|
|
|
|
Hang Seng Index |
Full Rate |
65,250 |
/lot |
52,200 |
/lot |
Spread Rate |
7,500 |
/spread |
6,000 |
/spread |
|
|
|
|
|
|
Mini-Hang Seng Index |
Full Rate |
13,050 |
/lot |
10,440 |
/lot |
Spread Rate |
1,500 |
/spread |
1,200 |
/spread |
|
|
|
|
|
|
H-shares Index |
Full Rate |
36,650 |
/lot |
29,350 |
/lot |
Spread Rate |
11,000 |
/spread |
8,850 |
/spread |
|
|
|
|
|
|
Mini H-shares Index |
Full Rate |
7,330 |
/lot |
5,870 |
/lot |
Spread Rate |
2,200 |
/spread |
1,770 |
/spread |
|
|
|
|
|
|
HSCEI Dividend Point Index |
Full Rate |
1,720 |
/lot |
1,380 |
/lot |
Spread Rate |
2,070 |
/spread |
1,660 |
/spread |
|
|
|
|
|
|
HSI Dividend Point Index |
Full Rate |
3,550 |
/lot |
2,840 |
/lot |
Spread Rate |
4,260 |
/spread |
3,410 |
/spread |
|
|
|
|
|
|
HSI Volatility Index |
Full Rate |
29,040 |
/lot |
23,230 |
/lot |
|
Spread Rate |
8,720 |
/spread |
6,970 |
/spread |
|
|
|
|
|
|
IBOVESPA Futures |
Full Rate |
20,570 |
/lot |
16,460 |
/lot |
Spread Rate |
6,170 |
/spread |
4,940 |
/spread |
|
|
|
|
|
|
MICEX Index Futures |
Full Rate |
17,340 |
/lot |
13,870 |
/lot |
Spread Rate |
5,210 |
/spread |
4,170 |
/spread |
|
|
|
|
|
|
Sensex Index Futures |
Full Rate |
10,860 |
/lot |
8,690 |
/lot |
Spread Rate |
3,260 |
/spread |
2,610 |
/spread |
|
|
|
|
|
|
FTSE/JSE Top40 Futures |
Full Rate |
18,580 |
/lot |
14,860 |
/lot |
Spread Rate |
5,580 |
/spread |
4,460 |
/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 |
533 |
/lot |
427 |
/lot |
Spread Rate |
Please refer to attached table |
|
|
|
|
|
|
Three-Month HIBOR |
Full Rate |
998 |
/lot |
799 |
/lot |
Spread Rate |
Please refer to attached table |
|
|
|
|
|
|
Aluminum Corporation of China Ltd |
Full Rate |
890 |
/lot |
712 |
/lot |
Spread Rate |
267 |
/spread |
214 |
/spread |
|
|
|
|
|
|
Bank of China Ltd |
Full Rate |
206 |
/lot |
165 |
/lot |
Spread Rate |
62 |
/spread |
50 |
/spread |
|
|
|
|
|
|
Bank of Communications Co Ltd |
Full Rate |
543 |
/lot |
435 |
/lot |
Spread Rate |
163 |
/spread |
131 |
/spread |
|
|
|
|
|
|
The Bank of East Asia Ltd |
Full Rate |
366 |
/lot |
293 |
/lot |
Spread Rate |
110 |
/spread |
88 |
/spread |
|
|
|
|
|
|
BOC Hong Kong (Holdings) Ltd |
Full Rate |
659 |
/lot |
527 |
/lot |
Spread Rate |
198 |
/spread |
159 |
/spread |
|
|
|
|
|
|
China Construction Bank Corporation |
Full Rate |
378 |
/lot |
302 |
/lot |
Spread Rate |
113 |
/spread |
91 |
/spread |
|
|
|
|
|
|
China Communications Construction Co Ltd |
Full Rate |
816 |
/lot |
653 |
/lot |
Spread Rate |
245 |
/spread |
196 |
/spread |
|
|
|
|
|
|
China Mobile Ltd |
Full Rate |
2,950 |
/lot |
2,360 |
/lot |
Spread Rate |
885 |
/spread |
708 |
/spread |
|
|
|
|
|
|
China Unicom (Hong Kong) Ltd |
Full Rate |
2,660 |
/lot |
2,130 |
/lot |
Spread Rate |
798 |
/spread |
639 |
/spread |
|
|
|
|
|
|
CITIC Pacific Ltd |
Full Rate |
994 |
/lot |
795 |
/lot |
Spread Rate |
299 |
/spread |
239 |
/spread |
|
|
|
|
|
|
Cheung Kong (Holdings) Ltd |
Full Rate |
8,030 |
/lot |
6,730 |
/lot |
Spread Rate |
2,410 |
/spread |
2,020 |
/spread |
|
|
|
|
|
|
China Life Insurance Company Ltd |
Full Rate |
2,320 |
/lot |
1,860 |
/lot |
Spread Rate |
696 |
/spread |
558 |
/spread |
|
|
|
|
|
|
CLP Holdings Ltd |
Full Rate |
2,080 |
/lot |
1,670 |
/lot |
Spread Rate |
624 |
/spread |
501 |
/spread |
|
|
|
|
|
|
China Merchants Bank Co Ltd |
Full Rate |
744 |
/lot |
595 |
/lot |
Spread Rate |
224 |
/spread |
179 |
/spread |
|
|
|
|
|
|
CNOOC Ltd |
Full Rate |
