We are exposed to foreign exchange rate and interest rate risk primarily associated with underlying liabilities and to equity price risk as a result of our investment in equity instruments. We have entered into a floating-to-fixed cross currency interest rate swap contract to hedge foreign currency and interest rate risks with respect to US$300 million of bonds issued in May 2025. In addition, we have entered into fixed-to-fixed cross currency swap contracts to hedge the foreign currency risks of US$400 million of bonds issued in July 2007 and US$300 million of bonds issued in June 2023. Furthermore, we have entered into a floating-to-fixed interest rate swap contract to hedge interest rate risks with respect to Won 200 billion of bonds issued in October 2024. See note 21 of the notes to our consolidated financial statements. We may consider in the future entering into other such transactions solely for hedging purposes. The following discussion and tables, which constitute “forward looking statements” that involve risks and uncertainties, summarize our market-sensitive financial instruments including fair value, maturity and contract terms. These tables address market risk only and do not present other risks which we face in the normal course of business, including country risk, credit risk and legal risk. Exchange Rate Risk Korea is our main market and, therefore, substantially all of our cash flow is denominated in Won. We are exposed to foreign exchange risk related to foreign currency denominated liabilities. These liabilities relate primarily to foreign currency denominated debt, primarily in Dollars. A 10.0% increase in the exchange rate between the Won and all foreign currencies would result in an increase in profit before income tax of Won 11.3 billion, with a decrease of 10.0% in the exchange rate having the opposite effect, as of December 31, 2025. For a further discussion of our exchange rate risk exposures, see note 34(1) of the notes to our consolidated financial statements. 109 Table of Contents Interest Rate Risk We are also subject to market risk exposure arising from changing interest rates. The following table summarizes the carrying amounts and fair values, maturity and contract terms of our exchange rate and interest sensitive short-term and long-term liabilities as of December 31, 2025: Maturities 2026 2027 2028 2029 2030 Thereafter Total Fair Value (In billions of Won, except for percentage data) Local currency: Fixed-rate W 1,047.7 W 1,373.2 W 1,157.5 W 583.6 W 1,206.3 W 1,844.7 W 7,212.9 W 7,100.8 Average weighted rate(1) 3.17 % 3.28 % 3.59 % 2.77 % 3.00 % 2.75 % Variable rate 200.0 — — — — — 200.0 200.0 Average weighted rate(1) 2.93 % — — — — — Sub-total 1,247.7 1,373.2 1,157.5 583.6 1,206.3 1,844.7 7,412.9 7,300.8 Foreign currency: Fixed-rate — 577.5 427.3 — — — 1,004.8 1,087.8 Average weighted rate(1) — 6.57 % 4.88 % — — — Variable rate — — 429.3 — — — 429.3 429.3 Average weighted rate(1) — — 4.79 % — — — Sub-total — 577.5 856.6 — — — 1,434.1 1,517.1 Total W 1,247.7 W 1,950.7 W 2,014.1 W 583.6 W 1,206.3 W 1,844.7 W 8,847.0 W 8,817.9 (1) Weighted average rates of the portfolio at the period end. A 1.0% point increase in interest rates would result in a decrease in profit before income tax of Won 5.5 billion with a 1.0% point decrease in interest rates having the opposite effect, as of December 31, 2025. For a further discussion of our interest rate risk exposures, see note 34(1) of the notes to our consolidated financial statements. Equity Price Risk We are also subject to market risk exposure arising from changes in the equity securities market, which affect the fair value of our equity portfolio. As of December 31, 2025, 2024 and 2023, a 10.0% increase in the equity indices where our equity investments at fair value are listed, with all other variables held constant, would have increased our total equity by Won 71.1 billion, Won 81.4 billion and Won 85.0 billion, respectively, with a 10.0% decrease in the equity index having the opposite effect. The foregoing sensitivity analysis assumes that all variables other than changes in the equity index are held constant, and that our equity investments at fair value through other comprehensive income had moved according to the historical correlation to the index, and as such, does not reflect any correlation between the equity index and other variables. For a further discussion of our equity price risk exposures, see note 34(1) of the notes to our consolidated financial statements. Item 12. DESCRIPTION OF SECURITIES OTHER THAN EQUITY SECURITIES Item 12.A. Debt Securities Not applicable. Item 12.B. Warrants and Rights Not applicable. 110 Table of Contents Item 12.C. Other Securities Not applicable.