Return of Liquidity Position and Certificate of Compliance with the Banking Ordinance for Authorized Institutions

under the Banking Ordinance
LIQUIDITY POSITION OF AN AUTHORIZED INSTITUTION

• (HONG KONG OFFICE / UNCONSOLIDATED / CONSOLIDATED) BASIS
  For the month of...................................................
  Date of Submission
  Chief Accountant Chief Executive
  Name Telephone Number
  MA(BS)1E (Rev. 1/2015)
  1 This Return is, to the best of our knowledge and belief, correct.

2. For a category 1 institution, the Liquidity Coverage Ratio of the institution was at all times during the reporting period not less than that required
   under rule 4 of the BLR (or as varied under section 97K of the Banking Ordinance). Name and telephone number of responsible person who may be contacted by the Monetary Authority in case of any query. We certify that:
3. For a category 2 institution, the average Liquidity Maintenance Ratio of the institution during the reporting period was not less than that required
   under rule 7 of the BLR (or as varied under section 97K of the Banking Ordinance).

• Delete where inapplicable.
  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 14 days after the last day of each calendar 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 (MA). An authorized institution designated by the MA as a category 1 institution, or not designated as such (in the case of a category 2 institution), must complete the relevant parts of the Return that are applicable to it. (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 * ] The Banking Ordinance K1 SECRET Name of Authorized Institution

PART 1 – SUMMARY CERTIFICATE OF LIQUIDITY POSITION
(HK$'000)
(I)
Month-end position
1.1 Sum of level 1 assets, level 2A assets and level 2B assets (before deductions) 0
1.2 Total weighted amount of HQLA (after deductions) 0
1.3 Total expected cash outflows 0
1.4 Total expected cash inflows (before application of 75% inflow ceiling) 0
1.5 Total expected cash inflows (after application of 75% inflow ceiling) 0
1.6 Total net cash outflows 0
1.7 LCR (month-end) (%) #DIV/0!
Additional information
1.8 Lowest LCR during the reporting period (%)
1.9
Lowest level of HKD-denominated HQLA (level 1 assets) as a percentage of HKD￾denominated total net cash outflows (before application of 75% inflow ceiling) during the reporting period (II) Summary of information on Liquidity Maintenance Ratio (LMR) Month-end position
2.1 Liquefiable assets 0
2.2 Qualifying liabilities (after deductions) 0
2.3 LMR (month-end) (%) #DIV/0!
Average position during the reporting period
2.4 Liquefiable assets 0
2.5 Qualifying liabilities (after deductions) 0
2.6 LMR (average) (%) #DIV/0!
2.7 Lowest LMR during the reporting period (%)
Summary of information on Liquidity Coverage Ratio (LCR)

Part 2 – LIQUIDITY COVERAGE RATIO (to be reported by category 1 institutions only)
Section (I): Liquidity Coverage Ratio (Month-end position) (HK$'000)
HK$ US$ Other major currencies RMB Other currencies 1 (a) Currency notes and coins (re Banking (Liquidity) Rules (BLR) Schedule 2, Part 2, section 1(a)) 100% 0 (b) Withdrawable central bank reserves (re BLR Schedule 2, Part 2, section 1(b)) 100% 0 (c) Marketable debt securities that are issued or guaranteed by a sovereign, central bank, public sector entity, relevant international organization or multilateral development bank, or that are EF debt securities (re BLR Schedule 2, Part 2, section 1(c) & Part 3,
section 1)
100% 0
(d) Marketable debt securities that are issued by the sovereign or central bank of a country and denominated in the local currency of that country, or that are EF debt securities (re BLR Schedule 2, Part 2, section 1(d) & Part 3, section 2) 100% 0 (e) Marketable debt securities that are issued by the sovereign or central bank of a country and denominated in a currency that is not the local currency of that country (re BLR Schedule 2, Part 2, section 1(e) & Part 3, section 3) 100% 0 (f) Total level 1 assets (before deductions) (= A1(a) + A1(b) + A1(c) + A1(d) + A1(e)) 0 2 (a) Marketable debt securities that are issued or guaranteed by a sovereign, central bank or public sector entity (re BLR Schedule 2,
Part 2, section 2(a) & Part 3, section 4) 85% 0
(b) Marketable debt securities issued by corporates (re BLR Schedule 2, Part 2, section 2(b) & Part 3, section 5) 85% 0 (c) Covered bonds (re BLR Schedule 2, Part 2, section 2(c) & Part 3, section 6) 85% 0 (d) Total level 2A assets (before deductions) (= A2(a) + A2(b) + A2(c)) 0 3 (a) Marketable debt securities issued by corporates (re BLR Schedule 2, Part 2, section 3(a) & Part 3, section 7) 50% 0 (b) Approved RMBS (re BLR Schedule 2, Part 2, section 3(b) & Part 3, sections 8 & 9) 75% 0 (c) Total level 2B assets (before deductions) (= A3(a) + A3(b)) 0 4 0 5 0 6 0 7 0 Breakdown of weighted amount by currencies Level 1 assets Principal amount Weight Deduction: foreign exchange haircuts (if BLR rule 37 is applicable) (as calculated in Section (II), Table 2, item 12) A HIGH QUALITY LIQUIDITY ASSETS (HQLA) Weighted amount TOTAL WEIGHTED AMOUNT OF HQLA (AFTER DEDUCTIONS) (= Max(A4 – A5 –A6,0)) Level 2B assets Sum of level 1 assets, level 2A assets and level 2B assets (before deductions) (= A1(f) + A2(d) + A3(c)) Deduction: adjustments for 15% ceiling on level 2B assets and 40% ceiling on sum of level 2A and level 2B assets (as calculated in Section (II), Table 1, item 3) Level 2A assets

