Free Writing Prospectus             

Filed Pursuant to Rule 433         

Reg. Statement No. 333-190038

Free Writing Prospectus

Filed Pursuant to Rule 433

Reg. Statement No. 333-190038

Barclays PLC

Fixed Income Investor Presentation

Q1 2014

PERFORMANCE

CAPITAL & LEVERAGE LIQUIDITY & FUNDING ASSET QUALITY CREDIT RATINGS APPENDIX OVERVIEW

Performance Overview

2 | Fixed Income Investor Presentation—Q1 2014

PERFORMANCE

CAPITAL & LEVERAGE LIQUIDITY & FUNDING ASSET QUALITY CREDIT RATINGS APPENDIX OVERVIEW

Steady performance by traditional banking franchises, offset by weakness in FICC

Three months ended – March (Łm) 2013 2014

Income 7,734 6,650

Impairment(706)(548)

Operating expenses1(4,782)(4,195)

Costs to achieve Transform (CTA)(514)(240)

Adjusted profit before tax 1,786 1,693

Own credit(251) 119

Statutory profit before tax 1,535 1,812

Statutory attributable profit 839 965

Adjusted financial performance measures 2013 2014

Return on equity2 7.6% 6.4%

Return on tangible equity 9.0% 7.5%

Key Messages

Income reflected growth in UK Retail and Barclaycard, offsetting weaker FICC performance

Net interest margin was flat at 179bps, with a stable contribution from structural hedges

Continued strong credit risk management led to 22% improvement in impairment and loan loss rate of 45bps

Operating expenses reduced materially reflecting sustainable savings from the Transform cost programme

On track to deliver costs below our Ł17.5bn target for 2014, excluding costs to achieve Transform

Excluding CTA, adjusted PBT improved year on year across all businesses except for the Investment Bank

Return on equity decreased to 6.4% reflecting a year on year increase in share capital following the 2013 rights issue

1 Excluding costs to achieve Transform | 2 Includes costs to achieve Transform. Excluding costs to achieve, Group adjusted return on average equity would have been 7.7% (Q1 2013: 10.4%) |

3 | Fixed Income Investor Presentation—Q1 2014

PERFORMANCE

CAPITAL & LEVERAGE LIQUIDITY & FUNDING ASSET QUALITY CREDIT RATINGS APPENDIX OVERVIEW

Financial strength provides a platform for long-term sustainable returns

(Łbn) Dec-13 Mar-14 Key Messages

Total IFRS assets 1,3461 1,362

Key balance sheet and capital measures continued to Derivatives 355 333 trend in the right direction Loans and advances to Continued strengthening of capital and leverage position:

432 462 Balance customers

- Fully loaded CET1 ratio improved to 9.6%, up 37bps

Sheet Customer deposits 429 457 predominantly driven by increased capital of Ł1bn

Loan to deposit ratio 101% 101% due to retained earnings

Wholesale funding 186 186—PRA leverage ratio reached 3.1%, exceeding the PRA’s Liquidity pool 127 134 expected leverage ratio of 3.0% Fully loaded CET1 capital 40.4 41.4 • Stable funding profile, with loan to deposit ratio flat at 101%

Fully loaded CRD IV CET1 ratio 9.3% 9.6% CRD IV

Capital2 • Robust liquidity position, with pool well in excess of

Fully loaded T1 capital 42.7 43.7 wholesale funding maturing in less than one year

Risk weighted assets 436 429 Leverage exposure3 1,365 1,326 Leverage CRD IV leverage ratio2 3.1% 3.3% Estimated PRA leverage ratio4 3.0% 3.1%

1 Dec-13 has been restated to include the impact of IAS 32 | 2 Dec-13 and Mar-14 estimates are based on our interpretation of the final CRD IV text and latest EBA technical standards | 3 Leverage exposure calculation reflects Barclays’ current understanding of the regulatory requirements and guidance, and their application in the industry | 4 Estimated PRA leverage ratio based on PRA adjusted FL CET1 capital and CRD IV and PRA qualifying T1 capital over PRA adjusted leverage exposure as defined in the PRA supervisory statement SS3/13 |

4 | Fixed Income Investor Presentation—Q1 2014

PERFORMANCE

OVERVIEW CAPITAL & LEVERAGE LIQUIDITY & FUNDING ASSET QUALITY CREDIT RATINGS APPENDIX

Capital & leverage

5 | Fixed Income Investor Presentation—Q1 2014

PERFORMANCE

OVERVIEW CAPITAL & LEVERAGE LIQUIDITY & FUNDING ASSET QUALITY CREDIT RATINGS APPENDIX

Progressive strengthening of capital and leverage ratios reflecting focused capital and balance sheet management

Fully loaded CRD IV CET1 ratio (%)1

11.5-

10.5% 12.0%

9.3% 9.6%

2013 Q1 2014 2015 Target end Target state capital structure2

Fully loaded (FL) CRD IV CET1 ratio continued to strengthen during the quarter to reach 9.6% at the end of March 2014

FL CET capital increased Ł1bn to Ł41.4bn in Q1 2014, principally due to regulatory capital generated from earnings after the impact of dividends paid, and a decrease in regulatory deductions

RWAs decreased by Ł6bn to Ł429bn, primarily driven by Investment Bank risk reductions and policy updates, offset by model changes.

Estimated PRA leverage ratio (%)3

2.97%

3.13%

3.5-4%

2013 Q1 2014 2015 Objective

Continue to demonstrate good progress on leverage, building towards a ratio of 3.5% by December 2014, and in the range of

3.5-4.0% beyond 2015

Eligible PRA adjusted Tier 1 capital improved to Ł41.5bn (Dec-13:

Ł40.5bn) during the quarter

Estimated PRA leverage exposure reduced by Ł39bn to Ł1,326bn, including a Ł17bn reduction in PFE on derivatives from trade compressions and a Ł20bn reduction in SFT exposures from collateral and netting optimisation.

1 Dec-13 and Mar-14 estimates based on our interpretation of the final CRD IV text and latest EBA technical standards. | 2 Pillar 2A requirements for 2014 held constant out to end-state for illustrative purposes. The PRA buffer is assumed to be below the CBR of

4.5% in end-state albeit this might not be the case. CCCB, other systemic and sectoral buffer assumed to be zero I 3 Estimated PRA leverage ratio based on PRA adjusted FL CET1 capital and CRD IV and PRA qualifying T1 capital over PRA adjusted leverage exposure as defined in the PRA supervisory statement CS3/13 I

6 | Fixed Income Investor Presentation—Q1 2014

PERFORMANCE

CAPITAL & LEVERAGE LIQUIDITY & FUNDING ASSET QUALITY CREDIT RATINGS APPENDIX OVERVIEW

We are making good progress on the transition towards our ‘target’ end-state capital structure

Evolution of capital structure

15.4% 4. 2% Total capital Ł14 .ratio 9bn

T2 14.5% Total capital ratio

3.5% T2 l) 4.3% T2

2.3% CCCB/ AT1 Sectoral buffers

0.5% AT1

9.6% 9.6% CET1 CET1

Barclays’ Q1 2014 Barclays’ Q1 2014 capital structure capital structure (PRA Transitional) (FL CET1)

?17% Total capital ratio

3.1% T2 (incl. P2A)

2.0% AT1 (incl. P2A)

[Graphic Appears Here]

Max 1.5% Internal buffer

2.0%

G-SII

2.5% Capital Conservation buffer

1.4% P2A

4.5%

CET1

Barclays’ ‘target’ end-state capital structure

Fully loaded CRD IV capital position

Fully loaded CRD IV CET1 ratio increased by 37bps to 9.6%, demonstrating good progress towards our target of 10.5% in 2015 and 11.5-12% in end-state1

The ratio was well in excess of the 7% PRA regulatory target2

In 2013, we started building our CRD IV-compliant AT1 layer, via the issuance of Ł2.1bn securities (c.50bps of Q1 2014 RWAs)

We continue to build towards our end-state capital structure which assumes PLAC of at least ICB’s 17% recommendation; final requirements subject to PRA discretion.

Pillar 2A guidance

As per PS7/133, PRA expects UK banks to meet Pillar 2A by

1 January 2015, with

- at least 56% CET1

- no more than 44% in AT1—at most 25% in T2 capital.

Individual capital guidance determining Pillar 2A will be set and communicated at least annually, and will vary accordingly

2.5% Barclays Pillar 2A for 20144:

- CET1 of 1.4% (assuming 56%)

- AT1 of 0.5% (assuming 19%)

- T2 of 0.6% (assuming 25%).

