Bond Barclay PLC 0% ( US06742B8164 ) in USD

Issuer Barclay PLC
Market price 100 %  ▲ 
Country  United Kingdom
ISIN code  US06742B8164 ( in USD )
Interest rate 0%
Maturity 31/01/2024 - Bond has expired



Prospectus brochure of the bond Barclays PLC US06742B8164 in USD 0%, expired


Minimal amount 1 000 USD
Total amount /
Cusip 06742B816
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.

The Bond issued by Barclay PLC ( United Kingdom ) , in USD, with the ISIN code US06742B8164, pays a coupon of 0% per year.
The coupons are paid 2 times per year and the Bond maturity is 31/01/2024







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424B2 1 dp43388_424b2-11ubsps.htm FORM 424B2
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
$6,347,360
$817.54
(1) Calculated in accordance with Rule 457(r) of the Securities Act of 1933
Pricing Supplement dated January 24, 2014
(To the Prospectus dated July 19, 2013 and the Prospectus Supplement dated July 19, 2013)
Filed Pursuant to Rule 424(b)(2)
Registration Statement No. 333-190038

Linked to the lesser performing of the Russell 2000® Index and the EURO STOXX 50® Index due January 31, 2024
Investment Description
Trigger Phoenix Autocal able Optimization Securities (the "Securities") are unconditional, unsecured and unsubordinated debt securities issued by Barclays
Bank PLC (the "Issuer") linked to the lesser performing of the Russell 2000® Index and the EURO STOXX 50® Index (each an "Index" and together the
"Indices"). Barclays Bank PLC wil pay a quarterly contingent coupon payment only if the closing level of each Index on the applicable Observation Date is
equal to or greater than the applicable Coupon Barrier. If the closing level of at least one Index is below the applicable Coupon Barrier, no coupon wil be paid
for that quarter. Barclays Bank PLC wil automatical y call the Securities prior to maturity if the closing level of each Index on any Observation Date (quarterly,
beginning after 1 year) is equal to or greater than its closing level on the Trade Date (the "Index Starting Level"). If the Securities are cal ed, Barclays Bank
PLC wil repay the principal amount of your Securities plus pay the contingent coupon for that quarter, and no further amounts wil be owed to you under the
Securities. If the Securities are not called prior to maturity and the closing level of each Index on the Final Valuation Date (the "Index Ending Level") is equal to
or greater than both the applicable Trigger Level and the applicable Coupon Barrier, Barclays Bank PLC wil pay you a cash payment at maturity equal to the
principal amount of your Securities plus the contingent coupon for the final quarter. If the Securities are not called prior to maturity and the Index Ending Level
of each Index is equal to or greater than the applicable Trigger Level but the Index Ending Level of at least one Index is less than the applicable Coupon
Barrier, Barclays Bank PLC wil pay you a cash payment at maturity equal to the principal amount of your Securities. If the Securities are not called prior to
maturity and the Index Ending Level of at least one Index is less than the applicable Trigger Level, Barclays Bank PLC wil pay you less than the ful principal
amount of your Securities, if anything, resulting in a loss on your principal that is proportionate to the negative performance of the Index with the greatest
decline from its Index Starting Level to its Index Ending Level (the "Lesser Performing Index") over the term of the Securities. In that case, you will lose more
than 50% and possibly all of your principal. Investing in the Securities involves significant risks. The Issuer will not pay a contingent coupon for
any Observation Date on which at least one of the Indices closes below its Coupon Barrier. The Issuer will automatically call the Securities on
any Observation Date after one year only if both of the Indices close at or above their respective Index Starting Level on such Observation
Date. You will lose some or all of your principal amount if the Securities are not called and the Index Ending Level of at least one of the Indices
is below its Trigger Level. The contingent repayment of principal applies only if you hold the Securities to maturity. Any payment on the
Securities, including any repayment of principal, is subject to the creditworthiness of the Issuer. If Barclays Bank PLC were to default on its
payment obligations, you might not receive any amounts owed to you under the Securities and you could lose your entire investment.
Features
Key Dates
q Contingent Coupon -- Barclays Bank PLC wil pay a quarterly
Trade Date:
January 24, 2014
contingent coupon payment only if the closing level of each
Index on the applicable Observation Date (including the Final
Settlement Date:
January 31, 2014
Valuation Date) is equal to or greater than the applicable
Observation Dates1:
Quarterly, commencing April 24, 2014
Coupon Barrier. If the closing level of at least one Index is below
(callable beginning January 26, 2015)
the applicable Coupon Barrier, no coupon wil accrue or be
paid for that quarter.
Final Valuation Date1:
January 25, 2024
q Automatic Call -- Barclays Bank PLC will automatically call the
