Obligation Barclay PLC 0% ( US06744CX229 ) en USD

Barclay PLC

99 % ⇌

Royaume-Uni

US06744CX229 ( en USD )

28/02/2028

Prospectus brochure de l'obligation Barclays PLC US06744CX229 en USD 0%, échéance 28/02/2028

1 000 USD

06744CX22

N/A

Barclays PLC est une banque multinationale britannique offrant une large gamme de services financiers, notamment la banque de détail, la gestion de patrimoine, la banque d'investissement et les cartes de crédit, opérant dans de nombreux pays à travers le monde.

Une obligation d'entreprise, identifiée par l'ISIN US06744CX229 et le code CUSIP 06744CX22, est actuellement disponible sur le marché, émise par Barclays PLC, une institution financière britannique de premier plan reconnue mondialement pour son expertise en banque d'investissement, ses services bancaires de détail et sa gestion d'actifs. Libellée en dollars américains (USD), cette obligation se distingue par son taux d'intérêt nominal de 0%, la caractérisant comme une obligation à coupon zéro, et est négociée à un prix actuel de 99% de sa valeur nominale avec une échéance fixée au 28 février 2028, tandis que la taille minimale d'achat pour cet instrument est de 1000 unités et sa fréquence de paiement est indiquée comme étant de 2.

424B2 1 a18-6618_48424b2.htm 424B2 - 10YNC6M PHOENIX AUTOCALL WO SPX-RTY (LN82) [BARC-
AMERICAS.FID945367]

Pricing Supplement dated February 23, 2018
Filed Pursuant to Rule 424(b)(2)
(To the Prospectus dated February 22, 2018, the Prospectus Supplement dated July 18, 2016 and the Index Supplement dated July 18, 2016)
Registration No. 333212571

$ 2 ,9 4 5 ,0 0 0
Phoe nix Aut oCa lla ble N ot e s due Fe brua ry 2 8 , 2 0 2 8
Link e d t o t he Le a st Pe rform ing I nde x of t he S& P 5 0 0 ® I nde x a nd t he
Russe ll 2 0 0 0 ®
I nde x
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:
February 23, 2018
Issue Date:
February 28, 2018
Final Valuation Date:*
February 23, 2028
Maturity Date:*
February 28, 2028
Reference Assets:
The S&P 500 Index (the "S&P 500 Index") and the Russell 2000® Index (the "Russell 2000 Index"), as noted in the following table:

Coupon Barrier
Reference Asset
Bloomberg Ticker
Initial Level
Call Level
Barrier Level
Level

S&P 500 Index
SPX<Index>
2,747.30
2,884.67
1,785.75
1,648.38

Russell 2000 Index
RTY <Index>
1,549.19
1,626.65
1,006.97
929.51

The S&P 500 Index and the Russell 2000 Index are each referred to as an "Index" and, collectively, as the "Indices"
Automatic Call:
If, on any Observation Date prior to the Final Valuation Date, beginning with the sixth Observation Date, the Closing Level of each Index is
equal to or greater than its respective Call Level, the Notes will be automatically called for a cash payment per $1,000 principal amount Note
equal to the Redemption Price payable on the Call Settlement Date. No further amounts will be payable on the Notes after the Call Settlement
Date.
Payment at Maturity:
If the Notes are not automatically called prior to maturity, and if you hold your Notes to maturity, you will receive on the Maturity Date a cash
payment per $1,000 principal amount Note that you hold (in each case, in addition to any Contingent Coupon that may be payable on such
date) determined as follows:
If the Final Level of the Least Performing Index 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 Index 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 Index Return of Least Performing Index]
If the Notes are not automatically called prior to maturity, and if the Final Level of the Least Performing Index is less than its Barrier
Level, your Notes will be fully exposed to the negative performance of the Least Performing Index. 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 an Automatic Call 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 acquiring
Power:
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 PS1 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%

3.15%

96.85%

Total
$2,945,000

$2,945,000

$92,767.50

$2,852,232.50

(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 $968.50 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 $952.00 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 PS2 of this pricing supplement.

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(3) Barclays Capital Inc. will receive commissions from the Issuer equal to 3.15% of the principal amount of the Notes, or $31.50 per $1,000 principal amount. Barclays
Capital Inc. will use these commissions to pay selling concessions or fees (including custodial or clearing fees) to other dealers.

