How to handle questions about other interview processes?

What is the best way to handle questions regarding other interview processes that I'm going through? Ex: if a middle market bank asks about which other banks I'm interviewing with, does it make sense to mention bulge brackets?

My thought is that it'd provide legitimacy to my candidate profile, but at the same time it makes me think they can be turned off by thinking I am interviewing with them as a "safety" option.

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