Part 2 – LIQUIDITY COVERAGE RATIO (to be reported by category 1 institutions only)
Section (I): Liquidity Coverage Ratio (Month-end position) (HK$'000)
B
HK$ US$ Other major currencies RMB Other currencies (a) 5% 0 (b) 10% 0 (c) 5% 0 (a) (b) (c) (a) 5% 0 (b) 10% 0 (c) 5% 0 (a) (b) (c) (a) 5% 0 (b) 25% 0 (c) (a) (i) amount entirely protected by EDIS 20% 0 (ii) not covered under sub-item B6(a)(i) 40% 0 (b) 100% 0 7 100% 0 5 4 1 6 2 Weighted amount Breakdown of weighted amount by currencies stable retail deposits less stable retail deposits retail term deposits Retail deposits taken by HK office Principal amount TOTAL EXPECTED CASH OUTFLOWS arising from – Weight Retail deposits taken by overseas offices 3 Small business funding taken by HK office stable small business funding less stable small business funding small business term funding stable retail deposits less stable retail deposits retail term deposits Debt securities and prescribed instruments issued by the reporting institution and redeemable within the LCR period Small business funding taken by overseas offices stable small business funding less stable small business funding small business term funding Operational deposits fully insured by an effective deposit insurance scheme (EDIS) not covered under sub-item B5(a) Memorandum item : Excess operational deposits (excluded from sub-item B5(a) or B5(b)) Unsecured wholesale funding (other than operational deposits) provided by corporates (other than small business customers), sovereigns, the MA for a/c of Exchange Fund, central banks, multilateral development banks and public sector entities other than funding mentioned in item B3, B4, B5 or sub-item B6(a)

Part 2 – LIQUIDITY COVERAGE RATIO (to be reported by category 1 institutions only)
Section (I): Liquidity Coverage Ratio (Month-end position) (HK$'000)
B
HK$ US$ Other major currencies RMB Other currencies Weighted amount Breakdown of weighted amount by currencies Principal amount TOTAL EXPECTED CASH OUTFLOWS arising from – Weight (a) 0% 0 (b) (i) level 1 assets 0% 0 (ii) level 2A assets 15% 0 (iii) approved RMBS 25% 0 (iv) level 2B assets that are not approved RMBS 25% 0 (v) assets that do not fall within any of paragraphs (i) to (iv) 25% 0 (c) (i) level 1 assets 0% 0 (ii) level 2A assets 15% 0 (iii) approved RMBS 25% 0 (iv) level 2B assets that are not approved RMBS 50% 0 (v) assets that do not fall within any of paragraphs (i) to (iv) 100% 0 9 0 10 11 100% 0 12 0 13 100% 0 14 0 15 100% 0 16 100% 0 17 100% 0 18 100% 0 19 0 20 21 0 22 100% 0 23 0 8 Secured funding transactions (other than securities swap transactions), where the counterparty of the transaction is – the MA for a/c of Exchange Fund (if the reporting institution is incorporated in HK), or the central bank of the country in which the reporting institution is incorporated the Government or a qualifying domestic public sector entity (if the reporting institution is incorporated in HK), the sovereign or a qualifying foreign public sector entity of the country in which the reporting institution is incorporated, or a multilateral development bank, and the transaction is collateralized by – Derivative contracts or other transactions with material adverse event clauses an entity that does not fall within sub-item B8(a) or sub-item B8(b), and the transaction is collateralized by – Securities swap transactions (as calculated in Section (II), Table 3) Contractual net cash outflows arising from derivative contracts (as calculated in Section (II), Table 5, item 2(a)) TOTAL EXPECTED CASH OUTFLOWS (= B1 to B22) Potential loss in market value of posted collateral securing derivative contracts or other transactions (as calculated in Section (II), Table 6) Excess non-segregated collateral callable by counterparty under derivative contracts or other transactions Collateral substitution under derivative contracts or other transactions (as calculated in Section (II), Table 7) Contractual obligations to post collateral to counterparty under derivative contracts or other transactions (not otherwise covered in Section (I)B) Increase in collateral needs arising from adverse changes in market value of derivative contracts or other transactions (approximated by calculation of "Value X") Repayment of funding obtained from structured financial instrument issued by the reporting institution and redeemable within the LCR period Obligations for repayment of maturing debt or provision of funding or assets arising from any embedded option in structured financing transactions Potential drawdown of undrawn committed facilities (as calculated in Section (II), Table 8) Contractual lending obligations not otherwise covered in Section (I)B (as calculated in Section (II), Table 9) Other contingent funding obligations (whether contractual or non-contractual) (as calculated
in Section (II), Table 10) Other contractual cash outflows