Investing in the Notes involves a number of risks. See "Risk Factors" beginning on page S7 of the prospectus supplement and on and "Selected Risk
Considerations" beginning on page PS8 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:
$5.41667 per $1,000 principal amount Note, which is 0.541667% of the principal amount per Note (6.50% per annum)
If the Closing Level of each Index 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 Index 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 23rd of each month during the term of the Notes, beginning in March 2018, provided that the final Observation Date will be the Final
Valuation Date
Contingent Coupon
With respect to any Observation Date, the fifth business day after such Observation Date, provided that the Contingent Coupon Payment Date
Payment Dates:
with respect to the Final Valuation Date will be the Maturity Date
Call Settlement Date:*
The Contingent Coupon Payment Date following the Observation Date on which an Automatic Call occurs
Initial Level:
With respect to an Index, the Closing Level on the Initial Valuation Date, as noted in the table above
Call Level:
With respect to an Index, 105.00% of its Initial Level (rounded to two decimal places), as noted in the table above
Coupon Barrier Level:
With respect to an Index, 65.00% of its Initial Level (rounded to two decimal places), as noted in the table above
Barrier Level:
With respect to an Index, 60.00% of its Initial Level (rounded to two decimal places), as noted in the table above
Final Level:
With respect to each Index, the Closing Level of such Index on the Final Valuation Date
Redemption Price:
$1,000 per $1,000 principal amount Note that you hold, plus the Contingent Coupon that will otherwise be payable on the Call Settlement Date
Least Performing Index:
The Index with the lowest Index Return, as calculated in the manner set forth below
Index Return:
With respect to an Index, an amount calculated as follows:
Final Level Initial Level
Initial Level
Closing Level:
The term "Closing Level" has the meaning set forth under "Reference Assets--Indices--Special Calculation Provisions" in the prospectus
supplement, rounded to two decimal places (if applicable)
Calculation Agent:
Barclays Bank PLC
CUSIP / ISIN:
06744CX22 / US06744CX229

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

ADDITIONAL DOCUMENTS RELATED TO THE OFFERING OF THE NOTES

You should read this pricing supplement together with the prospectus dated February 22, 2018, 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,
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accounting and other advisors before you invest in the Notes.

When you read the prospectus supplement and the index supplement, note that all references to the prospectus dated July 18, 2016, or to any
sections therein, should refer instead to the accompanying prospectus dated February 22, 2018, or to the corresponding sections of that prospectus.

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 February 22, 2018:

https://www.sec.gov/Archives/edgar/data/312070/000119312518053870/d515301dposasr.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 110257. 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

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
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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 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 PS8 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 Index 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 Index is less than

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

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

based solely on the Index Return of the Least Performing Index

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

·
You are willing to accept the risk that the Notes may be automatically called prior to scheduled maturity and that you may not be able to

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

·
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 the Notes are not automatically called

·
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 Index will decline during the term of the Notes such that the level of at least one Index is less

than its Coupon Barrier Level on one or more Observation Dates and/or the Final Level of at least one Index 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 Indices

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

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

·
You are unwilling or unable to accept the risk that the Notes may be automatically called 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 they are not automatically called

·
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 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 Indices 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" 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 Index: 100.00*

Hypothetical Coupon Barrier Level for each Index: 65.00 (65.00% of the hypothetical Initial Level set forth above)*

Hypothetical Call Level for each Index: 105.00 (105.00% of the hypothetical Initial Level set forth above)*

*
The hypothetical Initial Level of 100.00, the hypothetical Coupon Barrier Level of 65.00 and the hypothetical Call Level of 105.00 for each

Index have been chosen for illustrative purposes only. The actual Initial Level, Coupon Barrier Level and Call Level for each Index are as set
forth on the cover of this pricing supplement.

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

Closing Level on Relevant
Reference Asset
Observation Date
S&P 500 Index
95.00
Russell 2000 Index
125.00

Because the Closing Level of each Index is greater than its respective Coupon Barrier Level, you will receive a Contingent Coupon of $5.41667, or
0.541667% of the principal amount per Note, on the related Contingent Coupon Payment Date.

Example 2: The Closing Level of one Index is greater than its Coupon Barrier Level on the relevant Observation Date and the Closing Level of the
other Index is less than its Coupon Barrier Level.

