Barclays PLC — Interim / Quarterly Report 2012

Dec 31, 2012

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BARCLAYS PLC FORM 6-K Q4

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UNITED STATES SECURITIES AND EXCHANGE COMMISSION

Washington, DC 20549

FORM 6-K

Report of Foreign Private Issuer Pursuant to Rule 13a-16 or 15d-16 of the Securities Exchange Act of 1934

February 12, 2013

Barclays PLC and Barclays Bank PLC

(Names of Registrants)

1 Churchill Place London E14 5HP England

(Address of Principal Executive Offices)

Indicate by check mark whether the registrant files or will file annual reports under cover of Form 20-F or Form 40-F.

Form 20-F ⌧ Form 40-F �

Indicate by check mark whether the registrant is submitting the Form 6-K in paper as permitted by Regulation S-T Rule 101(b)(1):

Indicate by check mark whether the registrant is submitting the Form 6-K in paper as permitted by Regulation S-T Rule 101(b)(7):

THIS REPORT ON FORM 6-K SHALL BE DEEMED TO BE INCORPORATED BY REFERENCE IN THE REGISTRATION STATEMENTS ON FORM F-3 (NO. 333-169119) AND FORM S-8 (NOS. 333-112796, 333-112797, 333-149301 AND 333-149302) OF BARCLAYS BANK PLC AND THE REGISTRATION STATEMENTS ON FORM S-8 (NO. 333-153723, 333-167232, 333-173899 AND 333-183110) AND FORM F-3 (333-173886) OF BARCLAYS PLC AND TO BE A PART THEREOF FROM THE DATE ON WHICH THIS REPORT IS FURNISHED, TO THE EXTENT NOT SUPERSEDED BY DOCUMENTS OR REPORTS SUBSEQUENTLY FILED OR FURNISHED.

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This Report is a joint Report on Form 6-K filed by Barclays PLC and Barclays Bank PLC. All of the issued ordinary share capital of Barclays Bank PLC is owned by Barclays PLC.

The Report comprises the following:

	Exhibit	99.1	Results of Barclays PLC and Barclays Bank PLC as of, and for the year ended, 31 December 2012.
	Exhibit	99.2	Unaudited consolidated summary financial statements of Barclays Bank PLC as of, and for the year ended, 31 December 2012.
	Exhibit	99.3	A table setting forth the issued share capital of Barclays PLC and the Barclays PLC Group’s total shareholders’ equity, indebtedness and
			contingent liabilities as at 31 December 2012.
	Exhibit	99.4	A table setting forth the issued share capital of Barclays Bank PLC and the Barclays Bank PLC Group’s total shareholders’ equity,
			indebtedness and contingent liabilities as at 31 December 2012.

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SIGNATURES

Pursuant to the requirements of the Securities Exchange Act of 1934, each of the registrants has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorised.

BARCLAYS PLC

(Registrant)

Date: February 12, 2012 By: /s/ Marie Smith Name: Marie Smith Title: Assistant Secretary BARCLAYS BANK PLC (Registrant)

Date: February 12, 2012 By: /s/ Marie Smith Name: Marie Smith Title: Assistant Secretary

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BARCLAYS PLC FORM 6-K Q4

Exhibit 99.1

Barclays PLC and Barclays Bank PLC

This document includes portions from the previously published Results Announcement of Barclays PLC and Barclays Bank PLC relating to the twelve month period ended 31 December 2012, as amended to comply with the requirements of Regulation G and Item 10(e) of Regulation S-K promulgated by the US Securities and Exchange Commission (SEC), including the reconciliation of certain financial information to comparable measures prepared in accordance with International Financial Reporting Standards (IFRS). The purpose of this document is to provide such additional disclosure as required by Regulation G and Regulation S-K item 10(e), to delete certain information not in compliance with SEC regulations and to include reconciliations of certain non IFRS figures to the most directly equivalent IFRS figures for the periods presented. This document does not update or otherwise supplement the information contained in the previously published Results Announcement. Any reference to a website in this document is made for informational purposes only, and information found at such websites is not incorporated by reference into this document.

An audit opinion has not been rendered in respect of this document.

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Barclays PLC – 2012 Results

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Table of Contents

Preliminary Results Announcement	Page
Performance Highlights	1
Barclays Results by Quarter	5
Condensed Consolidated Financial Statements	6
Results by Business
�Retail and Business Banking
– UK	11
– Europe	13
– Africa	15
– Barclaycard	17
�Corporate and Investment Banking
– Investment Bank	19
– Corporate Banking	22
�Wealth and Investment Management	26
�Head Office and Other Operations	28
Business Results by Quarter	29
Performance Management
�Remuneration	33
�Margins and Balances	37
Risk Management
�Funding Risk - Capital	40
�Funding Risk - Liquidity	45
�Credit Risk	53
�Market Risk	80
Financial Statement Notes	81
Shareholder Information	98
Glossary	99
Index	108

BARCLAYS PLC, 1 CHURCHILL PLACE, LONDON, E14 5HP, UNITED KINGDOM. TELEPHONE: +44 (0) 20 7116 1000. COMPANY NO. 48839

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Barclays PLC – 2012 Results

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BARCLAYS PLC FORM 6-K Q4

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The term Barclays or Group refers to Barclays PLC together with its subsidiaries. Unless otherwise stated, the income statement analysis compares the twelve months to 31 December 2012 to the corresponding twelve months of 2011 and balance sheet comparatives relate to 31 December 2011. The abbreviations ‘£m’ and ‘£bn’ represent millions and thousands of millions of pounds sterling respectively; the abbreviations ‘$m’ and ‘$bn’ represent millions and thousands of millions of US dollars respectively and ‘C$m’ and ‘C$bn’ represent millions and thousands of millions of Canadian dollars respectively.

The information in this document does not comprise statutory accounts within the meaning of Section 434 of the Companies Act 2006. Statutory accounts for the year ended 31 December 2011, which included certain information required for the Joint Annual Report on Form 20-F of Barclays PLC and Barclays Bank PLC to the US Securities and Exchange Commission (SEC) and which contained an unqualified audit report under Section 495 of the Companies Act 2006 and which did not make any statements under Section 498 of the Companies Act 2006, have been delivered to the Registrar of Companies in accordance with Section 441 of the Companies Act 2006.

Certain non-IFRS measures

Barclays management believes that the non-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 nonIFRS measures included in this document, and the most directly comparable IFRS measures, are:

– Adjusted profit/(loss) before tax is the non-IFRS equivalent of profit/(loss) before tax as it excludes the impact of own credit; gains on debt buy-backs; impairment and 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); goodwill impairments; and gains and losses on acquisitions and disposals. The regulatory penalties relating to the industry-wide investigation into the setting of interbank offered rates have not been excluded from adjusted measures. A reconciliation of IFRS and Adjusted profit/(loss) before tax is presented on page 5 for the Group and on pages 29 to 32 for each business;

– Adjusted profit/(loss) after tax represents profit/loss after tax excluding the post-tax impact of own credit; gains on debt buy-backs; impairment and disposal of the investment in BlackRock, Inc.; the provision for PPI redress; the provision for interest rate hedging products redress; goodwill impairments; and gains and losses on acquisitions and disposals. A reconciliation is provided on page 5 for the Group and on pages 29 to 32 for each business;

– Adjusted profit/(loss) after tax and non-controlling interests represents adjusted profit/(loss) after tax less profit attributable to non-controlling interests. The comparable IFRS measure is profit/(loss) after tax and non-controlling interests. A reconciliation is provided on page 5;

– Adjusted income and total income/(expense) net of insurance claims on an adjusted basis represents total income/(expense) net of insurance claims excluding the impact of own credit and gains on debt buy-backs. A reconciliation is provided on page 5 for the Group and on pages 29 to 32 for each business;

– Adjusted net operating income represents net operating income excluding the impact of own credit, gains on debt buy-backs and gain/(loss) on disposal of the strategic investment in BlackRock, Inc. A reconciliation is provided on page 5 for the Group and on pages 29 to 32 for each business;

– Adjusted operating expenses represents operating expenses excluding the provision for PPI redress, provision for the sale of interest rate hedging product redress and goodwill impairment. A reconciliation is provided on page 5 for the Group and on pages 29 to 32 for each business;

–Adjusted other net income/(expense) represents other net income/(expense) excluding gains and losses on acquisitions and disposals. A reconciliation is provided on page 5 for the Group and on pages 29 to 32 for each business;

– Adjusted cost: income ratio represents cost:income ratio excluding the impact of own credit, gains on debt buy-backs, gain on disposal of strategic investment in BlackRock, Inc., the provision for PPI redress, provision for the sale of interest rate hedging product redress, and goodwill impairment. The comparable IFRS measure is cost: income ratio, which represents operating expenses to income net of insurance claims. A reconciliation of the components used to calculate adjusted cost: income ratio to their corresponding IFRS measures is provided on page 5 for the Group and on pages 29 to 32 for each business;

– Adjusted compensation:net operating income ratio represents compensation:net operating income ratio excluding the impact of own credit, gains on debt buybacks and gain on disposal of strategic investment in BlackRock, Inc. A reconciliation is provided on page 5 for the Group;

– Adjusted basic earnings per share represents adjusted profit after tax and non-controlling interests (set out on page 5) divided by the basic weighted average number of shares in issue. The comparable IFRS measure is basic earnings per share, which represents profit after tax and non-controlling interests, divided by the basic weighted average number of shares in issue;

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Barclays PLC – 2012 Results

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– Adjusted return on average shareholders equity represents adjusted profit after tax and non-controlling interests (set out on page 5) divided by average equity. The comparable IFRS measure is return on average shareholders equity, which represents profit after tax and non-controlling interests, divided by average equity;

– Adjusted return on average tangible shareholders equity represents adjusted profit after tax and non-controlling interests (set out on page 5) divided by average tangible equity. 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;

– Adjusted return on average risk weighted assets represents adjusted profit after tax (set out on page 5), divided by average risk weighted assets. The comparable IFRS measure is return on average risk weighted assets, which represents profit after tax divided by average risk weighted assets;

– Adjusted gross leverage is a non-IFRS measure representing the multiple of adjusted total tangible assets over total qualifying Tier 1 capital. Adjusted total tangible assets are total assets adjusted to allow for derivative counterparty netting where the Group has a legally enforceable master netting agreement, assets under management on the balance sheet, settlement balances and cash collateral on derivative liabilities, goodwill and intangible assets. This measure has been presented as it provides for a metric used by management in assessing balance sheet leverage. Barclays management believes that disclosing a measure of balance sheet leverage provides useful information to readers of Barclays financial statements as a key measure of stability, which is consistent with the views of regulators and investors. The comparable IFRS measure is the ratio of total assets to total shareholders equity. The calculation of adjusted gross leverage, as well as total assets to total shareholders equity, is presented on page 44;

– Adjusted effective tax rate is a non-IFRS measure representing the tax charge on adjusted profit/(loss) before tax. The comparable IFRS measure is effective tax rate, which represents the tax charge on profit/(loss) before tax;

– Total incentive awards granted are non-IFRS measures as they represent incentive awards granted as opposed to the income statement charge, which reflects the charge for employees actual services provided to the Group during the relevant calendar year. These non-IFRS measures have been presented as they provide a consistent basis for comparing the bonus pool between financial periods. A reconciliation of total incentive awards to the income statement charge for performance costs is provided on page 34;

– Liquidity Coverage Ratio (LCR) and Net Stable Funding Ratio (NSFR) are calculated according to definitions and methodologies detailed in the standards provided by the Basel Committee on Banking Supervision. The original guidelines released in December 2010 (‘Basel III: International Framework for Liquidity Risk Measurement, Standards and Monitoring’, December 2010) were revised for the calculation of the LCR ratio in January 2013 (‘Basel III: The Liquidity Coverage Ratio and liquidity risk monitoring tools’, January 2013). The results of both the December 2010 and January 2013 guidelines have been included in the report. The LCR and NSFR metrics are regulatory ratios that are not yet finalised in local regulations and, as such, represent non-IFRS measures. These definitions and methodologies used to calculate the metrics are subject to further revisions ahead of their respective implementation dates and our interpretation of these calculations may not be consistent with other financial institutions;

– Pro forma risk weighted assets (RWAs), pro forma Common Equity Tier 1 (CET1) ratio on both a transitional and fully loaded basis and the CRDIV leverage ratio, are regulatory measurements that are not yet required to be disclosed and, as such, represent non-IFRS measures. They have been calculated on the basis of our current interpretation of the new capital requirements regulation and capital requirements directive that implement Basel 3 proposals within the EU (known as CRDIV), including transitional provisions in line with the FSA’s statement on CRDIV transitional provisions in October 2012, assuming they were applied as at 1 January 2013. The methodologies for calculating these measurements are not yet finalised: they are subject to further revisions ahead of their implementation date and our interpretation of these calculations may not be consistent with other financial institutions. See pages 40-43 for information on our Core Tier 1 and RWAs, calculated on the basis that currently applies to the Group under applicable regulatory requirements.

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 the Group’s 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”, “expect”, “estimate”, “intend”, “plan”, “goal”, “believe” 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, business strategy, capital ratios, leverage, payment of dividends, projected levels of growth in the banking and financial markets, projected costs, 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, including, but not limited to, UK domestic, Eurozone and global economic and business conditions, the effects of continued volatility in credit markets, market related risks such as changes in interest rates and exchange rates, effects of changes in valuation of credit market exposures, changes in valuation of issued notes, the policies and actions of governmental and regulatory authorities (including requirements regarding capital and Group structures and the potential for one or more countries exiting the Euro), changes in legislation, the further development of standards and interpretations under IFRS and prudential capital rules applicable to past, current and future periods, evolving practices with regard to the interpretation and application of standards, the outcome of current and future legal proceedings, the success of future acquisitions and other strategic transactions and the impact of competition – a number of such factors being beyond the Group’s control. As a result, the Group’s actual future results may differ materially from the plans, goals, and expectations set forth in the Group’s forward-looking statements.

Any forward-looking statements made herein speak only as of the date they are made. Except as required by the UK Financial Services Authority (FSA), the London Stock Exchange plc (LSE) or applicable law, Barclays expressly disclaims any obligation or undertaking to release publicly any updates or revisions to any forward-looking statements contained in this announcement 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 filed or may file with the LSE and/or the SEC.

Barclays PLC – 2012 Results

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Performance Highlights

Barclays Results for the twelve months ended	Adjusted 31.12.12 31.12.11 £m £m % Change 29,043 28,512 2 (3,596) (3,802) (5) 25,447 24,710 3 (18,539) (19,180) (3) 140 60 7,048 5,590 26 5,023 4,265 18 7.8% 6.6% 9.1% 7.9% 1.3% 1.1% 64% 67% 38% 42% 75bps 77bps 34.5p 27.7p 6.5p 6.0p	Adjusted 31.12.12 31.12.11 £m £m % Change 29,043 28,512 2 (3,596) (3,802) (5) 25,447 24,710 3 (18,539) (19,180) (3) 140 60 7,048 5,590 26 5,023 4,265 18 7.8% 6.6% 9.1% 7.9% 1.3% 1.1% 64% 67% 38% 42% 75bps 77bps 34.5p 27.7p 6.5p 6.0p	Statutory	Statutory
			31.12.12 31.12.11 £m £m % Change
Total income net of insurance claims Credit impairment charges and otherprovisions				24,691 32,292 (24) (3,596) (5,602) (36)
Net operating income Operating expenses Other net income/(expense)				21,095 26,690 (21) (20,989) (20,777) 1 140 (34)
Profit before tax Profit/(loss) after tax Performance Measures
Return on average shareholders’ equity Return on average tangible shareholders’ equity Return on average risk weighted assets Cost: income ratio Compensation: net operating income Loan loss rate
Basic earnings/(loss) per share Dividend per share Capital and Balance Sheet
Core Tier 1 ratio Risk weighted assets Adjusted gross leverage Group liquidity pool Net asset value per share Net tangible asset value per share Loan: deposit ratio				10.9% 11.0% £387bn £391bn 19x 20x £150bn £152bn 438p 456p 373p 391p 110% 118%
Adjusted Profit Reconciliation
Adjusted profit before tax Own credit Gains on debt buy-backs Gain/(loss) on disposal and impairment of BlackRock investment Provision for PPI redress Provision for interest rate hedging products redress Goodwill impairment Losses on acquisitions and disposals				7,048 5,590 (4,579) 2,708 - 1,130 227 (1,858) (1,600) (1,000) (850) - - (597) - (94)
Statutory profit before tax				246 5,879
Profit/(Loss) Before Tax by Business	Adjusted 31.12.12 31.12.11 £m £m % Change 1,472 1,420 4 (239) (234) 2 468 830 (44) 1,506 1,208 25 3,207 3,224 (1) 4,063 2,965 37 551 204 4,614 3,169 46 315 207 52 (1,088) (1,010) 8 7,048 5,590 26 1		Statutory
			31.12.12 31.12.11 £m £m % Change
UK Europe Africa Barclaycard		1,472 1,420 4 (239) (234) 2 468 830 (44) 1,506 1,208 25		292 1,020 (71) (239) (661) (64) 468 832 (44) 1,086 561
Retail and Business Banking (RBB) Investment Bank Corporate Banking		3,207 3,224 (1) 4,063 2,965 37 551 204		1,607 1,752 (8) 4,063 2,965 37 (299) 8
Corporate and Investment Banking Wealth and Investment Management Head Office and Other Operations		4,614 3,169 46 315 207 52 (1,088) (1,010) 8		3,764 2,973 27 315 207 52 (5,440) 947
Total profit before tax		7,048 5,590 **26 **		246 5,879

1 A reconciliation of IFRS and adjusted profit/(loss) before tax by business is provided in the Results by Business section on pages 11 to 28.

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BARCLAYS PLC FORM 6-K Q4

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Performance Highlights

Income Statement

• Statutory profit before tax decreased to £246m (2011: £5,879m), including own credit charge of £4,579m (2011: gain of £2,708m), gain on disposal of BlackRock investment of £227m (2011: impairment/loss of £1,858m), £1,600m (2011: £1,000m) provision for PPI redress, and £850m (2011: £nil) provision for interest rate hedging products redress

• Adjusted profit before tax increased 26% to £7,048m.

• Adjusted return on average shareholders’ equity increased to 7.8% (2011: 6.6%) with significant improvements in UK RBB, Barclaycard, Investment Bank, Corporate Banking and Wealth and Investment Management. Statutory return on average shareholders’ equity was negative 1.9% (2011: positive 5.8%) reflecting the reduced statutory profit before tax

• Adjusted income was up 2% at £29,043m despite challenging economic conditions, the continuing low interest rate environment and non-recurrence of £1,061m gains from the disposal of hedging instruments in 2011. Statutory income decreased 24% to £24,691m driven by the increase in the own credit charge to £4,579m (2011: gain of £2,708m)

• Total net interest income reduced 5% to £11,639m. Customer net interest income for RBB, Corporate Banking and Wealth and Investment Management was stable at £9,816m while the net interest margin for these businesses declined 18bps to 185bps, principally reflecting the non-recurrence of gains from the disposal of hedging instruments in 2011

• Total income in the Investment Bank increased 13% to £11,722m driven by increases in Fixed Income, Currency and Commodities (FICC), Equities and Prime Services, and Investment Banking, particularly in the Americas

• Credit impairment charges were down 5% at £3,596m, principally reflecting improvements in Barclaycard, Corporate Banking and UK RBB. This was partially offset by higher charges in the Investment Bank, Africa RBB and Europe RBB

• Annualised loan loss rate decreased to 75bps (2011: 77bps) reflecting a 6% reduction in impairment charge on loans and advances and a 3% contraction in gross loans and advances principally due to lower balances in the Investment Bank

• Adjusted operating expenses were down 3% to £18,539m. Statutory operating expenses, including provisions for PPI redress of £1,600m (2011: £1,000m) and interest rate hedging product redress of £850m (2011: £nil), were up 1% to £20,989m.

• Non-performance costs decreased 3% to £16,114m after absorbing regulatory penalties of £290m (2011: £nil) relating to the industry-wide investigation into the setting of interbank offered rates and a £345m (2011: £325m) UK bank levy charge

• Performance costs reduced 4% to £2,425m despite an increase in the charge for bonuses deferred from prior years to £1,223m (2011: £995m). The Investment Bank compensation: income ratio reduced to 39% (2011: 47%) including charges for bonuses deferred from prior years of £1,117m (2011: £907m)

• The adjusted cost: income ratio decreased to 64% (2011: 67%). Cost: income ratio on a statutory basis increased to 85% (2011: 64%) driven by the impact of own credit. The Investment Bank cost: net operating income ratio improved to 64% (2011: 71%)

• The tax charge on adjusted profits increased to £2,025m (2011: £1,325m), giving an adjusted effective tax rate of 28.7% (2011: 23.7%). The tax charge on statutory profits decreased to £482m (2011: £1,928m) after including a tax credit of £1,543m (2011: charge of £603m) on the charge for own credit, provisions for PPI and interest rate hedging product redress and other adjusting items, which mainly received relief at the UK rate of 24.5% (2011: 26.5%), resulting in a significant increase in the statutory effective tax rate

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Performance Highlights

Balance Sheet

• Total loans and advances declined to £466bn (2011: £479bn) with increases in UK mortgage lending and Barclaycard offset by reductions in lending in the Investment Bank, Europe RBB and Corporate Bank

• Total assets reduced 5% to £1,490bn, principally reflecting lower derivative assets as spreads tightened within the credit derivative portfolio. This was partially offset by increased reverse repurchase agreements and other similar secured lending due to higher matched book trading

• Total shareholders’ equity (including non-controlling interests) reduced £2.2bn to £63.0bn, driven by the loss for the year, dividends paid and currency translation differences due to depreciation of US dollar and South African Rand against Sterling. This was partially offset by positive available for sale and cash flow hedge reserve movements

• Net asset value per share reduced to 438p (2011: 456p) and the net tangible asset value per share to 373p (2011: 391p)

• Adjusted gross leverage decreased to 19x (2011: 20x) and moved within a month end range of 19x to 23x. Excluding the liquidity pool, adjusted gross leverage decreased to 16x (2011: 17x). The ratio of total assets to shareholders equity was 24x (2011: 24x) and moved within a month end range of 24x to 28x (2011: 24x to 28x). Excluding the liquidity pool, the ratio of total assets to shareholders equity was 21x (2011: 22x)

Capital Management

• Core Tier 1 ratio was 10.9% (2011: 11.0%), reflecting a 2% reduction in Core Tier 1 capital to £42.1bn partially offset by a 1% reduction in risk weighted assets to £387bn

• Barclays generated £1.8bn Core Tier 1 capital from earnings, which excludes movements in own credit, after absorbing the impact of dividends paid and provisions for customer redress. The increase from earnings was more than offset by a £1.2bn increase in the defined benefit pension adjustment and a £1.6bn reduction in reserves due to foreign exchange movements

• Risk weighted assets reduced 1% to £387bn principally due to reductions in risk exposures, including the sell down of legacy assets, and the impact of foreign exchange movements, largely offset by an increased operational risk charge and methodology and model changes

• During the fourth quarter, the Group successfully placed $3bn of Tier 2 Contingent Capital Notes (CCNs), which was well received by the market

• We have estimated our proforma CRD IV Common Equity Tier 1 (CET1) ratio on both a transitional and fully loaded basis, reflecting our current interpretation of the rules and assuming they were applied as at 1 January 2013. As at that date Barclays proforma transitional CET1 ratio would be approximately 10.6% and the fully loaded CET1 ratio would be approximately 8.2%

Funding and Liquidity

• The Group maintained a strong liquidity position throughout 2012. As at 31 December 2012, the Group estimates it was compliant with both the proposed LCR requirement at 126% and the proposed NSFR requirement at 104% based upon our interpretation of the Basel standards

• The liquidity pool was £150bn (2011: £152bn) remaining well within our liquidity risk appetite. During 2012 the month end liquidity pool ranged from £150bn to £173bn (2011: £140bn to £167bn)

• The loan to deposit ratio for the Group was 110% (2011: 118%) and for RBB, Corporate Banking and Wealth and Investment Management was 102% (2011: 111%). The loan to deposit and secured funding ratio was 88% (2011: 101%)

• Total wholesale funding outstanding (excluding repurchase agreements) was £240bn (2011: £265bn), of which £101bn matures in less than one year (2011: £130bn)

• The wholesale funding requirement supporting retail and wholesale businesses reduced with the continued increase in customer deposits and further reduction of legacy assets. £27bn of term debt matured in 2012 and the group issued approximately £28bn of term funding. The Group has £18bn of term debt maturing in 2013. £6bn was raised through Barclays participation in the Bank of England’s FLS supporting lending into the real economy to individuals, households and private non-financial companies

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BARCLAYS PLC FORM 6-K Q4

RR Donnelley ProFile

Performance Highlights

Other Matters

• During Q4 Barclays determined that it is appropriate to provide a further £600m for PPI redress, principally as a result of a higher than anticipated response rate to pro-active mailings. This brings the cumulative provision to £2.6bn, of which £1.6bn had been utilised as at 31 December 2012. Based on claims experience to date and anticipated future volumes, the provision represents Barclays best estimate of expected future PPI redress payments and claims management costs. Barclays will continue to monitor actual claims volumes and the assumptions underlying the calculation of the PPI provision

• Following the outcome of its pilot review of Interest Rate Hedging Products sold to small and medium-sized enterprises, and the Financial Services Authority’s report on this review and those conducted by a number of other banks, Barclays has increased its provision for redress by £400m at Q4 2012. This brings the cumulative provision to £850m, of which £36m had been utilised as at 31 December 2012. The main review and redress exercise will commence shortly and the appropriate provision level will be kept under ongoing review as it progresses

• On 4 February 2013, Barclays announced that the Group Finance Director, Chris Lucas, had decided to retire from Barclays. Mr Lucas has agreed to remain in his role until his successor has been appointed and an appropriate handover completed

Dividends

• It is our policy to declare and pay dividends on a quarterly basis. We will pay a final cash dividend for 2012 of 3.5p per share on 15 March 2013, giving a total declared dividend for 2012 of 6.5p per share

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FORM 6-K Q4 START PAGE	LON	LON	HTM ESS barclays_logo01 Page 1 o
Barclays Results by Quarter
Barclays Results by Quarter	Q412 Q312 Q212 Q112 £m £m £m £m 6,136 5,798 7,239 5,518 (939) (825) (1,054) (778) - - - -		Q411 Q311 Q211 Q111 £m £m £m £m
Statutory basis Total income net of insurance claims Credit impairment charges and other provisions Impairment of investment in BlackRock Inc,			7,079 9,883 7,931 7,399 (951) (1,023) (907) (921) - (1,800) - -
Net operating income Operating expenses Other net income/(expense)		5,197 4,973 6,185 4,740 (5,707) (5,041) (4,992) (5,249) 44 21 41 34	6,128 7,060 7,024 6,478 (5,289) (4,659) (5,987) (4,842) (26) 21 (48) 19
Statutory (loss)/ profit before tax Tax		(466) (47) 1,234 (475) (144) (59) (417) 138	813 2,422 989 1,655 (211) (1,056) (247) (414)
Statutory (loss)/ profit after tax Statutory (loss)/ profit after tax and non-controlling interests Adjusted basis Total income net of insurance claims Credit impairment charges and otherprovisions			602 1,366 742 1,241 356 1,153 486 1,012 6,212 7,001 7,549 7,750 (951) (1,023) (907) (921)
Net operating income Operating expenses (excluding UK bank levy) UK bank levy Other net income		5,757 6,047 6,283 7,360 (4,362) (4,341) (4,542) (4,949) (345) - - - 44 21 41 34	5,261 5,978 6,642 6,829 (4,414) (4,659) (4,940) (4,842) (325) - - - 6 18 19 17
Adjusted profit before tax Adjusted profit after tax Adjusted profit after tax and non-controlling interests Adjusting items			528 1,337 1,721 2,004 398 1,045 1,324 1,498 152 832 1,068 1,269
Own credit Gains on debt buy-backs Impairment and (gain)/loss on disposal of BlackRock investment Provision for PPI redress Provision for interest rate hedging products redress Goodwill impairment Losses/(gains) on acquisitions and disposals Post tax impact of adjusting items 1 1 2 3 3 3 4 5		560 1,074 325 2,620 - - - - - - (227) - 600 700 - 300 400 - 450 - - - - - - - - - 1,466 1,204 384 2,205	263 (2,882) (440) 351 (1,130) - - - - 1,800 58 - - - 1,000 - - - - - 550 - 47 - 32 (3) 67 (2) (204) (321) 582 257
Basic (loss)/earnings per share Cost: income ratio Adjusted basic earnings per share Adjusted cost: income ratio	(6.8p) (2.3p) 5.1p (4.5p) 93% 87% 69% 95% 5.2p 7.5p 8.2p 13.6p 70% 63% 62% 61%		2.9p 9.7p 4.0p 8.5p 75% 47% 75% 65% 1.2p 6.9p 8.9p 10.7p 76% 67% 65% 62%

• 1 Adjusting item recorded in Total income net of insurance claims. 2 Q2 2012 includes a £227m gain on disposal of strategic investment in BlackRock, Inc. and Q2 2011 includes a £58m loss on partial disposal of strategic investment in BlackRock, Inc., both recorded through investment income and recorded in Total Income net of insurance claims. The £1,800m impairment of our stake in the BlackRock, Inc. investment in Q3 2011 is reported as part of Net operating income.

• 3 Adjusting item recorded in Operating expenses.

• 4 Adjusting item recorded in Other net income.

• 5 Adjusting item recorded in Adjusted profit after tax and Adjusted profit after tax and non-controlling interests.

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Condensed Consolidated Financial Statements

Condensed Consolidated Income Statement

Condensed Consolidated Income Statement	Condensed Consolidated Income Statement
Year Ended 31.12.12 £m Year Ended 31.12.11 £m Continuing Operations Notes 1
Net interest income 2 Net fee and commission income Net trading income Net investment income Net premiums from insurance contracts Net gain on disposal of investment in BlackRock, Inc. Other income	11,639 12,201 8,582 8,622 3,025 7,660 817 2,305 896 1,076 227 - 105 1,169
Total income Net claims and benefits incurred on insurance contracts	25,291 33,033 (600) (741)
Total income net of insurance claims Credit impairment charges and other provisions Impairment of investment in BlackRock, Inc.	24,691 32,292 (3,596) (3,802) - (1,800)
Net operating income 21,095 26,690
Staff costs Administration and general expenses 3 Depreciation of property, plant and equipment Amortisation of intangible assets UK Bank Levy Goodwill impairment Provision for PPI redress 12 Provision for interest rate hedging products redress 12	(10,447) (11,407) (6,643) (6,356) (669) (673) (435) (419) (345) (325) - (597) (1,600) (1,000) (850) -
Operating expenses (20,989) (20,777) Profit/(loss)on disposals of undertakings and share of results of associates andjoint ventures 140 (34)
Profit before tax Tax 4	246 5,879 (482) (1,928)
(Loss)/Profit after tax (236) 3,951 Attributable to:
Equity holders of the parent Non-controlling interests 5	(1,041) 3,007 805 944
(Loss)/Profit after tax (236) 3,951 Earnings per Share from Continuing Operations
Basic (loss)/earnings per ordinary share 6 Diluted (loss)/earnings per ordinary share 6	(8.5p) 25.1p (8.5p) 24.0p

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1 For notes to the Financial Statements see pages 81 to 97.

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BARCLAYS PLC FORM 6-K Q4

Condensed Consolidated Financial Statements

Condensed Consolidated Statement of Profit or Loss and Other Comprehensive Income

				Year Ended	Year Ended
Continuing Operations		Notes	1	31.12.12 £m	31.12.11 £m
	(Loss)/profit after tax			(236)	3,951
	Other Comprehensive Income that may be recycled toprofit or loss:
	Currency translation differences	15		(1,578)	(1,607)
Available for sale investments		15		546	1,374
Cash flow hedges		15		662	1,263
Other				95	(74)
	Other comprehensive income for the year			(275)	956
	Total comprehensive income for the year			(511)	4,907
	Attributable to:
Equity holders of the parent				(1,107)	4,576
Non-controllinginterests				596	331
	Total comprehensive income for the year			(511)	4,907

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1 For notes, see pages 81 to 97.

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BARCLAYS PLC FORM 6-K Q4

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Condensed Consolidated Financial Statements

Condensed Consolidated Balance Sheet

Condensed Consolidated Balance Sheet	Condensed Consolidated Balance Sheet
As at As at Assets 31.12.12 31.12.11 Notes £m £m 1
Cash and balances at central banks Items in the course of collection from other banks Trading portfolio assets Financial assets designated at fair value Derivative financial instruments 8 Loans and advances to banks Loans and advances to customers Reverse repurchase agreements and other similar secured lending Available for sale investments Current and deferred tax assets 4 Prepayments, accrued income and other assets Investments in associates and joint ventures Goodwill and intangible assets 10 Property, plant and equipment Retirement benefit assets 13	86,175 106,894 1,456 1,812 145,030 152,183 46,061 36,949 469,146 538,964 40,489 47,446 425,729 431,934 176,956 153,665 75,109 68,491 3,268 3,384 4,360 4,563 570 427 7,915 7,846 5,754 7,166 2,303 1,803
Total assets 1,490,321 1,563,527 Liabilities
Deposits from banks Items in the course of collection due to other banks Customer accounts Repurchase agreements and other similar secured borrowing Trading portfolio liabilities Financial liabilities designated at fair value Derivative financial instruments 8 Debt securities in issue Accruals, deferred income and other liabilities Current and deferred tax liabilities 4 Subordinated liabilities 11 Provisions 12 Retirement benefit liabilities 13	77,010 91,116 1,573 969 385,707 366,032 217,342 207,292 44,794 45,887 78,280 87,997 462,468 527,910 119,581 129,736 12,232 12,580 1,340 2,092 24,018 24,870 2,766 1,529 253 321
Total liabilities	1,427,364 1,498,331
Shareholders’ Equity
Shareholders’ equity excluding non-controlling interests Non-controllinginterests 5	53,586 55,589 9,371 9,607
Total shareholders’ equity	62,957 65,196
Total liabilities and shareholders’ equity	1,490,321 1,563,527

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1 For notes, see pages 81 to 97.

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BARCLAYS PLC FORM 6-K Q4

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Condensed Consolidated Financial Statements

Condensed Consolidated Statement of Changes in Equity

Year Ended 31.12.12 Called up Share Capital and Share Premium £m Other Reserves £m Retained Earnings £m Total £m Non- controlling Interests £m Total Equity £m 1 1 2	Year Ended 31.12.12 Called up Share Capital and Share Premium £m Other Reserves £m Retained Earnings £m Total £m Non- controlling Interests £m Total Equity £m 1 1 2	Year Ended 31.12.12 Called up Share Capital and Share Premium £m Other Reserves £m Retained Earnings £m Total £m Non- controlling Interests £m Total Equity £m 1 1 2
Balance at 1 January 2012 12,380 3,837 39,372 (Loss)/Profit after tax - - (1,041) Currency translation movements - (1,319) - Available for sale investments - 502 - Cash flow hedges - 657 - Other - - 94	55,589 9,607 (1,041) 805 (1,319) (259) 502 44 657 5 94 1	65,196
		(236)
		(1,578)
		546
		662
		95
Total comprehensive income for the year - (160) (947) Issue of shares under employee share schemes 97 - 717 Increase in treasury shares - (979) - Vesting of shares under employee share schemes - 946 (946) Dividends paid - - (733) Other reserve movements - - 2	(1,107) 596 814 - (979) - - - (733) (694) 2 (138)	(511)
		814
		(979)
		-
		(1,427)
		(136)
Balance at 31 December 2012 12,477 3,644 37,465 53,586 9,371 62,957 Year Ended 31.12.11		62,957
Balance at 1 January 2011 12,339 1,754 36,765 Profit after tax - - 3,007 Currency translation movements - (1,009) - Available for sale investments - 1,380 - Cash flow hedges - 1,290 - Other - - (92)	50,858 11,404 3,007 944 (1,009) (598) 1,380 (6) 1,290 (27) (92) 18	62,262
		3,951
		(1,607)
		1,374
		1,263
		(74)
Total comprehensive income for the year - 1,661 2,915 Issue of shares under employee share schemes 41 - 838 Increase in treasury shares - (165) - Vesting of shares under employee share schemes - 499 (499) Dividends paid - - (660) Redemption of Reserve Capital Instruments - - - Other reserve movements - 88 13	4,576 331 879 - (165) - - - (660) (727) - (1,415) 101 14	4,907
		879
		(165)
		-
		(1,387)
		(1,415)
		115
Balance at 31 December 2011 12,380 3,837 39,372	55,589 9,607	65,196

1 Details of Share Capital and Other Reserves are shown on page 89. 2 Details of Non-controlling Interests are shown on page 83. Included within other reserve movement of the £138m, £91m relates to the disposal of the Iveco Finance business.

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Condensed Consolidated Financial Statements

Condensed Consolidated Cash Flow Statement

Condensed Consolidated Cash Flow Statement	Condensed Consolidated Cash Flow Statement
Year Ended 31.12.12 £m Year Ended 31.12.11 £m Continuing Operations
Profit before tax Adjustment for non-cash items Changes in operating assets and liabilities Corporate income taxpaid	246 5,879 12,541 8,193 (24,987) 16,693 (1,516) (1,686)
Net cash from operating activities Net cash from investing activities Net cash from financing activities Effect of exchange rates on cash and cash equivalents	(13,716) 29,079 (7,099) (1,912) (2,842) (5,961) (4,109) (2,933)
Net (decrease)/increase in cash and cash equivalents Cash and cash equivalents at beginningof theperiod	(27,766) 18,273 149,673 131,400
Cash and cash equivalents at end of the period	121,907 149,673

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Results by Business

UK Retail and Business Banking

Income Statement Information	Year Ended 31.12.12 £m Year Ended 31.12.11 £m % Change	Year Ended 31.12.12 £m Year Ended 31.12.11 £m % Change
Net interest income Net fee and commission income Net investment income Net premiums from insurance contracts Other expense		3,227 3,413 (5) 1,154 1,157 - - 17 74 92 (20) (1) (1)
Total income Net claims and benefits incurred under insurance contracts		4,454 4,678 (5) (33) (22)
Total income net of insurance claims Credit impairment charges and otherprovisions		4,421 4,656 (5) (269) (536) (50)
Net operating income	4,152 4,120 1
Operating expenses (excluding provision for PPI redress) Provision for PPI redress		(2,684) (2,702) (1) (1,180) (400)
Operating expenses Other net income	(3,864) (3,102) 25 4 2
Profit before tax	292 1,020 (71)
Adjusted profit before tax Balance Sheet Information 1	1,472 1,420 4
Loans and advances to customers at amortised cost Customer deposits Total assets Risk weighted assets		£128.2bn £121.2bn £116.0bn £111.8bn £136.7bn £127.8bn £38.8bn £34.0bn
Performance Measures	Adjusted Statutory 1
	31.12.12 31.12.11 31.12.12 31.12.11
Cost: income ratio Loan loss rate (bps) Key Facts	61% 58% 87% 67% 21 44 21 44 31.12.12 31.12.11
90 day arrears rates - UK personal loans 90 day arrears rates - home loans Number of UK current accounts Number of UK savings accounts Number of UK mortgage accounts Number of Barclays Business customers Average LTV of mortgage portfolio Average LTV of new mortgage lending Number of branches Number of ATMs Number of employees (full time equivalent)		1.3% 1.7% 0.3% 0.3% 11.7m 11.9m 15.4m 15.1m 945,000 930,000 765,000 785,000 46% 44% 56% 54% 1,593 1,625 4,166 3,629 34,800 34,100

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1 Adjusted profit before tax and adjusted performance measures exclude the impact of the provision for PPI redress of £1,180m (2011: £400m).

Barclays PLC – 2012 Results

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Results by Business

UK Retail and Business Banking

• Loans and advances to UK customers and clients grew £7bn, including an estimated £4.4bn under the FLS where we have committed to pass all associated funding cost benefits to customers

• Attracted £4.2bn of UK deposits, principally through growth in ISAs and retail bonds

• From 1 December 2012, all branch and call centre staff will receive incentive payments based solely on customer satisfaction. The scheme will reward the customer service performance of branches and areas rather than that of individuals

2012 compared to 2011

• Income declined 5% to £4,421m reflecting higher funding costs and reduced contribution from structural hedges, including non recurrence of gains from the disposal of hedging instruments in 2011

• Net interest income declined 5% to £3,227m with net interest margin down 14bps to 137bps principally due to reduced contributions from structural hedges

• Customer asset margin decreased 15bps to 107bps reflecting higher funding costs. Average customer assets increased 5% to £124.3bn driven by mortgage growth

• Customer liability margin increased 10bps to 97bps reflecting an increase in funding rates and therefore the value generated from customer liabilities. Average customer liabilities increased 4% to £111.8bn due to personal savings deposit growth

• Non-interest income declined 4% to £1,194m reflecting lower net insurance income

• Credit impairment charges decreased 50% to £269m reflecting improvements across all portfolios, principally in personal unsecured lending

• Loan loss rate reduced to 21bps (2011: 44bps)

• 90 day arrear rates improved 33bps on UK personal loans to 1.3% and deteriorated 4bps on UK mortgages to 0.3%

• Adjusted operating expenses remained broadly flat at £2,684m (2011: £2,702m). Statutory operating expenses increased to £3,864m (2011: £3,102m), primarily due to the PPI redress costs of £1,180m (2011: £400m)

• Adjusted profit before tax improved 4% to £1,472m. Statutory profit before tax declined 71% to £292m after £1,180m (2011: £400m) provision for PPI redress

• Total loans and advances to customers increased 6% to £128.2bn driven by growth in mortgage balances

• Mortgage balances of £114.7bn at 31 December 2012 (2011: £107.8bn). Gross new mortgage lending of £18.2bn (2011: £17.2bn) and mortgage redemptions of £11.3bn (2011: £10.7bn), resulted in net new mortgage lending of £6.9bn (2011: £6.5bn)

• Average Loan to Value (LTV) ratio for the mortgage portfolio (including buy to let) on a current valuation basis was 46% (31 December 2011: 44%). Average LTV of new mortgage lending was 56% (31 December 2011: 54%)

• Total customer deposits increased 4% to £116.0bn primarily driven by growth in savings from ISAs and retail bonds

• Risk weighted assets increased 14% to £38.8bn principally due to mortgage balance growth, an increased operational risk charge and adoption of a more comprehensive approach to loans subject to forbearance

Q4 12 compared to Q3 12

• Adjusted profit before tax declined 19% to £326m. Statutory loss before tax was £4m (Q3 12: £150m) including £330m (Q3 12: £550m) additional provision for PPI redress

• Income declined 4% to £1,086m primarily due to provisions taken to remedy historical interest charges incorrectly applied to customers

• Impairment decreased £5m to £71m

• Adjusted operating expenses increased 6% to £693m mainly due to the transfer of claims management costs to the PPI provision in Q3 12. Statutory operating expenses decreased 15% to £1,023m mainly due to the additional provision for PPI redress of £330m (Q3 12: £550m)

• Loans and advances to customers increased to £128.2bn (30 September 2012: £126.0bn) reflecting steady growth in mortgage balances. Customer deposits continued to increase to £116.0bn (30 September 2012: £114.5bn)

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BARCLAYS PLC FORM 6-K Q4

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Results by Business

Europe Retail and Business Banking

Income Statement Information	Year Ended 31.12.12 £m Year Ended 31.12.11 £m % Change	Year Ended 31.12.12 £m Year Ended 31.12.11 £m % Change	Year Ended 31.12.12 £m Year Ended 31.12.11 £m % Change
Net interest income Net fee and commission income Net trading income Net investment income Net premiums from insurance contracts Other income/(expense)		599 786 (24) 284 429 (34) 7 9 52 91 (43) 331 463 (29) 1 (49)
Total income Net claims and benefits incurred under insurance contracts		1,274 1,729 (26) (359) (503) (29)
Total income net of insurance claims Credit impairment charges and other provisions		915 1,226 (25) (328) (261) 26
Net operating income	587 965 **(39) **
Operating expenses (excluding goodwill impairment) Goodwill impairment		(839) (1,211) (31) - (427)
Operating expenses Other net income	(839) (1,638) (49) 13 12 8
Loss before tax	(239) (661) **(64) **
Adjusted loss before tax 1		(239) (234) 2
**Balance Sheet Information **
Loans and advances to customers at amortised cost Customer deposits Total assets Risk weighted assets Performance Measures	£40.0bn £43.6bn £17.6bn £16.4bn £47.1bn £51.3bn £17.1bn £17.4bn Adjusted Statutory 1
	31.12.12 31.12.11 31.12.12 31.12.11
Cost: income ratio Loan loss rate (bps)	92% 99% 80 54		92% 134% 80 54
Key Facts	31.12.12 31.12.11
90 day arrears rate - Spain home loans 90 day arrears rate - Portugal home loans 90 day arrears rate - Italy home loans 90 day arrears rate - Total Europe RBB home loans 30 day arrears rate - cards Number of customers		0.7% 0.5% 0.7% 0.6% 1.0% 1.0% 0.8% 0.7% 6.2% 5.9% 2.7m 2.7m
Number of branches Number of sales centres	923 978 219 250
Number of distribution points Number of employees (full time equivalent)	1,142 1,228 7,900 8,500

1 Adjusted loss before tax and adjusted performance measures excludes the impact of goodwill impairment £nil (2011: £427m).

