Bond Barclay PLC 9.75% ( US06744CB670 ) in USD

Issuer Barclay PLC
Market price 100 %  ▲ 
Country  United Kingdom
ISIN code  US06744CB670 ( in USD )
Interest rate 9.75% per year ( payment 2 times a year)
Maturity 12/10/2022 - Bond has expired



Prospectus brochure of the bond Barclays PLC US06744CB670 in USD 9.75%, expired


Minimal amount 1 000 USD
Total amount 963 000 USD
Cusip 06744CB67
Standard & Poor's ( S&P ) rating N/A
Moody's rating N/A
Detailed description Barclays PLC is a British multinational banking and financial services corporation headquartered in London, offering a wide range of services including personal and corporate banking, investment banking, and wealth management.

This article provides an overview of a specific fixed income instrument issued by Barclays PLC, a prominent British universal bank headquartered in London, England, which operates a diversified global financial services business encompassing consumer banking, corporate and investment banking, wealth management, and investment management. The bond, identified by ISIN US06744CB670 and CUSIP 06744CB67, originated from the United Kingdom and was denominated in US Dollars (USD). This particular debt security offered a robust annual interest rate of 9.75%, with interest payments distributed semi-annually, corresponding to a payment frequency of two times per year. The total aggregate principal amount of this issuance was $963,000, designed with a minimum purchase size of $1,000 per unit. Crucially, this bond successfully reached its scheduled maturity date on October 12, 2022. Following its maturity, the instrument was fully redeemed at 100% of its principal value, ensuring that investors received their full principal repayment as stipulated by the bond's terms, marking the complete and successful conclusion of its investment cycle.







424B2 1 a17-22984_12424b2.htm 424B2 - 5YNC1Y CALLABLE WO SPX-RTY-XOP (LN51) [BARC-
AMERICAS.FID914388]

CALCULATION OF REGISTRATION FEE



Title of Each Class of Securities Offered
Maximum Aggregate Offering Price
Amount of Registration Fee(1)






Global Medium-Term Notes, Series A
$963,000
$119.89

(1) Calculated in accordance with Rule 457(r) of the Securities Act of 1933.



Pricing Supplement dated October 6, 2017

Filed Pursuant to Rule 424(b)(2)
(To the Prospectus dated July 18, 2016, the Prospectus Supplement dated July 18, 2016, and the Index Supplement dated July 18, 2016)
Registration No. 333-212571

$ 9 6 3 ,0 0 0
Ca lla ble Cont inge nt Coupon N ot e s due Oc t obe r 1 2 , 2 0 2 2
Link e d t o t he Le a st Pe rform ing Re fe re nc e Asse t of t he S& P 5 0 0 ® I nde x ,
t he Russe ll 2 0 0 0 ® I nde x
a nd t he SPDR® S& P ® Oil & Ga s Ex plora t ion & Produc t ion ET F
Globa l M e dium -T e rm N ot e s, Se rie s A

Terms used in this pricing supplement, but not defined herein, shall have the meanings ascribed to them in the prospectus supplement.


Issuer:
Barclays Bank PLC

Denominations:
Minimum denomination of $1,000, and integral multiples of $1,000 in excess thereof

Initial Valuation Date:
October 6, 2017

Issue Date:
October 12, 2017

Final Valuation Date:*
October 6, 2022

Maturity Date:*
October 12, 2022

Reference Assets:
The S&P 500® Index (the "S&P 500 Index"), the Russell 2000® Index (the "Russell 2000 Index") and the SPDR® S&P® Oil & Gas
Exploration & Production ETF (the "Oil & Gas ETF"), as noted in the following table:
















Reference Asset
Bloomberg Ticker
Initial Level
Barrier Level
Coupon Barrier Level




S&P 500 Index
SPX <Index>
2,549.33
1,402.13
1,657.06




Russell 2000 Index
RTY<Index>
1,510.22
830.62
981.64




Oil & Gas ETF
XOP UP <Equity>
$33.58
$18.47
$21.83





The S&P 500 Index and the Russell 2000 Index are each referred to as an "Index" and collectively as the "Indices". Each of the Indices
and the Oil & Gas ETF are each referred to as a "Reference Asset" and collectively as the "Reference Assets"

Early Redemption at the
We may redeem your Notes (in whole but not in part) at our sole discretion without your consent at the Redemption Price set forth below
Option of the Issuer
on any Contingent Coupon Payment Date, beginning with the Contingent Coupon Payment Date following the fourth Observation Date,
provided that we give at least five business days' prior written notice to the trustee. If we exercise our redemption option, the Contingent
Coupon Payment Date on which we exercise such option will be referred to as the "Early Redemption Date".

Payment at Maturity:
If you hold your Notes to maturity, and if your Notes are not early redeemed by us prior to maturity, you will receive on the Maturity
Date (in each case, in addition to any Contingent Coupon that may be payable on such date) a cash payment per $1,000 principal amount
Note that you hold determined as follows:
If the Final Level of the Least Performing Reference Asset is equal to or greater than its Barrier Level, you will receive a
payment of $1,000 per $1,000 principal amount Note
If the Final Level of the Least Performing Reference Asset is less than its Barrier Level, you will receive an amount per
$1,000 principal amount Note calculated as follows:
$1,000 + [$1,000 x Reference Asset Return of Least Performing Reference Asset]
If your Notes are not redeemed by us prior to maturity, and if the Final Level of the Least Performing Reference Asset is less than its
Barrier Level, your Notes will be fully exposed to the negative performance of the Least Performing Reference Asset. You may lose up
to 100% of the principal amount of your Notes.
Any payment on the Notes, including any Contingent Coupons and any payment upon early redemption or at maturity, is not
guaranteed by any third party and is subject to both the creditworthiness of the Issuer and to the exercise of any U.K. Bail-in Power
by the relevant U.K. resolution authority. If Barclays Bank PLC were to default on its payment obligations or become subject to the
exercise of any U.K. Bail-in Power (or any other resolution measure) by the relevant U.K. resolution authority, you might not receive
any amounts owed to you under the Notes. See "Consent to U.K. Bail-in Power" and "Selected Risk Considerations" in this pricing
supplement and "Risk Factors" in the accompanying prospectus supplement for more information.

