ELN INDICATIONS - HONG KONG UNDERLYINGS Trade Date 10-Aug-17 Vontobel Financial Products (Asia Pacific) Settlement Date 24-Aug-17 Team +65 6407 1100 [email protected] Valuation Date 20-Sep-17 Maturity Date 22-Sep-17 Number of Days 29 Currency HKD Strike 90% 91% 92% 93% 94% 95% 96% 97% 98% BB Code Underlying Name Price % Yield % p.a. Price % Yield % p.a. Price % Yield % p.a. Price % Yield % p.a. Price % Yield % p.a. Price % Yield % p.a. Price % Yield % p.a. Price % Yield % p.a. Price % Yield % p.a. 1 HK CHEUNG KONG HOLDINGS LTD 99.93 0.88 99.83 2.14 99.69 3.91 99.51 6.20 99.27 9.26 98.96 13.23 98.58 18.13 11 HK HANG SENG BANK LTD 99.99 0.13 99.92 1.01 99.83 2.14 99.71 3.66 99.54 5.82 99.31 8.75 99.03 12.33 98.67 16.97 16 HK SUN HUNG KAI PROPERTIES 99.99 0.13 99.93 0.88 99.86 1.76 99.76 3.03 99.63 4.67 99.47 6.71 99.25 9.51 98.97 13.10 98.62 17.61 23 HK BANK OF EAST ASIA 99.84 2.02 99.74 3.28 99.62 4.80 99.47 6.71 99.28 9.13 99.05 12.07 98.77 15.67 98.44 19.95 98.05 25.03 27 HK GALAXY ENTERTAINMENT GROUP 99.46 6.83 99.29 9.00 99.09 11.56 98.86 14.51 98.59 18.00 98.27 22.16 97.92 26.74 97.54 31.74 97.11 37.46 267 HK CITIC PACIFIC LTD 99.91 1.13 99.83 2.14 99.73 3.41 99.61 4.93 99.44 7.09 99.24 9.64 98.99 12.84 98.68 16.84 98.32 21.51 358 HK JIANGXI COPPER CO LTD-H 98.85 14.64 98.61 17.74 98.34 21.25 98.04 25.16 97.71 29.50 97.35 34.26 96.96 39.46 96.53 45.25 96.09 51.22 386 HK CHINA PETROLEUM & CHEMICAL-H 99.98 0.25 99.93 0.88 99.86 1.76 99.77 2.90 99.65 4.42 99.50 6.32 99.31 8.75 99.07 11.82 98.76 15.80 388 HK HONG KONG EXCHANGES & CLEAR 99.53 5.94 99.40 7.60 99.25 9.51 99.04 12.20 98.79 15.42 98.47 19.56 98.09 24.51 97.65 30.29 97.17 36.66 489 HK DONGFENG MOTOR GRP CO LTD-H 99.40 7.60 99.25 9.51 99.06 11.94 98.85 14.64 98.61 17.74 98.33 21.38 98.01 25.56 97.66 30.16 97.27 35.33 494 HK LI & FUNG LTD 688 HK CHINA OVERSEAS LAND & INVEST 99.58 5.31 99.46 6.83 99.32 8.62 99.14 10.92 98.93 13.61 98.68 16.84 98.38 20.73 98.04 25.16 97.65 30.29 700 HK TENCENT 99.45 6.96 99.28 9.13 99.08 11.69 98.85 14.64 98.58 18.13 98.27 22.16 97.93 26.60 97.56 31.48 97.14 37.06 728 HK CHINA TELECOM CORP LTD-H 99.98 0.25 99.94 0.76 99.88 1.51 99.80 2.52 99.70 3.79 99.57 5.44 99.38 7.85 99.15 10.79 98.86 14.51 762 HK CHINA UNICOM HONG KONG LTD 99.20 10.15 99.01 12.59 98.79 15.42 98.54 18.65 98.24 22.55 97.90 27.00 97.51 32.14 97.08 37.86 96.62 44.03 857 HK PETROCHINA CO LTD-H 99.97 0.38 99.91 1.13 99.83 2.14 99.72 3.53 99.58 5.31 99.40 7.60 99.17 10.53 98.88 14.26 98.52 18.91 883 HK CNOOC LTD 99.98 0.25 99.92 1.01 99.83 2.14 99.71 3.66 99.55 5.69 99.34 8.36 99.07 11.82 914 HK ANHUI CONCH CEMENT CO LTD-H 99.48 6.58 99.33 8.49 99.15 10.79 98.94 13.48 98.69 16.71 98.41 20.34 98.09 24.51 97.73 29.24 97.32 34.66 939 HK CHINA CONSTRUCTION BANK-H 99.88 1.51 99.80 2.52 99.70 3.79 99.57 5.44 99.40 7.60 99.19 10.28 98.92 13.74 98.61 17.74 98.24 22.55 941 HK CHINA MOBILE LTD 99.95 0.63 99.90 1.26 99.82 2.27 99.70 3.79 