{"text_format":"3","workbook":"xls","n_sheets":3,"sheets":["Part I.2","Part V 2(a)","Part VI"],"not_rendered":{"defined_names":3},"read":"whole","date_system":"1900","formulas":"cached_only"}

{"sheet":"Part I.2","index":0,"n_rows":37,"n_cols":19,"rows_kept":37,"flags":["formulas_cached_only"]}
[null,"2.",null,"Debt securities, debt derivatives and other interest rate derivatives - general market risk "]
[]
[null,"Currency :",null,"                          (separate sheet for each currency)"]
[]
[{"$nulls":3},"Maturity Method  (Note (1))"]
[{"$nulls":13},"(HK$'000)"]
[{"$nulls":3},"Time","band",null,null,"Individual","positions"]
[null,"Zone",null,"Coupon 3% ","Coupon less","Debt securities & ",null,"Interest rate derivatives",null,"Total",null,"Risk","Weighted positions",null,"By","band","By","zone","Between"]
[{"$nulls":3},"or more","than 3%","debt derivatives",{"$nulls":5},"Weight",{"$nulls":6},"zones"]
[{"$nulls":5},"Long","Short","Long","Short","Long","Short",null,"Long","Short","Matched","Unmatched","Matched","Unmatched","Matched"]
[null,{"v":1,"d":"1 "},null,"1 month or less","1 month or less",{"$nulls":6},{"v":0,"d":"0.00%"},null,null,{"v":0,"d":"0 "},{"v":0,"d":"0 "}]
[{"$nulls":3},"1 to 3 months","1 to 3 months",{"$nulls":6},{"v":0.002,"d":"0.20%"},null,null,{"v":0,"d":"0 "},{"v":0,"d":"0 "},{"v":0,"d":"0 "},{"v":0,"d":"0 "},{"v":0,"d":"0 "}]
[{"$nulls":3},"3 to 6 months","3 to 6 months",{"$nulls":6},{"v":0.004,"d":"0.40%"},null,null,{"v":0,"d":"0 "},{"v":0,"d":"0 "}]
[{"$nulls":3},"6 to 12 months","6 to 12 months",{"$nulls":6},{"v":0.007,"d":"0.70%"},null,null,{"v":0,"d":"0 "},{"v":0,"d":"0 "}]
[null,{"v":2,"d":"2 "},null,"1 to 2 years","1.0 to 1.9 years",{"$nulls":6},{"v":0.0125,"d":"1.25%"},null,null,{"v":0,"d":"0 "},{"v":0,"d":"0 "}]
[{"$nulls":3},"2 to 3 years","1.9 to 2.8 years",{"$nulls":6},{"v":0.0175,"d":"1.75%"},null,null,{"v":0,"d":"0 "},{"v":0,"d":"0 "},{"v":0,"d":"0 "},{"v":0,"d":"0 "}]
[{"$nulls":3},"3 to 4 years","2.8 to 3.6 years",{"$nulls":6},{"v":0.0225,"d":"2.25%"},null,null,{"v":0,"d":"0 "},{"v":0,"d":"0 "}]
[null,{"v":3,"d":"3 "},null,"4 to 5 years","3.6 to 4.3 years",{"$nulls":6},{"v":0.0275,"d":"2.75%"},null,null,{"v":0,"d":"0 "},{"v":0,"d":"0 "}]
[{"$nulls":3},"5 to 7 years","4.3 to 5.7 years",{"$nulls":6},{"v":0.0325,"d":"3.25%"},null,null,{"v":0,"d":"0 "},{"v":0,"d":"0 "}]
[{"$nulls":3},"7 to 10 years","5.7 to 7.3 years",{"$nulls":6},{"v":0.0375,"d":"3.75%"},null,null,{"v":0,"d":"0 "},{"v":0,"d":"0 "}]
[{"$nulls":3},"10 to 15 years","7.3 to 9.3 years",{"$nulls":6},{"v":0.045,"d":"4.50%"},null,null,{"v":0,"d":"0 "},{"v":0,"d":"0 "},{"v":0,"d":"0 "},{"v":0,"d":"0 "},{"v":0,"d":"0 "}]
[{"$nulls":3},"15 to 20 years","9.3 to 10.6 years",{"$nulls":6},{"v":0.0525,"d":"5.25%"},null,null,{"v":0,"d":"0 "},{"v":0,"d":"0 "}]
[{"$nulls":3},"Over 20 years","10.6 to 12 years",{"$nulls":6},{"v":0.06,"d":"6.00%"},null,null,{"v":0,"d":"0 "},{"v":0,"d":"0 "}]
[{"$nulls":4},"12 to 20 years",{"$nulls":6},{"v":0.08,"d":"8.00%"},null,null,{"v":0,"d":"0 "},{"v":0,"d":"0 "}]
[{"$nulls":4},"over 20 years",{"$nulls":6},{"v":0.125,"d":"12.50%"},null,null,{"v":0,"d":"0 "},{"v":0,"d":"0 "}]
[{"$nulls":3},"TOTAL",{"$nulls":10},{"v":0,"d":"0 "},null,null,{"v":0,"d":"0 "}]
[{"$nulls":3},"OVERALL NET OPEN POSITION"]
[]
[{"$nulls":6},"Horizontal Disallowance in",null,null,"Horizontal Disallowance  between",null,null,"Overall","TOTAL"]
[null,"Calculation",{"$nulls":3},"Vertical","Zone ","Zone ","Zone ","Zones","Zones","Zones","net open","GENERAL"]
[{"$nulls":5},"disallowance",1,2,3,"1 & 2","2 & 3","1 & 3","position","MARKET RISK"]
[{"$nulls":13},"CAPITAL"]
[{"$nulls":13},"CHARGE"]
[{"$nulls":3},"GENERAL MARKET RISK CAPITAL CHARGE"]
[null,"Note:",{"v":-1,"d":"(1)"},"All time band classifications include the last day of the period."]
[null,null,{"v":-2,"d":"(2)"},"For options, either delta weighted positions be reported above, or if the institution engages in purchase of options only as defined in the completion instructions, the options be carved out"]
[{"$nulls":3},"and reported under Part V.1."]