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

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

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

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

Because the Closing Level of at least one Index 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 any
Index is below its Coupon Barrier Level on each Observation Date, you will not receive any Contingent Coupons during the term of your Notes.

In each of the examples above, because the Closing Level of at least one Index on the relevant Observation Date is below its Call Level, the Notes
would not be called on the related Contingent Coupon Payment Date. Your Notes will be automatically called only if the Closing Level of each
Index on any Observation Date prior to the Final Valuation Date, beginning with the sixth Observation Date, is equal to or greater than its
respective Call Level.

PS-4

HYPOTHETICAL EXAMPLES OF AMOUNTS PAYABLE UPON AUTOMATIC CALL

The following table illustrates the hypothetical total return upon an Automatic Call under various circumstances. The "total return" as used in these
examples is the number, expressed as a percentage, that results from comparing the aggregate payments per $1,000 principal amount Note to
$1,000. The hypothetical total returns set forth below are for illustrative purposes only and may not be the actual total returns applicable to a
purchaser of the Notes. The numbers appearing in the following tables and examples have been rounded for ease of analysis. The hypothetical
examples below do not take into account any tax consequences from investing in the Notes.

Example 1: The Notes are automatically called on the sixth Observation Date.

Is Closing Level of Any
Observation
Is Closing Level of Any Index
Payment on Contingent Coupon Payment Date
Index Less Than Coupon
Date
Less Than Call Level?
(per $1,000 principal amount Note)
Barrier Level?
1
Yes
$0.00
2
No
The Notes may not be called with
$5.41667
3
Yes
respect to any of the first five
$0.00
4
Yes
Observation Dates
$0.00
5
No
$5.41667
6
No
No
$1,005.41667

Because the Closing Level of each Index on the sixth Observation Date (the first Observation Date on which the Notes may be called) is equal to or
greater than its Call Level, the Notes are automatically called and you will receive the Redemption Price on the related Call Settlement Date.

The Notes will cease to be outstanding after the Call Settlement Date, and you will not receive any further payments on the Notes.

The total return on investment of the Notes is 1.625%.

Example 2: The Notes are automatically called on the tenth Observation Date.

Is Closing Level of Any
Observation
Is Closing Level of Any Index
Payment on Contingent Coupon Payment Date
Index Less Than Coupon
Date
Less Than Call Level?
(per $1,000 principal amount Note)
Barrier Level?
1
No
$5.41667
2
No
$5.41667
The Notes may not be called with
3
Yes
$0.00
respect to any of the first five
4
No
$5.41667
Observation Dates
5
Yes
$0.00
6
Yes
$0.00
7
No
Yes
$5.41667
8
Yes
Yes
$0.00
9
Yes
Yes
$0.00
10
No
No
$1,005.41667

Because the Closing Level of each Index on the tenth Observation Date is equal to or greater than its Call Level, the Notes are automatically called
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and you will receive the Redemption Price on the related Call Settlement Date.

The Notes will cease to be outstanding after the Call Settlement Date, and you will not receive any further payments on the Notes.

The total return on investment of the Notes is 2.70833%.

Each of the examples above demonstrate that the return on your Notes will be limited to the Contingent Coupons that may be payable on the Notes.
Each of these examples also demonstrates that if the Closing Level of at least one Index is less than its Coupon Barrier Level on any Observation
Date, you will not receive a Contingent Coupon on the related Contingent Coupon Payment Date. If the Closing Level of at least one Index is less
than its Coupon Barrier Level on each Observation Date, you will not receive any Contingent Coupons during the term of the Notes.

PS-5

HYPOTHETICAL EXAMPLES OF AMOUNTS PAYABLE AT MATURITY

The following table illustrates the hypothetical total return at maturity under various circumstances. The numbers appearing in the following tables
and examples have been rounded for ease of analysis. The hypothetical examples below do not take into account any tax consequences from
investing in the Notes and make the following key assumptions:

Hypothetical Initial Level of each Index: 100.00*

Hypothetical Coupon Barrier Level for each Index: 65.00 (65.00% of the hypothetical Initial Level set forth above)*

Hypothetical Barrier Level for each Index: 60.00 (60.00% of the hypothetical Initial Level set forth above)*

You hold your Notes to maturity and the Notes are NOT automatically called prior to maturity

*
The hypothetical Initial Level of 100.00, the hypothetical Coupon Barrier Level of 65.00 and the hypothetical Barrier Level of 60.00 for each

Index have been chosen for illustrative purposes only. The actual Initial Level, Coupon Barrier Level and Barrier Level for each Index are as
set forth on the cover of this pricing supplement.