99.53 5.94 99.30 8.87 98.99 12.84 98.60 17.87 98.13 23.99 992 HK LENOVO GROUP LTD 99.90 1.26 99.83 2.14 99.74 3.28 99.62 4.80 99.47 6.71 99.28 9.13 99.05 12.07 98.75 15.93 98.39 20.60 1088 HK CHINA SHENHUA ENERGY CO-H 99.09 11.56 98.92 13.74 98.72 16.32 98.49 19.30 98.23 22.68 97.93 26.60 97.61 30.82 97.25 35.59 96.86 40.80 1288 HK AGRICULTURAL BANK OF CHINA-H 99.94 0.76 99.88 1.51 99.80 2.52 99.69 3.91 99.55 5.69 99.37 7.98 99.13 11.05 98.83 14.90 98.47 19.56 1299 HK AIA GROUP LTD 99.86 1.76 99.78 2.78 99.68 4.04 99.55 5.69 99.38 7.85 99.17 10.53 98.90 14.00 98.57 18.26 98.18 23.33 1398 HK IND & COMM BK OF CHINA-H 99.87 1.64 99.79 2.65 99.70 3.79 99.57 5.44 99.42 7.34 99.22 9.89 98.98 12.97 98.68 16.84 98.33 21.38 1800 HK CHINA COMMUNICATIONS CONST-H 99.97 0.38 99.87 1.64 99.74 3.28 99.57 5.44 99.34 8.36 99.07 11.82 98.75 15.93 98.37 20.86 97.95 26.34 1988 HK CHINA MINSHENG BANKING-H 99.79 2.65 99.70 3.79 99.58 5.31 99.43 7.22 99.25 9.51 99.03 12.33 98.77 15.67 98.46 19.69 98.09 24.51 2318 HK PING AN INSURANCE GROUP CO-H 99.51 6.20 99.39 7.72 99.24 9.64 99.06 11.94 98.84 14.77 98.57 18.26 98.25 22.42 97.88 27.26 97.45 32.94 2328 HK PICC PROPERTY & CASUALTY -H 99.34 8.36 99.18 10.41 98.99 12.84 98.77 15.67 98.51 19.04 98.22 22.81 97.88 27.26 97.51 32.14 97.10 37.59 2388 HK BOC HONG KONG HOLDINGS LTD 99.96 0.50 99.89 1.39 99.79 2.65 99.64 4.55 99.44 7.09 99.19 10.28 98.87 14.39 98.49 19.30 2601 HK CHINA PACIFIC INSURANCE GR-H 99.35 8.23 99.19 10.28 99.01 12.59 98.79 15.42 98.54 18.65 98.26 22.29 97.94 26.47 97.58 31.21 97.18 36.52 2628 HK CHINA LIFE INSURANCE CO-H 99.69 3.91 99.57 5.44 99.43 7.22 99.25 9.51 99.03 12.33 98.77 15.67 98.46 19.69 98.10 24.38 97.68 29.89 2800 HK TRACKER FUND OF HONG KONG 3328 HK BANK OF COMMUNICATIONS CO-H 99.92 1.01 99.84 2.02 99.73 3.41 99.60 5.05 99.43 7.22 99.23 9.77 98.98 12.97 98.68 16.84 98.33 21.38 3968 HK CHINA MERCHANTS BANK-H 99.49 6.45 99.35 8.23 99.18 10.41 98.99 12.84 98.76 15.80 98.50 19.17 98.20 23.07 97.85 27.66 97.47 32.67 3988 HK BANK OF CHINA LTD-H 99.94 0.76 99.88 1.51 99.80 2.52 99.70 3.79 99.56 5.56 99.38 7.85 99.15 10.79 98.87 14.39 98.52 18.91 Important Notice: The Vontobel Group comprises of Vontobel Holdings AG and its subsidiaries which include Vontobel Financial Products (Asia Pacific) Pte. Ltd. ("Vontobel Asia Pacific"). Vontobel Asia Pacific is a limited liability company incorporated under the laws of Singapore. It carries on business in providing financial advisory services in Singapore only to institutional investors as defined in the Securities and Futures Act (Chapter 286 of Singapore) ("SFA") read with the Securities and Futures (Prescribed Specific Classes of Investors) Regulations ("SF(PI)R")). Persons other than institutional investors as defined in the SFA read with the SF(PI)R are not the intended recipients of the information in this document and must not act upon or rely upon any of the information in this document.