Part 2 – LIQUIDITY COVERAGE RATIO (to be reported by category 1 institutions only)
Section (I): Liquidity Coverage Ratio (Month-end position) (HK$'000)
C
HK$ US$ Other major currencies RMB Other currencies 1 0% 0 (a)

0% 0
(b)

15% 0
(c)

25% 0
(d)

50% 0
(e)
(i) for margin lending transactions 50% 0
(ii) for other secured lending transactions 100% 0 3 0 (a) 0% 0 (b) (i) the MA for a/c of Exchange Fund or central banks 100% 0 (ii) financial institutions 100% 0 (iii) retail customers 50% 0 (iv) small business customers 50% 0 (v) sovereigns, public sector entities, multilateral development banks, wholesale customers (excluding small business customers), or any other persons not included in paragraphs (i) to (iv) 50% 0 (a) 100% 0 (b) 50% 0 (c) 50% 0 6 100% 0 7 0% 0 8 0% 0 9 0 Breakdown of weighted amount by currencies Secured lending transactions, where the reporting institution has re-hypothecated security obtained from the counterparty as collateral to cover the institution’s short position in that security Secured lending transactions (other than securities swap transactions) not covered in item C1, and the transaction is collateralized by – level 1 assets level 2A assets Principal amount Weight Weighted amount 5 approved RMBS level 2B assets that are not approved RMBS assets that do not fall within any of sub-items C2(a) to (d) TOTAL EXPECTED CASH INFLOWS arising from - Release of balances maintained by the reporting institution in segregated accounts in accordance with requirements for protection of customer assets, where the customers are– the MA for a/c of Exchange Fund, central banks or financial institutions retail customers or small business customers sovereigns, public sector entities, multilateral development banks, wholesale customers (excluding small business customers), or any other persons not included in paragraph (a) or (b) 2 Maturing securities not included by the reporting institution in its HQLA Undrawn facilities granted by other financial institutions Operational deposits placed at other financial institutions Contractual net cash inflows arising from derivative contracts (as calculated in Section (II),
Table 5, item 2(b))
Securities swap transactions not included in item C1 (as calculated in Section (II), Table 4) 4 Secured and unsecured loans not otherwise covered in items C1, C2 and C3 – Contractual cash inflows from revolving loans or loans without specific maturity date Contractual cash inflows from loans (not covered in sub-item C4(a)) extended to-

Part 2 – LIQUIDITY COVERAGE RATIO (to be reported by category 1 institutions only)
Section (I): Liquidity Coverage Ratio (Month-end position) (HK$'000)
C
HK$ US$ Other major currencies RMB Other currencies Breakdown of weighted amount by currencies Principal amount Weight Weighted amount TOTAL EXPECTED CASH INFLOWS arising from - (a) 100% 0 (b) 100% 0 (c)

50% 0
(d)

50% 0
(e)
50% 0
11
0
12
0
D #DIV/0! financial institutions retail customers small business customers sovereigns, public sector entities, multilateral development banks, wholesale customers (excluding small business customers), or any other persons not included in paragraphs (a) to (d) Total expected cash inflows (before application of 75% inflow ceiling) (=C1 to C10) TOTAL EXPECTED CASH INFLOWS (after application of 75% inflow ceiling) (= Min(C11, 75%*B23) LIQUIDITY COVERAGE RATIO (month-end position) (=A7 / (B23 - C12)) 10 Other contractual cash inflows arising from assets, transactions or activities not otherwise covered in Section (I)C, to be received from – the MA for a/c of Exchange Fund or central banks

