Bond Barclay PLC 10.75% ( US06747MZQ22 ) in USD

Issuer Barclay PLC
Market price 100 %  ▲ 
Country  United Kingdom
ISIN code  US06747MZQ22 ( in USD )
Interest rate 10.75% per year ( payment 2 times a year)
Maturity 24/06/2024 - Bond has expired



Prospectus brochure of the bond Barclays PLC US06747MZQ22 in USD 10.75%, expired


Minimal amount 1 000 USD
Total amount 6 459 000 USD
Cusip 06747MZQ2
Standard & Poor's ( S&P ) rating N/A
Moody's rating N/A
Detailed description Barclays PLC is a British multinational banking and financial services corporation headquartered in London, offering a wide range of services including personal and corporate banking, investment banking, and wealth management.

The Bond issued by Barclay PLC ( United Kingdom ) , in USD, with the ISIN code US06747MZQ22, pays a coupon of 10.75% per year.
The coupons are paid 2 times per year and the Bond maturity is 24/06/2024







424B2 1 a19-11585_18424b2.htm 424B2 - 6 LN89 [BARC-AMERICAS.FID1066770]

Pricing Supplement dated June 19, 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
$ 6 ,4 5 9 ,0 0 0
Phoe nix Aut oCa lla ble N ot e s due J une 2 4 , 2 0 2 4
Link e d t o t he Le a st Pe rform ing of t he S& P 5 0 0 ® I nde x , t he Russe ll
2 0 0 0 ® I nde x
a nd t he SPDR® S& P ® Oil & Ga s Ex plora t ion & Produc t ion ET F
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:
June 19, 2019
Issue Date:
June 24, 2019
Final Valuation Date:*
June 19, 2024
Maturity Date:*
June 24, 2024
Reference Assets:
The S&P 500® Index (the "S&P 500 Index"), the Russell 2000® Index (the "Russell 2000 Index") and the SPDR® S&P® Oil & Gas
Exploration & Production ETF (the "Oil & Gas ETF"), as set forth in the following table:











Reference Asset
Bloomberg Ticker
Initial Value
Coupon Barrier Value
Barrier Value



S&P 500 Index
SPX<Index>
2,926.46
2,048.52
1,755.88



Russell 2000 Index
RTY<Index>
1,555.58
1,088.91
933.35



Oil & Gas ETF
XOP UP <Equity>
$25.93
$18.15
$15.56









The S&P 500 Index and the Russell 2000 Index are each referred to herein as an "Index" and, collectively, as the "Indices." Each of the
Indices and the Oil & Gas ETF are each referred to herein as a "Reference Asset" and, collectively, as the "Reference Assets."
Automatic Call:
The Notes will not be automatically called for the first year after the Issue Date. If, on any Call Valuation Date prior to the Final Valuation
Date, the Closing Value of each Reference Asset is greater than or equal to its respective Initial Value, the Notes will be automatically
called for a cash payment per $1,000 principal amount Note equal to the Redemption Price payable on the Call Settlement Date. No further
amounts will be payable on the Notes after the Call Settlement Date.
Payment at Maturity:
If the Notes are not automatically called prior to 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 automatically called 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 repayment of principal, is not guaranteed by any third party and is subject to (a) the
creditworthiness of Barclays Bank PLC and (b) the risk of exercise of any U.K. Bail-in Power (as described on page PS­2 of this
pricing supplement) 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%
4.125%
95.875%




Total
$6,459,000
$6,459,000
$266,434
$6,192,566

(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 $958.75 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 $932.30 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 4.125% of the principal amount of the Notes, or $41.25 per $1,000 principal amount. Barclays
Capital Inc. will use these commissions to pay selling concessions or fees (including custodial or clearing fees) to other dealers.

Investing in the Notes involves a number of risks. See "Risk Factors" beginning on page S­7 of the prospectus supplement and on and "Selected Risk
Considerations" beginning on page PS­11 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 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.


