Bond Barclay PLC 9.1% ( US06747D2053 ) in USD

Barclay PLC

100 % ▲

United Kingdom

US06747D2053 ( in USD )

9.1% per year ( payment 2 times a year)

01/10/2029

Prospectus brochure of the bond Barclays PLC US06747D2053 en USD 9.1%, maturity 01/10/2029

1 000 USD

2 897 000 USD

06747D205

N/A

01/04/2026 ( In 152 days )

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 US06747D2053, pays a coupon of 9.1% per year.
The coupons are paid 2 times per year and the Bond maturity is 01/10/2029

424B2 1 dp113462_424b2-2625ubs.htm FORM 424B2
Pricing Supplement dated September 26, 2019
Filed Pursuant to Rule 424(b)(2)
Registration Statement No. 333-
232144
$ 2 ,8 9 7 ,0 0 0 Ba rc la ys Ba nk PLC T rigge r Aut oc a lla ble Cont inge nt Y ie ld N ot e s
Link e d t o t he le sse r pe rform ing of t he Dow J one s I ndust ria l Ave ra ge ® a nd t he Russe ll 2 0 0 0 ® I nde x due
Oc t obe r 1 , 2 0 2 9
I nve st m e nt De sc ript ion
The 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 Dow Jones Industrial Average® and the Russell 2000®
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 quarterly Observation Date, beginning on
September 28, 2020, 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 both its Downside Threshold and 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. If the Notes are not automatically called and the Final Underlying Level of each Underlying is greater than or equal to its
Downside Threshold but the Final Underlying Level of either Underlying is less than its Coupon Barrier, the Issuer will pay you a
cash payment at maturity equal to the principal amount of your Notes, but no Contingent Coupon will be paid. 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 lower 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

K e y Da t e s 1
Contingent Coupon: Unless the Notes have been

Trade Date:
September 26, 2019
previously called, the Issuer will pay you a Contingent

Settlement Date:
September 30, 2019
Coupon for each quarter if the Closing Level of each

Observation Dates:
Quarterly (callable beginning
Underlying on the applicable Observation Date is greater

September 28, 2020) (see page PS-
than or equal to its Coupon Barrier. Otherwise, no

8)
Contingent Coupon will be paid for that quarter.
Final Valuation Date:
September 26, 2029
Automatic Call: The Issuer will automatically call the
Maturity Date:
October 1, 2029
Notes if the Closing Level of each Underlying on any
1 The Observation Dates, including the Final Valuation Date,
quarterly Observation Date, beginning on September 28,
and the Maturity Date are subject to postponement. See
2020, is greater than or equal to its Initial Underlying Level.
"Final Terms" on page PS-6 of this pricing supplement.
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.
Dow nside Exposure w ith Contingent Repayment
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of Princ ipa l 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 both its Downside
Threshold and 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. If the Notes

are not automatically called and the Final Underlying Level
of each Underlying is greater than or equal to its Downside
Threshold but the Final Underlying Level of either
Underlying is less than its Coupon Barrier, the Issuer will
pay you a cash payment at maturity equal to the principal
amount of your Notes, but no Contingent Coupon will be
paid. 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 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 OR BEN EFI CI AL OWN ER OF T H E N OT ES, BY ACQU I RI N G T H E
N OT ES, EACH H OLDER AN D BEN EFI CI AL OWN ER 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 Dow Jones Industrial Average®
and the Russell 2000® 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
Dow Jones
26,891.12
18,823.78, which is
13,445.56, which is 50.00%
Industrial Average®
70.00% of the Initial
of the Initial Underlying
(INDU)
Underlying Level
Level
06747D205 /
9.10% per annum
US06747D2053
Russell 2000® Index
1,533.326
1,073.328, which is
766.663, which is 50.00% of
(RTY)
70.00% of the Initial
the Initial Underlying Level
Underlying Level
* Rounded to two decimal places for the Dow Jones Industrial Average® and rounded to three decimal places for the Russell
2000® Index
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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 August 1 , 2 0 1 9 , t he
prospe c t us supple m e nt da t e d August 1 , 2 0 1 9 , t he unde rlying supple m e nt da t e d August 1 , 2 0 1 9 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 1,2
Disc ount 2
Ba nk PLC
Per Note
$10
$0
$10
Total
$2,897,000
$0
$2,897,000
1 Our estimated value of the Notes on the Trade Date, based on our internal pricing models, is $9.822 per Note. The estimated value is less
than the initial issue price of the Notes. See "Additional Information Regarding Our Estimated Value of the Notes" on page PS-3 of this pricing
supplement.
2 All sales of the Notes will be made to certain fee-based advisory accounts for which UBS Financial Services Inc. is an investment advisor.
UBS Financial Services Inc. will act as placement agent at an initial issue price of $10 per Note and will not receive a sales commission. See
"Supplemental Plan of Distribution" on page PS-21 of this pricing supplement.
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 August 1, 2019, as supplemented by the prospectus
supplement dated August 1, 2019 relating to our Global Medium-Term Notes, Series A, of which these Notes are a part, and the
underlying supplement dated August 1, 2019. This pricing supplement, together with the documents listed below, contains the
terms of the Notes and supersedes all prior or contemporaneous oral statements as well as any other written materials including
preliminary or indicative pricing terms, correspondence, trade ideas, structures for implementation, sample structures, brochures or
other educational materials of ours. You should carefully consider, among other things, the matters set forth under "Risk Factors" in
the prospectus supplement, 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 set forth in this pricing supplement differ from those set forth in the prospectus, prospectus supplement or underlying
supplement, the terms set forth herein will control.

