1H22 Financial Performance

3 Investment portfolio with a duration of ~4 yrs Banking Book (by maturity; Jun-22; €mn; %) 21% PT sovereign debt 4% Other sovereign 13% HQLA1 (Corp + Fins) 28% Other EU sovereign 6% Supranational 21% Non-HQLA €10.2bn €10.4bn €10.2bn Trading Book (by maturity; Jun-22; %) €0.04bn 3,042 2,852 2,562 7% 6% Inc: Restructuring Funds, Equity 23% 12% 18; 10] years 8% Amortised Cost 68% 5% 3% Holdings and 57% 15; 8] years 3% Commercial Paper 3% 6% 5% 1% 70% 6% FVTP&L 716 9% 655 15% 414 FVTOCI 10% 26% 31% ]1; 5] years 4% 6% 4% 1% 270 ≤ 2 12; 5] 15; 8] ]8; 10] > 10 Other Dec-21 Jun-22 30% 25% 28% 7% 4% 6% 1.7yrs duration (vs Mar-22: 3.2yrs) • €0.4mn sensitivity for 1bps increase in interest rates (before hedges; Mar-22: €1.6mn); Jun-22 100% Sovereign debt novobanco (1) HQLA: High Quality Liquid Assets 38

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