Obbligazione Barclay PLC 7.2% ( US06746Y1929 ) in USD

Barclay PLC

9.489 USD ⇌

Regno Unito

US06746Y1929 ( in USD )

7.2% per anno ( pagato 2 volte l'anno)

20/03/2024 - Obbligazione è scaduto

Prospetto opuscolo dell'obbligazione Barclays PLC US06746Y1929 in USD 7.2%, scaduta

1 000 USD

8 403 000 USD

06746Y192

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 US06746Y1929, pays a coupon of 7.2% per year.
The coupons are paid 2 times per year and the Obbligazione maturity is 20/03/2024

424B2 1 dp103818_424b2-2236ubs.htm FORM 424B2

Pricing Supplement dated March 15, 2019
Filed Pursuant to Rule 424(b)(2)
Registration Statement No. 333-212571
$8,402,500 Barclays Bank PLC Trigger Autocallable Contingent Yield Notes
Link e d t o t he le sse r pe rform ing of t he Dow J one s I ndust ria l Ave ra ge ® a nd t he Russe ll 2 0 0 0 ® I nde x due M a rc h 2 0 , 2 0 2 4
I nve st m e nt De sc ript ion
Trigger Autocallable Contingent Yield Notes (the "Notes") are unsecured and unsubordinated debt obligations issued by Barclays Bank PLC (the "Issuer") linked to the lesser performing of the Dow Jones Industrial
Average® and the Russell 2000® Index (each an "Underlying" and together the "Underlyings"). On a quarterly basis, unless the Notes have been previously called, the Issuer will pay you a coupon (the "Contingent
Coupon") if the Closing Level of each Underlying on the applicable Observation Date is greater than or equal to its specified Coupon Barrier. Otherwise, no Contingent Coupon will be paid for that quarter. The Issuer
will automatically call the Notes if the Closing Level of each Underlying on any Observation Date (quarterly, beginning on March 16, 2020) is greater than or equal to its Closing Level on the Trade Date (the "Initial
Underlying Level"). If the Notes are automatically called, the Issuer will pay the principal amount of your Notes plus the Contingent Coupon due on the Coupon Payment Date that is also the Call Settlement Date, and
no further amounts will be owed to you under the Notes. If the Notes are not automatically called and the Closing Level of each Underlying on the Final Valuation Date (the "Final Underlying Level") is greater than or
equal to its specified Downside Threshold (which is set equal to its Coupon Barrier), the Issuer will pay you a cash payment at maturity equal to the principal amount of your Notes plus the Contingent Coupon due on
the Coupon Payment Date that is also the Maturity Date. However, if the Final Underlying Level of either Underlying is less than its Downside Threshold, the Issuer will pay you a cash payment at maturity that is less
than the principal amount, if anything, resulting in a percentage loss of principal equal to the negative Underlying Return of the Underlying with the lowest Underlying Return (the "Lesser Performing Underlying"). In this
case, you will have full downside exposure to the Lesser Performing Underlying from its Initial Underlying Level to its Final Underlying Level, and could lose all of your principal. I nve st ing in t he N ot e s involve s
signific a nt risk s. Y ou m a y lose a signific a nt port ion or a ll of your princ ipa l. Y ou m a y re c e ive fe w or no Cont inge nt Coupons during t he t e rm of t he N ot e s. Y ou w ill be e x pose d t o
t he m a rk e t risk of e a c h U nde rlying a nd a ny de c line in t he le ve l of one U nde rlying m a y ne ga t ive ly a ffe c t your re t urn a nd w ill not be offse t or m it iga t e d by a le sse r de c line or a ny
pot e nt ia l inc re a se in t he le ve l of t he ot he r U nde rlying. T he Fina l U nde rlying Le ve l of e a c h U nde rlying is obse rve d re la t ive t o it s Dow nside T hre shold only on t he Fina l V a lua t ion
Da t e , a nd t he c ont inge nt re pa ym e nt of princ ipa l a pplie s only if you hold t he N ot e s t o m a t urit y. Ge ne ra lly, t he highe r t he Cont inge nt Coupon Ra t e on a N ot e , t he gre a t e r t he risk of
loss on t ha t N ot e . Y our re t urn pot e nt ia l on t he N ot e s is lim it e d t o a ny Cont inge nt Coupons pa id on t he N ot e s, a nd you w ill not pa rt ic ipa t e in a ny a ppre c ia t ion of e it he r U nde rlying.
Any pa ym e nt on t he N ot e s, inc luding a ny re pa ym e nt of princ ipa l, is subje c t t o t he c re dit w ort hine ss of Ba rc la ys Ba nk PLC a nd is not gua ra nt e e d by a ny t hird pa rt y. I f Ba rc la ys
Ba nk PLC w e re t o de fa ult on it s pa ym e nt obliga t ions or be c om e subje c t t o t he e x e rc ise of a ny U .K . Ba il-in Pow e r (a s de sc ribe d on pa ge PS-4 of t his pric ing supple m e nt ) by t he
re le va nt U .K . re solut ion a ut horit y, you m ight not re c e ive a ny a m ount s ow e d t o you unde r t he N ot e s. Se e "Conse nt t o U .K . Ba il-in Pow e r" in t his pric ing supple m e nt a nd "Risk
Fa c t ors" in t he a c c om pa nying prospe c t us supple m e nt .
Fe a t ure s

K e y Da t e s 1

Cont inge nt Coupon: Unless the Notes have been previously called, the Issuer will pay you a Contingent Coupon each quarter if the
Trade Date:
March 15, 2019
Closing Level of each Underlying on the applicable Observation Date is greater than or equal to its Coupon Barrier. Otherwise, no Contingent
Settlement Date:
March 20, 2019
Coupon will be paid for that quarter.
Observation Dates:
Quarterly (callable beginning March

16, 2020) (see page PS-8)
Automatic Call: The Issuer will automatically call the Notes if the Closing Level of each Underlying on any Observation Date (quarterly,
Final Valuation Date:
March 15, 2024
beginning on March 16, 2020) is greater than or equal to its Initial Underlying Level. If the Notes are automatically called, the Issuer will pay
Maturity Date:
March 20, 2024
the principal amount of your Notes plus the Contingent Coupon due on the Coupon Payment Date that is also the Call Settlement Date, and
1 See "Supplemental Plan of Distribution" for more details on the
no further amounts will be owed to you under the Notes.
expected Settlement Date. In addition, the Observation Dates,

