|
|
|
|
Hang Seng Index |
Full Rate |
82,150 |
/lot |
65,700 |
/lot |
Spread Rate |
16,450 |
/spread |
13,150 |
/spread |
|
|
|
|
|
|
Mini-Hang Seng Index |
Full Rate |
16,430 |
/lot |
13,140 |
/lot |
Spread Rate |
3,290 |
/spread |
2,630 |
/spread |
|
|
|
|
|
|
H-shares Index |
Full Rate |
36,600 |
/lot |
29,300 |
/lot |
Spread Rate |
11,000 |
/spread |
8,800 |
/spread |
|
|
|
|
|
|
Mini H-shares Index |
Full Rate |
7,320 |
/lot |
5,860 |
/lot |
Spread Rate |
2,200 |
/spread |
1,760 |
/spread |
|
|
|
|
|
|
HSCEI Dividend Point Index |
Full Rate |
2,080 |
/lot |
1,660 |
/lot |
Spread Rate |
2,500 |
/spread |
2,000 |
/spread |
|
|
|
|
|
|
HSI Dividend Point Index |
Full Rate |
3,910 |
/lot |
3,130 |
/lot |
Spread Rate |
4,700 |
/spread |
3,760 |
/spread |
|
|
|
|
|
|
HSI Volatility Index |
Full Rate |
30,700 |
/lot |
24,560 |
/lot |
Spread Rate |
9,210 |
/spread |
7,370 |
/spread |
|
|
|
|
|
|
IBOVESPA Futures |
Full Rate |
21,420 |
/lot |
17,130 |
/lot |
Spread Rate |
6,430 |
/spread |
5,140 |
/spread |
|
|
|
|
|
|
BSE S&P Sensex Index Futures |
Full Rate |
12,710 |
/lot |
10,170 |
/lot |
Spread Rate |
3,820 |
/spread |
3,060 |
/spread |
|
|
|
|
|
|
FTSE/JSE Top40 Index Futures |
Full Rate |
22,740 |
/lot |
18,190 |
/lot |
Spread Rate |
6,830 |
/spread |
5,460 |
/spread |
|
|
|
|
|
|
MICEX Index Futures |
Full Rate |
16,140 |
/lot |
12,910 |
/lot |
Spread Rate |
4,850 |
/spread |
3,880 |
/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 |
626 |
/lot |
501 |
/lot |
Spread Rate |
Please refer to attached table |
|
|
|
|
|
|
Three-Month HIBOR |
Full Rate |
446 |
/lot |
357 |
/lot |
Spread Rate |
Please refer to attached table |
|
|
|
|
|
|
iShares FTSE A50 China Index ETF |
Full Rate |
3,840 |
/lot |
3,070 |
/lot |
Spread Rate |
1,160 |
/spread |
921 |
/spread |
|
|
|
|
|
|
Aluminum Corporation of China Ltd |
Full Rate |
620 |
/lot |
496 |
/lot |
Spread Rate |
186 |
/spread |
149 |
/spread |
|
|
|
|
|
|
China AMC CSI 300 index ETF |
Full Rate |
4,890 |
/lot |
3,910 |
/lot |
Spread Rate |
1,470 |
/spread |
1,180 |
/spread |
|
|
|
|
|
|
Bank of China Ltd |
Full Rate |
249 |
/lot |
199 |
/lot |
Spread Rate |
75 |
/spread |
60 |
/spread |
|
|
|
|
|
|
Bank of Communications Co Ltd |
Full Rate |
409 |
/lot |
327 |
/lot |
Spread Rate |
123 |
/spread |
99 |
/spread |
|
|
|
|
|
|
The Bank of East Asia Ltd |
Full Rate |
357 |
/lot |
285 |
/lot |
Spread Rate |
108 |
/spread |
86 |
/spread |
|
|
|
|
|
|
BOC Hong Kong (Holdings) Ltd |
Full Rate |
741 |
/lot |
593 |
/lot |
Spread Rate |
223 |
/spread |
178 |
/spread |
|
|
