Return on Stable Funding Position of an Authorized Institution

Information required under the Banking Ordinance STABLE FUNDING POSITION OF AN AUTHORIZED INSTITUTION

• (HONG KONG OFFICE / UNCONSOLIDATED / CONSOLIDATED) BASIS As at ................................................... Date of Submission Category 1 institution Category 2A institution (Please tick) The Banking Ordinance Chief Accountant Chief Executive Name Telephone Number MA(BS)26 (03/2022) NS SECRET Co. No. MM YY CAT. (For Official Use Only) Name of Authorized Institution Name and telephone number of responsible person who may be contacted by the Monetary Authority in case of any query. 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 not later than one month after each quarter￾end unless otherwise advised by the Monetary Authority. 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. We certify that the information reported in this Return is, to the best of our knowledge and belief, correct. The institution has been designated by the Monetary Authority under the Banking (Liquidity) Rules as a

PART 1 – SUMMARY CERTIFICATE (I)

1. [Yes / No]

(a) [dd/mm/yyyy] (b) % (c) % (d) % (II) (HK$'000 or %) mm/yyyy 1. 2. 3. #DIV/0! #DIV/0! #DIV/0! First shortfall day NSFR on the first shortfall day NSFR on the expiry day of the self-rectification period Lowest NSFR during the self-rectification period Reporting of average CFR by category 2A institutions Average ACF Average RCF Average CFR Reporting of NSFR shortfall by category 1 institutions Did the institution apply rule 8B to self-rectify NSFR shortfall during the quarter? If the answer to item 1 is "Yes", complete sub-items (a) to (d) below.

Part 2 – NET STABLE FUNDING RATIO (HK$'000) < 6 months or repayable on demand 6 months to <12 months 12 months or more No specified term to maturity < 6 months or repayable on demand 6 months to <12 months 12 months or more No specified term to maturity (a) Tier 1 capital (before regulatory adjustments) 0 (b) Tier 2 capital (before regulatory adjustments) 0% 50% 100% 100% 0 (c) minority interests not covered by sub-item (a) or (b) 0% 50% 100% 100% 0 (d) capital instruments not covered by sub-item (a), (b) or (c) 0% 50% 100% 100% 0 2 0% 50% 100% 100% 0 (a) stable retail deposits 95% 95% 100% 0 (b) retail deposits not covered by sub-item (a) 90% 90% 100% 0 (a) stable small business funding 95% 95% 100% 0 (b) small business funding not covered by sub-item (a) 90% 90% 100% 0 5 50% 50% 100% 0 (a) corporates (other than small business customers), sovereigns, multilateral development banks, national development banks and public sector entities 50% 50% 100% 0 (b) the Monetary Authority for the account of the Exchange Fund or central banks 0% 50% 100% 0 (c) financial institutions and other entities not covered by sub-item (a) or (b) 0% 50% 100% 0 7 0% 50% 100% 0% 0 8 0% 50% 100% 0 9 0 0% 0 10 0% 0 11 0 12 TOTAL AMOUNT OF ASF 0 0% Deferred tax liabilities Trade-date payables Net derivative liabilities (as calculated in Annex 1, item 8) Liabilities not covered by items 1 to 10 (I) 1 Capital Funding provided to the institution not covered by items 1 to 6 3 6 Operational deposits Funding (other than operational deposits) provided to the institution by – 4 Small business funding Retail deposits Weighted amount AVAILABLE STABLE FUNDING (ASF) Value ASF factor Debt securities or prescribed instruments issued by the institution 100% Reported according to remaining term to maturity Determined according to remaining term to maturity

Part 2 – NET STABLE FUNDING RATIO (HK$'000) < 6 months or repayable on demand 6 months to <12 months 12 months or more No specified term to maturity < 6 months or repayable on demand 6 months to <12 months 12 months or more No specified term to maturity (A) 1 0% 0 (a) 0 (b) 0% 0 (c) (i) loans that are subject to a risk-weight of 20% or less under section 55(2) of the Capital Rules 50% 65% 65% 0 (ii) loans not covered by sub-sub-item (i) 50% 85% 85% 0 (a) 0 (b) 0 (c) 0 (d) 50% 50% 85% 85% 0 (e) 85% 0 4 85% 0 5 50% 50% 100% 100% 0 (a) 10% 50% 100% 100% 0 (b) 15% 50% 100% 100% 0 loans and funds secured by level 1 assets listed equities not covered by sub-item (c) Reported according to remaining term to maturity Determined according to remaining term to maturity Unencumbered assets, off-balance sheet obligations and derivative liabilities (before adjustments) Weighted amount 0% 5% 15% (II) REQUIRED STABLE FUNDING (RSF) Value RSF factor Currency notes and coins Physical traded commodities held by the institution Securities held by the institution (other than securities representing the institution's claims covered by item 2(b)) level 1 assets debt securities not covered by sub-item (a), (b) or (c) Operational deposits placed by the institution at other financial institutions 6 7 Loans and funds provided by the institution to retail customers and wholesale customers (other than the Monetary Authority for the account of the Exchange Fund, central banks and financial institutions) 2 3 Claims on the Monetary Authority for the account of the Exchange Fund or central banks level 2B assets level 2A assets loans provided by the institution to the Monetary Authority for the account of the Exchange Fund or central banks, having a remaining term to maturity of 6 months or more claims on the Monetary Authority for the account of the Exchange Fund or central banks not covered by sub-item (a), having a remaining term to maturity of less than 6 months or being repayable on demand funds placed with the institution's HKD CHATS Account, or with central banks to meet reserve requirements loans and funds not covered by sub-item (a) 50% Loans and funds (other than operational deposits) provided by the institution to other financial institutions

