|
|
|
|
Hang Seng Index |
Full Rate |
68,850 |
/lot |
55,100 |
/lot |
Spread Rate |
7,500 |
/spread |
6,000 |
/spread |
|
|
|
|
|
|
Mini-Hang Seng Index |
Full Rate |
13,770 |
/lot |
11,020 |
/lot |
Spread Rate |
1,500 |
/spread |
1,200 |
/spread |
|
|
|
|
|
|
H-shares Index |
Full Rate |
32,800 |
/lot |
26,250 |
/lot |
Spread Rate |
9,850 |
/spread |
7,900 |
/spread |
|
|
|
|
|
|
Mini H-shares Index |
Full Rate |
6,560 |
/lot |
5,250 |
/lot |
Spread Rate |
1,970 |
/spread |
1,580 |
/spread |
|
|
|
|
|
|
HSCEI Dividend Point Index |
Full Rate |
1,910 |
/lot |
1,540 |
/lot |
Spread Rate |
2,300 |
/spread |
1,850 |
/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 |
23,360 |
/lot |
18,690 |
/lot |
Spread Rate |
7,010 |
/spread |
5,610 |
/spread |
|
|
|
|
|
|
IBOVESPA Futures |
Full Rate |
18,560 |
/lot |
14,850 |
/lot |
Spread Rate |
5,570 |
/spread |
4,460 |
/spread |
|
|
|
|
|
|
Sensex Index Futures |
Full Rate |
11,760 |
/lot |
9,410 |
/lot |
Spread Rate |
3,530 |
/spread |
2,830 |
/spread |
|
|
|
|
|
|
FTSE/JSE Top40 Futures |
Full Rate |
21,050 |
/lot |
16,840 |
/lot |
Spread Rate |
6,320 |
/spread |
5,060 |
/spread |
|
|
|
|
|
|
MICEX Index Futures |
Full Rate |
15,920 |
/lot |
12,740 |
/lot |
Spread Rate |
4,780 |
/spread |
3,830 |
/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 |
251 |
/lot |
201 |
/lot |
Spread Rate |
Please refer to attached table |
|
|
|
|
|
|
Three-Month HIBOR |
Full Rate |
361 |
/lot |
289 |
/lot |
Spread Rate |
Please refer to attached table |
|
|
|
|
|
|
Aluminum Corporation of China Ltd |
Full Rate |
624 |
/lot |
499 |
/lot |
Spread Rate |
188 |
/spread |
150 |
/spread |
|
|
|
|
|
|
Bank of China Ltd |
Full Rate |
200 |
/lot |
160 |
/lot |
Spread Rate |
60 |
/spread |
48 |
/spread |
|
|
|
|
|
|
Bank of Communications Co Ltd |
Full Rate |
419 |
/lot |
336 |
/lot |
Spread Rate |
126 |
/spread |
101 |
/spread |
|
|
|
|
|
|
The Bank of East Asia Ltd |
Full Rate |
370 |
/lot |
297 |
/lot |
Spread Rate |
111 |
/spread |
90 |
/spread |
|
|
|
|
|
|
BOC Hong Kong (Holdings) Ltd |
Full Rate |
731 |
/lot |
585 |
/lot |
Spread Rate |
220 |
/spread |
176 |
/spread |
|
|
|
|
|
|
China Construction Bank Corporation |
Full Rate |
445 |
/lot |
356 |
/lot |
Spread Rate |
134 |
/spread |
107 |
/spread |
|
|
|
|
|
|
China Communications Construction Co Ltd |
Full Rate |
648 |
/lot |
519 |
/lot |
Spread Rate |
195 |
/spread |
156 |
/spread |
|
|
|
|
|
|
China Mobile Ltd |
Full Rate |
2,760 |
/lot |
2,210 |
/lot |
Spread Rate |
828 |
/spread |
663 |
/spread |
|
|
|
|
|
|
China Unicom (Hong Kong) Ltd |
Full Rate |
2,390 |
/lot |
1,910 |
/lot |
Spread Rate |
717 |
/spread |
573 |
/spread |
|
|
|
|
|
|
CITIC Pacific Ltd |
Full Rate |
860 |
/lot |
688 |
/lot |
Spread Rate |
258 |
/spread |
207 |
/spread |
|
|
|
|
|
|
Cheung Kong (Holdings) Ltd |
Full Rate |
7,280 |
/lot |
5,840 |
/lot |
Spread Rate |
2,190 |
/spread |
1,760 |
/spread |
|
|
|
|
|
|
China Life Insurance Company Ltd |
Full Rate |
1,430 |
/lot |
1,150 |
/lot |
Spread Rate |
429 |
/spread |
345 |
/spread |
|
|
|
|
|
|
CLP Holdings Ltd |
Full Rate |
2,110 |
/lot |
1,690 |
/lot |
Spread Rate |
633 |
/spread |
507 |
/spread |
|
|
|
|
|
|
China Merchants Bank Co Ltd |
Full Rate |
482 |
/lot |
386 |
/lot |
Spread Rate |
145 |
/spread |
116 |
/spread |
|
|
|
|
|
|
CNOOC Ltd |
Full Rate |
1,030 |
/lot |
823 |
/lot |
Spread Rate |
