Company: BCS
Filing Date: 2025-07-29
Form Type: 6-K
Source: 0001654954-25-008608
Chunk: 52

Company: BARCLAYS PLC
Filing Date: 2025-07-29
Form: 6-K
Chunk 52
---
 -74 |            7 | —                          |          -67 |                        1 |  47 | —                          |    48 |
| Financial assets at fair value through other comprehensive 
 income                                                     |                        1 |           28 | —                          |           29 |                        1 |  11 | —                          |    12 |
| Investment property                                        |                        — |            — | —                          |            — |                        — |   — | —                          |     — |
| Trading portfolio liabilities                              |                       34 |            — | —                          |           34 |                       17 |   — | —                          |    17 |
| Financial liabilities designated at fair value             |                       87 |            — | —                          |           87 |                      -29 | -10 | —                          |   -39 |
| Net derivative financial instruments                       |                      164 |            3 | —                          |          167 |                     -180 |   — | —                          |  -180 |
| Total                                                      |                      233 |           38 | —                          |          271 |                     -192 |  48 | —                          |  -144 |

| 1 | Trading income represents gains and losses on Level 3 financial     
 instruments which in the majority are offset by losses and gains on 
 financial instruments disclosed in Level 2.                         |

#### Valuation techniques and sensitivity analysis
Sensitivity analysis is performed on products with significant unobservable inputs (Level 3) to generate a range of reasonably possible alternative valuations. The sensitivity methodologies applied take account of the nature of valuation techniques used, as well as the availability and reliability of observable proxy and historical data and the impact of using alternative models.

Sensitivities are dynamically calculated on a monthly basis. The calculation is based on range or spread data of a reliable reference source or a scenario based on relevant market analysis alongside the impact of using alternative models. Sensitivities are calculated without reflecting the impact of any diversification in the portfolio.

Current period valuation and sensitivity methodologies are consistent with those described within Note 17, Fair value of financial instruments in the Barclays PLC Annual Report 2024.

| Sensitivity analysis of valuations using unobservable inputs 
 (Relates to Level 3 Portfolios)                              |                    |        |                      |        |                    |        |                      |        |
|                                                              |     As at 30.06.25 |        |                      |        |     As at 31.12.24 |