|
|
|
|
Hang Seng Index |
Full Rate |
60,250 |
/lot |
48,200 |
/lot |
Spread Rate |
7,500 |
/spread |
6,000 |
/spread |
|
|
|
|
|
|
Mini-Hang Seng Index |
Full Rate |
12,050 |
/lot |
9,640 |
/lot |
Spread Rate |
1,500 |
/spread |
1,200 |
/spread |
|
|
|
|
|
|
H-shares Index |
Full Rate |
33,200 |
/lot |
26,550 |
/lot |
Spread Rate |
10,000 |
/spread |
8,000 |
/spread |
|
|
|
|
|
|
Mini H-shares Index |
Full Rate |
6,640 |
/lot |
5,310 |
/lot |
Spread Rate |
2,000 |
/spread |
1,600 |
/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 |
38,850 |
/lot |
31,080 |
/lot |
Spread Rate |
11,660 |
/spread |
9,330 |
/spread |
|
|
|
|
|
|
IBOVESPA Futures |
Full Rate |
20,220 |
/lot |
16,170 |
/lot |
Spread Rate |
6,070 |
/spread |
4,860 |
/spread |
|
|
|
|
|
|
Sensex Index Futures |
Full Rate |
10,520 |
/lot |
8,420 |
/lot |
Spread Rate |
3,160 |
/spread |
2,530 |
/spread |
|
|
|
|
|
|
MICEX Index Futures |
Full Rate |
15,480 |
/lot |
12,380 |
/lot |
Spread Rate |
4,650 |
/spread |
3,720 |
/spread |
|
|
|
|
|
|
FTSE/JSE Top40 Futures |
Full Rate |
19,150 |
/lot |
15,320 |
/lot |
Spread Rate |
5,750 |
/spread |
4,600 |
/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 |
276 |
/lot |
221 |
/lot |
Spread Rate |
Please refer to attached table |
|
|
|
|
|
|
Three-Month HIBOR |
Full Rate |
442 |
/lot |
354 |
/lot |
Spread Rate |
Please refer to attached table |
|
|
|
|
|
|
Aluminum Corporation of China Ltd |
Full Rate |
683 |
/lot |
547 |
/lot |
Spread Rate |
205 |
/spread |
165 |
/spread |
|
|
|
|
|
|
Bank of China Ltd |
Full Rate |
184 |
/lot |
147 |
/lot |
Spread Rate |
56 |
/spread |
45 |
/spread |
|
|
|
|
|
|
Bank of Communications Co Ltd |
Full Rate |
410 |
/lot |
328 |
/lot |
Spread Rate |
123 |
/spread |
99 |
/spread |
|
|
|
|
|
|
The Bank of East Asia Ltd |
Full Rate |
381 |
/lot |
305 |
/lot |
Spread Rate |
115 |
/spread |
92 |
/spread |
|
|
|
|
|
|
BOC Hong Kong (Holdings) Ltd |
Full Rate |
783 |
/lot |
627 |
/lot |
Spread Rate |
235 |
/spread |
189 |
/spread |
|
|
|
|
|
|
China Construction Bank Corporation |
Full Rate |
393 |
/lot |
315 |
/lot |
Spread Rate |
118 |
/spread |
95 |
/spread |
|
|
|
|
|
|
China Communications Construction Co Ltd |
Full Rate |
720 |
/lot |
576 |
/lot |
Spread Rate |
216 |
/spread |
173 |
/spread |
|
|
|
|
|
|
China Mobile Ltd |
Full Rate |
2,570 |
/lot |
2,060 |
/lot |
Spread Rate |
771 |
/spread |
618 |
/spread |
|
|
|
|
|
|
China Unicom (Hong Kong) Ltd |
Full Rate |
2,560 |
/lot |
2,050 |
/lot |
Spread Rate |
768 |
/spread |
615 |
/spread |
|
|
|
|
|
|
CITIC Pacific Ltd |
Full Rate |
876 |
/lot |
701 |
/lot |
Spread Rate |
263 |
/spread |
211 |
/spread |
|
|
|
|
|
|
Cheung Kong (Holdings) Ltd |
Full Rate |
6,380 |
/lot |
5,100 |
/lot |
Spread Rate |
1,920 |
/spread |
1,530 |
/spread |
|
|
|
|
|
|
China Life Insurance Company Ltd |
Full Rate |
1,780 |
/lot |
1,430 |
/lot |
Spread Rate |
534 |
/spread |
429 |
/spread |
|
|
|
|
|
|
CLP Holdings Ltd |
Full Rate |
2,030 |
/lot |
1,620 |
/lot |
Spread Rate |
609 |
/spread |
486 |
/spread |
|
|
|
|
|
|
China Merchants Bank Co Ltd |
Full Rate |
544 |
/lot |
435 |
/lot |
Spread Rate |
164 |
/spread |
131 |
/spread |
