Bond Barclay PLC 10% ( US06747MDC73 ) in USD

Issuer Barclay PLC
Market price refresh price now   98.7 %  ▼ 
Country  United Kingdom
ISIN code  US06747MDC73 ( in USD )
Interest rate 10% per year ( payment 2 times a year)
Maturity 28/02/2029



Prospectus brochure of the bond Barclays PLC US06747MDC73 en USD 10%, maturity 28/02/2029


Minimal amount 1 000 USD
Total amount 2 535 000 USD
Cusip 06747MDC7
Standard & Poor's ( S&P ) rating N/A
Moody's rating NR
Next Coupon 28/02/2026 ( In 120 days )
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 US06747MDC73, pays a coupon of 10% per year.
The coupons are paid 2 times per year and the Bond maturity is 28/02/2029

The Bond issued by Barclay PLC ( United Kingdom ) , in USD, with the ISIN code US06747MDC73, was rated NR by Moody's credit rating agency.







424B2 1 a19-5571_7424b2.htm 424B2 - 2 LN50 [BARC-AMERICAS.FID1030220]

Pricing Supplement dated February 25, 2019

Filed Pursuant to Rule 424(b)(2)
(To the Prospectus dated March 30, 2018, the Prospectus Supplement dated July 18, 2016 and the Index Supplement dated July 18, 2016)
Registration No. 333­212571

$ 2 ,5 3 5 ,0 0 0
Ca lla ble Cont inge nt Coupon N ot e s due Fe brua ry 2 8 , 2 0 2 9
Link e d t o t he Le a st Pe rform ing of
t he Russe ll 2 0 0 0 ® I nde x a nd t he EU RO ST OX X ® Ba nk s I nde x
Globa l M e dium -T e rm N ot e s , Se rie s A

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


Issuer:
Barclays Bank PLC

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

Initial Valuation Date:
February 25, 2019

Issue Date:
February 28, 2019

Final Valuation Date:*
February 23, 2029

Maturity Date:*
February 28, 2029

Reference Assets:
The Russell 2000® Index (the "Russell 2000 Index") and the EURO STOXX® Banks Index (the "EURO STOXX Banks Index"), as set
forth in the following table:
















Reference Asset
Bloomberg Ticker
Initial Value
Barrier Value
Coupon Barrier Value




Russell 2000 Index
RTY <Index>
1,588.81
913.57
913.57




EURO STOXX Banks Index
SX7E <Index>
94.12
54.12
54.12





The Russell 2000 Index and the EURO STOXX Banks Index are each referred to herein as a "Reference Asset" and, collectively, as the
"Reference Assets."

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

Payment at Maturity:
If the Notes are not early redeemed by us prior to scheduled maturity, and if you hold the Notes to maturity, you will receive on the
Maturity Date a cash payment per $1,000 principal amount Note that you hold (in each case, in addition to any Contingent Coupon that
may be payable on such date) determined as follows:
If the Final Value of the Least Performing Reference Asset is greater than or equal to its Barrier Value, you will receive a
payment of $1,000 per $1,000 principal amount Note
If the Final Value of the Least Performing Reference Asset is less than its Barrier Value, you will receive an amount per
$1,000 principal amount Note calculated as follows:
$1,000 + [$1,000 × Reference Asset Return of the Least Performing Reference Asset]
If the Notes are not early redeemed by us prior to scheduled maturity, and if the Final Value of the Least Performing Reference Asset
is less than its Barrier Value, your Notes will be fully exposed to the decline of the Least Performing Reference Asset from its Initial
Value. You may lose up to 100.00% of the principal amount of your Notes at maturity.
Any payment on the Notes, including any Contingent Coupons and any payment upon early redemption or at maturity, is not
guaranteed by any third party and is subject to both the creditworthiness of the Issuer and to the exercise of any U.K. Bail-in Power
by the relevant U.K. resolution authority. If Barclays Bank PLC were to default on its payment obligations or become subject to the
exercise of any U.K. Bail-in Power (or any other resolution measure) by the relevant U.K. resolution authority, you might not receive
any amounts owed to you under the Notes. See "Consent to U.K. Bail-in Power" and "Selected Risk Considerations" in this pricing
supplement and "Risk Factors" in the accompanying prospectus supplement for more information.