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Results by Business

Europe Retail and Business Banking

• Strategic action taken to significantly reduce redenomination risk and reposition the business, considering the ongoing economic challenges

2012 compared to 2011

• Income declined 25% to £915m reflecting the challenging economic environment across Europe and non-recurrence of gains from disposal of hedging instruments in 2011

• Net interest income declined 24% to £599m

• Customer asset margin decreased 4bps to 83bps with net interest margin down 20bps to 108bps, driven by higher funding costs partially offset by product re-pricing

• Average customer assets decreased 7% to £40.8bn driven by active management to reduce funding mismatch

• Customer liability margin decreased 27bps to 38bps and average customer liabilities decreased 16% to £14.8bn, reflecting competitive pressures

• Non-interest income declined 28% to £316m, reflecting lower commissions mainly from Italy mortgage sales and lower sales of investment products

• Credit impairment charges increased 26% to £328m due to deterioration in credit performance across Europe reflecting current economic conditions

• Loan loss rate increased to 80bps (2011: 54bps)

• 90 day arrears rate for home loans increased 19bps to 0.7% in Spain, increased 5bps to 0.7% in Portugal and increased 6bps to 1.0% in Italy

• Adjusted operating expenses decreased 31% to £839m, reflecting non recurrence of 2011 restructuring charges of £189m and related ongoing cost savings. Statutory operating expenses, which includes goodwill impairment of £nil (2011: £427m), decreased 49% to £839m (2011: £1,638m)

• Adjusted loss before tax increased 2% to £239m. Statutory loss before tax decreased 64% to £239m (2011: £661m) driven by the non-recurrence of 2011 goodwill impairment charges of £427m

• Loans and advances to customers decreased 8% to £40.0bn reflecting currency movements and active management to reduce funding mismatch. This change has driven an 8% reduction in total assets to £47.1bn

• Customer deposits increased 7% to £17.6bn, reflecting active management to reduce funding mismatch

• Risk weighted assets decreased 2% to £17.1bn principally due to reductions in loans and advances and currency movements, partially offset by an increased operational risk charge and portfolio deterioration in Spain

Q4 12 compared to Q3 12

• Loss before tax increased 49% to £88m driven by a decline in income reflecting the challenging economic environment in Europe:

• Income declined 4% to £210m driven by lower non-interest income from commissions and investment products

• Impairment increased 25% to £95m mainly in Spain reflecting a decline in property values

• Operating expenses remained in line with Q3 12

• Loans and advances to customers remained stable at £40.0bn and customer deposits decreased 3% to £17.6bn reflecting competitive pressures

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Results by Business

Africa Retail and Business Banking

Income Statement Information	Year Ended 31.12.12 £m Year Ended 31.12.11 £m % Change	Year Ended 31.12.12 £m Year Ended 31.12.11 £m % Change
Net interest income Net fee and commission income Net trading income Net investment income Net premiums from insurance contracts Other income		1,751 1,978 (11) 1,101 1,196 (8) 69 70 (1) 5 56 417 432 (3) 21 54
Total income Net claims and benefits incurred under insurance contracts		3,364 3,786 (11) (207) (215) (4)
Total income net of insurance claims Credit impairment charges and otherprovisions		3,157 3,571 (12) (646) (466) 39
Net operating income	2,511 3,105 (19)
Operating expenses Other net income	(2,053) (2,279) (10) 10 6 67
Profit before tax	468 832 (44)
Adjusted profit before tax 1		468 830 (44)
**Balance Sheet Information **
Loans and advances to customers at amortised cost Customer deposits Total assets Risk weighted assets		£31.7bn £34.4bn £22.0bn £22.6bn £44.8bn £48.2bn £27.0bn £30.3bn
Performance Measures	Adjusted Statutory 1
	31.12.12 31.12.11 31.12.12 **31.12.11 **
Cost: income ratio Loan loss rate (bps) Key Facts
90 days arrears rate - South African home loans Number of customers Number of ATMs		1.6% 3.2% 13.5m 14.5m 10,468 10,068
Number of branches Number of sales centres	1,339 1,354 112 139
Number of distribution points Number of employees (full time equivalent)	1,451 1,493 41,700 43,800

1 Adjusted profit before tax and adjusted performance measures excludes the impact of profit on disposals of subsidiaries, associates and joint ventures of £nil (2011: £2m).

Barclays PLC – 2012 Results

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BARCLAYS PLC FORM 6-K Q4

12-Feb-2013 08:17 EST

Results by Business

Africa Retail and Business Banking

• The proposed combination of Barclays Africa operations and Absa will simplify management and legal structures and will create a leading pan-African financial services business with a platform for further growth

• Retail and Business product suites expanded across the African geographies with multiple product launches including Premier, Bancassurance and Barclays Direct

• Rolled out new online and mobile channels across Africa including Absa online, Pingit, Barclays Mobile and Internet Banking

2012 compared to 2011

• Income declined 12% to £3,157m. Excluding currency movements, income declined 2% reflecting non-recurrence of gains from the disposal of Group hedging instruments in 2011 and downward commercial property valuations with underlying businesses across Africa remaining flat

• Net interest income declined 11% to £1,751m with the net interest margin down 10bps to 312bps primarily due to lower income generated through non customer related items partially offset by increased higher margin business

• Customer asset margin increased 34bps to 326bps reflecting a change in composition towards higher margin business

• Average customer assets decreased 10% to £34.1bn driven by currency movements and a modest decline in the South African mortgage book

• Customer liability margin decreased 42bps to 234bps driven by a decline in South Africa partially offset by improving margins across a number of other African countries

• Average customer liabilities decreased 6% to £22.1bn driven by currency movements as deposits continued to grow in South Africa where Absa remains a leader in retail deposits

• Non-interest income declined 12% to £1,406m driven largely by adverse currency movements

• Credit impairment charges increased 39% to £646m. Excluding currency movements impairment charges increased 57% principally reflecting higher loss given default rates and higher levels of write-offs in the South African home loans recovery book and the impact of one large name in the commercial property portfolio in South Africa

• Loan loss rate increased to 194bps (2011: 129bps)

• However 90 day arrears rate for home loans decreased by 168bps to 1.6% reflecting improved new business and continuing low interest rate environment

• Operating expenses decreased 10% to £2,053m mainly due to currency movements with underlying business growth broadly in line

• Profit before tax declined 44% to £468m

• Loans and advances to customers decreased 8% to £31.7bn mainly due to currency movements and a modest decline in the South African mortgage book

• Customer deposits decreased 3% to £22.0bn. Excluding currency movements customer deposits increased 7% mainly due to growth in South African deposits

• Risk weighted assets decreased 11% to £27.0bn, principally due to foreign exchange movements and a change in approach for sovereign risk weightings, offset by an increased operational risk charge

Q4 12 compared to Q3 12

• Profit before tax increased by £82m to £138m

• Income remained flat at £767m. Excluding currency movements income increased 7% across Africa primarily due to seasonal activity

• Impairment decreased 19% to £145m primarily driven by lower impairments in South African retail mortgages

• Operating expenses decreased 8% to £489m mainly due to currency movements

• Loans and advances to customers decreased 2% to £31.7bn reflecting adverse currency movements partially offset by an increase of 1% in underlying businesses. Customer deposits remained flat at £22.0bn reflecting growth of 3% in local currency deposits offset by currency movements

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Results by Business

Barclaycard

Income Statement Information	Year Ended 31.12.12 £m Year Ended 31.12.11 £m % Change	Year Ended 31.12.12 £m Year Ended 31.12.11 £m % Change
Net interest income Net fee and commission income Net trading loss Net investment income Net premiums from insurance contracts Other income		2,854 2,860 - 1,271 1,171 9 (9) (7) - 10 36 42 19 20
Total income Net claims and benefits incurred under insurance contracts		4,171 4,096 2 (1) (1)
Total income net of insurance claims Credit impairment charges and other provisions		4,170 4,095 2 (979) (1,259) (22)
Net operating income	3,191 2,836 13
Operating expenses (excluding provision for PPI redress and goodwill impairment) Provision for PPI redress Goodwill impairment		(1,715) (1,659) 3 (420) (600) - (47)
Operating expenses Other net income	(2,135) (2,306) (7) 30 31
Profit before tax	1,086 561
Adjusted profit before tax 1		1,506 1,208 25
**Balance Sheet Information **
Loans and advances to customers at amortised cost Customer deposits Total assets Risk weighted assets		£32.9bn £30.1bn £2.8bn £0.6bn £37.5bn £33.8bn £36.5bn £34.2bn
Performance Measures	Adjusted Statutory 1
	31.12.12 31.12.11 31.12.12 31.12.11
Loan loss rate (bps) Cost: income ratio Key Facts	282 391 282 391 41% 41% 51% 56% 31.12.12 31.12.11
30 day arrears rates - UK cards 30 day arrears rates - US cards 30 day arrears rates - South Africa cards Total number of Barclaycard customers Total average customer assets Payments processed Number of merchant relationships Number of employees (full time equivalent)		2.5% 2.7% 2.4% 3.1% 5.2% 4.9% 28.8m 22.6m £32.5bn £30.3bn £240bn £219bn 89,000 87,000 11,000 10,400

1 Adjusted profit before tax and adjusted performance measures excludes the impact of the provision for PPI redress of £420m (2011: £600m) and goodwill impairment of £nil (2011: £47m).

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Results by Business

Barclaycard

• Continued to grow UK and International businesses, and lead in payments innovation, with 10% increase in payments processed to £240bn and 9% increase in loans and advances to customers including £0.7bn new lending through FLS

• Strengthened funding profile; raised customer deposits, including $1.4bn in the US and €1.7bn in Germany, and launched $1bn of securitisation in the US

• Successful integration of acquisitions and focused cost management driving down the cost per account

2012 compared to 2011

• Income increased 2% to £4,170m reflecting continued growth across the business and contributions from portfolio acquisitions. This was partially offset by higher funding costs, non-recurrence of gains from the disposal of hedging instruments in 2011 and depreciation of Rand against Sterling

• UK income increased 1% to £2,616m including contribution from 2011 portfolio acquisitions and business growth offset by increased funding costs

• International income improved 7% to £1,554m driven by higher US outstanding balances and contribution from portfolio acquisitions

• Net interest income remained flat at £2,854m. Contributions from business growth and acquisitions were offset by lower net interest margin of 846bps (2011: 944bps) which stabilised in the second half of the year

• Average customer assets increased 7% to £32.5bn due to portfolio acquisitions and business growth

• Customer asset margin was down 13bps to 939bps due to higher funding costs

• Non-interest income improved 7% to £1,316m driven by increased volumes in the Business Payment and US portfolios

• Credit impairment charges decreased 22% to £979m resulting from improved delinquency, lower charge-offs and better recovery rates, primarily in H1 12

• Loan loss rate improved by 109bps to 282bps (2011: 391bps)

• 30 day arrears rates for consumer cards in UK down to 2.5% (2011: 2.7%), in the US down to 2.4% (2011: 3.1%)and in South Africa up to 5.2% (2011: 4.9%)

• Adjusted operating expenses increased 3% to £1,715m reflecting portfolio acquisitions, provision for certain other insurance products and investment spend. Statutory operating expenses, including the provision for PPI redress of £420m (2011: £600m) and goodwill impairment of £nil (2011: £47m), decreased 7% to £2,135m (2011: £2,306m)

• Adjusted profit before tax improved 25% to £1,506m. Statutory profit before tax increased by £525m to £1,086m after £420m (2011: £600m) provision for PPI redress

• Total assets increased 11% to £37.5bn primarily driven by business growth and acquisitions

• Customer deposits increased by £2.2bn to £2.8bn due to business funding initiatives in the US and Germany

• Risk weighted assets increased 7% to £36.5bn, principally due to growth in assets and an increased operational risk charge

Q4 12 compared to Q3 12

• Adjusted profit before tax decreased 10% to £356m

• Income increased 5% reflecting contribution from portfolio acquisitions

• Impairment increased 4% due to increased business volumes

• Adjusted operating expenses increased 20% principally due to a provision for certain other insurance products and the transfer of claims management costs to the PPI provision in Q3 12. Statutory operating expenses increased 36% to £753m (£Q3 12: £552m) mainly due to the additional provision for PPI redress of £270m (Q3 12: £150m)

• Statutory profit before tax was £86m (Q312: £247m) including £270m (Q312: £150m) additional provision for PPI redress

• Loans and advances to customers increased 6% to £32.9bn including the acquisition of Edcon and growth across the UK and International businesses. Customer deposits increased to £2.8bn (30 September 2012: £2.4bn) through deposit funding initiatives in the US and Germany

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Results by Business

Investment Bank

Year Ended 31.12.12 £m Year Ended 31.12.11 £m Income Statement Information % Change	Year Ended 31.12.12 £m Year Ended 31.12.11 £m Income Statement Information % Change
Net interest income Net fee and commission income Net trading income Net investment income and other	619 1,177 (47) 3,262 3,026 8 7,315 5,264 39 526 868 (39)
Total income Credit impairment charges and otherprovisions	11,722 10,335 13 (460) (93)
Net operating income 11,262 10,242 10
Operating expenses (7,249) (7,289) (1) Other net income 50 12
Profit before tax 4,063 2,965 37
Adjusted profit before tax 4,063 2,965 37 Balance Sheet Information and Key Facts
Loans and advances to banks and customers at amortised cost Customer deposits Total assets Assets contributing to adjusted gross leverage Risk weighted assets Average DVaR (95%) Number of employees (full time equivalent)	£145.0bn £158.6bn £76.2bn £83.1bn £1,074.8bn £1,158.4bn £567.9bn £604.0bn £178.0bn £186.7bn £38m £57m 24,000 23,600

Performance Measures	Adjusted Statutory	Adjusted Statutory
	31.12.12 31.12.11 31.12.12 31.12.11
Cost: income ratio Cost: net operating income ratio Compensation: income ratio Average income per employee (000s) Loan loss rate (bps)	62% 71% 64% 71% 39% 47% £494 £429 30 8	62% 71% 64% 71% 39% 47% £494 £429 30 8

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Results by Business

Investment Bank

Analysis of Total Income FY12 £m FY11 £m % Change Q412 £m Q312 £m % Change Q411 £m % Change	Analysis of Total Income FY12 £m FY11 £m % Change Q412 £m Q312 £m % Change Q411 £m % Change	Analysis of Total Income FY12 £m FY11 £m % Change Q412 £m Q312 £m % Change Q411 £m % Change	Analysis of Total Income FY12 £m FY11 £m % Change Q412 £m Q312 £m % Change Q411 £m % Change	Analysis of Total Income FY12 £m FY11 £m % Change Q412 £m Q312 £m % Change Q411 £m % Change
Fixed Income, Currency and Commodities Equities and Prime Services Investment Banking Principal Investments	7,403	6,325 17 1,751 14 2,027 5 232 (12)	1,458	1,581 (8) 971 50 534 (9) 305 59 487 29 506 24 31 (19) 36 (31)
	1,991		484
	2,123		626
	205		25
Total income	11,722	10,335 13	2,593	2,633 (2) 1,818 43

2012 compared to 2011

• Profit before tax increased 37% to £4,063m driven by strong income growth and reduced operating expenses

• Total income increased 13% to £11,722m

• Fixed Income, Currency and Commodities (FICC) income improved 17% to £7,403m, in an uncertain, but more favourable trading environment. Increased liquidity and higher client volumes across a number of product areas resulted in increased contributions from the Rates, Emerging Markets, Commodities, Securitised Products and Credit businesses, partially offset by lower contributions from Currency driven by subdued volumes and lower volatility

• Equities and Prime Services income increased 14% to £1,991m, reflecting global market share gains which resulted in an improved performance in cash equities and equity derivatives, despite subdued market volumes

• Investment Banking income increased 5% to £2,123m, reflecting global market share gains and increases in revenues across global financial advisory and underwriting businesses more than offsetting the impact of increased internal sales concessions. Debt underwriting activity and equity underwriting in the Americas grew particularly strongly and were primary contributors to the 8% increase in total net fees and commission income

• Credit impairment charges of £460m (2011: £93m) primarily related to £232m on ABS CDO Super Senior positions as a result of model changes to calibrate to current market data sources, and higher losses on single name exposures. The prior year included a non recurring release of £223m

• Operating expenses decreased 1% to £7,249m, driven by a 3% reduction in total performance costs to £1,693m including £210m increase in deferred bonus charges. Non-performance costs remained in line at £5,556m (2011: £5,571m) despite absorbing £193m charge relating to the setting of inter-bank offered rates

• Cost to net operating income ratio of 64% (2011: 71%) within target range of 60% to 65%. The compensation to income ratio improved to 39% (2011: 47%)

• Assets contributing to adjusted gross leverage decreased 6% to £567.9bn reflecting decreases in cash and balances at central banks, trading portfolio assets, and loans and advances to banks and customers, partially offset by an increase in reverse repurchase agreements

• Credit market exposures decreased 39% to £9,310m, reflecting net sales and paydowns and other movements of £5,436m, foreign exchange movements of £459m, offset by net fair value gains and impairment charges of £44m

• Risk weighted assets decreased 5% to £178.0bn, principally reflecting reductions in risk exposures, including legacy asset sell downs, and foreign exchange movements. This was partially offset by an increased operational risk charge and a change in approach to loss given default on sovereign exposures

Q4 12 compared to Q3 12

• Profit before tax decreased 8% to £858m

• Income of £2,593m was down 2% on Q3 12. FICC income reduced 8% and Equities and Prime Services income reduced 9%, partially offset by a 29% increase in Investment Banking revenues

• The decrease in FICC income of 8% to £1,458m reflected lower activity in Securitised Products and a reduction in Currency income, driven by reduced market volatility and resulting lower volumes. This was partially offset by higher contributions from Credit and Rates

• The reduction in Equities and Prime Services income of 9% to £484m resulted from reduced performance in equity derivatives and equity-related Prime Services, driven by continued subdued volumes in equity issuance globally

• The increase in Investment Banking income of 29% to £626m was driven by improved performance across financial advisory, debt underwriting and equity underwriting, as a result of increased activity in debt and equity issuance in the quarter

• Impairment increased to £114m (Q3 12: £23m) relating to ABS CDO Super Senior positions

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• Operating expenses decreased 3% driven by reduced performance costs

Q4 12 compared to Q4 11

• Profit before tax increased £591m to £858m

• Income of £2,593m increased 43% on Q4 11 reflecting increases in FICC of 50%, Equities and Prime Services of 59%, and Investment Banking of 24%

• The increase in FICC income of 50% to £1,458m reflected a significantly enhanced trading environment which resulted in higher income across Rates, Commodities, Securitised Products and Emerging Markets offset by a reduction in Currency income as confidence and liquidity in the markets were significantly improved

• Equities and Prime Services income increased 59% to £484m driven by stronger performance in cash equities and equity derivatives as markets improved from the low levels experienced in Q4 11

• Investment Banking income increased 24% to £626m resulting from increased market activity in debt and equity underwriting

• Impairment increased to £114m (Q4 11: £90m) relating to ABS CDO Super Senior positions

• Operating expenses increased 12% on Q4 11 reflective of increased accrual for performance costs

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Results by Business

Corporate Banking

Income Statement Information	Year Ended 31.12.12 £m Year Ended 31.12.11 £m % Change	Year Ended 31.12.12 £m Year Ended 31.12.11 £m % Change	Year Ended 31.12.12 £m Year Ended 31.12.11 £m % Change	Year Ended 31.12.12 £m Year Ended 31.12.11 £m % Change
Net interest income Net fee and commission income Net trading income/(expense) Net investment income Other income			1,870 2,155 (13) 955 1,005 (5) 65 (99) 23 29 5 18
Total income Credit impairment charges and otherprovisions			2,918 3,108 (6) (872) (1,147) (24)
Net operating income	2,046 1,961 4
Operating expenses (excluding goodwill impairment and provision for interest rate hedging products redress) Goodwill impairment Provision for interest rate hedging products redress			(1,505) (1,759) (14) - (123) (850) -
Operating expenses Other net income/(expense)	(2,355) (1,882) 25 10 (71)
(Loss)/profit before tax	(299) 8
Adjusted profit before tax Balance Sheet Information and Key Facts 1	551 204
Loans and advances to customers at amortised cost Loans and advances to customers at fair value Customer deposits Total assets Risk weighted assets Number of employees (full time equivalent)			£62.9bn £66.9bn £17.6bn £17.2bn £97.1bn £85.2bn £86.3bn £91.2bn £68.0bn £72.8bn 10,300 11,200
Performance Measures	Adjusted Statutory 1
	31.12.12 31.12.11 31.12.12 **31.12.11 **
Loan loss rate (bps) Cost: income ratio		128 156 52% 57%		128 156 81% 61%

1 Adjusted profit before tax and adjusted performance measures exclude the impact of goodwill impairment of £nil (2011: £123m), provision for interest rate hedging products redress of £850m (2011: £nil) and loss on disposal of £nil (2011: £73m).

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Results by Business

Corporate Banking

Year Ended 31 December 2012 UK Europe RoW Total Income Statement Information £m £m £m £m	Year Ended 31 December 2012 UK Europe RoW Total Income Statement Information £m £m £m £m
Income 2,234 313 371 Credit impairment charges and other provisions (285) (542) (45) Operating expenses (excluding provision for interest rate hedging products redress) (1,041) (152) (312) Provision for interest rate hedging products redress (850) - - Other net income 2 - 8	2,918
	(872)
	(1,505)
	(850)
	10
Profit/(loss) before tax 60 (381) 22 (299)	(299)
Adjusted profit/(loss) before tax 910 (381) 22 551 Balance Sheet Information 1	551
Loans and advances to customers at amortised cost £51.5bn £6.5bn £4.9bn £62.9bn Loans and advances to customers at fair value £17.6bn - - £17.6bn Customer deposits £79.0bn £8.2bn £9.9bn £97.1bn Risk weighted assets £49.9bn £10.5bn £7.6bn £68.0bn Year Ended 31 December 2011 Income Statement Information	£62.9bn
	£17.6bn
	£97.1bn
	£68.0bn
Income 2,199 440 469 Credit impairment charges and other provisions (355) (716) (76) Operating expenses (excluding goodwill impairment) (1,099) (248) (412) Goodwill impairment - (123) - Other net income/(expense) 2 - (73)	3,108
	(1,147)
	(1,759)
	(123)
	(71)
Profit/(loss) before tax 747 (647) (92) 8	8
Adjusted profit/(loss) before tax 747 (524) (19) 204 Balance Sheet Information 1	204
Loans and advances to customers at amortised cost £50.6bn £11.2bn £5.1bn Loans and advances to customers at fair value £17.2bn - - Customer deposits £69.9bn £5.6bn £9.7bn Risk weighted assets £49.9bn £15.4bn £7.5bn	£66.9bn
	£17.2bn
	£85.2bn
	£72.8bn

1 Adjusted profit/(loss) before tax excludes for the UK the provision for interest rate hedging products redress of £850m (2011: £nil), for Europe the impact of goodwill impairment of £nil (2011: £123m), and for the Rest of the World the loss on disposal of £nil (2011: £73m).

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11-Feb-2013 19:50 EST

Results by Business

Corporate Banking

• The turnaround in Corporate Banking profitability continued with the exit of non-core businesses internationally

• Improved credit performance across all regions due to management actions taken in 2010 and 2011 to refocus the international business, particularly in Continental Europe

• Total UK loans and advances to customers up £0.9bn driven by solid growth in net new UK lending. Attracted an additional £11.9bn of global deposits with strong growth in the UK and Europe

2012 compared to 2011

• Adjusted profit before tax improved £347m to £551m including a gain of £71m (2011: loss of £111m) in the net valuation of fair value items, primarily driven by improved credit impairment in Europe and UK and lower operating expenses. Statutory loss before tax was £299m (2011: profit £8m) including a £850m provision for interest rate hedging products redress

• UK adjusted profit before tax improved 22% to £910m reflecting a £182m improvement in the net valuation of fair value items, improved operating expenses and credit impairment. UK statutory profit before tax decreased £687m to £60m including a £850m provision for interest rate hedging products redress

• Europe loss before tax improved £266m to £381m principally due to improved credit impairment charges in Spain of £337m (2011: £480m) and improved operating expenses benefitting from progress in restructuring, partially offset by reduced income from exited businesses

• Rest of the World adjusted profit before tax improved £41m to £22m reflecting lower operating expenses as a result of refocusing of our international business. Rest of the World statutory profit before tax improved £114m to £22m reflecting the non-recurrence of prior year loss on disposal of Barclays Bank Russia

• Net interest income decreased 13% to £1,870m reflecting non-recurring gains on the disposal of hedging instruments, reduced income from exited businesses and increased funding costs

• Net interest margin down 22bps to 124bps principally due to higher funding costs and non-recurring gains from the sale of hedging instruments

• Customer asset margin decreased 32bps to 114bps reflecting higher funding costs and reduced balances due to the refocusing of our international business

• Customer liability margin increased 15bps to 109bps principally due to higher balances in the UK driven by currency deposits and current accounts, and reflecting an increase in funding rates and therefore the value generated from customer liabilities

• Credit impairment charges reduced 24% to £872m. Loan loss rate improved to 128bps (2011: 156bps)

• Impairment charges in Europe reduced by £174m to £542m, primarily as a result of ongoing action to reduce exposure within the property and construction sector in Spain

• Adjusted operating expenses improved 14% to £1,505m, reflecting the benefits of prior year restructuring and cost control initiatives. Adjusted cost to income ratio improved to 52% (2011: 57%). Statutory operating expenses, including the provision for interest rate hedging products redress of £850m (2011: £nil), increased to £2,355m (2011: £1,882m). Statutory cost to income ratio deteriorated to 81% (2011: 61%)

• Total assets in UK up by £0.6bn driven by solid growth in net UK lending. Total assets down £4.9bn to £86.3bn as increases in the UK are more than offset by reductions in Europe and Rest of the World due to the refocusing of our international business

• Customer deposits increased 14% to £97.1bn with increased balances in the UK and Europe due to higher currency deposits and current accounts

• Risk weighted assets decreased 7% to £68.0bn, principally reflecting the benefit of the refocusing of our international business, partially offset by an increased operational risk charge

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BARCLAYS PLC FORM 6-K Q4

11-Feb-2013 20:19 EST

Results by Business

Q4 12 compared to Q3 12

• Q4 12 adjusted profit before tax increased 9% to £107m including a gain of £10m (Q3 12: loss of £6m) in the net valuation of fair value items

• [Income increased 5% to £713m driven by growth in UK deposits, supported by consistent performance in the ]

• [–] European and Rest of the World businesses

• Impairment increased 13% primarily due to Rest of the World increases including charges for the Indian retail portfolio, partially offset by reductions in Europe

• Adjusted operating expenses in line with previous quarter. Statutory operating expenses, including the provision for interest rate hedging products redress of £400m (Q3 12: £nil), increased £399m to £775m (Q3 12: £376m)

• Statutory loss before tax was £293m (Q3 12: profit £98m) after charging a £400m (Q3 12: £nil) additional provision for interest rate hedging products redress

• Loans and advances to customers increased 1% to £62.9bn driven by net UK lending. Customer deposits increased 6% to £97.1bn primarily driven by growth in the UK

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BARCLAYS PLC FORM 6-K Q4

RR Donnelley ProFile

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Results by Business

Wealth and Investment Management

Wealth and Investment Management
Income Statement Information	Year Ended Year Ended 31.12.12 £m 31.12.11 £m % Change
Net interest income Net fee and commission income Net trading income Other expense		853 798 7 946 943 - 16 5 - (2)
Total income Credit impairment charges and otherprovisions		1,815 1,744 4 (38) (41) (7)
Net operating income	1,777 1,703 4
Operating expenses Other net income/(expense)	(1,463) (1,493) (2) 1 (3)
Profit before tax	315 207 52
Adjusted profit before tax Balance Sheet Information and Key Facts	315 207 52
Loans and advances to customers at amortised cost Customer deposits Total assets Risk weighted assets Client assets Number of employees (full time equivalent) Performance Measures	£21.2bn £18.8bn £53.8bn £46.5bn £23.7bn £20.9bn £15.8bn £13.1bn £186.0bn £164.2bn 7,900 8,100 Adjusted Statutory
	31.12.12 31.12.11 31.12.12 31.12.11
Cost: income ratio Loan loss rate (bps)	81% 86% 17 21		81% 86% 17 21

Barclays PLC – 2012 Results

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BARCLAYS PLC FORM 6-K Q4

08-Feb-2013 01:28 EST

RR Donnelley ProFile

Results by Business

Wealth and Investment Management

• 2012 marked the third year of execution of Wealth and Investment Management’s five year strategic investment programme to transform the business into a top tier global wealth manager

• Continued build out of world class infrastructure and significant strengthening of product and service capabilities

• Strong growth in client assets as we continue to build our client proposition

2012 compared to 2011

• Income improved 4% to £1,815m primarily driven by an increase in the High Net Worth businesses

• Net interest income grew 7% to £853m reflecting growth in deposit and lending balances in the High Net Worth businesses. Net interest margin decreased 7bps to 122bps due to ongoing low interest rate environment and reduced contribution from structural hedges

• Customer deposits increased 16% to £53.8bn

• Loans and advances to customers increased 13% to £21.2bn

• Net fees and commissions income remained broadly in line at £946m (2011 : £943m) despite challenging market conditions

• Operating expenses decreased 2% to £1,463m as cost control initiatives were partially offset by the continued cost of the strategic investment programme

• Profit before tax increased 52% to £315m

• Client assets increased 13% to £186.0bn (2011: £164.2bn) principally reflecting increase in net new assets in High Net Worth businesses

• Risk weighted assets increased 21% to £15.8bn principally due to growth in lending and an increased operational risk charge

Q4 12 compared to Q3 12

• Profit before tax increased 46% to £115m

• Income increased 9% to £481m primarily driven by strong growth in the High Net Worth businesses and increased client activity during Q4

• Costs remained stable at £354m (Q3 12: £358m)

• Client assets increased 5% to £186.0bn (Q3 12: £177.6bn) principally reflecting increased client assets within the High Net Worth businesses

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BARCLAYS PLC FORM 6-K Q4

12-Feb-2013 08:17 EST

LON

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Results by Business

Head Office and Other Operations

		Year Ended	Year Ended
Income Statement Information		31.12.12	31.12.11
		£m	£m
Adjusted total expense net of insurance claims Own credit	1	(75) (4,579)	(223) 2,708
Gains on debt buy-backs		-	1,130
Gain/(loss)on disposal of investment in BlackRock,Inc.		227	(58)
Total (expense)/income net of insurance claims		(4,427)	3,557
Credit impairment (charges)/release and other	provisions	(4)	1
Impairment of investment in BlackRock,Inc.		-	(1,800)
Net operating (expense)/income		(4,431)	1,758
Operating expenses (excluding bank levy)		(686)	(463)
UK bank levy		(345)	(325)
Operating expenses		(1,031)	(788)
Other net income/(expense)		22	(23)
(Loss)/profit before tax		(5,440)	947
Adjusted loss before tax 2		(1,088)	(1,010)
Balance Sheet Information and Key Facts
Total assets		£39.4bn	£31.9bn
Risk weighted assets		£5.7bn	£2.5bn
Number of employees (full time equivalent)		1,600	1,400

2012 compared to 2011

• Adjusted total expense net of insurance claims reduced to £75m (2011: £223m) principally due to changes in the value of hedges relating to employee share awards which were closed out during Q1 12. Statutory total income net of insurance claims decreased to an expense of £4,427m (2011: income of £3,557m) driven by the impact of own credit

• Operating expenses increased 31% to £1,031m mainly from higher regulatory costs, including a charge relating to the allocation to Head Office and Other Operations of the penalty of £97m (2011: £nil) arising from the industry wide investigation into the setting of interbank offered rates, Financial Services Compensation Scheme of £135m (2011: £45m), the increase in the UK bank levy to £345m (2011: £325m) and increased strategic initiative costs

• Adjusted loss before tax increased by 8% to £1,088m

• Statutory loss before tax increased to £5,440m (2011: profit £947m) including an own credit charge of £4,579m (2011: £2,708m gain) and non-recurrence of gains on debt buy-backs, partially offset by the impact of BlackRock, Inc. investment disposal and income from changes in the value of hedges relating to employee share awards that were closed out during Q1 12

• Total assets increased to £39.4bn (31 December 2011: £31.9bn) reflecting growth in the liquidity bond portfolio held at Head Office and Other Operations, partially offset by the sale of the strategic investment in BlackRock, Inc.

• Risk weighted assets have increased £3.2bn to £5.7bn, principally reflecting increases in sovereign bonds held for liquidity purposes and a change in approach to loss given default on sovereign exposures

Q4 12 compared to Q3 12

• Adjusted loss before tax increased £537m to £718m principally due to the UK bank levy that is charged in Q4

• Statutory loss before tax increased by 2% to £1,278m reflecting the impact of the UK bank levy that is charged in Q4, partially offset by increased total expense net of insurance claims

• 1 Includes net interest expense of £134m (2011: £965m).

• 2 Adjusted performance measures and profit before tax exclude the impact of an own credit charge of £4,579m (2011: gain of £2,708m), gains on debt buybacks (retirement of non-qualifying Tier 1 Capital under Basel 3) of £nil (2011: £1,130m), gain on disposal of strategic investment in BlackRock, Inc. of £227m (2011: loss of £58m), impairment of investment in BlackRock Inc. of £nil (2011: £1,800m) and loss on disposals of £nil (2011: £23m).

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BARCLAYS PLC RR Donnelley ProFile WCRFBU-MWE-XN0411.2.13 SWRvictb0dc 12-Feb-2013 09:53 EST FORM 6-K Q4 LON

Business Results by Quarter

UK RBB	Q412 £m Q312 £m Q212 £m Q112 £m 1,086 1,130 1,128 1,077 (71) (76) (46) (76) 1,015 1,054 1,082 1,001 (1,023) (1,204) (671) (966) 4 - 1 (1) (4) (150) 412 34 1,086 1,130 1,128 1,077 (71) (76) (46) (76) 1,015 1,054 1,082 1,001 (693) (654) (671) (666) 4 - 1 (1) 326 400 412 334	Q412 £m Q312 £m Q212 £m Q112 £m 1,086 1,130 1,128 1,077 (71) (76) (46) (76) 1,015 1,054 1,082 1,001 (1,023) (1,204) (671) (966) 4 - 1 (1) (4) (150) 412 34 1,086 1,130 1,128 1,077 (71) (76) (46) (76) 1,015 1,054 1,082 1,001 (693) (654) (671) (666) 4 - 1 (1) 326 400 412 334	Q411 £m Q311 £m Q211 £m Q111 £m
Statutory basis Total income net of insurance claims Credit impairment charges and other provisions			1,129 1,273 1,170 1,084 (156) (105) (131) (144)
Net operating income Operating expenses Other net income/(expense)			973 1,168 1,039 940 (752) (675) (1,022) (653) 1 1 (1) 1
Statutory (loss)/profit before tax Adjusted basis Total income net of insurance claims Credit impairment charges and other provisions			222 494 16 288 1,129 1,273 1,170 1,084 (156) (105) (131) (144)
Net operating income Operating expenses Other net income/(expense)			973 1,168 1,039 940 (752) (675) (622) (653) 1 1 (1) 1
Adjusted profit before tax Adjusting items			222 494 416 288
Provision for PPI redress 1		330 550 - 300	- - 400 -
Europe RBB	210 219 243 243 (95) (76) (85) (72) 115 143 158 171 (207) (204) (211) (217) 4 2 4 3 (88) (59) (49) (43) 210 219 243 243 (95) (76) (85) (72) 115 143 158 171 (207) (204) (211) (217) 4 2 4 3 (88) (59) (49) (43)
Statutory basis Total income net of insurance claims Credit impairment charges and otherprovisions			247 375 309 295 (83) (62) (47) (69)
Net operating income Operating expenses Other net income			164 313 262 226 (718) (263) (368) (289) 2 2 4 4
Statutory (loss)/profit before tax Adjusted basis Total income net of insurance claims Credit impairment charges and other provisions			(552) 52 (102) (59) 247 375 309 295 (83) (62) (47) (69)
Net operating income Operating expenses Other net income			164 313 262 226 (291) (263) (368) (289) 2 2 4 4
Adjusted (loss)/profit before tax Adjusting items			(125) 52 (102) (59)
Goodwill impairment 1		- - - -	427 - - -

1 Adjusting item recorded in Operating expenses.

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Business Results by Quarter

Africa RBB	Q412 Q312 Q212 £m £m £m	Q412 Q312 Q212 £m £m £m	Q112 £m 830 (107) 723 (548) 2 177 830 (107) 723 (548) 2 177	Q411 Q311 Q211 Q111 £m £m £m £m
Statutory basis Total income net of insurance claims Credit impairment charges and otherprovisions	767 765 795 (145) (180) (214)			861 940 906 864 (88) (108) (126) (144)
Net operating income Operating expenses Other net income		622 585 581 (489) (531) (485) 5 2 1		773 832 780 720 (505) (613) (586) (575) 1 2 1 2
Statutory profit before tax Adjusted basis Total income net of insurance claims Credit impairment charges and otherprovisions				269 221 195 147 861 940 906 864 (88) (108) (126) (144)
Net operating income Operating expenses Other net income		622 585 581 (489) (531) (485) 5 2 1		773 832 780 720 (505) (613) (586) (575) 1 - 1 2
Adjusted profit before tax Adjusting items Gains on acquisitions and disposals 1				269 219 195 147
		- - -	-	- (2) - - 983 1,140 1,012 960 (271) (340) (344) (304)
Barclaycard Statutory basis Total income net of insurance claims Credit impairment charges and otherprovisions	1,098 1,046 1,036 (265) (254) (228)		990 (232) 758 (418) 9 349 990 (232) 758 (418) 9 349
Net operating income Operating expenses Other net income		833 792 808 (753) (552) (412) 6 7 8		712 800 668 656 (458) (430) (1,047) (371) 5 8 7 11
Statutory profit/(loss) before tax Adjusted basis Total income net of insurance claims Credit impairment charges and otherprovisions				259 378 (372) 296 983 1,140 1,012 960 (271) (340) (344) (304)
Net operating income Operating expenses Other net income		833 792 808 (483) (402) (412) 6 7 8		712 800 668 656 (458) (430) (400) (371) 5 8 7 11
Adjusted profit before tax Adjusting items				259 378 275 296
Provision for PPI redress Goodwill impairment 2 2		270 150 - - - -	- -	- - 600 - - - 47 -

1 Adjusting item recorded in Other net income. 2 Adjusting item recorded in Operating expenses.

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Business Results by Quarter

Investment Bank	Q412 Q312 Q212 Q112 £m £m £m £m 1,458 1,581 1,968 2,396 484 534 423 550 626 487 501 509 25 31 140 9 2,593 2,633 3,032 3,464 (114) (23) (248) (75) 2,479 2,610 2,784 3,389 (1,636) (1,680) (1,788) (2,145) 15 7 6 22 858 937 1,002 1,266	Q412 Q312 Q212 Q112 £m £m £m £m 1,458 1,581 1,968 2,396 484 534 423 550 626 487 501 509 25 31 140 9 2,593 2,633 3,032 3,464 (114) (23) (248) (75) 2,479 2,610 2,784 3,389 (1,636) (1,680) (1,788) (2,145) 15 7 6 22 858 937 1,002 1,266	Q411 Q311 Q211 Q111 £m £m £m £m
Adjusted and statutory basis Fixed Income, Currency and Commodities Equities and Prime Services Investment Banking Principal Investments			971 1,438 1,715 2,201 305 338 563 545 506 389 520 612 36 89 99 8
Total income Credit impairment (charges)/releases and other provisions			1,818 2,254 2,897 3,366 (90) (114) 80 31
Net operating income Operating expenses Other net income/(expense)			1,728 2,140 2,977 3,397 (1,458) (1,758) (2,006) (2,067) (3) 6 6 3
Adjusted profit before tax and statutory profit before tax Corporate Banking			267 388 977 1,333
Statutory basis Total income net of insurance claims Credit impairmentcharges and otherprovisions	713 678 703 824 (237) (210) (218) (207) 476 468 485 617 (775) (376) (807) (397) 6 6 (1) (1) (293) 98 (323) 219 713 678 703 824 (237) (210) (218) (207) 476 468 485 617 (375) (376) (357) (397) 6 6 (1) (1) 107 98 127 219		710 830 817 751 (252) (283) (327) (285)
Net operating income Operating expenses Other net income/(expense)			458 547 490 466 (545) (436) (459) (442) (8) 2 (62) (3)
Statutory (loss)/profit before tax Adjusted basis Total income net of insurance claims Credit impairment charges and otherprovisions			(95) 113 (31) 21 710 830 817 751 (252) (283) (327) (285)
Net operating income Operating expenses Other net income/(expense)			458 547 490 466 (422) (436) (459) (442) 1 2 2 (3)
Adjusted profit before tax Adjusting items Goodwill impairment Provision for interest rate hedging products redress Losses on disposal 1 1 2			37 113 33 21
		- - - - 400 - 450 - - - - -	123 - - - - - - - 9 - 64 -

1 Adjusting item recorded in Operating expenses. 2 Adjusting item recorded in Other net income/(expense).

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BARCLAYS PLC FORM 6-K Q4

RR	Donnelley	ProFile	swrdoc1 11.2.13		SWRrobie0ma	08-Feb-2013	03:26	EST
					LON

Business Results by Quarter

Wealth and Investment Management	Q412 Q312 Q212 Q112 £m £m £m £m	Q412 Q312 Q212 Q112 £m £m £m £m	Q411 Q311 Q211 Q111 £m £m £m £m
Adjusted and statutory basis Total income net of insurance claims Credit impairment charges and otherprovisions	481 442 441 451 (13) (6) (12) (7)		449 447 426 422 (10) (12) (9) (10)
Net operating income Operating expenses Other net income/(expense)		468 436 429 444 (354) (358) (367) (384) 1 1 (1) -	439 435 417 412 (384) (369) (375) (365) (1) (1) - (1)
Adjusted profit before tax and statutory profit before tax Head Office and Other Operations			54 65 42 46
Statutory basis Total (expense)/income net of insurance claims Credit impairment releases/(charges) and other provisions Impairment of investment in BlackRock,Inc.	(812) (1,115) (139) (2,361) 1 - (3) (2) - - - - (811) (1,115) (142) ** (2,363) (470) (136) (251) (174) 3 (4) 23 - (1,278) (1,255) (370) ** (2,537) (252) (41) (41) 259 1 - (3) (2) (251) (41) (44) 257 (125) (136) (251) (174) (345) - - - 3 (4) 23 - (718) (181) (272) 83		882 2,624 394 (343) (1) 1 (3) 4 - (1,800) - -
Net operating (expense)/income Operating expenses (excluding UK bank levy) Other net income/(expense)			881 825 391 (339) (469) (115) (124) (80) (23) 1 (3) 2
Statutory (loss)/profit before tax Adjusted basis Total (expense)/income net of insurance claims Credit impairment releases/(charges)and otherprovisions			389 711 264 (417) 15 (258) 12 8 (1) 1 (3) 4
Net operating (expense)/income Operating expenses (excluding UK bank levy) UK bank levy Other net income/(expense)			14 (257) 9 12 (144) (115) (124) (80) (325) - - - - - - -
Adjusted (loss)/profit before tax Adjusting items			(455) (372) (115) **(68) **
Own credit (Gain)/loss on disposal and Impairment of BlackRock investment Gains on debt buy-backs Losses/(gains) on acquisitions and disposals 1 2 1 3		560 1,074 325 2,620 - - (227) - - - - - - - - -	263 (2,882) (440) 351 - 1,800 58 - (1,130) - - - 23 (1) 3 (2)

• 1 Adjusting item recorded in Total (expense)/income net of insurance claims.

