Bond Barclay PLC 7% ( US06746Y4162 ) in USD

Issuer Barclay PLC
Market price 100 %  ▲ 
Country  United Kingdom
ISIN code  US06746Y4162 ( in USD )
Interest rate 7% per year ( payment 2 times a year)
Maturity 25/02/2022 - Bond has expired



Prospectus brochure of the bond Barclays PLC US06746Y4162 in USD 7%, expired


Minimal amount 1 000 USD
Total amount /
Cusip 06746Y416
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 US06746Y4162, pays a coupon of 7% per year.
The coupons are paid 2 times per year and the Bond maturity is 25/02/2022







424B2 1 dp102683_424b2-2204ubs.htm FORM 424B2
Pricing Supplement dated February 22, 2019
Filed Pursuant to Rule 424(b)(2)
Registration Statement No. 333-212571
$14,811,950 Barclays Bank PLC Trigger Autocallable Contingent Yield Notes
Link e d t o t he le sse r pe rform ing of t he Russe ll 2 0 0 0 ® I nde x a nd t he S& P 5 0 0 ® I nde x due Fe brua ry 2 5 , 2 0 2 2
I nve st m e nt De sc ript ion
Trigger Autocallable Contingent Yield Notes (the "Notes") are unsecured and unsubordinated debt obligations issued by Barclays
Bank PLC (the "Issuer") linked to the lesser performing of the Russell 2000® Index and the S&P 500® Index (each an "Underlying"
and together the "Underlyings"). On a quarterly basis, unless the Notes have been previously called, the Issuer will pay you a
coupon (the "Contingent Coupon") if the Closing Level of each Underlying on the applicable Observation Date is greater than or
equal to its specified Coupon Barrier. Otherwise, no Contingent Coupon will be paid for that quarter. The Issuer will automatically
call the Notes if the Closing Level of each Underlying on any Observation Date (quarterly, beginning on August 22, 2019) is
greater than or equal to its Closing Level on the Trade Date (the "Initial Underlying Level"). If the Notes are automatically called,
the Issuer will pay the principal amount of your Notes plus the Contingent Coupon due on the Coupon Payment Date that is also
the Call Settlement Date, and no further amounts will be owed to you under the Notes. If the Notes are not automatically called
and the Closing Level of each Underlying on the Final Valuation Date (the "Final Underlying Level") is greater than or equal to its
specified Downside Threshold (which is set equal to its Coupon Barrier), the Issuer will pay you a cash payment at maturity equal
to the principal amount of your Notes plus the Contingent Coupon due on the Coupon Payment Date that is also the Maturity Date.
However, if the Final Underlying Level of either Underlying is less than its Downside Threshold, the Issuer will pay you a cash
payment at maturity that is less than the principal amount, if anything, resulting in a percentage loss of principal equal to the
negative Underlying Return of the Underlying with the lowest Underlying Return (the "Lesser Performing Underlying"). In this case,
you will have full downside exposure to the Lesser Performing Underlying from its Initial Underlying Level to its Final Underlying
Level, and could lose all of your principal. I nve st ing in t he N ot e s involve s signific a nt risk s. Y ou m a y lose a
signific a nt port ion or a ll of your princ ipa l. Y ou m a y re c e ive fe w or no Cont inge nt Coupons during t he t e rm of
t he N ot e s. Y ou w ill be e x pose d t o t he m a rk e t risk of e a c h U nde rlying a nd a ny de c line in t he le ve l of one
U nde rlying m a y ne ga t ive ly a ffe c t your re t urn a nd w ill not be offse t or m it iga t e d by a le sse r de c line or a ny
pot e nt ia l inc re a se in t he le ve l of t he ot he r U nde rlying. T he Fina l U nde rlying Le ve l of e a c h U nde rlying is
obse rve d re la t ive t o it s Dow nside T hre shold only on t he Fina l V a lua t ion Da t e , a nd t he c ont inge nt re pa ym e nt
of princ ipa l a pplie s only if you hold t he N ot e s t o m a t urit y. Ge ne ra lly, t he highe r t he Cont inge nt Coupon Ra t e
on a N ot e , t he gre a t e r t he risk of loss on t ha t N ot e . Y our re t urn pot e nt ia l on t he N ot e s is lim it e d t o a ny
Cont inge nt Coupons pa id on t he N ot e s, a nd you w ill not pa rt ic ipa t e in a ny a ppre c ia t ion of e it he r U nde rlying.
Any pa ym e nt on t he N ot e s, inc luding a ny re pa ym e nt of princ ipa l, is subje c t t o t he c re dit w ort hine ss of
Ba rc la ys Ba nk PLC a nd is not gua ra nt e e d by a ny t hird pa rt y. I f Ba rc la ys Ba nk PLC w e re t o de fa ult on it s
pa ym e nt obliga t ions or be c om e subje c t t o t he e x e rc ise of a ny U .K . Ba il-in Pow e r (a s de sc ribe d on pa ge PS-
4 of t his pric ing supple m e nt ) by t he re le va nt U .K . re solut ion a ut horit y, you m ight not re c e ive a ny a m ount s
ow e d t o you unde r t he N ot e s. Se e "Conse nt t o U .K . Ba il-in Pow e r" in t his pric ing supple m e nt a nd "Risk
Fa c t ors" in t he a c c om pa nying prospe c t us supple m e nt .
Fe a t ure s
Key Dates1
Contingent Coupon: Unless the Notes have been previously called, the Trade Date:
February 22, 2019
Issuer will pay you a Contingent Coupon each quarter if the Closing Level Settlement Date:
February 28, 2019
of each Underlying on the applicable Observation Date is greater than or Observation Dates:
Quarterly (callable beginning
equal to its Coupon Barrier. Otherwise, no Contingent Coupon will be paid
August 22, 2019) (see page
for that quarter.