{"sheet":"Part V 2(a)","index":1,"n_rows":25,"n_cols":12,"rows_kept":25,"flags":["formulas_cached_only"]}
[null,"2.",null,"Delta-plus approach - gamma and vega sensitivities"]
[{"$nulls":3},"(For instituions that write options and delta-weighted positions are reported in Part I to IV.  Refer to the completion instructions for the amount of capital charge to be reported.)"]
[]
[null,"2(a)",null,"Debt related and interest rates options",{"$nulls":3},"2(b)",null,"Equities options"]
[]
[null,"Currency:",null,"                          (separate sheet for each currency)"]
[]
[{"$nulls":5},"(HK$'000)",{"$nulls":5},"(HK$'000)"]
[null,null,"Time band",null,"negative gamma impact","vega",null,"Types of underlying",null,null,"negative gamma impact","vega"]
[null,null,"1 month or less"]
[null,null,"1 to 3 months"]
[null,null,"3 to 6 months"]
[null,null,"6 to 12 months"]
[null,null,"1 to 2 years"]
[null,null,"2 to 3 years"]
[null,null,"3 to 4 years"]
[null,null,"4 to 5 years"]
[null,null,"5 to 7 years"]
[null,null,"7 to 10 years"]
[null,null,"10 to 15 years"]
[null,null,"15 to 20 years"]
[null,null,"over 20 years"]
[]
[]
[null,null,"Total 2(a)",{"$nulls":5},"Total 2(b)"]

{"sheet":"Part VI","index":2,"n_rows":22,"n_cols":12,"rows_kept":22,"flags":["formulas_cached_only"]}
[null,"Part VI  :",null,"Capital Adequacy Ratio Incorporating Market Risks Exposures"]
[]
[null,null,"1.","Market Risk Capital Charges"]
[]
[{"$nulls":3},"Part I.1","Part I.2 (Note)","Part II","Part III","Part IV","Part V",null,"Total"]
[{"$nulls":8},"1(a)"]
[{"$nulls":8},"1(b)"]
[{"$nulls":8},"2(a) (Note)"]
[{"$nulls":8},"2(b)"]
[{"$nulls":8},"2(c)"]
[{"$nulls":8},"2(d)"]
[{"$nulls":11},"(A)"]
[null,null,"2.","Market Risk Weighted Exposures (2 = A x 12.5)",{"$nulls":7},"(B)"]
[null,null,"3.","Total Capital Base After Deductions (extracted from MA(BS)3 - Part IV item 1)",{"$nulls":7},"(C)"]
[null,null,"4.","Total Net (Credit) Risk Weighted Exposures (extracted from MA(BS)3 - Part IV item 2.5)"]
[{"$nulls":3},"Less:","(Credit) Risk Weighted Exposures (calculated according to MA(BS)3) for On-Balance-Sheet "]
[{"$nulls":4},"debt securities and equities in the Trading Book included in Part I & II and On-Balance-Sheet"]
[{"$nulls":4},"Commodities Positions included in Part IV of this Return"]
[{"$nulls":3},"Adjusted Net (Credit) Risk Weight Exposures",{"$nulls":7},"(D)"]
[null,null,"5.","Capital Adequacy Ratio Incorporating Market Risk Exposures (5 = C / (B + D) x 100%)",{"$nulls":6},"%"]
[]
[null,"Note:  Report the sum of the market risk capital charges for all currencies."]