309 |
/spread |
247 |
/spread |
|
|
|
|
|
|
Cathay Pacific Airways Ltd |
Full Rate |
877 |
/lot |
702 |
/lot |
Spread Rate |
264 |
/spread |
211 |
/spread |
|
|
|
|
|
|
China Petroleum & Chemical Corporation |
Full Rate |
1,170 |
/lot |
933 |
/lot |
Spread Rate |
351 |
/spread |
280 |
/spread |
|
|
|
|
|
|
China Telecom Corporation Ltd |
Full Rate |
749 |
/lot |
599 |
/lot |
Spread Rate |
225 |
/spread |
180 |
/spread |
|
|
|
|
|
|
Esprit Holdings Ltd (ESP - Multiplier = 100) |
Full Rate |
273 |
/lot |
219 |
/lot |
Spread Rate |
82 |
/spread |
66 |
/spread |
|
|
|
|
|
|
Esprit Holdings Ltd (ESA - Multiplier = 109) |
Full Rate |
296 |
/lot |
238 |
/lot |
Spread Rate |
89 |
/spread |
72 |
/spread |
|
|
|
|
|
|
Foxconn International Holdings Ltd |
Full Rate |
787 |
/lot |
629 |
/lot |
Spread Rate |
237 |
/spread |
189 |
/spread |
|
|
|
|
|
|
Power Assets Holdings Ltd |
Full Rate |
2,160 |
/lot |
1,730 |
/lot |
Spread Rate |
648 |
/spread |
519 |
/spread |
|
|
|
|
|
|
Hong Kong Exchanges and Clearing Ltd |
Full Rate |
968 |
/lot |
774 |
/lot |
Spread Rate |
291 |
/spread |
233 |
/spread |
|
|
|
|
|
|
HSBC Holdings Plc |
Full Rate |
1,900 |
/lot |
1,520 |
/lot |
Spread Rate |
570 |
/spread |
456 |
/spread |
|
|
|
|
|
|
Hong Kong and China Gas Co. Ltd. (HKG - Multiplier = 1,000) |
Full Rate |
1,290 |
/lot |
1,030 |
/lot |
Spread Rate |
387 |
/spread |
309 |
/spread |
|
|
|
|
|
|
Hong Kong and China Gas Co. Ltd. (HKA - Multiplier = 1,100) |
Full Rate |
1,419 |
/lot |
1,133 |
/lot |
Spread Rate |
426 |
/spread |
340 |
/spread |
|
|
|
|
|
|
Henderson Land Development Co Ltd |
Full Rate |
4,030 |
/lot |
3,230 |
/lot |
Spread Rate |
1,210 |
/spread |
969 |
/spread |
|
|
|
|
|
|
Huaneng Power International Inc |
Full Rate |
824 |
/lot |
665 |
/lot |
Spread Rate |
248 |
/spread |
200 |
/spread |
|
|
|
|
|
|
Hang Seng Bank Ltd |
Full Rate |
742 |
/lot |
593 |
/lot |
Spread Rate |
223 |
/spread |
178 |
/spread |
|
|
|
|
|
|
Hutchison Whampoa Ltd |
Full Rate |
4,930 |
/lot |
3,940 |
/lot |
Spread Rate |
1,480 |
/spread |
1,190 |
/spread |
|
|
|
|
|
|
Industrial and Commercial Bank of China Ltd |
Full Rate |
349 |
/lot |
279 |
/lot |
Spread Rate |
105 |
/spread |
84 |
/spread |
|
|
|
|
|
|
Li & Fung Ltd |
Full Rate |
2,740 |
/lot |
2,200 |
/lot |
Spread Rate |
822 |
/spread |
660 |
/spread |
|
|
|
|
|
|
MTR Corporation Ltd |
Full Rate |
947 |
/lot |
758 |
/lot |
Spread Rate |
285 |
/spread |
228 |
/spread |
|
|
|
|
|
|
New World Development Co Ltd |
Full Rate |
1,110 |
/lot |
882 |
/lot |
Spread Rate |
333 |
/spread |
265 |
/spread |
|
|
|
|
|
|
Ping An Insurance (Group) Co of China Ltd |
Full Rate |
1,850 |
/lot |
1,480 |
/lot |
Spread Rate |
555 |
/spread |
444 |
/spread |
|
|
|
|
|
|
PetroChina Company Ltd |
Full Rate |
1,290 |
/lot |
1,030 |
/lot |
Spread Rate |
387 |
/spread |
309 |
/spread |
|
|
|
|
|
|
PICC Property and Casualty Company Limited |
Full Rate |
1,250 |
/lot |
1,000 |
/lot |
Spread Rate |
375 |
/spread |
300 |
/spread |
|
|
|
|
|
|
Sun Hung Kai Properties Ltd |
Full Rate |
7,000 |
/lot |
5,600 |
/lot |
Spread Rate |
2,100 |
/spread |
1,680 |
/spread |
|
|
|
|
|
|
Swire Pacific Ltd ‘A’ |
Full Rate |
3,000 |
/lot |
2,400 |
/lot |
Spread Rate |
900 |
/spread |
720 |
/spread |
|
|
|
|
|
|
Wharf (Holdings) Ltd |
Full Rate |
3,480 |
/lot |
2,780 |
/lot |
Spread Rate |
1,050 |
/spread |
834 |
/spread |