Consent to U.K. Bail-in
Notwithstanding any other agreements, arrangements or understandings between Barclays Bank PLC and any holder of the Notes, by
https://www.sec.gov/Archives/edgar/data/312070/000110465917061783/a17-22984_12424b2.htm[10/11/2017 3:34:07 PM]


Power:
acquiring the Notes, each holder of the Notes acknowledges, accepts, agrees to be bound by, and consents to the exercise of, any U.K.
Bail-in Power by the relevant U.K. resolution authority. See "Consent to U.K. Bail-in Power" on page PS-1 of this pricing supplement.

[Terms of the Notes Continue on the Next Page]

Initial Issue Price(1)(2)
Price to Public
Agent's Commission(3)
Proceeds to Barclays Bank PLC









Per Note
$1,000
100%
0.70%
99.30%




Total
$963,000
$963,000
$6,356
$956,644

(1) Because dealers who purchase the Notes for sale to certain fee-based advisory accounts may forego some or all selling concessions, fees or commissions, the public
offering price for investors purchasing the Notes in such fee-based advisory accounts may be between $993.00 and $1,000 per Note. Investors that hold their Notes
in fee-based advisory or trust accounts may be charged fees by the investment advisor or manager of such account based on the amount of assets held in those
accounts, including the Notes.

(2) Our estimated value of the Notes on the Initial Valuation Date, based on our internal pricing models, is $969.30 per Note. The estimated value is less than the initial
issue price of the Notes. See "Additional Information Regarding Our Estimated Value of the Notes" on page PS-2 of this pricing supplement.

(3) Barclays Capital Inc. will receive commissions from the Issuer of up to 0.70% of the principal amount of the Notes, or up to $7.00 per $1,000 principal amount.
Barclays Capital Inc. will use these commissions to pay variable selling concessions or fees (including custodial or clearing fees) to other dealers. The per Note
agent's commission and proceeds to Issuer shown above is the minimum amount of proceeds that the Issuer receives per Note, assuming the maximum Agent's
commission of 0.70%. The total agent's commission and total proceeds to issuer shown above give effect to the actual amount of the variable Agent's commission.

Investing in the Notes involves a number of risks. See "Risk Factors" beginning on page S-7 of the prospectus supplement and "Selected Risk Considerations"
beginning on page PS-7 of this pricing supplement.

We may use this pricing supplement in the initial sale of Notes. In addition, Barclays Capital Inc. or another of our affiliates may use this pricing supplement in
market resale transactions in any Notes after their initial sale. Unless we or our agent informs you otherwise in the confirmation of sale, this pricing supplement
is being used in a market resale transaction.

The Notes will not be listed on any U.S. securities exchange or quotation system. Neither the Securities and Exchange Commission nor any state securities
commission has approved or disapproved of these securities or determined that this pricing supplement is truthful or complete. Any representation to the
contrary is a criminal offense.

The Notes constitute our direct, unconditional, unsecured and unsubordinated obligations and are not deposit liabilities of either Barclays PLC or Barclays Bank PLC
and are not covered by the U.K. Financial Services Compensation Scheme or insured or guaranteed by the U.S. Federal Deposit Insurance Corporation or any other
governmental agency of the United States, the United Kingdom or any other jurisdiction.


Terms of the Notes, Continued


Contingent Coupon:
$24.375 per $1,000 principal amount Note, which is 2.4375% of the principal amount per Note (9.75% per annum)

If the Closing Level of each Reference Asset on any Observation Date is equal to or greater than its respective Coupon Barrier Level, you
will receive a Contingent Coupon on the related Contingent Coupon Payment Date. If the Closing Level of any Reference Asset on any
Observation Date is less than its Coupon Barrier Level, you will not receive a Contingent Coupon on the related Contingent Coupon
Payment Date.

Observation Dates:*
The 6th of each January, April, July and October during the term of the Notes, beginning in January 2018 and ending on and including the
Final Valuation Date

Contingent Coupon Payment
With respect to any Observation Date, the fifth business day after such Observation Date, provided that the Contingent Coupon Payment
Dates:*
Date with respect to the Final Valuation Date will be the Maturity Date

Redemption Price:
$1,000 per $1,000 principal amount Note that you hold, together with any Contingent Coupon that may be payable on the applicable
Early Redemption Date

Closing Level:
With respect to a Reference Asset, on any date, the official closing level or price per share, as applicable, of that Reference Asset
published at the regular weekday close of trading on that date as displayed on the applicable Bloomberg Professional® service page noted
above or any successor page on Bloomberg Professional® service or any successor service, as applicable, rounded to two decimal places
(if applicable)

Coupon Barrier Level:
With respect to a Reference Asset, 65.00% of its Initial Level (rounded to two decimal places), as set forth in the table above

Barrier Level:
With respect to a Reference Asset, 55.00% of its Initial Level (rounded to two decimal places), as set forth in the table above

Least Performing Reference
The Reference Asset with the lowest Reference Asset Return, as calculated in the manner set forth below
Asset:

Reference Asset Return:
With respect to a Reference Asset, an amount calculated as follows:
Final Level ­ Initial Level
Initial Level

Initial Level:
With respect to a Reference Asset, the Closing Level on the Initial Valuation Date, as set forth in the table above

Final Level:
With respect to a Reference Asset, the Closing Level on the Final Valuation Date

Calculation Agent:
Barclays Bank PLC

CUSIP/ISIN:
06744CB67 / US06744CB670

*
Subject to postponement, as described under "Additional Terms of the Notes" in this pricing supplement


https://www.sec.gov/Archives/edgar/data/312070/000110465917061783/a17-22984_12424b2.htm[10/11/2017 3:34:07 PM]




ADDITIONAL DOCUMENTS RELATED TO OFFERING OF THE NOTES

You should read this pricing supplement together with the prospectus dated July 18, 2016, as supplemented by the prospectus supplement dated
July 18, 2016 and the index supplement dated July 18, 2016 relating to our Global Medium-Term Notes, Series A, of which these Notes are a part.
This pricing supplement, together with the documents listed below, contains the terms of the Notes and supersedes all prior or contemporaneous
oral statements as well as any other written materials including preliminary or indicative pricing terms, correspondence, trade ideas, structures for
implementation, sample structures, brochures or other educational materials of ours. You should carefully consider, among other things, the
matters set forth under "Risk Factors" in the prospectus supplement and "Selected Risk Considerations" in this pricing supplement, as the Notes
involve risks not associated with conventional debt securities. We urge you to consult your investment, legal, tax, accounting and other advisors
before you invest in the Notes.