PS-8)
Automatic Call: The Issuer will automatically call the Notes if the
Final Valuation Date: February 22, 2022
Closing Level of each Underlying on any Observation Date (quarterly,
Maturity Date:
February 25, 2022
beginning on August 22, 2019) is greater than or equal to its Initial
1 See "Supplemental Plan of Distribution" for
Underlying Level. If the Notes are automatically called, the Issuer will pay
more details on the expected Settlement Date.
the principal amount of your Notes plus the Contingent Coupon due on the
In addition, the Observation Dates, including the
Coupon Payment Date that is also the Call Settlement Date, and no
Final Valuation Date, and the Maturity Date are
further amounts will be owed to you under the Notes.
subject to postponement. See "Final Terms" on
Dow nside Exposure w ith Contingent Repayment of Principal
page PS-6 of this pricing supplement.
a t M a t urit y: If the Notes are not automatically called and the Final
Underlying Level of each Underlying is greater than or equal to its
Downside Threshold, the Issuer will pay you a cash payment at maturity

equal to the principal amount of your Notes plus the Contingent Coupon
due on the Coupon Payment Date that is also the Maturity Date. However,
if the Final Underlying Level of either Underlying is less than its Downside
Threshold, the Issuer will repay less than your principal amount, if
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anything, resulting in a percentage loss of principal equal to the negative
Underlying Return of the Lesser Performing Underlying. The Final
Underlying Level of each Underlying is observed relative to its Downside
Threshold only on the Final Valuation Date, and the contingent repayment
of principal applies only if you hold the Notes to maturity. Any payment on
the Notes, including any repayment of principal, is subject to the
creditworthiness of Barclays Bank PLC.
N OT I CE T O I N V EST ORS: T H E N OT ES ARE SI GN I FI CAN T LY RI SK I ER T H AN CON V EN T I ON AL DEBT
I N ST RU M EN T S. T H E I SSU ER I S N OT N ECESSARI LY OBLI GAT ED T O REPAY T H E FU LL PRI N CI PAL AM OU N T
OF T H E N OT ES AT M AT U RI T Y , AN D T H E N OT ES CAN H AV E T H E FU LL DOWN SI DE M ARK ET RI SK OF T H E
LESSER PERFORM I N G U N DERLY I N G. T H I S M ARK ET RI SK I S I N ADDI T I ON T O T H E CREDI T RI SK I N H EREN T
I N PU RCH ASI N G A DEBT OBLI GAT I ON OF BARCLAY S BAN K PLC. Y OU SH OU LD N OT PU RCH ASE T H E N OT ES
I F Y OU DO N OT U N DERST AN D OR ARE N OT COM FORT ABLE WI T H T H E SI GN I FI CAN T RI SK S I N V OLV ED I N
I N V EST I N G I N T H E N OT ES.
Y OU SH OU LD CAREFU LLY CON SI DER T H E RI SK S DESCRI BED U N DER "K EY RI SK S" BEGI N N I N G ON PAGE
PS-9 OF T H I S PRI CI N G SU PPLEM EN T AN D "RI SK FACT ORS" BEGI N N I N G ON PAGE S -7 OF T H E
PROSPECT U S SU PPLEM EN T BEFORE PU RCH ASI N G AN Y N OT ES. EV EN T S RELAT I N G T O AN Y OF T H OSE
RI SK S, OR OT H ER RI SK S AN D U N CERT AI N T I ES, COU LD ADV ERSELY AFFECT T H E M ARK ET V ALU E OF, AN D
T H E RET U RN ON , Y OU R N OT ES. Y OU M AY LOSE A SI GN I FI CAN T PORT I ON OR ALL OF Y OU R PRI N CI PAL
AM OU N T . T H E N OT ES WI LL N OT BE LI ST ED ON AN Y SECU RI T I ES EX CH AN GE.
N OT WI T H ST AN DI N G AN Y OT H ER AGREEM EN T S, ARRAN GEM EN T S OR U N DERST AN DI N GS BET WEEN
BARCLAY S BAN K PLC AN D AN Y H OLDER OF T H E N OT ES, BY ACQU I RI N G T H E N OT ES, EACH H OLDER OF
T H E N OT ES ACK N OWLEDGES, ACCEPT S, AGREES T O BE BOU N D BY AN D CON SEN T S T O T H E EX ERCI SE OF,
AN Y U .K . BAI L-I N POWER BY T H E RELEV AN T U .K . RESOLU T I ON AU T H ORI T Y . SEE "CON SEN T T O U .K . BAI L-
I N POWER" ON PAGE PS-4 OF T H I S PRI CI N G SU PPLEM EN T .
N ot e Offe ring
We are offering Trigger Autocallable Contingent Yield Notes linked to the lesser performing of the Russell 2000® Index and the
S&P 500® Index. The Initial Underlying Level of each Underlying is the Closing Level of that Underlying on the Trade Date. The
Notes are offered at a minimum investment of 100 Notes at $10 per Note (representing a $1,000 investment), and integral multiples
of $10 in excess thereof.
I nit ia l
Cont inge nt Coupon
U nde rlying
U nde rlying
Coupon Ba rrie r*
Dow nside T hre shold*
CU SI P/ I SI N
Ra t e
Le ve l
Russell 2000® Index
1,590.062
1,113.043, which is
1,113.043, which is 70.00%
(RTY)
70.00% of the Initial
of the Initial Underlying
Underlying Level
Level
06746Y416 /
7.00% per annum
2,792.67
1,954.87, which is
1,954.87, which is 70.00% US06746Y4162
S&P 500® Index
(SPX)
70.00% of the Initial
of the Initial Underlying
Underlying Level
Level
* Rounded to three decimal places for the Russell 2000® Index and rounded to two decimal places for the S&P 500® Index
Se e "Addit iona l I nform a t ion a bout Ba rc la ys Ba nk PLC a nd t he N ot e s" on pa ge PS-2 of t his pric ing
supple m e nt . T he N ot e s w ill ha ve t he t e rm s spe c ifie d in t he prospe c t us da t e d M a rc h 3 0 , 2 0 1 8 , t he
prospe c t us supple m e nt da t e d J uly 1 8 , 2 0 1 6 , t he inde x supple m e nt da t e d J uly 1 8 , 2 0 1 6 a nd t his pric ing
supple m e nt .
N e it he r t he U .S. Se c urit ie s a nd Ex c ha nge Com m ission (t he "SEC") nor a ny st a t e se c urit ie s c om m ission ha s
a pprove d or disa pprove d of t he N ot e s or de t e rm ine d t ha t t his pric ing supple m e nt is t rut hful or c om ple t e .
Any re pre se nt a t ion t o t he c ont ra ry is a c rim ina l offe nse .
We m a y use t his pric ing supple m e nt in t he init ia l sa le of t he N ot e s. I n a ddit ion, Ba rc la ys Ca pit a l I nc . or a ny
ot he r of our a ffilia t e s m a y use t his pric ing supple m e nt in m a rk e t re sa le t ra nsa c t ions in a ny of t he N ot e s
a ft e r t he ir init ia l sa le . U nle ss w e or our a ge nt inform s you ot he rw ise in t he c onfirm a t ion of sa le , t his pric ing
supple m e nt is be ing use d in a m a rk e t re sa le t ra nsa c t ion.
The Notes constitute our unsecured and unsubordinated obligations. The Notes are not deposit liabilities of Barclays Bank PLC and
are not covered by the U.K. Financial Services Compensation Scheme or insured by the U.S. Federal Deposit Insurance
Corporation or any other governmental agency or deposit insurance agency of the United States, the United Kingdom or any other
jurisdiction.
I nit ia l I ssue
U nde rw rit ing
Proc e e ds t o Ba rc la ys

