lot |
17,570 |
/lot |
Spread Rate |
6,590 |
/spread |
5,280 |
/spread |
|
|
|
|
|
|
Sensex Index Futures |
Full Rate |
10,680 |
/lot |
8,550 |
/lot |
Spread Rate |
3,210 |
/spread |
2,570 |
/spread |
|
|
|
|
|
|
FTSE/JSE Top40 Futures |
Full Rate |
18,520 |
/lot |
14,820 |
/lot |
Spread Rate |
5,560 |
/spread |
4,450 |
/spread |
|
|
|
|
|
|
MICEX Index Futures |
Full Rate |
15,990 |
/lot |
12,790 |
/lot |
Spread Rate |
4,800 |
/spread |
3,840 |
/spread |
|
|
|
|
|
|
Three-Year EFN
|
Full Rate |
10,890 |
/lot |
8,710 |
/lot |
Spread Rate |
3,270 |
/spread |
2,620 |
/spread |
|
|
|
|
|
|
One-Month HIBOR |
Full Rate |
235 |
/lot |
188 |
/lot |
Spread Rate |
Please refer to attached table |
|
|
|
|
|
|
Three-Month HIBOR |
Full Rate |
321 |
/lot |
257 |
/lot |
Spread Rate |
Please refer to attached table |
|
|
|
|
|
|
Aluminum Corporation of China Ltd |
Full Rate |
621 |
/lot |
497 |
/lot |
Spread Rate |
187 |
/spread |
150 |
/spread |
|
|
|
|
|
|
Bank of China Ltd |
Full Rate |
176 |
/lot |
141 |
/lot |
Spread Rate |
53 |
/spread |
43 |
/spread |
|
|
|
|
|
|
Bank of Communications Co Ltd |
Full Rate |
421 |
/lot |
337 |
/lot |
Spread Rate |
127 |
/spread |
102 |
/spread |
|
|
|
|
|
|
The Bank of East Asia Ltd |
Full Rate |
468 |
/lot |
374 |
/lot |
Spread Rate |
140 |
/spread |
113 |
/spread |
|
|
|
|
|
|
BOC Hong Kong (Holdings) Ltd |
Full Rate |
717 |
/lot |
574 |
/lot |
Spread Rate |
216 |
/spread |
173 |
/spread |
|
|
|
|
|
|
China Construction Bank Corporation |
Full Rate |
449 |
/lot |
359 |
/lot |
Spread Rate |
135 |
/spread |
108 |
/spread |
|
|
|
|
|
|
China Communications Construction Co Ltd |
Full Rate |
674 |
/lot |
539 |
/lot |
Spread Rate |
203 |
/spread |
162 |
/spread |
|
|
|
|
|
|
China Mobile Ltd |
Full Rate |
2,640 |
/lot |
2,110 |
/lot |
Spread Rate |
792 |
/spread |
633 |
/spread |
|
|
|
|
|
|
China Unicom (Hong Kong) Ltd |
Full Rate |
2,690 |
/lot |
2,160 |
/lot |
Spread Rate |
807 |
/spread |
648 |
/spread |
|
|
|
|
|
|
CITIC Pacific Ltd |
Full Rate |
838 |
/lot |
671 |
/lot |
Spread Rate |
252 |
/spread |
202 |
/spread |
|
|
|
|
|
|
Cheung Kong (Holdings) Ltd |
Full Rate |
7,000 |
/lot |
5,600 |
/lot |
Spread Rate |
2,100 |
/spread |
1,680 |
/spread |
|
|
|
|
|
|
China Life Insurance Company Ltd |
Full Rate |
2,230 |
/lot |
1,780 |
/lot |
Spread Rate |
669 |
/spread |
534 |
/spread |
|
|
|
|
|
|
CLP Holdings Ltd |
Full Rate |
2,070 |
/lot |
1,660 |
/lot |
Spread Rate |
621 |
/spread |
498 |
/spread |
|
|
|
|
|
|
China Merchants Bank Co Ltd |
Full Rate |
599 |
/lot |
479 |
/lot |
Spread Rate |
180 |
/spread |
144 |
/spread |
|
|
|
|
|
|
CNOOC Ltd |
Full Rate |
1,420 |
/lot |
1,130 |
/lot |
Spread Rate |
426 |
/spread |
339 |
/spread |
|
|
|
|
|
|
Cathay Pacific Airways Ltd |
Full Rate |
908 |
/lot |
727 |
/lot |
Spread Rate |
273 |
/spread |
219 |
/spread |
|
|
|
|
|
|
China Petroleum & Chemical Corporation |
Full Rate |
950 |
/lot |
760 |
/lot |
Spread Rate |
285 |
/spread |
228 |
/spread |
|
|
|
|
|
|
China Telecom Corporation Ltd |
Full Rate |
717 |
/lot |
574 |
/lot |
Spread Rate |
216 |
/spread |
173 |
/spread |
|
|
|
|
|
|
Esprit Holdings Ltd |
Full Rate |
214 |
/lot |
171 |
/lot |
Spread Rate |
65 |
/spread |
52 |
/spread |
|
|
|
|
|
|
Foxconn International Holdings Ltd |
Full Rate |
389 |
/lot |
311 |
/lot |
Spread Rate |
117 |
/spread |
94 |
/spread |
|
|
|
|
|
|
Power Assets Holdings Ltd |
Full Rate |
1,870 |
/lot |
1,490 |
/lot |
Spread Rate |
561 |
/spread |
447 |
/spread |
|
|
|
|
|
|
Hong Kong Exchanges and Clearing Ltd |
Full Rate |
927 |
/lot |
742 |
/lot |
Spread Rate |
279 |
/spread |
223 |
/spread |
|
|
|
|
|
|
HSBC Holdings Plc |
Full Rate |
2,100 |
/lot |
1,680 |
/lot |
Spread Rate |
630 |
/spread |
504 |
/spread |
|
|
|
|
|
|
Hong Kong and China Gas Co. Ltd.