including the Final Valuation Date, and the Maturity Date are
Dow nside Exposure w ith Contingent Repayment of Principal at Maturity: If the Notes are not automatically called and the Final
subject to postponement. See "Final Terms" on page PS-6 of
Underlying Level of each Underlying is greater than or equal to its Downside Threshold, the Issuer will pay you a cash payment at maturity
this pricing supplement.
equal to the principal amount of your Notes plus the Contingent Coupon due on the Coupon Payment Date that is also the Maturity Date.
N OT I CE T O I N V EST ORS: T H E N OT ES ARE SI GN I FI CAN T LY
However, if the Final Underlying Level of either Underlying is less than its Downside Threshold, the Issuer will repay less than your principal
RI SK I ER T H AN CON V EN T I ON AL DEBT I N ST RU M EN T S. T H E
amount, if anything, resulting in a percentage loss of principal equal to the negative Underlying Return of the Lesser Performing Underlying.
I SSU ER I S N OT N ECESSARI LY OBLI GAT ED T O REPAY T H E
The Final Underlying Level of each Underlying is observed relative to its Downside Threshold only on the Final Valuation Date, and the
FU LL PRI N CI PAL AM OU N T OF T H E N OT ES AT M AT U RI T Y ,
contingent repayment of principal applies only if you hold the Notes to maturity. Any payment on the Notes, including any repayment of
AN D T H E N OT ES CAN H AV E T H E FU LL DOWN SI DE
principal, is subject to the creditworthiness of Barclays Bank PLC.
M ARK ET RI SK OF T H E LESSER PERFORM I N G
U N DERLY I N G. T H I S M ARK ET RI SK I S I N ADDI T I ON T O T H E CREDI T RI SK I N H EREN T I N PU RCH ASI N G A DEBT OBLI GAT I ON OF BARCLAY S BAN K PLC. Y OU SH OU LD N OT
PU RCH ASE T H E N OT ES I F Y OU DO N OT U N DERST AN D OR ARE N OT COM FORT ABLE WI T H T H E SI GN I FI CAN T RI SK S I N V OLV ED I N I N V EST I N G I N T H E N OT ES.
Y OU SH OU LD CAREFU LLY CON SI DER T H E RI SK S DESCRI BED U N DER "K EY RI SK S" BEGI N N I N G ON PAGE PS-9 OF T H I S PRI CI N G SU PPLEM EN T AN D "RI SK FACT ORS" BEGI N N I N G
ON PAGE S -7 OF T H E PROSPECT U S SU PPLEM EN T BEFORE PU RCH ASI N G AN Y N OT ES. EV EN T S RELAT I N G T O AN Y OF T H OSE RI SK S, OR OT H ER RI SK S AN D U N CERT AI N T I ES,
COU LD ADV ERSELY AFFECT T H E M ARK ET V ALU E OF, AN D T H E RET U RN ON , Y OU R N OT ES. Y OU M AY LOSE A SI GN I FI CAN T PORT I ON OR ALL OF Y OU R PRI N CI PAL AM OU N T . T H E
N OT ES WI LL N OT BE LI ST ED ON AN Y SECU RI T I ES EX CH AN GE.
N OT WI T H ST AN DI N G AN Y OT H ER AGREEM EN T S, ARRAN GEM EN T S OR U N DERST AN DI N GS BET WEEN BARCLAY S BAN K PLC AN D AN Y H OLDER OF T H E N OT ES, BY ACQU I RI N G T H E
N OT ES, EACH H OLDER OF T H E N OT ES ACK N OWLEDGES, ACCEPT S, AGREES T O BE BOU N D BY AN D CON SEN T S T O T H E EX ERCI SE OF, AN Y U .K . BAI L-I N POWER BY T H E
RELEV AN T U .K . RESOLU T I ON AU T H ORI T Y . SEE "CON SEN T T O U .K . BAI L-I N POWER" ON PAGE PS-4 OF T H I S PRI CI N G SU PPLEM EN T .
N ot e Offe ring
We are offering Trigger Autocallable Contingent Yield Notes linked to the lesser performing of the Dow Jones Industrial Average® and the Russell 2000® Index. The Initial Underlying Level of each Underlying is the
Closing Level of that Underlying on the Trade Date. The Notes are offered at a minimum investment of 100 Notes at $10 per Note (representing a $1,000 investment), and integral multiples of $10 in excess thereof.
U nde rlying
Cont inge nt Coupon Ra t e
I nit ia l U nde rlying Le ve l
Coupon Ba rrie r*
Dow nside T hre shold*
CU SI P/ I SI N
Dow Jones Industrial Average®
25,848.87
18,094.21, which is 70.00% of the
18,094.21, which is 70.00% of the Initial
(INDU)
Initial Underlying Level
Underlying Level
06746Y192 /
7.20% per annum
US06746Y1929
Russell 2000® Index (RTY)
1,553.538
1,087.477, which is 70.00% of the
1,087.477, which is 70.00% of the Initial
Initial Underlying Level
Underlying Level
* Rounded to two decimal places for the Dow Jones Industrial Average® and rounded to three decimal places for the Russell 2000® Index
Se e "Addit iona l I nform a t ion a bout Ba rc la ys Ba nk PLC a nd t he N ot e s" on pa ge PS-2 of t his pric ing supple m e nt . T he N ot e s w ill ha ve t he t e rm s spe c ifie d in t he prospe c t us da t e d
M a rc h 3 0 , 2 0 1 8 , t he prospe c t us supple m e nt da t e d J uly 1 8 , 2 0 1 6 , t he inde x supple m e nt da t e d J uly 1 8 , 2 0 1 6 a nd t his pric ing supple m e nt .
N e it he r t he U .S. Se c urit ie s a nd Ex c ha nge Com m ission (t he "SEC") nor a ny st a t e se c urit ie s c om m ission ha s a pprove d or disa pprove d of t he N ot e s or de t e rm ine d t ha t t his pric ing
supple m e nt is t rut hful or c om ple t e . Any re pre se nt a t ion t o t he c ont ra ry is a c rim ina l offe nse .
We m a y use t his pric ing supple m e nt in t he init ia l sa le of t he N ot e s. I n a ddit ion, Ba rc la ys Ca pit a l I nc . or a ny ot he r of our a ffilia t e s m a y use t his pric ing supple m e nt in m a rk e t re sa le
t ra nsa c t ions in a ny of t he N ot e s a ft e r t he ir init ia l sa le . U nle ss w e or our a ge nt inform s you ot he rw ise in t he c onfirm a t ion of sa le , t his pric ing supple m e nt is be ing use d in a m a rk e t
re sa le t ra nsa c t ion.
The Notes constitute our unsecured and unsubordinated obligations. The Notes are not deposit liabilities of Barclays Bank PLC and are not covered by the U.K. Financial Services Compensation Scheme or insured by
the U.S. Federal Deposit Insurance Corporation or any other governmental agency or deposit insurance agency of the United States, the United Kingdom or any other jurisdiction.

I nit ia l I ssue Pric e 1
U nde rw rit ing Disc ount
Proc e e ds t o Ba rc la ys Ba nk PLC
Per Note
$10.00
$0.25
$9.75
Total
$8,402,500.00
$210,062.50
$8,192,437.50
1 Our estimated value of the Notes on the Trade Date, based on our internal pricing models, is $9.693 per Note. The estimated value is less than the initial issue price of the
N ot e s. Se e "Addit iona l I nform a t ion Re ga rding Our Est im a t e d V a lue of t he N ot e s" on pa ge PS-3 of t his pric ing supple m e nt .

U BS Fina nc ia l Se rvic e s I nc .
Ba rc la ys Ca pit a l I nc .

Addit iona l I nform a t ion a bout Ba rc la ys Ba nk PLC a nd t he N ot e s
You should read this pricing supplement together with the prospectus dated March 30, 2018, as supplemented by the prospectus supplement dated July 18, 2016 and the index supplement dated July 18, 2016 relating
to our Global Medium-Term Notes, Series A, of which these Notes are a part. This pricing supplement, together with the documents listed below, contains the terms of the Notes and supersedes all prior or
contemporaneous oral statements as well as any other written materials including preliminary or indicative pricing terms, correspondence, trade ideas, structures for implementation, sample structures, brochures or other
educational materials of ours. You should carefully consider, among other things, the matters set forth in "Risk Factors" in the prospectus supplement, as the Notes involve risks not associated with conventional debt
securities. We urge you to consult your investment, legal, tax, accounting and other advisors before you invest in the Notes.

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

When you read the prospectus supplement and the index supplement, note that all references to the prospectus dated July 18, 2016, or to any sections therein, should refer instead to the accompanying prospectus
dated March 30, 2018, or to the corresponding sections of that prospectus.

You may access these documents on the SEC website at www.sec.gov as follows (or if such address has changed, by reviewing our filings for the relevant date on the SEC website):

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

https://www.sec.gov/Archives/edgar/data/312070/000095010319003495/dp103818_424b2-2236ubs.htm[3/19/2019 1:35:51 PM]

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

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

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

PS-2

Addit iona l I nform a t ion Re ga rding Our Est im a t e d V a lue of t he N ot e s
Our internal pricing models take into account a number of variables and are based on a number of subjective assumptions, which may or may not materialize, typically including volatility, interest rates and our internal
funding rates. Our internal funding rates (which are our internally published borrowing rates based on variables, such as market benchmarks, our appetite for borrowing and our existing obligations coming to maturity)
may vary from the levels at which our benchmark debt securities trade in the secondary market. Our estimated value on the Trade Date is based on our internal funding rates. Our estimated value of the Notes might be
lower if such valuation were based on the levels at which our benchmark debt securities trade in the secondary market.

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

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

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

We urge you t o re a d t he "K e y Risk s" be ginning on pa ge PS-9 of t his pric ing supple m e nt .

PS-3

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

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

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

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

PS-4

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

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

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

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

Underlying.
¨ You are willing and able to accept the individual market risk of each Underlying and understand that any

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

decline or any potential increase in the level of the other Underlying.
¨ You believe each Underlying is likely to close at or above its Coupon Barrier on the specified

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

the Notes.
¨ You believe the Final Underlying Level of each Underlying is not likely to be less than its Downside

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

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

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

¨ You are unable or unwilling to hold Notes that will be called on the earliest Observation Date
¨ You are willing and able to hold Notes that will be called on the earliest Observation Date (quarterly,
(quarterly, beginning on March 16, 2020) on which the Closing Level of each Underlying is greater
beginning on March 16, 2020) on which the Closing Level of each Underlying is greater than or equal
than or equal to its Initial Underlying Level, or you are unable or unwilling to hold the Notes to
to its Initial Underlying Level, and you are otherwise willing and able to hold the Notes to maturity and
maturity and seek an investment for which there will be an active secondary market.
accept that there may be little or no secondary market for the Notes.

