|
|
|
|
Hang Seng Index |
Full Rate |
67,800 |
/lot |
54,250 |
/lot |
Spread Rate |
7,500 |
/spread |
6,000 |
/spread |
|
|
|
|
|
|
Mini-Hang Seng Index |
Full Rate |
13,560 |
/lot |
10,850 |
/lot |
Spread Rate |
1,500 |
/spread |
1,200 |
/spread |
|
|
|
|
|
|
H-shares Index |
Full Rate |
33,650 |
/lot |
26,900 |
/lot |
Spread Rate |
10,100 |
/spread |
8,100 |
/spread |
|
|
|
|
|
|
Mini H-shares Index |
Full Rate |
6,730 |
/lot |
5,380 |
/lot |
Spread Rate |
2,020 |
/spread |
1,620 |
/spread |
|
|
|
|
|
|
HSCEI Dividend Point Index |
Full Rate |
1,880 |
/lot |
1,510 |
/lot |
Spread Rate |
2,260 |
/spread |
1,820 |
/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 |
24,300 |
/lot |
19,440 |
/lot |
Spread Rate |
7,290 |
/spread |
5,840 |
/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 |
20,600 |
/lot |
16,480 |
/lot |
Spread Rate |
6,180 |
/spread |
4,950 |
/spread |
|
|
|
|
|
|
MICEX Index Futures |
Full Rate |
16,450 |
/lot |
13,160 |
/lot |
Spread Rate |
4,940 |
/spread |
3,950 |
/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 |
235 |
/lot |
188 |
/lot |
Spread Rate |
Please refer to attached table |
|
|
|
|
|
|
Three-Month HIBOR |
Full Rate |
424 |
/lot |
339 |
/lot |
Spread Rate |
Please refer to attached table |
|
|
|
|
|
|
Aluminum Corporation of China Ltd |
Full Rate |
714 |
/lot |
571 |
/lot |
Spread Rate |
215 |
/spread |
172 |
/spread |
|
|
|
|
|
|
Bank of China Ltd |
Full Rate |
190 |
/lot |
152 |
/lot |
Spread Rate |
57 |
/spread |
46 |
/spread |
|
|
|
|
|
|
Bank of Communications Co Ltd |
Full Rate |
406 |
/lot |
325 |
/lot |
Spread Rate |
122 |
/spread |
98 |
/spread |
|
|
|
|
|
|
The Bank of East Asia Ltd |
Full Rate |
370 |
/lot |
296 |
/lot |
Spread Rate |
111 |
/spread |
89 |
/spread |
|
|
|
|
|
|
BOC Hong Kong (Holdings) Ltd |
Full Rate |
752 |
/lot |
602 |
/lot |
Spread Rate |
226 |
/spread |
181 |
/spread |
|
|
|
|
|
|
China Construction Bank Corporation |
Full Rate |
417 |
/lot |
334 |
/lot |
Spread Rate |
126 |
/spread |
101 |
/spread |
|
|
|
|
|
|
China Communications Construction Co Ltd |
Full Rate |
743 |
/lot |
594 |
/lot |
Spread Rate |
223 |
/spread |
179 |
/spread |
|
|
|
|
|
|
China Mobile Ltd |
Full Rate |
2,700 |
/lot |
2,160 |
/lot |
Spread Rate |
810 |
/spread |
648 |
/spread |
|
|
|
|
|
|
China Unicom (Hong Kong) Ltd |
Full Rate |
2,020 |
/lot |
1,620 |
/lot |
Spread Rate |
606 |
/spread |
486 |
/spread |
|
|
|
|
|
|
CITIC Pacific Ltd |
Full Rate |
902 |
/lot |
721 |
/lot |
Spread Rate |
271 |
/spread |
217 |
/spread |
|
|
|
|
|
|
Cheung Kong (Holdings) Ltd |
Full Rate |
7,280 |
/lot |
5,830 |
/lot |
Spread Rate |
2,190 |
/spread |
1,750 |
/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 |
2,070 |
/lot |
1,660 |
/lot |
Spread Rate |
621 |
/spread |
498 |
/spread |
|
|
|
|
|
|
China Merchants Bank Co Ltd |
Full Rate |
499 |
/lot |
400 |
/lot |
Spread Rate |
150 |
/spread |
120 |
/spread |
|
|
|
|
|
|
CNOOC Ltd |
Full Rate |
1,090 |
/lot |
868 |
/lot |
Spread Rate |
327 |
/spread |
261 |
/spread |
|
|
|
|
|
|
