Return of Leverage Ratio

LR / Co. No. M M Y Y CAT. (For Official Use Only)

• Delete which is not appropriate. Combined and consolidated returns are defined in the completion instructions. Name of Authorized Institution Date of Submission We certify that this return is, to the best of our knowledge and belief, correct. Chief Accountant Name Name and telephone number of responsible person who may be contacted by the Monetary Authority in case of any query Name MA(BS)27 (Rev. 06/2021) The Banking Ordinance Chief Executive Name Telephone Number SECRET Information required under the Banking Ordinance RETURN OF LEVERAGE RATIO *COMBINED / CONSOLIDATED RETURN As at ______________________ The Monetary Authority requires the submitting Authorized Institution to provide the information specified in this return to the Monetary Authority, in the form set out in the return, in accordance with section 63(2) of the Banking Ordinance. The information, in the form of the duly completed return, must be submitted to the Monetary Authority: (a) in the case of a combined return or consolidated return – within 6 weeks after the end of each quarter unless otherwise advised by the Monetary Authority; and (b) if the submission deadline falls on a public holiday, it will be deferred to the next working day. This return must be completed in accordance with the completion instructions issued by the Monetary Authority to ensure that all requisite information is provided and submitted in the required form.

Return of Leverage Ratio Section 1: Exposure Measure (1) On-balance Sheet Exposures (a) (2) Derivative Exposures (a) (i) of which: replacement cost associated with the offering of client clearing services (b) (i) of which: potential future exposure associated with the offering of client clearing services (c) (d) (e) (f) (g) (3) Securities Financing Transaction (SFT) Exposures (a) (b) (c) (d) (4) CCF (%) (a) 10 (b) 20 (c) 50 (d) 100 (5) Section 2: Calculation of the Leverage Ratio (6) Exposure Measure for the calculation of the Leverage Ratio (A) (7) Tier 1 Capital After Deductions (B) (8) LEVERAGE RATIO [((B) / (A)) * 100%] (C) 0 Item Nature of Item Column 1 (HK$ '000) Column 2 (HK$ '000) Column 4 (HK$ '000) 0.0000% 0 Collective provisions and specific provisions that are allowed to be excluded from Exposure Measure 0 Less : Regulatory adjustments Replacement cost associated with all derivative contracts Add-on amounts for potential future exposure associated with all derivative contracts Gross-up for collateral provided in respect of derivative contracts Adjusted effective notional amount of written credit-related derivative contracts Exposures with a 100% CCF for the calculation of Leverage Ratio Counterparty credit risk exposure for SFT assets Agent transaction exposures Exposures with a 10% CCF for the calculation of Leverage Ratio Exposures with a 20% CCF for the calculation of Leverage Ratio Exposures with a 50% CCF for the calculation of Leverage Ratio Less : Permitted reductions in effective notional amount and permitted deductions from add-on amounts for potential future exposure of written credit -related derivative contracts Less : Receivables in respect of cash variation margin provided in derivative contracts Less : Exempted CCP legs of client-cleared trade exposures Gross SFT assets, after adjusting for sales accounting transactions Less : Netted amounts of cash payables and cash receivables of gross SFT assets 0 Other Off-balance Sheet Exposures 0 Column 3 (HK$ '000) 0