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Appendix Footnotes International market share calculated using Rfl Group - 20H1 International Banking Report. Mass affluent proportion refers to Jade and Premier Source: World Bank, 2019 59. 60. 61. As at 16 February 2021 62. In January 2021 63. Technology headcount includes: full time equivalent (FTE) employees, contractors and third party service providers 64. Includes Operations within global business and functions, as well as in the Digital Business Services function 65. 66. 67. 68. 69. Should the Group find itself in an excess capital position absent compelling investment opportunities to deploy that excess The Group will review whether to revert to paying quarterly dividends at or ahead of its 2021 results announcement in February 2022 Senior Management 'personnel represented by: Layer 3 i.e. direct reports of the Global Executive Committee (GEC); and Layer 4 i.e. direct reports of Layer 3 Eastern franchise is comprised of Asia Pacific and the Middle East. Western franchise is the rest Based on latest available rankings; GLCM & GTRF source Oliver Wyman/Coalition benchmarking report as of FY19; Securities Services and FX source Coalition as of 1H20; Fixed Income source Coalition as of 1H20; DCM, Loans and M&A source Dealogic FY20, focus Emerging Asia (Asia ex-Japan DCM G3 Volume by Bookrunner, Loans Asia ex-Japan marketed revenues by Bank and M&A APAC Volume by Advisor excluding Japan, Australia, Korea and China domestic). Footnote Source: Coalition Greenwich Competitor Analysis. Analysis based on HSBC internal business structure and internal revenues. GLCM as of FY19, based upon the following peer group: Barc, BofA, BNPP, CACIB, Citi, DB, LBG, JPM, UniCredit, SCB, SG, WFC. GTRF as of FY19, based upon the following peer group: Barc, BofA, BNPP, CACIB, Citi, DB, MUFG, ING, JPM, SANT, SCB, SG, STANB, WFC. Securities Services as of 1H20, based upon the following peer group: BNPP, BNYM, BBH, CACEIS, Citi, DB, JPM, NT, RBC, SCB, State Street. FX and Fixed Income as of 1H20, based upon the following peer group: Barc, BofA, BNPP, Citi, CS, DB, GS, JPM, MS, SCB, SG, NWM, UBS, NOM. 70. Client revenue from transactions booked in the East where client relationships are managed in the West 71. Capital markets and Advisory: all Banking products to CMB. FX: all Markets products to CMB + FX products to Retail. Wealth: all Markets products to Private Banking + rest of Markets products to Retail. Referrals includes AMG products to GBM customers, EBS and Private Banking referrals 222 72. Client revenue is based on HSBC internal client management information and differs from reported revenue. Client revenue is the revenue from banking clients in GBM and CMB and excludes Global Markets trading revenue, Principal Investments, Business Banking and non-customer revenue, for example allocations from Corporate Centre. Analysis considers all CMB Business Banking clients to be domestic clients 73. For GBM, a client is considered as international if they hold a relationship with HSBC in two or more markets, and generate over $10k annually in client revenue across all products; for CMB, a client is considered as international if they either hold a relationship with HSBC in two or more markets, or provide GTRF and FX product revenue greater than or equal to $10k annually 74. Domestic client revenue is client revenue that is booked in the same market in which the primary client relationship is managed. Cross-border client revenue is client revenue that is booked in a different market from where the primary client relationship is managed 75. Source: Dealogic. Volume shows the full (non-apportioned) amount of financing raised in transactions in which HSBC led or co-led 76. 77. 78. Excludes FY20 Corporate Risk Solutions revenue. Including this, Capital markets gross revenue increased by $228m or 13% Oliver Wyman Coalition Global Transaction Banking benchmarking survey 2020; December 2020 Source: HKMA 79. Source: Bank of England 80. 200 81. Source: The Institute of Customer Service For a number of the metrics outlined, 2020 was a transition year. For further details, including the high-level framework for how we are looking to measure the progress on our new climate ambition, see the ESG review on page 42 of the 2020 Annual Report and Accounts. 82. Our customer satisfaction performance is based on improving from our 2017 baseline. Our scale markets are Hong Kong, the UK, Mexico, the Pearl River Delta, Singapore, Malaysia, the UAE and Saudi Arabia 83. Where a quarterly trend is presented on the Income Statement, all comparatives are re-translated at average 4Q20 exchange rates 84. From 1st July 2018, Argentina was deemed a hyperinflationary economy for accounting purposes 85. Where observable long-tenor interest rates are at or close to zero, the -100bps stress sensitivity allows for the impact of negative interest rates. Additionally, the inverse impacts on profit after tax and total equity from interest rate changes is due to changes in risk discount rates which impact the present value of in-force long-term insurance business 86. Equity market investments in the Insurance manufacturing business are mainly benchmarked to MSCI World index (c.50%), MSCI Asia excl. Japan (c.50%); rebased to 100 87. 88. A change in reportable segments was made in 2020. Comparative data have been re-presented accordingly YTD, annualised. ROTE by Global Business excludes significant items and the UK bank levy. RoTE methodology annualises Profits Attributable to Shareholders, including ECL, in order to provide a returns metric. ROTE by Global Business for 4Q20 considers AT1 Coupons on an accruals basis, vs. Reported ROTE where it is treated on a cash basis 89. Where a quarterly trend is presented on the Balance Sheet, all comparatives are re-translated at 31 December 2020 exchange rates 90. 91. A reconciliation of reported RWAs to adjusted RWAs can be found in the 'HSBC Holdings plc 4Q 2020 Datapack' Embedded value in insurance manufacturing is equal to the overall balance sheet equity, including PVIF (present value in- force) 92. Asian Life Insurance company of the year Award at 24th Asia Insurance Industry Awards 2020 93. Bloomberg Businessweek Financial Institution Awards 2020 94. Association of British Insurers, as at Q3 2020 95. Total includes POCI balances and related allowances 96. 'Exited payment holidays' is defined as customers leaving a payment holiday agreements without requiring further lending relief and with payment behaviour. 97. Based on customers exiting payment holiday agreements that have passed one regularly scheduled payment date in 5 markets (the UK, Malaysia, Mexico, the US and Australia) 98. Differences between shareholders' equity and tangible equity drivers primarily reflect goodwill and other intangible impairment, PVIF movements and amortisation expense within 'Profit Attributable to Ordinary shareholders', FX on goodwill and intangibles within 'FX', and intangible additions and other movements within 'Other' 99. HSBC's insurance business has exposure to the oil and gas industry via investment-grade bond holdings which are excluded from these charts and tables. The majority of the credit risk of these instruments is borne by policyholders 100. Risk measure, excludes repos and derivatives. Guarantees are excluded from tables and charts. Oil & gas excludes 4Q20 guarantees of $5.2bn (3Q20: $4.9bn); Aviation excludes 4Q20 guarantees of $0.5bn (3Q20: $0.5bn); Restaurants and leisure excludes 4020 guarantees of $0.2bn (3Q20: $0.2bn); Retail excludes 4020 guarantees of $4.6bn (3Q20: $3.9bn) 101. Includes aircraft lessors. Aircraft lessors that are part of a banking group are not included in aviation exposures 102. Includes offset mortgages in first direct, endowment mortgages and other products 103. Excludes Private Bank 83