• 2 Q2 2012 includes a £227m gain on disposal of strategic investment in BlackRock,Inc. and Q2 2011 includes a £58m loss on partial disposal of strategic investment in BlackRock,Inc both recorded through investment income and recorded in Total Income net of insurance claims. The £1,800m impairment of our stake in the BlackRock,Inc. investment in Q3 2011 is reported as part of Net operating income.

• 3 Adjusting item recorded in Other net income/(expense).

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BARCLAYS PLC FORM 6-K Q4

RR Donnelley ProFile

Performance Management

Remuneration

We recognise the importance our stakeholders attach to the judgements that we apply in managing remuneration. Reduced remuneration costs, increasingly robust risk-adjustments and tougher performance conditions will continue to be a focus in how we achieve the right balance between the priorities of our various stakeholders. This requires remuneration to be managed in a way which incentivises employees, ensures pay is linked to performance and is appropriately aligned to risk.

We will continue to maintain a constructive and transparent dialogue with our shareholders and regulators on remuneration matters, as undertaken during 2012.

Incentive awards

• Total Group incentive awards have been reduced by 16% since 2011, with adjusted Group profit before tax increasing 26%. Statutory Group profit before tax decreased 96%

• Incentive awards at the Investment Bank have been reduced by 20% since 2011, with adjusted and statutory profit before tax increasing 37%

• Group incentives have reduced by £1.3bn (38%) since 2010 with adjusted profit before tax up 23% since 2010. Statutory profit before tax is down 96% since 2010. In the Investment Bank incentives have reduced by a similar amount, £1.3bn (48%), since 2010 with adjusted and statutory profit before tax down 7% since 2010

• Incentive pools have been reduced whilst adjusted profits have increased since 2011. This is because of actions taken by management to reposition Barclays compensation in the market place and to reflect significant risk events that impacted Barclays in 2012. The significant risk events include LIBOR settlement and redress for PPI and interest rate hedging products. Statutory profits decreased by 96% since 2011

• Compensation to adjusted net operating income is down to 38% in 2012 (2011: 42%). Compensation to net operating income has increased to 46% (2011: 39%). Within aggregate compensation there has been strong differentiation on the basis of individual performance to allow us to manage compensation costs but also to pay competitively for high performers

• Average value of bonus per Group employee down 13% year on year to £13,300; average value of bonus per Investment Bank employee down 17% year on year to £54,100. Average value of bonus per Group employee excluding the Investment Bank down 8% year on year to £4,800

• The proportion of bonus pool that is deferred significantly exceeds the FSA’s Remuneration Code requirements and is expected to remain amongst the highest deferral levels globally

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BARCLAYS PLC RR Donnelley ProFile SWRFBU-MWE-XN0711.2.13 SWRwelih0dc FORM 6-K Q4 LON

11-Feb-2013 23:58 EST

Performance Management

Total Incentive Awards Granted - Current Year and Deferred

	Barclays Group Year Ended 31.12.12 £m Year Ended 31.12.11 £m % Change	Barclays Group Year Ended 31.12.12 £m Year Ended 31.12.11 £m % Change	Investment Bank Year Ended 31.12.12 £m Year Ended 31.12.11 £m % Change	Investment Bank Year Ended 31.12.12 £m Year Ended 31.12.11 £m % Change
Current year cash bonus Currentyear share bonus		852 832 2 15 66 (77)		399 381 5 6 3 100
Total currentyear bonus		867 898 **(3) **		405 384 5
Deferred cash bonus Deferred share bonus		489 618 (21) 498 634 (21)		447 576 (22) 446 576 (23)
Total deferred bonus		987 1,252 (21)		893 1,152 (22)
Bonus pool Commissions,commitments and other incentives	1,854 2,150 (14) 314 428 (27)		1,298 1,536 (15) 96 201 (52)
Total incentive awards granted Adjusted profit before tax Statutory profit before tax Bonus pool as % of profit before tax (pre bonus) Bonus pool as % of adjusted profit before tax (pre bonus) Proportion of bonus that is deferred Total employees (full time equivalent) Bonus per employee 1	2,168 2,578 (16) 7,048 5,590 26 246 5,590 (96) 82% 28% 20% 29% 53% 58% 139,200 141,100 (1) £13,300 £15,237 (13)		1,394 1,737 (20) 4,063 2,965 37 4,063 2,965 37 23% 35% 23% 35% 69% 75% 24,000 23,600 2 £54,100 £65,085 (17)

Deferred bonuses are payable only once an employee meets certain conditions, including a specified period of service. This creates a timing difference between the communication of the bonus pool and the charges that appear in the income statement which are reconciled in the table below:

Reconciliation of Total Incentive Awards Granted to Income Statement Charge

	Barclays Group Year Ended 31.12.12 £m Year Ended 31.12.11 £m % Change	Barclays Group Year Ended 31.12.12 £m Year Ended 31.12.11 £m % Change	Investment Bank Year Ended 31.12.12 £m Year Ended 31.12.11 £m % Change	Investment Bank Year Ended 31.12.12 £m Year Ended 31.12.11 £m % Change
Total incentive awards for 2012 Less: deferred bonuses awarded for 2012 Add: current year charges for deferred bonuses from previous years Other 2		2,168 2,578 (16) (987) (1,252) (21) 1,223 995 23 21 206 (90)		1,394 1,737 (20) (893) (1,152) (22) 1,117 907 23 75 248 (70)
Income statement charge for performance costs		2,425 2,527 **(4) **		1,693 1,740 **(3) **

• Employees only become eligible to receive payment from a deferred bonus once all of the relevant conditions have been fulfilled, including the provision of services to the Group

• The income statement charge for performance costs reflects the charge for employees’ actual services provided to the Group during the relevant calendar year (including where those services fulfil performance conditions attached to previously deferred bonuses). It does not include charges for deferred bonuses where performance conditions have not been met

• As a consequence, while the 2012 incentive awards granted were down 16% compared to 2011, the income statement charge for performance costs was down 4%

• 1 Calculated as bonus awards divided by profit before tax excluding the income statement charge for bonus awards.

• 2 Difference between incentive awards granted and income statement charge for sales commissions, commitments and other incentives.

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BARCLAYS PLC FORM 6-K Q4

11-Feb-2013 23:32 EST

Performance Management

Income Statement Charge

	Year Ended	Year Ended
	31.12.12	31.12.11
	£m	£m	% Change
Performance costs	2,425	2,527	(4)
Salaries	5,981	6,277	(5)
Non-performance employee share plans	105	167	(37)
Social security costs	685	716	(4)
Post retirement benefits	590	727	(19)
Total compensation costs	9,786	**10,414 **	(6)
Bank payroll tax Other 1	34 627	76 917	(55) (32)
Non compensation costs	661	**993 **	(33)
Total Staff costs	10,447	**11,407 **	(8)
Compensation to net operating income	46%	39%
Compensation to adjusted net operating income	38%	42%

• Total staff costs reduced 8% to £10,447m, principally reflecting a 5% reduction in salaries, a 19% reduction in post retirement benefits and reductions in performance costs

• Salaries reduced by 5% to £5,981m, reflecting a moderately declining average headcount

• The post retirement benefits charge decreased 19% to £590m, primarily reflecting scheme closures and benefit changes in the US and Spain, and lower interest cost for the UK Retirement Fund

• Performance costs reduced 4% to £2,425m, reflecting a 22% reduction in charges for current year cash and share bonuses and sales commissions, commitments and other incentives of £1,202m, partially offset by a 23% increase in the charge for deferred bonuses from prior years to £1,223m

• The compensation to adjusted net operating income ratio fell to 38% (2011: 42%), including charges for bonuses deferred from prior years. The compensation to net operating income ratio increased to 46% (2011: 39%)

• Deferred bonuses awarded are expected to be charged to the income statement in the years outlined in the table that follows

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1 Includes staff training, redundancy and retirement.

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Performance Management

Year in which Income Statement charge is expected to be taken for Deferred Bonuses awarded to date1

Barclays Group	Actual Year Ended 31.12.11 Year Ended 31.12.12 £m £m	Expected Year Ended 31.12.13 2014 and beyond £m £m 2
Deferred bonuses from 2009 and earlier bonus pools Deferred bonuses from 2010 bonus pool Deferred bonuses from 2011 bonus pool Deferred bonuses from 2012 bonus pool	405 153 590 404 - 666 - -	18 - 147 21 386 183 512 431
Income statement charge for deferred bonuses Investment Bank	995 1,223	1,063 635
Deferred bonuses from 2009 and earlier bonus pools Deferred bonuses from 2010 bonus pool Deferred bonuses from 2011 bonus pool Deferred bonuses from 2012 bonus pool	365 143 542 374 - 600 - -	17 - 134 19 347 164 463 384
Income statement charge for deferred bonuses Bonus Pool Component Expected Grant Date	907 1,117 Expected Payment Date(s) 3	961 567 Year(s) in which Income Statement Charge Arises 4
Currentyear cash bonus • February2013	• February2013	• 2012
Currentyear share bonus • February/March 2013	• February2013 to September 2013	• 2012
Deferred cash bonus • March 2013 Deferred share bonus • March 2013	• March 2014 (33.3%) • March 2015 (33.3%) • March 2016 (33.3%) • March 2014(33.3%)	• 2013 (48%) • 2014 (35%) • 2015 (15%) • 2016 (2%) • 2013(48%)
	• March 2015 (33.3%) • March 2016 (33.3%)	• 2014 (35%) • 2015 (15%) •2016 (2%)

1 The actual amount charged depends upon whether performance conditions have been met and will vary compared with the above expectation. 2 Does not include the impact of future grants which may be made in 2013 and 2014.

3 Payments are subject to all performance conditions being met prior to the expected payment date. In addition, employees receiving a deferred cash bonus may be awarded a service credit of 10% of the initial value of the award at the time that the final instalment is made, subject to continued employment. 4 The income statement charge is based on the period over which performance conditions are met.

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BARCLAYS PLC FORM 6-K Q4

Performance Management

Margins and Balances

Margins and Balances
	Year Ended	Year Ended
Analysis of Net Interest Income	31.12.12	31.12.11
	£m	£m
RBB, Corporate Banking and Wealth and Investment Management Customer Income:
- Customer assets	6,723	6,983
-Customer liabilities	3,093	2,866
Total	9,816	9,849
RBB, Corporate Banking and Wealth and Investment Management Non-customer Income: - Product structural hedge - Equity structural hedge 1 2	989 231	1,168 824
- Other	118	148
Total RBB, Corporate Banking and Wealth and Investment Management Net Interest Income	11,154	11,989
Investment Bank	619	1,177
Head Office and Other Operations	(134)	(965)
Group net interest income	11,639	12,201

• Group net interest income decreased by £562m to £11,639m (2011: £12,201m) principally due to reduced contributions from structural hedges. The overall contribution to Group income from structural hedges decreased by £1,540m to £1,737m. Of this decrease, £1,061m related to the non-recurrence of gains from the sale of hedging instruments in H2 11, which did not contribute to Group net interest income in 2011 as it was recognised as noninterest income, but a proportion of which is reflected in the net interest income of RBB, Corporate Banking and Wealth and Investment Management, shown above

RBB, Corporate Banking and Wealth and Investment Management Net Interest Income (NII)

Barclays distinguishes the relative net interest contribution from customer assets and customer liabilities, and separates this from the contribution delivered by non-customer income, which principally arises from Group hedging activities.

Customer Interest Income

• Customer NII decreased marginally to £9,816m (2011: £9,849m), principally due to reductions in the customer asset margin across the majority of businesses partially offset by growth in average customer assets and liabilities

• The customer asset margin declined to 2.11% (2011: 2.19%), reflecting an increase in funding rates across RBB, Corporate Banking and Wealth and Investment Management businesses. This was partially offset by a move towards higher margin business in Africa RBB

• The customer liability margin increased to 1.09% (2011: 1.06%) reflecting increased funding rates and therefore value generated from RBB, Corporate Banking and Wealth and Investment Management customer liabilities

Non-customer Interest Income

• Non-customer NII decreased 37% to £1,338m reflecting a reduction in the benefits from Group hedging activities. Group hedging activities utilise structural interest rate hedges to mitigate the impact of the low interest rate environment on customer liabilities and the Group’s equity

• Product structural hedges generated a lower contribution of £989m (2011: £1,168m). Hedge durations were maintained throughout the period. Based on current interest rate curves and the on-going hedging strategy, fixed rate returns on product structural hedges are expected to continue to make a significant but declining contribution in 2013

• The contribution from equity structural hedges in RBB, Corporate Banking and Wealth and Investment Management decreased to £231m (2011: £824m) following the sale of hedging instruments in H2 11 and the continued low interest rate environment

• 1 Product structural hedges convert short term interest margin volatility on product balances (such as non-interest bearing current accounts and managed rate deposits) into a more stable medium term rate and are built on a monthly basis to achieve a targeted maturity profile.

• 2 Equity structural hedges are in place to manage the volatility in net earnings generated by businesses on the Group’s equity, with the impact allocated to businesses in line with their economic capital usage.

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BARCLAYS PLC FORM 6-K Q4

Performance Management

Other Group Interest Income

• Head Office and Other Operations net interest expense decreased to £134m (2011: £965m), principally reflecting the non-recurrence of transfer of gains from the sale of hedging instruments to businesses

• Investment Bank NII decreased 47% to £619m, due to a reduction in interest income from equity structural hedges and credit market exposures

• Total Group income from equity structural hedges decreased to £748m (2011: £2,109m) including £517m (2011: £1,285m) that was allocated to the Investment Bank and Head Office

Net Interest Margin

• The net interest margin for RBB, Corporate Banking and Wealth and Investment Management decreased to 1.85% (2011: 2.03%), reflecting the reduction in contribution from Group hedging activities. Consistent with prior periods the net interest margin is expressed as a percentage of the sum of average customer assets and liabilities, to reflect the impact of the margin generated on retail and commercial banking liabilities

• The net interest margin expressed as a percentage of average customer assets only, declined to 3.50% (2011: 3.77%)

Analysis of Net Interest Margin

Analysis of Net Interest Margin	Analysis of Net Interest Margin
UK RBB Europe RBB Africa RBB Barclaycard Corporate Banking Wealth and Investment Management Total RBB, Corporate and Wealth Year Ended 31.12.12 % % % % % % % 1 1
Customer asset margin 1.07 0.83 3.26 9.39 1.14 0.65 Customer liability margin 0.97 0.38 2.34 (0.60) 1.09 1.12	2.11
	1.09
Customer net interest margin 1.03 0.71 2.90 9.01 1.11 0.99 1.63 Non-customer generated margin 0.34 0.37 0.22 (0.55) 0.13 0.23 0.22 Net interest margin 1.37 1.08 3.12 8.46 1.24 1.22 1.85 Average customer assets (£m) 124,275 40,790 34,108 32,452 67,494 19,670 318,789 Average customer liabilities (£m) 111,753 14,824 22,085 1,286 83,149 50,155 283,252 Year Ended 31.12.11
Customer asset margin 1.22 0.87 2.92 9.52 1.46 0.77 2.19 Customer liability margin 0.87 0.65 2.76 - 0.94 0.99 1.06 Customer net interest margin 1.05 0.81 2.86 9.52 1.19 0.93 1.67 Non-customer generated margin 0.46 0.47 0.36 (0.08) 0.27 0.36 0.36 Net interest margin 1.51 1.28 3.22 9.44 1.46 1.29 2.03 Average customer assets (£m) 118,503 43,749 37,944 30,289 70,398 17,546 318,429 Average customer liabilities (£m) 107,761 17,702 23,531 - 77,372 44,536 270,902

• Customer asset and liability margins reflect a year on year increase in the Group’s internal funding rates which are based on the cost to the Group of alternative funding in the wholesale market. The increase in funding rates has had an adverse impact to customer asset margins and a benefit to customer liability margins

• The Group’s internal funding rate prices intra-group funding and liquidity to give credit to businesses with net surplus liquidity and to charge those businesses in need of wholesale funding at a rate that is driven by prevailing market rates and includes a term premium. The objective is to price internal funding for assets and liabilities in line with the cost of alternative funding, which ensures there is consistency between retail and wholesale sources

• 1 2011 comparatives have been revised to reflect certain corporate banking activities previously reported in Africa RBB which are now included within Corporate Banking. Corporate Banking average customer assets, average customer liabilities and net interest income have therefore been adjusted by £1,731m, £6,740m and £118m respectively although the net interest margin remains at 1.46%. Africa RBB comparatives have additionally been revised to include gross cheque advances and cheque deposits of £798m within average assets and average liabilities respectively where these were previously reported net. The Africa RBB net interest margin is therefore revised to 3.22% (previously reported as 3.07%) and the Group 2011 net interest margin is revised to 2.03% (previously reported as 2.04%).

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BARCLAYS PLC FORM 6-K Q4

Risk Management

Overview

• Barclays has clearly defined its risk management objectives, with an established strategy and framework for managing risk. The approach to identifying, assessing, controlling, reporting and managing risks is formalised in the Principal Risks Policy, which is implemented through relevant control frameworks. Further detail on how these risks are managed will be provided in the 2012 Annual Report and Accounts

• The topics and associated specific key risks, by Principal Risk, covered in this report are described below.

	Principal Risks and Key Specific Risks	Principal Risks and Key Specific Risks	Topics Covered	Topics Covered	**Page **
	Funding Risk
•		Increasing capital requirements	•	Capital resources, risk weighted assets, balance sheet leverage and	40
•		Maintaining capital strength		significant regulatory changes
•		Changes in funding availability and costs	•	Liquidity pool and funding structure	46
•		Local balance sheet management and redenomination risk	•	Eurozone balance sheet redenomination risk	78
	Credit Risk
•		Extent and sustainability of economic recovery, including impact of	•	Total assets by valuation basis and underlying asset class	53
		austerity measures on the European economies	•	Loans and advances to customers and banks	54
	•	Increase in unemployment due to weaker economies in a number of	•	Impairment, potential credit risk loans and coverage ratios	55
		countries in which the Group operates	•	Retail credit risk	58
	•	Impact of rising inflation and potential interest rate rises on consumer	•	Wholesale credit risk	65
		debt affordability and corporate profitability	•	Barclays credit market exposures	79
•		Possibility of further falls in residential property prices in the UK, South	•	Group exposures to Eurozone countries	69
		Africa and Western Europe	•	Credit derivatives referencing Eurozone sovereign debt	78
•		Impact of potentially deteriorating sovereign credit quality, particularly
		debt servicing and refinancing capability
•		Potential exit of one or more countries from the Euro as a result of the
		European debt crisis
•		Possible deterioration in remaining Credit Market Exposures
•		Large single name losses and deterioration in specific sectors and
		geographies
Market Risk
•		Reduced client activity and decreased market liquidity	•	Analysis of Investment Bank’s DvaR	80
•		Uncertain interest and exchange rate environment	•	Analysis of interest margins	37
•		Pension fund risk	•	Retirement benefit liabilities	89
	Operational Risk
	•	Regulatory Risk	•	Significant litigation matters	91
	•	Legal Risk	•	Significant competition and regulatory matters	94

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Funding Risk - Capital

Key Capital Ratios As at 31.12.12 As at 31.12.11	Key Capital Ratios As at 31.12.12 As at 31.12.11
Core Tier 1 10.9% 11.0% Tier 1 13.3% 12.9% Total capital 17.1% 16.4% Capital Resources £m £m
Shareholders’ equity (excluding non-controlling interests) per balance sheet 53,586 55,589 Own credit cumulative loss/(gain) 804 (2,680) Unrealised (gains)/losses on available for sale debt securities (417) 803 Unrealised gains on available for sale equity (recognised as tier 2 capital) (110) (828) Cash flow hedging reserve (2,099) (1,442) Non-controlling interests per balance sheet 9,371 9,607 - Less: Other Tier 1 capital - preference shares (6,203) (6,235) - Less: Non-controlling Tier 2 capital (547) (573) Other regulatory adjustments to non-controlling interests (171) (138) Other regulatory adjustments and deductions: Defined benefit pension adjustment (2,445) (1,241) Goodwill and intangible assets (7,622) (7,560) 50% excess of expected losses over impairment (648) (506) 50% of securitisation positions (1,206) (1,577) Other regulatory adjustments (172) (153) 1 1 1 1 1 1
Core Tier 1 capital 42,121 43,066 Other Tier 1 capital: Preference shares 6,203 6,235 Tier 1 notes 509 530 Reserve Capital Instruments 2,866 2,895 Regulatory adjustments and deductions: 50% of material holdings (241) (2,382) 50% of the tax on excess of expected losses over impairment 176 129 2
Total Tier 1 capital 51,634 50,473 Tier 2 capital: Undated subordinated liabilities 1,625 1,657 Dated subordinated liabilities 14,066 15,189 Non-controlling Tier 2 capital 547 573 Reserves arising on revaluation of property 39 25 Unrealised gains on available for sale equity 110 828 Collectively assessed impairment allowances 2,002 2,385 Tier 2 deductions: 50% of material holdings (241) (2,382) 50% excess of expected losses over impairment (gross of tax) (824) (635) 50% of securitisation positions (1,206) (1,577) Total capital regulatory adjustments and deductions: Investments that are not material holdings or qualifying holdings (1,139) (1,991) Other deductions from total capital (550) (597) 1 1
Total regulatory capital	66,063 63,948

1 The capital impacts of these items are net of tax. 2 Tier 1 notes are included in subordinated liabilities in the consolidated balance sheet.

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RR Donnelley ProFile

Funding Risk - Capital

Movement in Core Tier 1 Capital 2012 2011 £m £m	Movement in Core Tier 1 Capital 2012 2011 £m £m
Core Tier 1 capital as at 1 January 43,066 42,861 (Loss)/profit for the year (236) 3,951 Removal of own credit 3,484 (2,059) Dividendspaid (1,427) (1,387) 1
Retained capital generated from earnings 1,821 505 Movement in reserves – impact of share schemes (165) 714 Movement in currency translation reserves (1,578) (1,607) Movement in qualifying available for sale equity reserves - 749 Other reserves movement 33 128
Movement in other qualifying reserves (1,710) 16 Movement in regulatory adjustments and deductions: Defined benefit pension adjustment (1,204) (1,340) Goodwill and intangible asset balances (62) 766 50% excess of expected losses over impairment (142) (238) 50% of securitisation positions 371 783 Other regulatory adjustments (19) (255) 1 1 1
Core Tier 1 capital as at 31 December	42,121 43,066

• The Core Tier 1 ratio decreased to 10.9% (2011: 11.0%) reflecting a reduction in Core Tier 1 capital of £0.9bn to £42.1bn, partially offset by a 1% reduction in risk weighted assets to £386.9bn

Barclays generated £1.8bn Core Tier 1 capital from earnings, which excludes movements in own credit, after absorbing the impact of dividends paid and provisions for PPI and interest rate hedging product redress. The increase from earnings was more than offset by other movements in Core Tier 1 capital, principally:

• £1.2bn increase in the adjustment for defined benefit pensions, driven by an additional contribution made to the UK Retirement Fund in April 2012 and deducting expected future deficit contributions over the next five years

• £1.6bn reduction due to foreign currency movements, primarily due to depreciation of USD, EUR, and ZAR against GBP which was broadly offset by foreign currency movements in risk weighted assets

• Total Capital Resources increased by £2.1bn reflecting lower deductions for material holdings principally as a result of the sale of the stake in BlackRock, Inc. Within Tier 2 capital, the redemption of £2.7bn dated subordinated liabilities was partially offset by the issuance of $3bn of Contingent Capital Notes (CCNs)

1 The capital impacts of these items are net of tax.

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Funding Risk - Capital

Risk Weighted Assets by Risk Type and Business

As at 31.12.12	Credit Risk STD £m F-IRB £m A-IRB £m	Counterparty Credit Risk IMM £m Non Model Method £m	Market Risk Operational Risk STD £m Modelled - VaR £m Charges Add-on and Non- VaR Modelled £m £m Total Risk Weighted Assets £m	Market Risk Operational Risk STD £m Modelled - VaR £m Charges Add-on and Non- VaR Modelled £m £m Total Risk Weighted Assets £m	Market Risk Operational Risk STD £m Modelled - VaR £m Charges Add-on and Non- VaR Modelled £m £m Total Risk Weighted Assets £m
UK RBB Europe RBB Africa RBB Barclaycard Investment Bank Corporate Bank Wealth and Investment Management Head Office Functions and Other Operations	1,163 - 31,096 5,727 - 9,157 6,217 5,778 10,580 16,641 - 13,442 9,530 3,055 47,991 25,744 3,430 31,743 11,540 317 593 205 - 5,301	- - - 3 - 7 - - 25,127 4,264 500 - - 199 - -	- - - 6,524 - - - 2,225 - - - 4,426 - - - 6,381 25,396 22,497 15,429 24,730 - - - 6,556 - - - 3,184 - - - 160		38,783
					17,112
					27,008
					36,464
					178,019
					67,973
					15,833
					5,666
Total Risk Weighted Assets As at 31.12.11	76,767 12,580 149,903	25,627 4,473	25,396 22,497 15,429 54,186 386,858		386,858
UK RBB Europe RBB Africa RBB Barclaycard Investment Bank Corporate Bank Wealth and Investment Management Head Office Functions and Other Operations	1,193 - 27,896 6,147 - 9,691 8,840 6,615 11,452 15,262 - 14,167 11,395 2,882 47,937 30,826 2,926 34,338 10,262 297 834 833 - 1,431	- - - 2 - 6 - - 32,570 4,792 561 - - 153 - -	- - - 4,867 - - - 1,596 - - - 3,376 - - - 4,757 27,823 26,568 17,560 15,173 - - - 4,191 - - - 1,530 - - - 250		33,956
					17,436
					30,289
					34,186
					186,700
					72,842
					13,076
					2,514
Total Risk Weighted Assets	84,758 12,720 147,746	33,131 4,953	27,823 26,568 17,560 35,740		390,999
Movement in Risk Weighted Assets			Risk Weighted Assets £bn
As at 1 January 2012 Methodology and model changes Business risk reduction Foreign Exchange Change in riskparameters				391.0
				38.7
				(28.4)
				(11.3)
				(3.1)
As at 31 December 2012				386.9

• Methodology and model changes: the £38.7bn increase is primarily driven by:

• £18.4bn increase in operational risk driven by a recalibration of risk scenarios taking into account operational risk events impacting the banking industry

• £12.0bn increase in market risk within Investment Bank, principally relating to the VaR model scope and the sovereign incremental risk charge

• £4.7bn increase due to the introduction of minimum loss given default parameters for sovereign exposures

• £2.8bn increase in credit risk as a result of changes to the treatment of real estate exposures

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Funding Risk - Capital

• Business risk reduction: the £28.4bn decrease is primarily driven by:

• £24.6bn decrease as a result of business risk reduction in the Investment Bank, including a £4.2bn decrease as a result of the sell down of legacy assets (in addition to £1.0bn lower capital deductions related to legacy business)

• £6.9bn credit risk decrease within Corporate Banking, reflecting business risk reduction and the strategic exit from non-core international portfolios offset by

• £2.2bn increase within UK RBB predominantly driven by mortgage balance growth

• Foreign exchange: £11.3bn decrease is primarily due to the depreciation of USD, EUR and ZAR against GBP

• Change in risk parameters: the £3.1bn decrease is primarily driven by improvements in underlying risk profiles and market conditions

Implementation of Basel 3 – Impact on Regulatory Capital

• The new capital requirements regulation and capital requirements directive that implement Basel 3 proposals within the EU (collectively known as CRD IV) are still under consideration. The requirements are expected to be finalised during 2013, however the implementation date is uncertain

• CRD IV includes the requirement for a ‘minimum’ Common Equity Tier 1 (CET1) ratio of 4.5%, an additional Capital Conservation buffer (CCB) of 2.5% and Counter-Cyclical Capital buffer (CCCB) of up to 2.5% to be applied when macro-economic conditions indicate areas of the economy are over-heating. Our working assumption is that the CCCB would be zero if implemented today

• In addition globally systemically important banks are expected to hold a buffer of up to 2.5%. For Barclays, this was confirmed in November 2012 by the Financial Stability Board (FSB) to be 2.0% resulting in an expected regulatory target CET1 ratio of 9.0%. This regulatory target capital requirement will phase in between adoption of CRD IV and 2019

• The proposed changes to the definition of CET1 also include transitional provisions that are in line with the FSA’s statement on CRD IV transitional provisions in October 2012

• Given the phasing of both capital requirements and target levels, in advance of needing to comply with the fully loaded end state requirements Barclays will have the opportunity to continue to generate additional capital from earnings and take management actions to mitigate the impact of CRD IV

• To provide an indication of the potential impact on Barclays, we have estimated our proforma RWAs and CET1 ratio on both a transitional and fully loaded basis, reflecting our current interpretation of the rules and assuming they were applied as at 1 January 2013. As at that date Barclays proforma RWAs on a CRD IV basis would have been estimated at approximately £468bn, with a resultant transitional CET1 ratio of approximately 10.6% and a fully loaded CET1 ratio of approximately 8.2%

• The actual impact of CRD IV on capital ratios may be materially different as the requirements and related technical standards have not yet been finalised, for example provisions relating to the scope of application of the CVA volatility charge and restrictions on short hedges relating to insignificant financial holdings. The actual impact will also be dependent on required regulatory approvals and the extent to which further management action is taken prior to implementation

• The Basel 3 guidelines include a proposed leverage metric to be implemented by national supervisors initially under a parallel run for disclosure purposes only, and migrating to a mandatory limit over a period of 5 years. Based on our interpretation of the current proposals, the Group’s CRD IV leverage ratio as at 31 December 2012 would be within the proposed limit of 33x, allowing for transitional relief to Tier 1 capital

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Funding Risk - Capital

Balance Sheet Leverage As at 31.12.12 As at 31.12.11 £m £m	Balance Sheet Leverage As at 31.12.12 As at 31.12.11 £m £m
Total assets Counterparty netting Collateral on derivatives Net settlement balances and cash collateral Goodwill and intangible assets Customer assets held under investment contracts 1 2	1,490,321 1,563,527 (387,672) (440,592) (46,855) (51,124) (71,718) (61,913) (7,915) (7,846) (1,494) (1,681)
Adjusted total tangible assets TotalqualifyingTier 1 capital	974,667 1,000,371 51,634 50,473
Adjusted gross leverage Adjusted gross leverage (excluding liquidity pool) Ratio of total assets to shareholders’ equity Ratio of total assets to shareholders’ equity (excluding liquidity pool)	19x 20x 16x 17x 24x 24x 21x 22x

• Barclays continues to manage its balance sheet within limits and targets for balance sheet usage

• Adjusted gross leverage reduced to 19x (2011: 20x) reflecting a 2.3% increase in qualifying Tier 1 capital to £51.6bn and a 2.6% decrease in adjusted total tangible assets to £975bn

• At month ends during 2012, the ratio moved in a range from 19x to 23x (2011: 20x to 23x) primarily due to fluctuations in collateralised reverse repurchase lending and high quality trading portfolio assets

• Adjusted total tangible assets include cash and balances at central banks of £86.2bn (2011: £106.9bn). Excluding these balances, the balance sheet leverage would be 17x (2011:18x). Excluding the whole liquidity pool, leverage would be 16x (2011: 17x)

• The ratio of total assets to total shareholders’ equity remained flat at 24x (2011: 24x) and moved within a month end range of 24x to 28x (2011: 24x to 28x), driven by fluctuations noted above and changes in gross interest rate derivatives and settlement balances

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1 Includes Liquidity Pool £150bn (31 December 2011: £152bn). 2 Comprising financial assets designated at fair value and associated cash balances.

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BARCLAYS PLC FORM 6-K Q4

Funding Risk - Liquidity

Liquidity Risk Management Framework

Barclays has a comprehensive Liquidity Risk Management Framework (the Liquidity Framework) for managing the Group’s liquidity risk. The Liquidity Framework meets the FSA’s standards and is designed to ensure that the Group maintains sufficient financial resources of appropriate quality for the Group’s funding profile. This is achieved via a combination of policy formation, review and governance, analysis, stress testing, limit setting and monitoring. Together, these meet internal and regulatory requirements.

Liquidity risk is managed separately at Absa Group due to local currency and funding requirements. Unless stated otherwise, all disclosures in this section exclude Absa. For details of liquidity risk management at Absa, see page 52.

Under the Liquidity Framework, the Group has established a Liquidity Risk Appetite (LRA), which is measured with reference to the liquidity pool compared to anticipated stressed net contractual and contingent outflows under a variety of stress scenarios. These scenarios are aligned to the FSA’s prescribed stresses and cover a market-wide stress event, a Barclays-specific stress event and a combination of the two. Under normal market conditions, the liquidity pool is managed to be at least 100% of three months’ anticipated outflows for a market-wide stress and one month’s anticipated outflows for each of the Barclays-specific and combined stresses. Of these, the one month Barclays-specific scenario is the most constraining.

Since June 2010 the Group has reported its liquidity position against Individual Liquidity Guidance (ILG) provided by the FSA. The Group also monitors its position against anticipated Basel 3 metrics, including the Liquidity Coverage Ratio (LCR) and the Net Stable Funding Ratio (NSFR). Based on the latest standards published by the Basel Committee Barclays had a surplus to both of these requirements, with an estimated LCR of 126% and an estimated NSFR of 104% (2011: 97%)1,2.

As at 31 December 2012, the Group held eligible liquid assets significantly in excess of 100% of stress requirements for each of the one month Barclays-specific LRA scenario and the Basel 3 LCR requirement:

		Barclays LRA
		(one month	Estimated Basel 3	Estimated Basel 3
	Compliance with Internal and Regulatory Stress Requirements	Barclays specific requirement) 3	LCR (revised text January 2013)	LCR (earlier text December 2010)
		£bn	£bn	£bn
	Eligible liquidity buffer	150	155	150
	Stress requirement	116	123	145
	Surplus	34	32	5
	Liquidity pool as a percentage of anticipated net outflows	129%	126%	103%

Barclays plans to maintain its surplus to the internal and regulatory stress requirements at an efficient level. Barclays will continue to monitor the money markets closely, in particular for early indications of the tightening of available funding. In these conditions, the nature and severity of the stress scenarios are reassessed and appropriate action taken with respect to the liquidity pool. This may include further increasing the size of the pool or monetising the pool to meet stress outflows.

1 In January 2013, the Basel Committee published revised standards for the LCR. Under the previous version of the Basel standards published in December 2010 the Group LCR estimate as of 31 December 2012 was 103% (2011: 82%). The revised LCR standards published in January 2013 result in a significantly lower liquidity requirement and allow for the inclusion in the liquidity pool of an additional category of high-quality liquid assets (referred to as Level 2B assets). The methodology for estimating the LCR is based on an interpretation of the published Basel standards and includes a number of assumptions which are subject to change prior to the implementation of the LCR standards in 2015.

2 The LCR and NSFR estimates are calculated for the Group on a consolidated basis including Absa. 3 Of the three stress scenarios monitored as part of the LRA, the one month Barclays specific scenario results in the lowest ratio at 129% (2011: 107%). This compares to 141% (2011: 127%) under the three month market-wide scenario and 145% (2011: 118%) under the one month combined scenario.

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BARCLAYS PLC FORM 6-K Q4

Funding Risk - Liquidity

Liquidity Pool

The Group liquidity pool as at 31 December 2012 was £150bn (2011: £152bn). During 2012 the month-end liquidity pool ranged from of £150bn to £173bn, and the month-end average balance was £162bn (2011: £156bn). The liquidity pool is held unencumbered and is not used to support payment or clearing requirements. It is intended to offset stress outflows and comprises the following cash and unencumbered assets.

Composition of the Group Liquidity Pool

As at 31.12.12	Liquidity Pool Liquidity pool of which FSA eligible Liquidity pool of which Basel III Liquidity Coverage Ratio-eligible 1	Liquidity Pool Liquidity pool of which FSA eligible Liquidity pool of which Basel III Liquidity Coverage Ratio-eligible 1
	Level 1 Level 2A £bn £bn £bn £bn
Cash and deposits with central banks 2	85	82 82 **- **
Government bonds AAA rated AA+ to AA- rated A+ to A-rated 3	40 39 40 - 5 4 5 - 1 - - 1
	40
	5
	1
Total Government bonds Other Supranational bonds and multilateral development banks Agencies and agency mortgage-backed securities Covered bonds (rated AA- and above) Other	46
	4
	7
	5
	3
Total Other Total	19
	150

As at 31 December 2012 the portion of the Group liquidity pool comprised of cash and deposits with central banks reduced to £85bn (2011: £105bn) as a result of a reallocation to government bonds and other liquid assets. This reflects the efficient management of the composition of the Group liquidity pool without compromising the liquidity position of the Group. Barclays manages the liquidity pool on a centralised basis. As at 31 December 2012, 90% of the liquidity pool was located in Barclays Bank PLC (2011: 94%) and was available to meet liquidity needs across the Barclays Group. The residual liquidity pool is held predominantly within Barclays Capital Inc. (BCI). The portion of the liquidity pool outside of Barclays Bank PLC is held against entity-specific stressed outflows and regulatory requirements.

The Group’s liquidity pool is well diversified by major currency and the Group monitors the LRA stress scenarios for major currencies:

Liquidity Pool by Currency USD EUR GBP Other Total £bn £bn £bn £bn £bn	Liquidity Pool by Currency USD EUR GBP Other Total £bn £bn £bn £bn £bn
Liquidity pool 26 66 25 33	150

1 The Liquidity Coverage Ratio-eligible assets presented in this table represent only those assets which are also eligible for the Group liquidity pool and do not include any Level 2B assets as a result. 2 Of which over 95% (2011: over 95%) was placed with the Bank of England, US Federal Reserve, European Central Bank, Bank of Japan and Swiss National Bank.

3 Of which over 80% (2011: over 80%) of securities are comprised of United Kingdom, United States, Japan, France, Germany, Denmark and the Netherlands.

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BARCLAYS PLC FORM 6-K Q4

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Funding Risk - Liquidity

Contingent Liquidity

In addition to the Group liquidity pool, Barclays has access to other unencumbered assets which provide a source of contingent liquidity. Whilst these are not relied on in the Group’s LRA, a portion of these assets may be monetised in a stress to generate liquidity through use as collateral for secured funding or through outright sale.

These contingent sources of liquidity are primarily comprised of unencumbered trading portfolio assets and other securities as well as unencumbered loans and advances.

As at 31 December 2012, only 17% of customer loans and advances were used to secure external sources of funds. Of the unencumbered loans and advances, a further portion are suitable for use in secured issuance or in repurchase agreements with market counterparts.

In either an idiosyncratic or market wide liquidity stress, liquidity available via market sources could be severely disrupted. In circumstances where market liquidity were unavailable or available only at heavily discounted prices, Barclays may alternatively generate liquidity via central bank facilities. The Group maintains a significant amount of collateral prepositioned at central banks and available to raise funding.

Funding Structure

The basis for sound liquidity risk management is a solid and diverse funding structure that reduces the probability of a liquidity stress leading to an inability to meet funding obligations as they fall due.

The Group’s overall funding strategy aims to align the sources and uses of funding:

• Retail and commercial customer loans and advances are largely funded by customer deposits

• Trading portfolio assets are largely funded by repurchase agreements

• Reverse repurchase agreements are largely matched by repurchase agreements and the remainder are used to settle trading portfolio liabilities

• Derivative assets are largely matched by derivatives liabilities

• The liquidity pool is predominantly funded through wholesale markets

• Other assets together with other loans and advances are funded by long term wholesale debt and equity

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BARCLAYS PLC FORM 6-K Q4

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Funding Risk - Liquidity

Deposit Funding1

Deposit Funding 1
Funding of Loans and Advances to Customers	As at 31.12.12 Loans and Advances to Customers £bn Customer Deposits £bn Loan to Deposit Ratio % 232.8 158.4 147 62.9 97.1 65 21.2 53.8 39 316.9 309.3 102 48.8				As at 31.12.11
					Loan to Deposit Ratio %
RBB Corporate Banking Wealth and Investment Management 2	232.8	158.4		147	146 83 40
	62.9	97.1		65
	21.2	53.8		39
Total funding excluding secured Secured funding	316.9	309.3		102	111
		48.8
Sub-total including secured funding	316.9	358.1		88	101 111 138 - 142
RBB, Corporate Banking & Wealth and Investment Management Investment Bank Head Office and Other Operations Tradingsettlement balances and cash collateral 2	316.9	309.3		102
	46.2	26.1		177
	0.8	0.2		-
	61.8	50.1		123
Total	425.7	385.7		110	118

The Group loan to deposit ratio as at 31 December 2012 was 110% (2011: 118%).

