COVID-19 Business Impact Presentation

(# of days in quarter) 14 12 10 Trading Results TRADING LOSS DAYS (Q2/20) TRADING REVENUE & ONE-DAY TOTAL VAR (Q2/20) 6 4 2 .... 0 Millions 60 40 20 20 -20 -40 -60 0 Average 1-Day Total VaR Q2/20: $34.2 MM Q1/20: $14.0 MM Q2/19: $11.3 MM T T T T T T T T T 7 <0 3 4 5 78 9 10 15 20 25 30 >30 -80 1-day total VaR Actual Daily Revenue Q2/20 Daily Trading Revenues ($MM) 41

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