1 Pillar 2A requirements for 2014 held constant out to end-state for illustrative purposes. The PRA buffer is assumed to be below the CBR of 4.5% in end-state albeit this might not be the case. CCCB, other systemic and sectoral bufferassumedto be zero I 2 Being the higher of 7% PRA expectation and CRD IV capital requirements I 3 The PRA intends to consult on its Pillar 2 proposal during 2014. The EBA is also developing guidelines on Pillar 2 capital which are likely to affect how the PRA approaches Pillar 2 | 4 The Pillar 2 requirement is a point in time assessment made at least annually, by the PRA, to reflect idiosyncratic risks not fully covered under Pillar 1. It is expected to vary over time in accordance with individual capital guidance. The PRA has stated (in CP5/13) that capital that firms use to meet their minimum requirements (Pillar 1 and Pillar 2A) cannot be counted towards meeting buffers |

7 | Fixed Income Investor Presentation—Q1 2014

PERFORMANCE

CAPITAL & LEVERAGE LIQUIDITY & FUNDING ASSET QUALITY CREDIT RATINGS APPENDIX OVERVIEW

Our plan incorporates the progressive implementation of CET1 requirements

Regulatory targets, excluding internal buffer Key assumptions in this illustration

CRD IV minimum CET1 requirement CET1 minimum requirements per PRA implementation of CRR Pillar 2A met with CET1 capital (varies annually) Pillar 2A met with CET1 capital for 2014 is 1.4% of RWAs; while subject to at least annual review, we hold it constant in 2019 for

Fully loaded combined buffer requirement, excluding CCCB illustration purposes

Barclays fully loaded CRD IV CET1 ratio progression

Combined buffer requirement (and associated rules for mandatory PRA regulatory target1 distribution restrictions), consisting of 2.5% capital conservation Estimated buffer and 2% G-SII buffer, transitions in from 1 January 2016 at

Mgmt.

11.5-12% buffer 25% per annum 10.5%

1.5% In 2019, we have assumed that the PRA buffer will be less than

10.4%

9.6% 4.5% combined buffer requirement; however, this may not be the case 4.5% Countercyclical, other systemic and sectoral buffers are currently assumed to be zero2

7% 7%

Internal management buffer, currently 1.5%, will be recalibrated over time and may be less than 1.5% by 2019.

1.4% 1.4% Note: during 2014, the PRA will refresh its PRA buffer” following its stress testing exercise. In 2015, the combined CRD IV minimum requirements, Pillar 2A and PRA

Contingent capital buffers as at 31 March 2014

4.5% 4.5% AT1 contingent capital:

4%

- Distance to trigger: c.260bps or £11.2bn

- CRD IV restrictions on discretionary distribution applicable from

1 January 2016 and based on transitional CET1 requirements.

2014 2015 2019 T2 contingent capital:

- Distance to trigger: c.470bps or £20.2bn3.

1 Being the higher of 7% PRA expectation and CRD IV capital requirements | 2 These buffers could be applied at the Group level, or at a legal entity, sub-consolidated or portfolio level | 3 Following the implementation of CRD IV as at 1 January 2014, the 7% trigger for the T2 contingent convertible notes is based on Barclays PLC’s consolidated transitional CET1 ratio (as per FSA’s press release of 26 October 2012). As at 31 March 2014, we estimated the transitional CET1 ratio to be 11.7% |

8 | Fixed Income Investor Presentation - Q1 2014

PERFORMANCE

OVERVIEW CAPITAL & LEVERAGE LIQUIDITY & FUNDING ASSET QUALITY CREDIT RATINGS APPENDIX

We continue to strengthen our leverage ratio and reduce leverage exposure

PRA leverage exposure1 (Łbn)

L&A and other assets2 Derivatives

SFTs Undrawn commitments PRA leverage ratio1

2.97% 3.13%

2.18%

1,559

1,365

190

1,326

93

179

176 92 387 72

326 282

889

768 796

Highlights

Estimated PRA leverage ratio improved further as a result of regulatory capital accretion and additional deleveraging

As at 31 March 2014, the ratio was 3.1%, now exceeding the PRA’s expected leverage ratio of 3% by June 2014

We continue to make good progress on deleveraging, reducing expected PRA leverage exposure by Ł39bn, including:

Ł17bn reduction in PFE on derivatives from trade compression

Ł20bn reduction in SFT exposures primarily from collateral and netting optimisations

Ł26bn reduction in PFE driven by a change to the basis of preparation4, offset by a Ł33bn increase in settlement balances due to increased trading activity

Continue to reposition the balance sheet for higher returning assets

Recent Basel proposals estimated to decrease the leverage ratio by c.20bps5 before management actions.

H1 20133

Q4 2013

Q1 2014

1 Estimates based on current CRD IV and PRA guidance I 2 Loans and advances and other assets net of regulatory adjustments, including the PRA adjustment to leverage exposure I 3 Jun-13 leverage exposure has not been restated for IAS 32. Dec-13 has been restated for IAS 32, resulting in a Ł2bn increase in the estimated PRA leverage exposure | 4 Change in basis of preparation relating to sold options and mark-to-market resets, reflecting our latest understanding of the application of the CRR rules | 5 Based on initial high level impact analysis I

9 | Fixed Income Investor Presentation—Q1 2014

PERFORMANCE

CAPITAL & LEVERAGE LIQUIDITY & FUNDING ASSET QUALITY CREDIT RATINGS APPENDIX OVERVIEW

Liquidity & funding

10 | Fixed Income Investor Presentation—Q1 2014

PERFORMANCE

CAPITAL & LEVERAGE LIQUIDITY & FUNDING ASSET QUALITY CREDIT RATINGS APPENDIX OVERVIEW

While the balance sheet totals Ł1.3tn (excl. BAGL), wholesale funding requirements are limited to Ł186bn

Total balance sheet as at 31 March 14 of Ł1.3tn (excl. BAGL5)

(Łbn)

Derivatives, 328 Derivatives, 328

Matched funding Ł708bn

Reverse repo, 187 Repo, 196

Trading portfolio assets, 67 Trading portfolio liabilities, 58

Other matched assets1, 126 Other matched liabilities1, 126

101%

Customer L&A, 325 Group Customer deposits, 331

LDR2

Liquidity pool, 134

<1 year wholesale funds, 91

>1 year wholesale funds, 95

Other liabilities, 214

Other assets3, 144

Equity, 65

Total Assets Total Liabilities & Equity

Highlights

Derivative assets and liabilities largely matched

Trading portfolio assets and reverse repurchase agreements are largely funded in wholesale markets by repurchase agreements and trading portfolio liabilities

RBB, Corporate and Wealth & Investment Management customer L&A largely funded by customer deposits

Decreasing reliance on wholesale funding (Ł186bn as at 31 March 2013, down Ł54bn since 2012)

Liquidity pool predominantly funded through wholesale markets and well in excess of short-term wholesale funds

1 Matched cash collateral and settlement balances | 2 The Group Loan to Deposit Ratio (LDR) includes BAGL, cash collateral and settlement balances | 3 Including L&A to banks, financial assets at fair value, AFS securities (excl. liquidity pool), unencumbered trading portfolio assets, and excess derivative assets | 4 Including excess cash collateral and settlement balances | 5 Barclays Africa Group Limited |

11 | Fixed Income Investor Presentation—Q1 2014

PERFORMANCE

CAPITAL & LEVERAGE LIQUIDITY & FUNDING ASSET QUALITY CREDIT RATINGS APPENDIX OVERVIEW

Maintaining a robust liquidity position, with pool well in excess of internal and external minimum requirements

High quality liquidity pool

(bn) 19

150 22

22 134

46 127

60 62

85

43 52

2012 2013 Q1 2014

Cash & Deposits at Central Banks Government Bonds Other Available Liquidity

Estimated1 Basel III liquidity ratios

Expected 100% Metric Q1 2014 2013 requirement date

LCR2 103% 96%2 1 January 2018 NSFR3—110%3 1 January 2018

Surplus to 30-day Barclays-specific LRA

2013 2012

LRA 104% 129%

Highlights

Liquidity pool increased Ł7bn to Ł134bn, driven by an increase in cash and deposits at central banks

We remain in compliance with internal and regulatory requirements

Quality of the pool remains high despite optimisation of its composition:

- 84% held in cash, deposits with central banks and high quality government bonds

- Over 85% of government bonds are securities issued by UK, US, Japanese, French, German, Danish and Dutch sovereigns.

Even though not a regulatory requirement, our liquidity pool exceeds wholesale debt maturing in less than a year

Additional significant sources of contingent funding in the form of high quality assets pre-positioned with central banks globally

Estimated Liquidity Coverage Ratio (LCR) in excess of 100% expectation in January 2018

- Based on the CRD IV rules as implemented by the EBA, the ratio strengthened to 103% (31 Dec 2013 : 96%)

- Based on the Basel standards published in January 2013, the estimated ratio would have been 109% (31 Dec 2013: 102%).