RBB, Corporate Banking and Wealth and Investment Management activities are largely funded with customer deposits. As at 31 December 2012, the loan to deposit ratio for these businesses was 102% (2011: 111%) and the loan to deposit and secured funding ratio was 88% (2011: 101%). The customer funding gap for these businesses is met using asset backed securities and covered bonds secured primarily over customer loans and advances such as residential mortgages and credit card receivables.

The excess of the Investment Bank’s loans and advances over customer deposits is funded with long-term debt and equity. The Investment Bank does not rely on customer deposit funding from RBB, Corporate Banking and Wealth and Investment Management.

As at 31 December 2012, £112bn of total customer deposits were insured through the UK Financial Services Compensation Scheme and other similar schemes. In addition to these customer deposits, there were £3bn of other liabilities insured by governments.

1 Included within RBB, Corporate Banking and the Investment Bank are Absa Group related balances totalling £37bn of loans and advances to customers funded by £33bn of customer deposits.

2 In addition, Corporate Banking holds £17.6bn (2011: £17.2bn) loans and advances as financial assets held at fair value.

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Funding Risk - Liquidity

Wholesale Funding

Funding of Other Assets as at 31 December 2012

Assets £bn Trading Portfolio Assets and Other Securities 85 Reverse repurchase agreements 132 Reverse repurchase agreements 44 Derivative financial instruments 466 Liquidity pool 150 Other assets 148 1	Liabilities £bn
	Repurchase agreements 217
	Trading Portfolio Liabilities 44
	Derivative financial instruments 460
	Less than 1 year wholesale debt 101
	Greater than 1 year wholesale debt and equity 197

• Trading portfolio assets are largely funded by repurchase agreements. As at 31 December 2012, 74% of this activity was secured against highly liquid assets2. The weighted average maturity of these repurchase agreements secured against less liquid assets was 98 days

• The majority of reverse repurchase agreements are matched by repurchase agreements. As at 31 December 2012, 75% of matchbook activity was secured against highly liquid assets2

• The remainder of reverse repurchase agreements are used to settle trading portfolio liabilities

• Derivative assets and liabilities are largely matched. A substantial proportion of balance sheet derivative positions qualify for counterparty netting and the remaining portions are largely offset once netted against cash collateral received and paid

• The liquidity pool is funded by wholesale debt, the majority of which matures in less than one year

• Other assets are largely matched by term wholesale debt and equity

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1 Predominantly available for sale investments, trading portfolio assets, financial assets designated at fair value and loans and advances to banks. 2 Highly liquid assets are limited to government bonds, US agency securities and US agency mortgage-backed securities.

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Funding Risk - Liquidity

Composition of Wholesale Funding

The Group maintains access to a variety of sources of wholesale funds in major currencies, including those available from money markets, repo markets and from term investors, across a variety of distribution channels and geographies. The Group is an active participant in money markets and have direct access to US, European and Asian capital markets through our global investment banking operations and long-term investors through our clients worldwide. As a result, wholesale funding is well diversified by product, maturity, geography and major currency.

As at 31 December 2012 total wholesale funding outstanding (excluding repurchase agreements) was £240bn (2011: £265bn). £101bn of wholesale funding matures in less than one year (2011: £130bn) of which £18bn relates to term funding (2011: £27bn)1. £138bn of wholesale funding has a residual maturity of over one year (2011: £135bn). As at 31 December 2012, outstanding wholesale funding comprised of £39bn secured funding (2011: £39bn) and £201bn unsecured funding (2011: £227bn).

Maturity Profile 2

Maturity of Wholesale Funding Not more than one month £bn Over one month but not more than three months £bn Over three months but not more than six months £bn Over six months but not more than one year £bn Sub-total less than one year £bn Over one year but not more than two years £bn Over two years £bn Total £bn	Maturity of Wholesale Funding Not more than one month £bn Over one month but not more than three months £bn Over three months but not more than six months £bn Over six months but not more than one year £bn Sub-total less than one year £bn Over one year but not more than two years £bn Over two years £bn Total £bn	Maturity of Wholesale Funding Not more than one month £bn Over one month but not more than three months £bn Over three months but not more than six months £bn Over six months but not more than one year £bn Sub-total less than one year £bn Over one year but not more than two years £bn Over two years £bn Total £bn	Maturity of Wholesale Funding Not more than one month £bn Over one month but not more than three months £bn Over three months but not more than six months £bn Over six months but not more than one year £bn Sub-total less than one year £bn Over one year but not more than two years £bn Over two years £bn Total £bn
Deposits from Banks 10.8 8.7 1.5 0.7 CDs and CP 5.8 23.4 9.0 6.9 Asset Backed Commercial Paper 2.9 2.5 - - Senior unsecured (Public benchmark) 3.3 - - 0.6 Senior unsecured (Privately placed) 0.7 4.1 4.0 5.3 Covered bonds/ABS - 0.4 1.3 0.4 Subordinated liabilities - 0.6 - 0.1 Other 3.8 1.4 1.9 1.2 3	21.7	1.6 7.2 2.0 1.3 - - 7.8 14.4 10.8 38.5 4.7 20.8 - 22.0 1.2 5.9	30.5
	45.1		48.4
	5.4		5.4
	3.9		26.1
	14.1		63.4
	2.1		27.6
	0.7		22.7
	8.3		15.4
Total as at 31.12.2012 27.3 41.1 17.7 15.2	101.3	28.1 110.1	239.5
Of which secured 4.6 4.0 2.4 1.3 Of which unsecured 22.7 37.1 15.3 13.9	12.3	5.2 21.5 22.9 88.6	39.0
	89.0		200.5
Total as at 31.12.2011	130.3		265.2
Of which secured Of which unsecured	16.9		38.7
	113.4		226.5

The Group has £63bn of privately placed senior unsecured notes in issue. These notes are issued through a variety of distribution channels including intermediaries and private banks. A large proportion of end users of these products are individual retail investors.

The liquidity risk of wholesale funding is carefully managed primarily through the LRA stress tests, against which the liquidity pool is held. Although not a requirement, the liquidity pool exceeded wholesale funding maturing in less than one year by £49bn as at 31 December 2012 (2011: £22bn).

The average maturity of wholesale funding net of the liquidity pool was at least 61 months (2011: 58 months).

1 Term funding maturities comprise public benchmark and privately placed senior unsecured notes, covered bonds/ABS and subordinated debt where the original maturity of the instrument was more than 1 year. In addition, at 31 December 2012, £3bn of these instruments were not counted towards term financing as they had an original maturity of less than 1 year.

• 2 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 £6.7bn of liabilities drawn in the European Central Bank’s 3 year long-term refinancing operation (LTRO).

• 3 Primarily comprised of Fair Value Deposits (£7.1bn) and secured financing of physical gold (£6.0bn).

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Funding Risk - Liquidity

Currency Profile

As at 31 December 2012, the proportion of wholesale funding by major currencies was as follows:

USD EUR GBP Other Currency composition of wholesale funds % % % %	USD EUR GBP Other Currency composition of wholesale funds % % % %	USD EUR GBP Other Currency composition of wholesale funds % % % %	USD EUR GBP Other Currency composition of wholesale funds % % % %	USD EUR GBP Other Currency composition of wholesale funds % % % %
Deposits from Banks CDs and CP Asset Backed Commercial Paper Senior unsecured Covered bonds/ABS Subordinated Liabilities	11%	51%	30%	8%
	50%	30%	20%	-
	78%	13%	9%	-
	27%	37%	16%	20%
	22%	58%	19%	1%
	28%	24%	47%	1%
Total	31%	38%	22%	9%

• To manage cross-currency refinancing risk Barclays manages to FX cash-flow limits, which limit the risk at specific maturities

Term Financing

The Group continues to attract deposits in unsecured money markets and to raise additional secured and unsecured term funding in a variety of markets. During 2012, the Group issued approximately £28bn of term funding, comprising:

• £3.4bn equivalent of public benchmark senior unsecured

• £6.2bn equivalent of net privately placed senior unsecured

• £16.8bn equivalent of secured

• £1.9bn equivalent of subordinated debt

Included within secured funding issued during 2012 is £6bn of funding raised through participation in the Bank of England’s Funding for Lending Scheme.

Subordinated debt issued during 2012 comprises a Tier 2 issue of £1.9bn equivalent of contingent capital notes which includes a write-off feature should the Group’s CT1 or CET1 capital, as appropriate, fall below 7%.

As previously disclosed, in addition to the above issuance, Euro funding gaps in Spain and Portugal were reduced through accessing €8.2bn of the European Central Bank’s long-term refinancing operation in February 2012 (see page 78 for more detail of local Eurozone balance sheet redenomination risk).

Total 2012 issuance was sufficient to cover the Group’s needs for 2012 and also to pre-fund a large portion of the Group’s needs for 2013. The Group’s needs in 2012 were significantly lower than the £27bn of term funding maturing in that year due to the improvement in the customer loan to deposit ratio and a sell down in legacy assets.

The Group has £18bn of term debt maturing in 2013 and a further £24bn maturing in 2014. However, when considering expected deposit growth and reduction in legacy assets, the Group’s funding needs would be considerably lower. The Group continues to recognise the importance of a diversified funding base, and therefore monitors opportunities across a variety of funding markets.

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BARCLAYS PLC FORM 6-K Q4

Funding Risk - Liquidity

Credit Rating

Credit Rating as at 31 December 2012 Standard & Poor’s Moody’s Fitch DBRS	Credit Rating as at 31 December 2012 Standard & Poor’s Moody’s Fitch DBRS	Credit Rating as at 31 December 2012 Standard & Poor’s Moody’s Fitch DBRS	Credit Rating as at 31 December 2012 Standard & Poor’s Moody’s Fitch DBRS	Credit Rating as at 31 December 2012 Standard & Poor’s Moody’s Fitch DBRS
Barclays Bank PLC Long Term A+ (Negative) A2 (Negative) A (Stable) AA (Negative) Short Term A-1 P-1 F1 R-1 (High)
	A+ (Negative)	A2 (Negative)	A (Stable)	AA (Negative)
	A-1	P-1	F1	R-1 (High)

• During 2012, Barclays Bank PLC rating was downgraded by Moody’s, from Aa3/P-1 to A2/P-1, as a result of the agency’s rating repositioning of banks and securities firms with global capital market operations, and by DBRS, from AA High/ R-1 High to AA/R-1 High, as the result of the resignation of senior management during the summer. Barclays was fully reserving for maximum contractual outflows as a result of the ratings actions in the liquidity pool. There has been no significant change in deposit funding or wholesale funding in relation to the rating actions

• The below table shows contractual collateral requirements and contingent obligations following one and two notch long-term and associated short-term simultaneous downgrades across all credit rating agencies, which are fully reserved for in the liquidity pool. These numbers do not assume any management or restructuring actions that could be taken to reduce posting requirements

Contractual Credit Rating Downgrade Exposure

Contractual Credit Rating Downgrade Exposure	One-notch	Two-notch
(cumulative cash flow)	£bn	£bn
Securitisation derivatives	5	7
Contingent liabilities	7	7
Derivatives margining	-	1
Liquidityfacilities	1	2
Total	13	17

• Beyond these contractual requirements, these outflows do not include the potential liquidity impact from loss of unsecured funding, such as from money market funds, or loss of secured funding capacity. However, unsecured and secured funding stresses are included in the LRA stress scenarios and a portion of the liquidity pool is held against these risks

• Credit rating downgrades could also result in increased costs or reduced capacity to raise funding

Absa Group

• Liquidity risk is managed separately at Absa Group due to local currency, funding and regulatory requirements

• In addition to the Group liquidity pool, as at 31 December 2012, Absa Group held £4.6bn of liquidity pool assets against Absa-specific anticipated stressed outflows. The liquidity pool consists of South African government bonds and Treasury bills. The Absa loan to deposit ratio as at 31 December 2012 was 112% (2011: 115%). The improvement in the loan to deposit ratio was driven by a reduction in loans and advances as a result of exchange rate movements combined with lower demand for credit across the South African economy in general, as well as a continued focus on ensuring that high credit standards continue to be applied. Absa has also seen an increase in the term of customer deposits over the period

• As at 31 December 2012, Absa had £12bn of wholesale funding outstanding (2011: £15bn), of which £6bn matures in less than 12 months (2011: £9bn). Issuance of term debt during 2012 included £0.5bn of senior unsecured debt and £0.4bn of subordinated debt, further extending the term and diversity of the funding base

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BARCLAYS PLC FORM 6-K Q4

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Credit Risk

Analysis of Total Assets by Valuation Basis

Assets as at 31.12.12 Total Assets £m Cash and balances at central banks 86,175 Items in the course of collection from other banks 1,456 Debt securities 114,759 Equity securities 24,751 Traded loans 2,404 Commodities 3,116 Trading portfolio assets 145,030 Loans and advances 21,996 Debt securities 6,118 Equity securities 8,957 Other financial assets 7,727 Held in respect of linked liabilities to customers under investment contracts 1,263 Financial assets designated at fair value 46,061 Derivative financial instruments 469,146 Loans and advances to banks 40,489 Loans and advances to customers 425,729 Reverse repurchase agreements and other similar secured lending 176,956 Debt securities 74,677 Equitysecurities 432 Available for sale financial investments 75,109 Other assets 24,170 Total assets as at 31.12.12 1,490,321 Total assets as at 31.12.11 1,563,527 2 3	Assets as at 31.12.12 Total Assets £m Cash and balances at central banks 86,175 Items in the course of collection from other banks 1,456 Debt securities 114,759 Equity securities 24,751 Traded loans 2,404 Commodities 3,116 Trading portfolio assets 145,030 Loans and advances 21,996 Debt securities 6,118 Equity securities 8,957 Other financial assets 7,727 Held in respect of linked liabilities to customers under investment contracts 1,263 Financial assets designated at fair value 46,061 Derivative financial instruments 469,146 Loans and advances to banks 40,489 Loans and advances to customers 425,729 Reverse repurchase agreements and other similar secured lending 176,956 Debt securities 74,677 Equitysecurities 432 Available for sale financial investments 75,109 Other assets 24,170 Total assets as at 31.12.12 1,490,321 Total assets as at 31.12.11 1,563,527 2 3	Accounting Basis Cost Based Measure £m Fair Value £m 86,175 - 1,456 - - 114,759 - 24,751 - 2,404 - 3,116 - 145,030 - 21,996 - 6,118 - 8,957 - 7,727 - 1,263 - 46,061 - 469,146 40,489 - 425,729 - 176,956 - - 74,677 - 432 - 75,109 22,484 1,686 753,289 737,032 764,012 799,515	Sub Analysis
			Credit Market Exposures £m 1
			-
Items in the course of collection from other banks	1,456		-
Debt securities Equity securities Traded loans	114,759		420
	24,751		-
	2,404		-
Commodities 2	3,116		-
Trading portfolio assets	145,030		420
Loans and advances Debt securities Equity securities Other financial assets 3	21,996		1,368
	6,118		-
	8,957		3
	7,727		-
Held in respect of linked liabilities to customers under investment contracts	1,263		-
Financial assets designated at fair value	46,061		1,371
Derivative financial instruments	469,146		672
Loans and advances to banks	40,489		-
Loans and advances to customers	425,729		4,763
Reverse repurchase agreements and other similar secured lending	176,956		-
Debt securities	74,677		257
Equitysecurities	432		-
Available for sale financial investments	75,109		257
Other assets	24,170		1,625
Total assets as at 31.12.12	1,490,321		9,108
Total assets as at 31.12.11	1,563,527		14,981

• 1 Further analysis of Barclays credit market exposures is on page 79. Undrawn commitments of £202m (2011: £180m) are off-balance sheet and therefore not included in the table above.

• 2 Commodities primarily consist of physical inventory positions.

• 3 These instruments consist primarily of reverse repurchase agreements designated at fair value.

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Credit Risk

Credit Risk

Analysis of Loans and Advances to Customers and Banks

Loans and Advances at Amortised Cost Net of Impairment Allowances, by Industry Sector and Geography

As at 31.12.12 United Kingdom £m Europe £m Americas £m Africa and Middle East £m Asia £m Total £m	As at 31.12.12 United Kingdom £m Europe £m Americas £m Africa and Middle East £m Asia £m Total £m
Banks 7,134 14,475 12,050 1,806 3,405 Other financial institutions 17,113 20,986 42,277 4,490 3,124 Manufacturing 6,041 2,533 1,225 1,232 487 Construction 3,077 476 1 75 21 Property 15,167 2,411 677 3,101 247 Government 558 2,985 1,012 1,734 253 Energy and water 2,286 2,365 1,757 821 393 Wholesale and retail distribution and leisure 9,567 2,463 734 1,748 91 Business and other services 15,754 2,754 2,360 2,654 630 Home loans 119,652 36,659 480 17,553 270 Cards, unsecured loans and other personal lending 29,716 5,887 11,725 5,172 1,147 Other 9,448 2,390 1,232 7,817 520	38,870
	87,990
	11,518
	3,650
	21,603
	6,542
	7,622
	14,603
	24,152
	174,614
	53,647
	21,407
Net loans and advances to customers and banks 235,513 96,384 75,530 48,203 10,588 466,218 Impairment allowance (3,270) (2,775) (2,180) (1,381) (70) (9,676) As at 31.12.11	466,218
	(9,676)
Banks 9,251 13,503 13,349 2,956 5,648 Other financial institutions 18,474 20,059 44,965 2,264 3,888 Manufacturing 6,185 3,341 1,396 1,439 543 Construction 3,391 771 32 348 65 Property 16,230 3,193 869 3,600 212 Government 493 3,365 907 3,072 1,031 Energy and water 1,599 2,448 2,165 818 384 Wholesale and retail distribution and leisure 10,308 3,008 656 2,073 161 Business and other services 16,473 4,981 1,584 2,907 355 Home loans 112,260 38,508 566 19,437 501 Cards, unsecured loans and other personal lending 27,409 6,417 9,293 6,158 785 Other 8,363 5,554 1,312 7,471 586	44,707
	89,650
	12,904
	4,607
	24,104
	8,868
	7,414
	16,206
	26,300
	171,272
	50,062
	23,286
Net loans and advances to customers and banks 230,436 105,148 77,094 52,543 14,159 Impairment allowance (4,005) (2,920) (2,128) (1,446) (98)	479,380
	(10,597)

Impairment Allowance

	Impairment Allowance
		Year Ended	Year Ended
		31.12.12	31.12.11
		£m	£m
	At beginning of period	10,597	12,432
	Acquisitions and disposals	(80)	(18)
	Exchange and other adjustments	(286)	(440)
	Unwind of discount	(211)	(243)
	Amounts written off	(4,119)	(5,165)
	Recoveries	212	265
	Amounts charged againstprofit	3,563	3,766
	At end of period	9,676	10,597

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BARCLAYS PLC FORM 6-K Q4

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Credit Risk

Loans and Advances Held at Fair Value, by Industry Sector and Geography

As at 31.12.12 United Kingdom £m Europe £m Americas £m Africa and Middle East £m Asia £m Total £m	As at 31.12.12 United Kingdom £m Europe £m Americas £m Africa and Middle East £m Asia £m Total £m
Banks - 493 120 422 - Other financial institutions 13 611 622 8 39 Manufacturing 6 38 601 16 15 Construction 161 1 - 28 4 Property 8,668 830 295 121 - Government 5,759 6 314 17 5 Energy and water 10 73 41 46 3 Wholesale and retail distribution and leisure 33 2 220 72 1 Business and other services 3,404 20 685 14 - Other 105 132 46 224 56 1	1,035
	1,293
	676
	194
	9,914
	6,101
	173
	328
	4,123
	563
Total 18,159 2,206 2,944 968 123 24,400 As at 31.12.11	24,400
Banks 11 364 10 126 1 Other financial institutions 142 76 892 134 21 Manufacturing 16 211 154 7 18 Construction 158 - - 19 2 Property 8,443 1,147 575 133 3 Government 5,609 - - 19 8 Energy and water 32 203 46 104 - Wholesale and retail distribution and leisure 63 15 243 36 2 Business and other services 3,381 76 201 34 - Other 90 66 55 317 71 1	512
	1,265
	406
	179
	10,301
	5,636
	385
	359
	3,692
	599
Total 17,945 2,158 2,176 929 126	23,334

Credit Impairment Charges and other Provisions by Business

Credit Impairment Charges and other Provisions by Business	Credit Impairment Charges and other Provisions by Business
Loan Impairment 2012 £m 2011 £m
UK RBB Europe RBB Africa RBB Barclaycard Investment Bank Corporate Banking Wealth and Investment Management Head Office and Other Operations 2	269 536 328 241 646 466 979 1,259 448 129 851 1,120 38 41 - (2)
Total Loan Impairment Charges Impairment charges on Available for Sale Financial Investments (excluding BlackRock, Inc.) Impairment of Reverse Repurchase agreements 3	3,559 3,790 40 60 (3) (48)
Total Credit Impairment Charges and other Provisions	3,596 3,802
Impairment of Investment in BlackRock, Inc.	- 1,800

1 Included within Other financial institutions (Americas) are £427m (2011: £693m) of loans backed by retail mortgage collateral. 2 Credit market related charges within Investment Bank comprised a net £243m charge (2011: £14m write back) against loans and advances and £6m write back (2011: £35m write back) against available for sale assets.

3 Includes write back of £4m (2011: £24m charge) in respect of undrawn facilities and guarantees.

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Credit Risk

• Impairment charges on loans and advances were 6% lower than 2011 reflecting lower impairment in UK RBB, Barclaycard and Corporate Banking partially offset by higher charges in some international businesses, notably in Europe and South Africa, and a higher charge in Investment Bank. The increase in Investment Bank was primarily related to ABS CDO Super Senior positions and losses on a small number of single name exposures, also the prior year included a non-recurring release of £223m

• Further detail can be found in the Retail and Wholesale Credit Risk sections on pages 58 and 65 respectively

Potential Credit Risk Loans and Coverage Ratios1

As at 31 December	CRLs 2012 £m 2011 £m 8,821 10,410 9,744 10,932 18,565 21,342 Impairment allowance 2012 £m 2011 £m 4,635 5,386 5,041 5,211 9,676 10,597	PPLs 2012 £m 2011 £m 656 600 1,102 1,372 1,758 1,972 CRL coverage 2012 % 2011 % 52.5 51.7 51.7 47.7 52.1 49.7	PCRLs
			2012 £m 2011 £m
Retail Wholesale 1 2			9,477 11,010 10,846 12,304
Group As at 31 December			20,323 23,314 PCRL coverage
			2012 % 2011 %
Retail Wholesale			48.9 48.9 46.5 42.4
Group			47.6 45.5

• Overall, Credit Risk Loan (CRL) balances decreased by 13% reflecting improvements in both the retail and wholesale portfolios

• The CRL coverage ratio increased to 52.1% (2011: 49.7%)

• Overall Potential Problem Loans decreased 11% principally reflecting lower balances in the wholesale portfolios

• The PCRL coverage ratio increased to 47.6% (2011: 45.5%)

• Further detail can be found in the Retail and Wholesale Credit Risk sections on pages 58 and 65 respectively

• 1 For December 2012 reporting UK RBB Medium Business lending and Barclaycard’s Global Payment Acceptance, Global Commercial Payments and Business Cards portfolios have been reclassified from wholesale to retail, whilst Wealth and Investment Management’s Private Bank portfolio has been reclassified from retail to wholesale. This has resulted in a net increase in retail PCRLs of £9m and impairment allowance of £12m with a corresponding decrease in wholesale PCRLs and impairment allowance in 2011. These reclassifications (including comparatives) better reflect the way in which risk in these portfolios is managed.

• 2 Includes all forbearance accounts that are over 90 days+ and/or impaired.

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BARCLAYS PLC FORM 6-K Q4

Credit Risk

Retail and Wholesale Loans and Advances to Customers and Banks1

As at 31.12.12 Gross L&A £m Impairment Allowance £m L&A Net of Impairment £m Credit Risk Loans £m CRLs % of Gross L&A % Loan Impairment Charges £m Loan Loss Rates bps	As at 31.12.12 Gross L&A £m Impairment Allowance £m L&A Net of Impairment £m Credit Risk Loans £m CRLs % of Gross L&A % Loan Impairment Charges £m Loan Loss Rates bps	As at 31.12.12 Gross L&A £m Impairment Allowance £m L&A Net of Impairment £m Credit Risk Loans £m CRLs % of Gross L&A % Loan Impairment Charges £m Loan Loss Rates bps
Total retail 232,672 4,635 228,037 8,821 3.8 2,075 89
Wholesale - customers 203,123 5,000 Wholesale - banks 40,099 41	198,123	9,693 4.8 1,507 74 51 0.1 (23) (6)
	40,058
Total wholesale 243,222 5,041 238,181 9,744 4.0 1,484 61	238,181
Loans and advances at amortised cost 475,894 9,676 466,218 18,565 3.9 3,559 75 Traded loans 2,404 n/a 2,404 Loans and advances designated at fair value 21,996 n/a 21,996 Loans and advances held at fair value 24,400 n/a 24,400 Total loans and advances 500,294 9,676 490,618 As at 31.12.11
Total retail 229,671 5,386	224,285	10,410 4.5 2,477 108
Wholesale - customers 212,992 5,166 Wholesale - banks 47,314 45	207,826	10,898 5.1 1,307 61 34 0.1 6 1
	47,269
Total wholesale 260,306 5,211	255,095	10,932 4.2 1,313 50
Loans and advances at amortised cost 489,977 10,597	479,380	21,342 4.4 3,790 77
Traded loans 1,374 n/a 1,374 Loans and advances designated at fair value 21,960 n/a 21,960 Loans and advances held at fair value 23,334 n/a 23,334 Total loans and advances 513,311 10,597 502,714
Total loans and advances 513,311 10,597	502,714

• Loans and advances to customers and banks at amortised cost net of impairment decreased 3%, reflecting a £16.9bn reduction in the wholesale portfolios principally due to lower interbank and corporate lending in the Investment Bank

• This was offset partially by a £3.7bn increase in the retail portfolios, driven by increased mortgage lending in UK RBB and unsecured lending in Barclaycard, offset by reductions in Europe and Africa

• This overall contraction in lending, when combined with lower impairment charges on loans and advances, resulted in a lower annualised loan loss rate of 75bps (2011: 77bps)

• Further detail can be found in the Retail and Wholesale Credit Risk sections on pages 58 and 65

1 For December 2012 reporting UK RBB Medium Business lending (2011: £2,680m) and Barclaycard’s Global Payment Acceptance, Global Commercial Payments and Business Cards portfolios (2011: £468m) have been reclassified from wholesale to retail. Wealth and Investment Management’s Private Bank portfolio (2011: £14,627m) has been reclassified from retail to wholesale. These reclassifications (including comparatives) better reflect the way in which risk in these portfolios is managed.

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Credit Risk

Retail Credit Risk

Retail Loans and Advances to Customers and Banks at Amortised Cost

Retail Loans and Advances to Customers and Banks at Amortised Cost	Retail Loans and Advances to Customers and Banks at Amortised Cost	Retail Loans and Advances to Customers and Banks at Amortised Cost
As at 31.12.12 Gross L&A £m Impairment Allowance £m L&A Net of Impairment £m Credit Risk Loans £m CRLs % of Gross L&A % Loan Impairment Charges £m Loan Loss Rates bps
UK RBB 129,682 1,369 Europe RBB 41,035 714 Africa RBB 23,987 700 Barclaycard 34,694 1,757 Corporate Banking 739 79 Wealth and Investment Management 2,535 16 1 2 3 4	128,313	2,883 2.2 269 21 1,901 4.6 328 80 1,790 7.5 472 197 2,121 6.1 979 282 92 12.4 27 365 34 1.3 - -
	40,321
	23,287
	32,937
	660
	2,519
Total 232,672 4,635	228,037	8,821 3.8 2,075 89
As at 31.12.11
UK RBB 123,055 1,686 Europe RBB 44,488 684 Africa RBB 26,363 731 Barclaycard 32,214 2,077 Corporate Banking 1,453 188 Wealth and Investment Management 2,098 20 1 2 3 4	121,369	3,299 2.7 536 44 1,708 3.8 241 54 2,362 9.0 386 146 2,824 8.8 1,259 391 182 12.5 49 337 35 1.6 6 30
	43,804
	25,632
	30,137
	1,265
	2,078
Total 229,671 5,386	224,285	10,410 4.5 2,477 108

• Overall, gross loans and advances to customers and banks in the retail portfolios increased 1% during 2012 reflecting movements in:

• • UK RBB, where a 5% increase primarily reflected growth in home loans balances

• Barclaycard, where an 8% increase primarily reflected business growth in the UK and the US and acquisition of portfolios in the US and South Africa

• Africa RBB, where a 9% decrease principally reflected adverse currency movements

• Europe RBB, where an 8% decrease was mainly due to credit tightening actions, active management to reduce funding mismatches and currency movements

• Wealth and Investment Management, where a 21% increase mainly reflected growth in the Wealth International home loans portfolio

• The loan impairment charge improved 16% mainly as a result of lower charges across UK RBB and Barclaycard businesses with the principal drivers being:

• UK RBB, reflecting improvements across all portfolios, which also includes higher recoveries principally from refunds of PPI in Consumer Lending and release of provision due to the resolution of backlogs in litigation in home loans

• Barclaycard, where lower provision resulted from improved delinquency, lower charge-offs and better recovery rates

• Partially offset by:

• Europe RBB, due to deterioration in credit performance reflecting current economic conditions across Europe. An incremental impairment charge was taken in Spain to reflect potential declines in house prices

• Africa RBB, principally reflecting higher loss given default rates and higher levels of write-offs in the South African home loans recovery book

• Lower overall impairment charges coupled with slightly higher loan balances led to a fall in the annualised loan loss rate to 89bps (2011: 108bps)

• 1 UKRBB’s Medium Business portfolio (2011: £2,680m) has been reclassified from wholesale to retail as at December 2012.

• 2 Barclaycard business portfolios (2011: £468m) have been reclassified from wholesale to retail as at December 2012.

• 3 Corporate Banking primarily includes retail portfolios in UAE.

• 4 Wealth and Investment Management includes Wealth International portfolio. Private Bank lending (2011: £14,627m) has been reclassified from retail to wholesale as at December 2012.

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Credit Risk

Analysis of Potential Credit Risk Loans and Coverage Ratios CRLs As at 31 December 2012 £m 2011 £m Home loans 3,397 3,688 Credit cards and unsecured lending 3,954 4,890 Other retail lendingand business banking 1,470 1,832 Total retail 8,821 10,410 Impairment allowance As at 31 December 2012 £m 2011 £m Home loans 849 892 Credit cards and unsecured lending 3,212 3,777 Other retail lending and business banking 574 717 Total retail 4,635 5,386 Potential Credit Risk Loans and Coverage Ratios by Business CRLs As at 31 December 2012 £m 2011 £m UK RBB 2,883 3,299 Europe RBB 1,901 1,708 Africa RBB 1,790 2,362 Barclaycard 2,121 2,824 Corporate Banking 92 182 Wealth and Investment Management 34 35 Total retail 8,821 10,410 Impairment allowance As at 31 December 2012 £m 2011 £m UK RBB 1,369 1,686 Europe RBB 714 684 Africa RBB 700 731 Barclaycard 1,757 2,077 Corporate Banking 79 188 Wealth and Investment Management 16 20 Total retail 4,635 5,386 1 1	PPLs 2012 £m 2011 £m 262 212 295 301 99 87 656 600 CRL coverage 2012 % 2011 % 25.0 24.2 81.2 77.2 39.0 39.1 52.5 51.7 PPLs 2012 £m 2011 £m 283 222 113 99 61 61 193 204 5 11 1 3 656 600 CRL coverage 2012 % 2011 % 47.5 51.1 37.6 40.0 39.1 30.9 82.8 73.5 85.9 103.1 47.1 58.3 52.5 51.7	PPLs 2012 £m 2011 £m 262 212 295 301 99 87 656 600 CRL coverage 2012 % 2011 % 25.0 24.2 81.2 77.2 39.0 39.1 52.5 51.7 PPLs 2012 £m 2011 £m 283 222 113 99 61 61 193 204 5 11 1 3 656 600 CRL coverage 2012 % 2011 % 47.5 51.1 37.6 40.0 39.1 30.9 82.8 73.5 85.9 103.1 47.1 58.3 52.5 51.7	PPLs 2012 £m 2011 £m 262 212 295 301 99 87 656 600 CRL coverage 2012 % 2011 % 25.0 24.2 81.2 77.2 39.0 39.1 52.5 51.7 PPLs 2012 £m 2011 £m 283 222 113 99 61 61 193 204 5 11 1 3 656 600 CRL coverage 2012 % 2011 % 47.5 51.1 37.6 40.0 39.1 30.9 82.8 73.5 85.9 103.1 47.1 58.3 52.5 51.7	PCRLs	PCRLs	PCRLs
				2012 £m 2011 £m
					3,659	3,900 5,191 1,919
					4,249
					1,569
					9,477
				2012 £m 2011 £m
UK RBB Europe RBB Africa RBB Barclaycard Corporate Banking Wealth and Investment Management					3,166	3,521 1,807 2,423 3,028 193 38
					2,014
					1,851
					2,314
					97
					35
Total retail As at 31 December					9,477	11,010
				PCRL coverage
				2012 % 2011 %
UK RBB Europe RBB Africa RBB Barclaycard Corporate Banking Wealth and Investment Management		47.5	51.1 40.0 30.9 73.5 103.1 58.3		43.2	47.9 37.8 30.2 68.6 97.3 53.7
		37.6			35.5
		39.1			37.8
		82.8			75.9
		85.9			81.4
		47.1			45.7
Total retail		52.5	51.7		48.9	48.9

• Barclaycard, where reductions principally reflected favourable delinquency performance, reductions in recovery balances, following the change to the write off policy at the end of 2011, and increased debt sale activity

• Africa RBB, where reductions were driven by a higher number of accounts being charged-off and written-off, particularly in South African home loans

• UK RBB, where reductions reflected falling recovery balances across principal portfolios due to improved performance

• This was partially offset by higher balances in Europe RBB principally in the Spanish and Italian home loans books

• The CRL coverage ratio increased to 52.5% (2011: 51.7%)

• PPL balances increased 9% principally due to increased home loans balances in UK RBB

• The PCRL coverage ratio remained stable at 48.9% (2011: 48.9%)

• 1 For December 2012 reporting UK RBB Medium Business lending and Barclaycard’s Global Payment Acceptance, Global Commercial Payments and Business Cards portfolios have been reclassified from wholesale to retail, whilst Wealth and Investment Management’s Private Bank portfolio has been reclassified from retail to wholesale. This has resulted in a net increase in retail PCRLs of £9m and impairment allowance of £12m with corresponding decreases in wholesale PCRLs and impairment allowance in 2011. These reclassifications (including comparatives) better reflect the way in which risk in these portfolios is managed.

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BARCLAYS PLC FORM 6-K Q4

Credit Risk

Analysis of Retail Gross Loans & Advances to Customers and Banks

1

	Secured	Credit	Cards,
	Home	Overdrafts and		Other Secured
As at 31.12.12	Loans	Unsecured	Loans	Retail Lending 2	Business Lending	Total Retail
	£m		£m	£m	£m	£m
UK RBB	114,766		6,863	-	8,053	129,682
Europe RBB	34,825		4,468	-	1,742	41,035
Africa RBB	17,422		2,792	3,086	687	23,987
Barclaycard	-	31,394		2,730	570	34,694
Corporate Banking	274		336	117	12	739
Wealth and Investment Management	2,267		63	205	-	2,535
Total	169,554	45,916		6,138	11,064	232,672
As at 31.12.11
UK RBB	107,775		7,351	-	7,929	123,055
Europe RBB	37,099		4,994	-	2,395	44,488
Africa RBB	19,691		2,715	3,405	552	26,363
Barclaycard	-	28,557		3,181	476	32,214
Corporate Banking	421		728	284	20	1,453
Wealth and Investment Management	1,892		62	144	-	2,098
Total	166,878	44,407		7,014	11,372	229,671

• Secured home loans, credit cards, overdrafts and unsecured loans and business lending are analysed on pages 60, 62 and 63, respectively

Secured Home Loans

• The principal home loan portfolios listed below account for 96% (2011: 96%) of total home loans in the Group’s retail portfolios

• Total home loans to retail customers increased marginally

Home Loans Principal Portfolios

	Home Loans Prin	cipal Portfolios 3
				Gross	Recoveries	Recoveries
		Gross Loans and	> 90 Day	Charge-off	Proportion of	Impairment
	As at 31.12.12	Advances	Arrears	Rates	Outstanding Balances	Coverage Ratio
		£m	%	%	%	%
	UK	114,766	0.3	0.6	0.5	13.4
	South Africa	15,773	1.6	3.9	6.9	34.6
	Spain	13,551	0.7	1.1	1.9	34.0
	Italy	15,529	1.0	0.8	1.8	25.4
	Portugal	3,710	0.7	1.4	2.8	25.6
	As at 31.12.11
	UK	107,775	0.3	0.6	0.6	15.3
	South Africa	17,585	3.2	3.7	6.9	19.4
	Spain	14,918	0.5	0.6	1.6	32.5
	Italy	15,935	1.0	0.5	1.3	29.3
	Portugal	3,891	0.6	1.1	2.0	15.0

1 For December 2012 reporting UK RBB Medium Business lending (2011: £2,680m) and Barclaycard’s Global Payment Acceptance, Global Commercial Payments and Business Cards portfolios (2011: £468m) have been reclassified from wholesale to retail. Wealth and Investment Management’s Private Bank portfolio (2011: £14,627m) has been reclassified from retail to wholesale. These reclassifications (including comparatives) better reflect the way in which risk in these portfolios is managed.

2 Other secured retail lending includes Vehicle Auto Finance in Africa RBB and UK Secured Lending in Barclaycard. 3 Excluded from the above analysis are: Wealth International home loans, which are managed on an individual customer exposure basis, France home loans and other small home loans portfolios.

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Credit Risk

• Arrears rates remained steady in the UK as targeted balance growth and improved customer affordability continued to be supported by the low base rate environment. The recoveries impairment coverage ratio decreased mainly because of a release of provision due to the resolution of backlogs in litigation

• In the UK, owner-occupied interest only balances of £38,069m (2011: £39,150m) represented 33% of total stock. Buy to let home loans comprised 7% of the total stock (2011: 6%)

• Arrears rates for South Africa home loans significantly decreased reflecting improvements in portfolio performance. Increased focus on reducing the recoveries portfolio during 2012 resulted in higher write-offs. Coverage ratio on Recoveries increased due to a higher mix of insolvent accounts in this portfolio. These accounts result in higher losses due to increased legal costs and longer time to foreclose. Credit performance of home loans in Europe continued to worsen as economic conditions deteriorated further. In Spain home loans, the recoveries impairment coverage ratio increased mainly due to incremental impairment taken to reflect potential declines in house prices

Home Loans - Distribution of Balances by LTV (Updated Valuations)1,2

As at 31 December	UK South Africa Spain Italy Portugal 4	UK South Africa Spain Italy Portugal 4
	2012 2011 2012 2011 2012 2011 2012 2011 2012 2011 % % % % % % % % % %
<=75% >75% and <=80% >80% and <=85% >85% and <=90% >90% and <=95% >95% and <=100% >100%	76.1 77.6 62.8 58.8 9.2 7.5 9.0 8.7 5.4 5.3 8.2 8.3 3.3 3.6 6.4 7.2 2.2 2.4 4.0 5.3 1.4 1.5 2.8 3.3 2.4 2.1 6.8 8.4	64.2 72.1 74.3 70.7 40.3 49.0 6.5 6.6 16.0 16.8 8.3 11.4 6.1 5.7 5.5 10.2 10.6 13.7 5.5 4.0 1.4 1.3 11.1 9.4 4.4 2.6 0.9 0.5 10.2 8.8 3.3 1.9 0.6 0.2 7.6 4.6 10.0 7.1 1.3 0.3 11.9 3.1
	45.5 44.3 44.2 45.2 64.6 60.1 46.7 46.9 77.6 69.6
Marked to market LTV % 3	45.5 44.3 44.2 45.2

• Credit quality of the principal home loan portfolios reflected relatively conservative levels of high LTV lending and moderate LTV on existing portfolios

• During 2012, using current valuations, the average LTV of principal home loans portfolios remained broadly stable in UK, South Africa and Italy. However, it increased in Spain and Portugal as a result of continued decline in house prices

Home Loans - New Lending1,2

As at 31 December	UK South Africa Spain Italy Portugal
	2012 2011 2012 2011 2012 2011 2012 2011 2012 2011
New home loans (£m) Average LTV % New home loans proportion above 85% LTV

• New lending in principal home loan portfolios listed above decreased 12% to £20,571m (2011: £23,298m)

• The increase in average LTV for new home loans business to 56.4% (2011: 54.0%) in the UK was driven by the launch of a 90% LTV product, on a limited basis. The volume in this segment is constrained by tight credit criteria and risk limits, as evidenced by the moderate increase of new home loans proportion above 85%

• 1 Excluded from the above analysis are: Wealth International home loans, which are managed on an individual customer exposure basis, France home loans and other small home loans portfolios.

• 2 UK, South Africa and Italy marked to market methodology is based on valuation weighted approach. Valuation weighted LTV is the ratio between total outstanding balance and the value of total collateral held against these balances. Spain and Portugal marked to market methodology is based on balance weighted approach. Balance weighted LTV approach is derived by calculating individual LTVs at account level and weighting it by the individual loan balances to arrive at the average position. This is in line with local reporting practice.

• 3 Portfolio marked to market based on the most updated valuation and includes recoveries balances. Updated valuations reflect the application of the latest house price index available in the country as at 31 December 2012 to calculate the average MTM portfolio LTV as at 31 December 2012.

• 4 In Portugal, the increase in average MTM LTVs and in the LTV distribution are due to the application of more detailed house price valuations since June 2012.

