Obbligazione Barclay PLC 8.05% ( US06747F2424 ) in USD

Barclay PLC

100 USD ▲

Regno Unito

US06747F2424 ( in USD )

8.05% per anno ( pagato 2 volte l'anno)

23/02/2024 - Obbligazione è scaduto

Prospetto opuscolo dell'obbligazione Barclays PLC US06747F2424 in USD 8.05%, scaduta

1 000 USD

15 680 000 USD

06747F242

N/A

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 US06747F2424, pays a coupon of 8.05% per year.
The coupons are paid 2 times per year and the Obbligazione maturity is 23/02/2024

The Obbligazione issued by Barclay PLC ( United Kingdom ) , in USD, with the ISIN code US06747F2424, was rated NR by Moody's credit rating agency.

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424B2 1 dp121725_424b2-2958ubs.htm FORM 424B2
Pricing Supplement dated February 20, 2020
Filed Pursuant to Rule 424(b)(2)
Registration Statement No. 333-
232144
$15,680,000 Barclays Bank PLC Trigger Cal able Contingent Yield Notes (daily coupon
observation)
Linked to the least performing of the Russell 2000® Index, the S&P 500® Index and the EURO STOXX 50® Index
due February 23, 2024
Investment Description
The Trigger Cal able Contingent Yield Notes (the "Notes") are unsecured and unsubordinated debt obligations issued by
Barclays Bank PLC (the "Issuer") linked to the least performing of the Russel 2000® Index, the S&P 500® Index and the
EURO STOXX 50® Index (each an "Underlying" and together the "Underlyings"). On a quarterly basis, unless the Notes
have been previously cal ed, the Issuer wil pay you a coupon (the "Contingent Coupon") if the Closing Level of each
Underlying is greater than or equal to its specified Coupon Barrier on each scheduled trading day during the applicable
Observation Period. However, if the Closing Level of any Underlying is less than its Coupon Barrier on any
scheduled trading day during an Observation Period, no Contingent Coupon payment will be made with respect to
that Observation Period. The Issuer may, at its election, cal the Notes on any quarterly Observation End Date other than
the Final Valuation Date, regardless of the Closing Level of any Underlying on that Observation End Date. If the Issuer
elects to cal the Notes prior to maturity, the Issuer wil pay the principal amount of your Notes plus any Contingent Coupon
that may be due on the Coupon Payment Date that is also the Cal Settlement Date, and no further amounts wil be owed
to you under the Notes. If the Issuer does not elect to cal the Notes prior to maturity 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, the Issuer wil pay you a cash payment at maturity equal to the principal amount of your Notes plus any
Contingent Coupon that may be due on the Coupon Payment Date that is also the Maturity Date. However, if the Final
Underlying Level of any Underlying is less than its Downside Threshold, the Issuer wil 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 "Least Performing Underlying"). In this case,
you wil have ful downside exposure to the Least Performing Underlying from its Initial Underlying Level to its Final
Underlying Level, and could lose al of your principal. Investing in the Notes involves significant risks. You may lose a
significant portion or all of your principal. You may receive few or no Contingent Coupons during the term of the
Notes. You will be exposed to the market risk of each Underlying on each scheduled trading day during the
Observation Periods and any decline in the level of one Underlying may negatively affect your return and will not
be offset or mitigated by a lesser decline or any potential increase in the level of the other Underlyings. The Final
Underlying Level of each Underlying is observed relative to its Downside Threshold only on the Final Valuation
Date, and the contingent repayment of principal applies only if you hold the Notes to maturity. Generally, the
higher the Contingent Coupon Rate on a Note, the greater the risk of loss on that Note. Your return potential on
the Notes is limited to any Contingent Coupons paid on the Notes, and you will not participate in any appreciation
of any 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. If Barclays Bank PLC were to
default on its payment obligations or become subject to the exercise of any U.K. Bail-in Power (as described on
page PS-4 of this pricing supplement) by the relevant U.K. resolution authority, you might not receive any
amounts owed to you under the Notes. See "Consent to U.K. Bail-in Power" in this pricing supplement and "Risk
Factors" in the accompanying prospectus supplement.
Features
Key Dates1
q Contingent Coupon: Unless the Notes have been previously cal ed, Trade Date:
February 20, 2020
the Issuer wil pay you a Contingent Coupon with respect to each
Settlement Date:
February 25, 2020
Observation Period if the Closing Level of each Underlying is greater Observation Periods
than or equal to its Coupon Barrier on each scheduled trading day
/ Observation End
Quarterly (see page PS-8)
during that Observation Period. However, if the Closing Level of
Dates:
any Underlying is less than its Coupon Barrier on any scheduled Final Valuation Date: February 20, 2024
trading day during an Observation Period, no Contingent