|
|
|
|
|
|
CNOOC Ltd |
Full Rate |
1,390 |
/lot |
1,110 |
/lot |
Spread Rate |
417 |
/spread |
333 |
/spread |
|
|
|
|
|
|
Cathay Pacific Airways Ltd |
Full Rate |
932 |
/lot |
745 |
/lot |
Spread Rate |
280 |
/spread |
224 |
/spread |
|
|
|
|
|
|
China Petroleum & Chemical Corporation |
Full Rate |
919 |
/lot |
735 |
/lot |
Spread Rate |
276 |
/spread |
221 |
/spread |
|
|
|
|
|
|
China Telecom Corporation Ltd |
Full Rate |
593 |
/lot |
474 |
/lot |
Spread Rate |
178 |
/spread |
143 |
/spread |
|
|
|
|
|
|
Esprit Holdings Ltd |
Full Rate |
325 |
/lot |
260 |
/lot |
Spread Rate |
98 |
/spread |
78 |
/spread |
|
|
|
|
|
|
Foxconn International Holdings Ltd |
Full Rate |
559 |
/lot |
447 |
/lot |
Spread Rate |
168 |
/spread |
135 |
/spread |
|
|
|
|
|
|
Power Assets Holdings Ltd |
Full Rate |
1,780 |
/lot |
1,430 |
/lot |
Spread Rate |
534 |
/spread |
429 |
/spread |
|
|
|
|
|
|
Hong Kong Exchanges and Clearing Ltd |
Full Rate |
1,020 |
/lot |
814 |
/lot |
Spread Rate |
306 |
/spread |
245 |
/spread |
|
|
|
|
|
|
HSBC Holdings Plc |
Full Rate |
1,730 |
/lot |
1,390 |
/lot |
Spread Rate |
519 |
/spread |
417 |
/spread |
|
|
|
|
|
|
Hong Kong and China Gas Co. Ltd.
(HKG - Multiplier = 1,000) |
Full Rate |
1,040 |
/lot |
832 |
/lot |
Spread Rate |
312 |
/spread |
250 |
/spread |
|
|
|
|
|
|
Hong Kong and China Gas Co. Ltd.
(HKA - Multiplier = 1,100) |
Full Rate |
1,144 |
/lot |
915 |
/lot |
Spread Rate |
343 |
/spread |
275 |
/spread |
|
|
|
|
|
|
Henderson Land Development Co Ltd |
Full Rate |
3,010 |
/lot |
2,410 |
/lot |
Spread Rate |
903 |
/spread |
723 |
/spread |
|
|
|
|
|
|
Huaneng Power International Inc |
Full Rate |
832 |
/lot |
666 |
/lot |
Spread Rate |
250 |
/spread |
200 |
/spread |
|
|
|
|
|
|
Hang Seng Bank Ltd |
Full Rate |
648 |
/lot |
518 |
/lot |
Spread Rate |
195 |
/spread |
156 |
/spread |
|
|
|
|
|
|
Hutchison Whampoa Ltd |
Full Rate |
4,750 |
/lot |
3,800 |
/lot |
Spread Rate |
1,430 |
/spread |
1,140 |
/spread |
|
|
|
|
|
|
Industrial and Commercial Bank of China Ltd |
Full Rate |
303 |
/lot |
243 |
/lot |
Spread Rate |
91 |
/spread |
73 |
/spread |
|
|
|
|
|
|
Li & Fung Ltd |
Full Rate |
3,400 |
/lot |
2,720 |
/lot |
Spread Rate |
1,020 |
/spread |
816 |
/spread |
|
|
|
|
|
|
MTR Corporation Ltd |
Full Rate |
804 |
/lot |
643 |
/lot |
Spread Rate |
242 |
/spread |
193 |
/spread |
|
|
|
|
|
|
New World Development Co Ltd |
Full Rate |
904 |
/lot |
723 |
/lot |
Spread Rate |
272 |
/spread |
217 |
/spread |
|
|
|
|
|
|
Ping An Insurance (Group) Co of China Ltd |
Full Rate |
2,620 |
/lot |
2,100 |
/lot |
Spread Rate |
786 |
/spread |
630 |
/spread |
|
|
|
|
|
|
PetroChina Company Ltd |
Full Rate |
1,430 |
/lot |
1,140 |
/lot |
Spread Rate |
429 |
/spread |
342 |
/spread |
|
|
|
|
|
|
PICC Property and Casualty Company Limited |
Full Rate |
2,010 |
/lot |
1,610 |
/lot |
Spread Rate |
603 |
/spread |
483 |
/spread |
|
|
|
|
|
|
Sun Hung Kai Properties Ltd |
Full Rate |
6,440 |
/lot |
5,150 |
/lot |
Spread Rate |
1,940 |
/spread |
1,550 |
/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 |
3,690 |
/lot |
2,950 |
/lot |
Spread Rate |
1,110 |
/spread |
885 |
/spread |