Company: BCDRF
Filing Date: 2025-10-29
Form Type: 6-K
Source: 0000891478-25-000136
Chunk: 6

Company: Banco Santander, S.A.
Filing Date: 2025-10-29
Form: 6-K
Chunk 6
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 its relative capital position in the adverse scenario, ending above peer average FL CET1: 2024 (%) FL CET1: adverse scenario 2027 (%) FL CET1: adverse scenario 2027 (bps) -62 -173 -186 -188 -213 -215 -227 -336 -478 Santander P2 P5 P4 P6 P3 P7 P1 P8 14.3 13.9 12.9 12.4 12.3 12.2 12.0 11.0 9.7 12.3 Santander P2 P5 P3 P6 P4 P1 P7 P8 10.0 Santander P2 P5 P6 P1 P4 P8 P7 P3 11.8 11.7 11.0 10.5 10.4 9.5 8.9 8.6 7.4 Peer average System 11.314.4 -231-304

9 Diversified bond portfolio represents just 8% of total assets %, Sep-25 Spain 33% Poland 12% UK 7% Portugal 5% SCF 5% US 11% Mexico 10% Brazil 9% Chile 6% Rest of the Group 2% €152bn o/w HTC €110bn (73%) ALCO IRRBB €116bn Liquidity portfolio €36bn BOND PORTFOLIO • Bond portfolio represents 8% of total assets • HTC&S duration: 1.8 years • Mark to market impact of the HTC portfolio equivalent to less than 1% of total CET1 (€82.6bn) €152bn

10 Conservative and decentralized liquidity and funding model 2.7 5.8 4.0 3.1 2.3 3.6 1.0 1.8 0.1 3.2 0.9 1.4 6.8 13.8 9.4 1.0 0.3 Covered bonds Senior Senior non- preferred AT1 Tier 2 € bn, Sep-25 Covered Bonds Senior Non- Preferred Senior Other 2025 2026 2027 2028 >2029 0.4 11.1 11.8 7.4 6.9 14.7 0.6 3.6 14.5 7.9