(HKG - Multiplier = 1,000) |
Full Rate |
1,090 |
/lot |
871 |
/lot |
Spread Rate |
327 |
/spread |
262 |
/spread |
|
|
|
|
|
|
Hong Kong and China Gas Co. Ltd.
(HKA - Multiplier = 1,100) |
Full Rate |
1,199 |
/lot |
958 |
/lot |
Spread Rate |
360 |
/spread |
288 |
/spread |
|
|
|
|
|
|
Henderson Land Development Co Ltd |
Full Rate |
3,390 |
/lot |
2,710 |
/lot |
Spread Rate |
1,020 |
/spread |
813 |
/spread |
|
|
|
|
|
|
Huaneng Power International Inc |
Full Rate |
892 |
/lot |
714 |
/lot |
Spread Rate |
268 |
/spread |
215 |
/spread |
|
|
|
|
|
|
Hang Seng Bank Ltd |
Full Rate |
658 |
/lot |
526 |
/lot |
Spread Rate |
198 |
/spread |
158 |
/spread |
|
|
|
|
|
|
Hutchison Whampoa Ltd |
Full Rate |
5,420 |
/lot |
4,330 |
/lot |
Spread Rate |
1,630 |
/spread |
1,300 |
/spread |
|
|
|
|
|
|
Industrial and Commercial Bank of China Ltd |
Full Rate |
340 |
/lot |
272 |
/lot |
Spread Rate |
102 |
/spread |
82 |
/spread |
|
|
|
|
|
|
Li & Fung Ltd |
Full Rate |
2,930 |
/lot |
2,350 |
/lot |
Spread Rate |
879 |
/spread |
705 |
/spread |
|
|
|
|
|
|
MTR Corporation Ltd |
Full Rate |
826 |
/lot |
661 |
/lot |
Spread Rate |
248 |
/spread |
199 |
/spread |
|
|
|
|
|
|
New World Development Co Ltd |
Full Rate |
843 |
/lot |
675 |
/lot |
Spread Rate |
253 |
/spread |
203 |
/spread |
|
|
|
|
|
|
Ping An Insurance (Group) Co of China Ltd |
Full Rate |
2,730 |
/lot |
2,180 |
/lot |
Spread Rate |
819 |
/spread |
654 |
/spread |
|
|
|
|
|
|
PetroChina Company Ltd |
Full Rate |
1,430 |
/lot |
1,150 |
/lot |
Spread Rate |
429 |
/spread |
345 |
/spread |
|
|
|
|
|
|
PICC Property and Casualty Company Limited |
Full Rate |
2,090 |
/lot |
1,680 |
/lot |
Spread Rate |
627 |
/spread |
504 |
/spread |
|
|
|
|
|
|
Sun Hung Kai Properties Ltd |
Full Rate |
5,950 |
/lot |
4,760 |
/lot |
Spread Rate |
1,790 |
/spread |
1,430 |
/spread |
|
|
|
|
|
|
Swire Pacific Ltd ‘A’
(SWA - Multiplier = 500) |
Full Rate |
2,850 |
/lot |
2,280 |
/lot |
Spread Rate |
855 |
/spread |
684 |
/spread |
|
|
|
|
|
|
Swire Pacific Ltd ‘A’
(SWE - Multiplier = 575) |
Full Rate |
3,280 |
/lot |
2,624 |
/lot |
Spread Rate |
984 |
/spread |
787 |
/spread |
|
|
|
|
|
|
Wharf (Holdings) Ltd |
Full Rate |
3,610 |
/lot |
2,890 |
/lot |
Spread Rate |
1,090 |
/spread |
867 |
/spread |