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

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

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

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

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

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

PS-5

Fina l T e rm s1
Issuer:
Barclays Bank PLC
Principal Amount:
$10 per Note (subject to minimum investment of 100 Notes)
Term2:
Approximately five years, unless called earlier
Reference Assets3:
The Dow Jones Industrial Average® (Bloomberg ticker symbol "INDU<Index>") and the Russell 2000® Index (Bloomberg ticker symbol "RTY<Index>") (each an "Underlying" and
together the "Underlyings")
Automatic Call Feature:
The Issuer will automatically call the Notes if the Closing Level of each Underlying on any Observation Date (quarterly, beginning on March 16, 2020) is greater than or equal to its
Initial Underlying Level. If the Notes are automatically called, the Issuer will pay the principal amount of your Notes plus the Contingent Coupon due on the Coupon Payment Date
that is also the Call Settlement Date, and no further amounts will be owed to you under the Notes.
Observation Dates2:
As set forth under the "Observation Dates" column of the table under "Observation Dates/Coupon Payment Dates/Call Settlement Dates" below. The final Observation Date, March
15, 2024, is the "Final Valuation Date."
Call Settlement Dates2:
As set forth under the "Coupon Payment Dates/Call Settlement Dates" column of the table under "Observation Dates/Coupon Payment Dates/Call Settlement Dates" below
Contingent Coupon:
I f t he Closing Le ve l of e a c h U nde rlying is gre a t e r t ha n or e qua l t o it s Coupon Ba rrie r on a ny Obse rva t ion Da t e , the Issuer will pay you the Contingent Coupon
applicable to that Observation Date.
I f t he Closing Le ve l of e it he r U nde rlying is le ss t ha n it s Coupon Ba rrie r on a ny Obse rva t ion Da t e , the Contingent Coupon applicable to that Observation Date will
not accrue or be payable and the Issuer will not make any payment to you on the related Coupon Payment Date.
The Contingent Coupon is a fixed amount potentially payable quarterly based on the per annum Contingent Coupon Rate.
Coupon Barrier:
With respect to each Underlying, a percentage of the Initial Underlying Level of that Underlying, as specified on the cover of this pricing supplement
Coupon Payment Dates2:
As set forth under the "Coupon Payment Dates/Call Settlement Dates" column of the table under "Observation Dates/Coupon Payment Dates/Call Settlement Dates" below
Contingent Coupon Rate:
The Contingent Coupon Rate is 7.20% per annum. Accordingly, the Contingent Coupon with respect to each Observation Date is equal to $0.18 per Note and will be payable only
for each Observation Date on which the Closing Level of each Underlying is greater than or equal to its Coupon Barrier.

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

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

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

Accordingly, you may lose a significant portion or all of your principal at maturity, depending on how much the Lesser Performing Underlying declines, regardless of
the performance of the other Underlying. Any payment on the Notes, including any repayment of principal, is subject to the creditworthiness of Barclays Bank PLC and
is not guaranteed by any third party.
Underlying Return:
With respect to each Underlying:
Final Underlying Level Initial Underlying Level
Initial Underlying Level
Lesser Performing Underlying:
The Underlying with the lower Underlying Return
Downside Threshold:
With respect to each Underlying, a percentage of the Initial Underlying Level of that Underlying, as specified on the cover of this pricing supplement
Initial Underlying Level:
With respect to each Underlying, the Closing Level of that Underlying on the Trade Date, as specified on the cover of this pricing supplement
Final Underlying Level:
With respect to each Underlying, the Closing Level of that Underlying on the Final Valuation Date
Closing Level3:
With respect to each Underlying, Closing Level has the meaning set forth under "Reference Assets--Indices--Special Calculation Provisions" in the prospectus supplement.
Calculation Agent:
Barclays Bank PLC
1
Terms used in this pricing supplement, but not defined herein, shall have the meanings ascribed to them in the prospectus supplement.
2
Each Observation Date may be postponed if that Observation Date is not a scheduled trading day with respect to either Underlying or if a market disruption event occurs with respect to either Underlying on that
Observation Date as described under "Reference Assets--Indices--Market Disruption Events for Securities with an Index of Equity Securities as a Reference Asset" and "Reference Assets--Least or Best
Performing Reference Asset--Scheduled Trading Days and Market Disruption Events for Securities Linked to the Reference Asset with the Lowest or Highest Return in a Group of Two or More Equity Securities,
Exchange-Traded Funds and/or Indices of Equity Securities" in the prospectus supplement. In addition, a Coupon Payment Date, a Call Settlement Date and/or the Maturity Date will be postponed if that day is not a
business day or if the relevant Observation Date is postponed as described under "Terms of the Notes--Payment Dates" in the accompanying prospectus supplement.
3
If an Underlying is discontinued or if the sponsor of an Underlying fails to publish that Underlying, the Calculation Agent may select a successor underlying or, if no successor underlying is available, will calculate the
value to be used as the Closing Level of that Underlying. In addition, the Calculation Agent will calculate the value to be used as the Closing Level of an Underlying in the event of certain changes in or modifications
to that Underlying. For more information, see "Reference Assets--Indices--Adjustments Relating to Securities with an Index as a Reference Asset" in the accompanying prospectus supplement.

PS-6

I nve st m e nt T im e line

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

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

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

be ginning M a rc h 1 6 , 2 0 2 0 ):
The Issuer will automatically call the Notes if the Closing Level of each Underlying on any Observation Date (quarterly, beginning on March 16,
2020) is greater than or equal to its Initial Underlying Level. If the Notes are automatically called, the Issuer will pay the principal amount of your
Notes plus the Contingent Coupon due on the Coupon Payment Date that is also the Call Settlement Date, and no further amounts will be owed to
you under the Notes.

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

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

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

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

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

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

PS-7

Obse rva t ion Da t e s/Coupon Pa ym e nt Da t e s/Ca ll Se t t le m e nt Da t e s
Obse rva t ion Da t e s
Coupon Pa ym e nt Da t e s / Ca ll Se t t le m e nt Da t e s

June 17, 2019*
June 19, 2019*

September 16, 2019*
September 18, 2019*

December 16, 2019*
December 18, 2019*

March 16, 2020
March 18, 2020

June 15, 2020
June 17, 2020

September 15, 2020
September 17, 2020

December 15, 2020
December 17, 2020

March 15, 2021
March 17, 2021

June 15, 2021
June 17, 2021

September 15, 2021
September 17, 2021

December 15, 2021
December 17, 2021

March 15, 2022
March 17, 2022

June 15, 2022
June 17, 2022

September 15, 2022
September 19, 2022

December 15, 2022
December 19, 2022

March 15, 2023
March 17, 2023

June 15, 2023
June 19, 2023

September 15, 2023
September 19, 2023

December 15, 2023
December 19, 2023

March 15, 2024
March 20, 2024

*The Notes are NOT automatically callable until the fourth Observation Date, which is March 16, 2020. Thus, the first Call Settlement Date will be on or about March 18, 2020.
PS-8

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

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

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

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

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

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

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

It is impossible to predict what the correlation between the Underlyings will be over the term of the Notes. The Underlyings represent different equity markets. The Dow Jones Industrial Average® represents U.S.
blue-chip companies and the Russell 2000® Index represents the small-capitalization segment of the United States equity market. These different equity markets may not perform similarly over the term of the Notes.

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

PS-9

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

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

¨
A highe r Cont inge nt Coupon Ra t e a nd/or a low e r Coupon Ba rrie r a nd/or Dow nside T hre shold m a y re fle c t gre a t e r e x pe c t e d vola t ilit y of t he U nde rlyings, w hic h is ge ne ra lly
a ssoc ia t e d w it h a gre a t e r risk of loss -- Volatility is a measure of the degree of variation in the levels of the Underlyings over a period of time. The greater the expected volatilities of the Underlyings at the
time the terms of the Notes are set, the greater the expectation is at that time that you may not receive one or more, or all, Contingent Coupon payments and that you may lose a significant portion or all of your
principal at maturity. In addition, the economic terms of the Notes, including the Contingent Coupon Rate, the Coupon Barrier and the Downside Threshold, are based, in part, on the expected volatilities of the
Underlyings at the time the terms of the Notes are set, where higher expected volatilities will generally be reflected in a higher Contingent Coupon Rate than the fixed rate we would pay on conventional debt
securities of the same maturity and/or on otherwise comparable securities and/or a lower Coupon Barrier and/or a lower Downside Threshold as compared to otherwise comparable securities. Accordingly, a higher
Contingent Coupon Rate will generally be indicative of a greater risk of loss while a lower Coupon Barrier or Downside Threshold does not necessarily indicate that the Notes have a greater likelihood of paying
Contingent Coupon payments or returning your principal at maturity. You should be willing to accept the downside market risk of each Underlying and the potential loss of a significant portion or all of your principal at
maturity.