Buffer Ł5bn Ł34bn

1 Includes a number of assumptions which are subject to change prior to the implementation of the CRD IV liquidity requirements | 2 LCR estimated based on CRD IV rules as implemented by the EBA. We previously estimated the ratio based on the Basel standards published in January 2013| 3 Net Stable Funding Ratio (NSFR) only published on a semi-annual basis. Dec-13 estimate based on our interpretation of the Basel Consultation Paper published in January 2014. Any clarifications of the standards since publication of our 2014 Results Announcement has not been taken into account |

12 | Fixed Income Investor Presentation—Q1 2014

PERFORMANCE

CAPITAL & LEVERAGE LIQUIDITY & FUNDING ASSET QUALITY CREDIT RATINGS APPENDIX OVERVIEW

We maintain access to stable and diverse sources of funding, across customer deposits and wholesale debt

Significant increase in deposit funding

(Łbn) 110%

101% 101%

462

424 429 432 457 385

2012 2013 Q1 2014

Group LDR Deposits from customers L&A to customers

Total funding (excl. Barclays Africa Group Limited)

Ł553bn Ł540bn

Ł522bn 19% 16% 14% 20% 14% 24% 7%

7% 4%

5% 4% 4%

53% 62% 47%

2011 2012 2013

Customer deposits Secured term funding Sub. debt Short term debt and other deposits Unsecured term funding

Key messages

Group Loan to Deposit Ratio (LDR) was unchanged at 101% in Q1 2014, reflecting similar growth rates in loans and deposits

The LDR improved in 2013 driven by strong growth in customer deposits and continued reduction in Exit Quadrant assets, offset by a 1.5% increase in net lending to customers

Reduced reliance on wholesale funding, combined with increased deposit taking, has resulted in a more stable funding profile

Ł9bn of term funding issued in Q1 2014, net of early redemptions, including Ł3bn of benchmark public issuances and Ł6bn as part of the Funding for Lending Scheme.

2014 funding plan

Ł24bn of term debt maturing in 2014, with Ł19bn remaining. A further Ł22bn maturing in 2015

We intend to maintain access to diverse wholesale funding, through different products, currencies, maturities and channels

We expect to issue a more normalised amount of Ł10-15bn in a mix of both public and private senior unsecured and secured transactions and subordinated debt

We will continue to opportunistically access the market

Secured debt issuance from established platforms expected to continue supporting unsecured issuances, contributing to the stability and diversity of our funding base.

13 | Fixed Income Investor Presentation—Q1 2014

PERFORMANCE

CAPITAL & LEVERAGE LIQUIDITY & FUNDING ASSET QUALITY CREDIT RATINGS APPENDIX OVERVIEW

Continued access to diverse wholesale funding sources across multiple products, currencies and maturities

Wholesale funding (as at 31 December 2013)

By Product

Deposits from banks

7% 12% CDs and CPs 11% ABCPs

16%

Public benchmark MTNs 13% Privately placed MTNs

3%

Covered bonds / ABS

11%

27% Subordinated liabilities1 Other2

By Currency1

USD EUR GBP Others As at 31 December 2013 35% 36% 19% 10% As at 31 December 2012 31% 38% 22% 9%

By remaining maturity1: WAM net of liquidity pool 69 months

1 month

11% >1 mth but 3 mths

23%

>3 mths but 6 mths

13%

>6 mths but 9 mths >9 mths but ?12 mths

8%

18% > 1 year but ?2 years

9% > 2 year but ?5 years

3% 15%

Key Messages

Total wholesale funding (excluding repurchase agreements) of Ł186bn as at 31 March 2013, a reduction of Ł54bn since 2012 (31 Dec 2013: Ł186bn)

- Ł91bn matures in less than one year, while Ł17bn matures

within one month (31 Dec 2013: Ł82bn and Ł20bn respectively)

Ł9bn of term funding net of early redemptions issued in Q1 2014, including:

- c.Ł3bn equivalent of public benchmark issuance across 5 senior deals, accessing the USD and EUR markets, with an additional AUD $1.3bn issuance post quarter-end

- $650m of US credit card backed securities issued in February 2014

- Ł6bn through participation in the Funding for Lending Scheme, taking the total amount raised to Ł12bn

We will continue to access secured markets as an important source of funding, while maintaining sustainable encumbrance levels

We expect to issue more public wholesale debt in 2014 than 2013, albeit at lower levels than amounts maturing.

1 Given different accounting treatments, AT1 capital is not included in outstanding subordinated liabilities, while T2 contingent capital notes are | 2 Including gold repo (Ł5bn) and fair valued deposits (Ł4.6bn) |

14 | Fixed Income Investor Presentation—Q1 2014

PERFORMANCE

CAPITAL & LEVERAGE LIQUIDITY & FUNDING ASSET QUALITY CREDIT RATINGS APPENDIX OVERVIEW

Asset quality

15 | Fixed Income Investor Presentation—Q1 2014

PERFORMANCE

CAPITAL & LEVERAGE LIQUIDITY & FUNDING ASSET QUALITY CREDIT RATINGS APPENDIX OVERVIEW

Asset quality trends remain favourable, demonstrating our conservative approach to credit risk management

Impairment charge and CRLs

(Ł)m

5.1%

FY CRLs as % 4.4% of gross L&A

3.2%

2.8% 2.6% 4,164 Q1 P&L charge 2,881

2,556 2,365 FY P&L charge 1,508

921 784 706 548

2010 2011 2012 1 2013 Q1 2014

CRL coverage ratio

(m)

54.6% 53.8%

49.7% 51.9%

48.9% CRL coverage ratio

Impairment 12,432

10,597 allowance 7,799

7,258 7,116

2010 2011 20121 2013 Q1 2014

90-day delinquency trends

European mortgages

UK mortgages

0.9% South Africa 0.6% mortgages 0.3%

2010 2011 2012 2013 Q1 2014

1 Restated to reflect the impact of IFRS10 |

Annualised loan loss rate of 45bps in Q1 2014, down from peak of 156bps in 2009

Impairment in Corporate Banking down 40% to Ł78m year on year, predominantly driven by improvements in Europe

Retail impairment improved in Africa RBB by 48%, or 33% on a constant currency basis year on year.

Loan growth in retail and card businesses has not been to the detriment of asset quality

Impairment allowances have fallen, but coverage ratios continue to remain stable.

Both UK and European mortgage delinquency rates remain stable, reflecting low risk/high quality mortgage books

South Africa mortgage delinquency trends improved significantly over recent years.

16 | Fixed Income Investor Presentation—Q1 2014

PERFORMANCE

CAPITAL & LEVERAGE LIQUIDITY & FUNDING ASSET QUALITY CREDIT RATINGS APPENDIX OVERVIEW

Impairment improved 22%, with positive trends in all businesses

Loan loss rate (bps)1 • Declining Loan Loss Rate (LLR) trend at Group level reflecting Barclays’ well managed and conservative risk profile

Impairment charges/(releases) Q3 12 Q4 12 Q1 13 Q2 13 Q3 13 Q4 13 Q1 14 and other provisions

Credit impairment charges and other provisions

15 13 19 17 14 Q1 13 Q1 14 improved 22% to Ł548m (Q1 2013: Ł706m),

Investment (5) -6

(Ł14m) (Ł46m) principally reflecting lower charges in Africa RBB

Bank and Corporate Banking

126 127 • Reduction in Corporate Banking driven by

74 76 74 77

Corporate 46 Ł130m Ł78m reduced charges in Europe following on-going actions to reduce exposure to the property and

51 51 construction sector in Spain and fewer large

43

25 29

W&IM 16 17 Ł14m Ł17m impairments

Decrease in Africa RBB principally due to lower 203 202 charges in the South African home loans

148 146 134 128

Africa RBB 96 Ł114m Ł59m portfolio and a depreciation of ZAR against GBP

In Barclaycard, LLRs for the South African Card

340 339 347 337 333 302 294

Barclaycard Ł303m Ł311m portfolio, which includes the impact of portfolio acquisitions, increased, while LLRs remained

27 26 25 25

21 21 23 contained in the UK and US

UK RBB Ł89m Ł80m • The annualised LLR at 45bps remains significantly below the longer term average of

61 64 70 70 71 75 54 91bps.

Europe RBB Ł70m Ł49m

Annualised impairment charge

66 70 56 63 64 64 LLR

Group 45 Ł706m Ł548m

Gross loans and advances

1 Annualised |

17 | Fixed Income Investor Presentation—Q1 2014

PERFORMANCE

CAPITAL & LEVERAGE LIQUIDITY & FUNDING ASSET QUALITY CREDIT RATINGS APPENDIX OVERVIEW

Reduced exposure to Eurozone periphery

Exposures by geography • Active management of exposure to Eurozone periphery countries

Łbn

67.5 • Continuous reduction in exposure to Spain, Italy, Portugal and

59.0 Ireland reduced, down 11% to Ł52.8bn in 2013 as sovereign

5.7 52.8

9.9 4.9 exposures decreased to Ł2.2bn and Corporate exposure

7.9 6.7 decreased to Ł6.9bn

6.3

25.3

22.7 20.6

Barclays repaid €3bn of funding raised through the ECB’s three

26.5 23.5 year LTRO during 2013, leaving €5bn outstanding as at 31

19.2

December 2013 (31 December 2012: €8bn)

2011 2012 2013

Local net funding mismatches remained stable in 2013

Spain Italy Portugal Ireland

- Spain: €3.1bn funding surplus

Exposures by asset class—Portugal: €3.0bn funding gap

Łbn—Italy: €11.6bn funding gap1

67.5

7.5 59.0 • Residential mortgage book remained resilient in 2013

52.8

6.2

- Spain: 63% LTV2, 0.7% 90-day arrears

5.8

34.3

32.5—Italy: 60% LTV2, 1.1% 90-day arrears

31.3

12.5—Portugal: 76% LTV2, 0.5% 90-day arrears.