Consent to U.K. Bail-in
Notwithstanding any other agreements, arrangements or understandings between Barclays Bank PLC and any holder of the Notes, by
Power:
acquiring the Notes, each holder of the Notes acknowledges, accepts, agrees to be bound by, and consents to the exercise of, any U.K.
Bail-in Power by the relevant U.K. resolution authority. See "Consent to U.K. Bail-in Power" on page PS­2 of this pricing supplement.

[Terms of the Notes Continue on the Next Page]


Initial Issue Price(1)(2)
Price to Public
Agent's Commission(3)
Proceeds to Barclays Bank PLC
Per Note
$1,000
100%
4.50%
95.50%
Total
$2,535,000
$2,535,000
$114,075
$2,420,925

(1) Because dealers who purchase the Notes for sale to certain fee-based advisory accounts may forego some or all selling concessions, fees or commissions, the public
offering price for investors purchasing the Notes in such fee-based advisory accounts may be between $955.00 and $1,000 per Note. Investors that hold their Notes
in fee-based advisory or trust accounts may be charged fees by the investment advisor or manager of such account based on the amount of assets held in those
accounts, including the Notes.

(2) Our estimated value of the Notes on the Initial Valuation Date, based on our internal pricing models, is $910.30 per Note. The estimated value is less than the initial
issue price of the Notes. See "Additional Information Regarding Our Estimated Value of the Notes" on page PS­3 of this pricing supplement.

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(3) Barclays Capital Inc. will receive commissions from the Issuer of 4.50% of the principal amount of the Notes, or $45.00 per $1,000 principal amount. Barclays
Capital Inc. will use these commissions to pay selling concessions or fees (including custodial or clearing fees) to other dealers.

Investing in the Notes involves a number of risks. See "Risk Factors" beginning on page S­7 of the prospectus supplement and "Selected Risk Considerations"
beginning on page PS­9 of this pricing supplement.

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

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

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


Terms of the Notes, Continued

Contingent Coupon:

$25.00 per $1,000 principal amount Note, which is 2.50% of the principal amount per Note (based on a 10.00% per annum rate)
If the Closing Value of each Reference Asset on an Observation Date is greater than or equal to its respective Coupon Barrier Value,
you will receive a Contingent Coupon on the related Contingent Coupon Payment Date. If the Closing Value of any Reference Asset on
an Observation Date is less than its Coupon Barrier Value, you will not receive a Contingent Coupon on the related Contingent Coupon
Payment Date.

Observation Dates:*
The 25th calendar day of each February, May, August and November during the term of the Notes, beginning in May 2019; provided that
the final Observation Date will be the Final Valuation Date

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

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

Coupon Barrier Value:
With respect to each Reference Asset, 57.50% of its Initial Value (rounded to two decimal places), as set forth in the table above

Barrier Value:
With respect to each Reference Asset, 57.50% of its Initial Value (rounded to two decimal places), as set forth in the table above

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

Reference Asset Return:
With respect to each Reference Asset, an amount calculated as follows:
Final Value ­ Initial Value
Initial Value

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

Final Value:
With respect to each Reference Asset, the Closing Value on the Final Valuation Date

Closing Value:
The term "Closing Value" means the closing level of the applicable Reference Asset, as further described under "Reference Assets--
Indices--Special Calculation Provisions" in the prospectus supplement, rounded to two decimal places (if applicable)

Calculation Agent:
Barclays Bank PLC

CUSIP / ISIN:
06747MDC7 / US06747MDC73

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



ADDITIONAL DOCUMENTS RELATED TO THE OFFERING OF THE NOTES

You should read this pricing supplement together with the prospectus dated 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 under "Risk Factors" in the prospectus supplement and "Selected Risk Considerations" in this pricing supplement, as the Notes involve
risks not associated with conventional debt securities. We urge you to consult your investment, legal, tax, accounting and other advisors before
you invest in the Notes.