¨
Cre dit of I ssue r -- The Notes are unsecured and unsubordinated 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 repayment of principal, is subject to the ability of Barclays Bank PLC to satisfy its obligations as they come due and is not guaranteed by any third party. As a result, the actual and
perceived creditworthiness of Barclays Bank PLC may affect the market value of the Notes and, in the event Barclays Bank PLC were to default on its obligations, you might not receive any amount owed to you
under the terms of the Notes.

¨
Y ou m a y lose som e or a ll of your inve st m e nt if a ny U .K . Ba il-in Pow e r is e x e rc ise d by t he re le va nt U .K . re solut ion a ut horit y -- 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.

¨
Ow ning t he N ot e s is not t he sa m e a s ow ning t he se c urit ie s c om posing e it he r or bot h U nde rlyings -- The return on your Notes may not reflect the return you would realize if you actually owned
the securities composing either or both Underlyings. As a holder of the Notes, you will not have voting rights or rights to receive dividends or other distributions or other rights that holders of the securities composing
either Underlying would have.

¨
Ea c h U nde rlying re fle c t s t he pric e re t urn of t he se c urit ie s c om posing t ha t U nde rlying, not t he t ot a l re t urn -- The return on the Notes is based on the performance of the Underlyings, which
reflect changes in the market prices of the securities composing each Underlying. Each Underlying is not a "total return" index that, in addition to reflecting those price returns, would also reflect dividends paid on the
securities composing the applicable Underlying. Accordingly, the return on the Notes will not include such a total return feature.

¨
De a le r inc e nt ive s -- We, the Agents and affiliates of the Agents act in various capacities with respect to the Notes. The Agents and various affiliates may act as a principal, agent or dealer in connection with the
Notes. Such Agents, including the sales representatives of UBS Financial Services Inc., will derive compensation from the distribution of the Notes and such compensation may serve as an incentive to sell these
Notes instead of other investments. We will pay compensation as specified on the cover of this pricing supplement to the

PS-10

Agents in connection with the distribution of the Notes, and such compensation may be passed on to affiliates of the Agents or other third party distributors.

¨
T he re m a y be lit t le or no se c onda ry m a rk e t for t he N ot e s -- The Notes will not be listed on any securities exchange. Barclays Capital Inc. and other affiliates of Barclays Bank PLC intend to make a
secondary market for the Notes but are not required to do so, and may discontinue any such secondary market making at any time, without notice. Even if there is a secondary market, it may not provide enough
liquidity to allow you to trade or sell the Notes easily. Because other dealers are not likely to make a secondary market for the Notes, the price at which you may be able to trade your Notes is likely to depend on the
price, if any, at which Barclays Capital Inc. and other affiliates of Barclays Bank PLC are willing to buy the Notes. The Notes are not designed to be short-term trading instruments. Accordingly, you should be able
and willing to hold your Notes to maturity.

¨
Pot e nt ia lly inc onsist e nt re se a rc h, opinions or re c om m e nda t ions by Ba rc la ys Ca pit a l I nc ., U BS Fina nc ia l Se rvic e s I nc . or t he ir re spe c t ive a ffilia t e s -- Barclays Capital Inc., UBS
Financial Services Inc. or their respective affiliates and agents may publish research from time to time on financial markets and other matters that may influence the value of the Notes, or express opinions or provide
recommendations that are inconsistent with purchasing or holding the Notes. Any research, opinions or recommendations expressed by Barclays Capital Inc., UBS Financial Services Inc. or their respective affiliates
or agents may not be consistent with each other and may be modified from time to time without notice. You should make your own independent investigation of the merits of investing in the Notes and each
Underlying.

¨
N o a ssura nc e t ha t t he inve st m e nt vie w im plic it in t he N ot e s w ill be suc c e ssful -- It is impossible to predict whether and the extent to which the level of either Underlying will rise or fall. There can
be no assurance that the level of either Underlying will not close below its Downside Threshold on the Final Valuation Date. The level of each Underlying will be influenced by complex and interrelated political,
economic, financial and other factors that affect that Underlying. You should be willing to accept the downside risks associated with equities in general and each Underlying in particular, and the risk of losing a
significant portion or all of your principal amount.

¨
Pot e nt ia l Ba rc la ys Ba nk PLC im pa c t on t he le ve ls of t he U nde rlyings -- Trading or transactions by Barclays Bank PLC or its affiliates in the securities composing the Underlyings and/or over-the-
counter options, futures or other instruments with returns linked to the performance of either or both Underlyings or the securities composing the Underlyings, may adversely affect the level of either Underlying and,
therefore, the market value of the Notes.

¨
T he N ot e s a re subje c t t o sm a ll -c a pit a liza t ion c om pa nie s risk w it h re spe c t t o t he Russe ll 2 0 0 0 ® I nde x -- The Russell 2000® Index tracks companies that are considered small-capitalization
companies. These companies often have greater stock price volatility, lower trading volume and less liquidity than large-capitalization companies, and therefore securities linked to the Russell 2000® Index may be
more volatile than an investment linked to an index with component stocks issued by large-capitalization companies. Stock prices of small-capitalization companies are also more vulnerable than those of large-
capitalization companies to adverse business and economic developments. In addition, small-capitalization companies are typically less stable financially than large-capitalization companies and may depend on a
small number of key personnel, making them more vulnerable to loss of personnel. Small-capitalization companies are often subject to less analyst coverage and may be in early, and less predictable, periods of their
corporate existences. Such companies tend to have smaller revenues, less diverse product lines, smaller shares of their product or service markets, fewer financial resources and less competitive strengths than
large-capitalization companies and are more susceptible to adverse developments related to their products.

¨
M a ny e c onom ic a nd m a rk e t fa c t ors w ill im pa c t t he va lue of t he N ot e s -- Structured notes, including the Notes, can be thought of as securities that combine a debt instrument with one or more options
or other derivative instruments. As a result, the factors that influence the values of debt instruments and options or other derivative instruments will also influence the terms and features of the Notes at issuance and
their value in the secondary market. Accordingly, in addition to the levels of the Underlyings on any day, the value of the Notes will be affected by a number of economic and market factors that may either offset or
magnify each other, including:

¨
the expected volatility of the Underlyings and the securities composing the Underlyings;

¨
correlation (or lack of correlation) of the Underlyings;

¨
the time to maturity of the Notes;

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¨
the market prices of, and dividend rates on, the securities composing the Underlyings;

¨
interest and yield rates in the market generally;

¨
supply and demand for the Notes;

¨
a variety of economic, financial, political, regulatory and judicial events; and

¨
our creditworthiness, including actual or anticipated downgrades in our credit ratings.

¨
T he e st im a t e d va lue of your N ot e s is low e r t ha n t he init ia l issue pric e of your N ot e s -- The estimated value of your Notes on the Trade Date is lower than the initial issue price of your Notes. The
difference between the initial issue price of your Notes and the estimated value of the Notes is a result of certain factors, such as any sales commissions to be paid to Barclays Capital Inc. or another affiliate of ours,
any selling concessions, discounts, commissions or fees to be allowed or paid to non-affiliated intermediaries, the estimated profit that we or any of our affiliates expect to earn in connection with structuring the
Notes, the estimated cost that we may incur in hedging our obligations under the Notes, and estimated development and other costs that we may incur in connection with the Notes.

PS-11

¨
T he e st im a t e d va lue of your N ot e s m ight be low e r if suc h e st im a t e d va lue w e re ba se d on t he le ve ls a t w hic h our de bt se c urit ie s t ra de in t he se c onda ry m a rk e t -- The estimated
value of your Notes on the Trade Date is based on a number of variables, including our internal funding rates. Our internal funding rates may vary from the levels at which our benchmark debt securities trade in the
secondary market. As a result of this difference, the estimated value referenced above might be lower if such estimated value were based on the levels at which our benchmark debt securities trade in the secondary
market. Also, this difference in funding rate as well as certain factors, such as sales commissions, selling concessions, estimated costs and profits mentioned below, reduces the economic terms of the Notes to you.