9.2

6.0 6.9

5.7

6.5

2011 2012 2013

Sovereign Financial institutions Corporate Residential mortgages Other retail lending

1 Redenomination risk significantly lower in Italy where we also have collateral available to support additional secured funding should the risk increase | 2 Average balance weighted marked-to-market |

18 | Fixed Income Investor Presentation—Q1 2014

PERFORMANCE

CAPITAL & LEVERAGE LIQUIDITY & FUNDING ASSET QUALITY CREDIT RATINGS APPENDIX OVERVIEW

With a good track record in legacy asset run-down, we have continued to focus on reducing our Exit Quadrant portfolios

2008 – 2012 Credit Market Exposure (CME) balances (Łbn) Transform Legacy Assets (Łbn)

Portfolio assets excluding derivatives1 Corporate/monoline derivatives

Corporate & Europe RBB legacy assets Pre CRD RD-IV rates

41.7

-40%

94

-77%

15 20

26.9

23.9 11 56

18

34 11

15.2 5 23

9.5

34

18

2008 2009 2010 2011 2012 2012 Legacy Derivative Q1 2014 CRD IV RWAs reduction efficiencies CRD IV RWAs

Barclays has a good track record in reducing legacy assets, demonstrated by 77% reduction in CME balances between 2008 and 2012, and a 40% reduction in Exit Quadrant assets since 2012

Since December 2012, Exit Quadrant CRD IV RWAs declined by Ł38bn driven by Ł20bn of legacy asset reductions and Ł18bn of derivatives efficiencies

In Q1 2014, Exit Quadrant CRD IV RWAs decreased by Ł2.9bn primarily driven by Ł3.4bn of legacy asset reductions, partially offset by a

Ł0.5bn increase in corporate and monoline derivative RWAs

1 Portfolio assets include Credit Market Exposures and additional legacy assets |

19 | Fixed Income Investor Presentation—Q1 2014

PERFORMANCE

CAPITAL & LEVERAGE LIQUIDITY & FUNDING ASSET QUALITY CREDIT RATINGS APPENDIX OVERVIEW

Credit ratings

20 | Fixed Income Investor Presentation—Q1 2014

PERFORMANCE

CAPITAL & LEVERAGE LIQUIDITY & FUNDING ASSET QUALITY CREDIT RATINGS APPENDIX OVERVIEW

Barclays’ credit ratings remain strong and in line with peers’

As at 8 May 2014

Barclays PLC Barclays Bank PLC

Standard & Poor’s

Long Term A- (Negative) A (Negative)

Short Term A-2 A-1 Stand-Alone Credit Profile n/a bbb+ (SACP) Moody’s

Long Term A3 (Negative) A2 (Negative) Short Term P-2 P-1 Bank Financial Strength (BFS) n/a C- (Stable) Fitch Long Term A (Stable) A (Stable) Short Term F1 F1 Visibility Rating a a DBRS

Long Term n/a AA low (Stable)

Short Term n/a R-1 middle (Stable)

Barclays’ ratings and outlooks have been adversely impacted by:

- Global economic slowdown and prolonged crisis in the Eurozone area

- Credit rating agency reassessments of risks inherent with large and complex capital market operations.

Current ratings reflect Barclays’ “strong franchise”, “diverse revenue streams”, “good asset quality relative to peers”, “historically less volatile earnings than peers” and “sound financial profile”

Table reflects S&P downgrade of BBPLC’s long term rating outlook on 29 April 2014 to Negative from Stable, as part of a wider review of sovereign support in the context of European bank ratings. The Negative outlook reflects the potential removal of up to two notches of support by the end of 2015

Barclays expects rating agencies to gradually begin to remove sovereign support notches for all UK banks. How many notches and over what period of time is currently unclear.

21 | Fixed Income Investor Presentation—Q1 2014

PERFORMANCE

CAPITAL & LEVERAGE LIQUIDITY & FUNDING ASSET QUALITY CREDIT RATINGS APPENDIX OVERVIEW

Barclays prudently manages and reserves for potential rating actions in the liquidity pool

Contractual credit rating downgrade exposure

(as at 31 December 2013)

Total cumulative cash outflow

(Łbn) One-notch Two-notch

Securitisation derivatives 7 8

Contingent liabilities 6 6

Derivatives margining—1

Liquidity facilities 1 2

Total 14 17

Potential outflows related to a multiple-notch credit downgrade are included in the Liquidity Risk Appetite (LRA)

The table on the right hand side shows contractual collateral requirements and contingent obligations following potential future one and two notch long-term and associated short-term simultaneous downgrades across all credit rating agencies1

1 These numbers do not include the potential liquidity impact from loss of unsecured funding, such as from money market funds or loss of secured funding capacity |

22 | Fixed Income Investor Presentation—Q1 2014

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CAPITAL & LEVERAGE LIQUIDITY & FUNDING ASSET QUALITY CREDIT RATINGS APPENDIX OVERVIEW

Summary

Business model

Capital

Leverage

Liquidity & funding

Regulation

A diversified international bank focused on delivering improved and more sustainable returns

Focusing on our areas of competitive advantage, structurally reducing costs, and investing for growth

Strengthened capital position with plan to deliver fully loaded CRD IV CET1 ratio of 10.5% in 2015 and 11.5-12% in end-state

Making good progress in delivering RWA optimisation plans, to offset the impact of new regulation and grow selected businesses

PRA Leverage ratio of 3.1% as at 31 March 2013, in excess of the PRA’s expected leverage ratio of 3%

We will continue to manage the business to deliver strong leverage position, with the aim to maintain a 3.5-4.0% CRD IV fully loaded ratio beyond 2015.

Diversified funding base, combining customer deposits and wholesale funding, in multiple currencies and different maturities

Solid liquidity position, well positioned to meet anticipated future regulatory requirements.

Proactive and practical approach to managing regulatory changes, including structural reform

Established track record of adapting to regulatory change

23 | Fixed Income Investor Presentation—Q1 2014

PERFORMANCE

CAPITAL & LEVERAGE LIQUIDITY & FUNDING ASSET QUALITY CREDIT RATINGS APPEMDIX OVERVIEW

Appendix

24 | Fixed Income Investor Presentation—Q1 2014

PERFORMANCE

CAPITAL & LEVERAGE LIQUIDITY & FUNDING ASSET QUALITY CREDIT RATINGS APPEMDIX OVERVIEW

Broad contribution by diverse businesses

Income Profit Before Tax Three months ended – March (Łm) 2013 2014 2013 2014

UK RBB 1,067 1,145 299 360 Barclaycard 1,153 1,184 363 423 Corporate Banking 772 722 183 260 Africa RBB 668 567 81 101 Europe RBB 176 146 (462) (88) Wealth and Investment Management 469 451 60 51 Investment Bank 3,463 2,490 1,315 668 Head Office and Other Operations (34) (55) (53) (82)

Group1 7,734 6,650 1,786 1,693

1 Adjusted basis, excluding Ł119m own credit gain |

25 | Fixed Income Investor Presentation—Q1 2014

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CAPITAL & LEVERAGE LIQUIDITY & FUNDING ASSET QUALITY CREDIT RATINGS APPEMDIX OVERVIEW

Net interest income—driven by volume growth

Customer assets and liabilities

Łbn

350.0 630

Customer liabilities1,2

310.0

290.0

Customer assets1,2 270.0

250.0

230.0 326 304 210.0

190.0 170.0 150.0

Q1 13

NIM was stable…

bps

200 179

Non-customer margin1,4

17

Customer margin1,4

162

Q1 13

…increasing NII

Łm

Non-customer NII1 2925 2,775

Customer NII 2625 266

Q1 13

1 For RBB businesses, Barclaycard, Corporate Banking and Wealth & IM I

Average customer assets plus liabilities were up 4% YoY, driven

654 655 principally by increases in deposits

Estimated share of UK mortgage stock balances increased

324 330 324 331 to a record 10.0% .

Q4 13 Q1 14

NIM across these businesses was flat YoY at 179bps, with a 174 179 stable contribution from structural hedges

16 17

NIM expressed as a percentage of average customer assets 158 162 increased from 345bps to 361bps.

Q4 13 Q1 14

NII reflects increased customer NII from balance sheet growth

2,864 2,885

Risk appetite maintained at same levels throughout the year.