|
|
|
|
China Construction Bank Corporation |
Full Rate |
501 |
/lot |
401 |
/lot |
Spread Rate |
151 |
/spread |
121 |
/spread |
|
|
|
|
|
|
China Communications Construction Co Ltd |
Full Rate |
680 |
/lot |
544 |
/lot |
Spread Rate |
204 |
/spread |
164 |
/spread |
|
|
|
|
|
|
China Mobile Ltd |
Full Rate |
2,580 |
/lot |
2,070 |
/lot |
Spread Rate |
774 |
/spread |
621 |
/spread |
|
|
|
|
|
|
China Unicom (Hong Kong) Ltd |
Full Rate |
1,600 |
/lot |
1,280 |
/lot |
Spread Rate |
480 |
/spread |
384 |
/spread |
|
|
|
|
|
|
CITIC Pacific Ltd |
Full Rate |
755 |
/lot |
604 |
/lot |
Spread Rate |
227 |
/spread |
182 |
/spread |
|
|
|
|
|
|
Cheung Kong (Holdings) Ltd |
Full Rate |
6,910 |
/lot |
5,530 |
/lot |
Spread Rate |
2,080 |
/spread |
1,660 |
/spread |
|
|
|
|
|
|
China Life Insurance Company Ltd |
Full Rate |
1,560 |
/lot |
1,250 |
/lot |
Spread Rate |
468 |
/spread |
375 |
/spread |
|
|
|
|
|
|
CLP Holdings Ltd |
Full Rate |
2,010 |
/lot |
1,610 |
/lot |
Spread Rate |
603 |
/spread |
483 |
/spread |
|
|
|
|
|
|
China Merchants Bank Co Ltd |
Full Rate |
585 |
/lot |
468 |
/lot |
Spread Rate |
176 |
/spread |
141 |
/spread |
|
|
|
|
|
|
CNOOC Ltd |
Full Rate |
1,060 |
/lot |
846 |
/lot |
Spread Rate |
318 |
/spread |
254 |
/spread |
|
|
|
|
|
|
Cathay Pacific Airways Ltd |
Full Rate |
1,020 |
/lot |
814 |
/lot |
Spread Rate |
306 |
/spread |
245 |
/spread |
|
|
|
|
|
|
China Petroleum & Chemical Corporation
(CPC: Multiplier = 2,000) |
Full Rate |
948 |
/lot |
758 |
/lot |
Spread Rate |
285 |
/spread |
228 |
/spread |
|
|
|
|
|
|
China Petroleum & Chemical Corporation
(CPD: Multiplier = 2,600) |
Full Rate |
1,232 |
/lot |
985 |
/lot |
Spread Rate |
371 |
/spread |
296 |
/spread |
|
|
|
|
|
|
CSOP FTSE China A50 ETF |
Full Rate |
3,700 |
/lot |
2,960 |
/lot |
Spread Rate |
1,110 |
/spread |
888 |
/spread |
|
|
|
|
|
|
China Telecom Corporation Ltd |
Full Rate |
477 |
/lot |
381 |
/lot |
Spread Rate |
144 |
/spread |
115 |
/spread |
|
|
|
|
|
|
Esprit Holdings Ltd |
Full Rate |
86 |
/lot |
69 |
/lot |
Spread Rate |
26 |
/spread |
21 |
/spread |
|
|
|
|
|
|
FIH Mobile Limited |
Full Rate |
669 |
/lot |
535 |
/lot |
Spread Rate |
201 |
/spread |
161 |
/spread |
|
|
|
|
|
|
Power Assets Holdings Ltd |
Full Rate |
2,250 |
/lot |
1,800 |
/lot |
Spread Rate |
675 |
/spread |
540 |
/spread |
|
|
|
|
|
|
Hong Kong Exchanges and Clearing Ltd |
Full Rate |
757 |
/lot |
606 |
/lot |
Spread Rate |
228 |
/spread |
182 |
/spread |
|
|
|
|
|
|
HSBC Holdings Plc |
Full Rate |
2,180 |
/lot |
1,750 |
/lot |
Spread Rate |
654 |