¨
T he e st im a t e d va lue of t he N ot e s is ba se d on our int e rna l pric ing m ode ls, w hic h m a y prove t o be ina c c ura t e a nd m a y be diffe re nt from t he pric ing m ode ls of ot he r fina nc ia l
inst it ut ions -- The estimated value of your Notes on the Trade Date is based on our internal pricing models, which take into account a number of variables and are based on a number of subjective assumptions,
which may or may not materialize. These variables and assumptions are not evaluated or verified on an independent basis. Further, our pricing models may be different from other financial institutions' pricing models
and the methodologies used by us to estimate the value of the Notes may not be consistent with those of other financial institutions that may be purchasers or sellers of Notes in the secondary market. As a result,
the secondary market price of your Notes may be materially different from the estimated value of the Notes determined by reference to our internal pricing models.

¨
T he e st im a t e d va lue of your N ot e s is not a pre dic t ion of t he pric e s a t w hic h you m a y se ll your N ot e s in t he se c onda ry m a rk e t , if a ny, a nd suc h se c onda ry m a rk e t pric e s, if a ny,
w ill lik e ly be low e r t ha n t he init ia l issue pric e of your N ot e s a nd m a y be low e r t ha n t he e st im a t e d va lue of your N ot e s -- The estimated value of the Notes will not be a prediction of the
prices at which Barclays Capital Inc., other affiliates of ours or third parties may be willing to purchase the Notes from you in secondary market transactions (if they are willing to purchase, which they are not
obligated to do). The price at which you may be able to sell your Notes in the secondary market at any time will be influenced by many factors that cannot be predicted, such as market conditions, and any bid and
ask spread for similar sized trades, and may be substantially less than our estimated value of the Notes. Further, as secondary market prices of your Notes take into account the levels at which our debt securities
trade in the secondary market, and do not take into account our various costs related to the Notes such as fees, commissions, discounts, and the costs of hedging our obligations under the Notes, secondary market
prices of your Notes will likely be lower than the initial issue price of your Notes. As a result, the price at which Barclays Capital Inc., other affiliates of ours or third parties may be willing to purchase the Notes from
you in secondary market transactions, if any, will likely be lower than the price you paid for your Notes, and any sale prior to the Maturity Date could result in a substantial loss to you.

¨
T he t e m pora ry pric e a t w hic h w e m a y init ia lly buy t he N ot e s in t he se c onda ry m a rk e t a nd t he va lue w e m a y init ia lly use for c ust om e r a c c ount st a t e m e nt s, if w e provide a ny
c ust om e r a c c ount st a t e m e nt s a t a ll, m a y not be indic a t ive of fut ure pric e s of your N ot e s -- Assuming that all relevant factors remain constant after the Trade Date, the price at which Barclays
Capital Inc. may initially buy or sell the Notes in the secondary market (if Barclays Capital Inc. makes a market in the Notes, which it is not obligated to do) 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 of the Notes on the Trade Date, as well as the secondary market value of the Notes, for a temporary
period after the initial issue date of the Notes. The price at which Barclays Capital Inc. may initially buy or sell the Notes in the secondary market and the value that we may initially use for customer account
statements may not be indicative of future prices of your Notes. Please see "Additional Information Regarding Our Estimated Value of the Notes" on page PS-3 for further information.

¨
We a nd our a ffilia t e s m a y e nga ge in va rious a c t ivit ie s or m a k e de t e rm ina t ions t ha t c ould m a t e ria lly a ffe c t your N ot e s in va rious w a ys a nd c re a t e c onflic t s of int e re st -- We and
our affiliates play a variety of roles in connection with the issuance of the Notes, as described below. In performing these roles, our and our affiliates' economic interests are potentially adverse to your interests as an
investor in the Notes.

In connection with our normal business activities and in connection with hedging our obligations under the Notes, we and our affiliates make markets in and trade various financial instruments or products for our
accounts and for the account of our clients and otherwise provide investment banking and other financial services with respect to these financial instruments and products. These financial instruments and products
may include securities, derivative instruments or assets that may relate to the Underlyings or their components. In any such market making, trading and hedging activity, investment banking and other financial
services, we or our affiliates may take positions or take actions that are inconsistent with, or adverse to, the investment objectives of the holders of the Notes. We and our affiliates have no obligation to take the
needs of any buyer, seller or holder of the Notes into account in conducting these activities. Such market making, trading and hedging activity, investment banking and other financial services may negatively impact
the value of the Notes.

In addition, the role played by Barclays Capital Inc., as the agent for the Notes, could present significant conflicts of interest with the role of Barclays Bank PLC, as issuer of the Notes. For example, Barclays Capital
Inc. or its representatives may derive compensation or financial benefit from the distribution of the Notes and such compensation or financial benefit may serve as an incentive to sell the Notes instead of other
investments. Furthermore, we and our affiliates establish the offering price of the Notes for initial sale to the public, and the offering price is not based upon any independent verification or valuation.

In addition to the activities described above, we will also act as the Calculation Agent for the Notes. As Calculation Agent, we will determine any values of the Underlyings and make any other determinations
necessary to calculate any payments on the Notes. In making these determinations, we may be required to make discretionary judgments, including determining whether a market disruption event has occurred on
any date that the value of an Underlying is to be determined; if an Underlying is discontinued or if the sponsor of an Underlying fails to publish that Underlying, selecting a successor underlying or, if no successor
underlying is available, determining any value necessary to calculate any payments on the Notes; and calculating the value of an Underlying on any date of determination in the event of certain changes in or
modifications to an Underlying. In making these discretionary judgments, our economic interests are potentially adverse to your interests as an investor in the Notes, and any of these determinations may adversely
affect any payments on the Notes.

PS-12

¨
T a x t re a t m e nt -- Significant aspects of the tax treatment of the Notes are uncertain. You should consult your tax advisor about your tax situation. See "What Are the Tax Consequences of an Investment in the
Notes?" on page PS-17 of this pricing supplement.

PS-13

H ypot he t ic a l Ex a m ple s

H ypot he t ic a l t e rm s only. Ac t ua l t e rm s m a y va ry. Se e t he c ove r pa ge for a c t ua l offe ring t e rm s.

The examples below illustrate the payment upon a call or at maturity for a $10 principal amount Note on a hypothetical offering of the Notes under various scenarios, with the assumptions set forth below.* You should
not take these examples as an indication or assurance of the expected performance of the Notes. The examples below do not take into account any tax consequences from investing in the Notes. Numbers appearing in
the examples below have been rounded for ease of analysis. In these examples, we refer to the Dow Jones Industrial Average® and the Russell 2000® Index as the "INDU Index" and the "RTY Index," respectively.

Term:
Approximately five years (unless called earlier)
Contingent Coupon Rate:
7.20% per annum (or 1.80% per quarter)
Contingent Coupon:
$0.18 per quarter
Hypothetical Initial Underlying Level:
100.00 for the INDU Index and 100.000 for the RTY Index
Hypothetical Coupon Barrier:
70.00 for the INDU Index and 70.000 for the RTY Index (which, with respect to each Underlying, is 70.00% of the hypothetical Initial
Underlying Level of that Underlying)
Hypothetical Downside Threshold:
70.00 for the INDU Index and 70.000 for the RTY Index (which, with respect to each Underlying, is 70.00% of the hypothetical Initial
Underlying Level of that Underlying)
Observation Dates:
Quarterly, as set forth under "Final Terms" and "Observation Dates/Coupon Payment Dates/Call Settlement Dates" in this pricing
supplement. The Notes will be automatically callable beginning on the fourth Observation Date.
* Terms used for purposes of these hypothetical examples do not represent the actual Initial Underlying Levels, Coupon Barriers or Downside Thresholds. The hypothetical Initial Underlying Levels of 100.00 for the
INDU Index and 100.000 for the RTY Index have been chosen for illustrative purposes only and do not represent the actual Initial Underlying Levels for the Underlyings. The actual Initial Underlying Level, Coupon
Barrier and Downside Threshold of each Underlying are set forth on the cover of this pricing supplement. For historical Closing Levels of the Underlyings, please see the historical information set forth under the
sections titled "Dow Jones Industrial Average®" and "Russell 2000® Index" below. We cannot predict the Closing Level of either Underlying on any day during the term of the Notes, including on any Observation
Date.

The examples below are purely hypothetical. These examples are intended to illustrate (a) under what circumstances the Notes will be subject to an automatic call, (b) how the payment of a Contingent Coupon with
respect to any Observation Date will depend on whether the Closing Level of either Underlying on that Observation Date is less than its Coupon Barrier, (c) how the value of the payment at maturity on the Notes will
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depend on whether the Final Underlying Level of either Underlying is less than its Downside Threshold and (d) how the total return on the Notes may be less than the total return on a direct investment in either or both
Underlyings in certain scenarios. The "total return" as used in this pricing supplement is the number, expressed as a percentage, that results from comparing the total payments per Note over the term of the Notes to
the $10 principal amount.