Maturity Date:
February 23, 2024
Coupon payment will be made with respect to that Observation
1 The Observation Dates, including the Final
Period.
Valuation Date, and the Maturity Date are
q Issuer Call: The Issuer may, at its election and upon written notice to
subject to postponement. See "Final Terms"
the trustee, cal the Notes on any quarterly Observation End Date
on page PS-6 of this pricing supplement.
other than the Final Valuation Date, regardless of the Closing Level of
any Underlying on that Observation End Date. If the Notes are cal ed,
the Issuer wil pay the principal amount of your Notes plus any
Contingent Coupon that may be due on the Coupon Payment Date
that is also the Cal Settlement Date, and no further amounts wil be
owed to you under the Notes.
q Downside Exposure with Contingent Repayment of Principal at
Maturity: If the Notes are not cal ed and the Final Underlying Level of
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each Underlying is greater than or equal to its Downside Threshold,
the Issuer wil pay you a cash payment at maturity equal to the
principal amount of your Notes plus any Contingent Coupon that may
be due on the Coupon Payment Date that is also the Maturity Date.
However, if the Final Underlying Level of any Underlying is less than
its Downside Threshold, the Issuer wil repay less than your principal
amount, if anything, resulting in a percentage loss of principal equal
to the negative Underlying Return of the Least Performing Underlying.
The contingent repayment of principal applies only if you hold the
Notes to maturity. Any payment on the Notes, including any
repayment of principal, is subject to the creditworthiness of Barclays
Bank PLC.
NOTICE TO INVESTORS: THE NOTES ARE SIGNIFICANTLY RISKIER THAN CONVENTIONAL DEBT
INSTRUMENTS. THE ISSUER IS NOT NECESSARILY OBLIGATED TO REPAY THE FULL PRINCIPAL AMOUNT OF
THE NOTES AT MATURITY, AND THE NOTES CAN HAVE THE FULL DOWNSIDE MARKET RISK OF THE LEAST
PERFORMING UNDERLYING. THIS MARKET RISK IS IN ADDITION TO THE CREDIT RISK INHERENT IN
PURCHASING A DEBT OBLIGATION OF BARCLAYS BANK PLC. YOU SHOULD NOT PURCHASE THE NOTES IF
YOU DO NOT UNDERSTAND OR ARE NOT COMFORTABLE WITH THE SIGNIFICANT RISKS INVOLVED IN
INVESTING IN THE NOTES.
YOU SHOULD CAREFULLY CONSIDER THE RISKS DESCRIBED UNDER "KEY RISKS" BEGINNING ON PAGE PS-9
OF THIS PRICING SUPPLEMENT AND "RISK FACTORS" BEGINNING ON PAGE S-7 OF THE PROSPECTUS
SUPPLEMENT BEFORE PURCHASING ANY NOTES. EVENTS RELATING TO ANY OF THOSE RISKS, OR OTHER
RISKS AND UNCERTAINTIES, COULD ADVERSELY AFFECT THE MARKET VALUE OF, AND THE RETURN ON,
YOUR NOTES. YOU MAY LOSE A SIGNIFICANT PORTION OR ALL OF YOUR PRINCIPAL AMOUNT. THE NOTES
WILL NOT BE LISTED ON ANY SECURITIES EXCHANGE.
NOTWITHSTANDING ANY OTHER AGREEMENTS, ARRANGEMENTS OR UNDERSTANDINGS BETWEEN
BARCLAYS BANK PLC AND ANY HOLDER OR BENEFICIAL OWNER OF THE NOTES, BY ACQUIRING THE NOTES,
EACH HOLDER AND BENEFICIAL OWNER OF THE NOTES ACKNOWLEDGES, ACCEPTS, AGREES TO BE BOUND
BY AND CONSENTS TO THE EXERCISE OF, ANY U.K. BAIL-IN POWER BY THE RELEVANT U.K. RESOLUTION
AUTHORITY. SEE "CONSENT TO U.K. BAIL-IN POWER" ON PAGE PS-4 OF THIS PRICING SUPPLEMENT.
Note Offering
We are offering Trigger Cal able Contingent Yield Notes linked to the least performing of the Russel 2000® Index, the S&P
500® Index and the EURO STOXX 50® 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.
Underlying
Contingent
Initial Underlying
Coupon Barrier*
Downside Threshold* CUSIP/ ISIN
Coupon Rate
Level
Russel
1,696.069
1,187.248, which is 70.00%
1,017.641, which is
2000® Index
of the Initial Underlying
60.00% of the Initial
(RTY)
Level
Underlying Level
S&P 500®
3,373.23
2,361.26, which is 70.00%
2,023.94, which is
06747F242 /
8.05% per annum
Index (SPX)
of the Initial Underlying
60.00% of the Initial US06747F2424
Level
Underlying Level
EURO
3,822.98
2,676.09, which is 70.00%
2,293.79, which is
STOXX 50®
of the Initial Underlying
60.00% of the Initial
Index (SX5E)
Level
Underlying Level
* Rounded to three decimal places for the Russel 2000® Index and rounded to two decimal places for the S&P 500® Index
and the EURO STOXX 50® Index
See "Additional Information about Barclays Bank PLC and the Notes" on page PS-2 of this pricing supplement.
The Notes will have the terms specified in the prospectus dated August 1, 2019, the prospectus supplement dated
August 1, 2019, the underlying supplement dated August 1, 2019 and this pricing supplement.
Neither the U.S. Securities and Exchange Commission (the "SEC") nor any state securities commission has
approved or disapproved of the Notes or determined that this pricing supplement is truthful or complete. Any
representation to the contrary is a criminal offense.
We may use this pricing supplement in the initial sale of the Notes. In addition, Barclays Capital Inc. or any other
of our affiliates may use this pricing supplement in market resale transactions in any of the Notes after their initial
sale. Unless we or our agent informs you otherwise in the confirmation of sale, this pricing supplement is being
used in a market resale transaction.
The Notes 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.