Part 2 – LIQUIDITY COVERAGE RATIO (to be reported by category 1 institutions only)
Section (II): Supplementary information
Table 1 : Determination of adjustments for 15% ceiling on level 2B assets and 40% ceiling on sum of level 2A & level 2B assets (HK$'000)
HK$ US$ Other major currencies RMB Other currencies Adjustment for 15% ceiling (on level 2B assets) = Max {A3(c) – 15/85*(A1(f) +A2(d)), A3(c) – 15/60A1(f), 0} Adjustment for 40% ceiling (on sum of level 2A & level 2B assets) = Max {A2(d) + A3(c) – adjustment for 15% ceiling – 2/3A1(f), 0} (c) Sub-total (= 1(a) + 1(b)) 0 Adjustment for 15% ceiling (on level 2B assets) = Max {adjusted level 2B assets – 15/85*(adjusted level 1 assets + adjusted level 2A assets), adjusted level 2B assets –15/60* adjusted level 1 assets, 0} Adjustment for 40% ceiling (on sum of level 2A & level 2B assets) = Max {adjusted level 2A assets + adjusted level 2B assets – adjustment for 15% ceiling – 2/3*adjusted level 1 assets, 0} (c) Sub-total (= 2(a) + 2(b)) 0 Where – (d) adjusted level 1 assets (= total weighted amount of level 1 assets adjusted for the reversal of any relevant securities financing transaction involving the exchange by the reporting institution of any level 1 asset, level 2A asset or level 2B asset for receipt by the institution from counterparty of any level 1 asset within the LCR period) (e) adjusted level 2A assets (= total weighted amount of level 2A assets adjusted for the reversal of any relevant securities financing transaction involving the exchange by the reporting institution of any level 1 asset, level 2A asset or level 2B asset for receipt by the institution from counterparty of any level 2A asset within the LCR period) (f) adjusted level 2B assets (= total weighted amount of level 2B assets adjusted for the reversal of any relevant securities financing transaction involving the exchange by the reporting institution of any level 1 asset, level 2A asset or level 2B asset for receipt by the institution from counterparty of any level 2B asset within the LCR period) 3 Max (1(c), 2(c)) 0 (b) 0 2 Adjustments with reversal of relevant securities financing transactions (if any) (a) 0 (b) 0 Weighted amount Breakdown of weighted amount by currencies Adjustments without reversal of relevant securities financing transactions (a) 0 1

Part 2 – LIQUIDITY COVERAGE RATIO (to be reported by category 1 institutions only)
Section (II): Supplementary information
Table 2: Deduction from total HQLA - Calculation of additional adjustment due to foreign exchange haircuts (if BLR rule 37 is applicable) (HK$'000)
Total HK$ US$ Other major currencies RMB Other currencies 1 0 2 0 3 0 4 0 5 0 6 0 7 0 8 0 9 N/A 10 11 0 (%) 2% 8% 10% 10% (HK$000 equivalent) 0 13 (Note: Unless otherwise required by the HKMA, a category 1 institution should insert 60% for any reporting month within 2015, 70% for 2016, 80% for 2017, 90% for 2018 and 100% for and after 2019.) Weighted amount Relevant portion of item 10 being used to cover HKD LCR mismatch Minimum required level of LCR applicable to the reporting institution (Note) 12 Total level 2A assets (before deductions) (= Section (I), item A2(d)) Total level 2B assets (before deductions) (= Section (I), item A3(c)) Total HQLA (before deductions) (= Section (I), item A4) Total expected cash outflows (= Section (I), item B23) Total expected cash inflows (before application of 75% inflow ceiling) (=
Section (I), item C11)
HKD-denominated HQLA (level 1 assets) as a percentage of HKD￾denominated total net cash outflows (before adjustment for 75% inflow ceiling) (Note: Rule 37(d) is satisfied if item 9=/> 20%) Foreign currency-denominated HQLA (level 1 assets) exceeding foreign currency-denominated total net cash outflows (if any) (=Min(Max(Item 4 – Item 13Max(item 5 – item 6,0),0),item 1)) HKD LCR mismatch (= Max(item 13(item 5 – item 6) – item 4,0)) Total level 1 assets (before deductions) (= Section (I), item A1(f)) The part of item 7 that exceeds 25% of the reporting institution's HKD￾denominated total net cash outflows (=Max(If (item 7 = 0, 0, item 7 – Max(item 5 – item 6,0)* Max(0,25% – (100% – item 13))),0) Foreign exchange haircuts