Securities and repay your principal amount plus the contingent
Maturity Date1:
January 31, 2024
coupon otherwise due for that quarter only if the closing level of
each Index on any quarterly Observation Date beginning after
1 Subject to postponement in the event of a market disruption event as
one year is greater than or equal to its Index Starting Level. If
described under "Reference Assets--Indices--Market Disruption Events
the Securities are not called, investors wil have the potential for
for Securities with the Reference Asset Comprised of an Index or Indices of
downside market exposure to the Lesser Performing Index at
Equity Securities" and "Reference Assets--Baskets--Market Disruption
maturity.
Events for Securities with the Reference Asset Comprised of a Basket of
q Contingent Repayment of Principal Amount at Maturity -- If
Multiple Indices, Equity Securities, Foreign Currencies, Interest Rates,
you hold the Securities to maturity, the Securities have not been
Commodities, Any Other Assets or Any Combination Thereof" in the
called on any Observation Date and each Index closes at or
prospectus supplement. For purposes of such market disruption event
above the applicable Trigger Level on the Final Valuation Date,
provisions in the prospectus supplement only, each Index wil be deemed a
Barclays Bank PLC wil repay your ful principal amount. If at
"basket component," together comprising a "basket." The Securities do
least one Index closes below the applicable Trigger Level on
NOT represent an investment in a basket of the Indices or the stocks
the Final Valuation Date, Barclays Bank PLC wil repay less
included in the Indices. Notwithstanding anything to the contrary in the
than your principal amount, if anything, resulting in a loss of your
accompanying prospectus supplement, the Final Valuation Date may be
principal that wil be proportionate to the ful negative Index
postponed by up to five scheduled trading days due to the occurrence or
Return of the Lesser Performing Index. The contingent
continuance of a market disruption event on such date
repayment of principal applies only if you hold the Securities to
maturity. Any payment on the Securities, including any
repayment of principal, is subject to the creditworthiness of the
Issuer.
NOTICE TO INVESTORS: THE SECURITIES ARE SIGNIFICANTLY RISKIER THAN CONVENTIONAL DEBT INSTRUMENTS. THE ISSUER IS NOT
NECESSARILY OBLIGATED TO REPAY THE FULL PRINCIPAL AMOUNT OF THE SECURITIES AT MATURITY, AND THE SECURITIES CAN HAVE
DOWNSIDE MARKET RISK SIMILAR TO THE LESSER PERFORMING INDEX. THIS MARKET RISK IS IN ADDITION TO THE CREDIT RISK
INHERENT IN PURCHASING A DEBT OBLIGATION OF BARCLAYS BANK PLC. YOU SHOULD NOT PURCHASE THE SECURITIES IF YOU DO
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NOT UNDERSTAND OR ARE NOT COMFORTABLE WITH THE SIGNIFICANT RISKS INVOLVED IN INVESTING IN THE SECURITIES.
YOU SHOULD CAREFULLY CONSIDER THE RISKS DESCRIBED UNDER "KEY RISKS" BEGINNING ON PAGE PS-7 AND UNDER "RISK
FACTORS" BEGINNING ON PAGE S-6 OF THE PROSPECTUS SUPPLEMENT AND PAGE IS-2 OF THE INDEX SUPPLEMENT BEFORE
PURCHASING ANY SECURITIES. EVENTS RELATING TO ANY OF THOSE RISKS, OR OTHER RISKS AND UNCERTAINTIES, COULD
ADVERSELY AFFECT THE MARKET VALUE OF, AND THE RETURN ON, YOUR SECURITIES. YOU MAY LOSE SOME OR ALL OF YOUR INITIAL
INVESTMENT IN THE SECURITIES.
Security Offering
This pricing supplement relates to the Trigger Phoenix Autocal able Optimization Securities we are offering. The Securities are linked to the lesser
performing of the Russell 2000® Index and the EURO STOXX 50® Index. The Securities are offered at a minimum investment of 100 Securities at $10.00 per
Security (representing a $1,000 investment), and integral multiples of $10.00 in excess thereof.
Contingent Coupon
Index
Index Starting Level
Coupon Barrier
Trigger Level
CUSIP/ ISIN
Rate
1,144.13
800.89, which is 70% 572.07, which is 50%
Russell 2000® Index (ticker "RTY")
of the Index Starting
of the Index Starting
7.18%
Level
Level
06742B816 /
per annum
3,028.20
2,119.74, which is
1,514.10, which is
US06742B8164
EURO STOXX 50® Index (ticker
70% of the Index
50% of the Index
"SX5E")
Starting Level
Starting Level
See "Additional Information about Barclays Bank PLC and the Securities" on page PS-2 of this pricing supplement. The Securities will have
the terms specified in the prospectus dated July 19, 2013, the prospectus supplement dated July 19, 2013, the index supplement dated July 19,
2013 and this pricing supplement.
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.
We may use this pricing supplement in the initial sale of the Securities. In addition, Barclays Capital Inc. or any other of our affiliates may use
this pricing supplement in market resale transactions in any Securities after the 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 Securities constitute Barclays Bank PLC's direct, unconditional, unsecured and unsubordinated obligations and are not deposit liabilities and are not
insured by the U.S. Federal Deposit Insurance Corporation or any other governmental agency of the United States, the United Kingdom or any other
jurisdiction.
Initial Issue Price1
Underwriting Discount
Proceeds to Barclays Bank