Ex a m ple 1 -- N ot e s Are Aut om a t ic a lly Ca lle d on t he Fourt h Obse rva t ion Da t e

Da t e

Closing Le ve l

Pa ym e nt (pe r N ot e )
First Observation Date

INDU Index: 105.00

Closing Level of each Underlying at or above its Initial Underlying Level; Notes NOT automatically callable because Observation

Date is prior to the fourth Observation Date. Closing Level of each Underlying at or above its Coupon Barrier; Issuer pays
RTY Index: 110.000
Contingent Coupon of $0.18 on first Coupon Payment Date.
Second Observation Date

INDU Index: 80.00

Closing Level of each Underlying below its Initial Underlying Level; Notes NOT automatically callable because Observation Date is

prior to the fourth Observation Date. Closing Level of RTY Index below its Coupon Barrier; Issuer DOES NOT pay Contingent
RTY Index: 45.000
Coupon on second Coupon Payment Date.

Third Observation Date

INDU Index: 60.00

Closing Level of each Underlying below its Initial Underlying Level; Notes NOT automatically callable because Observation Date is

prior to the fourth Observation Date. Closing Level of INDU Index below its Coupon Barrier; Issuer DOES NOT pay Contingent
RTY Index: 80.000
Coupon on third Coupon Payment Date.

Fourth Observation Date

INDU Index: 110.00

Closing Level of each Underlying at or above its Initial Underlying Level; Notes are automatically called; Issuer pays principal plus

Contingent Coupon of $0.18 on Call Settlement Date.
RTY Index: 115.000

T ot a l Pa ym e nt s (pe r N ot e ):
Pa ym e nt on Ca ll Se t t le m e nt Da t e :
$10.18 ($10.00 + $0.18)

Prior Cont inge nt Coupons:
$0.18 ($0.18 × 1)

T ot a l:
$10.36

T ot a l Re t urn:
3.60%

PS-14

Because the Closing Level of each Underlying is greater than or equal to its Initial Underlying Level on the fourth Observation Date (which is approximately one year after the Trade Date and is the first Observation
Date on which the Notes are callable), the Notes are automatically called on that Observation Date. The Issuer will pay you on the Call Settlement Date $10.18 per Note, which is equal to your principal amount plus the
Contingent Coupon due on the Coupon Payment Date that is also the Call Settlement Date. No further amounts will be owed to you under the Notes.

In addition, because the Closing Level of each Underlying was greater than or equal to its Coupon Barrier on the first Observation Date, the Issuer will pay the Contingent Coupon of $0.18 on the first Coupon Payment
Date. However, because the Closing Level of at least one Underlying was less than its Coupon Barrier on the second and third Observation Dates, the Issuer will not pay any Contingent Coupon on the Coupon
Payment Dates following those Observation Dates. Accordingly, the Issuer will have paid a total of $10.36 per Note for a total return of 3.60% on the Notes.

Ex a m ple 2 -- N ot e s Are N OT Aut om a t ic a lly Ca lle d a nd t he Fina l U nde rlying Le ve l of Ea c h U nde rlying I s At or Above I t s Dow nside T hre shold

Da t e

Closing Le ve l

Pa ym e nt (pe r N ot e )
First Observation Date

INDU Index: 115.00

Closing Level of each Underlying at or above its Initial Underlying Level; Notes NOT automatically callable because Observation

Date is prior to the fourth Observation Date. Closing Level of each Underlying at or above its Coupon Barrier; Issuer pays
RTY Index: 110.000
Contingent Coupon of $0.18 on first Coupon Payment Date.
Second Observation Date

INDU Index: 80.00

Closing Level of each Underlying below its Initial Underlying Level; Notes NOT automatically callable because Observation Date is

prior to the fourth Observation Date. Closing Level of each Underlying at or above its Coupon Barrier; Issuer pays Contingent
RTY Index: 75.000
Coupon of $0.18 on second Coupon Payment Date.
Third Observation Date

INDU Index: 85.00

Closing Level of each Underlying below its Initial Underlying Level; Notes NOT automatically callable because Observation Date is

prior to the fourth Observation Date. Closing Level of RTY Index below its Coupon Barrier; Issuer DOES NOT pay Contingent
RTY Index: 60.000
Coupon on third Coupon Payment Date.

Fourth to Nineteenth Observation Dates

Various (at least one Underlying
Closing Level of at least one Underlying below its Initial Underlying Level; Notes NOT automatically called. Closing Level of at least
below Coupon Barrier)
one Underlying below its Coupon Barrier; Issuer DOES NOT pay Contingent Coupon on any of the fourth to nineteenth Coupon

Payment Dates.
Twentieth Observation Date (the Final

INDU Index: 110.00

Closing Level of RTY Index below its Initial Underlying Level; Notes NOT automatically called. Final Underlying Level of each
Valuation Date)

Underlying at or above its Downside Threshold and Coupon Barrier; Issuer pays principal plus Contingent Coupon of $0.18 on
RTY Index: 80.000
Maturity Date.

T ot a l Pa ym e nt s (pe r N ot e ):
Pa ym e nt a t M a t urit y:
$10.18 ($10.00 + $0.18)

Prior Cont inge nt Coupons:
$0.36 ($0.18 × 2)

T ot a l:
$10.54

T ot a l Re t urn:
5.40%

Because the Closing Level of either Underlying was less than its Initial Underlying Level on each Observation Date on and after the fourth Observation Date (which is approximately one year after the Trade Date and is
the first Observation Date on which the Notes are callable), the Notes are not automatically called. Because the Final Underlying Level of each Underlying is greater than or equal to its Downside Threshold and Coupon
Barrier, the Issuer will pay you on the Maturity Date $10.18 per Note, which is equal to your principal amount plus the Contingent Coupon due on the Coupon Payment Date that is also the Maturity Date.

In addition, because the Closing Level of each Underlying was greater than or equal to its Coupon Barrier on the first and second Observation Dates, the Issuer will pay the Contingent Coupon of $0.18 on each of the
first and second Coupon Payment Dates. However, because the Closing Level of at least one Underlying was less than its Coupon Barrier on the third through nineteenth Observation Dates, the Issuer will not pay any
Contingent Coupon on the Coupon Payment Dates following those Observation Dates. Accordingly, the Issuer will have paid a total of $10.54 per Note for a total return of 5.40% on the Notes.

PS-15

Ex a m ple 3 -- N ot e s Are N OT Aut om a t ic a lly Ca lle d a nd t he Fina l U nde rlying Le ve l of At Le a st One U nde rlying I s Be low I t s Dow nside T hre shold

Da t e

Closing Le ve l

Pa ym e nt (pe r N ot e )
First Observation Date

INDU Index: 55.00

Closing Level of each Underlying below its Initial Underlying Level; Notes NOT automatically callable because Observation Date is

prior to the fourth Observation Date. Closing Level of each Underlying below its Coupon Barrier; Issuer DOES NOT pay
RTY Index: 60.000
Contingent Coupon on first Coupon Payment Date.

Second Observation Date

INDU Index: 105.00

Closing Level of the RTY Index below its Initial Underlying Level; Notes NOT automatically callable because Observation Date is

prior to the fourth Observation Date. Closing Level of RTY Index below its Coupon Barrier; Issuer DOES NOT pay Contingent
RTY Index: 55.000
Coupon on second Coupon Payment Date.

Third Observation Date

INDU Index: 90.00

Closing Level of each Underlying below its Initial Underlying Level; Notes NOT automatically callable because Observation Date is

prior to the fourth Observation Date. Closing Level of RTY Index below its Coupon Barrier; Issuer DOES NOT pay Contingent
RTY Index: 50.000
Coupon on third Coupon Payment Date.

Fourth to Nineteenth Observation Dates

Various (at least one Underlying
Closing Level of at least one Underlying below its Initial Underlying Level; Notes NOT automatically called. Closing Level of at least
below Coupon Barrier)
one Underlying below its Coupon Barrier; Issuer DOES NOT pay Contingent Coupon on any of the fourth to nineteenth Coupon

Payment Dates.
Twentieth Observation Date (the Final

INDU Index: 45.00

Closing Level of INDU Index below its Initial Underlying Level; Notes NOT automatically called. Closing Level of INDU Index below
Valuation Date)

its Coupon Barrier and Downside Threshold; Issuer DOES NOT pay Contingent Coupon on Maturity Date; Issuer repays less than
RTY Index: 110.000
the principal amount resulting in a percentage loss of principal equal to the decline of the Lesser Performing Underlying.