265 272

2,599 2,613

[Graphic Appears Here]

Q4 13 Q1 14

2 Average balances | 3 Source: Bank of England | 4 Using customer assets and liabilities as the denominator |

26 | Fixed Income Investor Presentation—Q1 2014

PERFORMANCE

CAPITAL & LEVERAGE LIQUIDITY & FUNDING ASSET QUALITY CREDIT RATINGS APPEMDIX OVERVIEW

Net interest margins and volumes

UK Barclay- Corporate Africa Europe Wealth

Total1 RBB card Banking RBB RBB and IM

Three months ended – March 2014

Net interest margin (%) 1.32 8.19 1.24 3.39 0.77 1.06 1.79

Of which customer margin (%) 1.11 8.39 1.12 2.91 0.42 0.99 1.62

Three months ended – December 2013

Net interest margin (%) 1.32 8.07 1.13 3.25 0.77 1.02 1.74

Of which customer margin (%) 1.10 8.17 1.06 2.95 0.42 0.97 1.58

Three months ended – March 2013

Net interest margin (%) 1.28 8.49 1.23 3.03 0.81 1.11 1.79

Of which customer margin (%) 1.03 8.77 1.11 2.85 0.44 0.97 1.62

1 Includes RBB, Barclaycard, Corporate Banking and Wealth and Investment Management |

27 | Fixed Income Investor Presentation—Q1 2014

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CAPITAL & LEVERAGE LIQUIDITY & FUNDING ASSET QUALITY CREDIT RATINGS APPEMDIX OVERVIEW

On track to better 2014 cost guidance of Ł17.5bn

Łbn

Staff costs Operating expenses progress (Łm)

Other opex Q1 2013 Q1 2014 Net CTA

Anticipated savings from operating operating decrease spend to Costs to achieve CTA spend to date expenses¹ expenses¹ YoY date

Savings in relation to the Q1 1,700 FTE reduction

0.5 UK RBB 704 676 28 206 from branch rationalisation will phase in from Q214

c.(13%) Savings related to insourcing of customer services,

0.2 Barclaycard 496 447 49 62 automation, and increased customer digital experience to deliver reductions throughout 2014

1.6

Savings from Exit Quadrant business exits in Corporate 422 379 43 120 Europe and UAE and related 700 FTE reduction to

1.4 deliver saves throughout 2014 and 15

Savings from CTA spend on re-shaping the branch Africa RBB 474 402 72 35 network and supporting digitalisation is expected to deliver benefits throughout 2014

4.8

Savings from the reduction of 1,600 FTEs and 500

4.2 Europe RBB 215 185 30 406 distribution points will continue to phase in during 2014

3.2 Savings related to reducing the global cost to

2.8

Wealth 400 363 37 180 serve in Wealth by de-risking and streamlining processes

Investment Savings related to FO restructure and MD/Director

2,054 1,722 332 411

Bank level restructuring expected from Q214 onwards

Group2 4,782 4,195 587 1,449

Q1 2013 Q1 2014

1 Excluding costs to achieve Transform | 2 Includes Head Office costs of Ł17m and Ł21m in Q113 and Q114, respectively, and Ł29m of CTA spend to date |

28 | Fixed Income Investor Presentation—Q1 2014

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CAPITAL & LEVERAGE LIQUIDITY & FUNDING ASSET QUALITY CREDIT RATINGS APPEMDIX OVERVIEW

Capital Resources1

(m) 31 December 2013 31 March 2014

Shareholders’ equity (excluding non controlling interests) per the balance sheet 55,385 56,393

Less: Other equity instruments (recognised as AT1 capital) (2,063) (2,063) Adjustment to retained earnings for foreseeable dividends (640) (411)

Minority interests (amount allowed in consolidated CET1) 1,238 1,178

Additional value adjustments (2,479) (2,550) Goodwill and intangible assets3 (7,618) (7,692)

Other Deferred tax assets that rely on future profitability excluding temporary differences (1,045) (1,123) regulatory 3 adjustments Fair value reserves related to gains or losses on cash flow hedges (270) (555) and Negative amounts resulting from the calculation of expected loss amounts (2,106) (2,070) deductions 3 600 512 Gains or losses on liabilities at fair value resulting from own credit

Other regulatory adjustments (119) (170) Direct and indirect holdings by an institution of own CET1 instruments (496) (37) Fully loaded Common Equity Tier 1 capital 40,387 41,412 Regulatory adjustments relating to unrealised gains3 (180) (395) PRA Transitional Common Equity Tier 1 capital 40,207 41,017

CRD IV RWAs Ł435.6bn Ł429.4bn

Fully Loaded Common Equity Tier 1 ratio2 9.3% 9.6% PRA Transitional Common Equity Tier 1 ratio2,4 9.2% 9.6%

1 The new capital requirements regulation and capital requirements directive implemented Basel 3 within the EU (collectively known as CRD IV) on 1 January 2014. This makes the PRA transitional capital ratios the legally binding capital metrics for Barclays going forward I 2 Estimated CET1 ratios subject to finalisation of regulation and market conditions | 3 The capital impacts of these items are net of tax | 4 The transitional CET1 ratio according to the FSA October 2012 transitional statement would be 11.7% |

29 | Fixed Income Investor Presentation—Q1 2014

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CAPITAL & LEVERAGE LIQUIDITY & FUNDING ASSET QUALITY CREDIT RATINGS APPEMDIX OVERVIEW

CRD IV RWAs by business

(Łbn) 31 December 2013 31 March 2014

UK RBB 44.1 44.0 Barclaycard 40.5 41.2 Corporate Banking 70.5 67.9 Africa RBB 22.8 21.9 Europe RBB 16.2 15.8 Wealth and Investment Management 17.3 17.2 Investment Bank 221.6 218.9 Head Office and Other Operations 2.5 2.5

Group 435.6 429.4

30 | Fixed Income Investor Presentation—Q1 2014

PERFORMANCE

CAPITAL & LEVERAGE LIQUIDITY & FUNDING ASSET QUALITY CREDIT RATINGS APPEMDIX OVERVIEW

Estimated CRD IV Capital and RWAs – notes

Estimated Capital Ratios are based on/subject to the following:

CRD IV as implemented by the Prudential Regulation Authority

The new Capital Requirements Regulation and amended Capital Requirements Directive have implemented Basel 3 within the EU (collectively known as CRD IV) with effect from 1 January 2014. This makes the PRA transitional capital ratios the legally binding capital metrics for Barclays going forward. However, rules and guidance are still subject to change as certain aspects of CRD IV are dependent on final technical standards and clarifications to be issued by the EBA and adopted by the European Commission and the PRA. All capital, RWA and leverage calculations reflect Barclays’ interpretation of the current rules.

Capital Resources

The PRA has announced the acceleration of transitional provisions relating to CET1 deductions and filters so the fully loaded requirements are applicable from 1 January 2014, with the exception of unrealised gains on available for sale debt and equity

Following the issuance of the EBA’s final draft technical standard, a deduction has been recognised for foreseeable dividends. As at March 2014, this represents an accrual based on a 40% payout ratio applied to adjusted profits, and the coupons on other equity accounted instruments

Grandfathering limits on capital instruments, previously qualifying as Tier 1 and Tier 2, are unchanged under the PRA transitional rules

The Prudential Valuation Adjustment (PVA) is shown as fully deducted from CET1 upon adoption of CRD IV. PVA is subject to a technical standard being drafted by the EBA and the impact is currently based on methodology agreed with the PRA. The PVA deduction as at 31 March 2014 was Ł2.550bn

As a result of the application of the EBA’s final draft technical standard, PRA guidance and management actions taken during 2013, net long non- significant holdings in financial entities amount to Ł3.4bn and are below the 10% CET1 threshold that would require a capital deduction

31 | Fixed Income Investor Presentation—Q1 2014

PERFORMANCE

CAPITAL & LEVERAGE LIQUIDITY & FUNDING ASSET QUALITY CREDIT RATINGS APPEMDIX OVERVIEW

Estimated CRD IV Capital and RWAs – notes

Estimated Capital Ratios are based on/subject to the following:

RWAs

The PRA has confirmed Barclays model approvals under CRD IV, with certain provisions reflecting relevant changes to the rules and guidance; the impact of which has been reflected in our CRD IV disclosures where applicable. Barclays’ models are subject to continuous monitoring, update and regulatory review, which may result in future changes to CRD IV capital requirements

It is assumed that corporates, pension funds and sovereigns that meet the eligibility conditions are exempt from CVA volatility charges

Under CRD IV rules, all Central Clearing Counterparties (CCPs) are deemed to be ‘Qualifying’ on a transitional basis. The final determination of Qualifying status will be made by the European Securities and Markets Authority (ESMA)

RWAs include 1250% risk weighting of securitisation positions that were previously deducted from Core Tier 1 and Tier 2 capital. The RWA increases are reflected in Credit Risk, Counterparty Credit Risk and Market Risk

Securitisation RWAs include the impact of CRD IV on applying either standardised or advanced methods for securitisation exposures dependent on the character of the underlying assets.