PLC
Offering of Securities
Total
Per Security
Total
Per Security
Total
Per Security
Trigger Phoenix Autocal able Optimization Securities linked to
the lesser performing of the Russell 2000® Index and the EURO
STOXX 50® Index
$6,347,360
$10.00
$222,157.60
$0.35
$6,125,202.40
$9.65

1
Our estimated value of the Securities on the Trade Date, based on our internal pricing models, is $9.244 per Security. The estimated value is less than
the initial issue price of the Securities. See "Additional Information Regarding Our Estimated Value of the Securities" on page PS-2 of this pricing
supplement.

UBS Financial Services Inc.
Barclays Capital Inc.



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Additional Information about Barclays Bank PLC and the Securities
You should read this pricing supplement together with the prospectus dated July 19, 2013, as supplemented by the prospectus supplement dated July 19,
2013 and the index supplement dated July 19, 2013 relating to our Global Medium-Term Securities, Series A, of which these Securities are a part. This
pricing supplement, together with the documents listed below, contains the terms of the Securities and supersedes all prior or contemporaneous oral
statements as wel 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 careful y consider, among other things, the matters set forth in "Risk Factors"
in the prospectus supplement and the index supplement, as the Securities 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 Securities.

If the terms of this pricing supplement are inconsistent with those described in the prospectus or prospectus supplement, the terms listed in this pricing
supplement wil control.

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

¨
Prospectus dated July 19, 2013:
http://www.sec.gov/Archives/edgar/data/312070/000119312513295636/d570220df3asr.htm

¨
Prospectus supplement dated July 19, 2013:
http://www.sec.gov/Archives/edgar/data/312070/000119312513295715/d570220d424b3.htm

¨
Index supplement dated July 19, 2013:
http://www.sec.gov/Archives/edgar/data/312070/000119312513295727/d570220d424b3.htm

Our SEC file number is 1-10257. References to "Barclays," "Barclays Bank PLC," "we," "our" and "us" refer only to Barclays Bank PLC and not to its
consolidated subsidiaries. In this document, "Securities" refers to the Trigger Phoenix Autocallable Optimization Securities that are offered hereby, unless
the context otherwise requires.

Additional Information Regarding Our Estimated Value of the Securities

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 internal y 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 Trade Date is based on our internal funding rates. Our estimated value
of the Securities may 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 Securities on the Trade Date is less than the initial issue price of the Securities. The difference between the initial issue price of
the Securities and our estimated value of the Securities results from several factors, including any sales commissions to be paid to Barclays Capital Inc. or
another affiliate of ours, any sel ing 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 Securities, the estimated cost which we may incur in hedging our obligations
under the Securities, and estimated development and other costs which we may incur in connection with the Securities.

Our estimated value on the Trade Date is not a prediction of the price at which the Securities may trade in the secondary market, nor wil it be the price at
which Barclays Capital Inc. may buy or sell the Securities 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 Securities in the secondary market but it is not obligated to do so.