Pric e 1
Disc ount
Ba nk PLC
Per Note
$10.00
$0.20
$9.80
Total
$14,811,950
$296,239
$14,515,711
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1 Our estimated value of the Notes on the Trade Date, based on our internal pricing models, is $9.783 per
N ot e . T he e st im a t e d va lue is le ss t ha n t he init ia l issue pric e of t he N ot e s. Se e "Addit iona l I nform a t ion
Re ga rding Our Est im a t e d V a lue of t he N ot e s" on pa ge PS-3 of t his pric ing supple m e nt .
U BS Fina nc ia l Se rvic e s I nc .
Ba rc la ys Ca pit a l I nc .


Addit iona l I nform a t ion a bout Ba rc la ys Ba nk PLC a nd t he N ot e s
You should read this pricing supplement together with the prospectus dated March 30, 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 in "Risk Factors" in the
prospectus supplement, as the Notes involve risks not associated with conventional debt securities. We urge you to consult your
investment, legal, tax, accounting and other advisors before you invest in the Notes.

If the terms discussed in this pricing supplement differ from those in the prospectus, prospectus supplement or index supplement,
the terms discussed herein will control.

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 March 30, 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 March 30, 2018:
http://www.sec.gov/Archives/edgar/data/312070/000119312518103150/d561709d424b3.htm

¨
Prospectus supplement dated July 18, 2016:
http://www.sec.gov/Archives/edgar/data/312070/000110465916132999/a16-14463_21424b3.htm

¨
Index supplement dated July 18, 2016:
http://www.sec.gov/Archives/edgar/data/312070/000110465916133002/a16-14463_22424b3.htm

Our SEC file number is 1-10257. As used in this pricing supplement, "we," "us" and "our" refer to Barclays Bank PLC. In this pricing
supplement, "Notes" refers to the Trigger Autocallable Contingent Yield Notes that are offered hereby, unless the context otherwise
requires.

PS-2

Addit iona l I nform a t ion Re ga rding Our Est im a t e d V a lue of t he N ot e s
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 Trade 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 Trade Date is less than the initial issue price of the Notes. The difference between the
initial issue price of the Notes and our estimated value of the Notes results from several factors, including any sales commissions to
be paid to Barclays Capital Inc. or another affiliate of ours, any selling concessions, discounts, commissions or fees to be allowed
or paid to non-affiliated intermediaries, the estimated profit that we or any of our affiliates expect to earn in connection with
structuring the Notes, the estimated cost that we may incur in hedging our obligations under the Notes, and estimated development
and other costs that we may incur in connection with the Notes.

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

Assuming that all relevant factors remain constant after the Trade 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 Trade Date for a temporary period
expected to be approximately six months after the initial issue date of the Notes 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 that 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 that 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 t o re a d t he "K e y Risk s" be ginning on pa ge PS-9 of t his pric ing supple m e nt .