T ot a l Pa ym e nt s (pe r N ot e ):
Pa ym e nt a t M a t urit y:
$4.50

Prior Cont inge nt Coupons:
$0.00

T ot a l:
$4.50

T ot a l Re t urn:
-55.00%

Because the Closing Level of at least one Underlying is less than its Initial Underlying Level on each Observation Date on and after the fourth Observation Date (which is approximately one year after the Trade Date
and is the first Observation Date on which the Notes are callable), the Notes are not automatically called. Because the Final Underlying Level of at least one Underlying is less than its Downside Threshold on the Final
Valuation Date, at maturity, the Issuer will pay you a total of $4.50 per Note, for a total return of -55.00% on the Notes, calculated as follows:
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$10 × (1 + Underlying Return of the Lesser Performing Underlying)

Step 1: Calculate the Underlying Return of each Underlying:

Underlying Return of the INDU Index:

Final Underlying Level Initial Underlying Level
45.00 100.00
=
= -55.00%
Initial Underlying Level
100.00

Underlying Return of the RTY Index:

Final Underlying Level Initial Underlying Level
110.000 100.000
=
= 10.00%
Initial Underlying Level
100.000

Step 2: Determine the Lesser Performing Underlying: The INDU Index is the Underlying with the lower Underlying Return.

Step 3: Calculate the Payment at Maturity:

$10 × (1 + Underlying Return of the Lesser Performing Underlying) = $10 × (1 + -55.00%) = $4.50

In addition, because the Closing Level of at least one Underlying is less than its Coupon Barrier on each Observation Date, the Issuer will not pay any Contingent Coupons over the term of the Notes.

PS-16

Wha t Are t he T a x Conse que nc e s of a n I nve st m e nt in t he N ot e s?
You should review carefully the sections entitled "Material U.S. Federal Income Tax Consequences--Tax Consequences to U.S. Holders--Notes Treated as Prepaid Forward or Derivative Contracts with Associated
(Contingent) Coupons" and, if you are a non-U.S. holder, "--Tax Consequences to Non-U.S. Holders," in the accompanying prospectus supplement. The following discussion supersedes the discussion in the
accompanying prospectus supplement to the extent it is inconsistent therewith.

In determining our reporting responsibilities, if any, we intend to treat (i) the Notes for U.S. federal income tax purposes as prepaid forward contracts with associated contingent coupons and (ii) any Contingent Coupons
as ordinary income, as described in the section entitled "Material U.S. Federal Income Tax Consequences--Tax Consequences to U.S. Holders--Notes Treated as Prepaid Forward or Derivative Contracts with
Associated (Contingent) Coupons" in the accompanying prospectus supplement. Our special tax counsel, Davis Polk & Wardwell LLP, has advised that it believes this treatment to be reasonable, but that there are other
reasonable treatments that the Internal Revenue Service (the "IRS") or a court may adopt.

Sale, Exchange or Redemption of a Note. Assuming the treatment described above is respected, upon a sale or exchange of the Notes (including redemption upon an automatic call or at maturity), you should recognize
capital gain or loss equal to the difference between the amount realized on the sale or exchange and your tax basis in the Notes, which should equal the amount you paid to acquire the Notes (assuming Contingent
Coupons are properly treated as ordinary income, consistent with the position referred to above). This gain or loss should be short-term capital gain or loss unless you hold the Notes for more than one year, in which
case the gain or loss should be long-term capital gain or loss, whether or not you are an initial purchaser of the Notes at the issue price. The deductibility of capital losses is subject to limitations. If you sell your Notes
between the time your right to a Contingent Coupon is fixed and the time it is paid, it is likely that you will be treated as receiving ordinary income equal to the Contingent Coupon. Although uncertain, it is possible that
proceeds received from the sale or exchange of your Notes prior to an Observation Date but that can be attributed to an expected Contingent Coupon payment could be treated as ordinary income. You should consult
your tax advisor regarding this issue.

As noted above, there are other reasonable treatments that the IRS or a court may adopt, in which case the timing and character of any income or loss on the Notes could be materially affected. In addition, in 2007 the
U.S. Treasury Department and the IRS released a notice requesting comments on the U.S. federal income tax treatment of "prepaid forward contracts" and similar instruments. The notice focuses in particular on
whether to require investors in these instruments to accrue income over the term of their investment. It also asks for comments on a number of related topics, including the character of income or loss with respect to
these instruments and the relevance of factors such as the nature of the underlying property to which the instruments are linked. While the notice requests comments on appropriate transition rules and effective dates,
any Treasury regulations or other guidance promulgated after consideration of these issues could materially affect the tax consequences of an investment in the Notes, possibly with retroactive effect. You should consult
your tax advisor regarding the U.S. federal income tax consequences of an investment in the Notes, including possible alternative treatments and the issues presented by this notice.

Non-U.S. Holders. Insofar as we have responsibility as a withholding agent, we do not currently intend to treat Contingent Coupon payments to non-U.S. holders (as defined in the accompanying prospectus
supplement) as subject to U.S. withholding tax. However, non-U.S. holders should in any event expect to be required to provide appropriate Forms W-8 or other documentation in order to establish an exemption from
backup withholding, as described under the heading "--Information Reporting and Backup Withholding" in the accompanying prospectus supplement. If any withholding is required, we will not be required to pay any
additional amounts with respect to amounts withheld.

Treasury regulations under Section 871(m) generally impose a withholding tax on certain "dividend equivalents" under certain "equity linked instruments." A recent IRS notice excludes from the scope of Section 871(m)
instruments issued prior to January 1, 2021 that do not have a "delta of one" with respect to underlying securities that could pay U.S.-source dividends for U.S. federal income tax purposes (each an "Underlying
Security"). Based on our determination that the Notes do not have a "delta of one" within the meaning of the regulations, our special tax counsel is of the opinion that these regulations should not apply to the Notes with
regard to non-U.S. holders. Our determination is not binding on the IRS, and the IRS may disagree with this determination. Section 871(m) is complex and its application may depend on your particular circumstances,
including whether you enter into other transactions with respect to an Underlying Security. You should consult your tax advisor regarding the potential application of Section 871(m) to the Notes.

You should review the section entitled "Material U.S. Federal Income Tax Consequences--Tax Consequences to Non-U.S. Holders--Foreign Account Tax Compliance Withholding" in the accompanying prospectus
supplement. The discussion in that section is modified to reflect regulations proposed by the U.S. Treasury Department indicating an intent to eliminate the requirement under FATCA of withholding on gross proceeds
(other than amounts treated as interest) of the disposition of financial instruments. The U.S. Treasury Department has indicated that taxpayers may rely on these proposed regulations pending their finalization.

PS-17

Dow J one s I ndust ria l Ave ra ge ®
The Dow Jones Industrial Average® (the "INDU Index") is a price-weighted index that seeks to measure the performance of 30 U.S. blue-chip companies. The INDU Index covers all industries with the exception of
transportation and utilities. For more information about the INDU Index, see "Indices--The Dow Jones Industrial Average®" in the accompanying index supplement.

H ist oric a l I nform a t ion

The following graph sets forth the historical performance of the INDU Index from January 2, 2008 through March 15, 2019, based on the daily Closing Levels of the INDU Index. The Closing Level of the INDU Index on
March 15, 2019 was 25,848.87. The dotted line represents the Coupon Barrier and the Downside Threshold of 18,094.21, which is equal to 70.00% of the Initial Underlying Level of the INDU Index.

We obtained the Closing Levels of the INDU Index from Bloomberg Professional® service ("Bloomberg"), without independent verification. Historical performance of the INDU Index should not be taken as an indication of
future performance. Future performance of the INDU Index may differ significantly from historical performance, and no assurance can be given as to the Closing Level of the INDU Index during the term of the Notes,
including on any Observation Date. We cannot give you assurance that the performance of the INDU Index will not result in a loss of your principal amount.

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PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS.

PS-18

Russe ll 2 0 0 0 ® I nde x
The Russell 2000® Index (the "RTY Index") is calculated, maintained and published by FTSE Russell. The RTY Index measures the capitalization-weighted price performance of 2,000 small-capitalization stocks and is
designed to track the performance of the small capitalization segment of the U.S. equity market. For more information about the RTY Index, see "Indices--The Russell Indices" in the accompanying index supplement,
as supplemented by the following updated information. As of August 2017, to be eligible for inclusion in the RTY Index, each company is required to have more than 5% of its voting rights (aggregated across all of its
equity securities) in the hands of unrestricted shareholders. Companies already included in the RTY Index have a 5 year grandfathering period to comply or they will be removed from the RTY Index in September 2022.