Final Level

Index Return

S&P 500
Russell 2000
S&P 500
Russell 2000
Index Return of Least

Payment at Maturity**
Index
Index
Index
Index
Performing Index
155.00
150.00

55.00%
50.00%

50.00%
$1,000.00
140.00
145.00

40.00%
45.00%

40.00%
$1,000.00
135.00
130.00

35.00%
30.00%

30.00%
$1,000.00
120.00
125.00

20.00%
25.00%

20.00%
$1,000.00
112.00
110.00

12.00%
10.00%

10.00%
$1,000.00
100.00
100.00

0.00%
0.00%

0.00%
$1,000.00
95.00
90.00

-5.00%
-10.00%

-10.00%
$1,000.00
80.00
102.00

-20.00%
2.00%

-20.00%
$1,000.00
70.00
105.00

-30.00%
5.00%

-30.00%
$1,000.00
60.00
120.00

-40.00%
20.00%

-40.00%
$1,000.00
135.00
50.00

35.00%
-50.00%

-50.00%
$500.00
40.00
50.00

-60.00%
-50.00%

-60.00%
$400.00
115.00
30.00

15.00%
-70.00%

-70.00%
$300.00
20.00
55.00

-80.00%
-45.00%

-80.00%
$200.00
50.00
10.00

-50.00%
-90.00%

-90.00%
$100.00
0.00
105.00

-100.00%
5.00%

-100.00%
$0.00
** Per $1,000 principal amount Note, and 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 120.00 and the Final Level of the Russell 2000 Index is 125.00.

Because the S&P 500 Index has the lowest Index Return, the S&P 500 Index is the Least Performing Index. Because the Final Level of the Least
Performing Index 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 of Notes 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 80.00 and the Final Level of the Russell 2000 Index is 102.00.

Because the S&P 500 Index has the lowest Index Return, the S&P 500 Index is the Least Performing Index. Because the Final Level of the Least
Performing Index is not less than its Barrier Level, you will receive a payment at maturity of $1,000 per $1,000 principal amount of Notes 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 60.00 and the Final Level of the Russell 2000 Index is 120.00.
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Because the S&P 500 Index has the lowest Index Return, the S&P 500 Index is the Least Performing Index. Because the Final Level of the Least
Performing Index is not less than its Barrier Level, you will receive a payment at maturity of $1,000 per $1,000 principal amount of Notes that you
hold. Because, however, the Final Level of at least one Index is less than its Coupon Barrier Level, you will not receive a Contingent Coupon on
the Maturity Date.

PS-6

Example 4: The Final Level of the S&P 500 Index is 135.00 and the Final Level of the Russell 2000 Index is 50.00.

Because the Russell 2000 Index has the lowest Index Return, the Russell 2000 Index is the Least Performing Index. Because the Final Level of the
Least Performing Index is less than its Barrier Level, you will receive a payment at maturity of $500.00 per $1,000 principal amount of Notes,
calculated as follows:

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

$1,000 + [$1,000 x -50.00%] = $500.00

In addition, because the Final Level of at least one Index 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 40.00 and the Final Level of the Russell 2000 Index is 50.00.

Because the S&P 500 Index has the lowest Index Return, the S&P 500 Index is the Least Performing Index. Because the Final Level of the Least
Performing Index is less than its Barrier Level, you will receive a payment at maturity of $400.00 per $1,000 principal amount of Notes, calculated
as follows:

$1,000 + [$1,000 x Index Return of the Least Performing Index]

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

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

Examples 4 and 5 demonstrate that if the Notes are not automatically called, and if the Final Level of the Least Performing Index is less than its
Barrier Level, your investment in the Notes will be fully exposed to the negative performance of the Least Performing Index. You will not benefit
in any way from the Index Return of the other Index being higher than the Index Return of the Least Performing Index.

If the Notes are not automatically called prior to maturity, you may lose up to 100% of the principal amount of your Notes.