PS-3

Conse nt t o U .K . Ba il-in Pow e r
N ot w it hst a nding a ny ot he r a gre e m e nt s, a rra nge m e nt s or unde rst a ndings be t w e e n us a nd a ny holde r of t he
N ot e s, by a c quiring t he N ot e s, e a c h holde r of t he N ot e s a c k now le dge s, a c c e pt s, a gre e s t o be bound by a nd
c onse nt s t o t he e x e rc ise of, a ny U .K . Ba il-in Pow e r by t he re le va nt U .K . re solut ion a ut horit y.

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 an 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 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 Notes 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 m ore inform a t ion, ple a se se e "K e y Risk s--Y ou m a y lose som e or a ll of your inve st m e nt if a ny U .K . ba il-
in pow e r is e x e rc ise d by t he re le va nt U .K . re solut ion a ut horit y" in t his pric ing supple m e nt a s w e ll a s "U .K .
Ba il-in Pow e r," "Risk Fa c t ors--Risk s Re la t ing t o t he Se c urit ie s Ge ne ra lly--Re gula t ory a c t ion in t he e ve nt a
ba nk or inve st m e nt firm in t he Group is fa iling or lik e ly t o fa il c ould m a t e ria lly a dve rse ly a ffe c t t he va lue of
t he se c urit ie s" a nd "Risk Fa c t ors--Risk s Re la t ing t o t he Se c urit ie s Ge ne ra lly--U nde r t he t e rm s of t he
se c urit ie s, you ha ve a gre e d t o be bound by t he e x e rc ise of a ny U .K . Ba il-in Pow e r by t he re le va nt U .K .
re solut ion a ut horit y" in t he a c c om pa nying prospe c t us supple m e nt .

PS-4

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I nve st or Suit a bilit y
T he N ot e s m a y be suit a ble for you if:

T he N ot e s m a y not be suit a ble for you if:


¨ You fully understand the risks inherent in an investment in the
¨ You do not fully understand the risks inherent in an
Notes, including the risk of loss of your entire principal
investment in the Notes, including the risk of loss of your
amount.
entire principal amount.


¨ You can tolerate a loss of a significant portion or all of your
¨ You require an investment designed to provide a full return
principal amount and are willing to make an investment that
of principal at maturity, you cannot tolerate a loss of a
may have the full downside market risk of an investment in
significant portion or all of your principal amount or you are
the Lesser Performing Underlying.
not willing to make an investment that may have the full

downside market risk of an investment in the Lesser
¨ You are willing and able to accept the individual market risk of
Performing Underlying.
each Underlying and understand that any decline in the level

of one Underlying will not be offset or mitigated by a lesser
¨ You are unwilling or unable to accept the individual market
decline or any potential increase in the level of the other
risk of each Underlying or do not understand that any
Underlying.
decline in the level of one Underlying will not be offset or

mitigated by a lesser decline or any potential increase in
¨ You believe each Underlying is likely to close at or above its
the level of the other Underlying.
Coupon Barrier on the specified Observation Dates, and, if

either Underlying does not, you can tolerate receiving few or
¨ You do not believe each Underlying is likely to close at or
no Contingent Coupons over the term of the Notes.
above its Coupon Barrier on the specified Observation

Dates, or you cannot tolerate receiving few or no
¨ You believe the Final Underlying Level of each Underlying is
Contingent Coupons over the term of the Notes.
not likely to be less than its Downside Threshold and, if the

Final Underlying Level of either Underlying is less than its
¨ You believe the Final Underlying Level of either Underlying
Downside Threshold, you can tolerate a loss of a significant
is likely to be less than its Downside Threshold, which
portion or all of your principal amount.
could result in a total loss of your principal amount.


¨ You understand and accept that you will not participate in any
¨ You seek an investment that participates in the full
appreciation of either Underlying, which may be significant,
appreciation of either or both of the Underlyings and whose
and that your return potential on the Notes is limited to any
return is not limited to any Contingent Coupons paid on the
Contingent Coupons paid on the Notes.
Notes.


¨ You can tolerate fluctuations in the price of the Notes prior to
¨ You cannot tolerate fluctuations in the price of the Notes
maturity that may be similar to or exceed the downside
prior to maturity that may be similar to or exceed the
fluctuations in the levels of the Underlyings.
downside fluctuations in the levels of the Underlyings.


¨ You are willing and able to hold Notes that will be called on
¨ You are unable or unwilling to hold Notes that will be called
the earliest Observation Date (quarterly, beginning on August
on the earliest Observation Date (quarterly, beginning on
22, 2019) on which the Closing Level of each Underlying is
August 22, 2019) on which the Closing Level of each
greater than or equal to its Initial Underlying Level, and you
Underlying is greater than or equal to its Initial Underlying
are otherwise willing and able to hold the Notes to maturity
Level, or you are unable or unwilling to hold the Notes to
and accept that there may be little or no secondary market
maturity and seek an investment for which there will be an
for the Notes.
active secondary market.


¨ You are willing to invest in the Notes based on the Contingent
¨ You are unwilling to invest in the Notes based on the
Coupon Rate specified on the cover of this pricing
Contingent Coupon Rate specified on the cover of this
supplement.
pricing supplement.


¨ You do not seek guaranteed current income from this
¨ You seek guaranteed current income from your investment,
investment, you are willing to accept the risk of contingent
you are unwilling to accept the risk of contingent yield or
yield and you are willing to forgo any dividends paid on the
you prefer to receive any dividends paid on the securities
securities composing the Underlyings.
composing the Underlyings.