Assuming that all relevant factors remain constant after the Trade Date, the price at which Barclays Capital Inc. may initial y buy or sell the Securities in the
secondary market, if any, and the value that we may initial y use for customer account statements, if we provide any customer account statements at all, may
exceed our estimated value on the Trade Date for a temporary period expected to be approximately 11 months after the initial issue date of the Securities
because, in our discretion, we may elect to effectively reimburse to investors a portion of the estimated cost of hedging our obligations under the Securities
and other costs in connection with the Securities which we wil no longer expect to incur over the term of the Securities. We made such discretionary election
and determined this temporary reimbursement period on the basis of a number of factors, including the tenor of the Securities and any agreement we may
have with the distributors of the Securities. 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 Securities based on changes in market conditions and other factors that cannot be predicted.

We urge you to read the "Key Risks" beginning on page PS-7 of this pricing supplement.


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Investor Suitability
The Securities may be suitable for you if:
The Securities may not be suitable for you if:


¨ You ful y understand the risks inherent in an investment in the Securities,
¨ You do not ful y understand the risks inherent in an investment in the
including the risk of loss of your entire initial investment.
Securities, including the risk of loss of your entire initial investment.


¨ You can tolerate the loss of all or a substantial portion of your investment
¨ You seek an investment designed to provide a ful return of principal at
and are wil ing to make an investment that may have the same
maturity.
downside market risk as the Lesser Performing Index.


¨ You cannot tolerate the loss of all or a substantial portion of your
¨ You are wil ing to accept the individual market risk of each Index and
investment, and you are not wil ing to make an investment that may
understand that any depreciation of one Index wil not be offset by a
have the same downside market risk as the Lesser Performing Index.
lesser depreciation or any potential appreciation of the other Index.


¨ You are unwil ing to accept the individual market risk of each Index or do
¨ You believe each Index wil close at or above the applicable Coupon
not understand that any depreciation of one Index wil not be offset by a
Barrier on the specified Observation Dates, and you believe each
lesser depreciation or any potential appreciation of the other Index
Index wil close at or above the applicable Trigger Level on the Final

Valuation Date.
¨ You do not believe each Index wil close at or above the applicable

Coupon Barrier on the specified Observation Dates, or you believe at
¨ You are wil ing to hold securities that wil be called on the earliest
least one Index wil close below the applicable Trigger Level on the
Observation Date after 1 year on which each Index closes at or above
Final Valuation Date.
its Index Starting Level, or you are otherwise wil ing to hold such

securities to maturity, a term of 10 years, and accept that there may be
¨ You are unable or unwil ing to hold securities that wil be called on the
little or no secondary market for the Securities.
earliest Observation Date after 1 year on which each Index closes at or

above its Index Starting Level, or you are otherwise unable or unwil ing
¨ You understand and accept that you wil not participate in any
to hold such securities to maturity, a term of 10 years, and seek an
appreciation of either Index, which may be significant, and are wil ing to
investment for which there wil be an active secondary market.
make an investment whose return is limited to the applicable

contingent coupon payments.
¨ You seek an investment that participates in the ful appreciation of one or

more of the Indices and whose return is not limited to the applicable
¨ You are wil ing to invest in the Securities based on the Contingent
contingent coupon payments.
Coupon Rate specified on the cover of this pricing supplement.


¨ You are unwil ing to invest in the Securities based on the Contingent
¨ You are wil ing to forgo any dividends paid on the stocks included in the
Coupon Rate specified on the cover of this pricing supplement.
Indices.


¨ You prefer to receive any dividends paid on the stocks included in one or
¨ You do not seek guaranteed current income from this investment.
more of the Indices.


¨ You are wil ing to assume the credit risk of Barclays Bank PLC, as Issuer
¨ You prefer the lower risk, and therefore accept the potentially lower
of the Securities, for all payments under the Securities and understand
returns, of fixed income investments with comparable maturities and
that if Barclays Bank PLC defaults on its payment obligations, you may
credit ratings.
not receive any payments due to you, including any repayment of

principal.
¨ You seek guaranteed current income from your investment.



¨ You are not wil ing or are unable to assume the credit risk associated
with Barclays Bank PLC, as Issuer of the Securities, for all payments
under the Securities, including any repayment of principal.

