FY 2022 Results

FY22 Income: Interest rates tailwind likely to continue into FY23 Interest rate sensitivity Illustrative Group income impact from a 25bps upward parallel shift in interest rate curves (Em) 1 Structural hedge Q422 gross hedge income up 91% YoY 4.18% ■Structural hedge ■ Other 3.05% c.500 2.26% 3.69% Spot³ 1.52% c.150 Average 0.94% c.350 GBP 5yr Swap rate² 1.07% 0.93% 0.80% 0.66% 0.66% Hedge yield C.150 C.200 C.350 709 c.135 608 C.200 Gross hedge income (Em) 501 371 378 c.65 Year 1 Year 2 Year 3 Q421 Q122 Q222 Q322 Q422 Hedge notional £228bn £238bn £256bn £266bn £263bn 1 This sensitivity is based on the modelled performance of the consumer and corporate banking book only, including the impact of both the product and equity structural hedges. It provides the absolute annual impact of a 25bps shock on Group NII over the next three years, for illustrative purposes only, and is based on a number of assumptions regarding variables which are subject to change. Such assumptions might also differ from those underlying the AEaR calculation in the Barclays PLC Annual Report 2022 | 2 UK Pound Sterling SONIA OIS Zero 5 Year Point (Refinitiv: GBPOISSYZ-R) | 3 Based on spot price of UK Pound Sterling SONIA OIS Zero 5 Year Point (Refinitiv: GBPOIS5YZ-R) at the end of day on 10 February 2023 | 11 | Barclays FY 2022 Results | 15 February 2023 BARCLAYS

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