You may access these documents on the SEC website at www.sec.gov as follows (or if such address has changed, by reviewing our filings for the
relevant date on the SEC website):

·
Prospectus dated July 18, 2016:

https://www.sec.gov/Archives/edgar/data/312070/000119312516650074/d219304df3asr.htm

·
Prospectus Supplement dated July 18, 2016:

https://www.sec.gov/Archives/edgar/data/312070/000110465916132999/a16-14463_21424b3.htm

·
Index Supplement dated July 18, 2016:

https://www.sec.gov/Archives/edgar/data/312070/000110465916133002/a16-14463_22424b3.htm

Our SEC file number is 1-10257. As used in this pricing supplement, the "Company," "we," "us," or "our" refers to Barclays Bank PLC.

CONSENT TO U.K. BAIL-IN POWER

Notwithstanding any other agreements, arrangements or understandings between us and any holder of the Notes, by acquiring the Notes, each
holder of the Notes acknowledges, accepts, agrees to be bound by, and consents to the exercise of, any U.K. Bail-in Power by the relevant U.K.
resolution authority.

Under the U.K. Banking Act 2009, as amended, the relevant U.K. resolution authority may exercise a U.K. Bail-in Power in circumstances in
which the relevant U.K. resolution authority is satisfied that the resolution conditions are met. These conditions include that a U.K. bank or
investment firm is failing or is likely to fail to satisfy the Financial Services and Markets Act 2000 (the "FSMA") threshold conditions for
authorization to carry on certain regulated activities (within the meaning of section 55B FSMA) or, in the case of a U.K. banking group company
that is a European Economic Area ("EEA") or third country institution or investment firm, that the relevant EEA or third country relevant authority
is satisfied that the resolution conditions are met in the respect of that entity.

The U.K. Bail-in Power includes any write-down, conversion, transfer, modification and/or suspension power, which allows for (i) the reduction
or cancellation of all, or a portion, of the principal amount of, interest on, or any other amounts payable on, the Notes; (ii) the conversion of all, or a
portion, of the principal amount of, interest on, or any other amounts payable on, the Notes into shares or other securities or other obligations of
Barclays Bank PLC or another person (and the issue to, or conferral on, the holder of the Notes such shares, securities or obligations); and/or
(iii) the amendment or alteration of the maturity of the Notes, or amendment of the amount of interest or any other amounts due on the Notes, or the
dates on which interest or any other amounts become payable, including by suspending payment for a temporary period; which U.K. Bail-in Power
may be exercised by means of a variation of the terms of the Notes solely to give effect to the exercise by the relevant U.K. resolution authority of
such U.K. Bail-in Power. Each holder of the Notes further acknowledges and agrees that the rights of the holders of the Notes are subject to, and
will be varied, if necessary, solely to give effect to, the exercise of any U.K. Bail-in Power by the relevant U.K. resolution authority. For the
avoidance of doubt, this consent and acknowledgment is not a waiver of any rights holders of the securities may have at law if and to the extent that
any U.K. Bail-in Power is exercised by the relevant U.K. resolution authority in breach of laws applicable in England.

For more information, please see "Selected Risk Considerations--You May Lose Some or All of Your Investment If Any U.K. Bail-in
Power Is Exercised by the Relevant U.K. Resolution Authority" in this pricing supplement as well as "U.K. Bail-in Power," "Risk Factors
--Risks Relating to the Securities Generally--Regulatory action in the event a bank or investment firm in the Group is failing or likely to
fail could materially adversely affect the value of the securities" and "Risk Factors--Risks Relating to the Securities Generally--Under
the terms of the securities, you have agreed to be bound by the exercise of any U.K. Bail-in Power by the relevant U.K. resolution
authority" in the accompanying prospectus supplement.

PS-1
https://www.sec.gov/Archives/edgar/data/312070/000110465917061783/a17-22984_12424b2.htm[10/11/2017 3:34:07 PM]



ADDITIONAL INFORMATION REGARDING OUR ESTIMATED VALUE OF THE NOTES

Our internal pricing models take into account a number of variables and are based on a number of subjective assumptions, which may or may not
materialize, typically including volatility, interest rates, and our internal funding rates. Our internal funding rates (which are our internally
published borrowing rates based on variables such as market benchmarks, our appetite for borrowing, and our existing obligations coming to
maturity) may vary from the levels at which our benchmark debt securities trade in the secondary market. Our estimated value on the Initial
Valuation Date is based on our internal funding rates. Our estimated value of the Notes might be lower if such valuation were based on the levels
at which our benchmark debt securities trade in the secondary market.

Our estimated value of the Notes on the Initial Valuation Date is less than the initial issue price of the Notes. The difference between the initial
issue price of the Notes and our estimated value of the Notes results from several factors, including any sales commissions to be paid to Barclays
Capital Inc. or another affiliate of ours, any selling concessions, discounts, commissions or fees to be allowed or paid to non-affiliated
intermediaries, the estimated profit that we or any of our affiliates expect to earn in connection with structuring the Notes, the estimated cost which
we may incur in hedging our obligations under the Notes, and estimated development and other costs which we may incur in connection with the
Notes.

Our estimated value on the Initial Valuation Date is not a prediction of the price at which the Notes may trade in the secondary market, nor will it
be the price at which Barclays Capital Inc. may buy or sell the Notes in the secondary market. Subject to normal market and funding conditions,
Barclays Capital Inc. or another affiliate of ours intends to offer to purchase the Notes in the secondary market but it is not obligated to do so.

Assuming that all relevant factors remain constant after the Initial Valuation Date, the price at which Barclays Capital Inc. may initially buy or sell
the Notes in the secondary market, if any, and the value that we may initially use for customer account statements, if we provide any customer
account statements at all, may exceed our estimated value on the Initial Valuation Date for a temporary period expected to be approximately six
months after the Issue Date because, in our discretion, we may elect to effectively reimburse to investors a portion of the estimated cost of hedging
our obligations under the Notes and other costs in connection with the Notes which we will no longer expect to incur over the term of the Notes.
We made such discretionary election and determined this temporary reimbursement period on the basis of a number of factors, which may include
the tenor of the Notes and/or any agreement we may have with the distributors of the Notes. The amount of our estimated costs which we
effectively reimburse to investors in this way may not be allocated ratably throughout the reimbursement period, and we may discontinue such
reimbursement at any time or revise the duration of the reimbursement period after the initial issue date of the Notes based on changes in market
conditions and other factors that cannot be predicted.