The suitability considerations identified above are not exhaustive. Whether or not the Securities are a suitable investment for you will depend
on your individual circumstances, and you should reach an investment decision only after you and your investment, legal, tax, accounting and
other advisors have carefully considered the suitability of an investment in the Securities in light of your particular circumstances. You should
also review carefully the "Key Risks" on page PS-7 as well as the "Risk Factors" beginning on page S-6 of the prospectus supplement and
page IS-2 of the index supplement for risks related to an investment in the Securities.


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Final Terms1
Issuer:
Barclays Bank PLC
Principal Amount per Security:
$10.00 per Security (subject to minimum investment of 100 Securities)
Term:
10 years, unless called earlier
Indices2:
The Russell 2000® Index and the EURO STOXX 50® Index
Call Feature:
The Securities wil be called if the closing level of each Index on any Observation Date beginning after 1 year
(January 26, 2015) is at or above its Index Starting Level. If the Securities are called, Barclays Bank PLC wil pay
on the applicable Cal Settlement Date a cash payment per Security equal to the principal amount plus the
contingent coupon otherwise due on the related Coupon Payment Date pursuant to the contingent coupon
feature. No further amounts wil be owed to you under the Securities.

The Securities will not be called if the closing level of at least one Index is below its Index Starting Level on the
specified Observation Dates.
Observation Dates3:
The first Observation Date wil occur on April 24, 2014; Observation Dates wil occur quarterly thereafter as listed
in the "Observation Dates/Coupon Payment Dates/Cal Settlement Dates" section below. The final Observation
Date, January 25, 2024, wil be the "Final Valuation Date."
Call Settlement Dates:
Two (2) business days fol owing the applicable Observation Date; provided however, if the Securities are cal ed on
the Final Valuation Date, the related Call Settlement Date will be the Maturity Date
Contingent Coupon:
If the closing level of each Index is equal to or greater than the applicable Coupon Barrier on any
Observation Date, Barclays Bank PLC wil pay you the contingent coupon applicable to such Observation Date.

If the closing level of at least one Index is less than the applicable Coupon Barrier on any Observation
Date, the contingent coupon applicable to such Observation Date wil not accrue or be payable and Barclays Bank
PLC wil not make any payment to you on the related Coupon Payment Date.

The contingent coupon is a fixed amount based upon equal quarterly installments at the Contingent Coupon Rate,
which is a per annum rate.
Coupon Barrier:
In respect of each Index, 70% of the Index Starting Level of that Index, as specified on the cover of this pricing
supplement
Coupon Payment Dates:
Two (2) business days fol owing the applicable Observation Date; provided however, the final Coupon Payment
Date will be the Maturity Date
Contingent Coupon Rate:
The Contingent Coupon Rate is 7.18% per annum.

The table below sets forth the contingent coupon that would be payable for each Observation Date on which the
closing level of each Index is equal to or greater than the applicable Coupon Barrier.

Contingent Coupon

$0.1795

Contingent coupon payments on the Securities are not guaranteed. Barclays Bank PLC will not pay a
contingent coupon for any Observation Date on which at least one of the Indices closes below its
Coupon Barrier.
Payment at Maturity (per Security): If the Securities are not called and the Index Ending Level of each Index is equal to or greater than both
the applicable Trigger Level and the applicable Coupon Barrier, Barclays Bank PLC will pay you a cash
payment on the Maturity Date equal to $10.00 per $10.00 principal amount Security plus the contingent coupon
otherwise due for the final quarter.

If the Securities are not called and the Index Ending Level of each Index is equal to or greater than the
applicable Trigger Level but the Index Ending Level of at least one Index is less than the applicable
Coupon Barrier, Barclays Bank PLC wil pay you a cash payment on the Maturity Date equal to $10.00 per
$10.00 principal amount Security.

