Return of Liquidity Monitoring Tools (Form MA(BS)23)

under the Banking Ordinance
RETURN ON LIQUIDITY MONITORING TOOLS

• HONG KONG OFFICE / UNCONSOLIDATED / CONSOLIDATED POSITION
  As at ...................................................
  (last day of the month)
  Date of Submission
  Chief Accountant Chief Executive
  Name Telephone Number
  MA(BS)23 (Rev. 9/2015)
  Name and telephone number of responsible person who may be contacted by the Monetary Authority in case of any query. We certify that this Return is, to the best of our knowledge and belief, correct.
• Delete where inapplicable.
  The Banking Ordinance
  Co. No. MM YY CAT.
  Information requested in this Return is required under section 63(2) of the Banking Ordinance. The Return should be submitted to the Monetary Authority not later than one month after the last day of each month, unless otherwise advised by the Monetary Authority. Note : This Return is to be prepared in accordance with the Completion Instructions issued by the Monetary Authority. (For Official Use Only) Is the institution designated by the Monetary Authority as a category 1 institution under rule 3 of the Banking (Liquidity) Rules (BLR)? [ Yes / No * ] KM SECRET Name of Authorized Institution

PART 1 - CONCENTRATION OF FUNDING SOURCES
Table A - Significant funding providers (HK$'000)
up to 1 month exceed 1 month, up to 3 months exceed 3 months, up to 6 months exceed 6 months, up to 12 months exceed 12 months 1. 2. (Supplementary sheets may be attached if necessary)

• In case of a connected party of the reporting institution, mark "Yes". Otherwise, mark "No".
  As % of total liabilities
  Significant funding providers (including 10 largest banks, 10 largest non￾bank customers, and any other bank or non-bank customer which has provided, on a group basis, funding exceeding 1% of the reporting institution’s total liabilities) Non-bank customers Breakdown of total amount by remaining term to maturity Banks Total amount Connected party of the reporting institution (Yes / No)*

PART 1 - CONCENTRATION OF FUNDING SOURCES
Table B - Significant funding instruments (HK$'000)
up to 1 month exceed 1 month, up to 3 months exceed 3 months, up to 6 months exceed 6 months, up to 12 months exceed 12 months

1. Deposits from retail customers
   (a) up to (and including) HK$500,000
   (b) exceed HK$500,000, up to (and including) HK$10,000,000 (c) exceed HK$10,000,000 (d) Total 0 0% 0
2. Deposits from other non-bank customers
   (a) up to (and including) HK$500,000
   (b) exceed HK$500,000, up to (and including) HK$10,000,000 (c) exceed HK$10,000,000 (d) Total 0 0% 0 3. 4. (a) Capital instruments (b) Certificates of deposit (c) Debt securities (senior, unsecured, not structured) (d) Convertible securities (which do not fall within sub-item (a)) (e) Asset-backed securities (f) Other capital or debt instruments (structured or otherwise) not included in sub-items (a) to (e) 5. (Supplementary sheets may be attached if necessary) Breakdown of total amount by remaining term to maturity Capital and debt instruments issued and outstanding Funding raised from banks Other outstanding funding instruments used by the reporting institution to obtain funds exceeding 1% of total liabilities, but not otherwise included in items 1 to 4 (please specify) Significant funding instruments Total amount As % of total liabilities

PART 2 - UNENCUMBERED ASSETS AVAILABLE FOR SECURED BORROWING
(HK$'000)
Hong Kong Overseas
1.
(a)
(b)
(c)
(d)
(e)
(f)
(g)
(h)
(i) Mortgage loans under Home Ownership Schemes or Private Sector Participation Schemes (ii) Mortgage loans which satisfy the purchasing criteria of The Hong Kong Mortgage Corporation Limited (iii) Other performing residential mortgage loans 2. (a) (b) 3. (a) (b) (c) 4. Location of assets Types of unencumbered assets Assets which are, or may be, acceptable as collateral under the MA’s liquidity facilities and other contingency funding mechanisms Assets which may be used as collateral for borrowing from overseas central banks or governments Residential mortgage loans EF debt securities Hong Kong Government bonds RMB-denominated assets that can be used as collateral under RMB Liquidity Facility Total amount AAA-rated securities not included in items (a) to (d) US Treasury debt securities Note: Exclude any interbank placement which (i) may be the subject of possible set-off claims or (ii) is placed with a connected bank of the reporting institution. Interbank placements after deductions (Note) Other investment grade securities (For completion by reporting institutions incorporated in Hong Kong) Assets held by the reporting institution (including its overseas branches or specified associated entities) that can be used as collateral for access to standing facilities offered by central banks or governments in host jurisdictions Memorandum item: Assets reported in items 1 to 3, which are posted by customers to the reporting institution as collateral that can be re￾hypothecated by the institution (but have not yet been re-hypothecated) Other assets not included elsewhere, but may be used as collateral for secured borrowing in wholesale funding markets (For completion by reporting institutions incorporated outside Hong Kong) Assets held by the Hong Kong branch of the reporting institution that can be used by its Head Office as collateral to borrow from the central bank or government in its home jurisdiction Debt securities assigned with a 0% risk-weight under the standardized (credit risk) approach Debt securities assigned with a non-0% risk-weight that is not more than 20% under the standardized (credit risk) approach Other assets which are reasonably expected to have potential for use as collateral for secured borrowing purposes