Part 2 – NET STABLE FUNDING RATIO (HK$'000) < 6 months or repayable on demand 6 months to <12 months 12 months or more No specified term to maturity < 6 months or repayable on demand 6 months to <12 months 12 months or more No specified term to maturity Reported according to remaining term to maturity Determined according to remaining term to maturity Unencumbered assets, off-balance sheet obligations and derivative liabilities (before adjustments) Weighted amount (II) REQUIRED STABLE FUNDING (RSF) Value RSF factor (a) 50% 50% 65% 65% 0 (b) 50% 50% 85% 85% 0 (a) 0 (b) 0 9 0 100% 0 10 0% 0 11 (a) 0 (b) 50% 50% 100% 0 12 0 13 5% 0 (B) 0 14 0 (III) NET STABLE FUNDING RATIO (%) #DIV/0! TOTAL AMOUNT OF RSF fixed assets, investments in associated entities and other unlisted equities, goodwill and other intangible assets, assets of any defined benefit pension fund or plan, investments in own capital instruments (if not derecognized under applicable accounting standards), insurance assets, retained interests, non-performing assets, and other assets that do not have specified terms to maturity 100% Encumbered assets (as calculated in Annex 3) Off-balance sheet obligations (as calculated in Annex 2, item 5) other assets that have specified terms to maturity Assets not covered by items 1 to 10 loans and funds not covered by sub-item (a) Assets posted by the institution as initial margins or default fund contributions Net derivative assets (as calculated in Annex 1, item 7) Trade-date receivables assets that would have been subject to an RSF factor of 100% had it not been posted by the institution assets not covered by sub-item (a) 8 loans and funds that are subject to a risk-weight of 35% or less under Division 3 of Part 4 of the Capital Rules Total derivative liabilities (before adjustments) 100% 85%

Part 3 – CORE FUNDING RATIO (HK$'000) < 6 months or repayable on demand 6 months to <12 months 12 months or more No specified term to maturity < 6 months or repayable on demand 6 months to <12 months 12 months or more No specified term to maturity 1 (a) Tier 1 capital (before regulatory adjustments) 0 (b) Tier 2 capital (before regulatory adjustments) 0% 50% 100% 100% 0 (c) minority interests not covered by sub-item (a) or (b) 0% 50% 100% 100% 0 (d) capital instruments not covered by sub-item (a), (b) or (c) 0% 50% 100% 100% 0 2 0% 50% 100% 100% 0 3 80% 90% 100% 0 4 0% 50% 100% 0% 0 5 0% 50% 100% 0 6 0 0% 0 7 0% 0 8 0 9 0 TOTAL AMOUNT OF ACF Trade-date payables Net derivative liabilities (as calculated in Annex 1, item 8) Liabilities not covered by items 1 to 7 0% (I) AVAILABLE CORE FUNDING (ACF) Value ACF factor 100% Weighted amount Capital Deferred tax liabilities Debt securities or prescribed instruments issued by the institution Deposits Funding provided to the institution not covered by item 1, 2 or 3 Reported according to remaining term to maturity Determined according to remaining term to maturity