Part 2 – LIQUIDITY COVERAGE RATIO (to be reported by category 1 institutions only)
Section (II): Supplementary information
Table 3: Expected cash outflow arising from securities swap transactions (HK$'000)
HK$ US$ Other major currencies RMB Other currencies (a) level 1 assets level 1 assets 0% 0 (b) level 1 assets level 2A assets 15% 0 (c) level 1 assets approved RMBS 25% 0 (d) level 1 assets level 2B assets that are not approved RMBS 50% 0 (e) level 1 assets assets that are not level 1 assets, level 2A assets or level 2B assets 100% 0 (f) level 2A assets level 2A assets 0% 0 (g) level 2A assets approved RMBS 10% 0 (h) level 2A assets level 2B assets that are not approved RMBS 35% 0 (i) level 2A assets assets that are not level 1 assets, level 2A assets or level 2B assets 85% 0 (j) approved RMBS approved RMBS 0% 0 (k) approved RMBS level 2B assets that are not approved RMBS 25% 0 (l) approved RMBS assets that are not level 1 assets, level 2A assets or level 2B assets 75% 0 (m) level 2B assets that are not approved RMBS level 2B assets that are not approved RMBS 0% 0 (n) level 2B assets that are not approved RMBS assets that are not level 1 assets, level 2A assets or level 2B assets 50% 0 (o) assets that are not level 1 assets, level 2A assets or level 2B assets assets that are not level 1 assets, level 2A assets or level 2B assets 0% 0 Total 0 Type of securities to be delivered by reporting institution to counterparty within the LCR period Weighted amount Breakdown of weighted amount by currencies Type of securities to be received by reporting institution from counterparty within the LCR period Principal amount of securities to be delivered by reporting institution Weight

Part 2 – LIQUIDITY COVERAGE RATIO (to be reported by category 1 institutions only)
Section (II): Supplementary information
Table 4: Expected cash inflow arising from securities swap transactions (HK$'000)
HK$ US$ Other major currencies RMB Other currencies (a) level 1 assets level 1 assets 0% 0 (b) level 1 assets level 2A assets 15% 0 (c) level 1 assets approved RMBS 25% 0 (d) level 1 assets level 2B assets that are not approved RMBS 50% 0 (e) level 1 assets assets that are not level 1 assets, level 2A assets or level 2B assets 100% 0 (f) level 2A assets level 2A assets 0% 0 (g) level 2A assets approved RMBS 10% 0 (h) level 2A assets level 2B assets that are not approved RMBS 35% 0 (i) level 2A assets assets that are not level 1 assets, level 2A assets or level 2B assets 85% 0 (j) approved RMBS approved RMBS 0% 0 (k) approved RMBS level 2B assets that are not approved RMBS 25% 0 (l) approved RMBS assets that are not level 1 assets, level 2A assets or level 2B assets 75% 0 (m) level 2B assets that are not approved RMBS level 2B assets that are not approved RMBS 0% 0 (n) level 2B assets that are not approved RMBS assets that are not level 1 assets, level 2A assets or level 2B assets 50% 0 (o) assets that are not level 1 assets, level 2A assets or level 2B assets assets that are not level 1 assets, level 2A assets or level 2B assets 0% 0 Total 0 Breakdown of weighted amount by currencies Type of securities to be received by reporting institution from counterparty within the LCR period Type of securities to be delivered by reporting institution to counterparty within the LCR period Principal amount of securities to be received by reporting institution Weight Weighted amount

Part 2 – LIQUIDITY COVERAGE RATIO (to be reported by category 1 institutions only)
Section (II): Supplementary information
Table 5: Contractual net cash outflows and contractual net cash inflows arising from derivative contracts (HK$'000)
HK$ US$ Other major currencies RMB Other currencies (a) Contractual cash outflows 0 (b) Contractual cash inflows 0 (a) Contractual net cash outflows after adjustments (re Code of Practice, clause 12(3) & (4)) 100% 0 (b) Contractual net cash inflows after adjustments (re Code of Practice, clause 30(3) & (4)) 100% 0 Weighted amount Breakdown of weighted amount by currencies Gross amount of cash flows (after collateral adjustments, if any) Net amount of cash flows Principal amount Weight 1 2

Part 2 – LIQUIDITY COVERAGE RATIO (to be reported by category 1 institutions only)
Section (II): Supplementary information
Table 6: Expected cash outflow arising from potential loss in market value of posted collateral securing derivative contracts or other transactions (HK$'000)
HK$ US$ Other major currencies RMB Other currencies 1 Collateral (other than level 1 assets) posted by the reporting institution to counterparties under derivative contracts or other transactions (posted collateral) 2 Collateral (other than level 1 assets) received by the reporting institution from the same counterparties under derivative contracts or other transactions that can be deducted from item 1 (received collateral) 3 Net amount of posted collateral (= Max (item 1 – item 2), 0) 0 20% 0 Principal amount Weight Weighted amount Breakdown of weighted amount by currencies

