Obbligazione Barclay PLC 9.35% ( US06746XLH43 ) in USD

Barclay PLC

91.4 USD ▲

Regno Unito

US06746XLH43 ( in USD )

9.35% per anno ( pagato 2 volte l'anno)

04/03/2026

Prospetto opuscolo dell'obbligazione Barclays PLC US06746XLH43 en USD 9.35%, scadenza 04/03/2026

1 000 USD

1 780 000 USD

06746XLH4

N/A

04/03/2026 ( In 123 giorni )

Barclays PLC è una banca multinazionale britannica che offre una vasta gamma di servizi finanziari a clienti privati, aziende e istituzioni in tutto il mondo.

The Obbligazione issued by Barclay PLC ( United Kingdom ) , in USD, with the ISIN code US06746XLH43, pays a coupon of 9.35% per year.
The coupons are paid 2 times per year and the Obbligazione maturity is 04/03/2026

The Obbligazione issued by Barclay PLC ( United Kingdom ) , in USD, with the ISIN code US06746XLH43, was rated NR by Moody's credit rating agency.

424B2 1 a18-24000_32424b2.htm 424B2 - 8 LN39 [BARC-AMERICAS.FID985944]

Pricing Supplement dated August 28, 2018
Filed Pursuant to Rule 424(b)(2)
(To the Prospectus dated March 30, 2018 and the Prospectus Supplement dated July 18, 2016)
Registration No. 333212571

$ 1 ,7 8 0 ,0 0 0
Buffe re d Phoe nix Aut oCa lla ble N ot e s due M a rc h 4 , 2 0 2 6
Link e d t o t he Le a st Pe rform ing Re fe re nc e Asse t of t he V a nEc k V e c t ors ® Gold
M ine rs ET F 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:
August 28, 2018
Issue Date:
August 31, 2018
Final Valuation Date:*
February 27, 2026
Maturity Date:*
March 4, 2026
Reference Assets:
The VanEck Vectors® Gold Miners ETF (the "Gold Miners ETF") and the SPDR® S&P® Oil & Gas Exploration & Production ETF (the
"Oil & Gas ETF"), as noted in the following table:

Reference Asset
Bloomberg Ticker
Initial Price
Coupon Barrier Price

Gold Miners ETF
GDX UP <Equity>
$18.92
$15.14

Oil & Gas ETF
XOP UP <Equity>
$41.86
$33.49

The Gold Miners ETF and the Oil & Gas ETF are each referred to as a "Reference Asset" and, collectively, as the "Reference Assets."
Buffer Percentage:
20.00%
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 Reference Asset Return of the Least Performing Reference Asset is greater than or equal to -20.00%, you will receive a
payment of $1,000 per $1,000 principal amount Note
If the Reference Asset Return of the Least Performing Reference Asset is less than -20.00%, you will receive a payment per
$1,000 principal amount Note calculated as follows:
$1,000 + [$1,000 × (Reference Asset Return of the Least Performing Reference Asset + Buffer Percentage)]
If the Notes are not automatically called prior to scheduled maturity, and if the Reference Asset Return of the Least Performing
Reference Asset is less than -20.00%, you will lose 1.00% of the principal amount of your Notes for every 1.00% that the Reference
Asset Return of the Least Performing Reference Asset falls below -20.00%. You may lose up to 80.00% of the principal amount of
your Notes.
Any payment on the Notes, including any Contingent Coupons and any payment upon an Automatic Call 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 Power: 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. See "Consent to U.K. Bail-in Power" on page PS1 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%
4.25%
95.75%

Total
$1,780,000
$1,780,000
$75,650
$1,704,350

(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 $957.50 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 $907.70 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 PS2 of this pricing supplement.

(3) Barclays Capital Inc. will receive commissions from the Issuer of 4.25% of the principal amount of the Notes, or $42.50 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 PS8 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
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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:
$7.7917 per $1,000 principal amount Note, which is 0.77917% of the principal amount per Note (9.35% per annum)