32 | Fixed Income Investor Presentation—Q1 2014

PERFORMANCE

CAPITAL & LEVERAGE LIQUIDITY & FUNDING ASSET QUALITY CREDIT RATINGS APPEMDIX OVERVIEW

Estimated leverage exposure

(Łbn) 31 December 2013 31 March 2014

IFRS derivative financial instruments 355 333

Additional netting adjustments for derivatives(285)(264)

Potential Future Exposures on derivatives 256 213

Total Derivatives 326 282

Reverse repurchase agreements and other similar secured lending 187 187

Remove: IFRS reverse repurchase agreements and other similar secured lending(187)(187)

Add: Leverage exposure measures for SFTs 92 72

Total Securities Financing Transactions 92 72

Loans and advances and other assets 804 842

Undrawn commitments 179 176

Regulatory deductions and other adjustments(22)(30)

Total other assets and adjustments 961 988

CRD IV leverage exposure 1,379 1,342

PRA adjustment to CRD IV leverage exposure(14)(16)

PRA adjusted leverage exposure 1,3651 1,326

Tier 1 capital 42.7 43.7

PRA deductions to CET1 capital(2.2)(2.2)

PRA adjusted Tier 1 Capital 40.5 41.5

Fully loaded CRD IV leverage ratio 3.1% 3.3%

PRA leverage ratio 3.0% 3.1%

1 Dec-13 has been restated to include the impact of IAS 32 |

33 | Fixed Income Investor Presentation—Q1 2014

PERFORMANCE

CAPITAL & LEVERAGE LIQUIDITY & FUNDING ASSET QUALITY CREDIT RATINGS APPEMDIX OVERVIEW

Estimated leverage exposure measure adjustments—notes

In calculating the CRD IV leverage ratio the IFRS balance sheet is taken as a starting point and the following key adjustments to total assets have been applied:

Derivatives netting adjustment: regulatory netting applied across asset and liability mark-to-market derivative positions pursuant to legally enforceable bilateral netting agreements and meeting the requirements of CRD IV

Potential Future Exposure (PFE) on derivatives: regulatory add on for potential future credit exposures, calculated in accordance with the CRD IV mark- to-market method by assigning standardised percentages to the notional values on derivative contracts

Securities Financing Transactions (SFTs) adjustments: under CRD IV, the IFRS measure of SFTs is replaced with the Financial Collateral Comprehensive Method (FCCM) measure, calculated as an add on equal to exposure less collateral, taking into account master netting agreements and adjusting for volatility haircuts

Undrawn Commitments: regulatory add-ons relating to off balance sheet undrawn commitments are based on a standardised credit conversion factor of 10% for unconditionally cancellable commitments and 100% for all other commitments. The rules specify relief to be applied to trade finance related undrawn commitments which are deemed to be medium/low risk (20%) and medium risk (50%)

Regulatory deductions: items (comprising goodwill and intangibles, deferred tax asset permanent losses, own paper, cash flow hedge reserve, expected loss in excess of individual impairment on IRB portfolios and PVA) that are deducted from the capital measure are also deducted from total leverage exposure to ensure consistency between the numerator and denominator

Other adjustments: includes adjustments required to change from an IFRS scope of consolidation to a regulatory scope of consolidation, adjustments for significant investments in financial sector entities that are consolidated for accounting purposes but not for regulatory purposes, and the removal of IFRS reduction in assets for the recognition of Credit Risk Mitigation and the netting of loans with deposits

In addition, in accordance with SS3/131 the estimated PRA adjusted leverage exposure allows for further adjustments that reduce the CRD IV leverage exposure. These adjustments:

Exclude potential future exposure on the qualifying central clearing counterparties (QCCPs) legs of client clearing transactions where Barclays does not guarantee the performance of the QCCP to the client

Allow for the netting of assets with cash collateral received for variation margin in relation to derivatives trades to facilitate customer central clearing as well as cash collateral received and posted on Barclays own derivative transactions with QCCPs

1 PRA Supervisory Statement SS3/13 on Capital and leverage ratios for major UK banks and building societies published in November 2013

34 | Fixed Income Investor Presentation—Q1 2014

PERFORMANCE

CAPITAL & LEVERAGE LIQUIDITY & FUNDING ASSET QUALITY CREDIT RATINGS APPEMDIX OVERVIEW

Wholesale funding composition1 (as at 31 December 2013)

>3 >6

>1 month >9 months >1 year >2 years

months months Total

As at 31 December 2013 (Łbn) ?1 month but ?3 but ?12 but ?2 but ?5 >5 years Total

but ?6 but ?12 ?1 year

months months years years

months months

Deposits from banks 9.4 5.7 0.7 1.0 0.3 17.1 4.4 0.2—21.7

Certificates of deposit and

2.1 10.8 6.8 5.4 2.6 27.7 0.6 0.6 0.4 29.3

commercial paper

Asset backed commercial paper 2.7 2.1 ——4.8 ——4.8

Senior unsecured MTNs

2.5 0.8 2.6 1.6 0.1 7.6 3.9 6.0 3.9 21.4

(public benchmark)

Senior unsecured MTNs

1.0 2.6 3.5 4.2 2.4 13.7 9.4 15.6 11.5 50.2

(private placement)

Covered bonds / ABS 0.3 0.4 0.4 3.3 0.6 5.0 6.9 6.0 7.1 25.0

Subordinated liabilities—0.2 ——0.2 0.1 2.9 17.6 20.8

Other2 2.3 1.4 1.5 0.4 0.3 5.9 1.8 2.5 2.1 12.3

Total 20.3 24.0 15.5 23.5 6.3 82.0 27.1 33.8 42.6 185.5

Of which secured 4.6 3.7 1.4 3.5 0.7 13.9 7.3 6.5 7.2 34.9

Of which unsecured 15.7 20.3 14.1 12.4 5.6 68.1 19.8 27.3 35.4 150.6

Total as at 31 December 2012 29.4 39.4 17.5 8.2 7.2 101.7 28.3 56.2 53.5 239.7

Of which secured 5.9 4.0 2.4 0.8 0.5 13.6 5.2 13.8 7.8 40.4

Of which unsecured 23.5 35.4 15.1 7.4 6.7 88.1 23.1 42.4 45.7 199.3

1 The composition of wholesale funds comprises the balance sheet reported deposits from banks, financial liabilities at fair value, debt securities in issue and subordinated liabilities, excluding cash collateral and settlement balances. It does not include collateral swaps, including participation in the Bank of England’s Funding for Lending Scheme. Included within deposits from banks are Ł4.1bn of liabilities drawn in the European Central Bank’s 3 year LTRO. | 2 Primarily comprised of fair value deposits Ł4.6bn and secured financing of physical gold Ł5.0bn. |

35 | Fixed Income Investor Presentation—Q1 2014

PERFORMANCE

CAPITAL & LEVERAGE LIQUIDITY & FUNDING ASSET QUALITY CREDIT RATINGS APPEMDIX OVERVIEW

Additional Tier 1 capital issuance

Barclays PLC $2bn Perp-NC5 Additional Tier 1

Geography – Allocations

Asia 6% Europe 42% US 52%

Investor Type – Allocations

Private Banking, 7%% Insurance, 7% Hedge fund, 17% Bank, 3% Other, 1% Fund Manager, 65%

Geography – Order book

Asia 13% US 35% Europe 52%

Investor Type – Order book

Insurance 4% Banks 11% Private Banking 21% Hedge Funds 22% Other 2% Fund Managers 40%

Geography – Allocations

Southern Europe 6% Nordics 5% Germany / Austria 2% Switzerland 6% France / Benelux 8% Asia 11% US 13% UK/Ireland 49%

Investor Type — Allocations

Bank 2% Insurance 5% other 2% Private Banking 9% Hedge Funds 21% Fund Manangers 61%

Geography – Order book

Nordics 3% Other 1% Germany/Austria 5% Southern Europe 6% Us 11% Switzerland 17% UK/Ireland 31% France/Benelux 7% Asia 19%

Investor Type – Order book

Other, 4% Insurance, 3% Banks, 7% Fund Managers 32% Private Banking, 35% Hedge Funds, 19%

The transaction was issued on 13 November 2013, allowing Barclays to issue $2bn at a yield of 8.25%, in line with guidance.

Transaction benefits:

CRD-IV compliant AT1 capital under the CRR

Recognition for purposes of the PRA leverage ratio

Represented the first step ($2bn=Ł1.25) towards stated objective of issuing up to Ł2bn of AT1 by June 2014

Barclays PLC €1bn Perp-NC7 Additional Tier 1

The transaction was issued on 2 December 2013, allowing Barclays to issue €1bn at a yield of 8%, in line with guidance.

