Return on Selected Data for Liquidity Stress-Testing

under the Banking Ordinance
RETURN ON SELECTED DATA FOR LIQUIDITY STRESS-TESTING POSITION OF THE HONG KONG OFFICES AND OVERSEAS BRANCHES UNCONSOLIDATED POSITION OF A BANK INCORPORATED IN HONG KONG
As at ...................................................
(last day of the month)
Date of Submission
Chief Accountant Chief Executive Name Telephone Number MA(BS)18 (Rev. 1/20176/2005) Z SECRET Co. No. MM YY CAT. (For Official Use Only) Name and telephone number of responsible person who may be contacted by the Monetary Authority in case of any query. Name of Authorized Institution 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 6 weeks after the end of each quarter ending on 31 March, 30 June, 30 September and 31 December, 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. We certify that this return is, to the best of our knowledge and belief, correct. The Banking Ordinance

Part I - Cash-flow information
(HK$'000)
Closing balance 1st day 2nd day 3rd day 4th day 5th day 6th day 7th day Over 7 days LIABILITY ITEMS

1. Deposits from customers
   1.1 Deposits from connected parties
   1.2 Pledged deposits
   1.3 Other deposits
   1.4 Total 6
2. Due to banks
   2.1 Bank vostro balances
   2.2 Due to banks - connected parties
   2.3 Due to banks - pledged
   2.4 Due to banks - other counterparties
   2.5 Total 8
3. Negotiable debt instruments issued and outstanding 9
   ASSET ITEMS
4. Cash 12
5. Due from banks
   5.1 Bank nostro balances
   5.2 Due from banks - connected parties
   5.3 Due from banks - pledged
   5.4 Due from banks - other counterparties
   5.5 Total 17
6. Debt securities held
   6.1 Exchange Fund Bills and Notes (EFBN)
   6.2
   6.3 Other HKD investment grade securities
   6.4 US Treasuries & other AAA rated USD securities
   6.5 Other USD investment grade securities
   6.6 Other securities
7. Residential mortgage loans
   7.1 HOS / PSPS mortgage loans
   7.2 HKMC compliant mortgage loans
   7.3 Other mortgage loans
   Securities eligible for rediscount at the Discount Window (other than EFBN) Reference:
   MA(BS)1/
   MA(BS)1B
   Maturity

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Part II - Supplementary Information

1. Due to and due from the same counterparty bank
   (HK$'000)
   Name of counterparty bank
   Total
2. Residential mortgage loans
   (HK$'000)
   (a) Delinquent loans
   (b) Loans in negative equity a. Amount due to the counterparty bank b. Amount due from the counterparty bank HOS/PSPS mortgage loans HKMC compliant mortgage loans Other mortgage loans

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