If the Closing Price of each Reference Asset on any Observation Date is greater than or equal to its respective Coupon Barrier Price,
you will receive a Contingent Coupon on the related Contingent Coupon Payment Date. If the Closing Price of any Reference Asset on
any Observation Date is less than its Coupon Barrier Price, you will not receive a Contingent Coupon on the related Contingent Coupon
Payment Date.
Automatic Call:
If, on any Observation Date prior to the Final Valuation Date, beginning with the twelfth Observation Date, the Closing Price of each
Reference Asset is greater than or equal to its respective Initial Price, 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.
Observation Dates:*
The 28th of each month during the term of the Notes, beginning in September 2018; 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 Settlement Date:
The Contingent Coupon Payment Date following the Observation Date on which an Automatic Call occurs
Initial Price:
With respect to each Reference Asset, the Closing Price on the Initial Valuation Date, as noted in the table above
Coupon Barrier Price:
With respect to each Reference Asset, 80.00% of its Initial Price, as noted in the table above
Final Price:
With respect to each Reference Asset, the Closing Price of such Reference Asset 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
Reference Asset Return:
With respect to a Reference Asset, an amount calculated as follows:
Final Price Initial Price
Initial Price
Least Performing Reference
The Reference Asset with the lowest Reference Asset Return, as calculated in the manner set forth above
Asset:
Closing Price:
All references in this pricing supplement to the Closing Price of the Gold Miners ETF or the Oil & Gas ETF mean the closing price of
one share of the Gold Miners ETF or the Oil & Gas ETF, respectively, as set forth under "Reference Assets--Exchange-Traded Funds
--Special Calculation Provisions" in the prospectus supplement
Calculation Agent:
Barclays Bank PLC
CUSIP / ISIN:
06746XLH4 / US06746XLH43

*
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, 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, 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
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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:

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

Our SEC file number is 110257. As used in this pricing supplement, the "Company," "we," "us," or "our" refers to Barclays Bank PLC.

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-1

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
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.

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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 PS8 of this pricing supplement.

PS-2

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

·
You understand and accept that any positive return on your investment will be limited to the Contingent Coupons that you may receive on

your Notes

·
You are willing to accept the risk that you may lose up to 80.00% of the principal amount of your Notes

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

Reference Asset Return of any Reference Asset will be less than -20.00%

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

less than its Coupon Barrier Price on an Observation Date and (b) you will suffer a loss of principal if the Reference Asset Return of only
one Reference Asset is less than -20.00%

·
You understand and accept the risk that, if your Notes are not automatically called prior to scheduled maturity, the payment at maturity

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

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

·
You are willing 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 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 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

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

lose some or all of the principal amount of your Notes

·
You seek an investment the return on which is not limited to the Contingent Coupons that may be payable on the Notes

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

Reference Asset is less than its Coupon Barrier Price on one or more Observation Dates and/or the Reference Asset Return of at least one
Reference Asset is less than -20.00%

·
You 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 the other Reference Asset

·
You are unwilling or unable to accept the risk that the Notes may be automatically called prior to scheduled maturity

·
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

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·
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 and the prospectus. 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 and the Maturity Date are subject to
postponement, 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--Exchange-Traded Funds--Adjustments Relating to Securities with an Exchange-Traded Fund as a Reference Asset" in the
accompanying prospectus supplement.

PS-3

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 Price of each Reference Asset: $100.00*

Hypothetical Coupon Barrier Price for each Reference Asset: $80.00 (80.00% of the hypothetical Initial Price set forth above)*

*
The hypothetical Initial Price of $100.00 and the hypothetical Coupon Barrier Price of $80.00 for each Reference Asset have been chosen for

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

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

Closing Price on Relevant
Reference Asset
Observation Date
Gold Miners ETF
95.00
Oil & Gas ETF
105.00

Because the Closing Price of each Reference Asset is greater than its respective Coupon Barrier Price, you will receive a Contingent Coupon of
$7.7917, or 0.77917% of the principal amount per Note, on the related Contingent Coupon Payment Date.

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

Closing Price on Relevant
Reference Asset
Observation Date
Gold Miners ETF
135.00
Oil & Gas ETF
55.00

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

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

Closing Price on Relevant
Reference Asset
Observation Date
Gold Miners ETF
50.00
Oil & Gas ETF
45.00

Because the Closing Price of at least one Reference Asset is less than its Coupon Barrier Price, you will not receive a Contingent Coupon on the
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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 Price of any
Reference Asset is below its Coupon Barrier Price on each Observation Date, you will not receive any Contingent Coupons during the term of
your Notes.

In each of the examples above, because the Closing Price of at least one Reference Asset is below its Initial Price on the relevant Observation
Date, the Notes would not be automatically called on the related Contingent Coupon Payment Date. The Notes will be automatically called only if
the Closing Price of each Reference Asset on any Observation Date prior to the Final Valuation Date, beginning with the fourth Observation
Date, is greater than or equal to its respective Initial Price.