¨ You understand and are willing to accept the risks associated
¨ You do not understand or are not willing to accept the risks
with each Underlying.
associated with each Underlying.


¨ You are willing and able to assume the credit risk of Barclays
¨ You prefer the lower risk, and therefore accept the
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Bank PLC, as issuer of the Notes, for all payments under the
potentially lower returns, of fixed income investments with
Notes and understand that if Barclays Bank PLC were to
comparable maturities and credit ratings.
default on its payment obligations or become subject to the

exercise of any U.K. Bail-in Power, you might not receive
¨ You are not willing or are unable to assume the credit risk of
any amounts due to you under the Notes, including any
Barclays Bank PLC, as issuer of the Notes, for all
repayment of principal.
payments due to you under the Notes, including any

repayment of principal.

T he suit a bilit y c onside ra t ions ide nt ifie d a bove a re not e x ha ust ive . Whe t he r or not t he N ot e s a re a suit a ble
inve st m e nt for you w ill de pe nd on your individua l c irc um st a nc e s, a nd you should re a c h a n inve st m e nt
de c ision only a ft e r you a nd your inve st m e nt , le ga l, t a x , a c c ount ing a nd ot he r a dvisors ha ve c a re fully
c onside re d t he suit a bilit y of a n inve st m e nt in t he N ot e s in light of your pa rt ic ula r c irc um st a nc e s. Y ou
should a lso re vie w c a re fully t he "K e y Risk s" be ginning on pa ge PS-9 of t his pric ing supple m e nt a nd t he
"Risk Fa c t ors" be ginning on pa ge S -7 of t he prospe c t us supple m e nt for risk s re la t e d t o a n inve st m e nt in t he
N ot e s. For m ore inform a t ion a bout t he U nde rlyings, ple a se se e t he se c t ions t it le d "Russe ll 2 0 0 0 ® I nde x "
a nd "S& P 5 0 0 ® I nde x " be low .

PS-5

Fina l T e rm s1
Issuer:
Barclays Bank PLC
Principal Amount:
$10 per Note (subject to minimum investment of 100 Notes)
Term2:
Approximately three years, unless called earlier
Reference Assets3:
The Russell 2000® Index (Bloomberg ticker symbol "RTY<Index>") and the S&P 500® Index (Bloomberg
ticker symbol "SPX<Index>") (each an "Underlying" and together the "Underlyings")
Automatic Call
The Issuer will automatically call the Notes if the Closing Level of each Underlying on any Observation Date
Feature:
(quarterly, beginning on August 22, 2019) is greater than or equal to its Initial Underlying Level. If the Notes
are automatically called, the Issuer will pay the principal amount of your Notes plus the Contingent Coupon
due on the Coupon Payment Date that is also the Call Settlement Date, and no further amounts will be
owed to you under the Notes.
Observation Dates2: As set forth under the "Observation Dates" column of the table under "Observation Dates/Coupon Payment
Dates/Call Settlement Dates" below. The final Observation Date, February 22, 2022, is the "Final Valuation
Date."
Call Settlement
As set forth under the "Coupon Payment Dates/Call Settlement Dates" column of the table under
Dates2:
"Observation Dates/Coupon Payment Dates/Call Settlement Dates" below
Contingent Coupon:
I f t he Closing Le ve l of e a c h U nde rlying is gre a t e r t ha n or e qua l t o it s Coupon Ba rrie r on
a ny Obse rva t ion Da t e , the Issuer will pay you the Contingent Coupon applicable to that Observation
Date.

I f t he Closing Le ve l of e it he r U nde rlying is le ss t ha n it s Coupon Ba rrie r on a ny
Obse rva t ion Da t e , the Contingent Coupon applicable to that Observation Date will not accrue or be
payable and the Issuer will not make any payment to you on the related Coupon Payment Date.

The Contingent Coupon is a fixed amount potentially payable quarterly based on the per annum Contingent
Coupon Rate.

Coupon Barrier:
With respect to each Underlying, a percentage of the Initial Underlying Level of that Underlying, as specified
on the cover of this pricing supplement
Coupon Payment
As set forth under the "Coupon Payment Dates/Call Settlement Dates" column of the table under
Dates2:
"Observation Dates/Coupon Payment Dates/Call Settlement Dates" below
Contingent Coupon
The Contingent Coupon Rate is 7.00% per annum. Accordingly, the Contingent Coupon with respect to each
Rate:
Observation Date is equal to $0.175 per Note and will be payable only for each Observation Date on which
the Closing Level of each Underlying is greater than or equal to its Coupon Barrier.

Whe t he r Cont inge nt Coupons w ill be pa id on t he N ot e s w ill de pe nd on t he pe rform a nc e
of t he U nde rlyings. T he I ssue r w ill not pa y you t he Cont inge nt Coupon for a ny
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Obse rva t ion Da t e on w hic h t he Closing Le ve l of e it he r U nde rlying is le ss t ha n it s Coupon
Ba rrie r.
Payment at Maturity
I f t he N ot e s a re not a ut om a t ic a lly c a lle d a nd t he Fina l U nde rlying Le ve l of e a c h
(per Note):
U nde rlying is gre a t e r t ha n or e qua l t o it s Dow nside T hre shold (w hic h e qua ls it s Coupon
Ba rrie r), the Issuer will pay you a cash payment on the Maturity Date equal to $10 per Note plus the
Contingent Coupon due on the Coupon Payment Date that is also the Maturity Date.