Part 2 – LIQUIDITY COVERAGE RATIO (to be reported by category 1 institutions only)
Section (II): Supplementary information
(HK$'000)
HK$ US$ Other major currencies RMB Other currencies (a) level 1 assets level 1 assets 0% 0 (b) level 1 assets level 2A assets 15% 0 (c) level 1 assets approved RMBS 25% 0 (d) level 1 assets level 2B assets that are not approved RMBS 50% 0 (e) level 1 assets assets that are not level 1 assets, level 2A assets or level 2B assets 100% 0 (f) level 2A assets level 2A assets 0% 0 (g) level 2A assets approved RMBS 10% 0 (h) level 2A assets level 2B assets that are not approved RMBS 35% 0 (i) level 2A assets assets that are not level 1 assets, level 2A assets or level 2B assets 85% 0 (j) approved RMBS approved RMBS 0% 0 (k) approved RMBS level 2B assets that are not approved RMBS 25% 0 (l) approved RMBS assets that are not level 1 assets, level 2A assets or level 2B assets 75% 0 (m) level 2B assets that are not approved RMBS level 2B assets that are not approved RMBS 0% 0 (n) level 2B assets that are not approved RMBS assets that are not level 1 assets, level 2A assets or level 2B assets 50% 0 (o) assets that are not level 1 assets, level 2A assets or level 2B assets assets that are not level 1 assets, level 2A assets or level 2B assets 0% 0 Total 0
Table 7: Expected cash outflow arising from collateral substitution under derivative contracts or other transactions
Type of collateral posted to reporting institution by counterparty Weighted amount Type of assets that may be posted by Breakdown of weighted amount by currencies counterparty to reporting institution for collateral substitution Principal amount of collateral held by reporting institution Weight

Part 2 – LIQUIDITY COVERAGE RATIO (to be reported by category 1 institutions only)
Section (II): Supplementary information
Table 8: Expected cash outflow arising from potential drawdown of undrawn committed facilities (HK$'000)
HK$ US$ Other major currencies RMB Other currencies (a) retail customers 5% 0 (b) small business customers 5% 0 (c) corporates (other than small business customers), sovereigns, the MA for a/c of Exchange Fund, central banks, public sector entities or multilateral development banks 10% 0 (d) banks 40% 0 (e) financial institutions (other than banks) 40% 0 (f) other entities not falling within sub-items 1(a) to 1(e) 100% 0 (g) Sub-total (1) 0 (a) retail customers 5% 0 (b) small business customers 5% 0 (c) corporates (other than small business customers), sovereigns, the MA for a/c of Exchange Fund, central banks, public sector entities or multilateral development banks 30% 0 (d) banks 40% 0 (e) financial institutions (other than banks) 100% 0 (f) other entities not falling within sub-items 2(a) to 2(e) 100% 0 (g) Sub-total (2) 0 3 0 Breakdown of weighted amount by currencies Committed credit facilities granted to – Committed liquidity facilities granted to – 1 2 Total (1(g) + 2(g)) Principal amount of undrawn facility limits, net of HQLA collateral (if any) Weight Weighted amount

Part 2 – LIQUIDITY COVERAGE RATIO (to be reported by category 1 institutions only)
Section (II): Supplementary information
Table 9: Contractual lending obligations not otherwise covered in Section (I)B (HK$'000)
HK$ US$ Other major currencies RMB Other currencies 1 100% 0 (a) retail customers 100% 0 (b) small business customers 100% 0 (c) sovereigns, public sector entities, multilateral development banks, wholesale customers (excluding small business customers), or any other persons not included in item 1, sub-item 2(a) or sub-item 2(b) 100% 0 (a) retail customers (re Section (I)C, sub-item 4b(iii)) 0 (b) small business customers (re Section (I)C, sub-item 4b(iv)) 0 (c) sovereigns, public sector entities, multilateral development banks, wholesale customers (excluding small business customers), or any other persons not included in sub-item 3(a) or 3(b) and are not the MA for a/c of Exchange Fund, central banks or financial institutions (re Section (I)C, item 4b(v)) 0 (a) retail customers 0 (b) small business customers 0 (c) sovereigns, public sector entities, multilateral development banks, wholesale customers (excluding small business customers), or any other persons not included in item 1, sub-item 2(a) or sub-item 2(b) 0 5 0 Weighted amount Breakdown of weighted amount by currencies Principal amount Contractual lending obligations to – 4 3 2 Total contractual lending obligations not otherwise covered in
Section (I)B (= items 1 + 4(a) + 4(b) + 4(c))
Contractual lending obligations to the MA for a/c of Exchange Fund, central banks or financial institutions not otherwise covered in Section (I)B Contractual cash inflows from secured or unsecured loans under item 4 of Section (I)C, to be received from – Contractual lending obligations to (if any) – Weight

