Investor Presentaiton

MORGAN STANLEY BANK ASIA LIMITED NOTES TO THE FINANCIAL STATEMENTS Year ended 31 December 2020 28. a. ASSETS AND LIABILITIES MEASURED AT FAIR VALUE (CONTINUED) Financial assets and liabilities recognised at fair value on a recurring basis (continued) 2019 Trading financial assets: - Derivatives Foreign exchange contracts Secured financing: - Securities purchased under agreements to resell Investment securities: Quoted prices in Valuation techniques Valuation techniques with using significant active observable unobservable market inputs inputs (Level 1) (Level 2) (Level 3) Total US$'000 US$'000 US$'000 US$'000 441 441 362,047 362,047 - Government debt securities 602,491 252,278 854,769 Total financial assets measured at fair value 602,491 614,766 1,217,257 Trading financial liabilities: - Derivatives Foreign exchange contracts Total financial liabilities measured at fair value 3,552 3,552 3,552 3,552 53 53

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