Investor Presentaiton

INSTITUTIONAL MARKETS INCOME COMPOSITION: CONTINUING OPERATIONS EXCLUDING LARGE / NOTABLE ITEMS MARKETS INCOME COMPOSITION $m 1,508 131 MARKETS AVG VALUE AT RISK (99% VAR) $m 100 80 Non-traded VaR increased in FY20 with COVID-related volatility 67 60 and then higher HQLA, before flattening in 2H21 1,164 24 468 40 1,012 40 238 21 940 930 -7- 20 24 51 00 8 826 72 256 48 103 402 248 445 40 190 87 35 289 88 241 181 43 139 32 336 60 Product 128 123 26 31 19 8 8 1H19 2H19 1H20 2H20 Non-traded (LHS) Traded (RHS) 437 Foreign Exchange 326 285 274 279 263 Rates -10 1H19 2H19 Foreign Exchange Rates 1H20 2H20 1H21 Credit and Capital Markets Commodities Balance Sheet Derivative val/n adj. Drivers of Franchise Income 88 40 40 82 - 30 21 Traded VaR increased with COVID-related volatility before reducing in 2H21 on lower customer activity 1H21 20 18 10 10 2H21 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 2H21 Credit and Capital Markets Credit: Bond turnover, bid-offer spreads, credit spreads Capital Markets: Customer bond issuance Commodities Customer hedging demand, commodity price spreads ANZ 76

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