Blake Pier in the background
This whole area has since been reclaimed and redeveloped into the IFC and this short waterfront pathway area was turned into Harbour View Street sitting between Exchange Square and the IFC. In fact, earlier in the year I posted some screen grabs from Yellowthread Street that showed this whole area from a higher angle.
Here's the reminder: http://hongkongandmacaufilmstuff.blogspot.hk/2015/01/yellowthread-street-tv-series-central.html
In case you are curious as to how much this area has changed, I've taken a Streetview image of the place from around the same place as the lower screen grab.I think you'll agree it's quite a change! At least the street's name makes some sort of sense even though there is no longer a view.