When you read the prospectus supplement and the index supplement, note that all references to the prospectus dated July 18, 2016, or to any
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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:

https://www.sec.gov/Archives/edgar/data/312070/000119312518103150/d561709d424b3.htm

·
Prospectus Supplement dated July 18, 2016:

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

·
Index Supplement dated July 18, 2016:

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

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

PS-1

CONSENT TO U.K. BAIL-IN POWER

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

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

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

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

PS-2

ADDITIONAL INFORMATION REGARDING OUR ESTIMATED VALUE OF THE NOTES

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

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

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

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

We urge you to read the "Selected Risk Considerations" beginning on page PS­9 of this pricing supplement.

PS-3

SELECTED PURCHASE CONSIDERATIONS

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

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

income, and you can tolerate receiving few or no Contingent Coupons over the term of the Notes in the event the Closing Value of any
Reference Asset falls below its Coupon Barrier Value on one or more of the specified Observation Dates.

·
You understand and accept that you will not participate in any appreciation of any Reference Asset, which may be significant, and that

your return potential on the Notes is limited to the Contingent Coupons, if any, paid on the Notes.

·
You can tolerate a loss of a significant portion or all of your principal amount, and you are willing and able to make an investment that

may have the full downside market risk of an investment in the Least Performing Reference Asset.

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

below its Barrier Value on the Final Valuation Date.

·
You are willing and able to accept the individual market risk of each Reference Asset and understand that any decline in the value of one

Reference Asset will not be offset or mitigated by a lesser decline or any potential increase in the value of any other Reference Asset.

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

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

·
You understand and accept the risk that, if the Notes are not redeemed by us prior to scheduled maturity, the payment at maturity, if any,

will be based solely on the Reference Asset Return of the Least Performing Reference Asset.

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

Assets.

·
You are willing and able to accept the risk that we may, in our sole discretion, redeem the Notes prior to scheduled maturity and that you

may not be able to reinvest your money in an alternative investment with comparable risk and yield.

·
You can tolerate fluctuations in the price of the Notes prior to scheduled maturity that may be similar to or exceed the downside

fluctuations in the value of the Reference Assets.

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

maturity if we do not exercise our early redemption option.

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


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


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

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

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and/or you cannot tolerate receiving few or no Contingent Coupons over the term of the Notes in the event the Closing Value of any
Reference Asset falls below its Coupon Barrier Value on one or more of the specified Observation Dates.

·
You seek an investment that participates in the full appreciation of any or all of the Reference Assets rather than an investment with a

return that is limited to the Contingent Coupons, if any, paid on the Notes.

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

that you may lose some or all of the principal amount of your Notes in the event that the Final Value of the Least Performing Reference
Asset falls below its Barrier Value.

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

Value of at least one Reference Asset will fall below its Coupon Barrier Value on one or more Observation Dates and/or the Final Value
of at least one Reference Asset will fall below its Barrier Value.

·
You are unwilling or unable to accept the individual market risk of each Reference Asset and/or do not understand that any decline in the

value of one Reference Asset will not be offset or mitigated by a lesser decline or any potential increase in the value of any other
Reference Asset.

·
You do not understand and/or are unwilling or unable to accept the risks associated with an investment linked to the performance of the

Reference Assets.

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

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

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


·
You cannot tolerate fluctuations in the price of the Notes prior to scheduled maturity that may be similar to or exceed the downside

fluctuations in the value of the Reference Assets.

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

maturity if we do not exercise our early redemption option.

·
You prefer the lower risk, and therefore accept the potentially lower returns, of fixed income investments with comparable maturities and

credit ratings.

PS-4

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


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


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

ADDITIONAL TERMS OF THE NOTES

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

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

PS-5

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

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


Hypothetical Initial Value of each Reference Asset: 100.00*


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Hypothetical Coupon Barrier Value for each Reference Asset: 57.50 (57.50% of the hypothetical Initial Value set forth above)*


*
The hypothetical Initial Value of 100.00 and the hypothetical Coupon Barrier Value of 57.50 for each Reference Asset have been chosen for

illustrative purposes only. The actual Initial Value and Coupon Barrier Value for each Reference Asset are as set forth on the cover of this
pricing supplement.