We urge you to read the "Selected Risk Considerations" beginning on page PS-7 of this pricing supplement.

PS-2

SELECTED PURCHASE CONSIDERATIONS

The Notes are not suitable for all investors. The Notes may be a suitable investment for you if all of the following statements are true:

·
You do not seek an investment that produces fixed periodic interest or coupon payments or other non-contingent sources of current

income

·
You understand and accept that any positive return on your investment will be limited to the Contingent Coupons that you may receive on

your Notes

·
You are willing to accept the risk that you may lose some or all of the principal amount of your Notes


·
You do not anticipate that the level of any Reference Asset will fall below its Coupon Barrier Level on any Observation Date or its Barrier

Level on the Final Valuation Date

·
You understand and accept the risks that (a) you will not receive a Contingent Coupon if the Closing Level of only one Reference Asset is

less than its Coupon Barrier Level on an Observation Date and (b) you will lose some or all of your principal if the Closing Level of only
one Reference Asset is less than its Barrier on the Final Valuation Date

·
You understand and accept the risk that, if your Notes are not called prior to maturity, the payment at maturity will be based solely on the

Reference Asset Return of the Least Performing Reference Asset

·
You are willing to accept the risks associated with an investment linked to the performance of the Reference Assets


·
You are willing to accept the risk that we may, in our sole discretion, redeem the Notes prior to scheduled maturity and that you may not

be able to reinvest your money in an alternative investment with comparable risk and yield

https://www.sec.gov/Archives/edgar/data/312070/000110465917061783/a17-22984_12424b2.htm[10/11/2017 3:34:07 PM]


·
You do not seek an investment for which there will be an active secondary market and you are willing and able to hold the notes to

maturity if we do not exercise our early redemption option

·
You are willing to assume our credit risk for all payments on the Notes


·
You are willing to consent to the exercise of any U.K. Bail-in Power by any relevant U.K. resolution authority


The Notes may not be a suitable investment for you if any of the following statements are true:

·
You seek an investment that produces fixed periodic interest or coupon payments or other non-contingent sources of current income


·
You seek an investment that provides for the full repayment of principal at maturity and you are unwilling to accept the risk that you may

lose some or all of the principal amount of your Notes

·
You seek an investment the return on which is not limited to the Contingent Coupons that may be payable on the Notes


·
You anticipate that the level of at least one Reference Asset will decline during the term of the Notes such that the level of at least one

Reference Asset is less than its Coupon Barrier Level on one or more Observation Dates and/or the Final Level of at least one Reference
Asset is less than its Barrier Level

·
You are unwilling or unable to accept the risks associated with an investment linked to the performance of the Reference Assets


·
You are unwilling or unable to accept the risk that negative performance of only one Reference Asset may cause you to not receive

Contingent Coupons and/or suffer a loss of principal at maturity, regardless of the performance of the other Reference Asset

·
You are unwilling or unable to accept the risk that we may redeem the Notes prior to scheduled maturity


·
You seek an investment for which there will be an active secondary market or and/or you are unable or unwilling to hold the Notes to

maturity if we do not exercise our early redemption option

·
You are unwilling or unable to assume our credit risk for all payments on the Notes


·
You are unwilling or unable to consent to the exercise of any U.K. Bail-in Power by any relevant U.K. resolution authority


You must rely on your own evaluation of the merits of an investment in the Notes. You should reach a decision whether to invest in the Notes
after carefully considering, with your advisors, the suitability of the Notes in light of your investment objectives and the specific information set out
in this pricing supplement, the prospectus supplement, the prospectus and the index supplement. Neither the Issuer nor Barclays Capital Inc. makes
any recommendation as to the suitability of the Notes for investment.

ADDITIONAL TERMS OF THE NOTES

The scheduled Observation Dates (including the Final Valuation Date), the Contingent Coupon Payment Dates and the Maturity Date are subject to
postponement in certain circumstances, as described under "Reference Assets--Least or Best Performing Reference Asset--Scheduled Trading
Days and Market Disruption Events for Securities Linked to the Reference Asset with the Lowest or Highest Return in a Group of Two or More
Equity Securities, Exchange-Traded Funds and/or Indices of Equity Securities" and "Terms of the Notes--Payment Dates" in the accompanying
prospectus supplement.

In addition, the Reference Assets and the Notes are subject to adjustment by the Calculation Agent under certain circumstances, as described under
"Reference Assets--Indices--Adjustments Relating to Securities with an Index as a Reference Asset" and "Reference Assets--Exchange-Traded
Funds--Adjustments Relating to Securities with an Exchange-Traded Fund as a Reference Asset" in each case in the accompanying prospectus
supplement.

PS-3

HYPOTHETICAL EXAMPLES OF AMOUNTS PAYABLE ON A SINGLE CONTINGENT COUPON PAYMENT DATE

The following examples demonstrate the circumstances under which you may receive a Contingent Coupon on a hypothetical Contingent Coupon
Payment Date. The numbers appearing in these tables are purely hypothetical and are provided for illustrative purposes only. These examples do
not take into account any tax consequences from investing in the Notes and make the following key assumptions:


Hypothetical Initial Level of each Reference Asset: 100.00*


Coupon Barrier Level for each Reference Asset: 65.00 (65.00% of the hypothetical Initial Level set forth above)


* The hypothetical Initial Level of 100.00 and the hypothetical Coupon Barrier Level of 65.00 for each Reference Asset have been chosen for
illustrative purposes only. The Initial Level and Coupon Barrier Level for each Reference Asset are as set forth on the cover of this pricing
supplement.

https://www.sec.gov/Archives/edgar/data/312070/000110465917061783/a17-22984_12424b2.htm[10/11/2017 3:34:07 PM]


Example 1: The Closing Level of each Reference Asset on the relevant Observation Date is greater than its Coupon Barrier Level.

