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Investor Presentaiton

ANZ 2023 Half Year Results INSTITUTIONAL - MARKETS INCOME COMPOSITION Markets Income composition, $m 1,490 131 Markets avg. Value at Risk (99% VaR), $m Both Traded and Non-Traded VaR increased reflecting periods of higher market volatility driven by market shocks and revised rate hike expectations 40 40 100 1,164 1,149 24 468 36 1,040 947 238 -21- 80 931 -7- 356 67 830 103 812 257 402 755 49 72 248 60 445 223 112 189 206 88 52 80 41 290 32 89 139 53 53 30 35 158 40 40 244 43 60 111 338 32 181 186 128 124 88 88 82 75 21 19 36 18 31 17 30 50 20 20 437 381 407 20 20 10 11 8 327 282 307 324 8 253 263 -10 -26 1H20 2H20 1H21 2H21 1H22 2H22 1H23 1H19 2H19 1H20 2H20 1H21 2H21 1H22 2H22 1H23 Foreign Exchange Commodities Balance Sheet Non-traded (LHS) Traded (RHS) Rates Credit and Capital Markets Derivative val/n adj. Basis: Continuing Operations including Large / Notable items 94
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