Cathay Pacific Airways Ltd |
Full Rate |
864 |
/lot |
691 |
/lot |
Spread Rate |
260 |
/spread |
208 |
/spread |
|
|
|
|
|
|
China Petroleum & Chemical Corporation |
Full Rate |
1,030 |
/lot |
820 |
/lot |
Spread Rate |
309 |
/spread |
246 |
/spread |
|
|
|
|
|
|
China Telecom Corporation Ltd |
Full Rate |
720 |
/lot |
576 |
/lot |
Spread Rate |
216 |
/spread |
173 |
/spread |
|
|
|
|
|
|
Esprit Holdings Ltd (ESP - Multiplier = 100) |
Full Rate |
158 |
/lot |
126 |
/lot |
Spread Rate |
48 |
/spread |
39 |
/spread |
|
|
|
|
|
|
Esprit Holdings Ltd (ESA - Multiplier = 109) |
Full Rate |
171 |
/lot |
137 |
/lot |
Spread Rate |
52 |
/spread |
42 |
/spread |
|
|
|
|
|
|
Foxconn International Holdings Ltd |
Full Rate |
479 |
/lot |
383 |
/lot |
Spread Rate |
144 |
/spread |
115 |
/spread |
|
|
|
|
|
|
Power Assets Holdings Ltd |
Full Rate |
2,040 |
/lot |
1,630 |
/lot |
Spread Rate |
612 |
/spread |
489 |
/spread |
|
|
|
|
|
|
Hong Kong Exchanges and Clearing Ltd |
Full Rate |
947 |
/lot |
758 |
/lot |
Spread Rate |
285 |
/spread |
228 |
/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 |
1,260 |
/lot |
1,010 |
/lot |
Spread Rate |
378 |
/spread |
303 |
/spread |
|
|
|
|
|
|
Hong Kong and China Gas Co. Ltd. (HKA - Multiplier = 1,100) |
Full Rate |
1,386 |
/lot |
1,111 |
/lot |
Spread Rate |
416 |
/spread |
333 |
/spread |
|
|
|
|
|
|
Henderson Land Development Co Ltd |
Full Rate |
4,230 |
/lot |
3,380 |
/lot |
Spread Rate |
1,270 |
/spread |
1,020 |
/spread |
|
|
|
|
|
|
Huaneng Power International Inc |
Full Rate |
881 |
/lot |
705 |
/lot |
Spread Rate |
265 |
/spread |
212 |
/spread |
|
|
|
|
|
|
Hang Seng Bank Ltd |
Full Rate |
742 |
/lot |
593 |
/lot |
Spread Rate |
223 |
/spread |
178 |
/spread |
|
|
|
|
|
|
Hutchison Whampoa Ltd |
Full Rate |
4,850 |
/lot |
3,880 |
/lot |
Spread Rate |
1,460 |
/spread |
1,170 |
/spread |
|
|
|
|
|
|
Industrial and Commercial Bank of China Ltd |
Full Rate |
355 |
/lot |
283 |
/lot |
Spread Rate |
107 |
/spread |
85 |
/spread |
|
|
|
|
|
|
Li & Fung Ltd |
Full Rate |
3,020 |
/lot |
2,420 |
/lot |
Spread Rate |
906 |
/spread |
726 |
/spread |
|
|
|
|
|
|
MTR Corporation Ltd |
Full Rate |
933 |
/lot |
746 |
/lot |
Spread Rate |
280 |
/spread |
224 |
/spread |
|
|
|
|
|
|
New World Development Co Ltd |
Full Rate |
1,020 |
/lot |
815 |
/lot |
Spread Rate |
306 |
/spread |
245 |
/spread |
|
|
|
|
|
|
Ping An Insurance (Group) Co of China Ltd |
Full Rate |
2,040 |
/lot |
1,630 |
/lot |
Spread Rate |
612 |
/spread |
489 |
/spread |
|
|
|
|
|
|
PetroChina Company Ltd |
Full Rate |
1,370 |
/lot |
1,100 |
/lot |
Spread Rate |
411 |
/spread |
330 |
/spread |
|
|
|
|
|
|
PICC Property and Casualty Company Limited |
Full Rate |
1,340 |
/lot |
1,070 |
/lot |
Spread Rate |
402 |
/spread |
321 |
/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 |
2,950 |
/lot |
2,360 |
/lot |
Spread Rate |
885 |
/spread |
708 |
/spread |
|
|
|
|
|
|
Wharf (Holdings) Ltd |
Full Rate |
3,350 |
/lot |
2,680 |
/lot |
Spread Rate |
1,010 |
/spread |
804 |
/spread |