Return of Interest Rate Risk in the Banking Book Supplementary Information

JB SECRET Co. No. MM YY CAT (For Official Use Only) und e r t he B ankin g O rdin an c e RETURN OF INTEREST RATE RISK IN THE BANKING BOOK (SUPPLEMENTARY INFORMATION) Position of *Local Office(s)/Local Offices and Overseas Branches A s a t . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . (last day of the month) *Delete where inapplicable. Overseas incorporated institutions are required to report the position of their Hong Kong office(s) only. Name of Authorized Institution Date of Submission T h e B a n k i n g O r d i n a n c e In fo rmation r eq u est ed in th is retu rn is r eq u ired u n d er s ect ion 6 3 (2 ) of th e Ban k in g Ord in an ce. Th e r etu rn sh ou ld b e su b mitted to th e M on eta r y Au th orit y n ot later t h an 1 4 d ays a fter th e last d a y o f each calen d ar mon th , u n les s oth er wis e ad vi sed b y th e M on etar y Au th orit y. Note: This return is to be prepared in accordance with the completion instruction s issued by the Monetary Authority. We c ertif y th at th is retu rn is , to th e b est o f ou r k n o wled g e an d b elief, c or r ect. Chief Accountant Chief Executive Name and telephone number of responsible person who may be contacted by the Monetary Authority in case of any query. Name Telephone Number M A( B S ) 1 2 B ( 6 / 2 0 1 9 )

Interest Rate Risk in the Banking Book (Supplementary Information) Position of * Banking Book / Trading Book and Banking Book Currency: Hong Kong Dollar

• Delete where inappropriate. (In HK$ Million) INTEREST RATE-SENSITIVE LIABILITIES (Note (1))

1. Total interest rate-sensitive liabilities TIME BAND a. Total b. Deposits c. Total weighted average interest costs d. Weighted average interest costs (Deposits) Next day or less (A) % % 2 to 7 days (B) % % 8 days to 1 month (C) % % 1 to 3 months (D) % % 3 to 6 months (E) % % 6 to 12 months (F) % % 1 to 2 years (G) % % 2 to 3 years (H) % % 3 to 4 years (I) % % 4 to 5 years (J) % % 5 to 7 years (K) % % 7 to 10 years (L) % % 10 to 15 years (M) % % 15 to 20 years (N) % % More than 20 years (O) % % Total interest rate-sensitive liabilities Total (A to O) % % Total interest rate-sensitive liabilities (book value) (P) Total non-interest rate-sensitive liabilities (book value) (Q)+(R) Equity capital (book value) (Q) Others (book value) (R) Total liabilities (book value) Total (P to R) Note: (1) Authorized institutions can choose to report either detailed statistics or the aggregate figures. Please refer to item 14 of Specific Instructions under Section C of the Completion Instructions for details. MA(BS)12B