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BARCLAYS PLC FORM 6-K Q4

Credit Risk

• In South Africa, average LTV on new home loans increased due to an expansion in the origination channel strategy, which resulted in an increase in new business flow in the second half of 2012

• In 2012, new lending was significantly reduced in Europe home loans through credit policy tightening. Average LTV on new home loans in Spain increased moderately. Whilst proportion of new home loans above 85% LTV increased from 1.3% to 4.1%, balances remained within expectation on an absolute basis

Credit Cards, Overdrafts and Unsecured Loans

• The principal portfolios listed below account for 87% (2011: 85%) of total credit cards, overdrafts and unsecured Loans in the Group’s retail portfolios

						Recoveries
Principal Portfolios		Gross Loans	30 Day	90 Day	Gross Charge-off	Proportion of Outstanding	Recoveries Impairment
As at 31.12.12		and Advances	Arrears	Arrears	Rates	Balances	Coverage Ratio
		£m	%	%	%	%	%
UK cards 1		15,434	2.5	1.1	4.9	6.2	80.4
US cards 2		9,296	2.4	1.1	5.0	2.3	90.7
UK personal loans South Africa cards 3		4,861 2,511	3.0 5.2	1.3 2.8	5.1 4.2	17.4 5.2	78.9 70.9
Barclays Partner Finance		2,323	1.9	1.0	3.9	4.8	78.1
Europe RBB cards		1,604	6.2	2.9	9.2	12.7	95.5
UK overdrafts		1,382	5.3	3.5	8.2	14.6	92.7
Italy salary advance loans	4	1,354	2.3	0.9	8.4	9.4	12.5
South Africa personal loans		1,061	5.6	3.1	8.5	7.6	72.3
As at 31.12.11
UK cards 1		14,692	2.7	1.2	6.2	6.8	85.2
US cards 2		8,303	3.1	1.5	7.6	3.5	92.1
UK personal loans		5,166	3.4	1.7	6.5	19.0	82.8
South Africa cards 3		1,816	5.1	3.0	5.6	6.4	72.9
Barclays Partner Finance		2,122	2.4	1.3	4.6	6.3	84.8
Europe RBB cards		1,684	5.9	2.6	10.1	13.8	89.5
UK overdrafts		1,322	6.0	3.9	9.7	17.5	90.6
Italy salary advance loans South Africa personal loans 4		1,629 1,164	2.6 6.4	1.3 3.9	6.3 8.3	6.6 6.9	11.7 72.4

• Total credit cards, overdrafts and unsecured loans remained broadly stable with the increase in card and overdraft portfolios being offset by decreases in unsecured loans portfolios

• With the exception of Europe RBB cards, 90 day arrears rates have remained broadly stable or improved slightly reflecting a move towards better asset quality and improved delinquency performance

• Arrears rates in the European Cards portfolios deteriorated marginally in the same period, reflecting the difficult economic environment. Arrears rates were broadly stable in South Africa card portfolios and performance remained within expectations

• The reduction in the coverage ratio on the main UK and US portfolios reflects active management of recovery assets, the change in write off policy at the end of 2011 and increased debt sale activity

• 1 UK cards includes the acquired Egg credit card assets, which totalled £1.7bn at acquisition. The outstanding acquired balances have been excluded from the recoveries impairment coverage ratio on the basis that the portfolio has been recognised on acquisition at fair value during 2011 (with no related impairment allowance). Impairment allowances have been recognised as appropriate where these relate to the period post acquisition.

• 2 US cards risk metrics exclude the impact of U-promise in 2011.

• 3 South Africa cards risk metrics exclude the Edcon portfolio which was acquired in November 2012. In addition, these metrics now include Woolworth Financial Services portfolios.

• 4 The recoveries impairment coverage ratio for Italy salary advance loans is lower than other unsecured portfolios as these loans are extended to customers where the repayment is made via a salary deduction at source by qualifying employers and Barclays is insured in the event of termination of employment or death. Recoveries represent balances where insurance claims are pending that we believe are largely recoverable, hence the lower coverage.

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BARCLAYS PLC FORM 6-K Q4

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Credit Risk

Business Lending

• Business lending primarily relates to small and medium enterprises typically with exposures up to £3m or with a turnover up to £5m

• The principal portfolios listed below account for 88% of total Business Lending Loans in the Group’s retail portfolios

Principal Portfolios

As at 31.12.12 Gross Loans and Advances £m	As at 31.12.12 Gross Loans and Advances £m	Arrears Managed 1	Arrears Managed 1	Early Warning List Managed Drawn balances Of which Early Warning List Balances Loan Loss Rates Gross Charge- off Rates Recoveries Proportion of Outstanding Balances Recoveries Coverage Ratio £m % bps % % % 2	Early Warning List Managed Drawn balances Of which Early Warning List Balances Loan Loss Rates Gross Charge- off Rates Recoveries Proportion of Outstanding Balances Recoveries Coverage Ratio £m % bps % % % 2	Early Warning List Managed Drawn balances Of which Early Warning List Balances Loan Loss Rates Gross Charge- off Rates Recoveries Proportion of Outstanding Balances Recoveries Coverage Ratio £m % bps % % % 2	Early Warning List Managed Drawn balances Of which Early Warning List Balances Loan Loss Rates Gross Charge- off Rates Recoveries Proportion of Outstanding Balances Recoveries Coverage Ratio £m % bps % % % 2	Early Warning List Managed Drawn balances Of which Early Warning List Balances Loan Loss Rates Gross Charge- off Rates Recoveries Proportion of Outstanding Balances Recoveries Coverage Ratio £m % bps % % % 2	Early Warning List Managed Drawn balances Of which Early Warning List Balances Loan Loss Rates Gross Charge- off Rates Recoveries Proportion of Outstanding Balances Recoveries Coverage Ratio £m % bps % % % 2
		Drawn balances Of which Arrears balances £m %
UK Spain Portugal	8,053	713	6.0	7,122	9.2	140	2.5	4.3	34.9
	1,095	95	11.3	993	60.4	210	3.8	6.6	45.0
	596	185	6.4	393	17.8	503	5.7	6.7	65.9

• UK business lending gross loans and advances increased 2% to £8,053m (2011: £7,929m). Loan loss rates improved to 140bps (2011: 213 bps) whilst a broadly stable credit policy has been maintained

• Business lending gross loans and advances in Europe reduced 27% in 2012 to £1,742m (2011: £2,395m) primarily due to the tightening of credit policy, reducing new business volumes and currency movements

• Spain gross loans and advances reduced 31% to £1,095m (2011: £1,576m). Loan loss rates increased to 210bps (2011: 115bps) reflecting both increasing arrears in the difficult macro environment and the reducing balances. Early Warning List (EWL) balances reflect the close monitoring of the portfolio, with over 75% of EWL balances not in arrears

• Portugal gross loans and advances reduced 21% to £596m (2011: £758m). Loan loss rates increased to 503bps (2011: 238bps) reflecting both increasing arrears in the difficult macro environment and reducing balances

Retail Forbearance Programmes

Forbearance Programmes on Principal Credit Cards, Overdrafts, Unsecured Loan, Home Loans and Business Lending Portfolios

• Retail forbearance is available to customers experiencing financial difficulties. Forbearance solutions may take a number of forms depending on the extent of the financial dislocation. Short term solutions normally focus on temporary reductions to contractual payments and switches from capital and interest payments to interest only. For customers with longer term financial difficulties, term extensions may be offered, which may also include interest rate concessions and fully amortising balances for card portfolios

• Forbearance on the Group’s principal portfolios in the US, UK and Europe is presented below

• In South Africa, forbearance balances are not published as local practices are in the process of being aligned to the Barclays Group policy. In other retail portfolios, the level of forbearance extended to customers is not material and, typically, is not a significant factor in the management of customer relationships

1 Arrears Managed accounts are principally customers with an exposure threshold less than £50k in the UK and € 100k in Europe, with processes designed to manage a homogeneous set of assets. Arrears Balances reflects the total balances of accounts which are past due on payments. Early Warning List Managed accounts are customers that exceed the Arrears Managed threshold, with processes that record heightened levels of risk through an Early Warning List grading. Early Warning List balances comprise of a list of three categories graded in line with the perceived severity of the risk attached to the lending, and can include customers that are up to date with contractual payments or subject to forbearance as appropriate.

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BARCLAYS PLC FORM 6-K Q4

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Credit Risk

			Forbearance	Impairment Coverage
		Gross L&A Subject	Programmes	on Gross L&A Subject	Marked to Market
Principal Portfolios		to Forbearance Programmes	Proportion of Outstanding Balances	to Forbearance Programmes	LTV of Home Loan Forbearance Balances
As at 31.12.12		£m	%	%	%
Home Loans
UK		1,596	1.4	0.8	36.6
Spain		174	1.3	5.8	68.9
Italy		217	1.4	2.9	49.1
Credit Cards, Overdrafts and Unsecured Loans
UK cards 1,2		991	6.3	37.8	n/a
UK personal loans		168	3.4	29.0	n/a
US cards 3		116	1.3	15.0	n/a
Business Lending	4
UK		203	2.5	15.4	n/a
As at 31.12.11
Home Loans
UK		1,613	1.5	0.8	31.6
Spain		145	1.0	3.7	67.4
Italy		171	1.1	2.6	46.5
Credit Cards, Overdrafts and Unsecured Loans
UK cards 1,2		989	6.5	38.2	n/a
UK personal loans		201	3.8	29.5	n/a
US cards 3		125	1.7	19.7	n/a

• Loans in forbearance in the principal home loans portfolios increased 3% to £1,987m, mainly due to an increase in Spain and Italy home loans

• Within UK home loans, term extensions account for over 80% of forbearance balances, the majority of the remainder being switches from ‘capital and interest’ to ‘interest only’

• In Spain, forbearance accounts are predominantly full account restructures, In Italy, the majority of the balances relate to specific schemes required by the Government (e.g. debt relief scheme following the earthquake of 2009) and amendments are weighted towards payment holidays and interest suspensions

• Loans in forbearance in principal Credit Cards, Overdrafts and Unsecured Loans portfolios decreased 3% to £1,275m. Forbearance programmes as a proportion of outstanding balances reduced slightly in UK and US cards and these coverage ratios reflect improved repayment behaviours

• 1 Impairment allowances against UK cards forbearance decreased, reflecting improved expectations on debt repayment. As a result, the impairment coverage ratio decreased during 2012. UK cards includes Barclays Branded Card and Partnership Card assets.

• 2 UK cards includes balances related to the acquired Egg credit card assets, which totalled £1.7bn at acquisition. The outstanding acquired balances have been excluded from the forbearance impairment coverage ratio on the basis that the portfolio has been recognised on acquisition at fair value during 2011 (with no related impairment allowance). Impairment allowances have been recognised as appropriate where these relate to the period of post acquisition.

• 3 US cards includes the U-promise portfolio in 2012. The outstanding acquired balances have been excluded from the forbearance impairment coverage ratio on the basis that the portfolio has been recognised on acquisition at fair value during 2011.

• 4 Forbearance policies for Business Lending were implemented in 2012. Comparable figures for previous periods are not available.

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BARCLAYS PLC FORM 6-K Q4

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Credit Risk

Wholesale Credit Risk

Wholesale Loans and Advances to Customers and Banks at Amortised Cost 1,2

As at 31.12.12	Gross L&A £m Impairment Allowance £m L&A Net of Impairment £m Credit Risk Loans £m CRLs % of Gross L&A % Loan Impairment Charges £m Loan Loss Rates bps	Gross L&A £m Impairment Allowance £m L&A Net of Impairment £m Credit Risk Loans £m CRLs % of Gross L&A % Loan Impairment Charges £m Loan Loss Rates bps
Africa RBB Investment Bank Corporate Banking - UK - Europe - Rest of World 3	9,246 323 147,439 2,463 65,835 2,098	8,923 772 8.3 174 188 144,976 4,209 2.9 448 30 63,737 4,141 6.3 824 125
	52,667 428 8,122 1,536 5,046 134	52,239 1,381 2.6 279 53 6,586 2,607 32.1 527 649 4,912 153 3.0 18 36 19,095 603 3.1 38 20 1,450 19 1.3 - -
Wealth and Investment Management Head Office and Other Functions 4	19,236 141 1,466 16
Total As at 31.12.11	243,222 5,041 238,181 9,744 4.0 1,484 61
Africa RBB Investment Bank Corporate Banking - UK - Europe - Rest of World 3	9,729 294 161,194 2,555 70,268 2,235	9,435 720 7.4 80 82 158,639 5,253 3.3 129 8 68,033 4,312 6.1 1,071 152
	52,772 545 12,899 1,574 4,597 116	52,227 1,267 2.4 345 65 11,325 2,876 22.3 699 542 4,481 169 3.7 27 59 17,047 611 3.6 35 20 1,941 36 1.8 (2) (10)
Wealth and Investment Management Head Office and Other Functions 4	17,157 110 1,958 17
Total	260,306 5,211	255,095 10,932 4.2 1,313 50

• Gross loans and advances to customers and banks decreased 7% principally as a result of a fall of 9% in the Investment Bank mainly due to a reduction in interbank and other wholesale lending. For more detail, see analysis of Investment Bank wholesale loans and advances on page 67

• There was also a 6% decrease in balances in Corporate Banking primarily in Europe due to the disposal of the Iveco Finance business and a reduction in Spanish exposures

• The loan impairment charge increased 13% principally due to higher charges in:

• Investment Bank, mainly due to charges in ABS CDO Super Senior positions and losses on a small number of single name exposures. In addition, there was a non-recurring release of £223m in 2011

• Africa RBB, principally due to the impact of one large name in the commercial property portfolio in South Africa

• This was partially offset by lower loan impairment charges in Corporate Banking, principally in Spain where there are ongoing initiatives to reduce exposure within the property and construction sector

• The higher impairment charge coupled with the lower loan balances resulted in an annualised loan loss rate of 61bps (2011: 50bps)

• 1 Loans and advances to business customers in Europe RBB are included in the Retail Loans and Advances to Customers at Amortised Cost table on page 58.

• 2 For December 2012 reporting UK RBB Medium Business lending (2011: £2,680m) and Barclaycard’s Global Payment Acceptance, Global Commercial Payments and Business Cards portfolios (2011: £468m) have been reclassified from wholesale to retail. These reclassifications (including comparatives) better reflect the way in which risk in these portfolios is managed.

• 3 Investment Bank gross loans and advances include cash collateral and settlement balances of £85,116m as at 31 December 2012 and £75,707m as at 31 December 2011. Excluding these balances, CRLs as a proportion of gross loans and advances were 6.8% and 6.1% respectively.

• 4 Wealth and Investment Management Private Bank lending (2011: £14,627m) has been reclassified from retail to wholesale as at December 2012.

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BARCLAYS PLC FORM 6-K Q4

Credit Risk

Potential Credit Risk Loans and Coverage Ratios As at 31 December 1	CRLs 2012 £m 2011 £m 772 720 4,209 5,253 4,141 4,312 603 611 19 36 9,744 10,932 Impairment allowance 2012 £m 2011 £m 323 294 2,463 2,555 2,098 2,235 141 110 16 17 5,041 5,211 2	PPLs 2012 £m 2011 £m 84 132 327 445 617 756 74 39 - - 1,102 1,372 CRL coverage 2012 % 2011 % 41.8 40.8 58.5 48.6 50.7 51.8 23.4 18.0 84.2 47.2 51.7 47.7	PCRLs	PCRLs
			2012 £m 2011 £m
Africa RBB Investment Bank Corporate Banking Wealth and Investment Management Head Office and Other Functions				856 852 4,536 5,698 4,758 5,068 677 650 19 36
Total wholesale As at 31 December
			2012 % 2011 %
Africa RBB Investment Bank Corporate Banking Wealth and Investment Management Head Office and Other Functions				37.7 34.5 54.3 44.8 44.1 44.1 20.8 16.9 84.2 47.2
Total wholesale				46.5 42.4

• CRL balances decreased 11% primarily due to:

• Investment Banking, where lower balances principally reflected asset sales and paydowns

• Corporate Banking, where the lower balances principally reflected the disposal of the Iveco Finance business in Europe

• The CRL coverage ratio increased to 51.7% (2011: 47.7%)

• PPL balances decreased 20% principally due to reduced balances in the UK and Europe in Corporate Banking and Investment Bank

• The PCRL coverage ratio increased to 46.5% (2011: 42.4%)

• 1 For December 2012 reporting UK RBB Medium Business lending and Barclaycard’s Global Payment Acceptance, Global Commercial Payments and Business Cards portfolios have been reclassified from wholesale to retail, whilst Wealth and Investment Management’s Private Bank portfolio has been reclassified from retail to wholesale. This has resulted in a net increase of retail PCRLs of £9m and impairment allowance of £12m with corresponding decreases in wholesale PCRLs and impairment allowance in 2011. These reclassifications (including comparatives) better reflect the way in which risk in these portfolios is managed.

• 2 Includes all forbearance accounts that are 90 days+ and/or impaired.

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Credit Risk

Analysis of Investment Bank Wholesale Loans and Advances at Amortised Cost

Analysis of Investment Bank Wholesale Loans and Advances at Amortised Cost	Analysis of Investment Bank Wholesale Loans and Advances at Amortised Cost
As at 31.12.12 Gross L&A £m Impairment Allowance £m L&A Net of Impairment £m Credit Risk Loans £m CRLs % of Gross L&A % Loan Impairment Charges £m Loan Loss Rates bps
Loans and advances to banks Interbank lending 13,737 41 13,696 51 0.4 41 30 Cash collateral and settlement balances 23,350 - 23,350 - - - -
Loans and advances to customers Corporate lending 29,468 285 29,183 519 1.8 160 54 Government lending 1,369 - 1,369 - - - - ABS CDO Super Senior 3,099 1,712 1,387 3,099 100.0 232 748 Other wholesale lending 14,650 425 14,225 540 3.7 15 10 Cash collateral and settlement balances 61,766 - 61,766 - - - -
Total 147,439 2,463 144,976 4,209 2.9 448 30 As at 31.12.11
Loans and advances to banks Interbank lending 19,655 45 19,610 34 0.2 (5) (3) Cash collateral and settlement balances 23,066 - 23,066 - - - -
Loans and advances to customers Corporate lending 38,326 730 37,596 1,515 4.0 194 51 Government lending 3,276 - 3,276 - - - - ABS CDO Super Senior 3,390 1,548 1,842 3,390 100.0 6 18 Other wholesale lending 20,840 232 20,608 314 1.5 (66) (32) Cash collateral and settlement balances 52,641 - 52,641 - - - -
Total 161,194 2,555	158,639 5,253 3.3 129 8

• Investment Bank wholesale loans and advances decreased 9% to £147,439m driven by a reduction in corporate interbank and other wholesale lending offset by higher settlement balances

• Included within corporate lending and other wholesale lending portfolios are £1,336m (2011: £3,204m) of loans backed by retail mortgage collateral classified within financial institutions

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BARCLAYS PLC FORM 6-K Q4

Credit Risk

Wholesale Forbearance

• Wholesale client relationships are individually managed with lending decisions made with reference to specific circumstances and on bespoke terms

• Forbearance occurs when Barclays, for reasons relating to the actual or perceived financial difficulty of an obligor, grants a concession below current Barclays standard rates (i.e. lending criteria below our current lending terms), that would not normally be considered. This includes all troubled debt restructures granted below our standard rates

Wholesale Forbearance Reporting split by Exposure Class

		Financial		Personal &
As at 31.12.12	Sovereign	Institutions	Corporate	Trusts	Total
	£m	£m	£m	£m	£m
Restructure: reduced contractual cashflows	4	16	405	-	425
Restructure: maturity date extension	5	107	1,412	33	1,557
Restructure: changed cashflow profile (other than extension)	5	46	876	26	953
Restructure: payment other than cash	-	-	71	1	72
Change in security	-	-	76	8	84
Adjustments/ non enforced covenant	10	7	626	128	771
Other	-	-	318	74	392
Total	24	176	3,784	270	4,254

Wholesale Forbearance Reporting split by Business Unit

			Wealth &
	Corporate	Investment	Investment
As at 31.12.12	Banking	Bank	Management	Africa RBB	Total
	£m	£m	£m	£m	£m
Restructure: reduced contractual cashflows	258	138	-	29	425
Restructure: maturity date extension	952	408	112	85	1,557
Restructure: changed cashflow profile (other than extension)	624	152	70	107	953
Restructure: payment other than cash	64	7	1	-	72
Change in security	45	26	12	1	84
Adjustments/ non enforced covenant	377	115	277	2	771
Other	162	-	211	19	392
Total	2,482	846	683	243	4,254

• The tables above detail balance information for wholesale forbearance cases. Comparable figures for previous reporting periods are not available

• Loan impairment on forbearance cases amounted to £1,149m at 31 December 2012, which represented 27% of total forbearance balances

• At 31 December 2012, maturity date extension accounted for the largest proportion of forbearance recognised, followed by changes to cashflow profile other than maturity extension, adjustments to or non-enforcement of covenants, and reduction of contractual cashflows

• Corporate borrowers accounted for 89% of balances and 95% of impairment booked to forbearance exposures at 31 December 2012, with impairment representing 29% of forbearance balances

• Corporate Banking accounted for the single largest proportion of overall Group forbearance, with forbearance exposures concentrated in Western Europe and particularly Spain, which accounted for 29% of total Group forbearance balances and 45% of total impairment booked to forbearance exposures at 31 December 2012

UK Commercial Real Estate (UK CRE)

• The UK CRE portfolio includes Property Investment, Development, Trading and Housebuilders but excludes Social Housing Contractors

• Total loans and advances at amortised cost to UK CRE amounted to £9,676m1 at 31 December 2012 (2011: £9,519m), with a total of £295m (3.0% of the total) being past due (2011: £366m; 3.8%). Impairment stock totalled £80m at 31 December 2012 (2011: £78m)

• The impairment charge for 2012 for the UK CRE portfolio was £49m (2011: £40m) with the increase primarily due to increased impairment in UK Corporate Banking

• 1 An additional £270m (2011: £321m) of UK CRE exposure is held at fair value.

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BARCLAYS PLC FORM 6-K Q4

Credit Risk

Group Exposures to Eurozone Countries

• The Group recognises the credit and market risk resulting from the ongoing volatility in the Eurozone and continues to monitor events closely while taking coordinated steps to mitigate the risks associated with the challenging economic environment

• Risks associated with a potential partial break-up of the Euro area include:

• Direct risk arising from sovereign default of an exiting country and the impact on the economy of, and the Group’s counterparties in, that country

• Indirect risk arising from the subsequent impact on the economy of, and the Group’s counterparties in, other Eurozone countries

• • Indirect risk arising from credit derivatives that reference Eurozone sovereign debt (see page 78)

• Direct redenomination risk on the potential mismatch in the currency of the assets and liabilities on balance sheets of the Group’s local operations in countries in the Eurozone (see page 78)

• The Group has performed and continues to perform stress tests to model the event of a break-up of the Eurozone area. Contingency planning has also been undertaken based on a series of potential scenarios that might arise from an escalation in the crisis. Multiple tests have been run to establish the impact on customers, systems, processes and staff in the event of the most plausible scenarios. Where issues have been identified, appropriate remedial actions have either been completed or are underway

• During 2012 the Group’s net on-balance sheet exposures to Spain, Italy, Portugal, Ireland, Cyprus and Greece reduced by 13% to £59.0bn

• Exposure to retail customers and corporate clients reduced 12% to £48.1bn, largely reflecting reduced lending in Spain, Italy and Portugal as part of the active management to reduce redenomination risk

• Sovereign exposure decreased 29% to £5.0bn principally due to a reduction in government bonds held as available for sale

Basis of Preparation

• These disclosures are prepared on the same basis as previous Results Announcements and present the direct balance sheet exposure to credit and market risk by country, with the totals reflecting allowance for impairment, netting and cash collateral held where appropriate

• Trading and derivatives balances relate to investment banking activities, principally as market-maker for government bond positions. Positions are held at fair value, with daily movements taken through profit and loss

• Trading assets and liabilities are presented by issuer type, whereby positions are netted to the extent allowable under IFRS. Where liability positions exceed asset positions by counterparty type, exposures are presented as nil

• Derivative assets and liabilities are presented by counterparty type, whereby positions are netted to the extent allowable under IFRS. Cash collateral held is then added to give a net credit exposure. Where liability positions and collateral held exceed asset positions by counterparty type, exposures are presented as nil

• Assets designated at fair value include debt and equity securities, loans and reverse repurchase agreements that have been designated at fair value

• Available for sale assets are principally investments in government bonds and other debt securities. Balances are reported on a fair value basis, with movements in fair value going through other comprehensive income (OCI)

• Loans and advances held at amortised cost1 comprise: (i) retail lending portfolios, predominantly mortgages secured on residential property; and (ii) corporate lending portfolios. Settlement balances and cash collateral are excluded from this analysis

• Sovereign exposures reflect direct exposures to central and local governments2, the majority of which are used for hedging interest rate risk and liquidity purposes. The remaining portion is actively managed reflecting our role as a leading primary dealer, market maker and liquidity provider to our clients

• 1 The Group also enters into reverse repurchase agreements and other similar secured lending, which are materially fully collateralised. 2 In addition, the Group held cash with the central banks of these countries totalling £0.7bn as at 31 December 2012 (2011: £0.8bn). Other immaterial balances with central banks are classified within loans to financial institutions.

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• Financial institution and corporate exposures reflect the country of operations of the counterparty or issuer depending on the asset class analysed (including foreign subsidiaries and without reference to cross-border guarantees)

• Retail exposures reflect the country of residence for retail customers and country of operations for business banking customers

• Off-balance sheet exposure consists primarily of undrawn commitments and guarantees issued to third parties on behalf of our corporate clients

Summary of Group Exposures

• The following table shows Barclays exposure to Eurozone countries monitored internally as being higher risk and thus being the subject of particular management focus. Detailed analysis on these countries is on pages 72 to 77

• Exposures on loans and advances to geographic regions including Europe as a whole are set out on pages 54 to 55

• The net exposure provides the most appropriate measure of the credit risk to which the Group is exposed. The gross exposure is also presented below, alongside off-balance sheet contingent liabilities and commitments

Net on- balance sheet exposure Other Financial Residential retail Sovereign institutions Corporate mortgages lending As at 31.12.12 £m £m £m £m £m £m Spain 1,690 1,488 4,135 13,305 2,428 23,046 Italy 2,669 528 1,962 15,591 1,936 22,686 Portugal 637 48 1,958 3,474 1,783 7,900 Ireland 11 3,768 1,127 112 83 5,101 Cyprus 8 - 106 44 26 184 Greece 1 - 61 8 9 79 As at 31.12.11 Spain 2,530 987 5,345 14,654 3,031 26,547 Italy 3,493 669 2,918 15,934 2,335 25,349 Portugal 810 51 3,295 3,651 2,053 9,860 Ireland 244 4,311 977 94 86 5,712 Cyprus 15 - 128 51 2 196 Greece 14 2 67 5 18 106	Gross on- balance sheet exposure Contingent liabilities and commitments £m £m
	31,956 3,301 32,990 3,082 8,769 2,588 10,251 1,644 300 131 1,262 5
	35,307 3,842 34,189 3,140 10,747 2,536 12,298 1,582 316 127 1,215 26

• During 2012 the Group’s sovereign exposure to Spain, Italy, Portugal, Ireland, Cyprus and Greece reduced by 29% to £5.0bn

• Spanish sovereign exposure reduced 33% to £1.7bn due to the disposal of available for sale government bonds, held for the purpose of interest rate hedging and liquidity, which have been replaced by interest rate swaps with alternative counterparties

• Italian sovereign exposure decreased 24% to £2.7bn principally due to a reduction in government bonds held as available for sale

• Residential mortgage exposure reduced by 5% to £32.5bn, reflecting lower new originations across Spain, Italy and Portugal in line with Group strategy to reduce redenomination risk

• Other retail lending reduced by 17% to £6.3bn driven primarily by reduced lending to business banking customers in Spain and Portugal as a result of the challenging economic conditions

• Corporate exposure reduced 27% to £9.3bn, largely reflecting reduced lending in Spain, Italy and Portugal as part of the active management to reduce funding mismatch

• Exposures to financial institutions fell marginally by 3% to £5.8bn, with reduced exposure in Ireland of £0.5bn and in Italy of £0.1bn offsetting an increase in Spain of £0.5bn

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� Barclays has exposures to other Eurozone countries as set out below. Total net on-balance sheet exposures to individual countries that are less than £1bn are reported in aggregate under Other

Net on- balance sheet exposure Other Financial Residential retail Sovereign institutions Corporate mortgages lending As at 31.12.12 £m £m £m £m £m £m France 3,746 5,345 3,905 2,607 121 15,724 Germany 277 4,454 4,945 27 1,734 11,437 Netherlands 3,503 4,437 2,002 16 92 10,050 Luxembourg 13 1,481 704 151 49 2,398 Belgium 2,548 284 239 9 6 3,086 Austria 1,047 228 187 5 - 1,467 Finland 1,044 209 140 3 - 1,396 Other 210 9 24 26 41 310 As at 31.12.11 France 4,189 4,969 4,232 2,796 260 16,446 Germany 3,444 2,570 2,963 14 1,551 10,542 Netherlands 244 4,596 1,807 14 4 6,665 Luxembourg - 1,842 809 103 85 2,839 Belgium 2,033 42 282 10 - 2,367 Austria 134 360 237 5 2 738 Finland 298 47 43 3 - 391 Other 202 3 35 32 43 315 1	Gross on- balance sheet exposure Contingent liabilities and commitments £m £m
	58,970 7,712 62,016 6,604 28,546 2,205 6,366 812 10,553 1,525 3,930 127 9,120 461 649 25
	60,342 8,121 62,017 6,623 23,806 1,899 6,499 765 13,312 881 3,672 119 12,974 447 634 49

• During 2012 the Group’s net on-balance sheet exposures to other Eurozone countries increased by 14% to £45.9bn

• Sovereign exposure increased 17% to £12.4bn principally due to an increase in government bonds held as available for sale in the Netherlands, Austria and Finland of £4.4bn, partially offset by a reduction in traded exposures to Germany of £3.0bn

• Exposures to financial institutions and corporates increased 14% and 17%, to £16.4bn and £12.1bn respectively, reflecting increases in securities issued by German counterparties

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1 Exposure to financial institutions has been restated to exclude exposures to supranational entities.

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Spain

Spain
Fair Value through Profit and Loss	Trading Portfolio Assets Liabilities Net £m £m £m	Derivatives Designated at FV through P&L Total as at 31.12.12 Assets Liabilities Cash Collateral Net £m £m £m £m £m £m 27 (27) - - - 99 7,648 (7,560) (88) - 291 751 489 (206) - 283 365 814 Available for Sale Assets as at 31.12.12 Cost AFS Reserve Total £m £m £m 1,588 (26) 1,562 491 (11) 480 10 - 10 Loans and Advances as at 31.12.12 Gross Impairment Allowances Total £m £m £m 29 - 29 271 (14) 257 13,424 (119) 13,305 4,371 (1,060) 3,311 2,564 (136) 2,428 Total as at 31.12.12 £m - 88 12 1,938 1,263 1			Total as at 31.12.11 £m
Sovereign Financial institutions Corporate Fair Value through OCI	905 (806) 99 577 (117) 460 272 (106) 166				- 221 629 Total as at 31.12.11 £m
Sovereign Financial institutions Corporate		1,588 (26) 491 (11) 10 -	1,562		2,468 490 2 Total as at 31.12.11 £m
			480
			10
Held at Amortised Cost
Sovereign Financial institutions Residential mortgages Corporate Other retail lending		29 - 271 (14) 13,424 (119) 4,371 (1,060) 2,564 (136)	29		62 276 14,654 4,714 3,031 Total as at 31.12.11 £m
			257
			13,305
			3,311
			2,428
Contingent Liabilities and Commitments
Sovereign Financial institutions Residential mortgages Corporate Other retail lending			-		188 22 20 2,510 1,102
			88
			12
			1,938
			1,263

� Sovereign

• £1,562m (2011: £2,468m) AFS holdings in government bonds. No impairment and £26m (2011: £51m) cumulative fair value loss held in AFS reserve

� Financial institutions

• £751m (2011: £221m) held at fair value through profit and loss, predominantly debt securities held by the Investment Bank to support trading and market making activities

• £480m (2011: £490m) AFS assets with £11m (2011: £17m) cumulative loss held in AFS reserve

� Residential mortgages

• £13,305m (2011: £14,654m) fully secured on residential property with average balance weighted marked to market LTV of 64.6% (2011: 60.1%). The increase in LTV is reflected in the CRL coverage of 36% (2011: 28%)

• 90 day arrears rates have increased to 0.7% (2011: 0.5%) while gross charge off rates have increased to 1.1% (2011: 0.6%)

� Corporate

• Net lending to corporates of £3,311m (2011: £4,714m) with CRLs of £1,887m (2011: £2,073), impairment allowance of £1,060m (2011: £1,187m) and CRL coverage of 56% (2011: 57%). Balances on early warning lists peaked in November 2010. Portfolio kept under close review and impairment recognised as appropriate

• 1 ‘Cost’ refers to the fair value of the asset at recognition, less any impairment booked. ‘AFS Reserve’ is the cumulative fair value gain or loss on the assets that is held in equity. ‘Total’ is the fair value of the assets at the balance sheet date.

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• Net lending to property and construction industry of £1,188m (2011: £1,866m) largely secured on real estate collateral, with CRLs of £1,429m (2011: £1,664m), impairment allowance of £820m (2011: £810m) and CRL coverage of 57% (2011: 49%)

• Corporate impairment in Spain was at its highest level during the first half of 2010 when commercial property declines were reflected earlier in the cycle

• £359m (2011: £488m) lending to multinational and large national corporates, which continues to perform

� Other retail lending

• £1,052m (2011: £1,115m) credit cards and unsecured loans. 30 days and 90 days arrears rates and charge off rates in credit cards and unsecured loans were broadly stable in 2012

• £1,045m (2011: £1,529m) lending to small and medium enterprises (SMEs), largely secured against residential or commercial property

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Italy

Italy
Fair Value through Profit and Loss	Trading Portfolio Assets Liabilities Net £m £m £m	Derivatives Designated at FV through P&L Total as at 31.12.12 Assets Liabilities Cash Collateral Net £m £m £m £m £m £m 1,702 (581) - 1,121 2 1,123 7,074 (5,341) (1,733) - 166 352 477 (214) (56) 207 326 699	Total as at 31.12.11 £m
Sovereign Financial institutions Corporate	2,178 (2,178) - 271 (85) 186 282 (116) 166	1,702 (581) - 1,121 2 7,074 (5,341) (1,733) - 166 477 (214) (56) 207 326	1,144 456 171

Fair Value through OCI	Available for Sale Assets as at 31.12.12 Cost AFS Reserve Total £m £m £m 1,509 28 1,537 134 4 138 27 2 29 Loans and Advances as at 31.12.12 Gross Impairment Allowances Total £m £m £m 9 - 9 38 - 38 15,698 (107) 15,591 1,354 (120) 1,234 2,042 (106) 1,936 1	Available for Sale Assets as at 31.12.12 Cost AFS Reserve Total £m £m £m 1,509 28 1,537 134 4 138 27 2 29 Loans and Advances as at 31.12.12 Gross Impairment Allowances Total £m £m £m 9 - 9 38 - 38 15,698 (107) 15,591 1,354 (120) 1,234 2,042 (106) 1,936 1	Total as at 31.12.11 £m
Sovereign Financial institutions Corporate	1,509 28 134 4 27 2	1,537	2,334 138 27 Total as at 31.12.11 £m
		138
		29
Held at Amortised Cost
Sovereign Financial institutions Residential mortgages Corporate Other retail lending	9 - 38 - 15,698 (107) 1,354 (120) 2,042 (106)	9	15 75 15,934 2,720 2,335
		38
		15,591
		1,234
		1,936

Total as at 31.12.12 Contingent Liabilities and Commitments £m Financial institutions 90 Residential mortgages 45 Corporate 2,158 Other retail lending 789	Total as at 31.12.12 Contingent Liabilities and Commitments £m Financial institutions 90 Residential mortgages 45 Corporate 2,158 Other retail lending 789	Total as at 31.12.11 £m
Financial institutions Residential mortgages Corporate Other retail lending	90	17 101 2,034 988
	45
	2,158
	789

� Sovereign

– Predominantly £1,537m (2011: £2,334m) AFS government bonds with no impairment and £28m cumulative fair value gain (2011: £123m cumulative fair value loss) held in the AFS reserve

� Residential mortgages

• £15,591m (2011: £15,934m) secured on residential property with average valuation weighted marked to market LTVs of 46.7% (2011: 46.9%). CRL coverage of 23% (2011: 25%) remains stable

– 90 day arrears at 1.0% (2011: 1.0%) were stable, however gross charge off rates increased to 0.8% (2011: 0.5%)

� Corporate

• £1,234m (2011: £2,720m) focused on large corporate clients with very limited exposure to property sector

– Balances in early warning lists broadly stable since December 2011

� Other retail lending

• £1,337m (2011: £1,615m) Italian salary advance loans (repayment deducted at source by qualifying employers and Barclays is insured in the event of termination of employment or death). Arrears rates on salary loans improved during 2012 while charge-off rates deteriorated

• £434m (2011: £483m) credit cards and other unsecured loans. Arrears rates (both 30 and 90 days) and gross charge-off rates in cards and unsecured loans have improved in 2012

• 1 ‘Cost’ refers to the fair value of the asset at recognition, less any impairment booked. ‘AFS Reserve’ is the cumulative fair value gain or loss on the assets that is held in equity. ‘Total’ is the fair value of the assets at the balance sheet date.

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Portugal

Portugal
Fair Value through Profit and Loss	Trading Portfolio Assets Liabilities Net £m £m £m	Derivatives Designated at FV through P&L Total as at 31.12.12 Assets Liabilities Cash Collateral Net £m £m £m £m £m £m 262 (262) - - - 8 295 (176) (119) - - 18 362 (151) (5) 206 - 252	Total as at 31.12.11 £m
Sovereign Financial institutions Corporate	144 (136) 8 22 (4) 18 62 (16) 46	262 (262) - - - 295 (176) (119) - - 362 (151) (5) 206 -	69 11 328

Fair Value through OCI	Available for Sale Assets as at 31.12.12 Cost AFS Reserve Total £m £m £m 598 (4) 594 2 - 2 332 (1) 331 Loans and Advances as at 31.12.12 Gross Impairment Allowances Total £m £m £m 35 - 35 28 - 28 3,505 (31) 3,474 1,671 (296) 1,375 1,985 (202) 1,783 Total as at 31.12.12 £m ** - 1 25 889 1,673 1**	Available for Sale Assets as at 31.12.12 Cost AFS Reserve Total £m £m £m 598 (4) 594 2 - 2 332 (1) 331 Loans and Advances as at 31.12.12 Gross Impairment Allowances Total £m £m £m 35 - 35 28 - 28 3,505 (31) 3,474 1,671 (296) 1,375 1,985 (202) 1,783 Total as at 31.12.12 £m ** - 1 25 889 1,673 1**	Total as at 31.12.11 £m
Sovereign Financial institutions Corporate	598 (4) 2 - 332 (1)	594	716 2 677 Total as at 31.12.11 £m
		2
		331
Held at Amortised Cost
Sovereign Financial institutions Residential mortgages Corporate Other retail lending	35 - 28 - 3,505 (31) 1,671 (296) 1,985 (202)	35	25 38 3,651 2,290 2,053 Total as at 31.12.11 **£m **
		28
		3,474
		1,375
		1,783
Contingent Liabilities and Commitments
Sovereign Financial institutions Residential mortgages Corporate Other retail lending		-	3 3 52 1,101 1,377
		1
		25
		889
		1,673

� Sovereign

• £637m (2011: £810m) largely AFS government bonds. No impairment and £4m (2011: £159m) cumulative fair value loss held in the AFS reserve

� Residential mortgages

– Secured on residential property with average balance weighted marked to market LTVs of 77.6% (2011: 69.6%). The higher LTV is reflected in a higher CRL coverage of 25% (2011: 14%)

• 90 day arrears rates remained stable at 0.7% (2011: 0.6%) while Recoveries Impairment Coverage improved to 25.6% (2011: 15.0%) driven by an increase in loss given default rates

� Corporate

• Net lending to corporates of £1,375m (2011: £2,290m), with CRLs of £501m (2011: £443m), impairment allowance of £296m (2011: £194m) and CRL coverage of 59% (2011: 44%)

• Net lending to the property and construction industry of £364m (2011: £541m) secured, in part, against real estate collateral, with CRLs of £275m (2011: £277m), impairment allowance of £149m (2011: £107m) and CRL coverage of 54% (2011: 39%)

� Other retail lending

– £950m (2011: £1,052m) credit cards and unsecured loans. During 2012, arrears rates in cards portfolio deteriorated while charge-off rates improved

– CRL coverage of 74% (2011: 78%) driven by credit cards and unsecured loans exposure

1 ‘Cost’ refers to the fair value of the asset at recognition, less any impairment booked. ‘AFS Reserve’ is the cumulative fair value gain or loss on the assets that is held in equity. ‘Total’ is the fair value of the assets at the balance sheet date.

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Ireland

Ireland
Fair Value through Profit and Loss	Trading Portfolio Assets Liabilities Net £m £m £m	Derivatives Designated at FV through P&L Total as at 31.12.12 Assets Liabilities Cash Collateral Net £m £m £m £m £m £m - - - - 2 2 4,813 (3,828) (985) - 582 1,553 386 (35) (198) 153 7 293	Total as at 31.12.11 £m
Sovereign Financial institutions Corporate	35 (35) - 1,003 (32) 971 170 (37) 133	- - - - 2 4,813 (3,828) (985) - 582 386 (35) (198) 153 7	39 1,561 52

Fair Value through OCI	Available for Sale Assets as at 31.12.12 Cost AFS Reserve Total £m £m £m 9 - 9 63 (3) 60 4 - 4 1	Available for Sale Assets as at 31.12.12 Cost AFS Reserve Total £m £m £m 9 - 9 63 (3) 60 4 - 4 1	Total as at 31.12.11 £m
Sovereign Financial institutions Corporate	9 - 63 (3) 4 -	9	205 249 -
		60
		4

Held at Amortised Cost	Loans and Advances as at 31.12.12 Gross £m Impairment Allowances £m Total £m 2,309 (154) 2,155 122 (10) 112 866 (36) 830 83 - 83 Total as at 31.12.12 £m 628 1,007 9	Loans and Advances as at 31.12.12 Gross £m Impairment Allowances £m Total £m 2,309 (154) 2,155 122 (10) 112 866 (36) 830 83 - 83 Total as at 31.12.12 £m 628 1,007 9	Total as at 31.12.11 £m
Financial institutions Residential mortgages Corporate Other retail lending Contingent Liabilities and Commitments			2,501 94 925 86 Total as at 31.12.11 £m
Financial institutions Corporate Other retail lending 2		628	702 872 8
		1,007
		9

� Financial institutions

• Exposure focused on financial institutions with investment grade credit ratings

• Exposure to Irish banks amounted to £102m (2011: £58m)

• £1.4bn (2011: £1.3bn) of loans relate to issuers domiciled in Ireland whose principal business and exposures are outside of Ireland

� Corporate

• £830m (2011: £925m) net loans and advances, including a significant proportion to other multinational entities domiciled in Ireland, whose principal businesses and exposures are outside of Ireland

• The portfolio continues to perform and has not been impacted materially by the decline in the property sector

• 1 ‘Cost’ refers to the fair value of the asset at recognition, less any impairment booked. ‘AFS Reserve’ is the cumulative fair value gain or loss on the assets that is held in equity. ‘Total’ is the fair value of the assets at the balance sheet date.

• 2 The comparative figure has been restated following the re-designation of counterparties from the year end.