If the Securities are not called and the Index Ending Level of at least one Index is less than the
applicable Trigger Level on the Final Valuation Date, Barclays Bank PLC wil pay you a cash payment on the
Maturity Date that is less than your principal amount, if anything, resulting in a loss of principal that is proportionate
to the negative Index Return of the Lesser Performing Index; equal to:

$10.00 × (1 + Index Return of the Lesser Performing Index)

Accordingly, you may lose all or a substantial portion of your principal at maturity, depending on how
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much the closing level of the Lesser Performing Index declines from the Trade Date to the Final
Valuation Date regardless of the performance of the other Index.
Index Return:
For each Index:

Index Ending Level ­ Index Starting Level
Index Starting Level
Lesser Performing Index:
The Index with the greater percentage decrease between its Index Starting Level and its Index Ending Level, as
compared to the percentage decrease or increase between the Index Starting Level and Index Ending Level of the
other Index
Trigger Level:
In respect of each Index, 50% of the Index Starting Level of that Index, as specified on the cover of this pricing
supplement
Index Starting Level:
In respect of each Index, the closing level of that Index on the Trade Date, as specified on the cover of this pricing
supplement
Index Ending Level:
In respect of each Index, the closing level of that Index on the Final Valuation Date
1
Terms used in this pricing supplement, but not defined herein, shall have the meanings ascribed to them in the prospectus supplement.
2
For a description of adjustments that may affect the reference asset, see "Reference Assets--Indices--Adjustments Relating to Securities with the
Reference Asset Comprised of an Index or Indices" in the prospectus supplement.
3
Subject to postponement in the event of a market disruption event as described under "Reference Assets--Indices--Market Disruption Events for
Securities with the Reference Asset Comprised of an Index or Indices of Equity Securities" and "Reference Assets--Baskets--Market Disruption Events
for Securities with the Reference Asset Comprised of a Basket of Multiple Indices, Equity Securities, Foreign Currencies, Interest Rates, Commodities,
Any Other Assets or Any Combination Thereof" in the prospectus supplement. For purposes of such market disruption event provisions in the prospectus
supplement only, each Index wil be deemed a "basket component," together comprising a "basket." The Securities do NOT represent an investment in a
basket of the Indices or the stocks included in the Indices. Notwithstanding anything to the contrary in the accompanying prospectus supplement, the
Final Valuation Date may be postponed by up to five scheduled trading days due to the occurrence or continuance of a market disruption event on such
date.



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Investment Timeline

The closing level of each Index (the Index Starting Level) is observed, the Trigger Level and the Coupon
Trade Date
Barrier of each Index is calculated and the Contingent Coupon Rate is determined.



If the closing level of each Index is equal to or greater than the Coupon Barrier on any Observation Date,
Barclays Bank PLC will pay you a contingent coupon payment on the applicable Coupon Payment Date.
Quarterly
(callable after 1
The Securities will be called if the closing level of each Index on any Observation Date on or after January 26,
year)
2015, is equal to or greater than its Index Starting Level. If the Securities are called, Barclays Bank PLC will
pay you a cash payment per Security equal to $10.00 plus the contingent coupon otherwise due on the related
Coupon Payment Date.



The Index Ending Level of each Index is determined as of the Final Valuation Date.

If the Securities have not been called and the Index Ending Level of each Index is equal to or greater than both
the applicable Trigger Level and the applicable Coupon Barrier, Barclays Bank PLC will repay the principal
amount equal to $10.00 per Security plus the contingent coupon otherwise due for the final quarter.

If the Securities have not been called and the Index Ending Level of each Index is equal to or greater than the
Maturity Date
applicable Trigger Level but the Index Ending Level of at least one Index is less than the applicable Coupon
Barrier, Barclays Bank PLC will pay you a cash payment on the Maturity Date equal to $10.00 per Security.

If the Securities have not been called and the Index Ending Level of at least one Index is less than the
applicable Trigger Level, Barclays Bank PLC will repay less than the principal amount, if anything, resulting in
a loss of principal proportionate to the decline of the Lesser Performing Index, equal to:

$10.00 × (1 + Index Return of the Lesser Performing Index) per Security
INVESTING IN THE SECURITIES INVOLVES SIGNIFICANT RISKS. YOU MAY LOSE SOME OR ALL OF YOUR PRINCIPAL AMOUNT. ANY
PAYMENT ON THE SECURITIES, INCLUDING ANY CONTINGENT COUPON, PAYMENTS IN RESPECT OF AN AUTOMATIC CALL AND ANY
REPAYMENT OF PRINCIPAL, IS SUBJECT TO THE CREDITWORTHINESS OF BARCLAYS BANK PLC. IF BARCLAYS BANK PLC WERE TO
DEFAULT ON ITS PAYMENT OBLIGATIONS, YOU MIGHT NOT RECEIVE ANY AMOUNTS OWED TO YOU UNDER THE SECURITIES AND YOU
COULD LOSE YOUR ENTIRE INVESTMENT.
The Issuer will not pay a contingent coupon for any Observation Date on which at least one of the Indices closes below its Coupon
Barrier. The Issuer will automatically call the Securities on any Observation Date after one year only if both of the Indices close at or above
their respective Index Starting Levels on such Observation Date. You will lose some or all of your principal amount if the Securities are not
called and the Index Ending Level of at least one of the Indices is below its Trigger Level.



