HSBC Results Presentation Deck

Net interest income sensitivity - sensitivity - main drivers and assumptions NII sensitivity³5 to instantaneous change in yield curves (12 months) At 31 December 2021 Change from Jan 2022 to Dec 2022 +25bps parallel -25bps parallel +100bps parallel -100bps parallel NII sensitivity³5 to instantaneous change in yield curves (5 years), $m At 31 December 2021 Cumulative change from Jan 2022 to Dec 2026 Currency USD HKD $m $m 125 265 GBP EUR Other Total $m $m $m $m 420 106 393 1,309 (257) (536) (594) (170) (395) (1,952) 458 1,054 1,739 632 1,532 5,414 (466) (1,020) (2,070) (595) (1,610) (5,761) +25bps parallel -25bps parallel +100bps parallel -100bps parallel Year 2 Year 3 Year 4 Year 5 Total $m $m 1,309 (1,952) $m $m $m 1,758 1,896 2,002 2,141 9,106 (2,324) (2,593) (2,687) (2,845) (12,401) 5,414 6,738 7,492 7,937 8,359 35,941 (5,761) (7,664) (8,675) (9,354) (9,603) (41,057) Year 1 $m * Please refer to slide 35 for additional detail on deposits by type We have simplified the basis of preparation for our disclosure for FY21, and have made a simplified 50% pass-through assumption on deposits for illustration purposes, excluding non interest-bearing current accounts (average 4021 NIBCA balances of $331bn*) GBP Strategy HSBC remains most sensitive to movements in GBP and HKD rates due to high liquidity balances in GBP, as well as short re-pricing tenors and cash in the HKD denominated balance sheet USD The structure of our balance sheet makes us particularly sensitive to movements in short-term rates most assets reprice in under 1 year Market-implied path of overnight interest rates³6, bps 19 7 31/12/2021 4021 results 180 150 31/12/2022 Appendix 195 205 31/12/2023 14

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