Initial Issue Price1
Underwriting Discount
Proceeds to Barclays Bank
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PLC
Per Note
$10.00
$0.10
$9.90
Total
$15,680,000
$156,800
$15,523,200
1 Our estimated value of the Notes on the Trade Date, based on our internal pricing models, is $9.798 per Note. The
estimated value is less than the initial issue price of the Notes. See "Additional Information Regarding Our Estimated Value
of the Notes" on page PS-3 of this pricing supplement.
UBS Financial Services Inc.
Barclays Capital Inc.

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Additional Information about Barclays Bank PLC and the Notes
You should read this pricing supplement together with the prospectus dated August 1, 2019, as supplemented by the
prospectus supplement dated August 1, 2019 relating to our Global Medium-Term Notes, Series A, of which these Notes
are a part, and the underlying supplement dated August 1, 2019. This pricing supplement, together with the documents
listed below, contains the terms of the Notes and supersedes al prior or contemporaneous oral statements as wel 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 careful y consider, among
other things, the matters set forth under "Risk Factors" in the prospectus supplement, as the Notes involve risks not
associated with conventional debt securities. We urge you to consult your investment, legal, tax, accounting and other
advisors before you invest in the Notes.

If the terms set forth in this pricing supplement differ from those set forth in the prospectus, prospectus supplement or
underlying supplement, the terms set forth herein wil control.

You may access these documents on the SEC website at www.sec.gov as fol ows (or if such address has changed, by
reviewing our filings for the relevant date on the SEC website):
¨ Prospectus dated August 1, 2019:
http://www.sec.gov/Archives/edgar/data/312070/000119312519210880/d756086d424b3.htm
¨ Prospectus supplement dated August 1, 2019:
http://www.sec.gov/Archives/edgar/data/312070/000095010319010190/dp110493_424b2-prosupp.htm
¨ Underlying supplement dated August 1, 2019:
http://www.sec.gov/Archives/edgar/data/312070/000095010319010191/dp110497_424b2-underlying.htm