PS-5
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Observation Dates/Coupon Payment Dates/Call Settlement Dates
Observation Dates
Coupon Payment Dates/Call
Settlement Dates*
April 24, 2014*
April 28, 2014*
July 24, 2014*
July 28, 2014*
October 24, 2014*
October 28, 2014*
January 26, 2015
January 28, 2015
April 24, 2015
April 28, 2015
July 24, 2015
July 28, 2015
October 26, 2015
October 28, 2015
January 25, 2016
January 27, 2016
April 25, 2016
April 27, 2016
July 25, 2016
July 27, 2016
October 24, 2016
October 26, 2016
January 24, 2017
January 26, 2017
April 24, 2017
April 26, 2017
July 24, 2017
July 26, 2017
October 24, 2017
October 26, 2017
January 24, 2018
January 26, 2018
April 24, 2018
April 26, 2018
July 24, 2018
July 26, 2018
October 24, 2018
October 26, 2018
January 24, 2019
January 28, 2019
April 24, 2019
April 26, 2019
July 24, 2019
July 26, 2019
October 24, 2019
October 28, 2019
January 24, 2020
January 28, 2020
April 24, 2020
April 28, 2020
July 24, 2020
July 28, 2020
October 26, 2020
October 28, 2020
January 25, 2021
January 27, 2021
April 26, 2021
April 28, 2021
July 26, 2021
July 28, 2021
October 25, 2021
October 27, 2021
January 24, 2022
January 26, 2022
April 25, 2022
April 27, 2022
July 25, 2022
July 27, 2022
October 24, 2022
October 26, 2022
January 24, 2023
January 26, 2023
April 24, 2023
April 26, 2023
July 24, 2023
July 26, 2023
October 24, 2023
October 26, 2023
January 25, 2024
January 31, 2024

*
The Securities are not callable until the fourth Observation Date, which is January 26, 2015. Thus, the first Call Settlement Date will
be January 28, 2015.


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Key Risks

An investment in the Securities involves significant risks. Investing in the Securities is not equivalent to investing in either or
both of the Indices. These risks are explained in more detail in the "Risk Factors" section of the accompanying prospectus
supplement and index supplement. We also urge you to consult your investment, legal, tax, accounting and other advisors
before you invest in the Securities.

¨
You may lose some or all of your principal -- The Securities differ from ordinary debt securities in that the Issuer
wil not necessarily pay the ful principal amount at maturity. If the Securities are not cal ed, the Issuer wil only pay you
the principal amount of your Securities if the Index Ending Level of each Index is equal to or greater than the applicable
Trigger Level and wil only make such payment at maturity. If the Securities are not cal ed and the Index Ending Level
of at least one Index is less than the applicable Trigger Level, you wil lose some or all of your principal in an amount
proportionate to the negative Index Return of the Lesser Performing Index. In that case, you wil lose more than 50%
and possibly all of your principal.

¨
If the Securities are not called, the payment at maturity, if any, is calculated based solely on the performance
of the Lesser Performing Index -- If the Securities are not cal ed, the payment at maturity, if any, wil be linked solely
to the performance of the Lesser Performing Index. As a result, in the event that the Index Ending Level of at least one
Index fal s below the applicable Trigger Level, only the Index Return of the Lesser Performing Index wil be used to
determine the return on your Securities and you wil not benefit from the performance of the other Index, even if the
closing level of the other Index has an Index Ending Level that exceeds the applicable Trigger Level or its Index Starting
Level.

