Third Quarter 2021 Investor Presentation slide image

Third Quarter 2021 Investor Presentation

(# of days in quarter) Trading Results 35 30 30 25 20 20 15 10 10 0 5 ZERO TRADING LOSS DAYS (Q3/21) TRADING REVENUE AND ONE-DAY TOTAL VAR (Q3/21) <3 5 6 7 8 9 10 15 20 20 Q3/21 Daily Trading Revenues ($MM) Millions 50 40 30 20 10 0 -10- -20 -30 25 >25 3-May-21 Average 1-Day Total VaR Q3/21: $ 12.3 MM Q2/21: $16.7 MM Q3/20: $30.5 MM 14-Jun-21 21-Jun-21 28-Jun-21 5-Jul-21 10-May-21 17-May-21 31-May-21 24-May-21 1-day total VaR 7-Jun-21 12-Jul-21 19-Jul-21 26-Jul-21 Actual Daily Revenue 36
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