Reference Asset
Closing Level on Relevant
Observation Date
S&P 500 Index
85.00
Russell 2000 Index
90.00
Oil & Gas ETF
110.00

Because the Closing Level of each Reference Asset is greater than its respective Coupon Barrier Level, you will receive a Contingent Coupon of
$24.375, or 2.4375% of the principal amount per Note, on the related Contingent Coupon Payment Date.

Example 2: The Closing Level of two of the Reference Assets on the relevant Observation Date are greater than their respective Coupon Barrier
Levels and the Closing Level of the other Reference Asset is less than its Coupon Barrier Level.

Reference Asset
Closing Level on Relevant
Observation Date
S&P 500 Index
55.00
Russell 2000 Index
80.00
Oil & Gas ETF
135.00

Because the Closing Level of at least one Reference Asset is less than its Coupon Barrier Level, you will not receive a Contingent Coupon on the
related Contingent Coupon Payment Date.

Example 3: The Closing Level of each Reference Asset on the relevant Observation Date is less than its Coupon Barrier Level.

Reference Asset
Closing Level on Relevant
Observation Date
S&P 500 Index
45.00
Russell 2000 Index
55.00
Oil & Gas ETF
50.00

Because the Closing Level of at least one Reference Asset is less than its Coupon Barrier Level, you will not receive a Contingent Coupon on the
related Contingent Coupon Payment Date.

Examples 2 and 3 demonstrate that you may not receive a Contingent Coupon on a Contingent Coupon Payment Date. If the Closing Level of at
least one Reference Asset is below its Coupon Barrier Level on each Observation Date, you will not receive any Contingent Coupons during the
term of your Notes.

PS-4

HYPOTHETICAL EXAMPLES OF AMOUNTS PAYABLE AT MATURITY

The following table illustrates a hypothetical range of payments that you may receive at maturity (excluding the final Contingent Coupon payment
that may be payable on the Notes) under various circumstances. The examples set forth below are purely hypothetical and are provided for
illustrative purposes only. The numbers appearing in the following table and examples have been rounded for ease of analysis. The following
examples do not take into account any tax consequences from investing in the Notes. These examples also make the following key assumptions:


Hypothetical Initial Level of each Reference Asset: 100.00*


Coupon Barrier Level for each Reference Asset: 65.00 (65.00% of the hypothetical Initial Level set forth above)


Barrier Level for each Reference Asset: 55.00 (55.00% of the hypothetical Initial Level set forth above)


You hold your Notes to maturity and we do NOT exercise our option to redeem your Notes prior to maturity


* The hypothetical Initial Level of 100.00, the hypothetical Coupon Barrier Level of 65.00 and the hypothetical Barrier Level of 55.00 for each
Reference Asset have been chosen for illustrative purposes only. The Initial Level, Coupon Barrier Level and Barrier Level for each Reference
Asset are as set forth on the cover of this pricing supplement.


Final Level
Reference Asset Return





S&P 500
Russell
Oil & Gas
S&P 500
Russell 2000
Oil & Gas
Reference Asset Return
Payment at
Index
2000 Index
ETF
Index
Index
ETF
of Least Performing
Maturity**
Reference Asset


150.00
155.00
175.00
50.00%
55.00%
75.00%
50.00%
$1,000.00


142.00
145.00
140.00
42.00%
45.00%
40.00%
40.00%
$1,000.00


https://www.sec.gov/Archives/edgar/data/312070/000110465917061783/a17-22984_12424b2.htm[10/11/2017 3:34:07 PM]


140.00
130.00
150.00
40.00%
30.00%
50.00%
30.00%
$1,000.00


130.00
125.00
120.00
30.00%
25.00%
20.00%
20.00%
$1,000.00


110.00
115.00
120.00
10.00%
15.00%
20.00%
10.00%
$1,000.00


102.00
110.00
100.00
2.00%
10.00%
0.00%
0.00%
$1,000.00


95.00
90.00
102.50
-5.00%
-10.00%
2.50%
-10.00%
$1,000.00


90.00
102.00
80.00
-10.00%
2.00%
-20.00%
-20.00%
$1,000.00


100.00
95.00
70.00
0.00%
-5.00%
-30.00%
-30.00%
$1,000.00


135.00
60.00
90.00
35.00%
-40.00%
-10.00%
-40.00%
$1,000.00


70.00
55.00
115.00
-30.00
-45.00
15.00%
-45.00%
$1,000.00


55.00
50.00
135.00
-45.00%
-50.00%
35.00%
-50.00%
$500.00


80.00
40.00
150.00
-20.00%
-60.00%
50.00%
-60.00%
$400.00


50.00
30.00
145.00
-50.00%
-70.00%
45.00%
-70.00%
$300.00


50.00
40.00
20.00
-50.00%
-60.00%
-80.00%
-80.00%
$200.00


55.00
10.00
95.00
-45.00%
-90.00%
-5.00%
-90.00%
$100.00


60.00
102.00
0.00
-40.00%
2.00%
-100.00%
-100.00%
$0.00

** per $1,000 principal amount Note, excluding the final Contingent Coupon (if one is payable on the Maturity Date)

The following examples illustrate how the payments at maturity set forth in the table above are calculated:

Example 1: The Final Level of the S&P 500 Index is 110.00, the Final Level of the Russell 2000 Index is 115.00 and the Final Level of the
Oil & Gas ETF is 120.00.

Because the S&P 500 Index has the lowest Reference Asset Return, the S&P 500 Index is the Least Performing Reference Asset. Because the
Final Level of the Least Performing Reference Asset is greater than its Initial Level (and, accordingly, not less than its Barrier Level), you will
receive a payment at maturity of $1,000 per $1,000 principal amount Note that you hold, plus the Contingent Coupon that will otherwise be
payable on the Maturity Date.

Example 2: The Final Level of the S&P 500 Index is 90.00, the Final Level of the Russell 2000 Index is 102.00 and the Final Level of the
Oil & Gas ETF is 80.00.

Because the Oil & Gas ETF has the lowest Reference Asset Return, the Oil & Gas ETF is the Least Performing Reference Asset. Because the
Final Level of the Least Performing Reference Asset is not less than its Barrier Level, you will receive a payment at maturity of $1,000 per $1,000
principal amount Note that you hold (plus the Contingent Coupon that will otherwise be payable on the Maturity Date).