H ist oric a l I nform a t ion

The following graph sets forth the historical performance of the RTY Index from January 2, 2008 through March 15, 2019, based on the daily Closing Levels of the RTY Index. The Closing Level of the RTY Index on
March 15, 2019 was 1,553.538. The dotted line represents the Coupon Barrier and the Downside Threshold of 1,087.477, which is equal to 70.00% of the Initial Underlying Level of the RTY Index.

We obtained the Closing Levels of the RTY Index from Bloomberg, without independent verification. Currently, whereas the RTY Index sponsor publishes the official Closing Level of the RTY Index to six decimal places,
Bloomberg reports the Closing Level to fewer decimal places. As a result, the Closing Level of the RTY Index reported by Bloomberg may be lower or higher than the official Closing Level of the RTY Index published
by the RTY Index sponsor. Historical performance of the RTY Index should not be taken as an indication of future performance. Future performance of the RTY Index may differ significantly from historical performance,
and no assurance can be given as to the Closing Level of the RTY Index during the term of the Notes, including on any Observation Date. We cannot give you assurance that the performance of the RTY Index will not
result in a loss of your principal amount.

PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS.

PS-19

Corre la t ion of t he U nde rlyings
The following graph sets forth the historical performances of the Dow Jones Industrial Average® and the Russell 2000® Index from January 2, 2008 through March 15, 2019, based on the daily Closing Levels of the
Underlyings. For comparison purposes, each Underlying has been normalized to have a Closing Level of 100.00 on January 2, 2008 by dividing the Closing Level of that Underlying on each day by the Closing Level of
that Underlying on January 2, 2008 and multiplying by 100.00.

We obtained the Closing Levels used to determine the normalized Closing Levels set forth below from Bloomberg, without independent verification. Historical performance of the Underlyings should not be taken as an
indication of future performance. Future performance of the Underlyings may differ significantly from historical performance, and no assurance can be given as to the Closing Levels of the Underlyings during the term of
the Notes, including on any Observation Date. We cannot give you assurance that the performances of the Underlyings will not result in a loss of your principal amount.

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PAST PERFORMANCE AND CORRELATION OF THE UNDERLYINGS ARE NOT INDICATIVE OF FUTURE PERFORMANCE OR CORRELATION.

The correlation of a pair of Underlyings represents a statistical measurement of the degree to which the returns of those Underlyings were similar to each other over a given period in terms of timing and direction. The
correlation between a pair of Underlyings is scaled from 1.0 to -1.0, with 1.0 indicating perfect positive correlation (i.e., the value of both Underlyings are increasing together or decreasing together and the ratio of their
returns has been constant), 0 indicating no correlation (i.e., there is no statistical relationship between the returns of that pair of Underlyings) and -1.0 indicating perfect negative correlation (i.e., as the value of one
Underlying increases, the value of the other Underlying decreases and the ratio of their returns has been constant).

The closer the relationship of the returns of a pair of Underlyings over a given period, the more positively correlated those Underlyings are. The graph above illustrates the historical performance of each Underlying
relative to each other over the time period shown and provides an indication of how close the relative performance of each Underlying has historically been to the other Underlying. However, the graph does not provide
a precise measurement of the correlation of the Underlyings. Moreover, any historical correlation of the Underlyings is not indicative of the degree of correlation of the Underlyings, if any, that will be experienced over
the term of the Notes.

The lower (or more negative) the correlation between the Underlyings, the less likely it is that the Underlyings will move in the same direction at the same time and, therefore, the greater the potential for one of the
Underlyings to close below its Coupon Barrier or Downside Threshold on any Observation Date or the Final Valuation Date, respectively. This is because the less positively correlated the Underlyings are, the greater
the likelihood that at least one of the Underlyings will decrease in value. However, even if the Underlyings have a higher positive correlation, one or both of the Underlyings might close below its Coupon Barrier or
Downside Threshold on any Observation Date or the Final Valuation Date, respectively, as both of the Underlyings may decrease in value together.

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

PS-20

Supple m e nt a l Pla n of Dist ribut ion
We have agreed to sell to Barclays Capital Inc. and UBS Financial Services Inc., together the "Agents," and the Agents have agreed to purchase, all of the Notes at the initial issue price less the underwriting discount
indicated on the cover of this pricing supplement. UBS Financial Services Inc. may allow a concession not in excess of the underwriting discount set forth on the cover of this pricing supplement to its affiliates.

We expect that delivery of the Notes will be made against payment for the Notes on the Settlement Date indicated on the cover of this pricing supplement, which is expected to be more than two business days
following the Trade Date. Under Rule 15c6-1 of the Securities Exchange Act of 1934, as amended, trades in the secondary market generally are required to settle in two business days, unless the parties to any such
trade expressly agree otherwise. Accordingly, purchasers who wish to trade the Notes on any date prior to two business days before delivery will be required, by virtue of the fact that the Notes will initially settle in more
than two business days, to specify alternative settlement arrangements to prevent a failed settlement. See "Plan of Distribution (Conflicts of Interest)" in the prospectus supplement.

We or our affiliates have entered or will enter into swap agreements or related hedge transactions with one of our other affiliates or unaffiliated counterparties in connection with the sale of the Notes and the Agents
and/or an affiliate may earn additional income as a result of payments pursuant to the swap, or related hedge transactions.

We have agreed to indemnify the Agents against liabilities, including certain liabilities under the Securities Act of 1933, as amended, or to contribute to payments that the Agents may be required to make relating to
these liabilities as described in the prospectus and the prospectus supplement. We have agreed that UBS Financial Services Inc. may sell all or a part of the Notes that it purchases from us to its affiliates at the price
that is indicated on the cover of this pricing supplement.

The Notes are not intended to be offered, sold or otherwise made available to and may not be offered, sold or otherwise made available to any retail investor in the European Economic Area ("EEA Retail Investor"). For
these purposes, an EEA Retail Investor means a person who is one (or more) of: (i) a retail client as defined in point (11) of Article 4(1) of Directive 2014/65/EU (as amended from time to time, "MiFID"); (ii) a customer
within the meaning of Directive 2002/92/EC (as amended from time to time), where that customer would not qualify as a professional client as defined in point (10) of Article 4(1) of MiFID; or (iii) not a qualified investor
as defined in Directive 2003/71/EC (as amended from time to time, including by Directive 2010/73/EU). Consequently no key information document required by Regulation (EU) No 1286/2014 (as amended from time to
time, the "PRIIPs Regulation") for offering or selling the Notes or otherwise making them available to EEA Retail Investors has been prepared and therefore offering or selling such Notes or otherwise making them
available to any EEA Retail Investor may be unlawful under the PRIIPs Regulation.

V a lidit y of t he N ot e s
In the opinion of Davis Polk & Wardwell LLP, as special United States products counsel to Barclays Bank PLC, when the Notes offered by this pricing supplement have been executed and issued by Barclays Bank PLC
and authenticated by the trustee pursuant to the indenture, and delivered against payment as contemplated herein, such Notes will be valid and binding obligations of Barclays Bank PLC, enforceable in accordance with
their terms, subject to applicable bankruptcy, insolvency and similar laws affecting creditors' rights generally, concepts of reasonableness and equitable principles of general applicability (including, without limitation,
concepts of good faith, fair dealing and the lack of bad faith) and possible judicial or regulatory actions giving effect to governmental actions or foreign laws affecting creditors' rights, provided that such counsel
expresses no opinion as to the effect of fraudulent conveyance, fraudulent transfer or similar provision of applicable law on the conclusions expressed above. This opinion is given as of the date hereof and is limited to
the laws of the State of New York. Insofar as this opinion involves matters governed by English law, Davis Polk & Wardwell LLP has relied, with Barclays Bank PLC's permission, on the opinion of Davis Polk &
Wardwell London LLP, dated as of August 20, 2018, filed as an exhibit to a report on Form 6-K by Barclays Bank PLC on August 20, 2018, and this opinion is subject to the same assumptions, qualifications and
limitations as set forth in such opinion of Davis Polk & Wardwell London LLP. In addition, this opinion is subject to customary assumptions about the trustee's authorization, execution and delivery of the indenture and its
authentication of the Notes and the validity, binding nature and enforceability of the indenture with respect to the trustee, all as stated in the letter of Davis Polk & Wardwell LLP, dated August 20, 2018, which has been
filed as an exhibit to the report on Form 6-K referred to above.

PS-21

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Document Outline

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