|
|
|
|
Hang Seng Index |
Full Rate |
72,600 |
/lot |
58,100 |
/lot |
Spread Rate |
7,500 |
/spread |
6,000 |
/spread |
|
|
|
|
|
|
Mini-Hang Seng Index |
Full Rate |
14,520 |
/lot |
11,620 |
/lot |
Spread Rate |
1,500 |
/spread |
1,200 |
/spread |
|
|
|
|
|
|
H-shares Index |
Full Rate |
36,400 |
/lot |
29,150 |
/lot |
Spread Rate |
10,950 |
/spread |
8,750 |
/spread |
|
|
|
|
|
|
Mini H-shares Index |
Full Rate |
7,280 |
/lot |
5,830 |
/lot |
Spread Rate |
2,190 |
/spread |
1,750 |
/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 |
22,290 |
/lot |
17,830 |
/lot |
Spread Rate |
6,690 |
/spread |
5,350 |
/spread |
|
|
|
|
|
|
IBOVESPA Futures |
Full Rate |
18,030 |
/lot |
14,420 |
/lot |
Spread Rate |
5,410 |
/spread |
4,330 |
/spread |
|
|
|
|
|
|
Sensex Index Futures |
Full Rate |
12,510 |
/lot |
10,010 |
/lot |
Spread Rate |
3,760 |
/spread |
3,010 |
/spread |
|
|
|
|
|
|
FTSE/JSE Top40 Index Futures |
Full Rate |
22,650 |
/lot |
18,120 |
/lot |
Spread Rate |
6,800 |
/spread |
5,440 |
/spread |
|
|
|
|
|
|
MICEX Index Futures |
Full Rate |
17,340 |
/lot |
13,870 |
/lot |
Spread Rate |
5,210 |
/spread |
4,170 |
/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 |
568 |
/lot |
455 |
/lot |
Spread Rate |
Please refer to attached table |
|
|
|
|
|
|
Three-Month HIBOR |
Full Rate |
397 |
/lot |
318 |
/lot |
Spread Rate |
Please refer to attached table |
|
|
|
|
|
|
Aluminum Corporation of China Ltd |
Full Rate |
636 |
/lot |
509 |
/lot |
Spread Rate |
191 |
/spread |
153 |
/spread |
|
|
|
|
|
|
Bank of China Ltd |
Full Rate |
241 |
/lot |
192 |
/lot |
Spread Rate |
73 |
/spread |
58 |
/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 |
393 |
/lot |
314 |
/lot |
Spread Rate |
118 |
/spread |
95 |
/spread |
|
|
|
|
|
|
BOC Hong Kong (Holdings) Ltd |
Full Rate |
819 |
/lot |
655 |
/lot |
Spread Rate |
246 |
/spread |
197 |
/spread |
|
|
|
|
|
|
China Construction Bank Corporation |
Full Rate |
389 |
/lot |
311 |
/lot |
Spread Rate |
117 |
/spread |
94 |
/spread |
|
|
|
|
|
|
China Communications Construction Co Ltd |
Full Rate |
567 |
/lot |
454 |
/lot |
Spread Rate |
171 |
/spread |
137 |
/spread |
|
|
|
|
|
|
China Mobile Ltd |
Full Rate |
2,680 |
/lot |
2,140 |
/lot |
Spread Rate |
804 |
/spread |
642 |
/spread |
|
|
|
|
|
|
China Unicom (Hong Kong) Ltd |
Full Rate |
1,860 |
/lot |
1,490 |
/lot |
Spread Rate |
558 |
/spread |
447 |
/spread |
|
|
|
|
|
|
CITIC Pacific Ltd |
Full Rate |
1,040 |
/lot |
828 |
/lot |
Spread Rate |
312 |
/spread |
249 |
/spread |
|
|
|
|
|
|
Cheung Kong (Holdings) Ltd |
Full Rate |
7,630 |
/lot |
6,110 |
/lot |
Spread Rate |
2,290 |
/spread |
1,840 |
/spread |
|
|
|
|
|
|
China Life Insurance Company Ltd |
Full Rate |
1,830 |
/lot |
1,460 |
/lot |
Spread Rate |
549 |
/spread |
438 |
/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 |
671 |
/lot |
537 |
/lot |
Spread Rate |
202 |
/spread |
162 |
/spread |
|
|
|
|
|
|
CNOOC Ltd |
Full Rate |
972 |
/lot |
778 |
/lot |
Spread Rate |
292 |
/spread |
234 |
/spread |