PS-4

HYPOTHETICAL EXAMPLES OF AMOUNTS PAYABLE UPON AUTOMATIC CALL

The following table illustrates the hypothetical total return upon an automatic call under various circumstances. The "total return" as used in this
pricing supplement 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 twelfth Observation Date.

Is the Closing Price of Any
Is the Closing Price of Any
Observation
Payment on Contingent Coupon Payment Date
Reference Asset Less Than
Reference Asset Less Than its
Date
(per $1,000 principal amount Note)
its Coupon Barrier Price?
Initial Price?
1
Yes
$0.00
2
No
$7.7917
3
Yes
$0.00
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
Yes
$0.00
10
Yes
$0.00
11
Yes
$0.00
12
No
No
$1,007.7917

Because the Closing Price of each Reference Asset on the twelfth Observation Date (the first Observation Date on which the Notes may be called)
is greater than or equal to its Initial Price, 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 1.558%.

Example 2: The Notes are automatically called on the sixteenth Observation Date.

Is the Closing Price of Any
Is the Closing Price of Any
Observation
Payment on Contingent Coupon Payment Date
Reference Asset Less Than
Reference Asset Less Than its
Date
(per $1,000 principal amount Note)
its Coupon Barrier Price?
Initial Price?
1
No
$7.7917
2
Yes
$0.00
3
No
$7.7917
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
No
Observation Dates
$7.7917
8
Yes
$0.00
9
Yes
$0.00
10
Yes
$0.00
11
Yes
$0.00
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12
Yes
Yes
$0.00
13
Yes
Yes
$0.00
14
No
Yes
$7.7917
15
Yes
Yes
$0.00
16
No
No
$1,007.7917

Because the Closing Price of each Reference Asset on the sixteenth Observation Date is greater than or equal to its Initial Price, 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 3.896%.

Each of the examples above demonstrate that the return on your Notes will be limited to the Contingent Coupons that may be payable on the Notes.
Each of these examples also demonstrates that, if the Closing Price of at least one Reference Asset is less than its Coupon Barrier Price on any
Observation Date, you will not receive a Contingent Coupon on the related Contingent Coupon Payment Date. If the Closing Price of at least one
Reference Asset is less than its Coupon Barrier Price on each Observation Date, you will not receive any Contingent Coupons during the term of
the Notes.

PS-5

HYPOTHETICAL EXAMPLES OF AMOUNTS PAYABLE AT MATURITY

The following table illustrates the hypothetical total return 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 Price of each Reference Asset: $100.00*

Hypothetical Coupon Barrier Price for each Reference Asset: $80.00 (80.00% of the hypothetical Initial Price set forth above)*

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

*
The hypothetical Initial Price of $100.00 and the hypothetical Coupon Barrier Price of $80.00 for each Reference Asset have been chosen for

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

Final Price ($)

Reference Asset Return

Reference Asset Return
Gold Miners
Gold Miners
Oil & Gas ETF

Oil & Gas ETF

of the Least Performing
Payment at Maturity**
ETF
ETF
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%
$900.00
60.00
85.00

-40.00%
-15.00%

-40.00%
$800.00
50.00
90.00

-50.00%
-10.00%

-50.00%
$700.00
150.00
40.00

50.00%
-60.00%

-60.00%
$600.00
30.00
45.00

-70.00%
-55.00%

-70.00%
$500.00
40.00
20.00

-60.00%
-80.00%

-80.00%
$400.00
10.00
95.00

-90.00%
-5.00%

-90.00%
$300.00
102.00
0.00

2.00%
-100.00%

-100.00%
$200.00
** per $1,000 principal amount Note, excluding the final Contingent Coupon (if one is 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 Price of the Gold Miners ETF is 110.00 and the Final Price of the Oil & Gas ETF is 120.00.

Because the Gold Miners ETF has the lowest Reference Asset Return, the Gold Miners ETF is the Least Performing Reference Asset. Because the
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Reference Asset Return of the Least Performing Reference Asset is not less than -20.00%, 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 Price of the Gold Miners ETF is 102.00 and the Final Price of the Oil & Gas ETF is 80.00.

Because the Oil & Gas ETF has the lowest Reference Asset Return, the Oil & Gas ETF is the Least Performing Reference Asset. Because the
Reference Asset Return of the Least Performing Reference Asset is not less than -20.00%, 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 Price of the Gold Miners ETF is 150.00 and the Final Price of the Oil & Gas ETF is 40.00.