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

Closing Value on Relevant
Reference Asset
Observation Date
Russell 2000 Index
85.00
EURO STOXX Banks Index
110.00

Because the Closing Value of each Reference Asset is greater than its respective Coupon Barrier Value, you will receive a Contingent Coupon of
$25.00 (2.50% of the principal amount per Note) on the related Contingent Coupon Payment Date.

Example 2: The Closing Value of one Reference Asset is greater than its Coupon Barrier Value on the relevant Observation Date, and the Closing
Value of at least one Reference Asset is less than its Coupon Barrier Value on the relevant Observation Date.

Closing Value on Relevant
Reference Asset
Observation Date
Russell 2000 Index
135.00
EURO STOXX Banks Index
55.00

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

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

Closing Value on Relevant
Reference Asset
Observation Date
Russell 2000 Index
45.00
EURO STOXX Banks Index
50.00

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

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

PS-6

HYPOTHETICAL EXAMPLES OF AMOUNTS PAYABLE AT MATURITY

The following table illustrates the hypothetical payment at maturity under various circumstances. The examples set forth below are purely
hypothetical and are provided for illustrative purposes only. The numbers appearing in the following table and examples have been rounded for
ease of analysis. The hypothetical examples below do not take into account any tax consequences from investing in the Notes and make the
following key assumptions:


Hypothetical Initial Value of each Reference Asset: 100.00*



Hypothetical Coupon Barrier Value for each Reference Asset: 57.50 (57.50% of the hypothetical Initial Value set forth above)*



Hypothetical Barrier Value for each Reference Asset: 57.50 (57.50% of the hypothetical Initial Value set forth above)*



You hold the Notes to maturity, and we do NOT exercise our option to early redeem the Notes prior to scheduled maturity.


*
The hypothetical Initial Value of 100.00, the hypothetical Coupon Barrier Value of 57.50 and the hypothetical Barrier Value of 57.50 for each

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

Final Value

Reference Asset Return

Reference Asset Return
Russell 2000
EURO STOXX
Russell 2000
EURO STOXX


of the Least Performing
Payment at Maturity**
Index
Banks Index
Index
Banks Index
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Reference Asset
150.00
175.00

50.00%
75.00%

50.00%
$1,000.00
145.00
140.00

45.00%
40.00%

40.00%
$1,000.00
130.00
150.00

30.00%
50.00%

30.00%
$1,000.00
125.00
120.00

25.00%
20.00%

20.00%
$1,000.00
110.00
120.00

10.00%
20.00%

10.00%
$1,000.00
110.00
100.00

10.00%
0.00%

0.00%
$1,000.00
90.00
102.50

-10.00%
2.50%

-10.00%
$1,000.00
102.00
80.00

2.00%
-20.00%

-20.00%
$1,000.00
95.00
70.00

-5.00%
-30.00%

-30.00%
$1,000.00
60.00
150.00

-40.00%
50.00%

-40.00%
$1,000.00
57.50
110.00

-42.50%
10.00%

-42.50%
$1,000.00
50.00
90.00

-50.00%
-10.00%

-50.00%
$500.00
150.00
40.00

50.00%
-60.00%

-60.00%
$400.00
30.00
45.00

-70.00%
-55.00%

-70.00%
$300.00
40.00
20.00

-60.00%
-80.00%

-80.00%
$200.00
10.00
95.00

-90.00%
-5.00%

-90.00%
$100.00
102.00
0.00

2.00%
-100.00%

-100.00%
$0.00

** per $1,000 principal amount Note, excluding the final Contingent Coupon that may be payable on the Maturity Date

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

Example 1: The Final Value of the Russell 2000 Index is 110.00 and the Final Value of the EURO STOXX Banks Index is 120.00.