Example 3: The Final Level of the S&P 500 Index is 135.00, the Final Level of the Russell 2000 Index is 60.00 and the Final Level of the
Oil & Gas ETF is 90.00.

Because the Russell 2000 Index has the lowest Reference Asset Return, the Russell 2000 Index is the Least Performing Reference Asset. Final
Level of the Least Performing Reference Asset is not less than its Barrier Level, you will receive a payment at maturity of $1,000 per $1,000
principal amount Note that you hold. Because, however, the Final Level of at least one Reference Asset is less than its Coupon Barrier Level, you
will not receive a Contingent Coupon on the Maturity Date.

PS-5

Example 4: The Final Level of the S&P 500 Index is 80.00, the Final Level of the Russell 2000 Index is 40.00 and the Final Level of the
Oil & Gas ETF is 150.00.

Because the Russell 2000 Index has the lowest Reference Asset Return, the Russell 2000 Index is the Least Performing Reference Asset. Because
the Final Level of the Least Performing Reference Asset is less than its Barrier Level, you will receive a payment at maturity of $400.00 per $1,000
principal amount Note that you hold, calculated as follows:

$1,000 + [$1,000 x Reference Asset Return of Least Performing Reference Asset]

$1,000 + [$1,000 x -60.00%] = $400.00

In addition, because the Final Level of at least one Reference Asset is less than its Coupon Barrier Level, you will not receive a Contingent Coupon
on the Maturity Date.

Example 5: The Final Level of the S&P 500 Index is 50.00, the Final Level of the Russell 2000 Index is 30.00 and the Final Level of the
Oil & Gas ETF is 145.00.

Because the Russell 2000 Index has the lowest Reference Asset Return, the Russell 2000 Index is the Least Performing Reference Asset. Because
the Final Level of the Least Performing Reference Asset is less than its Barrier Level, you will receive a payment at maturity of $300.00 per $1,000
principal amount Note that you hold, calculated as follows:

https://www.sec.gov/Archives/edgar/data/312070/000110465917061783/a17-22984_12424b2.htm[10/11/2017 3:34:07 PM]


$1,000 + [$1,000 x Reference Asset Return of Least Performing Reference Asset]

$1,000 + [$1,000 x -70.00%] = $300.00

In addition, because the Final Level of at least one Reference Asset is less than its Coupon Barrier Level, you will not receive a Contingent Coupon
on the Maturity Date.

Examples 4 and 5 above demonstrate that, if we do not redeem your Notes prior to maturity, and if the Final Level of the Least Performing
Reference Asset is less than its Barrier Level, your investment in the Notes will be fully exposed to the negative performance of the Least
Performing Reference Asset. You will not benefit in any way from the Reference Asset Return of the other Indices being higher than the Reference
Asset Return of the Least Performing Reference Asset.

If we do not redeem your Notes prior to maturity, you may lose up to 100% of the principal amount of your Notes.

PS-6

SELECTED RISK CONSIDERATIONS

An investment in the Notes involves significant risks. Investing in the Notes is not equivalent to investing directly in the Reference Assets or their
components. These risks are explained in more detail in the "Risk Factors" section of the prospectus supplement, including the risk factors
discussed under the following headings of the prospectus supplement:

· "Risk Factors--Risks Relating to the Securities Generally"; and

· "Risk Factors--Additional Risks Relating to Securities with Reference Assets That Are Equity Securities, Indices of Equity Securities or

Exchange-Traded Funds that Hold Equity Securities"

In addition to the risks described above, you should consider the following:

· Your Investment in the Notes May Result in a Significant Loss--The Notes do not guarantee any return of principal. If the Notes are not
redeemed by us prior to maturity, and if the Final Level of the Least Performing Reference Asset is less than its Barrier Level, your Notes will
be fully exposed to the negative performance of such Reference Asset and you will lose some or all of your principal. You may lose up to
100% of the principal amount of your Notes.
· Potential Return Limited to the Contingent Coupons--The positive return on the Notes is limited to the Contingent Coupons, if any, that
may be payable during the term of the Notes. You will not participate in any appreciation in the price or level of any Reference Asset and you
will not receive more than the principal amount of your Notes at maturity (plus a Contingent Coupon if one is payable in respect of the Final
Valuation Date) even if the Reference Asset Return of one or both Reference Assets is positive.

Based on the stated term of the Notes, the maximum amount of Contingent Coupons that you may receive is $487.50 per $1,000 principal
amount Note (or 48.75% of the principal amount of your Notes). You will receive this maximum amount of Contingent Coupons only if (a) the
Closing Level of each Reference Asset on each Observation Date equals or exceeds its Coupon Barrier Level and (b) the Notes are not
redeemed by us prior to maturity. The actual amount of Contingent Coupons that you receive may be substantially less than this amount, and
may be as low as zero (as described immediately below).
· You May Not Receive any Contingent Coupon Payments on the Notes--You will receive a Contingent Coupon on a Contingent Coupon
Payment Date only if the Closing Level of each Reference Asset on the related Observation Date is equal to or greater than its respective
Coupon Barrier Level. If the Closing Level of any Reference Asset on an Observation Date is less than its Coupon Barrier Level, you will not
receive a Contingent Coupon on the related Contingent Coupon Payment Date. Because each Reference Asset must close at or above its
Coupon Barrier Level on an Observation Date in order for a Contingent Coupon to become payable, it is more likely that you will not receive
Contingent Coupons than would have been the case had the Notes been linked to only one of the Reference Assets. If the Closing Level of at
least one Reference Asset is less than its respective Coupon Barrier Level on each Observation Date, you will not receive any Contingent
Coupons during the term of the Notes.
· The Notes are Subject to Volatility Risk--Volatility is a measure of the magnitude of the movements of the price of an asset (or level of an
index) over a period of time. The Contingent Coupon is based on a number of factors, including the expected volatility of the Reference
Assets. The Contingent Coupon is higher than the fixed rate that we would pay on a conventional debt security of the same tenor and is higher
than it otherwise would have been had the expected volatility of the Reference Assets been lower. As volatility of a Reference Asset increases,
there will typically be a greater likelihood that (a) the Closing Level of that Reference Asset on one or more Observation Dates will be less
than its Coupon Barrier Level and (b) the Final Level of that Reference Asset will be less than its Barrier Level.

