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ANZ 2022 Full Year Results

INSTITUTIONAL - MARKETS INCOME COMPOSITION ANZ 2022 Full Year Results Markets Income composition, $m 1,508 131 Markets avg. Value at Risk (99% VAR), $m 100 Both Traded and Non-Traded VaR increased and decreased as COVID- related volatility rolled into and out of the VaR modelling window. 88 80 67 82 32 40 40 15 75 30 1,164 24 60 60 468 1,012 238 40 940 21 40 930 -7 24 20 21 36 31 19 24 26 18 17 826 103 812 256 20 10 10 20 48 741 248 402 88 80 8 8 72 445 223 190 206 87 1H19 2H19 1H20 2H20 1H21 2H21 1H22 2H22 51 40 289 32 88 139 53 53 Non-traded (LHS) Traded (RHS) 30 35 241 336 60 43 32 181 111 181 128 123 Product 437 367 326 324 Foreign Exchange 285 274 279 263 Rates -10 -26 1H19 2H19 1H20 2H20 1H21 2H21 1H22 2H22 Foreign Exchange Commodities Rates Credit and Capital Markets Balance Sheet Derivative val/n adj. Commodities Credit and Capital Markets Basis: Continuing Operations Excluding Large / Notable items Drivers of Franchise Income Customer FX hedging demand, currency volatility, currency bid-offer spreads Customer interest rate and cross-currency hedging demand, Repo demand and spreads, Government issuance volumes Customer hedging demand, commodity price spreads Credit: Bond turnover, bid-offer spreads, credit spreads Capital Markets: Customer bond issuance 91

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