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

PS-2
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Additional Information Regarding Our Estimated Value of the Notes
Our internal pricing models take into account a number of variables and are based on a number of subjective assumptions,
which may or may not materialize, typical y including volatility, interest rates and our internal funding rates. Our internal
funding rates (which are our internal y 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 sel ing concessions, discounts,
commissions or fees to be al owed 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 wil it be the price at which Barclays Capital Inc. may buy or sel 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 al relevant factors remain constant after the Trade Date, the price at which Barclays Capital Inc. may
initial y buy or sel the Notes in the secondary market, if any, and the value that we may initial y use for customer account
statements, if we provide any customer account statements at al , may exceed our estimated value on the Trade Date for a
temporary period expected to be approximately three months after the initial issue date of the Notes because, in our
discretion, we may elect to effectively reimburse to investors a portion of the estimated cost of hedging our obligations
under the Notes and other costs in connection with the Notes that we wil 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 al ocated
ratably throughout the reimbursement period, and we may discontinue such reimbursement at any time or revise the
duration of the reimbursement period after the initial issue date of the Notes based on changes in market conditions and
other factors that cannot be predicted.

We urge you to read the "Key Risks" beginning on page PS-9 of this pricing supplement.

PS-3
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Consent to U.K. Bail-in Power
Notwithstanding any other agreements, arrangements or understandings between us and any holder or beneficial
owner of the Notes, by acquiring the Notes, each holder and beneficial owner of the Notes acknowledges,
accepts, agrees to be bound by and consents to the exercise of, any U.K. Bail-in Power by the relevant U.K.
resolution authority.

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

The U.K. Bail-in Power includes any write-down, conversion, transfer, modification and/or suspension power, which al ows
for (i) the reduction or cancel ation of al , or a portion, of the principal amount of, interest on, or any other amounts payable
on, the Notes; (i ) the conversion of al , or a portion, of the principal amount of, interest on, or any other amounts payable
on, the Notes into shares or other securities or other obligations of Barclays Bank PLC or another person (and the issue to,
or conferral on, the holder or beneficial owner of the Notes such shares, securities or obligations); and/or (i i) 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 and beneficial
owner of the Notes further acknowledges and agrees that the rights of the holders or beneficial owners of the Notes are
subject to, and wil be varied, if necessary, solely to give effect to, the exercise of any U.K. Bail-in Power by the relevant
U.K. resolution authority. For the avoidance of doubt, this consent and acknowledgment is not a waiver of any rights
holders or beneficial owners of the Notes may have at law if and to the extent that any U.K. Bail-in Power is exercised by
the relevant U.K. resolution authority in breach of laws applicable in England.

For more information, please see "Key Risks--You may lose some or all of your investment if any U.K. bail-in
power is exercised by the relevant U.K. resolution authority" in this pricing supplement as well as "U.K. Bail-in
Power," "Risk Factors--Risks Relating to the Securities Generally--Regulatory action in the event a bank or
investment firm in the Group is failing or likely to fail could materially adversely affect the value of the securities"
and "Risk Factors--Risks Relating to the Securities Generally--Under the terms of the securities, you have
agreed to be bound by the exercise of any U.K. Bail-in Power by the relevant U.K. resolution authority" in the
accompanying prospectus supplement.

PS-4
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Investor Suitability

The Notes may be suitable for you if:

The Notes may not be suitable for you if:

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

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

have the ful downside market risk of an investment in
¨ You are wil ing and able to accept the individual market
the Least Performing Underlying.
risk of each Underlying on each scheduled trading day

during the Observation Periods and understand that any
¨ You are unwil ing or unable to accept the individual
decline in the level of one Underlying wil not be offset or
market risk of each Underlying on each scheduled
mitigated by a lesser decline or any potential increase in
trading day during the Observation Periods or do not
the level of the other Underlyings.
understand that any decline in the level of one

Underlying wil not be offset or mitigated by a lesser
¨ You believe each Underlying is likely to close at or above
decline or any potential increase in the level of the
its Coupon Barrier on each scheduled trading day during
other Underlyings.
each Observation Period, and, if any Underlying does

not, you can tolerate receiving few or no Contingent
¨ You do not believe each Underlying is likely to close at
Coupons over the term of the Notes.
or above its Coupon Barrier on each scheduled trading

day during each Observation Period, or you cannot
¨ You believe the Final Underlying Level of each
tolerate receiving few or no Contingent Coupons over
Underlying is not likely to be less than its Downside
the term of the Notes.
Threshold and, if the Final Underlying Level of any