Because the Russell 2000 Index has the lowest Reference Asset Return, the Russell 2000 Index is the Least Performing Reference Asset. Because
the Final Value of the Least Performing Reference Asset is greater than or equal to its Barrier Value, you will receive a payment at maturity of
$1,000 per $1,000 principal amount Note that you hold (plus the Contingent Coupon that will otherwise be payable on the Maturity Date).

Example 2: The Final Value of the Russell 2000 Index is 102.00 and the Final Value of the EURO STOXX Banks Index is 80.00.

Because the EURO STOXX Banks Index has the lowest Reference Asset Return, the EURO STOXX Banks Index is the Least Performing
Reference Asset. Because the Final Value of the Least Performing Reference Asset is greater than or equal to its Barrier Value, you will receive a
payment at maturity of $1,000 per $1,000 principal amount Note that you hold (plus the Contingent Coupon that will otherwise be payable on the
Maturity Date).

Example 3: The Final Value of the Russell 2000 Index is 150.00 and the Final Value of the EURO STOXX Banks Index is 40.00.

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

$1,000 + [$1,000 × Reference Asset Return of the Least Performing Reference Asset]
$1,000 + [$1,000 × -60.00%] = $400.00

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

PS-7

Example 4: The Final Value of the Russell 2000 Index is 30.00 and the Final Value of the EURO STOXX Banks Index is 45.00.

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

$1,000 + [$1,000 × Reference Asset Return of the Least Performing Reference Asset]
$1,000 + [$1,000 × -70.00%] = $300.00

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


Examples 3 and 4 demonstrate that, if we do not early redeem the Notes prior to scheduled maturity, and if the Final Value of the Least Performing
Reference Asset is less than its Barrier Value, your investment in the Notes will be fully exposed to the decline of the Least Performing Reference
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Asset from its Initial Value. You will not benefit in any way from the Reference Asset Return of any other Reference Asset being higher than the
Reference Asset Return of the Least Performing Reference Asset.

If we do not early redeem the Notes prior to scheduled maturity, beginning with the Contingent Coupon Payment Date following the second
Observation Date, you may lose up to 100.00% of the principal amount of your Notes. Any payment on the Notes, including the repayment of
principal, is subject to the credit risk of Barclays Bank PLC.

PS-8

SELECTED RISK CONSIDERATIONS

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

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


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

Exchange-Traded Funds that Hold Equity Securities."

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

·
Your Investment in the Notes May Result in a Significant Loss--The Notes differ from ordinary debt securities in that the Issuer will not

necessarily repay the full principal amount of the Notes at maturity. If the Notes are not early redeemed by us prior to scheduled maturity, and
if the Final Value of the Least Performing Reference Asset is less than its Barrier Value, your Notes will be fully exposed to the decline of the
Least Performing Reference Asset from its Initial Value. You may lose up to 100.00% of the principal amount of your Notes. Any payment
on the Notes, including the repayment of principal, is subject to the credit risk of Barclays Bank PLC.

·
Potential Return Limited to the Contingent Coupons, If Any, and You Will Not Participate in Any Appreciation of Any Reference

Asset--The potential positive return on the Notes is limited to the Contingent Coupons, if any, that may be payable during the term of the
Notes. You will not participate in any appreciation in the value of any Reference Asset, which may be significant. If we redeem the Notes
prior to scheduled maturity, you will not receive more than the principal amount of your Notes, plus the Contingent Coupon that will
otherwise be payable on the related Early Redemption Date. If we do not redeem the Notes prior to scheduled maturity and the Final Value of
the Least Performing Reference Asset is greater than or equal to its Barrier Value, you will not receive more than the principal amount of your
Notes at maturity (plus a Contingent Coupon if one is payable in respect of the Final Valuation Date), even if one or more of the Reference
Assets have appreciated over the term of the Notes.