Terms of the Notes, Continued

Contingent Coupon:
$8.958 per $1,000 principal amount Note, which is 0.8958% of the principal amount per Note (based on an 10.75% 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 19th calendar day of each month during the term of the Notes, beginning in July 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
Call Valuation Date:
The Observation Dates scheduled to occur in each March, June, September and December during the term of the Notes, beginning in
June 2020; provided that the final Call Valuation Date will be the Final Valuation Date
Call Settlement Date:*
The Contingent Coupon Payment Date following the Call Valuation Date on which an Automatic Call occurs
Initial Value:
With respect to each Reference Asset, the Closing Value on the Initial Valuation Date, as set forth in the table above
Coupon Barrier Value:
With respect to each Reference Asset, 70.00% of its Initial Value (rounded to two decimal places), as set forth in the table above
Barrier Value:
With respect to each Reference Asset, 60.00% of its Initial Value (rounded to two decimal places), as set forth in the table above
Final Value:
With respect to each Reference Asset, the Closing Value on the Final Valuation Date
Redemption Price:
$1,000 per $1,000 principal amount Note that you hold, plus the Contingent Coupon that will otherwise be payable on the Call Settlement
Date
Least Performing 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
Closing Value:
All references in this pricing supplement to the Closing Value of an Index mean the closing level of the applicable Index, as further
described under "Reference Assets--Indices--Special Calculation Provisions" in the prospectus supplement and all references in this
pricing supplement to the Closing Value of the Oil & Gas ETF mean the closing price of one share of the Oil & Gas ETF, as further
described under "Reference Assets--Exchange-Traded Funds--Special Calculation Provisions" in the prospectus supplement
Calculation Agent:
Barclays Bank PLC
CUSIP / ISIN:
06747MZQ2 / US06747MZQ22

* 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
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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
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, "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 respect of that entity.

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

For 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
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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
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 PS­11 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 understand and accept that you will not be entitled to receive dividends or distributions that may be paid to holders of the Oil & Gas

ETF or the securities composing the Reference Assets, nor will you have any voting rights with respect to the Oil & Gas ETF or the
securities composing the Reference Assets.

·
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 automatically called 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 the Notes may be automatically called prior to scheduled maturity and that you may not be

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

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

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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 the Notes are not automatically called.

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


·
You are willing and able 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,

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 seek an investment that entitles you to dividends or distributions on, or voting rights related to, the Oil & Gas ETF or the securities

composing 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 the Notes may be automatically called prior to scheduled maturity.


PS-4

·
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 they are not automatically called.

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

credit ratings.

·
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 Call Settlement Date and the Maturity
Date are subject to postponement in certain circumstances, as described under "Reference Assets--Indices--Market Disruption Events for
Securities with an Index of Equity Securities as a Reference Asset," "Reference Assets--Exchange-Traded Funds--Market Disruption Events for
Securities with an Exchange-traded Fund That Holds Equity Securities as a Reference Asset," "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
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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" and "Reference Assets--Exchange-Traded
Funds--Adjustments Relating to Securities with an Exchange-Traded Fund as a Reference Asset" in each case, 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*



Hypothetical Coupon Barrier Value for each Reference Asset: 70.00 (70.00% of the hypothetical Initial Value set forth above)*


*
The hypothetical Initial Value of 100.00 and the hypothetical Coupon Barrier Value of 70.00 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
Reference Asset
Relevant Observation
Date
S&P 500 Index
105.00
Russell 2000 Index
95.00
Oil & Gas ETF
125.00

Because the Closing Value of each Reference Asset is greater than its respective Coupon Barrier Value, you will receive a Contingent Coupon of
$8.958 (0.8958% 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
Reference Asset
Relevant Observation
Date
S&P 500 Index
90.00
Russell 2000 Index
135.00
Oil & Gas ETF
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
Reference Asset
Relevant Observation
Date
S&P 500 Index
40.00
Russell 2000 Index
55.00
Oil & Gas ETF
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.