Part 2 – LIQUIDITY COVERAGE RATIO (to be reported by category 1 institutions only)
Section (II): Supplementary information
Table 10: Other contingent funding obligations (HK$'000)
HK$ US$ Other major currencies RMB Other currencies 1 3% 0 2 10% 0 3 0% 0 (a) debt securities or structured financial instruments, in respect of which the reporting institution (or its associated entity) is the issuer, a market maker or a dealer, or has been involved as an originator, sponsor, marketing agent or seller, where there is a reasonable expectation that the obligations will materialize within the LCR period 100% 0 (b) money market funds or other types of collective investment funds marketed by the reporting institution (or its associated entity), where there is a reasonable expectation that the obligations will be materialized within the LCR period 100% 0 (c) situations in which customer short positions are covered by assets (that are not HQLA qualifying assets) received by the institution from its other customers as collateral, in respect of which the institution has the right of re-hypothecation, such that the institution may be obliged to provide funding within the LCR period to cover uncovered customer short positions in the event of withdrawal of the collateral by its other customers 50% 0 (d) potential liquidity drawn by an unconsolidated joint venture or entity in which the reporting institution has a minority interest, where there is a reasonable expectation that the institution will be the main liquidity provider when the joint venture or entity concerned is in need of liquidity (Note) 0 (e) circumstances not otherwise specified in sub-items 4(a) to (d), where there is a reasonable expectation that the obligations will materialize with the LCR period 100% 0 5 0 Note: If the reporting institution has reasonable expectation that a non-zero amount should be reported in sub-item 4(d), it must notify the HKMA in order to agree a methodology (including the outflow rate) for determining the amount to be reported. Otherwise, insert an outflow rate of 0% for this sub-item. Breakdown of weighted amount by currencies Trade-related contingencies (other than funding obligations arising from potential drawdown of committed credit facilities granted to corporates for import or export financing purposes) Guarantees and letters of credit unrelated to trade-related contingencies Uncommitted facilities Non-contractual contingent funding obligations arising from – Principal amount Weight Weighted amount 4 Total

Part 3 – LIQUIDITY MAINTENANCE RATIO (to be reported by Category 2 institutions only)
(I) LIQUIDITY MAINTENANCE RATIO (Month-end position) (HK$'000) HK$ US$ RMB Other currencies (A1) 100 0 (A2) 90 0 (A3) 100 0 (a) 0 (b) 0 (c) 0 80 0 (a) 90 0 (b) 90 0 (a) (i) (A) not more than 1 year 100 0 (B) more than 1 year 95 0 (ii) (A) not more than 1 month 100 0 (B) more than 1 month but not more than 1 year 95 0 (C) more than 1 year 90 0 A. LIQUEFIABLE ASSETS (A4) (A5) (A6) Currency notes and coins Gold bullion Claims on, or reserves maintained with, the MA for a/c of the Exchange Fund or central banks that are repayable to the reporting institution overnight, on demand, or on notice which expires on the first day of the LMR period Net due from banks of the reporting institution to be included in its liquefiable assets (For completion by the reporting institution if its net due from banks ≥ 0) Export bills – Principal amount Liquidity conversion factor (%) Weighted amount Breakdown of weighted amount by currencies Net due from banks (= (A4)(a) - (A4)(b) ≥ 0, subject to the weighted amount not exceeding 40% of the weighted amount of qualifying liabilities (before deductions). Any excess amount will be included under item (C3).) payable within 1 month and which are either drawn under letters of credit issued by banks or accepted and payable by banks covered by irrevocable re-discounting facilities approved by the MA issued or guaranteed by – Total one-month liabilities of other banks to the reporting institution Total one-month liabilities of the reporting institution to other banks the Government, the MA for a/c of Exchange Fund, or a domestic public sector entity with a remaining term to maturity of – an authorized institution incorporated in HK or the HK branch of an authorized institution incorporated outside Hong Kong with a remaining term to maturity of – Marketable debt securities or prescribed instruments that are–

