Barclays Q1 2021 Fixed Income Investor Presentation

STRATEGY, TARGETS & GUIDANCE CAPITAL MREL, FUNDING DIVISIONS PERFORMANCE ASSET QUALITY CREDIT RATINGS ESG APPENDIX & LEVERAGE & LIQUIDITY & LEGAL ENTITIES CET1 ratio target in the range of 13-14% Continue to target appropriate headroom above MDA hurdle MDA hurdle Illustrative evolution of minimum CET1 requirements and buffers Dec-201: 15.1% Mar-211: 14.6% 3.5% headroom Target: 13-14% Appropriate headroom 11.2% 11.1% 0.0% 0.0% 2.5% 2.5% 1.5% 1.5% • Barclays intends to manage its CET1 ratio in the range of 13-14%, to enable it to support customers whilst continuing to target an appropriate headroom over the MDA hurdle, which is currently 11.1%² Barclays remains in a strong capital position with a Mar-21 CET1 ratio of 14.6%, although certain headwinds are likely in 2021, including the expected reversal of software amortisation benefit applied in 2020 and scheduled pension deficit reduction contributions 2.7% 2.6% 4.5% 4.5% Dec-20 Mar-21 CET1 Target requirement Pillar 1 requirement Pillar 2A CET1 requirement requirement² G-SII buffer Capital Conservation Buffer (CCB) Countercyclical Buffer (CCYB) 1 CET1 ratio calculated applying the transitional arrangements of the CRR as amended by CRR II | 2 Barclays' MDA hurdle at 11.1% reflecting the new Pillar 2A requirement as per the PRA's Individual Capital Requirement | 37 Barclays Q1 2021 Fixed Income Investor Presentation

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