¨
You may not receive any contingent coupons -- For any Observation Date, Barclays Bank PLC wil pay you the
contingent coupon on the related Coupon Payment Date only if the closing level of each Index is equal to or greater
than the applicable Coupon Barrier. If the closing level of at least one Index is less than the applicable Coupon Barrier
on any Observation Date, then you wil not receive any contingent coupon on the related Coupon Payment Date even if
the other Index exceeds the applicable Coupon Barrier on such Observation Date. If the closing level of at least one
Index is less than the applicable Coupon Barrier on each of the Observation Dates, Barclays Bank PLC wil not pay you
any contingent coupons during the term of the Securities, and you wil not receive a positive return on your
Securities. General y, this non-payment of the contingent coupon coincides with a period of greater risk of principal
loss on your Securities.

¨
Reinvestment risk -- If your Securities are cal ed early, the holding period over which you would receive the per
annum Contingent Coupon Rate could be as little as one year. There is no guarantee that you would be able to
reinvest the proceeds from an investment in the Securities in a comparable investment with a similar level of risk in the
event the Securities are cal ed prior to the Maturity Date.

¨
Contingent repayment of principal applies only at maturity -- You should be wil ing to hold your Securities to
maturity. If you sel your Securities prior to maturity in the secondary market, if any, you may have to sel your
Securities at a loss relative to your initial investment even if the level of each Index is above the applicable Trigger
Level.

¨
Your potential return on the Securities is limited and you will not participate in any appreciation of either
Index -- The return potential of the Securities is limited to the pre-specified Contingent Coupon Rate, regardless of the
appreciation of either Index. In addition, the total return on the Securities wil vary based on the number of Observation
Dates on which the closing level of each Index has equaled or exceeded the applicable Coupon Barrier prior to maturity
or an automatic cal . Further, if the Securities are cal ed due to the automatic cal feature, you wil not receive any
contingent coupons or any other payment in respect of any Observation Dates after the applicable Cal Settlement
Date. Because the Securities could be cal ed as early as the fourth Observation Date, the total return on the Securities
could be minimal. If the Securities are not called, you may be exposed to the decline in the Lesser Performing Index
even though you cannot participate in any potential appreciation in the level of either Index. As a result, the return on
an investment in the Securities could be less than the return on a hypothetical direct investment in one or both of the
Indices.

¨
Higher Contingent Coupon Rates are generally associated with a greater risk of loss -- Greater expected
volatility with respect to the Indices reflects a higher expectation as of the Trade Date that the level of at least one
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Index could close below the applicable Trigger Level on the Final Valuation Date of the Securities. This greater
expected risk wil general y be reflected in a higher Contingent Coupon Rate for that security. However, while the
Contingent Coupon Rate is a fixed amount, the Indices' volatility may change significantly over the term of the
Securities. The level of either Index could fal sharply, which could result in a significant loss of principal.

¨
Credit of Issuer -- The Securities are 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 Securities, including contingent
coupons and payments in respect of an automatic call or any repayment of principal, depends on the ability of Barclays
Bank PLC to satisfy its obligations as they come due. As a result, the actual and perceived creditworthiness of
Barclays Bank PLC may affect the market value of the Securities and, in the event Barclays Bank PLC were to default
on its obligations, you might not receive any amounts owed to you under the terms of the Securities and you could lose
your entire investment.

¨
There may be little or no secondary market for the Securities -- The Securities wil not be listed on any securities
exchange. Barclays Capital Inc. and other affiliates of Barclays Bank PLC intend to offer to purchase the Securities in
the secondary market but are not required to do so and may cease any such market making activities at any
time. Even if there is a secondary market, it may not provide enough liquidity to al ow you to trade or sel the Securities
easily. Because other dealers are not likely to make a secondary market for the Securities, the price at which you may
be able to trade your Securities is likely to depend on the price, if any, at which Barclays Capital Inc. and other
affiliates of Barclays Bank PLC are wil ing to buy the Securities.

¨
You are exposed to the market risk of each Index -- Your return on the Securities is not linked to a basket
consisting of the Indices. Rather, it wil be contingent upon the performance of each Index on an individual basis. Unlike
an instrument with a return linked to a basket of indices or other underlying assets where risk is mitigated and
diversified among all of the components of the basket, by purchasing the Securities, you wil be exposed equal y to the
risks related to each Index. Poor performance by any Index over the term of the Securities may negatively affect your
return and wil not be offset or mitigated by any increases or lesser declines in the level of the other Index. For
Barclays Bank PLC to automatical y cal the Securities or to pay any contingent coupon payment, each Index is
required


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