As proposed in the multi-exchange hard-fork contingency plan, there is significant doubt that a Bitcoin Unlimited (BU) hard fork could be done safely without additional development work.
In the case of a fork, we support the plan as proposed by Bitfinex, Bitstamp, BTCC et al.
It will not be possible for any exchange, including BitMEX, to support both chains separately. For these reasons, BU will not be listed or used as a deposit/withdrawal currency until replay protection is implemented and BU is not at risk of a blockchain reorganization if the Core chain becomes longer.
If the BU fork does succeed, we intend to take every possible step to ensure the safety and integrity of customer deposits on both chains. As BitMEX does not offer margin lending, there is no concern about Bitcoin in active positions at the time of the fork.