Part 3 – LIQUIDITY MAINTENANCE RATIO (to be reported by Category 2 institutions only)
(I) LIQUIDITY MAINTENANCE RATIO (Month-end position) (HK$'000) (b) (A) not more than 1 year 100 0 (B) more than 1 year 95 0 (c) (i) (A) not more than 1 month 100 0 (B) more than 1 month but not more than 1 year 95 0 (C) more than 1 year 90 0 (ii) (A) not more than 1 year 90 0 (B) more than 1 year but not more than 5 years 85 0 (C) more than 5 years 80 0 (d) (i) (A) the debt security or instrument has a remaining term to maturity of not more than 1 month; or 100 0 (B) the bank has a qualifying ECAI issuer rating 80 0 (ii) 80 0 (e) 80 0 (f) (i) 80 0 (ii) 80 0 (g) 80 0 (A6) with a qualifying ECAI issue specific rating, issued or guaranteed by – without a qualifying ECAI issue specific rating, issued or guaranteed by – a bank, other than those included in sub-item (A6)(a)(ii), if – a regional government of a country which has a qualifying ECAI issuer rating – RMBS issued or guaranteed by the central bank or central government of a country, a multilateral development bank, or a relevant international organization, where the debt security or instrument, or its issuer or guarantor, has a qualifying ECAI rating, and the remaining term to maturity is – a bank, other than those included in sub-item (A6)(a)(ii), with a remaining term to maturity of – a regional government of a country or other entity, with a remaining term to maturity of – RMBS, other debt securities or instruments specifically approved for inclusion by the MA – not included elsewhere in item (A6), re-discountable with the MA for a/c of Exchange Fund, or the central bank of a country that has a qualifying ECAI issuer rating (where such re-discounting arrangement is available to the reporting institution) other debt securities or instruments not included elsewhere in item (A6) with a remaining term to maturity of not more than 1 month

Part 3 – LIQUIDITY MAINTENANCE RATIO (to be reported by Category 2 institutions only)
(I) LIQUIDITY MAINTENANCE RATIO (Month-end position) (HK$'000) (A7) 90 0 (A8) 100 0 (A9) 0 HK$ US$ RMB Other currencies (B1) 100 0 (B2) 100 0 (B3) 100 0 (B4) 0 B. QUALIFYING LIABILITIES Total one-month liabilities of the reporting institution to the MA for a/c of Exchange Fund or central banks Other one-month liabilities QUALIFYING LIABILITIES (BEFORE DEDUCTIONS) (= sum of (B1) to (B3)) If the reporting institution's total one-month liabilities to other banks exceed the total one-month liabilities of other banks to the institution, the amount of the institution's total one-month liabilities to other banks Principal amount Liquidity conversion factor (%) Weighted amount Breakdown of weighted amount by currencies Residential mortgage loans in respect of which there has been issued by The Hong Kong Mortgage Corporation Limited an irrevocable commitment to purchase which is approved by the MA LIQUEFIABLE ASSETS (=sum of (A1) to (A7) – (A8)) DEDUCTION FROM LIQUEFIABLE ASSETS:
Debt securities or prescribed instruments with a remaining term to maturity of not more than 1 month issued by the reporting institution

Part 3 – LIQUIDITY MAINTENANCE RATIO (to be reported by Category 2 institutions only)
(I) LIQUIDITY MAINTENANCE RATIO (Month-end position) (HK$'000) HK$ US$ RMB Other currencies (C1) 100 0 (C2) 100 0 (C3) 0 (C4) 80 0 (C5) 0 (C6) 0 D. 0 E. #DIV/0! (II) AVERAGE LIQUIDITY MAINTENANCE RATIO DURING THE REPORTING PERIOD Weighted amount A. B. C. D. #DIV/0! Liquidity conversion factor (%)
C. DEDUCTION FROM QUALIFYING LIABILITIES Weighted amount
Breakdown of weighted amount by currencies
QUALIFYING LIABILITIES (AFTER DEDUCTIONS) (=(B4) – (C6)) DEDUCTION FROM QUALIFYING LIABILITIES (limited by 75% of item (B4)) Sub-total (sum of items (C1) to (C4)) Total one-month liabilities of the MA for a/c of the Exchange Fund, or central banks to the reporting institution (other than the amount included in item (A3)) Eligible loan repayments Weighted amount, if any, of the reporting institution's net due from banks exceeding the 40% cap referred to in BLR rule 48(7) If the reporting institution's total one-month liabilities to other banks exceed the total one-month liabilities of other banks to the institution, the amount of the total one￾month liabilities of other banks to it LIQUIDITY MAINTENANCE RATIO (month-end) (= (A9) / (D)) Average liquefiable assets Average qualifying liabilities (before deductions) Average qualifying liabilities (after deductions) Average Liquidity Maintenance Ratio (= A / C) Principal amount