PART 3 - COMMITTED FACILITIES
Table A -
Connected party
(Yes / No)*
Total contractual facility limit
(HK$'000)
Irrevocable undrawn commitment
(HK$'000)
Total amount drawn
(HK$'000)
Table B -
Connected party
(Yes / No)*
Total contractual facility limit
(HK$'000)
Irrevocable undrawn commitment
(HK$'000)
Total amount drawn
(HK$'000)
(Supplementary sheets may be attached if necessary)

• In case of a connected party of the reporting institution, mark "Yes". Otherwise, mark "No".
  Committed facilities granted to banks or non-bank financial institutions that are significant (10 largest of such facilities and any exceeding 1% of the reporting institution’s total liabilities) Committed facilities received from the MA, central banks, governments, banks or non-bank financial institutions, or Forward Commitment Facility received from The Hong Kong Mortgage Corporation Limited (if applicable) that are significant (10 largest of such facilities and any exceeding 1% of the reporting institution’s total liabilities) Name of facility provider Total Total Name of bank or non-bank financial institution to which the facility is granted

PART 4: MATURITY PROFILE AND SUPPLEMENTARY INFORMATION
A. Contractual maturity profile (HK$'000) Next day 2 to 7 days 8 days to 1 month

1 month
up to 3 months
3 months
up to 6 months
6 months
up to 1 year
1 year up
to 2 years
2 years up
to 3 years
3 years up
to 5 years
Over 5 years
(a)
(b)
(c)
(a)
(b)
(a)
(b)
15 0
Contractual obligations arising from derivative contracts (not included in item 3) Balancing amount On-balance sheet liabilities Deposits from non-bank customers Debt securities, prescribed instruments and structured financial instruments issued and outstanding Demand, savings and current account deposits Amount payable arising from securities financing transactions (other than securities swap transactions) Due to MA for a/c of Exchange Fund Due to overseas central banks Amount payable arising from derivative contracts Due to banks Term, call and notice deposits Pledged deposits Total amount Contractual maturity of cash flows and securities flows arising from the relevant items Total Other liabilities Capital and reserves Total Irrevocable loan commitments or facilities granted With dates and amounts of drawdown ascertained Others (not included in sub-item (a)) Off-balance sheet obligations not included in items 11 to 13 With dates and amounts of payment ascertained Others Off-balance sheet obligations Contractual obligations arising from securities financing transactions (not included in item 2)

PART 4: MATURITY PROFILE AND SUPPLEMENTARY INFORMATION
A. Contractual maturity profile (HK$'000) Next day 2 to 7 days 8 days to 1 month

1 month
up to 3 months
3 months
up to 6 months
6 months
up to 1 year
1 year up
to 2 years
2 years up
to 3 years
3 years up
to 5 years
Over 5 years
(a)
(b)
(i) Pledged to customers
(ii) Others
26 0
(a)
(b)
(a)
(b)
31 0
32 0
33 0
With dates and amounts of drawdown ascertained Others Total amount Contractual maturity of cash flows and securities flows arising from the relevant items Balancing amount Due from overseas central banks Amount receivable arising from derivative contracts Others Contractual Maturity Mismatch Cumulative Contractual Maturity Mismatch Contractual claims arising from derivative contracts (not included in item 18) Off-balance sheet claims not included in items 27 to 29 With dates and amounts of receipt of payment ascertained Currency notes and coins Irrevocable loan commitments or facilities received Due from banks Debt securities, prescribed instruments and structured financial instruments held (net of short positions) Readily monetizable Not readily monetizable Acceptances and bills of exchange held Loans and advances to non-bank customers Total Other assets Amount receivable arising from securities financing transactions (other than securities swap transactions) Due from MA for a/c of Exchange Fund On-balance sheet assets Off-balance sheet claims Total Contractual claims arising from securities financing transactions (not included in item 17)