I f t he N ot e s a re not a ut om a t ic a lly c a lle d a nd t he Fina l U nde rlying Le ve l of e it he r
U nde rlying is le ss t ha n it s Dow nside T hre shold, the Issuer will pay you a cash payment on the
Maturity Date per Note that is less than your principal amount, if anything, resulting in a percentage loss of
principal equal to the negative Underlying Return of the Lesser Performing Underlying, calculated as follows:

$10 × (1 + Underlying Return of the Lesser Performing Underlying)

Accordingly, you may lose a significant portion or all of your principal at maturity, depending on how
much the Lesser Performing Underlying declines, regardless of the performance of the other
Underlying. Any payment on the Notes, including any repayment of principal, is subject to the
creditworthiness of Barclays Bank PLC and is not guaranteed by any third party.
Underlying Return:
With respect to each Underlying:

Final Underlying Level ­ Initial Underlying Level
Initial Underlying Level
Lesser Performing
The Underlying with the lower Underlying Return
Underlying:
Downside Threshold: With respect to each Underlying, a percentage of the Initial Underlying Level of that Underlying, as specified
on the cover of this pricing supplement
Initial Underlying
With respect to each Underlying, the Closing Level of that Underlying on the Trade Date, as specified on the
Level:
cover of this pricing supplement
Final Underlying
With respect to each Underlying, the Closing Level of that Underlying on the Final Valuation Date
Level:
Closing Level3:
With respect to each Underlying, Closing Level has the meaning set forth under "Reference Assets--Indices
--Special Calculation Provisions" in the prospectus supplement.
Calculation Agent:
Barclays Bank PLC
1
Terms used in this pricing supplement, but not defined herein, shall have the meanings ascribed to them in the prospectus
supplement.
2
Each Observation Date may be postponed if that Observation Date is not a scheduled trading day with respect to either
Underlying or if a market disruption event occurs with respect to either Underlying on that Observation Date as described under
"Reference Assets--Indices--Market Disruption Events for Securities with an Index of Equity Securities as a Reference Asset"
and "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" in the prospectus supplement. In addition, a Coupon Payment
Date, a Call Settlement Date and/or the Maturity Date will be postponed if that day is not a business day or if the relevant
Observation Date is postponed as described under "Terms of the Notes--Payment Dates" in the accompanying prospectus
supplement.
3
If an Underlying is discontinued or if the sponsor of an Underlying fails to publish that Underlying, the Calculation Agent may
select a successor underlying or, if no successor underlying is available, will calculate the value to be used as the Closing Level
of that Underlying. In addition, the Calculation Agent will calculate the value to be used as the Closing Level of an Underlying in
the event of certain changes in or modifications to that Underlying. For more information, see "Reference Assets--Indices--
Adjustments Relating to Securities with an Index as a Reference Asset" in the accompanying prospectus supplement.

PS-6

I nve st m e nt T im e line



The Closing Level of each Underlying (the Initial Underlying Level) is observed, the
T ra de Da t e :
Contingent Coupon Rate is set and the Coupon Barrier and Downside Threshold of each
Underlying are determined.



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If the Closing Level of each Underlying is greater than or equal to its Coupon Barrier on
any Observation Date, the Issuer will pay you the Contingent Coupon applicable to that
Observation Date.

However, if the Closing Level of either Underlying is less than its Coupon Barrier on any
Qua rt e rly
Observation Date, no Contingent Coupon payment will be made with respect to that
(c a lla ble
Observation Date.
be ginning August

2 2 , 2 0 1 9 ):
The Issuer will automatically call the Notes if the Closing Level of each Underlying on
any Observation Date (quarterly, beginning on August 22, 2019) is greater than or equal
to its Initial Underlying Level. If the Notes are automatically called, the Issuer will pay the
principal amount of your Notes plus the Contingent Coupon due on the Coupon Payment
Date that is also the Call Settlement Date, and no further amounts will be owed to you
under the Notes.





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

If the Notes are not automatically called and the Final Underlying Level of each
Underlying is greater than or equal to its Downside Threshold (which equals its Coupon
Barrier), the Issuer will pay you a cash payment on the Maturity Date equal to $10 per
Note plus the Contingent Coupon due on the Coupon Payment Date that is also the
Maturity Date.

If the Notes are not automatically called and the Final Underlying Level of either
M a t urit y Da t e :
Underlying is less than its Downside Threshold, the Issuer will pay you a cash payment
on the Maturity Date per Note that is less than your principal amount, if anything,
resulting in a percentage loss of principal equal to the negative Underlying Return of the
Lesser Performing Underlying, calculated as follows:

$10 × (1 + Underlying Return of the Lesser Performing Underlying)

Accordingly, you may lose a significant portion or all of your principal at maturity,
depending on how much the Lesser Performing Underlying declines, regardless of the
performance of the other Underlying.