Accordingly, you should understand that the Contingent Coupon reflects, among other things, an indication of a greater likelihood that you
will (a) not receive Contingent Coupons with respect to one or more Observation Dates and/or (b) incur a loss of principal at maturity than
would have been the case had the Contingent Coupon been lower. In addition, actual volatility over the term of the Notes may be significantly
higher than expected volatility at the time the terms of the Notes were determined. If actual volatility is higher than expected, you will face an
even greater risk that you will not receive Contingent Coupons and/or that you will lose some or all of your principal at maturity for the
reasons described above.
· Potential Early Exit--While the original term of the Notes is as indicated on the cover page of this pricing supplement, we may redeem your
https://www.sec.gov/Archives/edgar/data/312070/000110465917061783/a17-22984_12424b2.htm[10/11/2017 3:34:07 PM]


Notes (in whole but not in part) at our sole discretion without your consent at the Redemption Price on any Contingent Coupon Payment Date,
beginning with the Contingent Coupon Payment Date following the fourth Observation Date. Accordingly, the term of the Notes may be as
short as approximately one year.

The Redemption Price that you receive on any Early Redemption Date, together with any Contingent Coupons that you may have received on
prior Contingent Coupon Payment Dates, may be less than aggregate amount of payments that you would have received had you held your
Notes to the scheduled maturity. You may not be able to reinvest any amounts received on the Early Redemption Date in a comparable
investment with similar risk and yield. No additional payments will be due after the Early Redemption Date. Our right to redeem the Notes
may also adversely impact your ability to sell your Notes and the price at which they may be sold.

PS-7

· If Your Notes are not Redeemed by Us Prior to Maturity, the Payment at Maturity is not Based on the Value of any Reference Asset
at any Time Other than the Closing Level of the Least Performing Reference Asset on the Final Valuation Date--The Final Levels and
Reference Asset Returns will be based solely on the Closing Levels of the Reference Assets on the Final Valuation Date. Accordingly, if the
level of the Least Performing Reference Asset drops on the Final Valuation Date, the payment at maturity on the Notes may be significantly
less than it would have been it been linked to the level of such Reference Asset at a time prior to such drop.

If your Notes are not redeemed by us prior to maturity, your payment at maturity will be based solely on the Reference Asset Return of the
Least Performing Reference Asset. If the Final Level of the Least Performing Reference Asset is less than the Barrier Level applicable to such
Reference Asset, you will lose some or all of the principal amount of your Notes. Your losses will not be limited in any way by virtue of the
Reference Asset Return of the other Reference Asset being higher than the Reference Asset Return of the Least Performing Reference Asset.
· Credit of Issuer--The Notes are senior unsecured debt obligations of the issuer, Barclays Bank PLC and are not, either directly or indirectly,
an obligation of any third party. Any payment to be made on the Notes, including any Contingent Coupons and any payment upon early
redemption or at maturity, is subject to the ability of Barclays Bank PLC to satisfy its obligations as they come due and is not guaranteed by
any third party. In the event Barclays Bank PLC were to default on its obligations, you may not receive any amounts owed to you under the
terms of the Notes.
· You May Lose Some or All of Your Investment If Any U.K. Bail-in Power Is Exercised by the Relevant U.K. Resolution Authority--
Notwithstanding any other agreements, arrangements or understandings between Barclays Bank PLC and any holder of the Notes, by acquiring
the Notes, each holder of the Notes acknowledges, accepts, agrees to be bound by, and consents to the exercise of, any U.K. Bail-in Power by
the relevant U.K. resolution authority as set forth under "Consent to U.K. Bail-in Power" in this pricing supplement. Accordingly, any U.K.
Bail-in Power may be exercised in such a manner as to result in you and other holders of the Notes losing all or a part of the value of your
investment in the Notes or receiving a different security from the Notes, which may be worth significantly less than the Notes and which may
have significantly fewer protections than those typically afforded to debt securities. Moreover, the relevant U.K. resolution authority may
exercise the U.K. Bail-in Power without providing any advance notice to, or requiring the consent of, the holders of the Notes. The exercise of
any U.K. Bail-in Power by the relevant U.K. resolution authority with respect to the Notes will not be a default or an Event of Default (as each
term is defined in the indenture) and the trustee will not be liable for any action that the trustee takes, or abstains from taking, in either case, in
accordance with the exercise of the U.K. Bail-in Power by the relevant U.K. resolution authority with respect to the Notes. See "Consent to
U.K. Bail-in Power" in this pricing supplement as well as "U.K. Bail-in Power," "Risk Factors--Risks Relating to the Securities Generally--
Regulatory action in the event a bank or investment firm in the Group is failing or likely to fail could materially adversely affect the value of
the securities" and "Risk Factors--Risks Relating to the Securities Generally--Under the terms of the securities, you have agreed to be bound
by the exercise of any U.K. Bail-in Power by the relevant U.K. resolution authority" in the accompanying prospectus supplement.
· No Dividend Payments or Voting Rights--As a holder of the Notes, you will not have voting rights or rights to receive cash dividends or
other distributions or other rights that holders of the Oil & Gas ETF, the securities held in the Oil & Gas ETF's portfolio, or the stocks
underlying either Index would have.
· Historical Performance of the Reference Assets Should Not Be Taken as Any Indication of the Future Performance of the Reference
Assets Over the Term of the Notes--The level of each Reference Asset has fluctuated in the past and may, in the future, experience
significant fluctuations. The historical performance of a Reference Asset is not an indication of the future performance of that Reference Asset
over the term of the Notes. The historical correlation between the Reference Assets is not an indication of the future correlation between them
over the term of the Notes. Therefore, the performance of the Reference Assets individually or in comparison to each other over the term of
the Notes may bear no relation or resemblance to the historical performance of any Reference Asset.
· Certain Features of Exchange-Traded Funds Will Impact the Value of the Oil & Gas ETF and the Value of the Notes:
o
Management Risk. This is the risk that the investment strategy for the Oil & Gas ETF, the implementation of which is subject to a

number of constraints, may not produce the intended results. An investment in an exchange-traded fund involves risks similar to those of
investing in any fund of equity securities traded on an exchange, such as market fluctuations caused by such factors as economic and
political developments, changes in interest rates and perceived trends in security prices. Because, however, the Oil & Gas ETF is not
"actively" managed, it generally does not take defensive positions in declining markets and generally will not sell a security if the issuer
of such security was in financial trouble. Accordingly, the performance of the Oil & Gas ETF could be lower than other types of mutual
funds that may actively shift their portfolio assets to take advantage of market opportunities or to lessen the impact of a market decline.

