|
|
|
|
Hang Seng Index |
Full Rate |
84,500 |
/lot |
67,600 |
/lot |
Spread Rate |
16,900 |
/spread |
13,550 |
/spread |
|
|
|
|
|
|
Mini-Hang Seng Index |
Full Rate |
16,900 |
/lot |
13,520 |
/lot |
Spread Rate |
3,380 |
/spread |
2,710 |
/spread |
|
|
|
|
|
|
H-shares Index |
Full Rate |
40,400 |
/lot |
32,350 |
/lot |
Spread Rate |
12,150 |
/spread |
9,750 |
/spread |
|
|
|
|
|
|
Mini H-shares Index |
Full Rate |
8,080 |
/lot |
6,470 |
/lot |
Spread Rate |
2,430 |
/spread |
1,950 |
/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 |
3,920 |
/lot |
3,140 |
/lot |
Spread Rate |
4,710 |
/spread |
3,770 |
/spread |
|
|
|
|
|
|
HSI Volatility Index |
Full Rate |
25,590 |
/lot |
20,470 |
/lot |
Spread Rate |
7,680 |
/spread |
6,150 |
/spread |
|
|
|
|
|
|
IBOVESPA Futures |
Full Rate |
17,890 |
/lot |
14,320 |
/lot |
Spread Rate |
5,370 |
/spread |
4,300 |
/spread |
|
|
|
|
|
|
Sensex Index Futures |
Full Rate |
12,330 |
/lot |
9,870 |
/lot |
Spread Rate |
3,700 |
/spread |
2,970 |
/spread |
|
|
|
|
|
|
FTSE/JSE Top40
Index Futures |
Full Rate |
22,960 |
/lot |
18,370 |
/lot |
Spread Rate |
6,890 |
/spread |
5,520 |
/spread |
|
|
|
|
|
|
MICEX Index Futures |
Full Rate |
15,970 |
/lot |
12,780 |
/lot |
Spread Rate |
4,800 |
/spread |
3,840 |
/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 |
309 |
/lot |
247 |
/lot |
Spread Rate |
Please refer to attached table |
|
|
|
|
|
|
Three-Month HIBOR |
Full Rate |
297 |
/lot |
238 |
/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 |
230 |
/lot |
184 |
/lot |
Spread Rate |
69 |
/spread |
56 |
/spread |
|
|
|
|
|
|
Bank of Communications Co Ltd |
Full Rate |
377 |
/lot |
302 |
/lot |
Spread Rate |
114 |
/spread |
91 |
/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 |
831 |
/lot |
665 |
/lot |
Spread Rate |
250 |
/spread |
200 |
/spread |
|
|
|
|
|
|
China Construction Bank Corporation |
Full Rate |
391 |
/lot |
313 |
/lot |
Spread Rate |
118 |
/spread |
94 |
/spread |
|
|
|
|
|
|
China Communications Construction Co Ltd |
Full Rate |
650 |
/lot |
520 |
/lot |
Spread Rate |
195 |
/spread |
156 |
/spread |
|
|
|
|
|
|
China Mobile Ltd |
Full Rate |
2,630 |
/lot |
2,110 |
/lot |
Spread Rate |
789 |
/spread |
633 |
/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 |
857 |
/lot |
686 |
/lot |
Spread Rate |
258 |
/spread |
206 |
/spread |
|
|
|
|
|
|
Cheung Kong (Holdings) Ltd |
Full Rate |
7,140 |
/lot |
5,710 |
/lot |
Spread Rate |
2,150 |
/spread |
1,720 |
/spread |
|
|
|
|
|
|
China Life Insurance Company Ltd |
Full Rate |
1,710 |
/lot |
1,370 |
/lot |
Spread Rate |
513 |
/spread |
411 |
/spread |
|
|
|
|
|
|
CLP Holdings Ltd |
Full Rate |
2,150 |
/lot |
1,720 |
/lot |
Spread Rate |
645 |
/spread |
516 |
/spread |
|
|
|
|
|
|
China Merchants Bank Co Ltd |
Full Rate |
615 |
/lot |
492 |
/lot |
Spread Rate |
185 |
/spread |
148 |
/spread |
|
|
|
|
|
|
CNOOC Ltd |
Full Rate |
940 |
/lot |
752 |
/lot |
Spread Rate |
282 |
/spread |
226 |
/spread |
|
|
|
|
|
|
Cathay Pacific Airways Ltd |
Full Rate |
983 |