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Credit Risk

Cyprus

Fair Value through Profit and Loss	Trading Portfolio Assets £m Liabilities £m Net £m	Derivatives Designated at FV through P&L £m Total as at 31.12.12 £m Assets £m Liabilities £m Cash Collateral £m Net £m 102 (102) - - - - 26 (8) (6) 12 - 12 Loans and Advances as at 31.12.12 Gross £m Impairment Allowances £m Total £m 8 - 8 44 - 44 94 - 94 26 - 26 Total as at 31.12.12 £m 94 37	Total as at 31.12.11 £m
Financial institutions Corporate Held at Amortised Cost	- - - - - -		- 11 Total as at 31.12.11 £m
Sovereign Residential mortgages Corporate Other retail lending Contingent Liabilities and Commitments			15 51 117 2 Total as at 31.12.11 £m
Corporate Other retail lending			107 20

Greece

Greece
Fair Value through Profit and Loss	Trading Portfolio Assets £m Liabilities £m Net £m		Derivatives Designated at FV through P&L £m Total as at 31.12.12 £m Assets £m Liabilities £m Cash Collateral £m Net £m - - - - - 1 1,181 (231) (950) - - - - - - - - 3 Available for Sale Assets as at 31.12.12 Cost £m AFS Reserve £m Total £m - - - Loans and Advances as at 31.12.12 Gross £m Impairment Allowances £m Total £m 8 - 8 58 - 58 22 (13) 9 Total as at 31.12.12 £m - 3 2 1	Total as at 31.12.11 £m
Sovereign Financial institutions Corporate	3 (2) 1 - - - 3 - 3		- - - - - 1 1,181 (231) (950) - - - - - - - - 3	8 2 3 Total as at 31.12.11 £m
Fair Value through OCI
Sovereign Held at Amortised Cost				6 Total as at 31.12.11 £m
Residential mortgages Corporate Other retail lending Contingent Liabilities and Commitments				5 64 18 Total as at 31.12.11 £m
Financial institutions Corporate Other retail lending				1 3 22

1 ‘Cost’ refers to the fair value of the asset at recognition, less any impairment booked. ‘AFS Reserve’ is the cumulative fair value gain or loss on the assets that is held in equity. ‘Total’ is the fair value of the assets at the balance sheet date.

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Credit Risk

Credit Derivatives Referencing Eurozone Sovereign Debt

• The Group enters into credit mitigation arrangements (principally credit default swaps and total return swaps) for which the reference asset is government debt. For Spain, Italy and Portugal, these have the net effect of reducing the Group’s exposure in the event of sovereign default

As at 31.12.12 Spain £m Italy £m Portugal £m Ireland £m Cyprus £m Greece £m	As at 31.12.12 Spain £m Italy £m Portugal £m Ireland £m Cyprus £m Greece £m	As at 31.12.12 Spain £m Italy £m Portugal £m Ireland £m Cyprus £m Greece £m	As at 31.12.12 Spain £m Italy £m Portugal £m Ireland £m Cyprus £m Greece £m	As at 31.12.12 Spain £m Italy £m Portugal £m Ireland £m Cyprus £m Greece £m
Fair value - Bought 165 289 119 33 1 - - Sold (149) (223) (109) (43) (1) -
Net derivative fair value 16 66 10 (10) - - Contract notional amount - Bought (2,550) (3,943) (1,118) (1,006) (4) - - Sold 2,412 3,570 1,020 1,060 4 -
Net derivative notional amount (138) (373) (98) 54 - -
Net (protection)/exposure from credit derivatives in the event of sovereign default (notional less fair value)	(122)	(307)	(88)	44 - -
As at 31.12.11
Net (protection)/exposure from credit derivatives in the event of sovereign default (notional less fair value) (157) (374) (26) (49) - 19

• Credit derivatives are contracts whereby the default risk of an asset (reference asset) is transferred from the buyer to the seller of the credit derivative contract

• Credit derivatives referencing sovereign assets are bought and sold to support client transactions and for risk management purposes

• The contract notional amount represents the size of the credit derivative contracts that have been bought or sold, while the fair value represents the change in the value of the reference asset

• The net protection or exposure from credit derivatives in the event of sovereign default amount represents a net purchase or sale of insurance by the Group. This insurance reduces or increases the Group’s total exposure and should be considered alongside the direct exposures disclosed in the preceding pages

• In addition, the Group has indirect sovereign exposure through the guarantee of certain savings and investment funds, which hold a proportion of their assets in sovereign debt. As at 31 December 2012, the net liability in respect of these guarantees was £33m (31 December 2011: £41m)

Eurozone Balance Sheet Redenomination Risk

• Redenomination risk is the risk of financial loss to the Group should one or more countries exit the Euro, leading to a potentially different valuation of local balance sheet assets and liabilities. The Group is directly exposed to redenomination risk where there could be a different value for locally denominated assets and liabilities

• Within Barclays, retail banking, corporate banking and wealth management activities in the Eurozone are generally booked locally within each country. Locally booked customer assets and liabilities, primarily loans and advances to customers and customer deposits, are predominantly denominated in Euros. The remaining funding need is met through local funding secured against customer loans and advances, with any residual need funded through the Group

• During 2012, a series of mitigating actions was taken to reduce local net funding mismatches primarily by raising local liabilities in Spain, Portugal and Italy. These actions included the drawdown of €8.2bn in the European Central Bank’s three year LTRO in Spain and Portugal. As a result of these mitigating actions the Group reduced the aggregate net funding mismatch in local balance sheets from £12.1bn to a £1.9bn surplus in Spain, from £6.9bn to £3.3bn in Portugal and from £12.0bn to £9.6bn in Italy

• Barclays continues to monitor the potential impact of the Eurozone volatility on local balance sheet funding and will consider actions as appropriate to manage the risk

• Direct exposure to Greece is very small with negligible net funding required from Group. For Ireland there is no local balance sheet funding requirement by the Group as total liabilities in this country exceed total assets

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Credit Risk

Barclays Credit Market Exposures

1

As at 31.12.12 As at 31.12.11 As at 31.12.12 As at 31.12.11 US Residential Mortgages $m $m £m £m		Year Ended 31.12.12 Fair Value (Losses)/ Gains and Net Funding Impairment (Charge)/ Release Total (Losses)/ Gains £m £m £m
ABS CDO Super Senior 2,243 2,844 1,387 1,842 US sub-prime and Alt-A 1,129 2,134 698 1,381 Commercial Mortgages 2		(33) (232) (265) 83 (22) 61
Commercial real estate loans and properties 4,411 8,228 2,727 5,329 Commercial Mortgage Backed Securities 411 1,578 254 1,022 Monoline protection on CMBS - 14 - 9 Other Credit Market 2		115 - 115 154 - 154 - - -
Leveraged Finance 5,732 6,278 3,544 4,066 SIVs, SIV -Lites and CDPCs - 9 - 6 Monoline protection on CLO and other 956 1,729 591 1,120 CLO and other assets 176 596 109 386 3 2		(54) 11 (43) (1) - (1) (29) - (29) 52 - 52
Total 15,058 23,410 9,310 15,161		287 (243) 44

• During 2012, credit market exposures decreased by £5,851m to £9,310m, reflecting net sales and paydowns and other movements of £5,436m, foreign exchange movements of £459m, offset by net fair value gains and impairment charges of £44m. Net sales, paydowns and other movements of £5,436m included:

• £2,497m of commercial real estate loans and properties including sale of BauBeCon for £898m (€1,131m) in August, 100% stake in Archstone for £857m ($1,338m) and sale of Calwest for £341m ($550m) in September

• £885m commercial mortgage backed securities

• £693m US sub-prime and Alt-A

• £470m leveraged finance primarily relating to three counterparties

• £449m monoline protection on CLO and other

• £317m CLO and other assets

• ABS CDO super senior and leveraged finance exposures are accounted for at amortised cost less impairment. The fair values of these exposures as at 31 December 2012 were £922m and £3,059m respectively (31 December 2011: £917m and £3,350m). Materially, all other credit market exposures are accounted for on a fair value basis

• 1 As the majority of exposure is held in US Dollars, the exposures above are shown in both US Dollars and Sterling 2 Collateral assets of £719m (2011: £2,272m) previously underlying the Protium loan are now included within the relevant asset classes as the assets are now managed alongside similar credit market exposures. These assets comprised: US sub-prime and Alt-A £352m (2011: £965m), commercial mortgage backed securities £258m (2011: £921m), CLO and other assets £109m (2011: £386m).

• 3 Includes undrawn commitments of £202m (2011: £180m).

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Market Risk

Analysis of Investment Bank’s Market Risk Exposure

• Traded market risk arises primarily as a result of client facilitation in wholesale markets at Barclays Investment Bank; this involves market making, providing client risk management solutions and execution of syndications

• Daily Value at Risk (DVaR) is one of a range of risk metrics used at Investment Bank to measure and control market risk. This measure is further supplemented with additional metrics used to manage the firm’s trading exposures such as stress testing and scenario analysis

• Investment Bank’s management DVaR is calculated at a 95% confidence level, assuming a one day holding period. The calculation is based on historical simulation of the most recent two years of data

• The three main contributors to total DVaR were Credit, Spread and Interest Rate Risk. From 2011 levels, average DVaR for Credit Risk fell by £3m (10%), Spread risk fell by £2m (8%) and Interest Rate risk fell by £3m (18%). Total Management DVaR fell by £19m (33%) reflecting the sharp reduction in the DVaR measure across asset classes

• The business remained within the DVaR limits approved by the Board Risk Committee throughout 2012

DVaR (95%)	Year Ended 31.12.12 Daily Avg £m High £m Low £m 26 44 18 23 31 17 14 23 7 11 21 5 9 19 4 6 9 4 6 10 2 3 7 2 (60) na na 38 75 27 47 91 30 77 138 44 1 1	Year Ended 31.12.12 Daily Avg £m High £m Low £m 26 44 18 23 31 17 14 23 7 11 21 5 9 19 4 6 9 4 6 10 2 3 7 2 (60) na na 38 75 27 47 91 30 77 138 44 1 1	Year Ended 31.12.11
			Daily Avg £m High £m Low £m 1 1
Credit risk Spread risk Interest rate risk Basis risk Equity risk Commodity risk Foreign exchange risk Inflation risk Diversification effect 2	26		29 48 17 25 40 17 17 48 8 6 6 6 18 34 9 12 18 7 5 8 2 4 9 2 (54) na na
	23
	14
	11
	9
	6
	6
	3
	(60)
Total DVaR	38		57 88 33
Expected shortfall 3	47		71 113 43
3W 4	77	138 44	121 202 67

• Barclays Investment Bank’s market risk models are approved by the FSA to calculate regulatory capital for designated trading book portfolios. The measures are Daily Value at Risk, Stressed Value at Risk, Incremental Risk Charge and the All Price Risk measure

• For regulatory market risk capital calculations, DVaR is calculated at the 99% level. The model is subject to daily back-testing, where it is compared to profit and loss figures during the year. The DVaR model has performed well in back-testing and maintains its Green categorisation, as defined by the FSA

1 The high and low DVaR figures reported for each category did not necessarily occur on the same day as the high and low DVaR reported as a whole. Consequently a diversification effect balance for the high and low DVaR figures would not be meaningful and is therefore omitted from the above table. 2 Diversification for 2011 has been restated to increase granularity by reported DVaR asset class, primarily relating to credit and inflation which were applied for the whole period, and basis VaR which was introduced in Q4 11 resulting in its partial contribution to average diversification. 3 The average of all one day hypothetical losses beyond the 95% confidence level DVaR. 4 The average of the three largest one day estimated losses.

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Financial Statement Notes

1. Basis of Preparation

The Results Announcement has been prepared using the same accounting policies and methods of computation as those used in the 2011 Annual Report.

There have been no accounting developments since those disclosed in the 2011 Annual Report that have had a material impact on the Group’s 2012 results. There have been and are expected to be a number of significant changes to the Group’s financial reporting after 2012 as a result of amended or new accounting standards that have been or will be issued by the IASB. The most significant of these are as follows:

Effective from 1 January 2013:

• From 1 January 2013, the Group will adopt IAS 19 Employee Benefits revised. The main impact of the revision is the removal of the ability to defer actuarial gains and losses as part of its pension assets and liabilities. The Group will also include changes in net pension liabilities or assets that do not arise from regular cost, interest (on the net pension liabilities or assets) or contributions, within Other Comprehensive Income. Details of the financial impact of these changes are detailed in note 13, page 89

• IFRS 10 Consolidated Financial Statements will require the Group to apply different criteria to determine the entities that are included in the Group’s consolidated financial statements. The implementation of IFRS 10 will result in the Group consolidating some entities that were previously not consolidated and deconsolidating some entities that were previously consolidated. If IFRS10 had been adopted for the period to 31 December 2012 the financial impact on the Group would have been to decrease assets by £144m, increase liabilities by £333m and decrease total shareholders equity by £477m. The impact on the Core Tier 1 ratio would have been a 12 bps decrease

Effective from 1 January 2015:

• IFRS 9 Financial Instruments will change the classification and therefore the measurement of its financial assets, the calculation of impairment and hedge accounting. In addition to these changes, the portion of gains and losses arising from changes in the Group’s credit rating included in changes in the value of the Group’s issued debt securities held at fair value through profit or loss will be included in other comprehensive income rather than the income statement. The proposals have yet to be finalised and it is therefore not yet possible to estimate the financial effects

Further information on the changes, will be set out in the Barclays 2012 Annual Report.

Going Concern

The Group’s business activities and financial position, the factors likely to affect its future development and performance, and its objectives and policies in managing the financial risks to which it is exposed and its capital are discussed in the Results by Business, Performance Management and Risk Management sections.

The Directors confirm they are satisfied that the Group has adequate resources to continue in business for the foreseeable future. For this reason, they continue to adopt the going concern basis for preparing accounts.

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Financial Statement Notes

2. Net Interest Income

	2. Net Interest Income
		Year Ended	Year Ended
		31.12.12	31.12.11
		£m	£m
	Cash and balances with central banks	253	392
	Available for sale financial investments	1,720	2,137
	Loans and advances to banks	369	350
	Loans and advances to customers	16,461	17,271
	Other	396	439
	Interest income	19,199	20,589
	Deposits from banks	(257)	(366)
	Customer accounts	(2,480)	(2,526)
	Debt securities in issue	(2,929)	(3,524)
	Subordinated liabilities	(1,632)	(1,813)
	Other	(262)	(159)
	Interest expense	(7,560)	**(8,388) **
	Net interest income	11,639	12,201

3. Administration and General Expenses

	3. Administration and General Expenses
		Year Ended	Year Ended
		31.12.12	31.12.11
		£m	£m
	Property and equipment	1,656	1,763
	Outsourcing and professional services	2,179	1,869
	Operating lease rentals	622	659
	Marketing, advertising and sponsorship	572	585
	Subscriptions, publications, stationery and communications	727	740
	Travel and accommodation	324	328
	Other administration and general expenses	546	400
	Impairment ofproperty,equipment and intangible assets	17	12
	Administration and general expenses	6,643	6,356

4. Tax

The tax charge for 2012 was £482m (2011: £1,928m) on profit before tax of £246m (2011: £5,879m), representing an effective tax rate of 195.9% (2011: 32.8%). The high effective tax rate in 2012 is a result of the combination of losses in the UK, primarily relating to the own credit charge of £4,579m (2011: gain of £2,708m) with tax relief at 24.5% (2011:26.5%) and profits outside the UK taxed at higher rates.

Current and Deferred Tax Assets and Liabilities	Assets 31.12.12 £m 31.12.11 £m 252 374 3,016 3,010 3,268 3,384	Liabilities
		31.12.12 £m 31.12.11 £m
Current tax Deferred tax		(621) (1,397) (719) (695)
Total		(1,340) **(2,092) **

The deferred tax asset of £3,016m (2011: £3,010m) mainly relates to amounts in the Barclays Group US Inc. tax group, the US Branch of Barclays Bank Plc and the Spanish tax group. As at 31 December 2012, the deferred tax asset in the Spanish tax group is recoverable, as supported by the latest business forecasts updated for the current economic environment in Spain. The asset has reduced to £602m (2011: £696m) reflecting a lower anticipated tax recovery rate.

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Financial Statement Notes

5. Non-controlling Interests

5. Non-controlling Interests
	Profit Attributable to Non- controlling Interest Year Ended 31.12.12 £m Year Ended 31.12.11 £m	Equity Attributable to Non- controlling Interest As at 31.12.12 £m As at 31.12.11 £m 5,927 5,929 - - 591 586 2,737 2,861 116 231 9,371 9,607
Barclays Bank PLC Issued: - Preference shares - Reserve Capital Instruments (RCIs) - Upper Tier 2 instruments Absa Group Limited Other non-controllinginterests	462 465 - 46 4 3 304 401 35 29
Total	805 944

The decrease in Absa Group equity attributable to non-controlling interest to £2,737m (2011: £2,861m) is principally due to £247m depreciation of African currencies against Sterling and £194m of dividends paid, offset by retained profits of £304m.

During 2011 the RCIs, with a nominal value of $2bn, generated £46m of coupons before being redeemed.

6. Earnings Per Share

6. Earnings Per Share	6. Earnings Per Share
As at 31.12.12 £m As at 31.12.11 £m
(Loss)/profit attributable to equity holders of theparent	(1,041) 3,007
Basic weighted average number of shares in issue Number ofpotential ordinaryshares 1	12,225m 11,988m 389m 538m
Diluted weighted average number of shares 12,614m 12,526m Basic (loss)/earnings per ordinary share (8.5p) 25.1p Diluted (loss)/earnings per ordinary share (8.5p) 24.0p 2

7. Dividends on Ordinary Shares

It is Barclays policy to declare and pay dividends quarterly. A final dividend in respect of 2012 of 3.5p per ordinary share will be paid on 15 March 2013 to shareholders on the Share Register on 22 February 2013 and accounted for as a distribution of retained earnings in the year ending 31 December 2013. The financial statements for 2012 include the following dividends paid during the year:

Dividends Paid During the Period	Year Ended 31.12.12 Year Ended 31.12.11	Year Ended 31.12.12 Year Ended 31.12.11
	Per Share Pence Total £m Per Share Pence Total £m
Final dividend paid during period Interim dividendspaid during period	3.0p 366	2.5p 298 3.0p 362
	3.0p 367
Total	6.0p 733	5.5p 660

For qualifying US and Canadian resident ADR holders, the final dividend of 3.5p per ordinary share becomes 14p per ADS (representing four shares). The ADR depositary will post the final dividend on 15 March 2013 to ADR holders on record at close of business on 22 February 2013.

1 The number of basic weighted average number of shares excludes Treasury shares held in employee benefit trusts for trading. 2 Potential ordinary shares shall be treated as dilutive when, and only when, their conversion to ordinary shares would increase loss per share.

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Financial Statement Notes

8. Derivative Financial Instruments

8. Derivative Financial Instruments
Contract Notional Amount £m As at 31.12.12 Foreign exchange derivatives 4,423,737 Interest rate derivatives 32,995,831 Credit derivatives 1,768,180 Equityand stock index and commodityderivatives 1,004,446 Derivative assets/(liabilities) held for trading 40,192,194 Derivatives in Hedge Accounting Relationships Derivatives designated as cash flow hedges 177,122 Derivatives designated as fair value hedges 108,240 Derivatives designated as hedges of net investments 17,460 Derivative assets/(liabilities) designated in hedge accounting relationships 302,822 Total recognised derivative assets/(liabilities) 40,495,016 As at 31.12.11 Foreign exchange derivatives 4,452,874 Interest rate derivatives 35,541,980 Credit derivatives 1,886,650 Equityand stock index and commodityderivatives 1,214,487 Derivative assets/(liabilities) held for trading 43,095,991 Derivatives in Hedge Accounting Relationships Derivatives designated as cash flow hedges 157,149 Derivatives designated as fair value hedges 74,375 Derivatives designated as hedges of net investments 12,010 Derivative assets/(liabilities) designated in hedge accounting relationships 243,534 Total recognised derivative assets/(liabilities) 43,339,525		Fair Value Assets £m Liabilities £m
			59,299	(63,821)
			351,373	(336,625)
			29,797	(29,208)
			24,878	(29,680)
			465,347	(459,334)
			2,043	(1,097)
			1,576	(1,984)
			180	(53)
			3,799	(3,134)
			469,146	(462,468)
		63,822 (67,280) 372,570 (357,440) 63,312 (61,348) 35,602 (38,484)
		535,306 **(524,552) **
		2,150 (1,726) 1,447 (1,238) 61 (394)
		3,658 (3,358)
		538,964 **(527,910) **

The fair value of gross derivative assets decreased by 13% to £469bn primarily reflecting the tightening of credit spreads, and trades matured and terminated during the period.

Derivative asset exposures would be £435bn (2011: £492bn) lower than reported under IFRS if netting were permitted for assets and liabilities with the same counterparty or for which we hold cash collateral. Similarly, derivative liabilities would be £427bn (£478bn) lower reflecting counterparty netting and collateral placed.

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Financial Statement Notes

9. Financial Instruments Held at Fair Value

The table below shows the financial assets and liabilities that are recognised and measured at fair value analysed by level within the fair value hierarchy.

As at 31.12.12	Valuations Based on Quoted Market Prices Observable Inputs Significant Unobservable Inputs (Level 1) (Level 2) (Level 3) Total £m £m £m £m 51,614 85,930 7,486 145,030 14,405 25,705 5,951 46,061 2,864 460,139 6,143 469,146 28,946 43,283 2,880 75,109 97,829 615,057 22,460 735,346 (20,270) (24,522) (2) (44,794) (181) (75,866) (2,233) (78,280) (2,668) (454,896) (4,904) (462,468) (23,119) (555,284) (7,139) (585,542) 61,530 81,449 9,204 152,183 4,179 24,091 8,679 36,949 2,550 525,147 11,267 538,964 30,857 34,761 2,873 68,491 99,116 665,448 32,023 796,587 (26,155) (19,726) (6) (45,887) (39) (84,822) (3,136) (87,997) (2,263) (517,066) (8,581) (527,910) (28,457) (621,614) (11,723) (661,794)	Valuations Based on Quoted Market Prices Observable Inputs Significant Unobservable Inputs (Level 1) (Level 2) (Level 3) Total £m £m £m £m 51,614 85,930 7,486 145,030 14,405 25,705 5,951 46,061 2,864 460,139 6,143 469,146 28,946 43,283 2,880 75,109 97,829 615,057 22,460 735,346 (20,270) (24,522) (2) (44,794) (181) (75,866) (2,233) (78,280) (2,668) (454,896) (4,904) (462,468) (23,119) (555,284) (7,139) (585,542) 61,530 81,449 9,204 152,183 4,179 24,091 8,679 36,949 2,550 525,147 11,267 538,964 30,857 34,761 2,873 68,491 99,116 665,448 32,023 796,587 (26,155) (19,726) (6) (45,887) (39) (84,822) (3,136) (87,997) (2,263) (517,066) (8,581) (527,910) (28,457) (621,614) (11,723) (661,794)	Valuations Based on Quoted Market Prices Observable Inputs Significant Unobservable Inputs (Level 1) (Level 2) (Level 3) Total £m £m £m £m 51,614 85,930 7,486 145,030 14,405 25,705 5,951 46,061 2,864 460,139 6,143 469,146 28,946 43,283 2,880 75,109 97,829 615,057 22,460 735,346 (20,270) (24,522) (2) (44,794) (181) (75,866) (2,233) (78,280) (2,668) (454,896) (4,904) (462,468) (23,119) (555,284) (7,139) (585,542) 61,530 81,449 9,204 152,183 4,179 24,091 8,679 36,949 2,550 525,147 11,267 538,964 30,857 34,761 2,873 68,491 99,116 665,448 32,023 796,587 (26,155) (19,726) (6) (45,887) (39) (84,822) (3,136) (87,997) (2,263) (517,066) (8,581) (527,910) (28,457) (621,614) (11,723) (661,794)
Trading portfolio assets Financial assets designated at fair value Derivative financial assets Available for sale assets
Total Assets Trading portfolio liabilities Financial liabilities designated at fair value Derivative financial liabilities
Total Liabilities As at 31.12.11
Trading portfolio assets Financial assets designated at fair value Derivative financial assets Available for sale assets
Total Assets Trading portfolio liabilities Financial liabilities designated at fair value Derivative financial liabilities
			(45,887)
			(87,997)
			(527,910)
Total Liabilities			(661,794)

Transfers from Level 1 to Level 2 primarily comprised certain government bonds and equity products as a result of regular observeability reassessments.

The significant movements in the Level 3 positions during the year ended 31 December 2012 are as follows:

• Purchases of £6.9bn primarily comprising £3.6bn in asset backed debt instruments, £1.4bn in commercial real estate loans and £1.0bn in non-asset backed loans

• Sales of £8.6bn primarily comprising £4.7bn of asset backed debt instruments, £1.3bn of commercial real estate loans and £1.5bn of private equity disposals including the sale of an investment in Archstone, an apartment company, for £0.9bn

• Settlements of £1.3bn including £0.3bn of asset backed debt instruments and £0.7bn in commercial real estate loans

• Net losses on the fair value of Level 3 assets recognised in the income statement totalled £1.4bn (31 December 2011: £0.3bn) primarily due to a reduction in the fair value of monoline and non-monoline credit derivatives

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Financial Statement Notes

9. Financial Instruments Held at Fair Value (continued)

Unrecognised Gains as a Result of the use of Valuation Models Using Unobservable Inputs

The amount that has yet to be recognised in income that relates to the difference between the transaction price (the fair value at initial recognition) and the amount that would have arisen had valuation models using unobservable inputs been used on initial recognition, less amounts subsequently recognised, was as follows:

		Year Ended	Year Ended
		31.12.12	31.12.11
		£m	£m
	Opening balance	117	137
	Additions	78	93
	Amortisation and releases	(47)	(113)
	Closing balance	148	117

As part of our risk management processes stress tests on the significant unobservable parameters are applied to generate a range of potentially possible alternative valuations. The results of the most recent stress test showed a potential to increase the fair values by up to £1.7bn (2011: £2.0bn) or to decrease the fair values by up to £1.7bn (2011: £2.1bn) with substantially all the potential effect being recorded in the income statement rather than equity. It is not possible to reliably stress the £1.9bn receivable included within Level 3 assets arising from the Lehman acquisition since its value is dependent in large part on the outcome of legal proceedings. Further detail is provided in note 17.

The stresses applied take account of the nature of valuation techniques used, as well as the availability and reliability of observable proxy and historical data. In all cases, an assessment is made to determine the suitability of available data. The sensitivity methodologies are based on a range, standard deviation or spread data of a reliable reference source or a scenario based on alternative market views. The level of shift or scenarios applied is considered for each product and varies according to the quality of the data and variability of underlying markets.

10. Goodwill and Intangible Assets

10. Goodwill and Intangible Assets	10. Goodwill and Intangible Assets
As at 31.12.12 £m As at 31.12.11 £m
Goodwill 5,206 Intangible assets 2,709	5,305 2,541
Total 7,915	7,846

Goodwill principally comprised £3,144m held in UK RBB (31 December 2011: £3,145), £863m in Africa RBB (31 December 2011: £947m), £514m in Barclaycard (31 December 2011: £505m) and £391m in Wealth and Investment Management (31 December 2011: £391m).

Goodwill is reviewed for indicators of impairment quarterly and tested for impairment on an annual basis by comparing the carrying value to its recoverable amount. There has been no goodwill impairment during 2012. Impairment charges of £597m were recognised during 2011 against goodwill in FirstPlus and Spain.

11. Subordinated Liabilities

As at 31.12.12 £m As at 31.12.11 £m	As at 31.12.12 £m As at 31.12.11 £m
Opening balance as at 1 January Issuances Redemptions Other	24,870 28,499 2,258 880 (2,680) (5,116) (430) 607
Total dated and undated subordinated liabilities as at period end	24,018 24,870

During the year ended 31 December 2012 subordinated liabilities reduced by 3% to £24,018m due to issuances of £1,894m Contingent Capital Notes ($3bn) and £364m subordinated callable notes (ZAR 5bn) and redemptions of a £946m dated callable floating rate note ($1.5bn), a £1.2bn callable floating rate note (€1.5bn), a £314m callable floating rate note ($0.5bn), a £113m subordinated callable note (ZAR 1.5bn) and a £100m subordinated note.

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BARCLAYS PLC FORM 6-K Q4

12-Feb-2013 13:23 EST

RR Donnelley ProFile

Financial Statement Notes

12. Provisions

12. Provisions	12. Provisions	12. Provisions
As at 31.12.12 £m As at 31.12.11 £m
Redundancy and restructuring Undrawn contractually committed facilities and guarantees Onerous contracts Payment Protection Insurance redress Interest rate hedging product redress Litigation Sundry provisions	71	216 230 116 565 - 140 262
	159
	104
	986
	814
	200
	432
Total	2,766	1,529

Payment Protection Insurance Redress

Following the conclusion of the 2011 judicial review, a provision for PPI redress of £1.0bn was raised in May 2011 based on FSA guidelines and historic industry experience in resolving similar claims. Subsequently, further provisions of £300m were raised in March 2012, £700m in September 2012 and £600m in December 2012, bringing the total provision for PPI redress to £2.6bn. As at 31 December 2012 £1.6bn of the provision had been utilised, including gesture of goodwill payments to customers with accrued claims at the conclusion of the judicial review, leaving a residual provision of £1bn.

As of 31 December 2012, 1.1m customer initiated claims1 have been received and processed. The volume of claims received has declined since a peak in May 2012, although the rate of decline has been lower than previously expected.

In addition to customer initiated claims, in August 2012, in accordance with regulatory standards, Barclays commenced proactive mailing of the holders of approximately 750,000 policies. Of this population approximately 100,000 have been mailed as at 31 December and it is anticipated that the remainder will be completed by June 2013.

To date Barclays has upheld on average 39% of all claims received, excluding payment of gestures of goodwill and reflecting a high proportion of claims for which no PPI policy exists. The average redress per valid claim to date is £2,750, comprising, where applicable, the refund of premium, compound interest charged and interest of 8%.

The current provision is calculated based on a number of key assumptions which continue to involve significant management judgement:

• Customer initiated claim volumes - claims received but not yet processed, and an estimate of future claims initiated by customers where the volume is anticipated to decline over time

• Proactive response rate - volume of claims in response to proactive mailing

• Uphold rate - the percentage of claims that are upheld as being valid upon review

• Average claim redress - the expected average payment to customers for upheld claims based on the type and age of the policy/policies

The provision also includes an estimate of our claims handling costs and those costs associated with claims that are subsequently referred to the Financial Ombudsman Service.

These assumptions remain subjective, in particular the uncertainty associated with future claims levels. Therefore, it is possible that the eventual outcome may materially differ from current estimates, resulting in an increase or decrease to the required provision. The following table details, by key assumption, actual data through to 31 December 2012, forecast assumptions used in the provision calculation and a sensitivity analysis illustrating the impact on the provision if the future expected assumptions prove too high or too low:

					Sensitivity Analysis
			Cumulative actual		increase/decrease
Assumption			to 31.12.12 Future Expected		inprovision
Customer initiated claims 1			1,100k	450k	50k = £44m
Proactive mailing			100k	650k
Response rate to proactive mailing Average uphold rate per claim Average redress per valid claim 2 2			27% 39% £2,750	29% 53% £2,000	1% = £9m 1% = £11m £100 = £41m

1 Total claims received to date including those for which no PPI policy exists and excluding responses to proactive mailing. 2 Claims include both customer initiated and proactive mailings.

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BARCLAYS PLC FORM 6-K Q4

11-Feb-2013 23:54 EST

Financial Statement Notes

12. Provisions (continued)

Interest Rate Hedging Product Redress

On 29 June 2012, the FSA announced that it had reached agreement with a number of UK banks, including Barclays, in relation to a review and redress exercise to be carried out in respect of interest rate hedging products sold to small and medium sized enterprises. During H2 2012, Barclays completed a pilot review of a sample of individual cases. On 31 January 2012, the FSA issued a report on the findings of the pilot, along with those conducted by a number of other banks. The report included a number of changes and clarifications to the requirements under which the main review and redress exercise should be conducted. Barclays has agreed to conduct the exercise in line with the approach set out in this report and will commence shortly. Our current analysis suggests that there are approximately 4,000 private or retail classified customers to which interest rate hedging products were sold within the relevant timeframe, of which approximately 3,000 are likely to be categorised as non-sophisticated under the terms of the agreement.

As at 30 June 2012, a provision of £450m was recognised, reflecting management’s initial estimate of future redress to customers categorised as non-sophisticated and related costs. As at 31 December 2012, an additional provision of £400m has been recognised, reflecting the results of the pilot review, an updated estimate of administrative costs and the greater clarity afforded by the implementation requirements agreed with the FSA. The provision recognised in the balance sheet as at 31 December 2012 is £814m, after utilisation of £36m during 2012, primarily related to administrative costs.

The pilot exercise provides the best currently available information upon which to base an estimate. However, the ultimate cost of the exercise will depend on the extent and nature of redress payable across the impacted population. This will be impacted by a number of factors, including:

• The number of customers for which Barclays is deemed not to have complied with relevant regulatory requirements at the time of sale

• The nature of any redress offered by Barclays, in particular whether existing products are terminated or replaced with alternative products

• The level of reasonably foreseeable consequential loss payable

The appropriate provision level will be kept under ongoing review as the main redress and review exercise progresses.

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Financial Statement Notes

13. Retirement Benefits

The Group’s IAS 19 pension deficit across all schemes as at 31 December 2012 was £1.3bn (2011: £0.2bn). This reflects net recognised assets of £2.1bn (2011: £1.5bn) and unrecognised actuarial losses of £3.4bn (2011: £1.7bn). The net recognised assets comprised retirement benefit assets of £2.3bn (2011: £1.8bn) and liabilities of £0.3bn (2011: £0.3bn).

The Group’s main scheme is the UK Retirement Fund (UKRF). As at 31 December 2012, the UKRF had £2.2bn assets recognised on the balance sheet (2011: £1.7bn) and on an IAS 19 basis the scheme liabilities exceeded the assets by £0.8bn (2011: surplus of £0.3bn). The main reason for the change in funding status over the year is a fall of real corporate bond yields relative to inflation of around 30 basis points.

The latest triennial funding valuation of the UKRF was carried out with an effective date of 30 September 2010, and showed a deficit of £5.0bn. The Bank and Trustee agreed a funding plan to eliminate the deficit in the fund. As part of this plan, deficit contributions of £1.8bn were paid to the fund in December 2011 and a further £0.5bn in April 2012. Further deficit contributions are payable from 2017 to 2021 starting at £0.7bn for 2017 and increasing by approximately 3.5% per annum until 2021. These deficit contributions are in addition to the regular contributions to meet the Group’s share of the cost of benefits accruing over each year.

The latest annual funding update prepared by the Scheme Actuary as at 30 September 2012 showed a funding deficit of £3.6bn, which was after the payment of contributions referred to above in December 2011 and April 2012.

From 1 January 2013, the Group will adopt IAS 19 revised. Had the Group adopted the revisions in these financial statements the net recognised position would reduce by £3.3bn (2011: £1.7bn) resulting in a liability of £1.3bn (2011: £0.2bn). Profit after tax for the period ended 31 December 2012 would have been lower by £22m (2011: £83m) and other comprehensive income lower by £2.4bn (2011: £1.2bn). Shareholders equity would have been reduced by £2.5bn (2011: £1.3bn) and additional deferred tax assets of £0.8bn (2011: £0.5bn) would have been recognised.

14. Share Capital and Warrants

Called up share capital comprises 12,243 million (2011: 12,199 million) ordinary shares of 25p each.

As at 31 December 2012, there were unexercised warrants to subscribe for 379.2 million (2011: 379.2 million) new ordinary shares at a price of £1.97775. The warrants may be exercised at any time up to close of business on 31 October 2013.

15. Other Reserves

Currency Translation Reserve

Currency translation movements in 2012 of £1,578m (2011: £1,607m), including £259m (2011: £598m) associated with non-controlling interests, were largely due to the depreciation of the US Dollar and Rand against Sterling.

During the period, £24m gain (2011: nil) from the currency translation reserve was recognised in the income statement.

Available for Sale Reserve

The available for sale reserve increased £546m (2011: increased £1,374m), largely driven by £1,193m gains from changes in fair value, £474m losses transferred to income statement due to fair value hedging, offset by £703m gains transferred to the income statement, including the disposal of BlackRock, Inc. and a £352m decrease due to the impact of current and deferred tax movements.

Cash Flow Hedge Reserve

The cash flow hedge reserve represents the cumulative gains and losses on effective cash flow hedging instruments that will be recycled to the income statement when hedged transactions affect profit or loss.

The increase in the cash flow hedge reserve of £662m (2011: £1,263m increase) principally reflected £1,535m increases in the fair value of interest rate swaps held for hedging purposes partially offset by £695m gains transferred to net profit.

Treasury Shares

During the period £979m (2011: £165m) net purchases of treasury shares were made principally reflecting the increase in shares held for the purposes of employee share schemes, and £946m (2011: £499m) was transferred to retained earnings reflecting the vesting of deferred share based payments.

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BARCLAYS PLC FORM 6-K Q4

Financial Statement Notes

16. Contingent Liabilities and Commitments

16. Contingent Liabilities and Commitments	16. Contingent Liabilities and Commitments	16. Contingent Liabilities and Commitments
As at 31.12.12 £m As at 31.12.11 £m
Securities lending arrangements Guarantees and letters of credit pledged as collateral security Performance guarantees, acceptances and endorsements	-	35,996 14,181 8,706
	15,855
	6,406
Contingent liabilities 22,261 58,883	22,261
Documentary credits and other short-term trade related transactions	1,027	1,358
Standby facilities, credit lines and other commitments	247,816	240,282

Securities Lending Arrangements

Up to the disposal of Barclays Global Investors on 1 December 2009, the Group facilitated securities lending arrangements for its managed investment funds whereby securities held by funds under management were lent to third parties. Borrowers provided cash or investment grade assets as collateral equal to 100% of the market value of the securities lent plus a margin of 2%–10%. The Group agreed with BlackRock, Inc. to continue to provide indemnities to support these arrangements until 30 November 2012.

The Financial Services Compensation Scheme

The Financial Services Compensation Scheme (the FSCS) is the UK’s compensation scheme for customers of authorised institutions that are unable to pay claims. It provides compensation to depositors in the event that UK licensed deposit taking institutions are unable to meet their claims. The FSCS raises levies on UK licensed deposit taking institutions to meet such claims based on their share of UK deposits on 31 December of the year preceding the scheme year (which runs from 1 April to 31 March).

Compensation has previously been paid out by the FSCS funded by loan facilities totalling approximately £18bn provided by HM Treasury to FSCS in support of FSCS’s obligations to the depositors of banks declared in default. In April 2012, the FSCS agreed revised terms on the loan facilities including a 70bps increase in the interest rate payable to 12 month LIBOR plus 100 basis points. This rate will be subject to a floor equal to the HM Treasury’s own cost of borrowing. The facilities are expected to be repaid wholly from recoveries from the failed deposit takers, except for an estimated shortfall of £0.8bn. The FSCS has announced it intends to recover this shortfall by levying the industry in three instalments across 2013, 2014 and 2015, in addition to the ongoing interest changes on the outstanding loans. Barclays has included an accrual of £156m in other liabilities as at 31 December 2012 (2011: £58m) in respect of the Barclays portion of the total levies raised by the FSCS.

US Mortgage Activities

Barclays activities within the US residential mortgage sector during the period of 2005 through 2008 included: sponsoring and underwriting of approximately $39bn of private-label securitisations; underwriting of approximately $34bn of other private-label securitisations; sales of approximately $0.2bn of loans to government sponsored enterprises (GSEs); and sales of approximately $3bn of loans to others. Some of the loans sold by Barclays were originated by a Barclays subsidiary. Barclays also performed servicing activities through its US residential mortgage servicing business which Barclays acquired in Q4 2006 and subsequently sold in Q3 2010.

In connection with Barclays loan sales and sponsored private-label securitisations, Barclays provided certain loan level representations and warranties (R&Ws) generally relating to the underlying borrower, the property, mortgage documentation and/or compliance with law. Under certain circumstances, Barclays may be required to repurchase the related loans or make other payments related to such loans if the R&Ws are breached. Barclays was the sole provider of R&Ws with respect to approximately $5bn of Barclays sponsored securitizations, approximately $0.2bn of sales of loans to GSEs and approximately $3bn of loans sold to others. Other than approximately $1bn of loans sold to others for which R&Ws expired prior to 2012, there are no expiration provisions applicable to the R&Ws made by Barclays. Barclays R&Ws with respect to loans sold to others are related to loans that were generally sold at significant discounts and contained more limited R&Ws than loans sold to GSEs and in respect of the approximately $5bn of Barclays sponsored securitisations discussed above. R&Ws on the remaining approximately $34bn of Barclays sponsored securitisations were primarily provided by third party originators directly to the securitisation trusts with Barclays, as depositor to the securitisation trusts, providing more limited R&Ws. Total unresolved repurchase requests associated with all R&Ws made by Barclays on loans

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Financial Statement Notes

16. Contingent Liabilities and Commitments (continued)

sold to GSEs and others and private-label activities were £0.4bn at 31 December 2012. Barclays currently has no provisions with respect to such repurchase requests, given Barclays analysis of such requests and Barclays belief as to applicable defences with respect thereto. Based upon a large number of defaults occurring in US residential mortgages, there is a potential for additional requests for repurchases.

Claims against Barclays as an underwriter of RMBS offerings have been brought in certain civil actions. Additionally, Barclays has received inquiries from various regulatory and governmental authorities regarding its mortgage-related activities and is cooperating with such inquiries.

It is not practicable to provide an estimate of the financial impact of the potential exposure in relation to Barclays US Mortgage activities.

Further details on contingent liabilities relating to Legal Proceedings and Competition and Regulatory Matters are held in Note 17 and 18 respectively.

17. Legal Proceedings

Lehman Brothers

On 15 September 2009, motions were filed in the United States Bankruptcy Court for the Southern District of New York (the Bankruptcy Court) by Lehman Brothers Holdings Inc. (LBHI), the SIPA Trustee for Lehman Brothers Inc. (the Trustee) and the Official Committee of Unsecured Creditors of Lehman Brothers Holdings Inc. (the Committee). All three motions challenged certain aspects of the transaction pursuant to which BCI and other companies in the Group acquired most of the assets of Lehman Brothers Inc. (LBI) in September 2008 and the Court Order approving such sale (the Sale). The claimants were seeking an order voiding the transfer of certain assets to BCI; requiring BCI to return to the LBI estate alleged excess value BCI received; and declaring that BCI is not entitled to certain assets that it claims pursuant to the sale documents and Order approving the Sale (the Rule 60 Claims). On 16 November 2009, LBHI, the Trustee and the Committee filed separate complaints in the Bankruptcy Court asserting claims against BCI based on the same underlying allegations as the pending motions and seeking relief similar to that which is requested in the motions. On 29 January 2010, BCI filed its response to the motions and also filed a motion seeking delivery of certain assets that LBHI and LBI have failed to deliver as required by the sale documents and the Court Order approving the Sale (together with the Trustee’s competing claims to those assets, the Contract Claims). Approximately $4.5bn (£2.8bn) of the assets acquired as part of the acquisition had not been received by 31 December 2012, approximately $3.0bn (£1.9bn) of which were recognised as part of the accounting for the acquisition and are included in the balance sheet as at 31 December 2012. This results in an effective provision of $1.5bn (£0.9bn) against the uncertainty inherent in the litigation and issues relating to the recovery of certain assets held by institutions outside the United States.

