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(# of days in quarter) Trading Results TWO TRADING LOSS DAYS (Q4/21) TRADING REVENUE1 AND ONE-DAY TOTAL VAR (Q4/21) 16 14 12 10 8 6. 4 Jul. Millions 35 30 5252525 20 15 10 0 -5 -10 -15 2 -20 0 T <0 56789 10 15 20 25 >25 Q4/21 Daily Trading Revenues ($MM) 2-Aug-21 9-Aug-21 16-Aug-21 23-Aug-21 30-Aug-21 6-Sep-21 13-Sep-21 1 Refer to non-GAAP measures on page 17 of the Management's Discussion & Analysis in the Bank's 2021 Annual Report, available on http://www.sedar.com 1-day total VaR 20-Sep-21 27-Sep-21 4-Oct-21 11-Oct-21 Average 1-Day Total VaR Q4/21: $9.8 MM Q3/21: $ 12.3 MM Q4/20: $16.7 MM ми 18-Oct-21 25-Oct-21 Actual Daily Revenue 39

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