/lot |
786 |
/lot |
Spread Rate |
295 |
/spread |
236 |
/spread |
|
|
|
|
|
|
China Petroleum & Chemical Corporation |
Full Rate |
1,080 |
/lot |
859 |
/lot |
Spread Rate |
324 |
/spread |
258 |
/spread |
|
|
|
|
|
|
China Telecom Corporation Ltd |
Full Rate |
539 |
/lot |
432 |
/lot |
Spread Rate |
162 |
/spread |
130 |
/spread |
|
|
|
|
|
|
Esprit Holdings Ltd
(ESP: Multiplier = 100) |
Full Rate |
107 |
/lot |
86 |
/lot |
Spread Rate |
33 |
/spread |
26 |
/spread |
|
|
|
|
|
|
Esprit Holdings Ltd
(ESA: Multiplier = 109) |
Full Rate |
117 |
/lot |
94 |
/lot |
Spread Rate |
36 |
/spread |
29 |
/spread |
|
|
|
|
|
|
Foxconn International Holdings Ltd |
Full Rate |
347 |
/lot |
278 |
/lot |
Spread Rate |
105 |
/spread |
84 |
/spread |
|
|
|
|
|
|
Power Assets Holdings Ltd |
Full Rate |
2,310 |
/lot |
1,850 |
/lot |
Spread Rate |
693 |
/spread |
555 |
/spread |
|
|
|
|
|
|
Hong Kong Exchanges and Clearing Ltd |
Full Rate |
815 |
/lot |
652 |
/lot |
Spread Rate |
245 |
/spread |
196 |
/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 |
Full Rate |
1,440 |
/lot |
1,150 |
/lot |
Spread Rate |
432 |
/spread |
345 |
/spread |
|
|
|
|
|
|
Henderson Land Development Co Ltd |
Full Rate |
3,510 |
/lot |
2,840 |
/lot |
Spread Rate |
1,060 |
/spread |
852 |
/spread |
|
|
|
|
|
|
Huaneng Power International Inc |
Full Rate |
2,220 |
/lot |
1,780 |
/lot |
Spread Rate |
666 |
/spread |
534 |
/spread |
|
|
|
|
|
|
Hang Seng Bank Ltd |
Full Rate |
782 |
/lot |
626 |
/lot |
Spread Rate |
235 |
/spread |
188 |
/spread |
|
|
|
|
|
|
Hutchison Whampoa Ltd |
Full Rate |
5,270 |
/lot |
4,220 |
/lot |
Spread Rate |
1,590 |
/spread |
1,270 |
/spread |
|
|
|
|
|
|
Industrial and Commercial Bank of China Ltd |
Full Rate |
346 |
/lot |
277 |
/lot |
Spread Rate |
104 |
/spread |
84 |
/spread |
|
|
|
|
|
|
Li & Fung Ltd |
Full Rate |
2,180 |
/lot |
1,750 |
/lot |
Spread Rate |
654 |
/spread |
525 |
/spread |
|
|
|
|
|
|
MTR Corporation Ltd |
Full Rate |
979 |
/lot |
783 |
/lot |
Spread Rate |
294 |
/spread |
235 |
/spread |
|
|
|
|
|
|
New World Development Co Ltd |
Full Rate |
898 |
/lot |
718 |
/lot |
Spread Rate |
270 |
/spread |
216 |
/spread |
|
|
|
|
|
|
Ping An Insurance (Group) Co of China Ltd |
Full Rate |
2,240 |
/lot |
1,800 |
/lot |
Spread Rate |
672 |
/spread |
540 |
/spread |
|
|
|
|
|
|
PetroChina Company Ltd |
Full Rate |
1,380 |
/lot |
1,100 |
/lot |
Spread Rate |
414 |
/spread |
330 |
/spread |
|
|
|
|
|
|
PICC Property and Casualty Company Limited
(PIC: Multiplier = 2,000) |
Full Rate |
1,550 |
/lot |
1,240 |
/lot |
Spread Rate |
465 |
/spread |
372 |
/spread |
|
|
|
|
|
|
PICC Property and Casualty Company Limited
(PIA: Multiplier = 2,093) |
Full Rate |
1,620 |
/lot |
1,290 |
/lot |
Spread Rate |
486 |
/spread |
387 |
/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 |
3,160 |
/lot |
2,530 |
/lot |
Spread Rate |
948 |
/spread |
759 |
/spread |
|
|
|
|
|
|
The Wharf (Holdings) Ltd |
Full Rate |
5,760 |
/lot |
4,610 |
/lot |
Spread Rate |
1,730 |
/spread |
1,390 |
/spread |