Investor Presentaiton

Back to Table of Contents CCR6: Credit derivatives exposures (in $ millions) Notionals Q2 2023 Revised Basel III Single-name credit default swaps Index credit default swaps Credit default swaps Total return swaps Credit options Other credit derivatives Total notionals Fair values a b Protection bought Protection sold 8,181 2,461 8,181 2,461 16,835 208 25,016 2,669 Positive fair value (asset) 473 Negative fair value (liability). 11 (25) Q1 2023 Basel III Notionals Single-name credit default swaps Index credit default swaps Credit default swaps Total return swaps Credit options Other credit derivatives Total notionals Fair values 7,580 2,914 7,580 2,914 17,940 434 25,520 3,348 Positive fair value (asset) Negative fair value (liability) Q4 2022 Basel III Notionals Single-name credit default swaps Index credit default swaps Credit default swaps Total return swaps Credit options Other credit derivatives Total notionals Fair values Positive fair value (asset) Negative fair value (liability) Q3 2022 Basel III Notionals Single-name credit default swaps Index credit default swaps Credit default swaps Total return swaps Credit options 509 12 (22) 6,760 1,289 6,760 1,289 18,788 198 25,548 1,487 763 17 (25) 5,754 1,507 5,754 1,507 17,098 201 Other credit derivatives Total notionals 22,852 1,708 Fair values Positive fair value (asset) 559 Negative fair value (liability) 15 (23) Scotiabank Supplementary Regulatory Capital Disclosure Page 67 of 88

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