I nve st ing in t he N ot e s involve s signific a nt risk s. Y ou m a y lose a signific a nt port ion or a ll of your princ ipa l
a m ount . Y ou m a y re c e ive fe w or no Cont inge nt Coupons during t he t e rm of t he N ot e s. Y ou w ill be e x pose d
t o t he m a rk e t risk of e a c h U nde rlying a nd a ny de c line in t he le ve l of one U nde rlying m a y ne ga t ive ly a ffe c t
your re t urn a nd w ill not be offse t or m it iga t e d by a le sse r de c line or a ny pot e nt ia l inc re a se in t he le ve l of
t he ot he r U nde rlying. T he Fina l U nde rlying Le ve l of e a c h U nde rlying is obse rve d re la t ive t o it s Dow nside
T hre shold only on t he Fina l V a lua t ion Da t e , a nd t he c ont inge nt re pa ym e nt of princ ipa l a pplie s only if you
hold t he N ot e s t o m a t urit y. Ge ne ra lly, t he highe r t he Cont inge nt Coupon Ra t e on a N ot e , t he gre a t e r t he
risk of loss on t ha t N ot e . Y our re t urn pot e nt ia l on t he N ot e s is lim it e d t o a ny Cont inge nt Coupons pa id on
t he N ot e s, a nd you w ill not pa rt ic ipa t e in a ny a ppre c ia t ion of e it he r U nde rlying. Any pa ym e nt on t he N ot e s,
inc luding a ny re pa ym e nt of princ ipa l, is subje c t t o t he c re dit w ort hine ss of Ba rc la ys Ba nk PLC a nd is not
gua ra nt e e d by a ny t hird pa rt y. I f Ba rc la ys Ba nk PLC w e re t o de fa ult on it s pa ym e nt obliga t ions or be c om e
subje c t t o t he e x e rc ise of a ny U .K . Ba il-in Pow e r by t he re le va nt U .K . re solut ion a ut horit y, you m ight not
re c e ive a ny a m ount s ow e d t o you unde r t he N ot e s.

PS-7

Obse rva t ion Da t e s/Coupon Pa ym e nt Da t e s/Ca ll Se t t le m e nt Da t e s
Obse rva t ion Da t e s
Coupon Pa ym e nt Da t e s / Ca ll Se t t le m e nt Da t e s
May 22, 2019*
May 24, 2019*
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August 22, 2019
August 26, 2019
November 22, 2019
November 26, 2019
February 24, 2020
February 26, 2020
May 22, 2020
May 27, 2020
August 24, 2020
August 26, 2020
November 23, 2020
November 25, 2020
February 22, 2021
February 24, 2021
May 24, 2021
May 26, 2021
August 23, 2021
August 25, 2021
November 22, 2021
November 24, 2021
February 22, 2022
February 25, 2022
*The Notes are NOT automatically callable until the second Observation Date, which is August 22, 2019. Thus, the first Call
Settlement Date will be on or about August 26, 2019.


PS-8

K e y Risk s
An investment in the Notes involves significant risks. Investing in the Notes is not equivalent to investing in either or both of the
Underlyings or the securities composing the Underlyings. Some of the risks that apply to an investment in the Notes are
summarized below, but we urge you to read the more detailed explanation of risks relating to the Notes generally in the "Risk
Factors" section of the prospectus supplement. You should reach an investment decision only after you have carefully considered
with your advisors the suitability of an investment in the Notes in light of your particular circumstances.

¨
Y ou m a y lose a signific a nt port ion or a ll of your princ ipa l -- The Notes differ from ordinary debt securities in that
the Issuer will not necessarily pay the full principal amount of the Notes at maturity. If the Notes are not automatically called, at
maturity, the Issuer will pay you the principal amount of your Notes only if the Final Underlying Level of each Underlying is
greater than or equal to its Downside Threshold and will make such payment only at maturity. If the Notes are not automatically
called and the Final Underlying Level of either Underlying is less than its Downside Threshold, you will be exposed to the full
decline in the Lesser Performing Underlying and the Issuer will repay less than the full principal amount of the Notes at
maturity, if anything, resulting in a percentage loss of principal equal to the negative Underlying Return of the Lesser Performing
Underlying. Accordingly, you may lose a significant portion or all of your principal.

¨
I f t he N ot e s a re not a ut om a t ic a lly c a lle d, t he pa ym e nt a t m a t urit y, if a ny, is c a lc ula t e d ba se d sole ly on
t he pe rform a nc e of t he Le sse r Pe rform ing U nde rlying -- If the Notes are not automatically called pursuant to the Call
Feature, the payment at maturity, if any, will be linked solely to the performance of the Lesser Performing Underlying. As a
result, in the event that the Final Underlying Level of the Lesser Performing Underlying is less than its Downside Threshold, the
Underlying Return of only the Lesser Performing Underlying will be used to determine the return on your Notes, and you will not
benefit from the performance of the other Underlying, even if the Final Underlying Level of the other Underlying is greater than
or equal to its Downside Threshold or Initial Underlying Level.

¨
Y ou m a y not re c e ive a ny Cont inge nt Coupons -- The Issuer will not necessarily make periodic coupon payments on
the Notes. If the Closing Level of either Underlying on an Observation Date is less than its Coupon Barrier, the Issuer will not
pay you the Contingent Coupon applicable to that Observation Date even if the Closing Level of the other Underlying is greater
than or equal to its Coupon Barrier on that Observation Date. If the Closing Level of either Underlying is less than its Coupon
Barrier on each of the Observation Dates, the Issuer will not pay you any Contingent Coupons during the term of the Notes,
and you will not receive a positive return on your Notes. Generally, this non-payment of the Contingent Coupon coincides with a
period of greater risk of principal loss on your Notes.

¨
Cont inge nt re pa ym e nt of princ ipa l a pplie s only a t m a t urit y -- You should be willing to hold your Notes to maturity.
The market value of the Notes may fluctuate between the date you purchase them and the Final Valuation Date. If you are able
to sell your Notes prior to maturity in the secondary market, if any, you may have to sell them at a loss relative to your principal
amount even if at that time the level of either or both of the Underlyings is greater than or equal to its Downside Threshold.