PART 4: MATURITY PROFILE AND SUPPLEMENTARY INFORMATION
B. Supplementary Information (HK$'000)
Table B1 Next day 2 to 7 days 8 days to 1
month

1 month
up to 3 months
3 months
up to 6 months
6 months
up to 1 year
1 year up
to 2 years
2 years up
to 3 years
3 years up
to 5 years
Over 5 years
(a)
(b)
(i) Re-hypothecated
(ii) Others
(c)
(a)
(b)
(i) Re-hypothecated
(ii) Others
(c)
Balancing amount
Total amount
Contractual maturity of securities flows arising from securities financing transactions Readily monetizable through re-hypothecation Not readily monetizable Memorandum item: Securities reported in sub-items (a) and (b) - according to contractual dates of repurchase by customers Securities pledged to the reporting institution as collateral under securities financing transactions (to be returned to customers) Readily monetizable through re-hypothecation Not readily monetizable Securities pledged to customers as collateral under securities financing transactions (to be returned to the reporting institution) Securities sold to customers under securities financing transactions (to be repurchased by the reporting institution) Securities purchased by the reporting institution under securities financing transactions (to be repurchased by customers) Memorandum item: Securities reported in sub-items (a) and (b) - according to contractual dates of return to customers

PART 4: MATURITY PROFILE AND SUPPLEMENTARY INFORMATION
(HK$'000)
Table B2 Next day 2 to 7 days 8 days to 1
month

1 month
up to 3 months
3 months
up to 6 months
6 months
up to 1 year
1 year up
to 2 years
2 years up
to 3 years
3 years up
to 5 years
Over 5 years
(a)
(b)
(i) Re-hypothecated
(ii) Others
(c)
(HK$'000)
Table B3 Next day 2 to 7 days 8 days to 1
month
1 month
up to 3 months
3 months
up to 6 months
6 months
up to 1 year
1 year up
to 2 years
2 years up
to 3 years
3 years up
to 5 years
Over 5 years
Total amount
Estimated cash flows arising from selected assets, liabilities and off-balance sheet items (based on behavioural assumptions) Balancing amount Total amount Contractual maturity of securities flows arising from derivative contracts Balancing amount Loans and advances to non-bank customers (referred to in item 24) - according to estimated dates and amounts of repayment by customers Off-balance sheet obligations (referred to in item 14(b)) - according to estimated dates and amounts of payment to customers Demand, savings and current account deposits (referred to in item 1(b)) - according to the lowest month-end balance recorded in past 12 months Irrevocable loan commitments or facilities granted (referred to in item 11(b)) - according to estimated dates and amounts of drawdown by customers Securities pledged to customers as collateral under derivative contracts (to be returned to the reporting institution) Not readily monetizable Memorandum item: Securities reported in sub-items (a) and (b) - according to contractual dates of return to customers Securities pledged to the reporting institution as collateral under derivative contracts (to be returned to customers) Readily monetizable through re-hypothecation

PART 5 - LIQUIDITY COVERAGE RATIO BY SIGNIFICANT CURRENCIES
(to be reported by category 1 institutions only) (HK$'000) A B C D E F HK dollars 0 #DIV/0! US dollars 0 #DIV/0! Renminbi 0 #DIV/0! 0 #DIV/0! 0 #DIV/0! 0 #DIV/0! 0 #DIV/0! 0 #DIV/0! 0 #DIV/0! 0 #DIV/0! 0 #DIV/0! 0 #DIV/0! 0 #DIV/0! 0 #DIV/0! (Supplementary sheets may be attached if necessary) Total HQLA (before adjustments for 15% ceiling and 40% ceiling) Total HQLA (after adjustments for 15% ceiling and 40% ceiling) Total expected cash outflows Other currencies which are significant to the reporting institution (please specify) Total expected cash inflows (before 75% ceiling) Total expected cash inflows (after 75% ceiling) LCR (%) (= B ÷ (C – E))