In each of the examples above, because the Closing Value of at least one Reference Asset is below its Initial Value on the relevant Observation
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Date, the Notes will not be automatically called on such date if such date were a Call Valuation Date. The Notes will be automatically called only
if the Closing Value of each Reference Asset on any Call Valuation Date is greater than or equal to its respective Initial Value.

PS-6

HYPOTHETICAL EXAMPLES OF AMOUNTS PAYABLE UPON AUTOMATIC CALL

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

Example 1: The Notes are automatically called on the first Call Valuation Date.

Is the Closing Value of
Is the Closing Value of Any
Any Reference Asset Less
Payment on Contingent Coupon Payment Date
Observation Date
Reference Asset Less Than its
Than its Coupon Barrier
(per $1,000 principal amount Note)
Initial Value?
Value?
1
Yes
$0.00
2
Yes
$0.00
3
Yes
$0.00
4
Yes
$0.00
5
Yes
The Notes may not be called with
$0.00
6
No
respect to any of the first eleven
$8.958
7
Yes
Observation Dates
$0.00
8
Yes
$0.00
9
Yes
$0.00
10
Yes
$0.00
11
Yes
$0.00
12 (First Call
No
No
$1,008.958
Valuation Date)

Because the Closing Value of each Reference Asset on the Call Valuation Date is greater than or equal to its Initial Value, the Notes are
automatically called and you will receive the Redemption Price on the related Call Settlement Date.

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

The total return on investment of the Notes is 1.7916%.

Example 2: The Notes are automatically called on the second Call Valuation Date.

Is the Closing Value of
Is the Closing Value of Any
Any Reference Asset Less
Payment on Contingent Coupon Payment Date
Observation Date
Reference Asset Less Than its
Than its Coupon Barrier
(per $1,000 principal amount Note)
Initial Value?
Value?
1
No
$8.958
2
Yes
$0.00
3
No
$8.958
4
Yes
$0.00
5
Yes
The Notes may not be called with
$0.00
6
Yes
respect to any of the first eleven
$0.00
7
Yes
Observation Dates
$0.00
8
Yes
$0.00
9
No
$8.958
10
Yes
$0.00
11
Yes
$0.00
12 (First Call
Yes
Yes
$0.00
Valuation Date)
13
Yes
Yes
$0.00
14
No
Yes
$8.958
15 (Second Call
No
No
$1,008.958
Valuation Date)

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Because the Closing Value of each Reference Asset on the second Call Valuation Date is greater than or equal to its Initial Value, the Notes are
automatically called and you will receive the Redemption Price on the related Call Settlement Date.

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

The total return on investment of the Notes is 4.479%.

PS-7

Each of the examples demonstrate that the return on the Notes upon an Automatic Call will be limited to the Contingent Coupons that may be
payable on the Notes up to and including the applicable Call Settlement Date. Each of these examples also demonstrates that a Contingent Coupon
will be payable on a Contingent Coupon Payment Date only if the Closing Value of the Least Performing Reference Asset is greater than or equal
to its Coupon Barrier Value on an Observation Date. If the Closing Value of the Least Performing Reference Asset on an Observation Date is less
than the Coupon Barrier Value, you will not receive a Contingent Coupon on the related Contingent Coupon Payment Date. If the Closing Value of
the Least Performing Reference Asset is less than its Coupon Barrier Value on each Observation Date, you will not receive any Contingent
Coupons during the term of the Notes.

PS-8

HYPOTHETICAL EXAMPLES OF AMOUNTS PAYABLE AT MATURITY

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


Hypothetical Initial Value of each Reference Asset: 100.00*



Hypothetical Coupon Barrier Value for each Reference Asset: 70.00 (70.00% of the hypothetical Initial Value set forth above)*



Hypothetical Barrier Value for each Reference Asset: 60.00 (60.00% of the hypothetical Initial Value set forth above)*



You hold the Notes to maturity, and the Notes are NOT automatically called prior to scheduled maturity.