Transaction benefits:

CRD-IV compliant AT1 capital under the CRR

Eligible for the PRA leverage ratio calculation

Final step (€1bn = c.Ł0.75bn) towards stated objective of issuing up to Ł2bn of AT1 by June 2014

36 | Fixed Income Investor Presentation—Q1 2014

PERFORMANCE

CAPITAL & LEVERAGE LIQUIDITY & FUNDING ASSET QUALITY CREDIT RATINGS APPEMDIX OVERVIEW

Reduced exposure to the Eurozone (as at 31 December 2013)

As at 31 December 2013 (Łm) Spain Italy Portugal Ireland Total

Sovereign 184 1,556 372 67 2,179

Financial institutions 1,029 417 38 5,030 6,514

Corporate 3,203 1,479 891 1,356 6,929

Residential mortgages 12,537 15,295 3,413 103 31,348

Other retail lending 2,292 1,881 1,548 100 5,821

Total1 19,245 20,628 6,262 6,656 52,791

Total as at 31 December 2012 23,463 22,725 7,900 4,928 59,016

1 Total net on-balance sheet exposure as at 31 Dec 2013 for Cyprus and Greece was Ł175m and Ł82m respectively |

37 | Fixed Income Investor Presentation—Q1 2014

PERFORMANCE

CAPITAL & LEVERAGE LIQUIDITY & FUNDING ASSET QUALITY CREDIT RATINGS APPEMDIX OVERVIEW

Positioning Barclays for structural reform although rules are still to be finalised

Regulatory timeline

Sept 2011: Jun 2012: Oct 2012: Dec 2012: Jun 2013: Jan 2013 – May 2015: Jan 2019:

Publication of ICB Publication of HM Publication of the FSA Publication of PCBS2 Publication of PCBS2 Expected enactment of Implementation of

Recommendations Treasury White Paper Banking Reform Bill first report final report Banking Reform Bill banking reforms

Retail ring-fence

Objective: “isolate banking activities where continuous provision of service is vital to the economy and to a bank’s customers” (ICB Report 12 September 2011)

Ring-fenced entity would essentially take deposits from and provide payment services to individuals and SMEs, and would not be permitted to provide certain services such as complex derivatives

Ring-fenced bank would be subject to capital and liquidity requirements on a standalone basis

Barclays backs initiatives to improve the stability of the UK banking system and support a sustainable economy, however, requires alignment with international regulation and careful consideration of implementation costs

Transitioning to an ICB compliant capital structure

ICB recommends large UK banks hold Primary Loss-Absorbing Capacity (PLAC) of at least 17%, consisting of capital and long-term bail-in-able senior unsecured debt, however final rules remain unclear

Barclays’ end-state capital structure embraces ICB proposals and CRD IV, with at least a 17% total capital ratio and a minimum CET1 ratio of at least 11.5-12.0% in end-state

Strengthening our processes to maximise business continuity in a resolution scenario

Barclays continues to work with the authorities to help them achieve their goals in a way that minimises impacts for all our stakeholders.

1 Independent Commission of Banking, established in June 2010 to consider reforms to the UK banking sector | 2 Parliamentary Commission on Banking Standards, appointed to conduct pre-legislative scrutiny of the FSA Banking Reform Bill before going through Parliament. On 19 June 2013, the PCBS published its final report on the UK Banking sector. Recommendations include: (i) a new senior persons regime to ensure full accountability for decisions made; (ii) reforms to the remuneration of senior management and other influential bank staff to better align risk and reward; and (iii) sanctions and enforcement, including a new criminal offence of reckless misconduct. The UK Government published its response to the PCBS’s report on 8 July 2013, in which it endorses the report’s principal findings and commits to implementing a number of its recommendations. |

38 | Fixed Income Investor Presentation—Q1 2014

PERFORMANCE

CAPITAL & LEVERAGE LIQUIDITY & FUNDING ASSET QUALITY CREDIT RATINGS APPEMDIX OVERVIEW

In line with the European Bank Recovery & Resolution Directive the UK Banking Act now includes a statutory bail-in power

Overview

Statutory bail-in of debt is a key part of the regulatory response to the financial crisis aimed at avoiding the bail-out of failing financial institutions with tax payer funds

European Bank Recovery and Resolution Directive (“BRRD”): a European-wide framework for the recovery and resolution of credit institutions and investment firms:

statutory “bail-in” power in respect of eligible liabilities, to be implemented in home state legislation by no later than 1 January 2016 (Article 130)

requirement for eligible liabilities governed by non-EEA laws to include a contractual recognition by creditors that they are bound by any exercise of the statutory bail-in power (Article 55)

UK Banking Act: in anticipation of the BRRD, the UK Banking Act was amended in 2013 to introduce a “bail-in option” available to the UK resolution authority, enabling it recapitalise a failed institution by allocating losses to its shareholders and unsecured creditors by writing down and/or converting their claims to equity:

certain liabilities excluded from scope, such as insured deposits, secured liabilities (Section 48B(8))

powers to be exercised broadly in a manner that respects the hierarchy of claims in liquidation

principle that creditors should not receive less favourable treatment than they would have received in an insolvency

UK bail-in powers are currently the subject of consultation, however they are expected to be implemented at least by 1 Jan 2015, ahead of BRRD timeline

39 | Fixed Income Investor Presentation—Q1 2014

Considerations for Bondholders

The BRRD introduces seniority of deposits from natural persons and SMEs over wholesale liabilities

The scope of UK bail-in power extends to include all outstanding wholesale liabilities of tenor greater than 7 days

Liabilities issued prior to the introduction of the statutory bail-in power, including those issued under non-EEA governing laws, are not ‘excluded liabilities’ (i.e. all outstanding instruments with a tenor greater than 7 days may be subject to bail-in upon its introduction irrespective of issuance date)

Guiding principle is that the ordinary creditor hierarchy should be respected and that creditors holding eligible liabilities of equal rank should be treated equally

In light of Article 55 of the BRRD, and as requested by the PRA, Barclays has begun the process of including in the terms of its wholesale term debt securities, governed by non-EEA law, a provision acknowledging the scope of the UK bail-in power

Note, the inclusion of such an acknowledgement does not change the ranking or treatment of such non-EEA law governed instrument relative to EEA law governed instrument in respect of a UK bail-in, rather it clarifies that all such instruments should be treated equally in the event of a UK bail-in.

PERFORMANCE

CAPITAL & LEVERAGE LIQUIDITY & FUNDING ASSET QUALITY CREDIT RATINGS APPEMDIX OVERVIEW

CRD IV—Regulatory timeline

Timeframe based on Capital Requirements Regulation (CRR) and Capital Requirements Directive (CRD) published in June 2013

H1 2010 1 Jan 2011 1 Jan 2012 1 Jan 2013 1 Jan 2014 1 Jan 2015 1 Jan 2016 1 Jan 2017 1 Jan 2018 1 Jan 2019

Capital requirements Phased-in capital requirements

CRD IV leverage Supervisory Parallel run (Jan 2014 – Jan 2017) Binding

ratio1 monitoring Public disclosures starts in Jan 2015 requirement

Net Stable Funding Introduction

Observation period of minimum

Ratio (NSFR) requirement

60% Full

Liquidity Coverage compliance Phase in to full compliance2 compliance

Ratio (LCR)2 required required

Intraday liquidity Introduction

monitoring tools3 of monthly

reporting

FSA/PRA’s Individual

Liquidity Guidance Introduction

of ILG

(ILG)4

Fully phased-in main requirements

Capital: minimum of 4.5% CET1 + 1.5% AT1 + 2% T2 (Art. 92 of CRR). Banks are also subject to capital buffers, including a capital conservation buffer of 2.5%, a countercyclical buffer of 0-2.5% (outside periods of stress) and a G-SII buffer of up to 2.5% (2% for Barclays) to be satisfied with CET1

CRD IV Leverage: minimum requirement still to be determined, but currently expected to be at 3%

NSFR: available amount of stable funding to exceed required amount of stable funding, over a stress 1-year period (NSFR > 100%)

LCR: stock of unencumbered high quality liquid assets to exceed net stressed cash outflow over 30 days (LCR > 100%).

1 Basel Committee is currently consulting on revisions to the leverage ratio framework including disclosure; please note that large UK banks are requested to publicly disclose the ratio since 1 Jan 2013 (as per FPC/PRA) | 2 Estimated LCR on a CRDIV basis as implemented by the EBA. Note that CRDIV requires full compliance by 1 Jan 2018 with a phased implementation in the preceding years. LCR compliance of 60% in 2015 increases by 10% in 2016 & 2017 with a further 20% increase in 2018 | 3 As per “Monitoring tools for intraday liquidity management”, April 2013 | 4 Short-term liquidity stress test, broadly comparable to the LCR under Basel III ; as per its August 2013 announcement, the PRA has relaxed the ILG requirements for major UK banks to approximate 80% LCR |

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Debt investor relations contact information

Richard Caven Sofia Lonnqvist Julie Stanzl

+44 (0)20 7116 2809 +44 (0)20 7116 5716 +44 (0)20 7116 7748

richard.caven@barclays.com sofia.lonnqvist@barclays.com julie.stanzl@barclays.com

Website: group.barclays.com/about-barclays/investor-relations#debt-investors

41 | Fixed Income Investor Presentation—Q1 2014

Disclaimer

Important Notice

The information, statements and opinions contained in this document do not constitute a public offer under any applicable legislation or an offer to sell or solicitation of any offer to buy any securities or financial instruments or any advice or recommendation with respect to such securities or other financial instruments.

