Strategic Shareholder Climate and Risk Financial Financial Barclays PLC 461 report information sustainability report Governance review review statements Annual Report 2022 Notes to the financial statements (continued) Assets and liabilities held at fair value Analysis of movements in Level 3 assets and liabilities Total gains and (losses) in the period recognised in the Total gains income statement Transfers As at 1 or (losses) As at 31 January Trading Other recognised December b 2021 Purchases Sales Issues Settlements income income in OCI In Out 2021 £m £m £m £m £m £m £m £m £m £m £m Corporate debt 151 310 (123) — (12) 38 — — 41 (16) 389 Non-asset backed loans 709 1,580 (1,409) — (85) (1) — — 45 (81) 758 Other 1,003 371 (425) — (57) (49) — — 442 (151) 1,134 Trading portfolio assets 1,863 2,261 (1,957) — (154) (12) — — 528 (248) 2,281 Non-asset backed loans 5,580 1,380 (306) — (748) (181) (174) — 113 (17) 5,647 Private equity investments 874 166 (24) — (9) — 163 — 35 (110) 1,095 Other 2,052 11,256 (10,230) — (185) 2 27 — 49 (1) 2,970 Financial assets at fair value through the income statement 8,506 12,802 (10,560) — (942) (179) 16 — 197 (128) 9,712 Non-asset backed loans 106 — — — — — — — — (106) — Other 47 — — — (7) — — (2) — — 38 Financial assets at fair value through other comprehensive income 153 — — — (7) — — (2) — (106) 38 Investment property 10 — (2) — — — (1) — — — 7 — Trading portfolio liabilities (28) (5) 23 — — (6) — — (12) 1 (27) — Financial liabilities designated at fair value (355) (4) — (101) 66 21 (1) — (68) 32 (410) Interest rate derivatives (2) 20 — — 105 (255) — — 90 (218) (260) Foreign exchange derivatives 1 — — — 40 (2) — — 10 (47) 2 Credit derivatives (155) (239) 9 — (45) 34 — — 10 — (386) Equity derivatives (1,614) 90 (1) — (15) (4) — — (3) 142 (1,405) Net derivative financial a instruments (1,770) (129) 8 — 85 (227) — — 107 (123) (2,049) Total 8,379 14,925 (12,488) (101) (952) (403) 14 (2) 752 (572) 9,552 Notes a The derivative financial instruments are represented on a net basis. On a gross basis, derivative financial assets are £5,174m (2021: £4,010m) and derivative financial liabilities are £6,363m (2021: £6,059m). b Trading income represents gains and (losses) on level 3 financial instruments which in the majority are offset by losses and gains on financial instruments disclosed in level 2.

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