·
You May Not Receive Any Contingent Coupon Payments on the Notes--The Issuer will not necessarily make periodic coupon payments

on the Notes. You will receive a Contingent Coupon on a Contingent Coupon Payment Date only if the Closing Value of each Reference Asset
on the related Observation Date is greater than or equal to its respective Coupon Barrier Value. If the Closing Value of any Reference Asset on
an Observation Date is less than its Coupon Barrier Value, you will not receive a Contingent Coupon on the related Contingent Coupon
Payment Date. If the Closing Value of at least one Reference Asset is less than its respective Coupon Barrier Value on each Observation Date,
you will not receive any Contingent Coupons during the term of the Notes.

·
Because the Notes Are Linked to the Least Performing Reference Asset, You Are Exposed to Greater Risks of No Contingent Coupons

and Sustaining a Significant Loss of Principal at Maturity Than If the Notes Were Linked to a Single Reference Asset--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 Reference Asset. With
multiple Reference Assets, it is more likely that the Closing Value of at least one Reference Asset will be less than its Coupon Barrier Value
on the specified Observation Dates or less than its Barrier Value 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. Further, the performance of the Reference
Assets may not be correlated or may be negatively correlated. The lower the correlation between multiple Reference Assets, the greater the
potential for one of those Reference Assets to close below its Coupon Barrier Value or Barrier Value on an Observation Date or the Final
Valuation Date, respectively.

It is impossible to predict what the correlation among the Reference Assets will be over the term of the Notes. The Reference Assets represent
different equity markets. These different equity markets may not perform similarly over the term of the Notes.

Although the correlation of the Reference Assets' performance may change over the term of the Notes, the Contingent Coupon rate is
determined, in part, based on the correlation of the Reference Assets' performance calculated using our internal models at the time when the
terms of the Notes are finalized. A higher Contingent Coupon is generally associated with lower correlation of the Reference Assets, which
reflects a greater potential for missed Contingent Coupons and for a loss of principal at maturity.

·
You Are Exposed to the Market Risk of Each Reference Asset--Your return on the Notes is not linked to a basket consisting of the

Reference Assets. Rather, it will be contingent upon the independent performance of each Reference Asset. 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 Reference Asset. Poor performance by any Reference Asset over the term of the Notes may negatively affect your
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return and will not be offset or mitigated by any increases or lesser declines in the value of any other Reference Asset. To receive a Contingent
Coupon, the Closing Value of each Reference Asset must be greater than or equal to its Coupon Barrier Value on the applicable Observation
Date. In addition, if the Notes have not been early redeemed by us prior to scheduled maturity, and if the Final Value of any Reference Asset is
less than its Barrier Value, you will be exposed to the full decline in the Least Performing Reference Asset from its Initial Value.
Accordingly, your investment is subject to the market risk of each Reference Asset.

·
The Notes Are Subject to Volatility Risk--Volatility is a measure of the magnitude of the movements of the price of an asset (or level of an

index) over a period of time. The Contingent Coupon is based on a number of factors, including the expected volatility of the Reference
Assets. The Contingent Coupon is higher than the fixed rate that we would pay on a conventional debt security of

PS-9

the same tenor and is higher than it otherwise would have been had the expected volatility of the Reference Assets been lower. As volatility of
a Reference Asset increases, there will typically be a greater likelihood that (a) the Closing Value of that Reference Asset on one or more
Observation Dates will be less than its Coupon Barrier Value and (b) the Final Value of that Reference Asset will be less than its Barrier
Value.

Accordingly, you should understand that the Contingent Coupon reflects, among other things, an indication of a greater likelihood that you
will (a) not receive Contingent Coupons with respect to one or more Observation Dates and/or (b) incur a loss of principal at maturity than
would have been the case had the Contingent Coupon been lower. In addition, actual volatility over the term of the Notes may be significantly
higher than expected volatility at the time the terms of the Notes were determined. If actual volatility is higher than expected, you will face an
even greater risk that you will not receive Contingent Coupons and/or that you will lose some or all of your principal at maturity for the
reasons described above.