¨
Y our re t urn pot e nt ia l on t he N ot e s is lim it e d t o a ny Cont inge nt Coupons pa id on t he N ot e s, a nd you w ill
not pa rt ic ipa t e in a ny a ppre c ia t ion of e it he r U nde rlying -- The return potential of the Notes is limited to the pre-
specified per annum Contingent Coupon Rate, regardless of any appreciation of either Underlying. In addition, the total return on
the Notes will vary based on the number of Observation Dates on which the Closing Level of each Underlying has been greater
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than or equal to its Coupon Barrier prior to maturity or an automatic call. Further, if the Notes are automatically called pursuant
to the Automatic Call Feature, you will not receive Contingent Coupons or any other payment in respect of any Observation
Dates after the applicable Call Settlement Date. Because the Notes could be called as early as the second Observation Date,
the total return on the Notes could be minimal. If the Notes are not automatically called, you may be subject to the decline in
the level of the Lesser Performing Underlying even though you will not participate in any appreciation of either Underlying. As a
result, the return on an investment in the Notes could be less than the return on a direct investment in either or both of the
Underlyings or the securities composing the Underlyings.

¨
Be c a use t he N ot e s a re link e d t o t he Le sse r Pe rform ing U nde rlying, you a re e x pose d t o gre a t e r risk s of no
Cont inge nt Coupons a nd sust a ining a signific a nt loss of princ ipa l a t m a t urit y t ha n if t he N ot e s w e re
link e d t o a single U nde rlying -- The risk that you will not receive any Contingent Coupons and lose a significant portion or
all of your principal amount in the Notes at maturity is greater if you invest in the Notes as opposed to substantially similar
securities that are linked to the performance of a single Underlying. With two Underlyings, it is more likely that the Closing Level
of either Underlying will be less than its Coupon Barrier on the specified Observation Dates or less than its Downside Threshold
on the Final Valuation Date and, therefore, it is more likely that you will not receive any Contingent Coupons and that you will
suffer a significant loss of principal at maturity. In addition, because the Closing Level of each Underlying must be greater than
or equal to its Initial Underlying Level on an Observation Date in order for the Notes to be automatically called prior to maturity,
the Notes are less likely to be automatically called on any Observation Date than if the Notes were linked to a single Underlying.
Further, the performance of the Underlyings may not be correlated or may be negatively correlated. The lower the correlation
between two Underlyings, the greater the potential for one of those Underlyings to close below its Coupon Barrier or Downside
Threshold on an Observation Date or the Final Valuation Date, respectively. See "Correlation of the Underlyings" below.

It is impossible to predict what the correlation between the Underlyings will be over the term of the Notes. The Underlyings
represent different equity markets. The Russell 2000® Index represents the small-capitalization segment of the United States
equity market and the S&P 500® Index represents the large-capitalization segment of the United States equity market. These
different equity markets may not perform similarly over the term of the Notes.

Although the correlation of the Underlyings' performance may change over the term of the Notes, the Contingent Coupon Rate
is determined, in part, based on the correlation of the Underlyings' performance calculated using our internal models at the time
when the terms of the Notes are finalized. A higher Contingent Coupon Rate is generally associated with lower correlation of
the Underlyings, which reflects a greater potential for missed Contingent Coupons and for a loss of principal at maturity. The
correlation referenced in setting the terms of the Notes is calculated using our internal models and is not derived from the
returns of the Underlyings over the period set forth under "Correlation of the Underlyings" below. In addition, other factors and
inputs other than correlation may impact how the terms of the Notes are set and the performance of the Notes.

PS-9

¨
Y ou a re e x pose d t o t he m a rk e t risk of e a c h U nde rlying -- Your return on the Notes is not linked to a basket
consisting of the Underlyings. Rather, it will be contingent upon the independent performance of each Underlying. Unlike an
instrument with a return linked to a basket of underlying assets in which risk is mitigated and diversified among all the
components of the basket, you will be exposed to the risks related to each Underlying. Poor performance by either Underlying
over the term of the Notes may negatively affect your return and will not be offset or mitigated by any increases or lesser
declines in the level of the other Underlying. To receive any Contingent Coupons, the Closing Level of each Underlying must be
greater than or equal to its Coupon Barrier on the applicable Observation Date. In addition, if the Notes have not been
automatically called prior to maturity and the Final Underlying Level of either Underlying is less than its Downside Threshold,
you will be exposed to the full decline in the Lesser Performing Underlying. Accordingly, your investment is subject to the
market risk of each Underlying.

¨
Re inve st m e nt risk -- If your Notes are automatically called early, the holding period over which you would receive the per
annum Contingent Coupon Rate could be as short as approximately six months. There is no guarantee that you would be able
to reinvest the proceeds from an investment in the Notes in a comparable investment with a similar level of risk in the event the
Notes are automatically called prior to the Maturity Date. The likelihood that the Notes will be automatically called prior to the
Maturity Date is highest earlier in their term. Generally, the longer the Notes remain outstanding, the less likely it is that the
Notes will be automatically called, due to the decline in the level of either or both of the Underlyings that has caused the Notes
not to be automatically called on an earlier Observation Date and the shorter time remaining for the level of any such
Underlying to increase to or above its Initial Underlying Level on a subsequent Observation Date. If the Notes are not
automatically called, you might be exposed to the full decline in the Lesser Performing Underlying.

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