Barclays Credit Presentation Deck

STRATEGY, TARGETS & GUIDANCE PERFORMANCE ASSET QUALITY Capital impact of deficit reduction contributions (£bn) Based on 2019 Triennial valuation CAPITAL & LEVERAGE Jun-2020 Investment in Senior Notes² Capital impact (pre-tax) Capital impact (bps) - based on Dec-21 RWAS Pension deficit reduction contributions CET1 ratio headwinds from pension reduction contributions fully incorporated into prudent capital plan and CET1 target As at 31 December 2021, the Group's IAS 19 pension surplus across all schemes was £3.6bn (December 2020: £1.5bn). The UK Retirement Fund (UKRF), which is the Group's main scheme, had an IAS 19 pension surplus of £3.8bn (December 2020: £1.8bn). The movement for the UKRF was driven by £700m of deficit contributions, higher corporate bond yields and favourable asset returns, partially offset by higher expected long term price inflation 45 | Q4 2021 Fixed Income Investor Presentation | 23 February 2022 The latest annual update as at 30 September 2021 showed the funding position had improved to a £0.6bn surplus from a £0.9bn deficit as at 30 September 2020. The improvement was mainly due to £0.7bn of deficit reduction contributions and favourable asset returns, partially offset by higher expectations for future price inflation 2020 (0.5) 0.75 MREL, FUNDING & LIQUIDITY 0.25 8bps 2021 (0.7) (0.7) (22)bps CREDIT RATINGS 2022 (0.3) ESG 2023 (0.3) 2024 DIVISIONS & LEGAL ENTITIES (0.5) (paid in Q419)¹ (0.25) (0.25) (0.3) (0.55) (0.75) (10)bps (18)bps (24)bps 2025 APPENDIX (0.25) (0.25) (8)bps 2026 Sum 2020-26 (2.3) (2.3) ¹£500m paid in Q419 relates to the unwind of Senior notes | 2 Barclays Bank PLC asked the UKRF Trustee to consider an investment in a Senior note (similar to the issued note in December 2019) in order to manage the capital impact of 2020 contributions to the UKRF | BARCLAYS

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