PS-7

SELECTED RISK CONSIDERATIONS

An investment in the Notes involves significant risks. Investing in the Notes is not equivalent to investing directly in the Indices 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

automatically called prior to maturity, and if the Final Level of the Least Performing Index is less than its Barrier Level, your Notes will be
fully exposed to the negative performance of such Index 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 value of any Index 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 Index Return of one or more Indices is positive.

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Based on the stated term of the Notes, the maximum amount of Contingent Coupons that you may receive is $650.00 per $1,000 principal
amount Note (or 65.00% of the principal amount of your Notes). You will receive this maximum amount of Contingent Coupons only if (a) the
Closing Level of each Index on each Observation Date equals or exceeds its Coupon Barrier Level and (b) an Automatic Call never occurs.
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 Index on the related Observation Date is equal to or greater than its respective Coupon Barrier
Level. If the Closing Level of any Index 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 Index 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 Indices. If the Closing Level of at least one Index 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 Indices. 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 Indices been lower. As volatility of an Index increases, there will typically be a
greater likelihood that (a) the Closing Level of that Index on one or more Observation Dates will be less than its Coupon Barrier Level and
(b) the Final Level of that Index 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, the Notes will be

automatically called if the Closing Level of each Index on any Observation Date prior to the Final Valuation Date, beginning with the sixth
Observation Date, is equal to or greater than its Call Level. Accordingly, the term of the Notes may be as short as approximately six months.

The Redemption Price that you receive on a Call Settlement Date, together with any Contingent Coupons that you may have received on prior
Contingent Coupon Payment Dates, may be less than the aggregate amount of payments that you would have received had you held your
Notes to maturity. You may not be able to reinvest any amounts received on the Call Settlement Date in a comparable investment with similar
risk and yield. No additional payments will be due after the relevant Call Settlement Date. The "automatic call" feature may also adversely
impact your ability to sell your Notes and the price at which they may be sold.
·
If Your Notes are not Automatically Called Prior to Maturity, the Payment at Maturity is not Based on the Value of any Index at any

Time Other than the Closing Level of the Least Performing Index on the Final Valuation Date--The Final Levels and Index Returns will
be based solely on the Closing Levels of the Indices on the Final Valuation Date. Accordingly, if the level of the Least Performing Index drops
on the Final Valuation Date, the payment at maturity on the Notes may be significantly less than it would have been had it been linked to the
level of such Index at a time prior to such drop.

PS-8

If your Notes are not automatically called prior to maturity, your payment at maturity will be based solely on the Index Return of the Least
Performing Index. If the Final Level of the Least Performing Index is less than the Barrier Level applicable to such Index, 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 Index Return of the other Index being
higher than the Index Return of the Least Performing Index.
·
Whether or Not the Notes Will be Automatically Called Prior to Maturity Will Not be Based on the Level of Any Index at Any Time

Other than the Closing Levels of the Indices on the applicable Observation Date--Whether or not the Notes are automatically called prior
to maturity will be based solely on the Closing Levels of the Indices on each Observation Date in respect of which the Notes may be called.
Accordingly, if the level of any Index drops on any Observation Date on which the Notes may be called such that the Closing Level falls
below the applicable Call Level, your Notes will not be called on such date.

In addition, the Call Level for each Index is equal to 105% of its Initial Level, as described on the cover of this pricing supplement.
Accordingly, each Index will have to increase in value by at least 5% from its Initial Level to its Closing Level on the relevant Observation
Date in order for an Automatic Call to occur. Accordingly, it is possible that the Notes will never be subject to an Automatic Call even if all
Indices perform positively over the term of the Notes. If the Notes are not automatically called prior to maturity, you may lose some or all of
your principal at maturity, as described above.
·
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 an
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Automatic Call 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 stocks underlying any Index would have.
·
Historical Performance of the Indices Should Not Be Taken as Any Indication of the Future Performance of the Indices Over the

Term of the Notes--The level of each Index has fluctuated in the past and may, in the future, experience significant fluctuations. The
historical performance of an Index is not an indication of the future performance of that Index over the term of the Notes. The historical
correlation between the Indices is not an indication of the future correlation between them over the term of the Notes. Therefore, the
performance of the Indices individually or in comparison to each other over the term of the Notes may bear no relation or resemblance to the
historical performance of either Index.
·
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.

PS-9

·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
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