1,190 |
/lot |
949 |
/lot |
Spread Rate |
357 |
/spread |
285 |
/spread |
|
|
|
|
|
|
Cathay Pacific Airways Ltd |
Full Rate |
1,160 |
/lot |
925 |
/lot |
Spread Rate |
348 |
/spread |
278 |
/spread |
|
|
|
|
|
|
China Petroleum & Chemical Corporation |
Full Rate |
1,370 |
/lot |
1,100 |
/lot |
Spread Rate |
411 |
/spread |
330 |
/spread |
|
|
|
|
|
|
China Telecom Corporation Ltd |
Full Rate |
734 |
/lot |
587 |
/lot |
Spread Rate |
221 |
/spread |
177 |
/spread |
|
|
|
|
|
|
Esprit Holdings Ltd |
Full Rate |
321 |
/lot |
257 |
/lot |
Spread Rate |
97 |
/spread |
78 |
/spread |
|
|
|
|
|
|
Foxconn International Holdings Ltd |
Full Rate |
647 |
/lot |
518 |
/lot |
Spread Rate |
195 |
/spread |
156 |
/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 |
888 |
/lot |
710 |
/lot |
Spread Rate |
267 |
/spread |
213 |
/spread |
|
|
|
|
|
|
HSBC Holdings Plc |
Full Rate |
1,750 |
/lot |
1,400 |
/lot |
Spread Rate |
525 |
/spread |
420 |
/spread |
|
|
|
|
|
|
Hong Kong and China Gas Co Ltd |
Full Rate |
1,280 |
/lot |
1,030 |
/lot |
Spread Rate |
384 |
/spread |
309 |
/spread |
|
|
|
|
|
|
Henderson Land Development Co Ltd |
Full Rate |
3,470 |
/lot |
2,780 |
/lot |
Spread Rate |
1,050 |
/spread |
834 |
/spread |
|
|
|
|
|
|
Huaneng Power International Inc |
Full Rate |
1,120 |
/lot |
895 |
/lot |
Spread Rate |
336 |
/spread |
269 |
/spread |
|
|
|
|
|
|
Hang Seng Bank Ltd |
Full Rate |
640 |
/lot |
512 |
/lot |
Spread Rate |
192 |
/spread |
154 |
/spread |
|
|
|
|
|
|
Hutchison Whampoa Ltd |
Full Rate |
5,140 |
/lot |
4,110 |
/lot |
Spread Rate |
1,550 |
/spread |
1,240 |
/spread |
|
|
|
|
|
|
Industrial and Commercial Bank of China Ltd |
Full Rate |
430 |
/lot |
344 |
/lot |
Spread Rate |
129 |
/spread |
104 |
/spread |
|
|
|
|
|
|
Li & Fung Ltd |
Full Rate |
3,290 |
/lot |
2,640 |
/lot |
Spread Rate |
987 |
/spread |
792 |
/spread |
|
|
|
|
|
|
MTR Corporation Ltd |
Full Rate |
853 |
/lot |
683 |
/lot |
Spread Rate |
256 |
/spread |
205 |
/spread |
|
|
|
|
|
|
New World Development Co Ltd
(NWD - Multiplier = 1,000) |
Full Rate |
924 |
/lot |
739 |
/lot |
Spread Rate |
278 |
/spread |
222 |
/spread |
|
|
|
|
|
|
New World Development Co Ltd
(NWA - Multiplier = 1,089) |
Full Rate |
1,006 |
/lot |
805 |
/lot |
Spread Rate |
303 |
/spread |
242 |
/spread |
|
|
|
|
|
|
Ping An Insurance (Group) Co of China Ltd |
Full Rate |
3,210 |
/lot |
2,570 |
/lot |
Spread Rate |
963 |
/spread |
771 |
/spread |
|
|
|
|
|
|
PetroChina Company Ltd |
Full Rate |
1,390 |
/lot |
1,110 |
/lot |
Spread Rate |
417 |
/spread |
333 |
/spread |
|
|
|
|
|
|
PICC Property and Casualty Company Limited
(PIC - Multiplier = 2,000) |
Full Rate |
2,280 |
/lot |
1,830 |
/lot |
Spread Rate |
684 |
/spread |
549 |
/spread |
|
|
|
|
|
|
PICC Property and Casualty Company Limited
(PIA - Multiplier = 2,098) |
Full Rate |
2,391 |
/lot |
1,919 |
/lot |
Spread Rate |
717 |
/spread |
576 |
/spread |
|
|
|
|
|
|
Sun Hung Kai Properties Ltd |
Full Rate |
7,370 |
/lot |
5,900 |
/lot |
Spread Rate |
2,220 |
/spread |
1,770 |
/spread |
|
|
|
|
|
|
Swire Pacific Ltd “A”
(SWA - Multiplier = 500) |
Full Rate |
2,800 |
/lot |
2,240 |
/lot |
Spread Rate |
840 |
/spread |
672 |
/spread |
|
|
|
|
|
|
Swire Pacific Ltd. 'A'
(SWE - Multiplier = 575) |
Full Rate |
3,223 |
/lot |
2,578 |
/lot |
Spread Rate |
967 |
/spread |
773 |
/spread |
|
|
|
|
|
|
Wharf (Holdings) Ltd |
Full Rate |
3,530 |
/lot |
2,830 |
/lot |
Spread Rate |
1,060 |
/spread |
849 |
/spread |