|
|
|
|
Hang Seng Index |
Full Rate |
69,550 |
/lot |
55,650 |
/lot |
Spread Rate |
13,950 |
/spread |
11,150 |
/spread |
|
|
|
|
|
|
Mini-Hang Seng Index |
Full Rate |
13,910 |
/lot |
11,130 |
/lot |
Spread Rate |
2,790 |
/spread |
2,230 |
/spread |
|
|
|
|
|
|
H-shares Index |
Full Rate |
34,500 |
/lot |
27,600 |
/lot |
Spread Rate |
10,350 |
/spread |
8,300 |
/spread |
|
|
|
|
|
|
Mini H-shares Index |
Full Rate |
6,900 |
/lot |
5,520 |
/lot |
Spread Rate |
2,070 |
/spread |
1,660 |
/spread |
|
|
|
|
|
|
HSCEI Dividend Point Index |
Full Rate |
1,940 |
/lot |
1,560 |
/lot |
Spread Rate |
2,330 |
/spread |
1,880 |
/spread |
|
|
|
|
|
|
HSI Dividend Point Index |
Full Rate |
3,670 |
/lot |
2,940 |
/lot |
Spread Rate |
4,410 |
/spread |
3,530 |
/spread |
|
|
|
|
|
|
HSI Volatility Index |
Full Rate |
22,630 |
/lot |
18,110 |
/lot |
Spread Rate |
6,790 |
/spread |
5,440 |
/spread |
|
|
|
|
|
|
IBOVESPA Futures |
Full Rate |
17,620 |
/lot |
14,100 |
/lot |
Spread Rate |
5,290 |
/spread |
4,230 |
/spread |
|
|
|
|
|
|
Sensex Index Futures |
Full Rate |
11,880 |
/lot |
9,510 |
/lot |
Spread Rate |
3,570 |
/spread |
2,860 |
/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 |
16,030 |
/lot |
12,820 |
/lot |
Spread Rate |
4,810 |
/spread |
3,850 |
/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 |
492 |
/lot |
394 |
/lot |
Spread Rate |
Please refer to attached table |
|
|
|
|
|
|
Three-Month HIBOR |
Full Rate |
358 |
/lot |
287 |
/lot |
Spread Rate |
Please refer to attached table |
|
|
|
|
|
|
Aluminum Corporation of China Ltd |
Full Rate |
553 |
/lot |
442 |
/lot |
Spread Rate |
166 |
/spread |
133 |
/spread |
|
|
|
|
|
|
Bank of China Ltd |
Full Rate |
260 |
/lot |
208 |
/lot |
Spread Rate |
78 |
/spread |
63 |
/spread |
|
|
|
|
|
|
Bank of Communications Co Ltd |
Full Rate |
459 |
/lot |
368 |
/lot |
Spread Rate |
138 |
/spread |
111 |
/spread |
|
|
|
|
|
|
The Bank of East Asia Ltd |
Full Rate |
383 |
/lot |
307 |
/lot |
Spread Rate |
115 |
/spread |
93 |
/spread |
|
|
|
|
|
|
BOC Hong Kong (Holdings) Ltd |
Full Rate |
819 |
/lot |
655 |
/lot |
Spread Rate |
246 |
/spread |
197 |
/spread |
|
|
|
|
|
|
China Construction Bank Corporation |
Full Rate |
414 |
/lot |
331 |
/lot |
Spread Rate |
125 |
/spread |
100 |
/spread |
|
|
|
|
|
|
China Communications Construction Co Ltd |
Full Rate |
534 |
/lot |
427 |
/lot |
Spread Rate |
161 |
/spread |
129 |
/spread |
|
|
|
|
|
|
China Mobile Ltd |
Full Rate |
2,510 |
/lot |
2,010 |
/lot |
Spread Rate |
753 |
/spread |
603 |
/spread |
|
|
|
|
|
|
China Unicom (Hong Kong) Ltd |
Full Rate |
1,610 |
/lot |
1,290 |
/lot |
Spread Rate |
483 |
/spread |
387 |
/spread |
|
|
|
|
|
|
CITIC Pacific Ltd |
Full Rate |
1,180 |
/lot |
937 |
/lot |
Spread Rate |
354 |
/spread |
282 |
/spread |
|
|
|
|
|
|
Cheung Kong (Holdings) Ltd |
Full Rate |
6,850 |
/lot |
5,480 |
/lot |
Spread Rate |
2,060 |
/spread |
1,650 |
/spread |
|
|
|
|
|
|
China Life Insurance Company Ltd |
Full Rate |
1,940 |
/lot |
1,550 |