Forward-looking Statements

This document contains certain forward-looking statements within the meaning of Section 21E of the US Securities Exchange Act of 1934, as amended, and Section 27A of the US Securities Act of 1933, as amended, with respect to certain of Barclays PLC and its subsidiaries (Group) plans and its current goals and expectations relating to its future financial condition and performance. Barclays cautions readers that no forward-looking statement is a guarantee of future performance and that actual results could differ materially from those contained in the forward-looking statements. These forward-looking statements can be identified by the fact that they do not relate only to historical or current facts. Forward-looking statements sometimes use words such as “may”, “will”, “seek”, “continue”, “aim”, “anticipate”, “target”, “projected”, “expect”, “estimate”, “intend”, “plan”, “goal”, “believe”, “achieve” or other words of similar meaning. Examples of forward-looking statements include, among others, statements regarding the Group’s future financial position, income growth, assets, impairment charges and provisions, business strategy, capital, leverage and other regulatory ratios, payment of dividends (including dividend pay-out ratios), projected levels of growth in the banking and financial markets, projected costs, original and revised commitments and targets in connection with the Transform Programme, deleveraging actions, estimates of capital expenditures and plans and objectives for future operations and other statements that are not historical fact. By their nature, forward-looking statements involve risk and uncertainty because they relate to future events and circumstances. These may be affected by changes in legislation, the development of standards and interpretations under International Financial Reporting Standards (IFRS), evolving practices with regard to the interpretation and application of accounting and regulatory standards, the outcome of current and future legal proceedings and regulatory investigations, future levels of conduct provisions, the policies and actions of governmental and regulatory authorities, geopolitical risks and the impact of competition. In addition, factors including (but not limited to) the following may have an effect: capital, leverage and other regulatory rules (including with regard to the future structure of the Group) applicable to past, current and future periods; UK, United States, Africa, Eurozone and global macroeconomic and business conditions; the effects of continued volatility in credit markets; market related risks such as changes in interest rates and foreign exchange rates; effects of changes in valuation of credit market exposures; changes in valuation of issued securities; volatility in capital markets; changes in credit ratings of the Group; the potential for one or more countries exiting the Eurozone; implementation of the Transform Programme; and the success of future acquisitions, disposals and other strategic transactions. A number of these influences and factors are beyond the Group’s control. As a result, the Group’s actual future results, dividend payments, and capital and leverage ratios may differ materially from the plans, goals, and expectations set forth in the Group’s forward-looking statements. Additional risks and factors are identified in our filings with the US Securities and Exchange Commission (SEC) including our Annual Report on Form 20-F for the fiscal year ended 31 December 2013 which is available on the SEC’s website at http://www.sec.gov.

Any forward-looking statements made herein speak only as of the date they are made and it should not be assumed that they have been revised or updated in the light of new information or future events. Except as required by the Prudential Regulation Authority, the Financial Conduct Authority, the London Stock Exchange plc (the LSE) or applicable law, Barclays expressly disclaims any obligation or undertaking to release publicly any updates or revisions to any forward-looking statements contained herein to reflect any change in Barclays’ expectations with regard thereto or any change in events, conditions or circumstances on which any such statement is based. The reader should, however, consult any additional disclosures that Barclays has made or may make in documents it has published or may publish via the Regulatory News Service of the LSE and/or has filed or may file with the SEC.

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Disclaimer (continued)

Barclays has filed a registration statement (including a prospectus) and has filed, or will file, a prospectus supplement with the U.S. Securities and Exchange Commission (“SEC”) for the offering of securities to which this document relates. Before you invest, you should read the prospectus in that registration statement, the prospectus supplement relating to the offering of the Securities (when filed) and other documents that Barclays will file with the SEC. You may get these documents for free by searching the SEC online database (EDGAR®) at www.sec.gov. Alternatively, you may obtain a copy of the prospectus from Barclays Capital Inc. by calling 1-888-603-5847.

Certain non-IFRS Measures

Barclays management believes that the non-International Financial Reporting Standards (IFRS) measures included in this document provide valuable information to readers of its financial statements because they enable the reader to identify a more consistent basis for comparing the business’ performance between financial periods, and provide more detail concerning the elements of performance which the managers of these businesses are most directly able to influence or are relevant for an assessment of the Group. They also reflect an important aspect of the way in which operating targets are defined and performance is monitored by Barclays management. However, any non-IFRS measures in this document are not a substitute for IFRS measures and readers should consider the IFRS measures as well. Key non-IFRS measures included in this document and the most directly comparable IFRS measures are described below. Quantitative reconciliations of these measures to the relevant IFRS measures are included in Exhibit 99.1 of the Barclays Form 6-K filed with the SEC on May 6, 2014 (Film No. 14816124) (the “May 6 6-K”) (http://www.sec.gov/Archives/edgar/data/312069/000119312514184223/d719932dex991.htm), and such quantitative reconciliations are incorporated by reference into this document.

Adjusted profit/(loss) before tax is the non-IFRS equivalent of profit/(loss) before tax as it excludes the impact of own credit; disposal of the investment in BlackRock, Inc.; the provision for Payment Protection Insurance redress payments and claims management costs (PPI redress); the provision for interest rate hedging products redress and claims management costs (interest rate hedging products redress); and goodwill impairment. A reconciliation of IFRS and adjusted profit/(loss) before tax is presented on page 6 of the May 6 6-K;

Adjusted profit/(loss) after tax represents profit/loss after tax excluding the post-tax impact of own credit, disposal of the investment in BlackRock, Inc.; the provision for PPI redress; the provision for interest rate hedging products redress; and goodwill impairment. A reconciliation is provided on page 28 of the May 6 6-K;

Adjusted attributable profit represents adjusted profit/(loss) after tax less profit attributable to non-controlling interests. The comparable IFRS measure is Attributable profit. A reconciliation is provided on page 6 of the May 6 6-K;

Adjusted income represents total income excluding the impact of own credit. A reconciliation is provided on page 6 of the May 6 6-K;

Adjusted operating expenses represents operating expenses excluding the provision for PPI redress, provision for interest rate hedging product redress and goodwill impairment. A reconciliation is provided on page 28 of the May 6 6-K;

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Disclaimer (continued)

Adjusted return on average shareholders’ equity represents adjusted attributable profit (see page 6 of the May 6 6-K) divided by adjusted average equity, excluding non-controlling interests (see page 34 of the May 6 6-K). The comparable IFRS measure is return on average shareholder’s equity, which represents profit attributable to equity holders of the parent divided by average equity, excluding non-controlling interests;

Adjusted return on average tangible shareholders’ equity represents adjusted attributable profit (see page 6 of the May 6 6-K) divided by average adjusted tangible equity, excluding non-controlling interests (see page 34 of the May 6 6-K). The comparable IFRS measure is return on average tangible shareholders’ equity, which represents profit after tax and non-controlling interests, divided by average tangible equity (see page 34 of the May 6 6-K);

Adjusted performance measures excluding CTA represent the relevant adjusted metrics previously defined excluding Costs to Achieve Transform, which are costs incurred in connection with implementing the Transform initiative. A reconciliation is provided on page 35 of the May 6 6-K;

‘Constant Currency Basis’ the impact of foreign currency conversion to GBP when comparing financial results in two different financial periods. Material local currency balances have been translated into GBP at prior-year average exchange rates to remove the effect of exchange rate movement between the comparable periods;

Liquidity Coverage Ratio (LCR) is calculated according to both the standard provided by the Basel Committee on Banking Supervision in January 2013 (‘Basel III: The Liquidity Coverage Ratio and liquidity risk monitoring tools’, January 2013) and the Regulation published by the European Union in June 2013, (EU) No 575/2013 (CRR) and Directive 2013/36/EU (CRD IV). The metric is a ratio that is not yet fully implemented in local regulations and, as such, represents a non-IFRS measure;

Transitional CET1 ratio according to FSA October 2012. This measure is calculated by taking into account the statement of the Financial Services Authority, the predecessor of the Prudential Regulation Authority, on CRD IV transitional provisions in October 2012, assuming such provisions were applied as at 1 January 2014. This ratio is used as the relevant measure starting 1 January 2014 for purposes of determining whether the automatic write-down trigger (specified as a Transitional CET1 ratio according to FSA October 2012 of less than 7.00%) has occurred under the terms of the Contingent Capital Notes issued by Barclays Bank PLC on November 21, 2012 (CUSIP: 06740L8C2) and April 10, 2013 (CUSIP: 06739FHK0). Please refer to page 41 of the May 6 6-K for a reconciliation of this measure to transitional CRD IV CET1 ratio;

CRD IV leverage exposure makes certain adjustments to Total assets under IFRS in accordance with Barclay’s interpretation of CRD IV requirements. The “Estimated CRD IV Leverage” table on page 45 of the May 6 6-K shows a reconciliation of CRD IV leverage exposure to total assets under IFRS;

CRD IV leverage ratio represents CRD IV Tier 1 capital divided by CRD IV leverage exposure. See the “CRD IV Capital” table on page 42 of the May 6 6-K for a reconciliation of CRD IV CET1 capital to shareholders’ equity per the balance sheet, and see the “Estimated CRD IV Leverage” table on page 45 of the May 6 6-K for a reconciliation of CRD IV leverage exposure to Total assets under IFRS;

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Disclaimer (continued)

PRA leverage exposure makes certain adjustments to CRDIV leverage exposure as shown in the “Estimated CRD IV Leverage” table on page 45, which also includes a reconciliation to Total assets under IFRS;

PRA leverage ratio represents PRA adjusted Tier 1 capital divided by PRA leverage exposure. The “Estimated CRD IV Leverage” table on page 45 of the May 6 6-K shows the PRA leverage ratio components, including a reconciliation between CET1 capital and PRA adjusted Tier 1 capital, as well as a reconciliation between PRA leverage exposure and Total assets under IFRS.

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