On 22 February 2011, the Bankruptcy Court issued its Opinion in relation to these matters, rejecting the Rule 60 Claims and deciding some of the Contract Claims in the Trustee’s favour and some in favour of BCI. On 15 July 2011, the Bankruptcy Court entered final Orders implementing its Opinion. Barclays and the Trustee each appealed the Bankruptcy Court’s adverse rulings on the Contract Claims to the United States District Court for the Southern District of New York (the District Court). LBHI and the Committee did not pursue an appeal from the Bankruptcy Court’s ruling on the Rule 60 Claims. After briefing and argument, the District Court issued its Opinion on 5 June 2012 in which it reversed one of the Bankruptcy Court’s rulings on the Contract Claims that had been adverse to Barclays and affirmed the Bankruptcy Court’s other rulings on the Contract Claims. On 17 July 2012, the District Court issued an amended Opinion, correcting certain errors but not otherwise affecting the rulings, and an agreed Judgment implementing the rulings in the Opinion. Barclays and the Trustee have each appealed the adverse rulings of the District Court to the United States Court of Appeals for the Second Circuit.

Under the Judgment of the District Court, Barclays is entitled to receive:

• $1.1bn (£0.7bn) from the Trustee in respect of “clearance box” assets

• property held at various institutions to secure obligations under the exchange-traded derivatives transferred to Barclays in the Sale (the ETD Margin), subject to the proviso that Barclays will be entitled to receive $507m (£0.3bn) of the ETD Margin only if and to the extent the Trustee has assets available once the Trustee has satisfied all of LBI’s customer claims

• $769m (£0.5bn) from the Trustee in respect of LBI’s 15c3-3 reserve account assets only if and to the extent the Trustee has assets available once the Trustee has satisfied all of LBI’s customer claims

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Financial Statement Notes

17. Legal Proceedings (continued)

A portion of the ETD Margin which has not yet been recovered by Barclays or the Trustee is held or owed by certain institutions outside the United States (including several Lehman affiliates that are subject to insolvency or similar proceedings). Barclays cannot reliably estimate at this time how much of the ETD Margin held or owed by such institutions Barclays is ultimately likely to receive. Further, Barclays cannot reliably estimate at this time if and to the extent the Trustee will have assets remaining available to it to pay Barclays the $507m (£0.3bn) in respect of ETD Margin or the $769m (£0.5bn) in respect of LBI’s 15c3-3 reserve account assets after satisfying all of LBI’s customer claims. In this regard, the Trustee announced in October 2012 that if his proposed settlement agreements with LBHI and with the Administrator for the liquidation of Lehman Brothers Inc. (Europe) are approved by the relevant courts, then the Trustee should be in position to satisfy all customer claims and make meaningful distributions to creditors (without having to use any of the assets that Barclays claims). If the District Court’s rulings were to be unaffected by future proceedings, conservatively assuming no recovery by Barclays of any of the ETD Margin not yet recovered by Barclays or the Trustee that is held or owed by institutions outside the United States and no recovery by Barclays of the $507m (£0.3bn) in respect of ETD Margin or the $769m (£0.5bn) in respect of LBI’s 15c3-3 reserve account assets, Barclays estimates its loss would be approximately $0.9bn (£0.5bn). Under the same scenario, but assuming the Trustee’s proposed settlement agreements with LBHI and the Administrator for the liquidation of Lehman Brothers Inc. (Europe) are implemented, and result in the receipt by Barclays of the $507m ETD Margin and $769m in respect of the 15c3-3 reserve account assets, Barclays estimates its profit would be approximately $0.4bn (£0.2bn) plus the value of any recovery of the ETD Margin held or owed by institutions outside of the United States. In this context, Barclays is satisfied with the valuation of the asset recognised on its balance sheet and the resulting level of effective provision.

American Depositary Shares

Barclays Bank PLC, Barclays PLC and various current and former members of Barclays PLC’s Board of Directors have been named as defendants in five proposed securities class actions (which have been consolidated) pending in the United States District Court for the Southern District of New York (the Court). The consolidated amended complaint, dated 12 February 2010, alleges that the registration statements relating to American Depositary Shares representing Preferred Stock, Series 2, 3, 4 and 5 (the ADS) offered by Barclays Bank PLC at various times between 2006 and 2008 contained misstatements and omissions concerning (amongst other things) Barclays portfolio of mortgage-related (including US subprime-related) securities, Barclays exposure to mortgage and credit market risk and Barclays financial condition. The consolidated amended complaint asserts claims under Sections 11, 12(a)(2) and 15 of the Securities Act of 1933. On 5 January 2011, the Court issued an Order and, on 7 January 2011, Judgment was entered, granting the defendants’ motion to dismiss the complaint in its entirety and closing the case. On 4 February 2011, the plaintiffs filed a motion asking the Court to reconsider in part its dismissal order. On 31 May 2011, the Court denied in full the plaintiffs’ motion for reconsideration. The plaintiffs have appealed both decisions (the grant of the defendants’ motion to dismiss and the denial of the plaintiffs’ motion for reconsideration) to the United States Court of Appeals for the Second Circuit. Oral argument was held on 18 October 2012.

Barclays considers that these ADS-related claims against it are without merit and is defending them vigorously. It is not practicable to estimate Barclays possible loss in relation to these claims or any effect that they might have upon operating results in any particular financial period.

US Federal Housing Finance Agency and Other Residential Mortgage-Backed Securities Litigation

The United States Federal Housing Finance Agency (FHFA), acting for two US government sponsored enterprises, Fannie Mae and Freddie Mac (collectively, the GSEs), filed lawsuits against 17 financial institutions in connection with the GSEs’ purchases of residential mortgage-backed securities (RMBS). The lawsuits allege, amongst other things, that the RMBS offering materials contained materially false and misleading statements and/or omissions. Barclays Bank PLC and/or certain of its affiliates or former employees are named in two of these lawsuits, relating to sales between 2005 and 2007 of RMBS, in which BCI was lead or co-lead underwriter.

Both complaints demand, amongst other things: rescission and recovery of the consideration paid for the RMBS; and recovery for the GSEs’ alleged monetary losses arising out of their ownership of the RMBS. The complaints are similar to other civil actions filed against Barclays Bank and/or certain of its affiliates by other plaintiffs, including the Federal Home Loan Bank of Seattle, Federal Home Loan Bank of Boston, Federal Home Loan Bank of Chicago, Cambridge Place Investment Management, Inc., HSH Nordbank AG (and affiliates), Sealink Funding Limited, Landesbank BadenWürttemberg (and affiliates), Deutsche Zentral-Genossenschaftsbank AG (and affiliates), Stichting Pensioenfonds ABP, Royal Park Investments SA/NV, Bayerische Landesbank, John Hancock Life Insurance Company (and affiliates), Prudential Life Insurance Company of America (and affiliates) and the National Credit Union Administration relating to purchases of RMBS. Barclays considers that the claims against it are without merit and intends to defend them vigorously.

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Financial Statement Notes

17. Legal Proceedings (continued)

The original amount of RMBS related to the claims against Barclays in the FHFA cases and the other civil actions against Barclays Bank PLC and/or certain of its affiliates totalled approximately $8.5bn, of which approximately $2.7bn was outstanding as at 31 December 2012. Cumulative losses reported on these RMBS as at 31 December 2012 were approximately $0.4bn. If Barclays were to lose these cases Barclays believes it could incur a loss of up to the outstanding amount of the RMBS at the time of Judgment (taking into account further principal payments after 31 December 2012), plus any cumulative losses on the RMBS at such time and any interest, fees and costs, less the market value of the RMBS at such time. Barclays has estimated the total market value of the RMBS as at 31 December 2012 to be approximately $1.6bn. Barclays may be entitled to indemnification for a portion of any losses. These figures do not include two related class actions brought on behalf of a putative class of investors in RMBS issued by Countrywide and underwritten by BCI and other underwriters, in which Barclays is indemnified by Countrywide.

Devonshire Trust

On 13 January 2009, Barclays commenced an action in the Ontario Superior Court (the Court) seeking an order that its early terminations earlier that day of two credit default swaps under an ISDA Master Agreement with the Devonshire Trust (Devonshire), an asset-backed commercial paper conduit trust, were valid. On the same day, Devonshire purported to terminate the swaps on the ground that Barclays had failed to provide liquidity support to Devonshire’s commercial paper when required to do so. On 7 September 2011, the Court ruled that Barclays early terminations were invalid, Devonshire’s early terminations were valid and, consequently, Devonshire was entitled to receive back from Barclays cash collateral of approximately C$533m together with accrued interest thereon. Barclays is appealing the Court’s decision. If the Court’s decision were to be unaffected by future proceedings, Barclays estimates that its loss would be approximately C$500m, less any impairment provisions taken by Barclays for this matter.

LIBOR Civil Actions

Barclays and other banks have been named as defendants in class action and non-class action lawsuits pending in United States Federal Courts in connection with their roles as contributor panel banks to US Dollar LIBOR, the first of which was filed on 15 April 2011. The complaints are substantially similar and allege, amongst other things, that Barclays and the other banks individually and collectively violated various provisions of the Sherman Act, the Commodity Exchange Act, the Racketeer Influenced and Corrupt Organizations Act (RICO) and various state laws by suppressing or otherwise manipulating US Dollar LIBOR rates. The lawsuits seek an unspecified amount of damages and trebling of damages under the Sherman and RICO Acts. The proposed class actions purport to be brought on behalf of (amongst others) plaintiffs that (i) engaged in US Dollar LIBOR-linked over-the-counter transactions; (ii) purchased US Dollar LIBOR-linked financial instruments on an exchange; (iii) purchased US Dollar LIBOR-linked debt securities; (iv) purchased adjustable-rate mortgages linked to US Dollar LIBOR; or (v) issued loans linked to US Dollar LIBOR.

An additional class action was commenced on 30 April 2012 in the United States District Court for the Southern District of New York (SDNY) against Barclays and other Japanese Yen LIBOR panel banks by plaintiffs involved in exchangetraded derivatives. The complaint also names members of the Japanese Bankers Association’s Euroyen TIBOR panel, of which Barclays is not a member. The complaint alleges, amongst other things, manipulation of the Euroyen TIBOR and Yen LIBOR rates and breaches of US antitrust laws between 2006 and 2010.

A further class action was commenced on 6 July 2012 in the SDNY against Barclays and other EURIBOR panel banks by plaintiffs that purchased or sold EURIBOR-related financial instruments. The complaint alleges, amongst other things, manipulation of the EURIBOR rate and breaches of the Sherman Act and the Commodity Exchange Act beginning as early as 1 January 2005 and continuing through to 31 December 2009. On 23 August 2012, the plaintiffs voluntarily dismissed the complaint.

In addition, Barclays has been granted conditional leniency from the Antitrust Division of the DOJ in connection with potential US antitrust law violations with respect to financial instruments that reference EURIBOR.

Barclays has also been named as a defendant along with four current and former Barclays officers and directors in a proposed securities class action pending in the SDNY in connection with Barclays role as a contributor panel bank to LIBOR. The complaint principally alleges that Barclays Annual Reports for the years 2006-2011 contained misstatements and omissions concerning (amongst other things) Barclays compliance with its operational risk management processes and certain laws and regulations. The complaint also alleges that Barclays daily US Dollar LIBOR submissions themselves constituted false statements in violation of US securities law. The complaint is brought on behalf of a proposed class consisting of all persons or entities (other than the defendants) that purchased Barclays sponsored American Depositary Receipts on an American securities exchange between 10 July 2007 and 27 June 2012. The complaint asserts claims under Sections 10(b) and 20(a) of the Securities Exchange Act 1934.

It is not practicable to provide an estimate of the financial impact of the potential exposure of any of the actions described or what effect if any that they might have upon operating results, cash flows or Barclays financial position in any particular period.

See also Note 18.

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Financial Statement Notes

17. Legal Proceedings (continued)

Other

Barclays is engaged in various other legal proceedings both in the United Kingdom and a number of overseas jurisdictions, including the United States, involving claims by and against it which arise in the ordinary course of business, including debt collection, consumer claims and contractual disputes. Barclays does not expect the ultimate resolution of any of these proceedings to which Barclays is party to have a material adverse effect on its results of operations, cash flows or the financial position of the Group and Barclays has not disclosed the contingent liabilities associated with these claims either because they cannot reliably be estimated or because such disclosure could be prejudicial to the conduct of the claims. Provisions have been recognised for those cases where Barclays is able reliably to estimate the probable loss where the probable loss is not de minimis.

18. Competition and Regulatory Matters

This note highlights some of the key competition and regulatory challenges facing Barclays, many of which are beyond our control. The extent of the impact of these matters on Barclays and the impact on Barclays of any other competition and regulatory matters in which Barclays is or may in the future become involved cannot always be predicted but may materially impact our businesses and earnings.

Regulatory change

There is continuing political and regulatory scrutiny of the banking industry which, in some cases, is leading to increased or changing regulation which is likely to have a significant effect on the industry.

On 4 February 2013, the UK Government introduced the Financial Services (Banking Reform) Bill (the Bill) to the House of Commons. The Bill would give the UK authorities the powers to implement the key recommendations of the Independent Commission on Banking by requiring, amongst other things: (i) the separation of the UK and EEA retail banking activities of UK banks in a legally distinct, operationally separate and economically independent entity (so called “ring fencing”) and (ii) the increase of the loss-absorbing capacity of ring-fenced banks and UK headquartered global systemically important banks to levels higher than the Basel 3 guidelines. The Bill would also give depositors protected under the Financial Services Compensation Scheme preference if a bank enters insolvency. At the same time, the Government announced that it will be bringing forward amendments to the Bill to establish a reserve power allowing the regulator, with approval from the Government, to enforce full separation under certain circumstances. The Government is expected to publish draft secondary legislation by late summer this year. The UK Government intends that primary and secondary legislation will be in place by the end of this Parliament (May 2015) and that UK banks will be required to be compliant by 1 January 2019.

The US Dodd-Frank Wall Street Reform and Consumer Protection Act contains far reaching regulatory reform, including potential reform of the regulatory regime for foreign banks operating in the US which may, amongst other things, require the US subsidiaries of foreign banks to be held under a US intermediate holding company subject to a comprehensive set of prudential and supervisory requirements in the US. The full impact on Barclays businesses and markets will not be known until the principal implementing rules are adopted in final form by governmental authorities, a process which is underway and which will take effect over several years.

Interchange

The Office of Fair Trading, as well as other competition authorities elsewhere in Europe, continues to investigate Visa and MasterCard credit and debit interchange rates. These investigations may have an impact on the consumer credit industry as well as having the potential for the imposition of fines. The timing of these cases is uncertain and it is not possible to provide an estimate of the potential financial impact of this matter on Barclays.

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18. Competition and Regulatory Matters (continued)

London Interbank Offered Rate

The UK Financial Services Authority (the FSA), the US Commodity Futures Trading Commission (the CFTC), the US Securities and Exchange Commission, the US Department of Justice Fraud Section (the DOJ-FS) and Antitrust Division, the European Commission, the UK Serious Fraud Office and various US state attorneys general are amongst various authorities conducting investigations (the Investigations) into submissions made by Barclays and other panel members to the bodies that set various interbank offered rates, such as the London Interbank Offered Rate (LIBOR) and the Euro Interbank Offered Rate (EURIBOR).

On 27 June 2012, Barclays announced that it had reached settlements with the FSA, the CFTC and the DOJ-FS in relation to their Investigations and Barclays had agreed to pay total penalties of £290m (pounds sterling equivalent), which have been reflected in operating expenses for 2012. The settlements were made by entry into a Settlement Agreement with the FSA, a Non-Prosecution Agreement (NPA) with the DOJ-FS and a Settlement Order Agreement with the CFTC. In addition, Barclays has been granted conditional leniency from the Antitrust Division of the Department of Justice in connection with potential US antitrust law violations with respect to financial instruments that reference EURIBOR.

The terms of the Settlement Agreement with the FSA are confidential. However, the Final Notice of the FSA, which imposed a financial penalty of £59.5m, is publicly available on the website of the FSA. This sets out the FSA’s reasoning for the penalty, references the settlement principles and sets out the factual context and justification for the terms imposed. Summaries of the NPA and the CFTC Order are set out below. The full text of the NPA and the CFTC Order are publicly available on the websites of the DOJ and the CFTC, respectively.

In addition to a $200m civil monetary penalty, the CFTC Order requires Barclays to cease and desist from further violations of specified provisions of the Commodity Exchange Act and take specified steps to ensure the integrity and reliability of its benchmark interest rate submissions, including LIBOR and EURIBOR, and improve related internal controls. Amongst other things, the CFTC Order requires Barclays to:

• Make its submissions based on certain specified factors, with Barclays transactions being given the greatest weight, subject to certain specified adjustments and considerations

• Implement firewalls to prevent improper communications including between traders and submitters

• Prepare and retain certain documents concerning submissions and retain relevant communications

• Implement auditing, monitoring and training measures concerning its submissions and related processes

• Make regular reports to the CFTC concerning compliance with the terms of the CFTC Order

• Use best efforts to encourage the development of rigorous standards for benchmark interest rates

• Continue to cooperate with the CFTC’s ongoing investigation of benchmark interest rates

As part of the NPA, Barclays agreed to pay a $160m penalty. In addition, the DOJ agreed not to prosecute Barclays for any crimes (except for criminal tax violations, as to which the DOJ cannot and does not make any agreement) related to Barclays submissions of benchmark interest rates, including LIBOR and EURIBOR, contingent upon Barclays satisfaction of specified obligations under the NPA. In particular, under the NPA, Barclays agreed for a period of two years from 26 June 2012, amongst other things, to:

• commit no United States crime whatsoever

• truthfully and completely disclose non-privileged information with respect to the activities of Barclays, its officers and employees, and others concerning all matters about which the DOJ inquires of it, which information can be used for any purpose, except as otherwise limited in the NPA

• bring to the DOJ’s attention all potentially criminal conduct by Barclays or any of its employees that relates to fraud or violations of the laws governing securities and commodities markets

• bring to the DOJ’s attention all criminal or regulatory investigations, administrative proceedings or civil actions brought by any governmental authority in the United States by or against Barclays or its employees that alleges fraud or violations of the laws governing securities and commodities markets

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18. Competition and Regulatory Matters (continued)

Barclays also agreed to cooperate with the DOJ and other government authorities in the United States in connection with any investigation or prosecution arising out of the conduct described in the NPA, which commitment shall remain in force until all such investigations and prosecutions are concluded. Barclays also continues to cooperate with the other ongoing investigations.

It is not practicable to provide an estimate of the financial impact of these matters or what effect, if any, that the matters might have upon operating results, cash flows or Barclays financial position in any particular period.

For a discussion of litigation arising in connection with the Investigations see Note 17.

Interest Rate Hedging Products

See Note 12.

FERC Investigation

The United States Federal Energy Regulatory Commission (the FERC) Office of Enforcement investigated Barclays power trading in the western US with respect to the period from late 2006 through 2008. On 31 October 2012, the FERC issued a public Order to Show Cause and Notice of Proposed Penalties (Order and Notice) against Barclays Bank PLC in relation to this matter. In the Order and Notice the FERC asserts that Barclays Bank PLC violated the FERC’s AntiManipulation Rule by manipulating the electricity markets in and around California from November 2006 to December 2008. The FERC is proposing that Barclays Bank PLC pay a $435m civil penalty and disgorge an additional $34.9m of profits plus interest. Barclays intends to vigorously defend this matter.

Other Regulatory Investigations

The FSA and the Serious Fraud Office are both investigating certain commercial agreements between Barclays and Qatari interests and whether these may have related to Barclays capital raisings in June and November 2008. The FSA investigation involves four current and former senior employees including Chris Lucas, Group Finance Director, as well as Barclays. The FSA enforcement investigation began in July 2012 and the Serious Fraud Office commenced its investigation in August 2012.

In October 2012 Barclays was informed by the US Department of Justice and the US Securities and Exchange Commission that they had commenced an investigation into whether the Group’s relationships with third parties who assist Barclays to win or retain business are compliant with the United States Foreign Corrupt Practices Act.

Barclays is co-operating with all the authorities fully. It is not possible to estimate the financial impact upon Barclays should any adverse findings be made .

19. Related Party Transactions

There were no changes in the related party transactions since 2011 that materially affect the financial position or performance of the Group.

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Financial Statement Notes

20. Segmental Reporting Analysis of results by business UK RBB Europe RBB Africa RBB Barclaycard RBB Total Year Ended 31 December 2012 £m £m £m £m £m	20. Segmental Reporting Analysis of results by business UK RBB Europe RBB Africa RBB Barclaycard RBB Total Year Ended 31 December 2012 £m £m £m £m £m
Total income net of insurance claims 4,421 915 3,157 4,170 12,663 Credit impairment charges and otherprovisions (269) (328) (646) (979) (2,222)
Net operating income 4,152 587 2,511 3,191 10,441 Operating expenses (3,864) (839) (2,053) (2,135) (8,891) Other income/(losses) 4 13 10 30 57 1
Profit /(loss) before tax 292 (239) 468 1,086 1,607
Total assets 136,665 47,128 44,798 37,511 266,102 Analysis of results by business Investment Bank Corporate Banking Wealth and Investment Management Head Office and Other Operations Group Total Year Ended 31 December 2012 continued £m £m £m £m £m
Total income net of insurance claims 11,722 2,918 1,815 (4,427) Credit impairment charges and otherprovisions (460) (872) (38) (4)	24,691
	(3,596)
Net operating income 11,262 2,046 1,777 (4,431) Operating expenses (7,249) (2,355) (1,463) (1,031) Other income/(losses) 50 10 1 22 1	21,095
	(20,989)
	140
Profit /(loss) before tax 4,063 (299) 315 **(5,440) **	246
Total assets 1,074,805 86,255 23,716 39,443 1,490,321 Analysis of results by business UK RBB Europe RBB Africa RBB Barclaycard RBB Total Year Ended 31 December 2011 £m £m £m £m £m	1,490,321
Total income net of insurance claims 4,656 1,226 3,571 4,095 13,548 Credit impairment charges and other provisions (536) (261) (466) (1,259) (2,522)
Net operating income 4,120 965 3,105 2,836 11,026 Operating expenses (3,102) (1,638) (2,279) (2,306) (9,325) Other income/(losses) 2 12 6 31 51 1
Profit /(loss) before tax 1,020 (661) 832 561 1,752
Total assets 127,845 51,310 48,243 33,838 261,236 Analysis of results by business Investment Bank Corporate Banking Wealth and Investment Management Head Office and Other Operations Group Total Year Ended 31 December 2011 continued £m £m £m £m £m
Total income net of insurance claims 10,335 3,108 1,744 3,557 Credit impairment charges and other provisions (93) (1,147) (41) 1 Impairment of investment in BlackRock, Inc - - - (1,800)	32,292
	(3,802)
	(1,800)
Net operating income 10,242 1,961 1,703 1,758 Operating expenses (7,289) (1,882) (1,493) (788) Other income/(losses) 12 (71) (3) (23) 1	26,690
	(20,777)
	(34)
Profit /(loss) before tax 2,965 8 207 947	5,879
Total assets 1,158,350 91,190 20,866 31,885	1,563,527

1 Other income/(losses) represents: share of post-tax results of associates and joint ventures; profit or (loss) on disposal of subsidiaries, associates and joint ventures; and gains on acquisition.

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Shareholder Information

Results Timetable 1	Results Timetable 1	Date
Ex-dividend date		20 February	2013
Dividend Record date		22 February	2013
Dividend Payment date		15 March 2013
Q1 2013 Interim Management Statement		24 April 2013
2013 Annual General Meeting		25 April 2013
Exchange Rates 2		31.12.12		31.12.11		Change	3
Period end - US$/£		1.62			1.54	(5%)
Average - US$/£		1.59			1.61	1%
Period end -€/£		1.23			1.19	(3%)
Average -€/£		1.23			1.15	(7%)
Period end - ZAR/£		13.74			12.52	(9%)
Average - ZAR/£		13.03			11.60	(11%)
Share Price Data		31.12.12		31.12.11
Barclays PLC (p)		262.40			176.05
Absa Group Limited (ZAR)		164.00			141.00
For Further Information	Please Contact
Investor Relations		Media Relations
Charlie Rozes +44 (0) 20	7116 5752	Giles Croot		+44	(0) 20	7116 6132

More information on Barclays can be found on our website: www.barclays.com.

Registered Office

1 Churchill Place, London, E14 5HP, United Kingdom. Tel: +44 (0) 20 7116 1000. Company number: 48839

Registrar

The Registrar to Barclays, Aspect House, Spencer Road, Lancing, West Sussex, BN99 6DA, United Kingdom.

Tel: 0871 384 20554 from the UK or +44 121 415 7004 from overseas.

Listing

The principal trading market for Barclays PLC ordinary shares is the London Stock Exchange. Trading on the New York Stock Exchange is in the form of ADSs under the ticker symbol ‘BCS’. Each ADS represents four ordinary shares of 25p each and is evidenced by an ADR. The ADR depositary is JP Morgan Chase Bank, whose international telephone number is +1-651-453-2128, domestic telephone number is 1-800-990-1135 and address is JPMorgan Chase Bank, PO Box 64504, St. Paul, MN 55164-0504, USA.

1 Note that these announcement dates are provisional and subject to change. 2 The average rates shown above are derived from daily spot rates during the year used to convert foreign currency transactions into Sterling for accounting purposes.

3 The change is the impact to Sterling reported information.

• 4 Calls cost 8p per minute plus network extras. Lines open 8:30am to 5:30pm, Monday to Friday.

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Glossary

‘A-IRB / Advanced Internal Ratings-Based’ A method of calculating Risk Weighted Assets that relies on the bank’s internal models to derive risk weights.

‘ABCP’ Asset backed commercial paper; typically short-term notes secured on specified assets issued by consolidated special purpose entities for funding purposes.

‘ABS CDO Super Senior’ Super senior tranches of debt linked to collateralised debt obligations of asset backed securities (defined below). Payment of super senior tranches takes priority over other obligations.

‘Absa’ The previously reported South African segment of Barclays PLC excluding Absa Capital, Absa Card and Absa Wealth which are reported within Investment Bank, Barclaycard, and Wealth and Investment Management respectively.

‘Absa Group’ Absa Group Limited and its subsidiaries, including Absa Bank Limited and Absa Financial Services Limited, which is listed on the Johannesburg Stock Exchange and is one of South Africa’s largest financial services groups.

‘Acceptances and endorsements’ An acceptance is an undertaking by a bank to pay a bill of exchange drawn on a customer. The Group expects most acceptances to be presented, but reimbursement by the customer is normally immediate. Endorsements are residual liabilities of the Group in respect of bills of exchange which have been paid and subsequently rediscounted.

‘Adjusted cost: income ratio’ Operating expenses compared to total income net of insurance claims, adjusted to exclude the impact of own credit gain or loss, gain or loss on disposal of a portion of the Group’s strategic investment in BlackRock, Inc., impairment of investment in BlackRock, Inc., provision for PPI and interest rate hedging products redress, goodwill impairment and gains and losses on acquisitions and disposals.

‘Adjusted Gross Leverage’ The multiple of adjusted total tangible assets over total qualifying Tier 1 capital. Adjusted total tangible assets are total assets less derivative counterparty netting, assets under management on the balance sheet, settlement balances and cash collateral on derivative liabilities, goodwill and intangible assets. See ‘Tier 1 capital’.

‘Adjusted Income’ Total income net of insurance claims adjusted to exclude the impact of own credit, gain or loss on disposal of a portion of the Group’s strategic investment in BlackRock, Inc.

‘Adjusted profit before tax’ Profit before tax adjusted to exclude the impact of own credit, gain or loss on disposal of a portion of the Group’s strategic investment in BlackRock, Inc., impairment of investment in BlackRock, Inc., provision for PPI and interest rate hedging products redress, goodwill impairment and gains and losses on acquisitions and disposals.

‘Adjusted return on average shareholders’ equity’ Adjusted profit after tax attributable to ordinary shareholders as a proportion of average shareholders’ equity.

‘Africa’ Geographic segment comprising countries where Barclays operates in Africa and the Indian Ocean.

‘Africa Retail and Business Banking (Africa RBB)’ A business unit that provides a full range of retail banking services and insurance products under the Absa and Barclays brands through a variety of retail distribution channels and offers customised

business solutions for commercial and large corporate customers across Africa.

‘Alt-A’ Loans regarded as lower risk than sub-prime, but with higher risk characteristics than lending under normal criteria.

‘Americas’ Geographic segment comprising the USA, Canada and countries where Barclays operates within Latin America.

‘Arrears’ Customers are said to be in arrears when they are behind in fulfilling their obligations with the result that an outstanding loan is unpaid or overdue. Such customers are also said to be in a state of delinquency. When a customer is in arrears, their entire outstanding balance is said to be delinquent, meaning that delinquent balances are the total outstanding loans on which payments are overdue.

‘Asia’ Geographic segment comprising countries where Barclays operates within Asia (including Singapore, Japan, China and India), Australasia and the Middle East.

‘Asset Backed Securities (ABS)’ Securities that represent an interest in an underlying pool of referenced assets. The referenced pool can comprise any assets which attract a set of associated cash flows but are commonly pools of residential or commercial mortgages and, in the case of Collateralised Debt Obligations (CDOs), the referenced pool may be ABS or other classes of assets.

‘Average income per employee’ Total income net of insurance claims divided by the number of employees.

‘Average LTV (Loan to Value) of new mortgage lending’ The ratio of all new mortgage balances disbursed in the period to the appraised property value of those mortgages, i.e. total amount disbursed period-to-date divided by total amount of appraised property value.

‘Backstop facility’ A standby facility that is a liquidity arrangement whereby another party agrees to make a payment should the primary party not do so.

‘Balance weighted approach’ In the context of the credit risk disclosures on secured home loans, a means of calculating marked to market LTVs derived by calculating individual LTVs at account level and weighting it by the balances to arrive at the average position.

‘Bank levy’ A levy that applies to UK banks, building societies and the UK operations of foreign banks. The levy is payable based on a percentage of the chargeable equity and liabilities of the bank on its balance sheet date.

‘Banking Book’ A regulatory classification denoting all exposures which are not in the trading book. Banking Book positions attract credit risk regulatory capital requirements (or deductions, where required).

‘Barclaycard’ An international payments business service provider to retail and business customers including credit cards, consumer lending, merchant acquiring, commercial cards and point of sale finance. Barclaycard has scaled operations in UK, US, Germany, Scandinavia and South Africa.

‘Barclays Business’ A business unit within UK Retail and Business Banking providing banking services to small and medium enterprises.

‘Basel 3’ The third of the Basel Accords. Developed in response to the financial crisis of 2008, setting new requirements on

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Glossary

composition of capital, counterparty credit risk, liquidity and leverage ratios.

‘Basel 3 leverage ratio’ The ratio of Tier 1 capital to particular on- and offbalance sheet exposures, calculated in accordance with the methodology set out in the Basel 3 guidelines published in December 2010.

‘Basel Committee of Banking Supervisors (BCBS or The Basel Committee)’ A forum for regular cooperation on banking supervisory matters which develops global supervisory standards for the banking industry. Its members are officials from central banks or prudential supervisors from 27 countries and territories.

‘Basis point(s)/bp(s)’ One hundredth of a per cent (0.01%); 100 basis points is 1%. The measure is used in quoting movements in interest rates, yields on securities and for other purposes.

‘Basis risk’ Measures the impact of changes in tenor basis (e.g., the basis between swaps vs. 3 month (3M) Libor and swaps vs. 6 month (6M) Libor) and cross currency basis.

‘Business Payments Portfolio’ Businesses within Barclaycard providing payment services including merchant acquiring, commercial cards, business payment solutions and point of sale finance.

‘Capital adequacy’ The Group manages its capital resources to ensure that those Group entities that are subject to local capital adequacy regulation in individual countries meet their minimum capital requirements.

‘Capital ratios’ Key financial ratios measuring the Group’s capital adequacy or financial strength. These include the Core Tier 1 ratio, Tier 1 capital ratio and Risk asset ratio.

‘Capital requirements’ Amount to be held by the Bank to cover the risk of losses to a certain confidence level.

‘Capital resources’ Financial instruments on balance sheet that are eligible to satisfy capital requirements.

‘Collateralised Debt Obligation (CDO)’ Securities issued by a third party which reference Asset Backed Securities (ABSs) (defined above) and/or certain other related assets purchased by the issuer. CDOs may feature exposure to sub-prime mortgage assets through the underlying assets.

‘Collateralised Loan Obligation (CLO)’ A security backed by the repayments from a pool of commercial loans. The payments may be made to different classes of owners (in tranches).

‘Collectively assessed impairment allowances’ Impairment of financial assets is measured collectively where a portfolio comprises homogenous assets and where appropriate statistical techniques are available.

‘Commercial Mortgage Backed Securities (CMBS)’ Securities that represent interests in a pool of commercial mortgages. Investors in these securities have the right to cash received from future mortgage payments (interest and/or principal).

‘Commercial Paper (CP)’ Typically short-term notes issued by entities, including banks, for funding purposes.

‘Commercial real estate’ Commercial real estate includes office buildings, industrial property, medical centres, hotels, retail stores, shopping centres, farm land, multifamily housing buildings, warehouses, garages, and industrial properties.

Commercial real estate loans are loans backed by a package of commercial real estate.

‘Commissions, commitments and other incentives’ Includes commissionbased arrangements, guaranteed incentives and Long Term Incentive Plan awards.

‘Commodity derivatives’ Exchange traded and OTC derivatives based on an underlying commodity (e.g. metals, precious metals, oil and oil related, power and natural gas).

‘Commodity risk’ Measures the impact of changes in commodity prices and volatilities, including the basis between related commodities (e.g., Brent vs. WTI crude prices).

‘Compensation: income ratio’ Total compensation costs compared to total adjusted income.

‘Conduits’ Financial vehicles that hold asset-backed debt such as mortgages, vehicle loans, and credit card receivables, all financed with short-term loans (generally commercial paper) that use the asset-backed debt as collateral. The profitability of a conduit depends on the ability to roll over maturing short-term debt at a cost that is lower than the returns earned from asset-backed securities held in the portfolio.

‘Contingent capital notes (CCNs)’ Interest bearing debt securities issued by Barclays that are permanently written off from the holder’s perspective in the event of Barclays PLC’s core tier 1 (CT1) or common equity tier 1 (CET1) ratio, as appropriate, falling below 7%. They are one form of contingent capital securities which have been issued by banks and whose terms could include a conversion into ordinary shares of the issuer rather than a permanent write off.

‘Core Tier 1 capital ’ Called-up share capital and eligible reserves plus noncontrolling equity interests, less intangible assets and deductions relating to the excess of expected loss over regulatory impairment allowance and securitisation positions as specified by the FSA.

‘Core Tier 1 ratio’ Core Tier 1 capital as a percentage of risk weighted assets.

‘Corporate Banking’ A business unit that provides banking services to global clients across Europe, Africa, Asia, and the US, and local clients in the UK and South Africa. These services encompass Debt, Cash and Trade Finance.

‘Corporate income tax paid’ Tax paid during the period on taxable profits, including withholding tax deducted from income.

‘Cost: income ratio’ Operating expenses compared to total income net of insurance claims.

‘Cost: net operating income ratio’ Operating expenses compared to total income net of insurance claims less credit impairment charges and other provisions.

‘Cost of Equity’ The rate of return targeted by the equity holders of a company.

‘Counterparty risk’ In the context of Risk Weighted Assets by Risk, a component of risk weighted assets that represents the risk of loss in derivatives, repurchase agreements and similar transactions resulting from the default of the counterparty.

‘Coverage ratio’ Impairment allowances as a percentage of credit risk loan balances.

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‘Covered bonds’ Debt securities backed by a portfolio of mortgages that are segregated from the issuer’s other assets solely for the benefit of the holders of the covered bonds.

‘CRDIV’ The Fourth Capital Requirements Directive. Proposal for a Directive and an accompanying Regulation that together will (among other things) update EU capital adequacy and liquidity requirements and implement Basel 3 in the European Union.

‘CRDIV leverage ratio’ The ratio of Tier 1 capital to particular on- and offbalance sheet exposures, calculated in accordance with the methodology set out in the Basel 3 guidelines published in December 2010.

‘Credit default swaps’ A contract under which the protection seller receives premiums or interest-related payments in return for contracting to make payments to the protection buyer in the event of a defined credit event. Credit events normally include bankruptcy, payment default on a reference asset or assets, or downgrades by a rating agency.

‘Credit Derivative Product Company (CDPC)’ A company that sells protection on credit derivatives. CDPCs are similar to monoline insurers. However, unlike monoline insurers, they are not regulated as insurers. See ‘Credit Market Exposures’.

‘Credit derivatives’ An arrangement whereby the credit risk of an asset (the reference asset) is transferred from the buyer to the seller of the protection.

‘Credit impairment charges’ Also known as ‘credit impairment’. Impairment charges on loans and advances to customers and banks and in respect of undrawn facilities and guarantees (see ‘Loan impairment’) and impairment charges on available for sale assets and reverse repurchase agreements.

‘Credit market exposures (CME)’ Assets and other instruments relating to commercial real estate and leveraged finance businesses that have been significantly impacted by the deterioration in the global credit markets. The exposures include positions subject to fair value movements in the Income Statement, positions that are classified as loans and advances and available for sale and other assets.

‘Credit risk’ The risk of the Group suffering financial loss if a counterparty fails to fulfil its contractual obligations to the Group under a loan agreement or similar. In the context of Risk Weighted Assets by Risk, it is the component of risk weighted assets that represents the risk of loss in loans and advances and similar transactions resulting from the default of the counterparty.

‘Credit Risk Loans (CRLs)’ A loan becomes a credit risk loan when evidence of deterioration has been observed, for example a missed payment or other breach of covenant. A loan may be reported in one of three categories: impaired loans, accruing past due 90 days or more, impaired or restructured loans. These may include loans which, while impaired, are still performing but have associated individual impairment allowances raised against them.

‘Credit spread’ The premium over the benchmark or risk-free rate required by the market to accept a lower credit quality.

‘Credit Valuation Adjustment (CVA)’ The difference between the risk-free value of a portfolio of trades and the market value which takes into account the counterparty’s risk of default. The CVA therefore represents an estimate of the adjustment to fair value that a market participant would make to incorporate the credit risk of the counterparty due to any failure to perform on contractual agreements.

‘Current year cash bonus’ Bonuses paid to employees in cash on a discretionary basis in respect of performance in the period.

‘Current year share bonus’ Bonuses paid to employees in shares on a discretionary basis in respect of performance in the period. In keeping with Regulatory requirements, the shares may be subject to a minimum retention period.

‘Customer asset margin’ Net interest income earned on customer assets (excluding the impact of the product structural hedge relating to those assets), divided by total average customer assets.

‘Customer assets’ Represents loans and advances to customers. Average balances calculated as the sum of all daily balances for the year to date divided by number of days year to date.

‘Customer deposits’ Money deposited by all individuals and companies that are not credit institutions. Such funds are recorded as liabilities in the Group’s balance sheet under Customer Accounts.

‘Customer liability margin’ Net interest income earned on customer liabilities (excluding the impact of the product structural hedge relating to those liabilities), divided by total average customer liabilities.

‘Customer liabilities’ Represents customer deposits.

‘Customer net interest income’ The sum of customer asset and customer liability net interest income. Customer net interest income reflects interest related to customer assets and liabilities only and does not include any interest on securities or other non-customer assets and liabilities.

‘Daily Value at Risk (DVaR)’ An estimate of the potential loss which might arise from market movements under normal market conditions, if the current positions were to be held unchanged for one business day, measured to a specified confidence level.

‘Debt buy-backs’ Purchases of the Group’s issued debt securities, including equity accounted instruments, leading to their de-recognition from the balance sheet.

‘Debt restructures’ When the terms and provisions of outstanding debt agreements are changed, often to improve cash flow and the ability of the borrower to repay the debt. It can involve altering the repayment schedule as well as reducing the debt or interest charged on the loan.

‘Debt securities in issue’ Transferable certificates of indebtedness of the Group to the bearer of the certificates. These are liabilities of the Group and include certificates of deposit.

‘Deferred cash bonus’ Performance award granted on a discretionary basis and paid in cash to employees for, and subject to, providing future service over a period of usually three years. These awards also include provisions for potential clawback in accordance with the FSA Remuneration Code.

‘Deferred share bonus’ Performance award granted on a discretionary basis and paid in shares to employees for, and subject to, providing future service over a period of usually three years. These awards also include provisions for potential clawback in accordance with the FSA Remuneration Code.

‘Delinquency’ See ‘Arrears’.

‘CRL Coverage’ Impairment allowances as a percentage of total CRL (See ‘Credit Risk Loans’). Also known as the ‘CRL coverage ratio’.

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‘Diversification risk’ Reflects the fact the risk of a diversified portfolio is smaller than the sum of the risks of its constituent parts. It is measured as the sum of the individual asset class DVaR estimates less the total DVaR.

‘Dodd-Frank Act (DFA)’ The US Dodd-Frank Wall Street Reform and Consumer Protection Act. The DFA is intended to address perceived deficiencies and gaps in the regulatory framework for financial services in the United States and implements comprehensive changes across the financial regulatory landscape.

‘Economic capital’ An internal measure of the minimum equity and preference capital required for the Group to maintain its credit rating based upon its risk profile.

‘Egg’ The credit card portfolio acquired from Egg in 2011.

‘Encumbered’ Subject to a lien or a charge to secure a liability.

‘Equities and Prime Services’ Trading businesses encompassing Cash Equities, Equity Derivatives & Equity Financing.

‘Equity products’ Products linked to equity markets. This category includes listed equities, exchange traded derivatives, equity derivatives, preference shares and contract for difference (CFD) products.

‘Equity risk’ The risk of change in market value of an equity investment.

‘Equity structural hedge’ An interest rate hedge in place to manage the volatility in net earnings generated by businesses on the Group’s equity, with the impact allocated to businesses in line with their economic capital usage.

‘Euro Interbank Offered Rate (EURIBOR)’ A benchmark interest rate at which banks can borrow funds from other banks in the European interbank market.

‘Europe’ Geographic segment comprising countries in which Barclays operates within the EU (excluding UK), Northern Continental and Eastern Europe.

‘Europe Retail and Business Banking (Europe RBB)’ Operating segment that provides retail banking and credit card services in Spain, Italy, Portugal and France.

‘Expected losses’ The Group’s measure of anticipated losses for exposures captured under an internal ratings based credit risk approach for capital adequacy calculations. It is measured as the Barclays modelled view of anticipated losses based on Probability of Default (PD), Loss Given Default (LGD) and Exposure at Default (EAD), with a one year time horizon.