Because the Oil & Gas ETF has the lowest Reference Asset Return, the Oil & Gas ETF is the Least Performing Reference Asset. Because the
Reference Asset Return of the Least Performing Reference Asset is less than -20.00%, you will receive a payment at maturity of $600.00 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 + Buffer Percentage)]

$1,000 + [$1,000 × (-60.00% + 20.00%)] = $600.00

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

PS-6

Example 4: The Final Price of the Gold Miners ETF is 30.00 and the Final Price of the Oil & Gas ETF is 45.00.

Because the Gold Miners ETF has the lowest Reference Asset Return, the Gold Miners ETF is the Least Performing Reference Asset. Because the
Reference Asset Return of the Least Performing Reference Asset is less than -20.00%, 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 + Buffer Percentage)]

$1,000 + [$1,000 × (-70.00% + 20.00%)] = $500.00

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

Examples 3 and 4 above demonstrate that, if the Notes are not automatically called prior to scheduled maturity, and if the Reference Asset Return
of the Least Performing Reference Asset is less than -20.00%, you will lose 1.00% of the principal amount of your Notes for every 1.00% that the
Reference Asset Return of such Reference Asset falls below -20.00%. You will not benefit in any way from the Reference Asset Return of the
other Reference Asset being higher than the Reference Asset Return of the Least Performing Reference Asset.

If your Notes are not automatically called prior to scheduled maturity, you may lose up to 80.00% 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-7

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 Index Return of the Least Performing Index is less -20.00%, you
will lose 1.00% of the principal amount of your Notes for every 1.00% that the Index Return of such Index falls below -20.00%. You may
suffer a loss of principal even if the Index Return for one Index is greater than 0.00%, and you will not benefit in any way from the Index
Return of the other Index being greater than the Index Return of the Least Performing Index. You may lose up to 80.00% 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--The 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 price of any Reference Asset and you will not
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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 the Reference Asset Return of one or more Reference Assets is positive.
Based on the stated term of the Notes, the maximum amount of Contingent Coupons that you may receive is $701.25 per $1,000 principal
amount Note (or 70.125% of the principal amount of your Notes). You will receive this maximum amount of Contingent Coupons only if (a)
the Closing Price of each Reference Asset on each Observation Date equals or exceeds its Coupon Barrier Price and (b) an Automatic Call
never occurs. The actual amount of Contingent Coupons that you receive may be substantially less than this amount, and may be as low as
zero (as described immediately below).
· You May Not Receive any Contingent Coupon Payments on the Notes--You will receive a Contingent Coupon on a Contingent Coupon
Payment Date only if the Closing Price of each Reference Asset on the related Observation Date is greater than or equal to its respective
Coupon Barrier Price. If the Closing Price of any Reference Asset on an Observation Date is less than its Coupon Barrier Price, you will not
receive a Contingent Coupon on the related Contingent Coupon Payment Date. Because each Reference Asset must close at or above its
Coupon Barrier Price on an Observation Date in order for a Contingent Coupon to become payable, it is more likely that you will not receive
Contingent Coupons than would have been the case had the Notes been linked to only one of the Reference Assets. If the Closing Price of at
least one Reference Asset is less than its respective Coupon Barrier Price on each Observation Date, you will not receive any Contingent
Coupons during the term of the Notes.
· The Notes Are Subject to Volatility Risk--Volatility is a measure of the magnitude of the movements of the price of an asset 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 Price of that Reference Asset on one or more Observation Dates will be less than its Coupon Barrier
Price and (b) the Reference Asset Return of that Reference Asset will be less than -20.00%.
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, the Notes will be
automatically called if the Closing Price of each Reference Asset on any Observation Date prior to the Final Valuation Date, beginning with
the twelfth Observation Date, is greater than or equal to its Initial Price. Accordingly, the term of the Notes may be as short as approximately
one year.
The Redemption Price that you receive on a Call Settlement 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 you held your
Notes to maturity. You may not be able to reinvest any amounts received on the Call Settlement Date in a comparable investment with similar
risk and yield. No additional payments will be due after the relevant Call Settlement Date. The "automatic call" feature may also adversely
impact your ability to sell your Notes and the price at which they may be sold.
· If the Notes are not Automatically Called Prior to Scheduled Maturity, the Payment at Maturity is not Based on the Price of Any
Reference Asset at Any Time Other than the Closing Price of the Least Performing Reference Asset on the Final Valuation Date--The
Final Prices and Reference Asset Returns of the Reference Assets will be based solely on the Closing Prices of the Reference Assets on the
Final Valuation Date. Accordingly, if the price of the Least Performing Reference Asset

PS-8

drops on the Final Valuation Date, the payment at maturity on the Notes may be significantly less than it would have been had it been linked
to the price of such Reference Asset at any time prior to such drop.