|
|
|
|
|
|
Cathay Pacific Airways Ltd |
Full Rate |
912 |
/lot |
730 |
/lot |
Spread Rate |
274 |
/spread |
219 |
/spread |
|
|
|
|
|
|
China Petroleum & Chemical Corporation |
Full Rate |
1,250 |
/lot |
998 |
/lot |
Spread Rate |
375 |
/spread |
300 |
/spread |
|
|
|
|
|
|
China Telecom Corporation Ltd |
Full Rate |
499 |
/lot |
399 |
/lot |
Spread Rate |
150 |
/spread |
120 |
/spread |
|
|
|
|
|
|
Esprit Holdings Ltd (ESP - Multiplier = 100) |
Full Rate |
114 |
/lot |
91 |
/lot |
Spread Rate |
35 |
/spread |
28 |
/spread |
|
|
|
|
|
|
Esprit Holdings Ltd (ESA - Multiplier = 109) |
Full Rate |
124 |
/lot |
99 |
/lot |
Spread Rate |
38 |
/spread |
30 |
/spread |
|
|
|
|
|
|
Foxconn International Holdings Ltd |
Full Rate |
412 |
/lot |
330 |
/lot |
Spread Rate |
124 |
/spread |
99 |
/spread |
|
|
|
|
|
|
Power Assets Holdings Ltd |
Full Rate |
2,230 |
/lot |
1,790 |
/lot |
Spread Rate |
669 |
/spread |
537 |
/spread |
|
|
|
|
|
|
Hong Kong Exchanges and Clearing Ltd |
Full Rate |
906 |
/lot |
725 |
/lot |
Spread Rate |
272 |
/spread |
218 |
/spread |
|
|
|
|
|
|
HSBC Holdings Plc |
Full Rate |
2,140 |
/lot |
1,710 |
/lot |
Spread Rate |
642 |
/spread |
513 |
/spread |
|
|
|
|
|
|
Hong Kong and China Gas Co Ltd |
Full Rate |
1,380 |
/lot |
1,110 |
/lot |
Spread Rate |
414 |
/spread |
333 |
/spread |
|
|
|
|
|
|
Henderson Land Development Co Ltd |
Full Rate |
3,430 |
/lot |
2,740 |
/lot |
Spread Rate |
1,030 |
/spread |
822 |
/spread |
|
|
|
|
|
|
Huaneng Power International Inc |
Full Rate |
1,060 |
/lot |
844 |
/lot |
Spread Rate |
318 |
/spread |
254 |
/spread |
|
|
|
|
|
|
Hang Seng Bank Ltd |
Full Rate |
778 |
/lot |
623 |
/lot |
Spread Rate |
234 |
/spread |
187 |
/spread |
|
|
|
|
|
|
Hutchison Whampoa Ltd |
Full Rate |
5,340 |
/lot |
4,270 |
/lot |
Spread Rate |
1,610 |
/spread |
1,290 |
/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 |
3,050 |
/lot |
2,440 |
/lot |
Spread Rate |
915 |
/spread |
732 |
/spread |
|
|
|
|
|
|
MTR Corporation Ltd |
Full Rate |
1,010 |
/lot |
806 |
/lot |
Spread Rate |
303 |
/spread |
242 |
/spread |
|
|
|
|
|
|
New World Development Co Ltd |
Full Rate |
1,040 |
/lot |
825 |
/lot |
Spread Rate |
312 |
/spread |
248 |
/spread |
|
|
|
|
|
|
Ping An Insurance (Group) Co of China Ltd |
Full Rate |
2,310 |
/lot |
1,850 |
/lot |
Spread Rate |
693 |
/spread |
555 |
/spread |
|
|
|
|
|
|
PetroChina Company Ltd |
Full Rate |
1,350 |
/lot |
1,080 |
/lot |
Spread Rate |
405 |
/spread |
324 |
/spread |
|
|
|
|
|
|
PICC Property and Casualty Company Limited |
Full Rate |
1,870 |
/lot |
1,500 |
/lot |
Spread Rate |
561 |
/spread |
450 |
/spread |
|
|
|
|
|
|
Sun Hung Kai Properties Ltd |
Full Rate |
7,600 |
/lot |
6,080 |
/lot |
Spread Rate |
2,280 |
/spread |
1,830 |
/spread |
|
|
|
|
|
|
Swire Pacific Ltd ‘A’ |
Full Rate |
3,150 |
/lot |
2,520 |
/lot |
Spread Rate |
945 |
/spread |
756 |
/spread |
|
|
|
|
|
|
The Wharf (Holdings) Ltd |
Full Rate |
4,480 |
/lot |
3,580 |
/lot |
Spread Rate |
1,350 |
/spread |
1,080 |
/spread |