https://www.sec.gov/Archives/edgar/data/312070/000110465917061783/a17-22984_12424b2.htm[10/11/2017 3:34:07 PM]


o
Derivatives Risk. The Oil & Gas ETF may invest in futures contracts, options on futures contracts, other types of options and swaps and

other derivatives. A derivative is a financial contract, the value of which depends on, or is derived from, the value of an underlying asset
such as a security or an index. Compared to conventional securities, derivatives can be more sensitive to changes in interest rates or to
sudden fluctuations in market prices, and thus the Oil & Gas ETF's losses, and, as a consequence, the losses on your Notes, may be
greater than if the Oil & Gas ETF invested only in conventional securities.

o
Tracking and Underperformance Risk (Particularly in Periods of Market Volatility). The performance of the Oil & Gas ETF may not

replicate the performance of, and may underperform, its underlying index. The Oil & Gas ETF will reflect transaction costs and fees that
will reduce its relative performance.

Moreover, it is also possible that the Oil & Gas ETF may not fully replicate or may, in certain circumstances, diverge significantly from
the performance of its underlying index due to differences in trading hours between the Oil & Gas ETF

PS-8

and its underlying index or due to other circumstances. During periods of market volatility, securities underlying the Oil & Gas ETF may
be unavailable in the secondary market, market participants may be unable to calculate accurately the intraday net asset value per share of
the Oil & Gas ETF and the liquidity of the Oil & Gas ETF may be adversely affected. This kind of market volatility may also disrupt the
ability of market participants to create and redeem shares in the Oil & Gas ETF. Further, market volatility may adversely affect,
sometimes materially, the prices at which market participants are willing to buy and sell shares of the Oil & Gas ETF. As a result, under
these circumstances, the market value of the Oil & Gas ETF may vary substantially from the net asset value per share of the Oil & Gas
ETF. This variation in performance is called "tracking error" and, at times, the tracking error may be significant.
· The Notes are Subject to Risks Associated with the Oil and Gas Industry--The Oil & Gas ETF generally invests substantially all of its
assets in securities included in the S&P® Oil & Gas Exploration & Production Select Industry® Index (the "Oil and Gas Index"). All of the
stocks included in the Oil and Gas Index are issued by companies involved in the exploration, production, refining and marketing of oil and
gas. As a result, the stocks that will, under normal market conditions, determine the performance of the Oil & Gas ETF are generally
concentrated in one sector. By investing in the Notes, you will not benefit from the diversification which could result from an investment
linked to companies that operate in multiple sectors.

The performance of companies that operate in the oil and gas industry is subject to a number of complex and unpredictable factors such as
industry competition, government action and regulation, geopolitical events supply and demand. Negative developments in the oil and gas
industry may have a negative effect on the Oil & Gas ETF and, in turn, may have an adverse effect on the value of the Notes.
· The Notes are Subject to Risks Associated with Small Capitalization Stocks--The Russell 2000 Index is intended to track the small
capitalization segment of the U.S. equity market. The stock prices of smaller sized companies may be more volatile than stock prices of large
capitalization companies. Small capitalization companies may be less able to withstand adverse economic, market, trade and competitive
conditions relative to larger companies. Small capitalization companies may be less likely to pay dividends on their stocks, and the presence of
a dividend payment could be a factor that limits downward stock price pressure under adverse market conditions.
· The Estimated Value of Your Notes is Lower Than the Initial Issue Price of Your Notes--The estimated value of your Notes on the
Initial Valuation Date is lower than the initial issue price of your Notes. The difference between the initial issue price of your Notes and the
estimated value of the Notes is a result of certain factors, such as any sales commissions to be paid to Barclays Capital Inc. or another affiliate
of ours, any selling concessions, discounts, commissions or fees to be allowed or paid to non-affiliated intermediaries, the estimated profit that
we or any of our affiliates expect to earn in connection with structuring the Notes, the estimated cost which we may incur in hedging our
obligations under the Notes, and estimated development and other costs which we may incur in connection with the Notes.
· The Estimated Value of Your Notes Might be Lower if Such Estimated Value Were Based on the Levels at Which Our Debt Securities
Trade in the Secondary Market--The estimated value of your Notes on the Initial Valuation Date is based on a number of variables,
including our internal funding rates. Our internal funding rates may vary from the levels at which our benchmark debt securities trade in the
secondary market. As a result of this difference, the estimated value referenced above might be lower if such estimated value was based on the
levels at which our benchmark debt securities trade in the secondary market.
· The Estimated Value of the Notes is Based on Our Internal Pricing Models, Which May Prove to be Inaccurate and May be Different
from the Pricing Models of Other Financial Institutions--The estimated value of your Notes on the Initial Valuation Date is based on our
internal pricing models, which take into account a number of variables and are based on a number of subjective assumptions, which may or
may not materialize. These variables and assumptions are not evaluated or verified on an independent basis. Further, our pricing models may
be different from other financial institutions' pricing models and the methodologies used by us to estimate the value of the Notes may not be
consistent with those of other financial institutions which may be purchasers or sellers of Notes in the secondary market. As a result, the
secondary market price of your Notes may be materially different from the estimated value of the Notes determined by reference to our
internal pricing models.
· The Estimated Value of Your Notes Is Not a Prediction of the Prices at Which You May Sell Your Notes in the Secondary Market, if
any, and Such Secondary Market Prices, If Any, Will Likely be Lower Than the Initial Issue Price of Your Notes and Maybe Lower
Than the Estimated Value of Your Notes--The estimated value of the Notes will not be a prediction of the prices at which Barclays Capital
Inc., other affiliates of ours or third parties may be willing to purchase the Notes from you in secondary market transactions (if they are
https://www.sec.gov/Archives/edgar/data/312070/000110465917061783/a17-22984_12424b2.htm[10/11/2017 3:34:07 PM]


Document Outline