Part 3 – CORE FUNDING RATIO (HK$'000) < 6 months or repayable on demand 6 months to <12 months 12 months or more No specified term to maturity < 6 months or repayable on demand 6 months to <12 months 12 months or more No specified term to maturity 1 0% 0 2 0% 0 3 0 4 0% 50% 100% 0 5 (a) securities or prescribed instruments mentioned in item 6 of Table A in section 2 of Schedule 5 to the Banking (Liquidity) Rules 0 (b) listed ordinary shares mentioned in item 5(ab) of Table 4 to Schedule 6 to the Banking (Liquidity) Rules 0 (c) securities or prescribed instruments not covered by sub-items (a) and (b) 0% 50% 100% 100% 0 6 0% 50% 100% 100% 0 7 (a) residential mortgage loans mentioned in item 7 of Table A in section 2 of Schedule 5 to the Banking (Liquidity) Rules 0 (b) loans and funds provided to customers not covered by sub-item (a) 0% 50% 100% 100% 0 8 0 100% 0 9 0% 0 10 (a) fixed assets, investments in associated entities and other unlisted equities, goodwill and other intangible assets, assets of any defined benefit pension fund or plan, investments in own capital instruments (if not derecognized under applicable accounting standards), insurance assets, retained interests, non￾performing assets, and other assets that do not have specified terms to maturity 0 (b) other assets that have specified terms to maturity 0% 50% 100% 0 11 0 12 5% 0 13 0 Total derivative liabilities (before adjustments) Weighted amount Currency notes and coins Gold bullion Claims on, or reserves maintained with, the Monetary Authority for the account of the Exchange Fund or central banks 0% Loans and funds provided by the institution to customers (other than the Monetary Authority for the account of the Exchange Fund, central banks and banks) (II) REQUIRED CORE FUNDING (RCF) Value RCF factor Loans and funds provided by the institution to banks Export bills Securities or prescribed instruments held by the institution 0% 0% TOTAL AMOUNT OF RCF Reported according to remaining term to maturity Determined according to remaining term to maturity 0% Off-balance sheet obligations (as calculated in Annex 2, item 5) Assets not covered by items 1 to 9 100% Net derivative assets (as calculated in Annex 1, item 7) Trade-date receivables

Part 3 – CORE FUNDING RATIO (HK$'000) < 6 months or repayable on demand 6 months to <12 months 12 months or more No specified term to maturity < 6 months or repayable on demand 6 months to <12 months 12 months or more No specified term to maturity Weighted amount Currency notes and coins (II) REQUIRED CORE FUNDING (RCF) Value RCF factor Reported according to remaining term to maturity Determined according to remaining term to maturity (III) #DIV/0! CORE FUNDING RATIO (%)

Annex 1 – Derivative assets, liabilities and margins (HK$'000) Value 1 2 2A 3 0 4 5 6 0 7 0 8 0 Net derivative assets (if (item 3 - item 6) is positive) Total derivative liabilities (after adjustments) Net derivative liabilities (if (item 3 - item 6) is negative) Memorandum item: Non-cash variation margin received by the institution under the derivative contracts covered by item 1 Total derivative assets Cash variation margin received by the institution under the derivative contracts covered by item 1 Total derivative assets (after adjustments) Total derivative liabilities Variation margin posted by the institution under the derivative contracts covered by item 4

Annex 2 – Off-balance sheet obligations (HK$'000) Value RSF / RCF factor Weighted amount 1 5% 0 2 0% 0 3 0% 0 4 0% 0 5 TOTAL 0 Guarantees and letters of credit unrelated to trade-related contingencies Potential drawdown of undrawn committed facilities Potential drawdown of uncommitted facilities Trade-related contingencies

Annex 3 – Encumbered assets (HK$'000) < 6 months or repayable on demand 6 months to <12 months 12 months or more No specified term to maturity < 6 months or repayable on demand 6 months to <12 months 12 months or more No specified term to maturity (A) 0% 0 (B) 50% 0 (C) 100% 0 (a) (b) (A) 0% 0 (B) 50% 0 (C) 100% 0 (c) (A) 50% 65% 65% 0 (B) 50% 65% 65% 0 (C) 100% 100% 100% 0 (A) 50% 85% 85% 0 (B) 50% 85% 85% 0 (C) 100% 100% 100% 0 (a) (A) 0 (B) 0 (C) 0 (b) (A) 0 (B) 0 (C) 0 (c) (A) 0 (B) 0 (C) 0 (d) 100% 100% 15% 50% 50% 50% 100% 12 months or more 3 6 months to less than 12 months debt securities not covered by sub-item (a), (b) or (c), encumbered for - less than 6 months 6 months to less than 12 months 12 months or more less than 6 months 6 months to less than 12 months level 1 assets, encumbered for - level 2A assets, encumbered for - level 2B assets, encumbered for - less than 6 months 6 months to less than 12 months 12 months or more 12 months or more less than 6 months (i) Securities held by the institution (other than securities representing the institution's claims covered by item 2(b)) Value Currency notes and coins, encumbered for - Reported according to remaining term to maturity funds placed with the institution's HKD CHATS Account, or with central banks to meet reserve requirements claims on the Monetary Authority for the account of the Exchange Fund or central banks not covered by sub-item (a), having a remaining term to maturity of less than 6 months or being repayable on demand, encumbered for - loans provided by the institution to the Monetary Authority for the account of the Exchange Fund or central banks, having a remaining term to maturity of 6 months or more 2 Claims on the Monetary Authority for the account of the Exchange Fund or central banks loans that are subject to a risk-weight of 20% or less under section 55(2) of the Capital Rules, encumbered for - loans not covered by sub-sub-item (i), encumbered for - 6 months to less than 12 months 12 months or more 1 less than 6 months 6 months to less than 12 months less than 6 months 6 months to less than 12 months less than 6 months 12 months or more 12 months or more Weighted amount Determined according to remaining term to maturity RSF factor (ii) 5% 50%

