Strategic Shareholder Climate and Risk Financial Financial Barclays PLC 351 report information sustainability report Governance review review statements Annual Report 2022 Risk performance - Treasury and Capital risk (continued) Contractual maturity of financial assets and liabilities The table below provides detail on the contractual maturity of all financial instruments and other assets and liabilities. Derivatives (other than those designated in a hedging relationship) and trading portfolio assets and liabilities are included in the ‘on demand’ column at their fair value. Liquidity risk on these items is not managed on the basis of contractual maturity since they are not held for settlement according to such maturity and will frequently be settled before contractual maturity at fair value. Derivatives designated in a hedging relationship are included according to their contractual maturity. Contractual maturity of financial assets and liabilities (audited) Over three Over six Over nine Over one Over two Over three Over five months but months but months but year years but years but years but Not more not more not more not more but not not more not more not more On than three than six than nine than one more than than three than five than ten Over ten demand months months months year two years years years years years Total As at 31 December 2022 £m £m £m £m £m £m £m £m £m £m £m Assets Cash and balances at central banks 256,097 254 — — — — — — — — 256,351 Cash collateral and settlement balances 2,977 109,620 — — — — — — — — 112,597 Loans and advances at amortised cost 17,764 12,719 9,716 8,275 11,942 34,790 29,325 56,519 40,539 177,190 398,779 Reverse repurchase agreements and other similar secured lending 127 648 — — — — — — — 1 776 Trading portfolio assets 133,813 — — — — — — — — — 133,813 Financial assets at fair value through the income statement 32,071 147,644 6,771 4,718 2,047 6,491 4,922 3,292 2,292 3,320 213,568 Derivative financial instruments 301,647 54 66 70 — 110 352 44 21 16 302,380 Financial assets at fair value through other comprehensive income 8 6,433 4,535 1,687 1,395 9,206 7,560 16,418 10,385 7,435 65,062 Other financial assets 433 1,177 — — 43 — — 1 — 2 1,656 Total financial assets 744,937 278,549 21,088 14,750 15,427 50,597 42,159 76,274 53,237 187,964 1,484,982 Other assets 28,717 Total assets 1,513,699 Liabilities Deposits at amortised cost 443,736 63,076 19,388 5,090 8,575 4,263 327 499 589 239 545,782 Cash collateral and settlement balances 2,932 93,995 — — — — — — — — 96,927 Repurchase agreements and other similar secured borrowing 256 9,562 — — 943 1,105 5,034 10,069 — 83 27,052 Debt securities in issue — 33,109 13,259 5,582 6,294 9,435 6,817 14,808 15,526 8,051 112,881 Subordinated liabilities — 17 — 83 179 1,181 — 1,987 6,493 1,483 11,423 Trading portfolio liabilities 72,924 — — — — — — — — — 72,924 Financial liabilities designated at fair value 10,844 186,733 14,352 5,292 3,812 14,000 10,548 8,528 6,708 10,820 271,637 Derivative financial instruments 288,573 45 63 5 2 157 105 273 56 341 289,620 Other financial liabilities 86 7,803 43 43 41 261 148 247 391 93 9,156 Total financial liabilities 819,351 394,340 47,105 16,095 19,846 30,402 22,979 36,411 29,763 21,110 1,437,402 Other liabilities 7,037 Total liabilities 1,444,439 Cumulative liquidity gap (74,414) (190,205) (216,222) (217,567) (221,986) (201,791) (182,611) (142,748) (119,274) 47,580 69,260