Barclays Q1 2021 Fixed Income Investor Presentation

STRATEGY, TARGETS & GUIDANCE CAPITAL PERFORMANCE ASSET QUALITY & LEVERAGE MREL, FUNDING & LIQUIDITY DIVISIONS CREDIT RATINGS ESG APPENDIX & LEGAL ENTITIES Group leverage position prudently managed Regulatory minimum Dec-201: UK Spot: 5.3% UK Average: 5.0% 3.775% 0.0% 0.525% Minimum leverage requirements and buffers under the UK regime Mar-211: UK Spot: 5.0% UK Average: 4.9% 1.2% Headroom 3.775% 0.0% 0.525% • Headroom to minimum leverage requirement of 120bps in Q1, while the RWA based CET1 ratio remains our primary regulatory constraint The Group currently has one leverage requirement, as measured under the UK's PRA leverage regime. The requirement must be met on a daily basis, and is reflected in the daily average leverage exposure The CRR II leverage requirement, due to become binding from 2022, will only be at 3%, as the G-SIB component will not apply until 2023. The BoE's Financial Policy Committee intends to review the UK leverage framework in 2021 UK Spot Leverage Ratio 3.25% 3.25% 5.0% 5.1% 5.1% 5.1% 5.3% 5.0% Dec-20 requirement Mar-21 requirement BoE minimum G-SII leverage buffer leverage requirement Countercyclical Leverage Buffer Dec-16 Dec-17 Dec-18 Dec-19 Dec-20 Mar-21 1 Leverage ratio calculated applying the transitional arrangements of the CRR as amended by CRR II. This includes IFRS 9 transitional arrangements | 41 Barclays Q1 2021 Fixed Income Investor Presentation

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