/spread |
525 |
/spread |
|
|
|
|
|
|
Hong Kong and China Gas Co Ltd
(HKG: Multiplier = 1,000) |
Full Rate |
1,340 |
/lot |
1,070 |
/lot |
Spread Rate |
402 |
/spread |
321 |
/spread |
|
|
|
|
|
|
Hong Kong and China Gas Co Ltd
(HKA: Multiplier = 1,100) |
Full Rate |
1,474 |
/lot |
1,177 |
/lot |
Spread Rate |
442 |
/spread |
353 |
/spread |
|
|
|
|
|
|
Henderson Land Development Co Ltd
(HLD: Multiplier = 1,000) |
Full Rate |
3,410 |
/lot |
2,730 |
/lot |
Spread Rate |
1,030 |
/spread |
819 |
/spread |
|
|
|
|
|
|
Henderson Land Development Co Ltd
(HLA: Multiplier = 1,100) |
Full Rate |
3,751 |
/lot |
3,003 |
/lot |
Spread Rate |
1,133 |
/spread |
901 |
/spread |
|
|
|
|
|
|
Huaneng Power International Inc |
Full Rate |
1,850 |
/lot |
1,480 |
/lot |
Spread Rate |
555 |
/spread |
444 |
/spread |
|
|
|
|
|
|
Hang Seng Bank Ltd |
Full Rate |
729 |
/lot |
583 |
/lot |
Spread Rate |
219 |
/spread |
175 |
/spread |
|
|
|
|
|
|
Hutchison Whampoa Ltd |
Full Rate |
5,380 |
/lot |
4,310 |
/lot |
Spread Rate |
1,620 |
/spread |
1,300 |
/spread |
|
|
|
|
|
|
Industrial and Commercial Bank of China Ltd |
Full Rate |
455 |
/lot |
364 |
/lot |
Spread Rate |
137 |
/spread |
110 |
/spread |
|
|
|
|
|
|
Li & Fung Ltd |
Full Rate |
1,560 |
/lot |
1,250 |
/lot |
Spread Rate |
468 |
/spread |
375 |
/spread |
|
|
|
|
|
|
MTR Corporation Ltd |
Full Rate |
919 |
/lot |
735 |
/lot |
Spread Rate |
276 |
/spread |
221 |
/spread |
|
|
|
|
|
|
New World Development Co Ltd |
Full Rate |
958 |
/lot |
767 |
/lot |
Spread Rate |
288 |
/spread |
231 |
/spread |
|
|
|
|
|
|
Ping An Insurance (Group) Co of China Ltd |
Full Rate |
2,210 |
/lot |
1,770 |
/lot |
Spread Rate |
663 |
/spread |
531 |
/spread |
|
|
|
|
|
|
PetroChina Company Ltd |
Full Rate |
1,340 |
/lot |
1,070 |
/lot |
Spread Rate |
402 |
/spread |
321 |
/spread |
|
|
|
|
|
|
PICC Property and Casualty Company Limited
(PIC: Multiplier = 2,000) |
Full Rate |
1,370 |
/lot |
1,090 |
/lot |
Spread Rate |
411 |
/spread |
327 |
/spread |
|
|
|
|
|
|
PICC Property and Casualty Company Limited
(PIA: Multiplier = 2,093) |
Full Rate |
1,434 |
/lot |
1,141 |
/lot |
Spread Rate |
430 |
/spread |
342 |
/spread |
|
|
|
|
|
|
Sun Hung Kai Properties Ltd |
Full Rate |
6,770 |
/lot |
5,420 |
/lot |
Spread Rate |
2,040 |
/spread |
1,630 |
/spread |
|
|
|
|
|
|
Swire Pacific Ltd 'A' |
Full Rate |
3,030 |
/lot |
2,430 |
/lot |
Spread Rate |
909 |
/spread |
729 |
/spread |
|
|
|
|
|
|
The Wharf (Holdings) Ltd |
Full Rate |
6,450 |
/lot |
5,160 |
/lot |
Spread Rate |
1,940 |
/spread |
1,550 |
/spread |