·
Potential Early Exit--While the original term of the Notes is as indicated on the cover page of this pricing supplement, we may redeem your

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

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

·
If the Notes Are Not Early Redeemed by Us Prior to Scheduled Maturity, the Payment at Maturity, If Any, is Based Solely on the

Closing Value of the Least Performing Reference Asset on the Final Valuation Date--If we do not early redeem the Notes prior to
scheduled maturity, the Final Values (and resulting Reference Asset Returns) will be based solely on the Closing Values of the Reference
Assets on the Final Valuation Date, and your payment at maturity, if any, will be determined based solely on the performance of the Least
Performing Reference Asset. Accordingly, if the value of the Least Performing Reference Asset drops on the Final Valuation Date, the
payment at maturity on the Notes, if any, may be significantly less than it would have been had it been linked to the value of the Reference
Asset at any time prior to such drop.

If the Final Value of the Least Performing Reference Asset is less than its Barrier Value, you will lose some or all of the principal amount of
your Notes. Your losses will not be offset in any way by virtue of the Reference Asset Return of any other Reference Asset being higher than
the Reference Asset Return of the Least Performing Reference Asset.

·
Whether or Not the Notes Will be Early Redeemed by Us Prior to Scheduled Maturity Will be Based Solely on the Closing Values of

the Reference Assets on the Applicable Observation Date--Whether or not the Notes are early redeemed by us prior to scheduled maturity
will be based solely on the Closing Values of the Reference Assets on each Observation Date in respect of which the Notes may be early
redeemed. Accordingly, if the value of any Reference Asset drops on any such Observation Date such that the Closing Value is less than its
Initial Value, your Notes will not be early redeemed on such date

·
Credit of Issuer--The Notes are senior unsecured debt obligations of the issuer, Barclays Bank PLC, and are not, either directly or indirectly,

an obligation of any third party. Any payment to be made on the Notes, including any Contingent Coupons and any payment upon early
redemption or at maturity, is subject to the ability of Barclays Bank PLC to satisfy its obligations as they come due and is not guaranteed by
any third party. As a result, the actual and perceived creditworthiness of Barclays Bank PLC may affect the market value of the Notes, and in
the event Barclays Bank PLC were to default on its obligations, you may not receive any amounts owed to you under the terms of the Notes.

·
You May Lose Some or All of Your Investment If Any U.K. Bail-in Power Is Exercised by the Relevant U.K. Resolution Authority--

Notwithstanding any other agreements, arrangements or understandings between Barclays Bank PLC and any holder of the Notes, by acquiring
the Notes, each holder of the Notes acknowledges, accepts, agrees to be bound by, and consents to the exercise of, any U.K. Bail-in Power by
the relevant U.K. resolution authority as set forth under "Consent to U.K. Bail-in Power" in this pricing supplement. Accordingly, any U.K.
Bail-in Power may be exercised in such a manner as to result in you and other holders of the Notes losing all or a part of the value of your
investment in the Notes or receiving a different security from the Notes, which may be worth significantly less than the Notes and which may
have significantly fewer protections than those typically afforded to debt securities. Moreover, the relevant U.K. resolution authority may
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exercise the U.K. Bail-in Power without providing any advance notice to, or requiring the consent of, the holders of the Notes. The exercise of
any U.K. Bail-in Power by the relevant U.K. resolution authority with respect to the Notes will not be a default or an Event of Default (as each
term is defined in the indenture) and the trustee will not be liable for any action that the trustee takes, or abstains from taking, in either case, in
accordance with the exercise of the U.K. Bail-in Power by the relevant U.K. resolution authority with respect to the Notes. See "Consent to
U.K. Bail-in Power" in this pricing supplement as well as "U.K. Bail-in Power," "Risk Factors--Risks Relating to the Securities Generally--
Regulatory action in the event a bank or investment firm in the Group is failing or likely to fail could materially adversely affect the value of
the securities" and "Risk Factors--Risks Relating to the Securities Generally--Under the terms of the securities, you have agreed to be bound
by the exercise of any U.K. Bail-in Power by the relevant U.K. resolution authority" in the accompanying prospectus supplement.

·
Owning the Notes is Not the Same as Owning the Securities Composing the Reference Assets--The return on the Notes may not reflect

the return you would realize if you actually owned the securities composing the Reference Assets. As a holder of the

PS-10

Notes, you will not have voting rights or rights to receive dividends or other distributions or other rights that holders of the securities
underlying the Reference Assets would have.