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 August 1, 2019:
http://www.sec.gov/Archives/edgar/data/312070/000119312519210880/d756086d424b3.htm

¨
Prospectus supplement dated August 1, 2019:
http://www.sec.gov/Archives/edgar/data/312070/000095010319010190/dp110493_424b2-prosupp.htm

¨
Underlying supplement dated August 1, 2019:
http://www.sec.gov/Archives/edgar/data/312070/000095010319010191/dp110497_424b2-underlying.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
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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
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 three 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 or
be ne fic ia l ow ne r of t he N ot e s, by a c quiring t he N ot e s, e a c h holde r a nd be ne fic ia l ow ne 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 a European Economic Area ("EEA") or third country institution or investment
firm, that the relevant EEA or third country relevant authority is satisfied that the resolution conditions are met in 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 or beneficial owner 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
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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 and beneficial owner of the Notes further acknowledges and agrees
that the rights of the holders or beneficial owners 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 or beneficial owners 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

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 quarterly Observation Date, beginning on
on the earliest quarterly Observation Date, beginning on
September 28, 2020, on which the Closing Level of each
September 28, 2020, on which the Closing Level of each
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Underlying is greater than or equal to its Initial Underlying
Underlying is greater than or equal to its Initial Underlying
Level, and you are otherwise willing and able to hold the
Level, or you are unable or unwilling to hold the Notes to
Notes to maturity and accept that there may be little or no
maturity and seek an investment for which there will be an
secondary market 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
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 "Dow J one s I ndust ria l
Ave ra ge ®" a nd "Russe ll 2 0 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 ten years, unless called earlier
Reference Assets3:
The Dow Jones Industrial Average® (Bloomberg ticker symbol "INDU<Index>") and the Russell 2000® Index
(Bloomberg ticker symbol "RTY<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 quarterly
Feature:
Observation Date, beginning on September 28, 2020, 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, September 26, 2029, 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
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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 9.10% per annum. Accordingly, the Contingent Coupon with respect to each
Rate:
Observation Date is equal to $0.2275 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
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 bot h it s Dow nside T hre shold a nd 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 a c h
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 but 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 Coupon Ba rrie r, the Issuer will pay you a cash
payment on the Maturity Date equal to $10 per Note, but no Contingent Coupon will be paid.

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
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If an Underlying is discontinued or if the sponsor of an Underlying fails to publish that Underlying, the Calculation Agent may select a
successor index or, if no successor index 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.

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

Se pt e m be r 2 8 ,
The Issuer will automatically call the Notes if the Closing Level of each Underlying on
2 0 2 0 ):
any quarterly Observation Date, beginning on September 28, 2020, 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 both its Downside Threshold and 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 each
Underlying is greater than or equal to its Downside Threshold but the Final Underlying
Level of either Underlying is less than its Coupon Barrier, the Issuer will pay you a cash
payment on the Maturity Date equal to $10 per Note, but no Contingent Coupon will be
M a t urit y Da t e :
paid.

If the Notes are not automatically called and the Final Underlying Level of either
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
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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
December 27, 2019*
December 31, 2019*
March 26, 2020*
March 30, 2020*
June 26, 2020*
June 30, 2020*
September 28, 2020
September 30, 2020
December 29, 2020
December 31, 2020
March 26, 2021
March 30, 2021
June 28, 2021
June 30, 2021
September 27, 2021
September 29, 2021
December 29, 2021
December 31, 2021
March 28, 2022
March 30, 2022
June 27, 2022
June 29, 2022
September 26, 2022
September 28, 2022
December 28, 2022
December 30, 2022
March 27, 2023
March 29, 2023
June 26, 2023
June 28, 2023
September 26, 2023
September 28, 2023
December 27, 2023
December 29, 2023
March 26, 2024
March 28, 2024
June 26, 2024
June 28, 2024
September 26, 2024
September 30, 2024
December 27, 2024
December 31, 2024
March 26, 2025
March 28, 2025
June 26, 2025
June 30, 2025
September 26, 2025
September 30, 2025
December 29, 2025
December 31, 2025
March 26, 2026
March 30, 2026
June 26, 2026
June 30, 2026
September 28, 2026
September 30, 2026
December 29, 2026
December 31, 2026
March 30, 2027
April 1, 2027
June 28, 2027
June 30, 2027
September 27, 2027
September 29, 2027
December 29, 2027
December 31, 2027
March 27, 2028
March 29, 2028
June 26, 2028
June 28, 2028
September 26, 2028
September 28, 2028
December 27, 2028
December 29, 2028
March 26, 2029
March 28, 2029
June 26, 2029
June 28, 2029
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September 26, 2029
October 1, 2029
*The Notes are NOT automatically callable until the fourth Observation Date, which is September 28, 2020. Thus, the first Call
Settlement Date will be on or about September 30, 2020.
PS-8

K e y Risk s
An investment in the Notes involves significant risks. Investing in the Notes is not equivalent to investing directly 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 not purchase the Notes unless you understand and can bear the risks
of investing in the Notes.

¨
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
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 fourth 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
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Document Outline

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