Company: HBCYF
Filing Date: 2025-07-30
Form Type: 6-K
Source: 0001089113-25-000052
Chunk: 89

Company: HSBC HOLDINGS PLC
Filing Date: 2025-07-30
Form: 6-K
Chunk 89
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observable assumption, the table above reflects the most

favourable or the most unfavourable change from varying the assumptions individually.

| HSBC Holdings plc Interim Report 2025 on Form 6-K |
| 91                                                |

| Overview |     | Interim management report |     | Interim condensed consolidatedfinancial statements |     | Additional information |

Key unobservable inputs to Level 3 financial instruments

The following table lists key unobservable inputs to Level 3 financial instruments and provides the range of those inputs at 30 June 2025 . There

has been no change to the key unobservable inputs to Level 3 financial instruments and inter-relationships therein, which are detailed on pages

391 and 392 of the Annual Report and Accounts 2024 .

| Quantitative information about significant unobservable inputs in Level 3 valuations |                    |             |                             |                         |                     |        |             |      |
|                                                                                      |         Fair value |             |     Key valuationtechniques |  Key unobservableinputs |         30 Jun 2025 |        | 31 Dec 2024 |      |
|                                                                                      |             Assets | Liabilities |         Full range ofinputs |                         | Full range ofinputs |        |             |      |
|                                                                                      |                 $m |          $m |                       Lower |                  Higher |               Lower | Higher |             |      |
| Private equity includingstrategic investments1                                       |             19,951 |           1 |     Price – Net asset value |      Current Value/Cost |                   0 |     75 |           0 |  291 |
| Asset-backed securities                                                              |                331 |           — |                             |                         |                     |        |             |      |
| –  collateralised loan/debt obligation                                               |                 99 |           — |                             |                         |                     |        |             |      |
| Market proxy                                                                         |              Price |           0 |                         100 |                       0 |                  97 |        |             |      |
| –  other ABSs                                                                        |                232 |           — |                Market proxy |                   Price |                   0 |    255 |           0 |  248 |
| Loans held for securitisation                                                        |                  — |           — |                             |                         |                     |        |             |      |
| Structured notes                                                                     |                  — |       9,017 |                             |                         |                     |        |             |      |