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

principal amount.
¨ You understand and accept that you wil not participate in

any appreciation of any Underlying, which may be
¨ You seek an investment that participates in the ful
significant, and that your return potential on the Notes is
appreciation of one or more of the Underlyings and
limited to any Contingent Coupons paid on the Notes.
whose return is not limited to any Contingent Coupons

paid on the Notes.
¨ You can tolerate fluctuations in the price of the Notes

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

the downside fluctuations in the levels of the
¨ You are wil ing and able to hold Notes that the Issuer
Underlyings.
may elect to cal on any quarterly Observation End Date

other than the Final Valuation Date, and you are
¨ You are unable or unwil ing to hold Notes that the
otherwise wil ing and able to hold the Notes to maturity
Issuer may elect to cal on any quarterly Observation
and accept that there may be little or no secondary
End Date other than the Final Valuation Date, or you
market for the Notes.
are unable or unwil ing to hold the Notes to maturity

and seek an investment for which there wil be an
¨ You do not seek guaranteed current income from this
active secondary market.
investment, you are wil ing to accept the risk of

contingent yield and you are wil ing to forgo any
¨ You seek guaranteed current income from your
dividends paid on the securities composing the
investment, you are unwil ing to accept the risk of
Underlyings.
contingent yield or you prefer to receive any dividends

paid on the securities composing the Underlyings.
¨ You understand and are wil ing to accept the risks

associated with each Underlying.
¨ You do not understand or are not wil ing to accept the

risks associated with each Underlying.
¨ You are wil ing and able to assume the credit risk of

Barclays Bank PLC, as issuer of the Notes, for al
¨ You prefer the lower risk, and therefore accept the
payments under the Notes and understand that if
potential y lower returns, of fixed income investments
Barclays Bank PLC were to default on its payment
with comparable maturities and credit ratings.
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obligations or become subject to the exercise of any

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

repayment of principal.

The suitability considerations identified above are not exhaustive. Whether or not the Notes are a suitable
investment for you will depend on your individual circumstances, and you should reach an investment decision
only after you and your investment, legal, tax, accounting and other advisors have carefully considered the
suitability of an investment in the Notes in light of your particular circumstances. You should also review carefully
the "Key Risks" beginning on page PS-9 of this pricing supplement and the "Risk Factors" beginning on page S-7
of the prospectus supplement for risks related to an investment in the Notes. For more information about the
Underlyings, please see the sections titled "Russell 2000® Index," "S&P 500® Index" and "EURO STOXX 50®
Index" below.

PS-5
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Final Terms1
Issuer:
Barclays Bank PLC
Principal Amount: $10 per Note (subject to minimum investment of 100 Notes)
Term2:
Approximately four years, unless cal ed earlier at the election of the Issuer
Reference
The Russel 2000® Index (Bloomberg ticker symbol "RTY<Index>"), the S&P 500® Index (Bloomberg
Assets3:
ticker symbol "SPX<Index>") and the EURO STOXX 50® Index (Bloomberg ticker symbol
"SX5E<Index>") (each an "Underlying" and together the "Underlyings")
Issuer Cal :
The Issuer may elect to cal the Notes on any quarterly Observation End Date other than the Final
Valuation Date, regardless of the Closing Level of any Underlying on that Observation End Date. If the
Notes are cal ed, the Issuer wil pay the principal amount of your Notes plus any Contingent Coupon that
may be due on the Coupon Payment Date that is also the Cal Settlement Date, and no further amounts
wil be owed to you under the Notes.
Observation End As set forth under the "Observation End Dates" column of the table under "Observation
Dates2:
Periods/Observation End Dates/Coupon Payment Dates/Cal Settlement Dates" below. The final
Observation End Date, February 20, 2024, is the "Final Valuation Date."
Observation
There are sixteen quarterly Observation Periods. The first Observation Period wil consist of each
Periods:
scheduled trading day from but excluding the Trade Date to and including the first Observation End
Date. Each subsequent Observation Period wil consist of each scheduled trading day from but
excluding an Observation End Date to and including the next fol owing Observation End Date.
Cal Settlement
As set forth under the "Coupon Payment Dates/Cal Settlement Dates" column of the table under
Dates2:
"Observation Periods/Observation End Dates/Coupon Payment Dates/Cal Settlement Dates" below
Contingent
If the Closing Level of each Underlying is greater than or equal to its Coupon Barrier on each
Coupon:
scheduled trading day during an Observation Period, the Issuer wil pay you the Contingent Coupon
applicable to that Observation Period.

