Barclays Q1 2021 Fixed Income Investor Presentation

STRATEGY, TARGETS & GUIDANCE CAPITAL MREL, FUNDING PERFORMANCE ASSET QUALITY CREDIT RATINGS ESG & LEVERAGE & LIQUIDITY DIVISIONS & LEGAL ENTITIES APPENDIX High quality and conservatively positioned liquidity and funding position Comfortably exceeding minimum requirements Liquidity Coverage Ratio (LCR) Conservative loan: deposit ratio² Loans³ (£bn) Deposits³ (£bn) LDR 83% 82% 71% 69% Minimum requirement: 100% 169% 160% 162% 161% 481 499 395 416 31-Dec-18 31-Dec-19 31-Dec-20 31-Mar-21 326 339 343 346 Liquidity 227 211 266 290 pool¹ (£bn) Liquidity 90 78 99 107 surplus (£bn) 31-Dec-18 31-Dec-19 31-Dec-20 31-Mar-21 Quality of the liquidity pool remains high, with the majority held in cash and deposits with central banks, and highly rated government bonds The QoQ increase in the liquidity pool was driven by continued deposit growth, term funding scheme with additional incentives for SMEs drawings and a seasonal increase in short-term wholesale funding, which were partly offset by a seasonal increase in business funding consumption Liquidity pool of £290bn represents 21% of Group balance sheet Loan: deposit ratio of 69% as at 31 March 2021, down 2% QoQ reflecting continued deposit growth 1 Liquidity pool as per the Group's Liquidity Risk Appetite (LRA) | 2 Loan: deposit ratio is calculated as loans and advances at amortised cost divided by deposits at amortised cost | 3 At amortised cost | 46 Barclays Q1 2021 Fixed Income Investor Presentation

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