Investor Presentaiton

Derivatives Derivatives mark to Market Valuation Swap Type Interest Rate Swap Cross Currency Interest Rate Swap RPI Swap CPI Swap Energy Derivatives LEBA³ Power Swaps Investor Presentation 36 1 Mark-to-Market valuations include accrued interest to valuation date. 2 Notional value for Energy Derivatives represents locked in purchase price for power. 3 LEBA = London Energy Brokers Association. Year ended 31 March 2021 Notional £m MTM £m¹ 1 2,506.6 (185.9) 846.2 101.2 565.9 (568.2) 816.2 (188.1) 4,734.9 (841.0) Notional £m² 33.5 2 MTM £m 9.0 love every drop anglianwater

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