‘Expected shortfall’ The average of all one day hypothetical losses in excess of DVaR.

‘Exposure in the event of default (EAD)’ The estimation of the extent to which Barclays may be exposed to a customer or counterparty in the event of, and at the time of, that counterparty’s default. At default, the customer may not have drawn the loan fully or may already have repaid some of the principal, so that exposure is typically less than the approved loan limit.

‘F-IRB / Foundation Internal Ratings-Based’ A method of calculating Risk Weighted Assets that relies on a combination of the bank’s internal models and a mandatory framework set by the regulator to derive risk weights.

‘Financial Services Compensation Scheme (FSCS)’ The UK’s fund for compensation of authorised financial services firms that are unable to pay claims.

‘FirstPlus’ The second charge lending business included within the Barclaycard segment. Since September 2008, FirstPlus has been closed to new business.

‘Fitch’ A credit rating agency.

‘Fixed Income, Currency and Commodities (FICC)’ Trading businesses encompassing Rates, Credit, Emerging Markets, Commodities, Foreign Exchange & Fixed Income Financing.

‘Forbearance’ Forbearance programmes to assist customers in financial difficulty through agreements to accept less than contractual amounts due where financial distress would otherwise prevent satisfactory repayment within the original terms and conditions of the contract. These agreements may be initiated by the customer, Barclays or a third party and include approved debt counselling plans, minimum due reductions, interest rate concessions and switches from capital and interest repayments to interestonly payments.

‘Foreign exchange derivatives’ Derivatives linked to the foreign exchange market. This category includes FX spot and forward contracts, FX swaps and FX options.

‘Foreign exchange risk’ Measures the impact of changes in foreign exchange rates and volatilities.

‘FSA Remuneration Code’ The FSA’s Remuneration Code contained in SYSC (Senior Management Arrangements, Systems and Controls) 19A of the FSA Handbook.

‘Funded’ Exposures where the notional amount of the transaction is funded. Represents exposures where a commitment to provide future funding has been made and the funds have been released.

‘Funding for Lending Scheme (FLS)’ Scheme launched by the Bank of England in July 2012 to incentivise banks and building societies to lend to UK households and non-financial companies through reduced funding costs, the benefits of which are passed on to UK borrowers in the form of cheaper and more easily available loans.

‘Funding gap/ mismatch’ In the context of Eurozone balance sheet funding exposures, the excess of local euro denominated external assets, such as customer loans, over local euro denominated liabilities, such as customer deposits.

‘Gains on acquisitions’ The amount by which the acquirer’s interest in the net fair value of the identifiable assets, liabilities and contingent liabilities, recognised in a business combination, exceeds the cost of the combination.

‘Gross charge-off rates’ Represents the balances charged-off to recoveries in the reporting period, expressed as a percentage of average outstanding balances excluding balances in recoveries. Charge-off to recoveries generally occurs when the collections focus switches from the collection of arrears to the recovery of the entire outstanding balance, and represents a fundamental change in the relationship between the bank and the customer. This is a measure of the proportion of customers that have gone into default during the period.

‘Gross new lending’ New lending advanced to customers during the period.

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‘Group’ Barclays PLC together with its subsidiaries.

‘Guarantees’ Unless otherwise described, an undertaking by a third party to pay a creditor should a debtor fail to do so. It is a form of credit substitution.

‘Head Office and Other Operations’ A business segment comprising Brand and Marketing, Finance, Head Office, Human Resources, Internal Audit, Legal and Compliance, Risk , Treasury and Tax and other operations.

‘High Net Worth’ Businesses within the Wealth segment that provide banking and other services to high net worth customers.

‘Home loan’ A loan to purchase a residential property. The property is then used as collateral to guarantee repayment of the loan. The borrower gives the lender a lien against the property and the lender can foreclose on the property if the borrower does not repay the loan per the agreed terms. Also known as a residential mortgage.

‘Impaired loans’ Loans are reported as Credit Risk Loans (defined above) and comprise loans where individually identified impairment allowances have been raised and also includes loans which are fully collateralised or where indebtedness has already been written down to the expected realisable value. The impaired loan category may include loans, which, while impaired, are still performing.

‘Impairment allowances’ A provision held on the balance sheet as a result of the raising of a charge against profit for incurred losses in the lending book. An impairment allowance may either be identified or unidentified and individual or collective.

‘Incentive awards’ Total of current year and deferred bonus plus sales commissions, guaranteed incentives and long term incentive plan awards.

‘Income’ Total income net of insurance claims, unless otherwise specified.

‘Independent Commission on Banking (ICB)’ Body set up by HM Government to identify structural and non-structural measures to reform the UK banking system and promote competition.

‘Individual liquidity guidance (ILG)’ Guidance given to a firm about the amount, quality and funding profile of liquidity resources that the FSA has asked the firm to maintain.

‘Inflation risk’ Measures the impact of changes in inflation rates and volatilities on cash instruments and derivatives.

‘Interchange’ Income paid to a credit card issuer for the clearing and settlement of a sale or cash advance transaction.

‘Interest rate products’ In the context of the fair value of financial instruments, these are products with a payoff linked to interest rates. This category includes interest rate swaps, swaptions, caps and exotic interest rate derivatives.

‘Interest rate risk’ The risk of interest rate volatility adversely impacting the Groups net interest margin. In the context of the calculation of DVaR, measures the impact of changes in interest (swap) rates and volatilities on cash instruments and derivatives.

‘Internal funding rates’ The Group’s mechanism for pricing intra-group funding and liquidity.

‘Internal model method (IMM)’ In the context of Risk Weighted Assets, Counterparty credit risk, Risk Weighted Assets for which the exposure amount has been derived via the use of an FSA approved internal model.

‘Investment Banking’ Fee generating businesses encompassing Advisory, Debt and Equity Origination.

‘Investment grade’ A debt security, treasury bill or similar instrument with a credit rating of AAA to BBB as measured by external agencies.

‘ISDA Master Agreement’ The most commonly used master contract for OTC derivative transactions internationally. It is part of a framework of documents, designed to enable OTC derivatives to be documented fully and flexibly. The framework consists of a master agreement, a schedule, confirmations, definition booklets, and a credit support annex. The ISDA master agreement is published by the International Swaps and Derivatives Association (ISDA).

‘Letters of credit’ A letter typically used for the purposes of international trade guaranteeing that a debtor’s payment to a creditor will be received on time and in full. In the event that the debtor is unable to make payment, the bank will be required to cover the full or remaining amount of the purchase.

‘Leveraged finance’ Loans or other financing agreements provided to companies whose overall level of debt is high in relation to their cash flow (net debt: EBITDA) typically arising from private equity sponsor led acquisitions of the businesses concerned.

‘Liquidity Coverage Ratio (LCR)’ The ratio of the stock of high quality liquid assets to expected net cash outflows over the next 30 days. High-quality liquid assets should be unencumbered, liquid in markets during a time of stress and, ideally, be central bank eligible. These include, for example, cash and claims on central governments and central banks. The Basel 3 rules require this ratio to be at least 100% and it is expected to apply from 2015.

‘Liquidity Pool’ The Group liquidity pool comprises cash at central banks and highly liquid collateral specifically held by the Group as a contingency to enable the bank to meet cash outflows in the event of stressed market conditions.

‘Liquidity risk appetite (LRA)’ The level of liquidity risk that the Group chooses to take in pursuit of its business objectives and in meeting its regulatory obligations.

‘Loan impairment’ Charges on loans and advances to customers and banks and in respect of undrawn facilities and guarantees.

‘Loan loss rate’ Is quoted in basis points and represents total annualised loan impairment divided by gross loans and advances to customers and banks held at amortised cost at the balance sheet date.

‘Loan to deposit ratio’ The ratio of loans and advances to customer accounts. This excludes particular liabilities issued by the retail businesses that have characteristics comparable to retail deposits (for example structured Certificates of Deposit and retail bonds), which are included within debt securities in issue.

‘Loan to value (LTV) ratio’ Expresses the amount borrowed against an asset (i.e. a mortgage) as a percentage of the appraised value of the asset. The ratios are used in determining

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the appropriate level of risk for the loan and are generally reported as an average for new mortgages or an entire portfolio.

‘London Interbank Offered Rate (LIBOR)’ A benchmark interest rate at which banks can borrow funds from other banks in the London interbank market.

‘Long-term refinancing operation (LTRO)’ The European Central Bank’s 3 year long term bank refinancing operation.

‘Loss Given Default (LGD)’ The fraction of Exposure at Default (EAD) (defined above) that will not be recovered following default. LGD comprises the actual loss (the part that is not expected to be recovered), together with the economic costs associated with the recovery process.

‘Marked to market (MTM) LTV ratio’ The loan amount as a percentage of the current value of the asset used to secure the loan.

‘Market risk’ The risk of the Group suffering financial loss due to changes in market prices. In the context of Risk Weighted Assets by Risk, it is the component of risk weighted assets that represents the risk of loss resulting from fluctuations in the market value of positions held in equities, commodities, currencies, derivatives and interest rates.

‘Matchbook/ Matched book’ The borrowing of funds under a repurchase agreement at one rate and simultaneous lending of funds under a reverse repurchase agreement at a higher rate, for the purpose of earning a spread.

‘Material holdings’ In the context of Capital Resources, a deduction from Tier 1 capital and Tier 2 capital representing a regulated entity’s investment in either (i) the capital of a credit or a financial institution that exceeds either 10% of the share capital of that credit or financial institution or 10% of the total capital of the regulated entity itself or (ii) an insurance entity where the regulated entity owns more than 20% of the capital in the insurance entity or exercises significant influence.

‘Medium Term Notes (MTNs)’ Corporate notes, continuously offered by a company to investors through a dealer. Investors can choose from differing maturities, ranging from 9 months to 30 years.

‘Modelled’ In the context of risk weighted assets, market risk calculated using value at risk models laid down by the FSA (BIPRU).

‘Modelled – charges add-on and non VaR’ In the context of risk weighted assets, any additional Market Risk not captured within Modelled VaR, including Incremental Risk charges and Correlation Risk.

‘Money market funds’ Investment funds typically invested in short-term debt securities.

‘Monoline protection’ Protection against credit losses provided by a monoline insurer - an entity which specialises in providing credit protection to the holders of debt instruments in the event of default by a debt security counterparty. This protection is typically held in the form of derivatives such as Credit Default Swaps (CDS) referencing the underlying exposures held.

‘Moody’s’ A credit rating agency.

‘Mortgage Backed Securities (MBS)’ Securities that represent interests in a group of mortgages. Investors in these securities

have the right to cash received from future mortgage payments (interest and/or principal).

‘Net asset value per share’ Computed by dividing shareholders’ equity excluding non-controlling interests by the number of issued ordinary shares.

‘Net interest income’ The difference between interest received on assets and interest paid on liabilities.

‘Net interest income on customer assets’ Represents interest received from customers less interest expense for funding those assets at the relevant internal funding rate.

‘Net interest margin’ Annualised net interest income divided by the sum of the average assets and average liabilities for those businesses.

‘Net investment income’ Changes in the fair value of financial instruments designated at fair value, dividend income and the net result on disposal of available for sale assets.

‘Net Stable Funding Ratio (NSFR)’ The ratio of available stable funding to required stable funding over a one year time horizon, assuming a stressed scenario. The ratio is required to be over 100% with effect from 2015. Available stable funding would include such items as equity capital, preferred stock with a maturity of over 1 year, or liabilities with a maturity of over 1 year. The required amount of stable funding is calculated as the sum of the value of the assets held and funded by the institution, multiplied by a specific Required Stable Funding (RSF) factor assigned to each particular asset type, added to the amount of potential liquidity exposure multiplied by its associated RSF factor.

‘Net tangible asset value per share’ Computed by dividing shareholders’ equity, excluding non-controlling interests, less goodwill and intangible assets, by the number of issued ordinary shares.

‘Net trading income’ Gains and losses arising from trading positions which are held at fair value, in respect of both market-making and customer business, together with interest, dividends and funding costs relating to trading activities.

‘Non-asset backed debt instruments’ Debt instruments not backed by collateral, including government bonds; US agency bonds; corporate bonds; commercial paper; certificates of deposit; convertible bonds; corporate bonds and issued notes.

‘Non-customer generated margin’ Non customer income (mainly the impact of the product structural hedge and the equity structural hedge) as a percentage of the sum of average customer assets and liabilities.

‘Non-customer net interest income’ Principally comprises the impact of product and equity structural hedges, as well as certain other net interest income received on government bonds and other debt securities held for the purposes of interest rate hedging and liquidity for local banking activities.

‘Non-model method (NMM)’ In the context of Risk Weighted Assets, Counterparty credit risk, Risk Weighted Assets where the exposure amount has been derived through the use of FSA (BIPRU) norms, as opposed to an internal model.

‘Non-performance costs’ Costs other than performance costs.

‘Notch’ A single unit of measurement in a credit rating scale.

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‘Operational risk’ The risk of loss resulting from inadequate or failed internal processes, people and systems or from external events, including legal risk. In the context of Risk Weighted Assets, it is the component of risk weighted assets that represents the risk of loss resulting from inadequate or failed internal processes, people and systems or from external events, including legal risk.

‘Operational risk charge’ The capital set aside to cover potential losses from operational risk events over a one year time horizon to a 99.90% confidence.

‘Over the counter derivatives (OTC)’ Derivative contracts that are traded (and privately negotiated) directly between two parties. They offer flexibility because, unlike standardised exchange-traded products, they can be tailored to fit specific needs.

‘Own credit’ The effect of changes in the Group’s own credit standing on the fair value of financial liabilities.

‘Payment Protection Insurance (PPI) redress’ Provision for the settlement of PPI mis-selling claims and related claims management costs.

‘PCRL Coverage ratio’ Impairment allowances as a percentage of total CRL (Credit Risk Loan) and PPL (Potential Problem Loan) balances. See ‘Credit Risk Loans (CRLs)’ and ‘Potential Problem Loans (PPLs)’.

‘Performance awards’ Annual performance incentives (including deferred incentives), long-term incentive awards and commission payments. A detailed description of the Group’s incentive plans is provided in the Directors’ Remuneration Report.

‘Performance costs’ The accounting charge recognised in the period for performance awards. For deferred incentives and long-term incentives, the accounting charge is spread over the relevant periods in which the employee delivers service.

‘Potential Credit Risk Loans (PCRLs)’ Comprise the outstanding balances to Potential Problem Loans (defined below) and the three categories of Credit Risk Loans (defined above).

‘Potential Problem Loans (PPLs)’ Loans where serious doubt exists as to the ability of the borrowers to continue to comply with repayment terms in the near future.

‘Prime’ Loans of a higher credit quality and would be expected to satisfy the criteria for inclusion into Government programmes.

‘Prime Services’ Involves financing of fixed income and equity positions using Repo and Stock Lending facilities. The Prime Services business also provides brokerage facilitation services for Hedge Fund clients offering execution and clearance facilities for a variety of asset classes.

‘Principal’ The amount borrowed, or the part of the amount borrowed which remains unpaid (excluding interest).

‘Principal Investments’ Private equity investments.

‘Private equity investments’ Equity securities in operating companies not quoted on a public exchange. Investment in private equity often involves the investment of capital in private companies or the acquisition of a public company that results in the delisting of public equity. Capital for private equity investment is raised by retail or institutional investors and used

to fund investment strategies such as leveraged buyouts, venture capital, growth capital, distressed investments and mezzanine capital.

‘Private-label securitisation’ Residential mortgage backed security transactions sold or guaranteed by entities that are not sponsored or owned by the government.

‘Privately placed senior unsecured notes’ Unsecured medium term notes issued directly to the counterparty.

‘Probability of default (PD)’ The likelihood that a loan will not be repaid and will fall into default. PD may be calculated for each client who has a loan (normally applicable to wholesale customers/clients) or for a portfolio of clients with similar attributes (normally applicable to retail customers). To calculate PD, Barclays assesses the credit quality of borrowers and other counterparties and assigns them an internal risk rating. Multiple rating methodologies may be used to inform the rating decision on individual large credits, such as internal and external models, rating agency ratings, and for wholesale assets market information such as credit spreads. For smaller credits, a single source may suffice such as the result from an internal rating model.

‘Product structural hedge’ An interest rate hedge that converts short term interest margin volatility on product balances (such as non-interest bearing current accounts and managed rate deposits) into a more stable medium term rate and which is built on a monthly basis to achieve a targeted maturity profile.

‘Public benchmark’ Unsecured medium term notes issued in public syndicated transactions.

‘Recoveries Impairment Coverage Ratio’ Impairment allowance held against recoveries balances expressed as a percentage of balance in recoveries.

‘Recoveries proportion of outstanding balances’ Represents the amount of recoveries (gross month-end customer balances of all accounts that have charged-off) as at the period end compared to total outstanding balances. The size of the recoveries book would ultimately have an impact on the overall impairment requirement on the portfolio. Balances in recoveries will decrease if: assets are written-off; amounts are collected; assets are sold to a third party (i.e. debt sale).

‘Redenomination risk’ The risk of financial loss to the Group should one or more countries exit from the Euro, potentially leading to the devaluation of local balance sheet assets and liabilities.

‘Regulatory capital’ The amount of capital that a bank holds to satisfy regulatory requirements.

‘Repurchase agreement (repo)/reverse repurchase agreement (reverse repo)’ Arrangements that allow counterparties to use financial securities as collateral for an interest bearing cash loan. The borrower agrees to sell a security to the lender subject to a commitment to repurchase the asset at a specified price on a given date. For the party selling the security (and agreeing to repurchase it in the future) it is a repurchase agreement or repo; for the counterparty to the transaction (buying the security and agreeing to sell in the future) it is a reverse repurchase agreement or reverse repo.

‘Reserve Capital Instruments (RCIs)’ Hybrid issued capital securities which may be debt or equity accounted, depending on the terms. Under FSA rules, they qualify as other Tier 1 capital.

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‘Residential Mortgage-Backed Securities (RMBS)’ Securities that represent interests in a group of residential mortgages. Investors in these securities have the right to cash received from future mortgage payments (interest and/or principal).

‘Restructured loans’ Comprises loans where, for economic or legal reasons related to the debtor’s financial difficulties, a concession has been granted to the debtor that would not otherwise be considered. Where the concession results in the expected cash flows discounted at the original effective interest rate being less than the loan’s carrying value, an impairment allowance will be raised.

‘Retail and Business Banking (RBB)’ UK Retail and Business Banking, Europe Retail and Business Banking, Africa Retail and Business Banking and Barclaycard.

‘Retail Loans’ Loans to individuals or small and medium enterprises rather than to financial institutions and larger businesses. It includes both secured and unsecured loans such as mortgages and credit card balances, as well as loans to certain smaller business customers, typically with exposures up to £3m or with a turnover up to £5m.

‘Return on average equity’ Calculated as profit after tax and non-controlling interests for the period, divided by average allocated equity for the period. Average allocated equity is calculated as 10% of average risk weighted assets, adjusted for capital deductions, including goodwill and intangible assets.

‘Return on average risk weighted assets’ Calculated as profit after tax for the period divided by average risk weighted assets for the period.

‘Return on average shareholders’ equity’ Calculated as profit for the period attributable to equity holders of the parent divided by average shareholders’ equity for the period, excluding non-controlling interests.

‘Return on average tangible equity’ Calculated as profit after tax and noncontrolling interests for the period, divided by average allocated tangible equity for the period. Average allocated tangible equity is calculated as 10% of average risk weighted assets, adjusted for capital deductions, excluding goodwill and intangible assets.

‘Return on average tangible shareholders’ equity’ Calculated as profit for the period attributable to equity holders of the parent divided by average shareholders’ equity for the period, excluding non-controlling interests, goodwill and intangible assets.

‘Risk asset ratio’ A measure of the risk attached to the assets of a business using definitions of capital and risk weightings established in accordance with the Basel Capital Accord as implemented by the FSA.

‘Risk weighted assets (RWAs)’ A measure of a bank’s assets adjusted for their associated risks. Risk weightings are established in accordance with the Basel Capital Accord as implemented by the FSA.

‘Second Lien’ Debt that is issued against the same collateral as higher lien debt but that is subordinate to it. In the case of default, compensation for this debt will only be received after the first lien has been repaid and thus represents a riskier investment than the first lien.

‘Securities lending arrangements’ Arrangements whereby securities are legally transferred to a third party subject to an agreement to return them at a future date. The counterparty

generally provides collateral against non performance in the form of cash or other assets.

‘Securitisation’ Typically, a process by which debt instruments such as mortgage loans or credit card balances are aggregated into a pool, which is used to back new securities. A company sells assets to a special purpose vehicle (SPV) which then issues securities backed by the assets. This allows the credit quality of the assets to be separated from the credit rating of the original borrower and transfers risk to external investors.

‘Securitisation positions’ In the context of Capital Resources, a deduction from Core Tier 1 and Qualifying Tier 2 capital in respect of the Group’s exposure to securitisation assets, such as RMBS. A ‘securitisation’ in this context means a transaction or scheme, whereby the credit risk associated with an exposure or pool of exposures is tranched and has the following characteristics: (a) payments in the transaction or scheme are dependent upon the performance of the exposure or pool of exposures; and (b) the subordination of tranches determines the distribution of losses during the ongoing life of the transaction or scheme.

‘Securitised Products’ A business within Investment Banking that offers a range of products relating to residential mortgage backed securities, commercial mortgage backed securities and other asset backed securities, in addition to restructuring and unwinding legacy credit structures.

‘SIV-Lites’ Special Purpose Entities which invest in diversified portfolios of interest earning assets to take advantage of the spread differentials between the assets in the Structured Investment Vehicle (SIV) and the funding cost. Unlike SIVs they are not perpetual, making them more like CDOs, which have fixed maturity dates.

• ‘South Africa’ The operations of Africa RBB based in South Africa.

‘Sovereign exposure(s)’ Exposures to central governments, including holdings in government bonds and local government bonds.

‘Special Purpose Entities (SPEs)/Special Purpose Vehicles (SPVs)’ Entities created to accomplish a narrow and well defined objective. There are often specific restrictions or limits around their ongoing activities. Transactions with SPEs take a number of forms, including:

• The provision of financing to fund asset purchases, or commitments to provide finance for future purchases.

• Derivative transactions to provide investors in the SPE with a specified exposure.

• The provision of liquidity or backstop facilities which may be drawn upon if the SPE experiences future funding difficulties.

• Direct investment in the notes issued by SPEs.

‘Spread risk’ Measures the impact of changes to the swap spread, i.e. the difference between swap rates and government bond yields.

‘Standardised (STD) / standardised approach’ A method of calculating Risk Weighted Assets that relies on a mandatory framework set by the regulator to derive risk weights.

‘Standards & Poor’s’ A credit rating agency.

‘Standby facilities, credit lines and other commitments’ Agreements to lend to a customer in the future, subject to certain conditions. Such commitments are either made for a

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fixed period, or have no specific maturity but are cancellable by the lender subject to notice requirements.

‘Statutory’ Line items of income, expense, profit or loss, assets, liabilities or equity stated in accordance with the requirements of the UK Companies Act 2006, which incorporates the requirements of International Financial Reporting Standards (IFRS). See ‘Adjusted profit before tax’ for details of the adjustments made to the statutory results in arriving at the adjusted profit.

‘Stress Testing’ A process which involves identifying possible future adverse events or changes in economic conditions that could have unfavourable effects on the Group (either financial or non-financial), assessing the Group’s ability to withstand such changes, and identifying management actions to mitigate the impact.

‘Structural hedge’ An interest rate hedge which functions to reduce the impact of the volatility of short-term interest rate movements on positions that exist within the balance sheet that carry interest rates that do not reprice with market rates. See ‘Equity structural hedge’ and ‘Product structural hedge’.

‘Structured Investment Vehicles (SIVs)’ SPEs (Special Purpose Entities) which invest in diversified portfolios of interest earning assets to take advantage of the spread differentials between the assets in the SIV and the funding cost.

‘Sub-prime’ Loans to borrowers typically having weak credit histories that include payment delinquencies and potentially more severe problems such as court judgements and bankruptcies. They may also display reduced repayment capacity as measured by credit scores, high debt-to-income ratios, or other criteria indicating heightened risk of default.

‘Subordinated liabilities’ Liabilities which, in the event of insolvency or liquidation of the issuer, are subordinated to the claims of depositors and other creditors of the issuer.

‘Subordination’ The state of prioritising repayments of principal and interest on debt to a creditor lower than repayments to other creditors by the same debtor. That is, claims of a security are settled by a debtor to a creditor only after the claims of securities held by other creditors of the same debtor have been settled.

revaluation reserves. It is subject to deductions relating to the excess of expected loss over regulatory impairment allowance, securitisation positions and material holdings in financial companies.

‘Trading Book’ A regulatory classification consisting of all positions in financial instruments or commodities which Barclays deems to be held with trading intent or to be hedging other instruments in the trading book. Trading book positions attract market risk and counterparty credit risk regulatory capital requirements (or capital deduction where required).

‘UK’ Geographic segment where Barclays operates comprising the UK.

‘UK Retail and Business Banking (UK RBB)’ A leading UK high street bank providing current account and savings products and Woolwich branded mortgages. UK RBB also provides unsecured loans, protection products and general insurance as well as banking and money transmission services to small and medium enterprises.

‘Unencumbered’ Assets not used to secure liabilities or otherwise pledged.

‘Valuation weighted approach’ In the context of credit risk disclosures on secured home loans, a means of calculating marked to market LTVs derived by comparing total outstanding balance and the value of total collateral we hold against these balances.

‘Value at Risk (VaR)’ An estimate of the potential loss which might arise from market movements under normal market conditions, if the current positions were to be held unchanged for one business day, measured to a confidence level. See ‘DVaR’.

‘Wholesale loans/lending’ Lending to larger businesses, financial institutions and sovereign entities.

‘Write-off’ After a loan has been impaired and is subject to an impairment allowance, it may be concluded that there is no realistic prospect of further recovery. Write-offs of the loan and the associated impairment allowance will occur in whole or in part when, and to the extent that, the whole or part of a debt is considered irrecoverable.

‘Tangible equity’ Equity adjusted for the deduction of intangible assets and goodwill.

‘Term premium’ Additional interest required by investors to hold assets with a longer period to maturity.

‘The Bank’ Barclays Bank PLC.

‘Tier 1 capital’ A measure of a bank’s financial strength defined by the FSA. It captures Core Tier 1 capital plus other Tier 1 securities in issue, but is subject to a deduction in respect of material holdings in financial companies.

‘Tier 1 capital ratio’ The ratio expresses Tier 1 capital as a percentage of risk weighted assets.

‘Tier 1 notes / Tier One Notes (TONS)’ Hybrid issued capital securities which are accounted for as liabilities. Under FSA rules, they qualify as other Tier 1 capital.

‘Tier 2 capital’ Includes qualifying subordinated debt and other Tier 2 securities in issue, eligible collective impairment allowances, unrealised available for sale equity gains and

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Index

Africa Retail and Business Banking	15	Margins and balances	37
Administration and general expenses	82	Market risk	80
Balance sheet	8	Net interest income	82
Balance sheet leverage	44	Non-controlling interests	83
Barclaycard	17	Other reserves	89
Basis of preparation	81	Performance highlights	1
Capital ratios	40	Potential credit risk loans	59
Capital resources	40	Principal risks	39
Cash flow statement	10	Provisions	87
Competition and regulatory matters	94	Related party transactions	96
Contingent liabilities and commitments	90	Remuneration	33
Corporate Banking	22	Results by quarter	5
Credit impairment charges and other credit provisions	55	Results timetable	98
Credit market exposures	79	Retail credit risk	58
Credit risk	53	Retail forbearance programmes	63
Derivative financial instruments	84	Retirement benefits	89
Dividends on ordinary shares	83	Risk weighted assets	42
Earnings per share	83	Segmental reporting	97
Europe Retail and Business Banking	13	Share capital	89
Financial instruments held at fair value	85	Share price data	98
Funding and liquidity	3,45	Statement of profit or loss and other comprehensive income	7
Glossary	99	Statement of changes in equity	9
Goodwill and intangible assets	86	Subordinated liabilities	86
Group exposure to Eurozone Countries	69	Taxation	82
Head Office and Other Operations	28	Tier 1 capital ratio	40
Income statement	6	Total assets	53
Investment Bank	19	UK Retail and Business Banking	11
Legal proceedings	91	Wealth and Investment Management	26
Liquidity pool	46	Wholesale credit risk	65
Loans and advances to customers and banks	54	Wholesale forbearance	68

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Exhibit 99.2

Unaudited consolidated summary financial statements of Barclays Bank PLC as of, and for the year ended, 31 December 2012

Barclays Bank PLC is a wholly owned subsidiary of Barclays PLC, which is the Group’s ultimate parent company. The consolidated financial statements of Barclays Bank PLC and Barclays PLC are materially the same, with the key differences being that, in accordance with IFRS:

• Preference shares issued by Barclays Bank PLC are included within share capital and share premium in Barclays Bank PLC but represent non-controlling interests in Barclays PLC.

• Certain issuances of capital notes by Barclays Bank PLC are included within other shareholders’ equity in Barclays Bank PLC, but represent non-controlling interests in Barclays PLC.

• The carrying value of Contingent Capital Notes (CCNs) is higher in the balance sheet of Barclays Bank PLC, which issued the notes, than it is in the Barclays PLC consolidated financial statements due to the different contractual rights and obligations of each. In the Barclays PLC consolidated financial statements, the CCNs are liabilities that are cancelled in the event that the consolidated CET 1 ratio falls below 7%. To Barclays Bank PLC, which has no ability to cancel the CCNs (which is effected by an automatic legal transfer of ownership from the holders to Barclays PLC), the coupon is higher than the market rate appropriate for a liability without the automatic transfer feature. This leads to the recognition of an initial fair value for the CCNS that is higher than par for Barclays Bank PLC. The difference between initial fair value and par is amortised over the period to the expected maturity of the notes. In its consolidated financial statements, Barclays PLC recognises the notes at par.

• Barclays PLC shares held for the purposes of employee share schemes and for trading are recognised as available for sale investments and trading portfolio assets respectively within Barclays Bank PLC. Barclays PLC deducts treasury shares from shareholders equity.

More extensive disclosures are contained in the Barclays PLC Results Announcement (included as Exhibit 99.1 to this Form 6-K) for the year ended 31 December 2012, including risk exposures and business performance, which are materially the same as those for Barclays Bank PLC.

Accounting Policies

The Group has continued to apply the accounting policies used for the 2011 Annual Report.

A number of amendments to IFRS have been issued that are required to be applied from 1 January 2012. These amendments have not resulted in any changes to the Group’s accounting policies.

Going Concern

The Group’s business activities and financial position, the factors likely to affect its future development and performance, and its objectives and policies in managing the financial risks to which it is exposed and its capital are discussed in the Results by Business, Performance Management, Risk Management and Capital sections of the Barclays PLC Results Announcement.

The Directors confirm that they are satisfied that the Group has adequate resources to continue in business for the foreseeable future. For this reason, they continue to adopt the ‘going concern’ basis for preparing accounts.

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Condensed Consolidated Income Statement

Condensed Consolidated Income Statement	Condensed Consolidated Income Statement
Year Ended Year Ended Continuing Operations 31.12.12 31.12.11 Notes £m £m
Net interest income Net fee and commission income Net trading income Net investment income Net premiums from insurance contracts Net gain on disposal of investment in BlackRock, Inc. Other income	11,635 12,196 8,582 8,622 3,028 7,738 663 2,322 896 1,076 227 - 108 1,169
Total income 25,139 33,123 Net claims and benefits incurred on insurance contracts (600) (741)
Total income net of insurance claims Credit impairment charges and other provisions Impairment of investment in BlackRock,Inc.	24,539 32,382 (3,596) (3,802) - (1,800)
Net operating income 20,943 26,780
Staff costs Administration and general expenses Depreciation of property, plant and equipment Amortisation of intangible assets UK Bank Levy Goodwill impairment Provision for PPI redress Provision for interest rate hedging products redress	(10,447) (11,407) (6,638) (6,351) (669) (673) (435) (419) (345) (325) - (597) (1,600) (1,000) (850) -
Operating expenses (20,984) (20,772) Profit/(loss)on disposals of undertakings and share of results of associates andjoint ventures 140 (34)
Profit before tax Tax	99 5,974 (483) (1,928)
(Loss)/Profit after tax (384) 4,046 Attributable to:
Equity holders of the parent Non-controllinginterest 1	(723) 3,616 339 430
(Loss)/Profit after tax	(384) 4,046

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Condensed Consolidated Statement of Comprehensive Income

		Year Ended	Year Ended
	Continuing Operations	31.12.12	31.12.11
		£m	£m
	(Loss)/Profit after tax	(384)	4,046
	Other Comprehensive Income that may be recycled toprofit or loss:
	Currency translation differences	(1,578)	(1,607)
Available for sale investments		700	1,212
	Cash flow hedges	662	1,263
	Other	95	(74)
	Other comprehensive income for the year	(121)	794
	Total comprehensive income for the year	(505)	4,840
	Attributable to:
	Equity holders of the parent	(635)	5,041
Non-controllinginterests		130	(201)
Total comprehensive income for the year		(505)	4,840

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Condensed Consolidated Balance Sheet

Condensed Consolidated Balance Sheet	Condensed Consolidated Balance Sheet
Assets Notes As at 31.12.12 £m As at 31.12.11 £m
Cash and balances at central banks Items in the course of collection from other banks Trading portfolio assets Financial assets designated at fair value Derivative financial instruments Loans and advances to banks Loans and advances to customers Reverse repurchase agreements and other similar secured lending Available for sale financial investments Current and deferred tax assets Prepayments, accrued income and other assets Investments in associates and joint ventures Goodwill and intangible assets Property, plant and equipment Retirement benefit assets	86,175 106,894 1,456 1,812 145,030 152,183 46,061 36,949 469,146 538,964 40,898 46,792 425,729 431,934 176,956 153,665 75,133 69,023 3,264 3,384 4,357 4,560 570 427 7,915 7,846 5,754 7,166 2,303 1,803
Total assets 1,490,747 1,563,402 Liabilities
Deposits from banks Items in the course of collection due to other banks Customer accounts Repurchase agreements and other similar secured borrowing Trading portfolio liabilities Financial liabilities designated at fair value Derivative financial instruments Debt securities in issue Accruals, deferred income and other liabilities Current and deferred tax liabilities Subordinated liabilities Provisions Retirement benefit liabilities	77,010 91,116 1,573 969 385,796 366,045 217,342 207,292 44,794 45,887 78,280 87,997 462,468 527,798 119,581 129,736 12,232 12,580 1,336 2,092 24,422 24,870 2,766 1,529 253 321
Total liabilities 1,427,853 1,498,232 Shareholders’ Equity
Shareholders’ equity excluding non-controlling interests Non-controllinginterests 1	60,038 62,078 2,856 3,092
Total shareholders’ equity 62,894 65,170
Total liabilities and shareholders’ equity 1,490,747 1,563,402
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Condensed Consolidated Statement of Changes in Equity

Called up Share Capital and Share Premium Other Reserves Retained Earnings Total Non- controlling Interests Total Equity £m £m £m £m £m £m 1 1	Called up Share Capital and Share Premium Other Reserves Retained Earnings Total Non- controlling Interests Total Equity £m £m £m £m £m £m 1 1
Balance at 1 January 2012 14,494 3,308 44,276 62,078 3,092 65,170 (Loss)/Profit after tax - - (723) (723) 339 (384) Other comprehensive income net of tax: Currency translation movements - (1,319) - (1,319) (259) (1,578) Available for sale investments - 656 - 656 44 700 Cash flow hedges - 657 - 657 5 662 Other - 1 93 94 1 95	65,170
	(384)
	(1,578)
	700
	662
	95
Total comprehensive income for the year - (5) (630) (635) 130 Equity settled share schemes - - 717 717 - Vesting of Barclays PLC shares under share-based payment schemes - - (946) (946) - Dividends on ordinary shares - - (696) (696) (229) Dividends on preference shares and other shareholders’ equity - - (465) (465) - Other reserve movements - (4) (11) (15) (137) 1	(505)
	717
	(946)
	(925)
	(465)
	(152)
Balance at 31 December 2012 14,494 3,299 42,245 60,038 2,856 62,894	62,894
Balance at 1 January 2011 14,494 3,230 41,450 59,174 3,467 62,641 Profit after tax - - 3,616 3,616 430 4,046 Other comprehensive income net of tax: Currency translation movements - (1,009) - (1,009) (598) (1,607) Available for sale investments - 1,218 - 1,218 (6) 1,212 Cash flow hedges - 1,290 - 1,290 (27) 1,263 Other - 18 (92) (74) - (74)	62,641
	4,046
	(1,607)
	1,212
	1,263
	(74)
Total comprehensive income for the year - 1,517 3,524 5,041 (201) Equity settled share schemes - - 838 838 - Vesting of Barclays PLC shares under share-based payment schemes - - (499) (499) - Dividends on ordinary shares - - (643) (643) (188) Dividends on preference shares and other shareholders’ equity - - (539) (539) - Redemption of Reserve Capital Instruments - (1,415) - (1,415) - Other reserve movements - (24) 145 121 14	4,840
	838
	(499)
	(831)
	(539)
	(1,415)
	135
Balance at 31 December 2011 14,494 3,308 44,276 62,078 3,092	65,170

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1 Details of share capital and non-controlling interests are shown on page 7.

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Condensed Consolidated Cash Flow Statement

Continuing Operations Year Ended 31.12.12 £m Year Ended 31.12.11 £m	Continuing Operations Year Ended 31.12.12 £m Year Ended 31.12.11 £m
Profit before tax Adjustment for non-cash items Changes in operating assets and liabilities Corporate income taxpaid	99 5,974 12,266 7,280 (25,863) 17,300 (1,516) (1,686)
Net cash from operating activities Net cash from investing activities Net cash from financing activities Effect of exchange rates on cash and cash equivalents	(15,014) 28,868 (6,720) (1,912) (1,923) (5,750) (4,109) (2,933)
Net (decrease)/increase in cash and cash equivalents Cash and cash equivalents at beginningof theperiod	(27,766) 18,273 149,673 131,400
Cash and cash equivalents at end of the period	121,907 149,673

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Notes

1. Non-controlling Interests

	Profit Attributable to Non- controlling Interest Year Ended 31.12.12 £m Year Ended 31.12.11 £m 304 401 35 29 339 430	Equity Attributable to Non- controlling Interest
		Year Ended 31.12.12 £m Year Ended 31.12.11 £m
Absa Group Limited Other non-controllinginterests		2,737 2,861 119 231
Total		2,856 3,092

The decrease in Absa Group Limited equity attributable to non-controlling interest to £2,737m (2011: £2,861m) is principally due to £247m depreciation of African currencies against Sterling and £194m of dividends paid, offset by retained profits of £304m.

2. Dividends on Ordinary Shares

		Year Ended	Year Ended
		31.12.12	31.12.11
	Dividendspaid duringtheyear	£m	£m
	Final dividend paid during year	344	288
	Interim dividends paid during year	352	355
	Total	696	643

Ordinary dividends were paid to enable Barclays PLC to fund its dividend to shareholders.

3. Share Capital

Ordinary Shares

At 31 December 2012 the issued ordinary share capital of Barclays Bank PLC, comprised 2,342 million ordinary shares of £1 each (2011: 2,342 million).

Preference Shares

At 31 December 2012 the issued preference share capital of Barclays Bank PLC, comprised 1,000 Sterling Preference Shares of £1 each (2011: 1,000); 240,000 Euro Preference Shares of €100 each (2011: 240,000); 75,000 Sterling Preference Shares of £100 each (2011: 75,000); 100,000 US Dollar Preference Shares of US$100 each (2011: 100,000); and 237 million US Dollar Preference Shares of US$0.25 each (2011: 237 million).

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Capitalisation and Indebtedness

Exhibit 99.3

	Capitalisation and Indebtedness
The following table sets out the issued share capital of Barclays PLC and its consolidated total shareholders’ equity, indebtedness and		contingent liabilities as at
31 December 2012. The information has been prepared in accordance with the International Financial Reporting Standards (IFRS).
		As at 31 December
		2012
		(000)
Share capital of Barclays PLC
Ordinary shares - issued and fully paid shares of £0.25 each		12,242,634
Group shareholders’ equity		£m
Called up share capital		3,061
Share premium account		9,416
Other reserves		3,644
Other shareholders’ funds		-
Retained earnings		37,465
Shareholders’ equity excluding non-controlling interests		**53,586 **
Non-controllinginterests		9,371
Total shareholders’ equity		**62,957 **
Group indebtedness (1)
Subordinated liabilities		24,018
Debt securities in issue (2)		119,581
Total indebtedness		143,599
Total capitalisation and indebtedness		**206,556 **
Group contingent liabilities
Securities lending arrangements		-
Guarantees and letters of credit pledged as collateral security		15,855
Performanceguarantees,acceptances and endorsements		6,406
Total contingent liabilities		**22,261 **
Documentary credits and other short-term trade related transactions		**1,027 **
Standby facilities, credit lines and other commitments		**247,816 **

1. “Group indebtedness” includes interest accrued as at 31 December 2012 in accordance with International Financial Reporting Standards. 2. In addition to this there were £58,169 million of debt securities in issue accounted for on a fair value basis as at 31 December 2012.

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Capitalisation and Indebtedness

Exhibit 99.4

	Capitalisation and Indebtedness
The following table sets out the issued share capital of Barclays Bank PLC and its consolidated total shareholders’ equity, indebtedness and contingent liabilities
as at 31 December 2012. The information has been prepared in accordance with International Financial Reporting Standards (IFRS).
		As at 31
		December
		2012
Share capital of Barclays Bank PLC		(000)
Ordinary shares - issued and fully paid shares of £1 each		2,342,559
Preference shares - issued and fully paid shares of £100 each		75
Preference shares - issued and fully paid shares of £1 each		1
Preference shares - issued and fully paid shares of U.S.$100 each		100
Preference shares - issued and fully paid shares of U.S.$0.25	each	237,000
Preference shares - issued and fully paid shares of€100 each		240
Group shareholders’ equity		£m
Called up share capital		2,402
Share premium account		12,092
Other reserves		2,653
Other shareholders’ funds		646
Retained earnings		42,245
Shareholders’ equity excluding non-controlling interests		**60,038 **
Non-controllinginterests		2,856
Total shareholders’ equity		**62,894 **
Group indebtedness (1)
Subordinated liabilities		24,422
Debt securities in issue (2)		119,581
Total indebtedness
		144,003
Total capitalisation and indebtedness		**206,897 **
Group contingent liabilities
Securities lending arrangements		-
Guarantees and letters of credit pledged as collateral security		15,855
Performanceguarantees,acceptances and endorsements		6,406
Total contingent liabilities		22,261
Documentary credits and other short-term trade related transactions		1,027
Standby facilities, credit lines and other commitments		247,816

1. “Group indebtedness” includes interest accrued as at 31 December 2012 in accordance with International Financial Reporting Standards. 2. In addition to this there were £58,169 million of debt securities in issue accounted for on a fair value basis as at 31 December 2012.

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