Company: BCS
Filing Date: 2025-07-29
Form Type: 6-K
Source: 0001654954-25-008608
Chunk: 34

Company: BARCLAYS PLC
Filing Date: 2025-07-29
Form: 6-K
Chunk 34
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 during the year to         
 provide for the elevated US macroeconomic uncertainty and reported 
 in Stage 2.                                                        |

#### Market Risk

#### Analysis of management value at risk (VaR)
The table below shows the total management VaR on a diversified basis by asset class. Total management VaR includes all trading positions in Barclays Group and it is calculated with a one-day holding period. VaR limits are applied to total management VaR and by asset class. Additionally, the market risk management function applies VaR sub-limits to material businesses and trading desks.

#### Management VaR (95%) by asset class
|                         | Half year ended 30.06.25 |      |     |     | Half year ended 31.12.24 |      |     |     | Half year ended 30.06.24 |      |     |
|:------------------------|-------------------------:|-----:|----:|:----|-------------------------:|-----:|----:|:----|-------------------------:|-----:|----:|
|                         |                  Average | High | Low |     |                  Average | High | Low |     |                  Average | High | Low |
|                         |                       £m |   £m |  £m |     |                       £m |   £m |  £m |     |                       £m |   £m |  £m |
| Credit risk             |                       16 |   20 |  13 |     |                       20 |   24 |  17 |     |                       22 |   27 |  19 |
| Interest rate risk      |                       15 |   25 |   5 |     |                       14 |   22 |   7 |     |                       16 |   25 |   9 |
| Equity risk             |                        8 |   14 |   5 |     |                        5 |   12 |   2 |     |                        6 |    9 |   4 |
| Basis risk              |                        5 |    7 |   4 |     |                        5 |    6 |   4 |     |                        6 |    8 |   4 |
| Spread risk             |                        5 |    7 |   4 |     |                        4 |    7 |   3 |     |                        5 |    7 |   4 |
| Foreign