Strategic Shareholder Climate and Risk Financial Financial Barclays PLC 352 report information sustainability report Governance review review statements Annual Report 2022 Risk performance - Treasury and Capital risk (continued) a 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 2021 £m £m £m £m £m £m £m £m £m £m £m Assets Cash and balances at central banks 238,369 205 — — — — — — — — 238,574 Cash collateral and settlement balances 2,807 89,735 — — — — — — — — 92,542 Loans and advances at amortised cost 19,749 8,670 8,879 5,291 10,192 23,716 26,037 47,614 39,822 171,481 361,451 Reverse repurchase agreements and other similar secured lending 58 2,984 — — — 184 — — — 1 3,227 Trading portfolio assets 147,035 — — — — — — — — — 147,035 Financial assets at fair value through the income statement 24,257 127,085 9,281 7,042 3,451 5,889 5,394 2,590 2,564 4,419 191,972 Derivative financial instruments 261,678 58 48 — — 82 145 537 15 9 262,572 Financial assets at fair value through other comprehensive income — 4,280 1,488 1,245 1,419 3,834 8,205 13,188 18,226 9,868 61,753 Other financial assets 707 474 26 2 — 1 — — 1 2 1,213 Total financial assets 694,660 233,491 19,722 13,580 15,062 33,706 39,781 63,929 60,628 185,780 1,360,339 Other assets 23,946 Total assets 1,384,285 Liabilities Deposits at amortised cost 454,961 40,755 13,524 2,994 3,724 2,025 433 241 545 231 519,433 Cash collateral and settlement balances 2,983 76,388 — — — — — — — — 79,371 Repurchase agreements and other similar secured borrowing 20 6,621 — — — 2,195 8,925 10,504 — 87 28,352 Debt securities in issue — 24,399 12,606 5,845 3,254 9,792 8,957 12,948 12,218 8,848 98,867 Subordinated liabilities — 1,007 — 74 1,218 27 1,063 1,885 5,603 1,882 12,759 Trading portfolio liabilities 54,169 — — — — — — — — — 54,169 Financial liabilities designated at fair value 21,339 157,900 16,857 10,268 3,588 6,540 6,114 7,734 7,366 13,254 250,960 Derivative financial instruments 255,747 4 22 18 5 124 177 302 122 362 256,883 Other financial liabilities 184 4,331 43 42 40 691 145 266 420 139 6,301 Total financial liabilities 789,403 311,405 43,052 19,241 11,829 21,394 25,814 33,880 26,274 24,803 1,307,095 Other liabilities 7,149 Total liabilities 1,314,244 Cumulative liquidity gap (94,743) (172,657) (195,987) (201,648) (198,415) (186,103) (172,136) (142,087) (107,733) 53,244 70,041 Note a 2021 financial and capital metrics have been restated to reflect the impact of the Over-issuance of Securities. See Impact of the Over-issuance of Securities on page 356 and Restatement of financial statements (Note 1a) on page 428 for further details. Expected maturity date may differ from the contractual dates, to account for: • trading portfolio assets and liabilities and derivative financial instruments, which may not be held to maturity as part of the Group’s trading strategies • corporate and retail deposits, reported under deposits at amortised cost, are repayable on demand or at short notice on a contractual basis. In practice, their behavioural maturity is typically longer than their contractual maturity, and therefore these deposits provide stable funding for the Group’s operations and liquidity needs because of the broad base of customers, both numerically and by depositor type • loans to corporate and retail customers, which are included within loans and advances at amortised cost and financial assets at fair value, may be repaid earlier in line with terms and conditions of the contract • debt securities in issue, subordinated liabilities, and financial liabilities designated at fair value, may include early redemption features.