Covered Bond Investor Report KB EUR HZL 0001 - June 30, 2025

Komerční_banka_EUR_HZL_0001

International Cover Pool means a part of the assets of the Issuer, which is recorded separately and which is composed of assets satisfying the relevant contractual and statutory eligibility criteria set out in the Trust Deed to cover the obligations of the Issuer arising from the Mortgage Covered Bonds (including, among other things, their aggregate nominal value and proportionate yield) with a cover pool identifier: Komerční_banka_HZL_EUR_0001.

The Issuer operates two Cover Pools. The first is the International Cover Pool, which covers the Mortgage Covered Bonds issued under the €5,000,000,000 Mortgage Covered Bond Programme dated 4 January 2021 (and certain other Accessory Debts).

The second is the Local Cover Pool, which covers the covered bonds issued under the Local Covered Bond Programme (and certain other debts).

All figures are current as of 30 June 2025.

The amount of Mortgage Loans is calculated as total of balance of loans adjusted for the 80% LTV cap.

Debts denominated in EUR are expressed in CZK based on the Exchange Rate as of reporting date (30 June 2025).

OC limit statutory (Statutory Minimum OC Level Test) 2.00% OC limit contractual (Contractual Minimum OC Level Test) 5.00% Over-collateralisation target 20.00%

Over-collateralisation actual 20.01%

Mortgage Loans coverage limit (Statutory 85% Test) 85.00% Mortgage Loans coverage actual 118.45%

For the purpose of the calculations in respect to the Statutory Minimum OC Level Test and the Statutory 85% Test the Nominal Value of the Mortgage Loan which exceeds 80% of the Mortgaged Property Value is disregarded to such extent (i.e. issuer applies stricter treatment than the law requirement to disregard only the Nominal Value of the Mortgage Loan which exceeds 100% of the Mortgaged Property Value). Such stricter treatment leads to consistency among calculations of statutory and contractual tests while respecting contractual eligibility criterion that the Mortgage Loan receivables amount included in the International Cover Pool is capped at a maximum LTV Ratio of 80%.

Maturity extension trigger: If the Issuer fails to redeem all Mortgage Covered Bonds of a Series (the Relevant Series) in full on the Maturity Date or within 14 Business Days thereafter, the maturity of the principal amount outstanding of the Mortgage Covered Bonds of the Relevant Series will be automatically extended up to the Extended Maturity Date.

Averages of remaining term, interest rate reset and LTV are weighted by the Adjusted Value of Mortgage Loans (LTV 80% cap) adjusted for the 80% LTV test.

For loans where future interest rate has been formally agreed (with bank customer forfeiting the option of early repayment) the interest reset date reflects the term of this forward rate agreement.

All loans meet the Statutory and Contractual Eligibility Criteria:

• There is a first ranking mortgage in favor of the Issuer securing repayment of the relevant Mortgage Loan, which is also not subject to any other security interest of the same or prior ranking or any prior restrictions on disposals unless they cease to exist as a result of repayment of the obligations secured by them from the proceeds of the relevant mortgage loan

• The mortgage loans are governed by Czech law

• The mortgaged property is real property

• The mortgaged property is located in the Czech Republic

• The mortgaged property is residential property

• The mortgage loans are not in default (90+ days in arrears or defaulted under Art. 178 CRR)

• Under each mortgage loan, the maximum amount of secured receivables of the issuer is at least equal to the amount of receivables from that mortgage loan included in the cover pool

• The mortgage loan receivables amount included in the cover pool is capped at a maximum LTV ratio of 80%

• The mortgage loans are all denominated and payable by the relevant borrower in Czech Koruna

• The cover pool does not contain any asset-backed securities

• The relevant borrower has paid at least one installment

• The mortgage loans are fully disbursed

• The mortgage loans are not subject to any state subsidy

• The mortgage loans have been granted to one or more individuals

• There are no employee mortgage loans

  Liquidity Buffer Overview

  ISIN	Maturity	Currency	Volume Outstanding	Volume Outstanding in CZK
  CZ0001005870	02/2025	CZK	0	0
  CZ0001004253	09/2025	CZK	200 000 000	200 000 000
  Grand Total		CZK	200 000 000	200 000 000

  Cover Pool Swaps Overview

  Counterparty	CCY	Amount	Rate CCY	Amount Rate	Market Value
  SOCIETE GENERALE (SGIB)	EUR	500 000 000	0.01% CZK	13 080 000 000 1.09%	-474 521 672

  Amount in CZK is based on actual Exchange Rate as of trade date (13 January 2021).

  Covered Block Cashflow Forecast (next 6 months)

  Month	Mortgage Loans	Liquidity Buffer	Derivatives	Bonds Issued	Total
  2025-07	110 268 591	0	0	0	110 268 591
  2025-08	110 268 591	0	0	0	110 268 591
  2025-09	110 268 591	4 796 715	0	0	115 065 306
  2025-10	109 907 578	0	0	0	109 907 578
  2025-11	109 078 145	0	0	0	109 078 145
  2025-12	107 626 957	0	0	0	107 626 957
  Grand Total	657 418 454	4 796 715	0	0	662 215 169

  The projection is based on the following assumptions:

• projection of Mortgage Loans cashflow is done on the basis of contractual cashflows (annuity payments)

• projection of EUR cashflows is reported in CZK using current (30 June 2025) exchange rate

• projection of Liquidity Buffer cashflow considers only interest flows, as maturity of the instrument does not imply cash position change at the covered block level (principal received would remain in the covered block as cash)

• projection of Bonds Issued is done on the basis of Extended Maturity (i.e. not contractual maturity)

Loans in COVID-19 moratorium per Adjusted loan balance in CZK 0

Loans in COVID-19 moratorium as % of total 0.00%

Loan Assets only; overview of Liquid Assets is given separately.

Mortgage Loans Contractual Maturity Profile

Adjusted loan balance (LTV 80% cap) in CZK mln.

2 000

1 500

1 000

500

0

7 500

5 000

2 500

0

2025-07-07

2023

2024

2025

2026

2027

2028

2029

2030

2031

2032

2033

Mortgage Loan interest reset date (year)

2034

2035

2036

2037

2038

2039

2040

2041

2042

2043

2044

2045

2046

2047

2048

2049

2050

2051

2052

2053

2054

2055

2056

5

2057

2023

Mortgage Loans Interest Rate Reset Profile

Adjusted loan balance (LTV 80% cap) in CZK mln.

2024

2025

2026

2027

2028

2029

2030

2031

2032

2033

Mortgage Loan maturity date (year)

2034

2035

2036

2037

2038

2039

2040

2041

2042

2043

2044

2045

2046

2047

2048

2049

2050

2051

2052

2053

2054

2055

2056

2057