Scotiabank Risk Review Performance Highlights

Scotiabank # days 12 Low variability of trading revenue... trading revenue, second quarter 2004 87% days positive 10 8 6 4 2 0 (2) (1) 0 1 2 3 456789 10 11 $ millions 31 9 Scotiabank ...reflecting moderate market risk $ millions, February 1, 2004 to April 30, 2004 20 Actual P&L 10 www -10 -20 Average 1 day VaR = $8.2 mm 32 VaR 1 day

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