Annex 3 – Encumbered assets (HK$'000) < 6 months or repayable on demand 6 months to <12 months 12 months or more No specified term to maturity < 6 months or repayable on demand 6 months to <12 months 12 months or more No specified term to maturity Value Currency notes and coins, encumbered for - Reported according to remaining term to maturity 1 Weighted amount Determined according to remaining term to maturity RSF factor (A) 50% 50% 85% 85% 0 (B) 50% 50% 85% 85% 0 (C) 100% 100% 100% 100% 0 (e) (A) 85% 0 (B) 85% 0 (C) 100% 0 (A) 85% 0 (B) 85% 0 (C) 100% 0 (A) 50% 50% 100% 100% 0 (B) 50% 50% 100% 100% 0 (C) 100% 100% 100% 100% 0 (a) (A) 10% 50% 100% 100% 0 (B) 50% 50% 100% 100% 0 (C) 100% 100% 100% 100% 0 (b) (A) 15% 50% 100% 100% 0 (B) 50% 50% 100% 100% 0 (C) 100% 100% 100% 100% 0 (a) (A) 50% 50% 65% 65% 0 (B) 50% 50% 65% 65% 0 (C) 100% 100% 100% 100% 0 (b) (A) 50% 50% 85% 85% 0 (B) 50% 50% 85% 85% 0 (C) 100% 100% 100% 100% 0 loans and funds that are subject to a risk-weight of 35% or less under Division 3 of Part 4 of the Capital Rules, encumbered for - 12 months or more 6 loans and funds not covered by sub-item (a), encumbered for - 12 months or more 6 months to less than 12 months 7 6 months to less than 12 months 6 months to less than 12 months less than 6 months less than 6 months 12 months or more 8 Assets posted by the institution as initial margins or default fund contributions loans and funds not covered by sub-item (a), encumbered for - 5 less than 6 months 6 months to less than 12 months loans and funds secured by level 1 assets, encumbered for - 12 months or more Loans and funds (other than operational deposits) provided by the institution to other financial institutions 4 12 months or more 12 months or more 6 months to less than 12 months 12 months or more Loans and funds provided by the institution to retail customers and wholesale customers (other than the Monetary Authority for the account of the Exchange Fund, central banks and financial institutions) less than 6 months 6 months to less than 12 months 12 months or more less than 6 months Physical traded commodities held by the institution, encumbered for - Operational deposits placed by the institution at other financial institutions, encumbered for - less than 6 months 6 months to less than 12 months less than 6 months 6 months to less than 12 months listed equities not covered by sub-item (c), encumbered for - less than 6 months

Annex 3 – Encumbered assets (HK$'000) < 6 months or repayable on demand 6 months to <12 months 12 months or more No specified term to maturity < 6 months or repayable on demand 6 months to <12 months 12 months or more No specified term to maturity Value Currency notes and coins, encumbered for - Reported according to remaining term to maturity 1 Weighted amount Determined according to remaining term to maturity RSF factor (a) (b) 9 (A) 0% 0 (B) 50% 0 (C) 100% 0 (a) (A) 0 (B) 0 (C) 0 (b) (A) 50% 50% 100% 0 (B) 50% 50% 100% 0 (C) 100% 100% 100% 0 12 0 100% 100% 100% 6 months to less than 12 months 12 months or more other assets that have specified terms to maturity, encumbered for - less than 6 months Assets not covered by items 1 to 10 fixed assets, investments in associated entities and other unlisted equities, goodwill and other intangible assets, assets of any defined benefit pension fund or plan, investments in own capital instruments (if not derecognized under applicable accounting standards), insurance assets, retained interests, non-performing assets, and other assets that do not have specified terms to maturity, encumbered for - 11 10 6 months to less than 12 months 12 months or more assets that would have been subject to an RSF factor of 100% had it not been posted by the institution, encumbered for - assets not covered by sub-item (a), encumbered for - Net derivative assets TOTAL AMOUNT OF ENCUMBERED ASSETS Trade-date receivables, encumbered for - less than 6 months less than 6 months 6 months to less than 12 months 12 months or more

Annex 4 – Interdependent assets and liabilities (HK$'000) Item No. Type of asset Type of liability Value Date of the Monetary Authority's permission 1 2 3 4 5 6 7 8 9 10 (Additional rows may be added if space provided is insufficient)