·
Historical Performance of the Reference Assets Should Not Be Taken as Any Indication of the Future Performance of the Reference

Assets Over the Term of the Notes--The value of each Reference Asset has fluctuated in the past and may, in the future, experience
significant fluctuations. The historical performance of a Reference Asset is not an indication of the future performance of that Reference Asset
over the term of the Notes. The historical correlation between the Reference Assets is not an indication of the future correlation between them
over the term of the Notes. Therefore, the performance of the Reference Assets individually or in comparison to each other over the term of the
Notes may bear no relation or resemblance to the historical performance of any Reference Asset.

·
The Notes Are Subject to Risks Associated with the Banking Industry--The component stocks of the EURO STOXX Banks Index are all

issued by companies in the banking industry. The performance of companies in the banking industry are influenced by many complex and
unpredictable factors, including industry competition, interest rates, geopolitical events, the ability of borrowers to repay loans, government
regulation, and supply and demand for the products and services offered by such companies. Any adverse development in the banking industry
may have a material adverse effect on the components of the EURO STOXX Banks Index, and as a result, on the value of the Notes. The
Notes may be subject to greater volatility and be more adversely affected by a single positive or negative economic, political or regulatory
occurrence affecting this industry than a different investment linked to securities of a more broadly diversified group of issuers.

·
The Notes Are Subject to Risks Associated with Non-U.S. Securities Markets--The component securities of the EURO STOXX Banks

Index are issued by non-U.S. companies in non-U.S. securities markets. Investments in securities linked to the value of such non-U.S. equity
securities, such as the Notes, involve risks associated with the securities markets in the home countries of the issuers of those non-U.S. equity
securities, including risks of volatility in those markets, governmental intervention in those markets and cross shareholdings in companies in
certain countries. Also, there is generally less publicly available information about companies in some of these jurisdictions than there is about
U.S. companies that are subject to the reporting requirements of the SEC, and generally non-U.S. companies are subject to accounting,
auditing and financial reporting standards and requirements and securities trading rules different from those applicable to U.S. reporting
companies. The prices of securities in non-U.S. markets may be affected by political, economic, financial and social factors in those countries,
or global regions, including changes in government, economic and fiscal policies and currency exchange laws.

·
The Notes Do Not Provide Direct Exposure to Fluctuations in Exchange Rates Between the U.S. Dollar and the Euro--The

components of the EURO STOXX Banks Index are non-U.S. securities denominated in euro. Because the value of the EURO STOXX Banks
Index is also calculated in euro (and not in U.S. dollars), the performance of the EURO STOXX Banks Index will not be adjusted for
exchange rate fluctuations between the U.S. dollar and the euro. In addition, any payments on the Notes will not be adjusted for exchange rate
fluctuations between the U.S. dollar and the euro. You will not benefit from any appreciation of the euro relative to the U.S. dollar.

·
The Notes Are Subject to Risks Associated with Small Capitalization Stocks--The Russell 2000 Index tracks companies that are

considered small-capitalization companies. These companies often have greater stock price volatility, lower trading volume and less liquidity
than large-capitalization companies, and therefore securities linked to the Russell 2000 Index may be more volatile than an investment linked
to an index with component stocks issued by large-capitalization companies. Stock prices of small-capitalization companies are also more
vulnerable than those of large-capitalization companies to adverse business and economic developments. In addition, small-capitalization
companies are typically less stable financially than large-capitalization companies and may depend on a small number of key personnel,
making them more vulnerable to loss of personnel. Small-capitalization companies are often subject to less analyst coverage and may be in
early, and less predictable, periods of their corporate existences. Such companies tend to have smaller revenues, less diverse product lines,
smaller shares of their product or service markets, fewer financial resources and less competitive strengths than large-capitalization companies
and are more susceptible to adverse developments related to their products.

·
The Estimated Value of Your Notes is Lower Than the Initial Issue Price of Your Notes--The estimated value of your Notes on the

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

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