If the Notes are not automatically called prior to scheduled maturity, your payment at maturity will be based solely on the Reference Asset
Return of the Least Performing Reference Asset. If the Reference Asset Return of the Least Performing Reference Asset is less than -20.00%,
you will suffer a loss of principal, as described above. Your losses will not be limited in any way by virtue of the Reference Asset Return of
the other Reference Asset being higher than the Reference Asset Return of the Least Performing Reference Asset.
·
Whether or Not the Notes Will be Automatically Called Prior to Scheduled Maturity Will Not be Based on the Price of Any Reference

Asset at Any Time Other than the Closing Prices of the Reference Assets on the applicable Observation Date--Whether or not the Notes
are automatically called prior to maturity will be based solely on the Closing Prices of the Reference Assets on each Observation Date in
respect of which the Notes may be called. Accordingly, if the price of any Reference Asset drops on any such Observation Date such that the
Closing Price falls below the Initial Price, your Notes will not be called 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 an
Automatic Call 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. In the event Barclays Bank PLC were to default on its obligations, you may not receive any amounts owed to you under the
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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
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 Funds or the Securities Composing the Underlying Indices--The return on the Notes

may not reflect the return you would realize if you actually owned the Reference Assets or the securities composing the underlying indices,
which the Reference Assets are designed to track ("Underlying Index"). As a holder of the Notes, you will not receive interest payments, and
you will not have voting rights or rights to receive dividends or other distributions or other rights that holders of the securities underlying the
Indices 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 price 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.
·
Certain Features of Exchange-Traded Funds Will Impact the Value of the Reference Assets and the Value of the Notes:

o
Management Risk. This is the risk that the investment strategy for the Reference Assets, the implementation of which is subject to a

number of constraints, may not produce the intended results. An investment in an exchange-traded fund involves risks similar to those of
investing in any fund of equity securities traded on an exchange, such as market fluctuations caused by such factors as economic and
political developments, changes in interest rates and perceived trends in security prices. Because, however, the Reference Assets are not
"actively" managed, they generally do not take defensive positions in declining markets and generally will not sell a security if the issuer
of such security was in financial trouble. Accordingly, the performance of the Reference Assets could be lower than other types of mutual
funds that may actively shift their portfolio assets to take advantage of market opportunities or to lessen the impact of a market decline.

o
Derivatives Risk. The Reference Assets may invest in futures contracts, options on futures contracts, other types of options and swaps and

other derivatives. A derivative is a financial contract, the value of which depends on, or is derived from, the value of an underlying asset
such as a security or an index. Compared to conventional securities, derivatives can be more sensitive to changes in interest rates or to
sudden fluctuations in market prices, and thus the Reference Assets' losses, and, as a consequence, the losses on your Notes, may be
greater than if the Reference Assets invested only in conventional securities.

PS-9

o
Tracking and Underperformance Risk (Particularly in Periods of Market Volatility). The performance of a Reference Asset may not

replicate the performance of, and may underperform, its Underlying Index. Each Reference Asset will reflect transaction costs and fees
that will reduce its relative performance.

Moreover, it is also possible that a Reference Assets may not fully replicate or may, in certain circumstances, diverge significantly from the
performance of its Underlying Index due to differences in trading hours between the Reference Asset and its Underlying Index or due to other
circumstances. During periods of market volatility, securities underlying a Reference Asset may be unavailable in the secondary market,
market participants may be unable to calculate accurately the intraday net asset value per share of the Reference Asset and the liquidity of the
Reference Asset may be adversely affected. This kind of market volatility may also disrupt the ability of market participants to create and
redeem shares in a Reference Assets. Further, market volatility may adversely affect, sometimes materially, the prices at which market
participants are willing to buy and sell shares of a Reference Asset. As a result, under these circumstances, the market value of a Reference
Asset may vary substantially from the net asset value per share of the Reference Asset. This variation in performance is called "tracking error"
and, at times, the tracking error may be significant.

·
The Notes Are Subject to Risks Associated with the Gold Mining Industry--The Gold Miners ETF generally invests substantially all of

its assets in securities of companies involved in the gold mining industry. As a result, the stocks that will, under normal market conditions,
determine the performance of the Gold Miners ETF are generally concentrated in one industry.
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Document Outline

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