{"text_format":"3","workbook":"xls","n_sheets":1,"sheets":["GBP Ladder"],"read":"whole","date_system":"1900","formulas":"cached_only"}

{"sheet":"GBP Ladder","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,"GBP"]
[]
[null,"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":4},{"v":0,"d":"0 "},{"v":0,"d":"0 "},{"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":4},{"v":0,"d":"0 "},{"v":0,"d":"0 "},{"v":0.002,"d":"0.20%"},{"v":0,"d":"0 "},{"v":0,"d":"0 "},{"v":0,"d":"0 "},{"v":0,"d":"0 "},{"v":0,"d":"0 "},{"v":-23.160999999999998,"d":"(23)"},{"v":23.160999999999998,"d":"23 "}]
["(7)",null,null,"3 to 6 months","3 to 6 months",{"$nulls":3},{"v":1277,"d":"1,277 "},{"v":0,"d":"0 "},{"v":1277,"d":"1,277 "},{"v":0.004,"d":"0.40%"},{"v":0,"d":"0 "},{"v":5.1080000000000005,"d":"5 "},{"v":0,"d":"0 "},{"v":-5.1080000000000005,"d":"(5)"}]
["(7)",null,null,"6 to 12 months","6 to 12 months",null,null,{"v":1234,"d":"1,234 "},{"v":3813,"d":"3,813 "},{"v":1234,"d":"1,234 "},{"v":3813,"d":"3,813 "},{"v":0.007,"d":"0.70%"},{"v":8.638,"d":"9 "},{"v":26.691,"d":"27 "},{"v":8.638,"d":"9 "},{"v":-18.052999999999997,"d":"(18)"}]
["(7)",{"v":2,"d":"2 "},null,"1 to 2 years","1.0 to 1.9 years",null,null,{"v":3676,"d":"3,676 "},{"v":4865,"d":"4,865 "},{"v":3676,"d":"3,676 "},{"v":4865,"d":"4,865 "},{"v":0.0125,"d":"1.25%"},{"v":45.95,"d":"46 "},{"v":60.8125,"d":"61 "},{"v":45.95,"d":"46 "},{"v":-14.862499999999997,"d":"(15)"}]
["(7)",null,null,"2 to 3 years","1.9 to 2.8 years",null,null,{"v":4683,"d":"4,683 "},null,{"v":4683,"d":"4,683 "},{"v":0,"d":"0 "},{"v":0.0175,"d":"1.75%"},{"v":81.95250000000001,"d":"82 "},{"v":0,"d":"0 "},{"v":0,"d":"0 "},{"v":81.95250000000001,"d":"82 "},{"v":14.862499999999997,"d":"15 "},{"v":67.09000000000002,"d":"67 "}]
[{"$nulls":3},"3 to 4 years","2.8 to 3.6 years",{"$nulls":4},{"v":0,"d":"0 "},{"v":0,"d":"0 "},{"v":0.0225,"d":"2.25%"},{"v":0,"d":"0 "},{"v":0,"d":"0 "},{"v":0,"d":"0 "},{"v":0,"d":"0 "}]
[null,{"v":3,"d":"3 "},null,"4 to 5 years","3.6 to 4.3 years",{"$nulls":4},{"v":0,"d":"0 "},{"v":0,"d":"0 "},{"v":0.0275,"d":"2.75%"},{"v":0,"d":"0 "},{"v":0,"d":"0 "},{"v":0,"d":"0 "},{"v":0,"d":"0 "}]
[{"$nulls":3},"5 to 7 years","4.3 to 5.7 years",{"$nulls":4},{"v":0,"d":"0 "},{"v":0,"d":"0 "},{"v":0.0325,"d":"3.25%"},{"v":0,"d":"0 "},{"v":0,"d":"0 "},{"v":0,"d":"0 "},{"v":0,"d":"0 "}]
[{"$nulls":3},"7 to 10 years","5.7 to 7.3 years",{"$nulls":4},{"v":0,"d":"0 "},{"v":0,"d":"0 "},{"v":0.0375,"d":"3.75%"},{"v":0,"d":"0 "},{"v":0,"d":"0 "},{"v":0,"d":"0 "},{"v":0,"d":"0 "}]
[{"$nulls":3},"10 to 15 years","7.3 to 9.3 years",{"$nulls":4},{"v":0,"d":"0 "},{"v":0,"d":"0 "},{"v":0.045,"d":"4.50%"},{"v":0,"d":"0 "},{"v":0,"d":"0 "},{"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":4},{"v":0,"d":"0 "},{"v":0,"d":"0 "},{"v":0.0525,"d":"5.25%"},{"v":0,"d":"0 "},{"v":0,"d":"0 "},{"v":0,"d":"0 "},{"v":0,"d":"0 "}]
[{"$nulls":3},"Over 20 years","10.6 to 12 years",{"$nulls":4},{"v":0,"d":"0 "},{"v":0,"d":"0 "},{"v":0.06,"d":"6.00%"},{"v":0,"d":"0 "},{"v":0,"d":"0 "},{"v":0,"d":"0 "},{"v":0,"d":"0 "}]
[{"$nulls":4},"12 to 20 years",{"$nulls":4},{"v":0,"d":"0 "},{"v":0,"d":"0 "},{"v":0.08,"d":"8.00%"},{"v":0,"d":"0 "},{"v":0,"d":"0 "},{"v":0,"d":"0 "},{"v":0,"d":"0 "}]
[{"$nulls":4},"over 20 years",{"$nulls":4},{"v":0,"d":"0 "},{"v":0,"d":"0 "},{"v":0.125,"d":"12.50%"},{"v":0,"d":"0 "},{"v":0,"d":"0 "},{"v":0,"d":"0 "},{"v":0,"d":"0 "}]
[{"$nulls":3},"TOTAL",null,{"v":0,"d":"0 "},{"v":0,"d":"0 "},{"v":9593,"d":"9,593 "},{"v":9955,"d":"9,955 "},{"v":9593,"d":"9,593 "},{"v":9955,"d":"9,955 "},null,{"v":136.5405,"d":"137 "},{"v":92.6115,"d":"93 "},{"v":54.588,"d":"55 "},null,null,{"v":43.929000000000016,"d":"44 "}]
[{"$nulls":3},"OVERALL NET OPEN POSITION",{"$nulls":8},{"v":43.929,"d":"44 "}]
[]
[{"$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"]
[{"$nulls":3},"GENERAL MARKET RISK CAPITAL CHARGE",null,{"v":5.4588,"d":"5 "},{"v":0,"d":"0 "},{"v":4.458749999999999,"d":"4 "},{"v":0,"d":"0 "},{"v":9.2644,"d":"9 "},{"v":0,"d":"0 "},{"v":0,"d":"0 "},{"v":43.929000000000016,"d":"44 "},{"v":62,"d":"62 "}]
[null,"Note:",{"v":-1,"d":"(1)"},"All time band classifications include the last day of the period."]
[null,null,{"v":-2,"d":"(2)"},"For options, either delta weighted positions be reported above, or if the institution engages in purchase of options only as defined in the completion instructions, the options be carved out"]
[{"$nulls":3},"and reported under Part V.1."]