/lot |
Spread Rate |
582 |
/spread |
465 |
/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 |
671 |
/lot |
537 |
/lot |
Spread Rate |
202 |
/spread |
162 |
/spread |
|
|
|
|
|
|
CNOOC Ltd |
Full Rate |
894 |
/lot |
715 |
/lot |
Spread Rate |
269 |
/spread |
215 |
/spread |
|
|
|
|
|
|
Cathay Pacific Airways Ltd |
Full Rate |
862 |
/lot |
690 |
/lot |
Spread Rate |
259 |
/spread |
207 |
/spread |
|
|
|
|
|
|
China Petroleum & Chemical Corporation |
Full Rate |
1,110 |
/lot |
882 |
/lot |
Spread Rate |
333 |
/spread |
265 |
/spread |
|
|
|
|
|
|
China Telecom Corporation Ltd |
Full Rate |
483 |
/lot |
386 |
/lot |
Spread Rate |
145 |
/spread |
116 |
/spread |
|
|
|
|
|
|
Esprit Holdings Ltd (ESP - Multiplier = 100) |
Full Rate |
103 |
/lot |
82 |
/lot |
Spread Rate |
31 |
/spread |
25 |
/spread |
|
|
|
|
|
|
Esprit Holdings Ltd (ESA - Multiplier = 109) |
Full Rate |
112 |
/lot |
89 |
/lot |
Spread Rate |
34 |
/spread |
27 |
/spread |
|
|
|
|
|
|
Foxconn International Holdings Ltd |
Full Rate |
390 |
/lot |
312 |
/lot |
Spread Rate |
117 |
/spread |
94 |
/spread |
|
|
|
|
|
|
Power Assets Holdings Ltd |
Full Rate |
2,270 |
/lot |
1,820 |
/lot |
Spread Rate |
681 |
/spread |
546 |
/spread |
|
|
|
|
|
|
Hong Kong Exchanges and Clearing Ltd |
Full Rate |
835 |
/lot |
668 |
/lot |
Spread Rate |
251 |
/spread |
201 |
/spread |
|
|
|
|
|
|
HSBC Holdings Plc |
Full Rate |
2,090 |
/lot |
1,670 |
/lot |
Spread Rate |
627 |
/spread |
501 |
/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 |
3,290 |
/lot |
2,630 |
/lot |
Spread Rate |
987 |
/spread |
789 |
/spread |
|
|
|
|
|
|
Huaneng Power International Inc |
Full Rate |
1,500 |
/lot |
1,200 |
/lot |
Spread Rate |
450 |
/spread |
360 |
/spread |
|
|
|
|
|
|
Hang Seng Bank Ltd |
Full Rate |
757 |
/lot |
606 |
/lot |
Spread Rate |
228 |
/spread |
182 |
/spread |
|
|
|
|
|
|
Hutchison Whampoa Ltd |
Full Rate |
4,990 |
/lot |
4,000 |
/lot |
Spread Rate |
1,500 |
/spread |
1,200 |
/spread |
|
|
|
|
|
|
Industrial and Commercial Bank of China Ltd |
Full Rate |
368 |
/lot |
295 |
/lot |
Spread Rate |
111 |
/spread |
89 |
/spread |
|
|
|
|
|
|
Li & Fung Ltd |
Full Rate |
2,370 |
/lot |
1,900 |
/lot |
Spread Rate |
711 |
/spread |
570 |
/spread |
|
|
|
|
|
|
MTR Corporation Ltd |
Full Rate |
943 |
/lot |
754 |
/lot |
Spread Rate |
283 |
/spread |
227 |
/spread |
|
|
|
|
|
|
New World Development Co Ltd |
Full Rate |
1,080 |
/lot |
857 |
/lot |
Spread Rate |
324 |
/spread |
258 |
/spread |
|
|
|
|
|
|
Ping An Insurance (Group) Co of China Ltd |
Full Rate |
2,170 |
/lot |
1,740 |
/lot |
Spread Rate |
651 |
/spread |
522 |
/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 |
1,580 |
/lot |
1,270 |
/lot |
Spread Rate |
474 |
/spread |
381 |
/spread |
|
|
|
|
|
|
Sun Hung Kai Properties Ltd |
Full Rate |
6,620 |
/lot |
5,290 |
/lot |
Spread Rate |
1,990 |
/spread |
1,590 |
/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 |
5,460 |
/lot |
4,370 |
/lot |
Spread Rate |
1,640 |
/spread |
1,320 |
/spread |