*
The hypothetical Initial Value of 100.00, the hypothetical Coupon Barrier Value of 70.00 and the hypothetical Barrier Value of 60.00 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
S&P 500
Russell
Oil & Gas
S&P 500
Russell
Oil & Gas


of the Least Performing
Payment at Maturity**
Index
2000 Index
ETF
Index
2000 Index
ETF
Reference Asset
160.00
155.00
150.00

60.00%
55.00%
50.00%

50.00%
$1,000.00
140.00
150.00
145.00

40.00%
50.00%
45.00%

40.00%
$1,000.00
135.00
135.00
130.00

35.00%
35.00%
30.00%

30.00%
$1,000.00
120.00
130.00
125.00

20.00%
30.00%
25.00%

20.00%
$1,000.00
130.00
112.00
110.00

30.00%
12.00%
10.00%

10.00%
$1,000.00
110.00
100.00
100.00

10.00%
0.00%
0.00%

0.00%
$1,000.00
90.00
95.00
110.00

-10.00%
-5.00%
10.00%

-10.00%
$1,000.00
85.00
80.00
102.00

-15.00%
-20.00%
2.00%

-20.00%
$1,000.00
75.00
70.00
105.00

-25.00%
-30.00%
5.00%

-30.00%
$1,000.00
60.00
65.00
120.00

-40.00%
-35.00%
20.00%

-40.00%
$1,000.00
70.00
135.00
50.00

-30.00%
35.00%
-50.00%

-50.00%
$500.00
40.00
45.00
50.00

-60.00%
-55.00%
-50.00%

-60.00%
$400.00
60.00
115.00
30.00

-40.00%
15.00%
-70.00%

-70.00%
$300.00
20.00
20.00
55.00

-80.00%
-80.00%
-45.00%

-80.00%
$200.00
20.00
50.00
10.00

-80.00%
-50.00%
-90.00%

-90.00%
$100.00
40.00
0.00
105.00

40.00%
-100.00%
5.00%

-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 S&P 500 Index is 120.00, the Russell 2000 Index is 130.00 and the Final Value of the Oil & Gas ETF is
125.00.

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Because the S&P 500 Index has the lowest Reference Asset Return, the S&P 500 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 S&P 500 Index is 85.00, the Russell 2000 Index is 80.00 and the Final Value of the Oil & Gas ETF is
102.00.

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 3: The Final Value of the S&P 500 Index is 60.00, the Final Value of the Russell 2000 Index is 65.00 and the Final Value of the
Oil & Gas ETF Index is 120.00.

Because the S&P 500 Index has the lowest Reference Asset Return, the S&P 500 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. Because, however, 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-9

Example 4: The Final Value of the S&P 500 Index is 70.00, the Russell 2000 Index is 135.00 and the Final Value of the Oil & Gas ETF is
50.00.

Because the Oil & Gas ETF has the lowest Reference Asset Return, the Oil & Gas ETF 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 $500.00 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 × -50.00%] = $500.00

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.

Example 5: The Final Value of the S&P 500 Index is 40.00, the Russell 2000 Index is 45.00 and the Final Value of the Oil & Gas ETF is
50.00.

Because the S&P 500 Index has the lowest Reference Asset Return, the S&P 500 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

Examples 4 and 5 demonstrate that if the Notes are not automatically called 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 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 the Notes are not automatically called prior to scheduled maturity, 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-10

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";

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

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Exchange-Traded Funds that Hold Equity Securities." and
·
"Risk Factors--Additional Risks Relating to Securities That We May Call or Redeem (Automatically or Otherwise)."


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 automatically called 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.

·
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 the Notes are
automatically called 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 Call Settlement Date. If the Notes are not automatically called 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. Any payment on the Notes, including the repayment of
principal, is subject to the credit risk of Barclays Bank PLC.

·
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
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 automatically called 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.

PS-11

·
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 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
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