If the Closing Level of any Underlying is less than its Coupon Barrier on any scheduled trading
day during an Observation Period, the Contingent Coupon applicable to that Observation Period wil
not accrue or be payable and the Issuer wil not make any payment to you on the related Coupon
Payment Date.

The Contingent Coupon is a fixed amount potential y payable quarterly based on the per annum
Contingent Coupon Rate.

If a market disruption event occurs with respect to an Underlying on any scheduled trading day during
an Observation Period (other than an Observation End Date), that day for that Underlying wil be
disregarded for purposes of determining whether a Contingent Coupon is payable with respect to the
applicable Observation Period.
Coupon Barrier:
With respect to each Underlying, a percentage of the Initial Underlying Level of that Underlying, as
specified on the cover of this pricing supplement
Coupon Payment As set forth under the "Coupon Payment Dates/Cal Settlement Dates" column of the table under
Dates2:
"Observation Periods/Observation End Dates/Coupon Payment Dates/Cal Settlement Dates" below
Contingent
The Contingent Coupon Rate is 8.05% per annum. Accordingly, the Contingent Coupon with respect to
Coupon Rate:
each Observation Period is equal to $0.2013 per Note and wil be payable only for each Observation
Period in which the Closing Level of each Underlying is greater than or equal to its Coupon Barrier on
each scheduled trading day during that Observation Period.

Whether Contingent Coupons will be paid on the Notes will depend on the performance of the
Underlyings. The Issuer will not pay you the Contingent Coupon for any Observation Period in
which the Closing Level of any Underlying is less than its Coupon Barrier on any scheduled
trading day during that Observation Period.
Payment
If the Issuer does not elect to call the Notes and the Final Underlying Level of each Underlying is
at Maturity
greater than or equal to its Downside Threshold, the Issuer wil pay you a cash payment on the
(per Note):
Maturity Date equal to $10 per Note plus any Contingent Coupon that may be due on the Coupon
Payment Date that is also the Maturity Date.

If the Issuer does not elect to call the Notes and the Final Underlying Level of any Underlying is
less than its Downside Threshold, the Issuer wil 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 Least Performing Underlying, calculated as fol ows:

$10 × (1 + Underlying Return of the Least Performing Underlying)
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Accordingly, you may lose a significant portion or all of your principal at maturity, depending on
how much the Least Performing Underlying declines, regardless of the performance of the other
Underlyings. 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
With respect to each Underlying:
Return:
Final Underlying Level Initial Underlying Level
Initial Underlying Level
Least Performing The Underlying with the lowest Underlying Return
Underlying:
Downside
With respect to each Underlying, a percentage of the Initial Underlying Level of that Underlying, as
Threshold:
specified on the cover of this pricing supplement
Initial Underlying With respect to each Underlying, the Closing Level of that Underlying on the Trade Date, as specified on
Level:
the cover of this pricing supplement
Final Underlying With respect to each Underlying, the Closing Level of that Underlying on the Final Valuation Date
Level:
Closing Level3:
With respect to each Underlying, Closing Level has the meaning set forth under "Reference Assets--
Indices--Special Calculation Provisions" in the prospectus supplement.
Calculation Agent:Barclays Bank PLC
1 Terms used in this pricing supplement, but not defined herein, shal have the meanings ascribed to them in the
prospectus supplement.
2 Each Observation End Date may be postponed if that Observation End Date is not a scheduled trading day with respect
to any Underlying or if a market disruption event occurs with respect to any Underlying on that Observation End 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 Cal Settlement Date and/or the Maturity Date wil be
postponed if that day is not a business day or if the relevant Observation End 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 index or, if no successor index is available, wil calculate the value to be used as the Closing
Level of that Underlying. In addition, the Calculation Agent wil 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
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