Anglian Water Investor Presentation

Derivatives Derivatives mark to Market Valuation Swap Type Interest Rate Swap Cross Currency Interest Rate Swap RPI Swap CPI Swap Energy Derivatives 3 LEBA³ Power Swaps 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 Notional £m MTM £m¹ 1 2,417.5 (214.4) 795.8 181.2 565.9 (621.2) 765.9 (164.1) 4,545.1 (818.5) Notional £m² 37.4 2 MTM £m 4.5 love every drop anglianwater Investor Presentation 33

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