Obligation Barclay PLC 0% ( US06744CWH05 ) en USD

Barclay PLC

100 % ▼

Royaume-Uni

US06744CWH05 ( en USD )

03/03/2023 - Obligation échue

Prospectus brochure de l'obligation Barclays PLC US06744CWH05 en USD 0%, échue

1 000 USD

453 000 USD

06744CWH0

N/A

Barclays PLC est une banque multinationale britannique offrant une large gamme de services financiers, notamment la banque de détail, la gestion de patrimoine, la banque d'investissement et les cartes de crédit, opérant dans de nombreux pays à travers le monde.

L'Obligation émise par Barclay PLC ( Royaume-Uni ) , en USD, avec le code ISIN US06744CWH05, paye un coupon de 0% par an.
Le paiement des coupons est semestriel et la maturité de l'Obligation est le 03/03/2023

L'Obligation émise par Barclay PLC ( Royaume-Uni ) , en USD, avec le code ISIN US06744CWH05, a été notée NR par l'agence de notation Moody's.

424B2 1 a18-7371_39424b2.htm 424B2 - 5Y SPX-INDU BUFFERED SUPERTRACK (LN69) - M3013204 [BARC-
AMERICAS.FID944341]
Pricing Supplement dated February 28, 2018
Filed Pursuant to Rule 424(b)(2)
(To the Prospectus dated February 22, 2018, the Prospectus Supplement dated July 18, 2016 and the Index Supplement dated July 18, 2016)
Registration No. 333212571

$453,000

Buffered SuperTrack Notes
SM
due March 3, 2023

Linked to the Least Performing Index of the S&P 500® Index and the Dow
Jones Industrial AverageSM

Global Medium-Term Notes, Series A

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

Issuer:
Barclays Bank PLC
Denominations:
Minimum denomination of $1,000, and integral multiples of $1,000 in excess thereof
Initial Valuation Date:
February 28, 2018
Issue Date:
March 5, 2018
Final Valuation Date:*
February 28, 2023
Maturity Date:*
March 3, 2023
Reference Assets:
The S&P 500® Index (the "S&P 500 Index") and the Dow Jones Industrial AverageSM (the "DJIA Index"), as noted in the following
table:

Reference Asset
Bloomberg Ticker
Initial Level

S&P 500 Index
SPX <Index>
2,713.83

DJIA Index
INDU <Index>
25,029.20

The S&P 500 Index and the DJIA Index are each referred to as an "Index" and, collectively, as the "Indices"
Buffer Percentage:
30.00%
Least Performing Index:
The Index with the lowest Index Return, as calculated in the manner set forth below
Payment at Maturity:
If you hold your Notes to maturity, you will receive on the Maturity Date a cash payment per $1,000 principal amount Note that you
hold determined as follows:
If the Index Return of the Least Performing Index is positive, you will receive a payment per $1,000 principal amount
Note calculated as follows:
$1,000 + [$1,000 x Index Return of Least Performing Index x Upside Leverage Factor]
If the Index Return of the Least Performing Index is equal to or less than 0.00% and equal to or greater than -30.00%,
you will receive a payment of $1,000 per $1,000 principal amount Note
If the Index Return of the Least Performing Index is less than -30.00%, you will receive a payment per $1,000 principal
amount Note calculated as follows:
$1,000 + [$1,000 x (Index Return of Least Performing Index + Buffer Percentage)]
If the Index Return of the Least Performing Index is less -30.00%, you will lose 1% of the principal amount of your Notes for
every 1% that the Index Return of such Index falls below -30.00%. You may lose up to 70.00% of the principal amount of your
Notes.
Any payment on the Notes is not guaranteed by any third party and is subject to both the creditworthiness of the Issuer and to
the exercise of any U.K. Bail-in Power by the relevant U.K. resolution authority. If Barclays Bank PLC were to default on its
payment obligations or become subject to the exercise of any U.K. Bail-in Power (or any other resolution measure) by the relevant
U.K. resolution authority, you might not receive any amounts owed to you under the Notes. See "Consent to U.K. Bail-in Power"
and "Selected Risk Considerations" in this pricing supplement and "Risk Factors" in the accompanying prospectus supplement for
more information.
Consent to U.K. Bail-in Power:
Notwithstanding any other agreements, arrangements or understandings between Barclays Bank PLC and any holder of the Notes, by
acquiring the Notes, each holder of the Notes acknowledges, accepts, agrees to be bound by, and consents to the exercise of, any
U.K. Bail-in Power by the relevant U.K. resolution authority. See "Consent to U.K. Bail-in Power" on page PS1 of this pricing
supplement.

[Terms of the Notes Continue on the Next Page]

Initial Issue Price

(1)(2)
Price to Public

Agent's Commission

(3)
Proceeds to Barclays Bank PLC

Per Note

$1,000
100%
1.125%
98.875%

Total

$453,000

$453,000

$2,346.25

$450,653.75

(1) Because dealers who purchase the Notes for sale to certain fee-based advisory accounts may forego some or all selling concessions, fees or commissions, the public
offering price for investors purchasing the Notes in such fee-based advisory accounts may be between $988.75 and $1,000 per Note. Investors that hold their Notes
in fee-based advisory or trust accounts may be charged fees by the investment advisor or manager of such account based on the amount of assets held in those
accounts, including the Notes.

(2) Our estimated value of the Notes on the Initial Valuation Date, based on our internal pricing models, is $959.80 per Note. The estimated value is less than the initial
issue price of the Notes. See "Additional Information Regarding Our Estimated Value of the Notes" on page PS2 of this pricing supplement.
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(3) Barclays Capital Inc. will receive commissions from the Issuer of up to 1.125% of the principal amount of the Notes, or up to $11.25 per $1,000 principal amount.
Barclays Capital Inc. will use these commissions to pay variable selling concessions or fees (including custodial or clearing fees) to other dealers. The per Note
agent's commission and proceeds to Issuer shown above is the minimum amount of proceeds that the Issuer receives per Note, assuming the maximum Agent's
commission per Note of 1.125%. The total agent's commission and total proceeds to issuer shown above give effect to the actual amount of the variable Agent's
commission.

Investing in the Notes involves a number of risks. See "Risk Factors" beginning on page S7 of the prospectus supplement and "Selected Risk Considerations"
beginning on page PS6 of this pricing supplement.
We may use this pricing supplement in the initial sale of Notes. In addition, Barclays Capital Inc. or another of our affiliates may use this pricing supplement in
market resale transactions in any Notes after their initial sale. Unless we or our agent informs you otherwise in the confirmation of sale, this pricing supplement
is being used in a market resale transaction.

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

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

Terms of Notes, Continued

Upside Leverage Factor:
1.21
Initial Level:
With respect to an Index, the Closing Level on the Initial Valuation Date, as set forth in the table above
Final Level:
With respect to an Index, the Closing Level on the Final Valuation Date
Index Return:
With respect to an Index, an amount calculated as follows:
Final Level Initial Level
Initial Level
Closing Level:
The term "Closing Level" has the meaning set forth under "Reference Assets--Indices--Special Calculation Provisions" in the
prospectus supplement
Calculation Agent:
Barclays Bank PLC
CUSIP / ISIN:
06744CWH0 / US06744CWH05
* Subject to postponement, as described under "Additional Terms of the Notes" in this pricing supplement

ADDITIONAL DOCUMENTS RELATED TO THE OFFERING OF THE NOTES
You should read this pricing supplement together with the prospectus dated February 22, 2018, as supplemented by the prospectus supplement
dated July 18, 2016 and the index supplement dated July 18, 2016 relating to our Global Medium-Term Notes, Series A, of which these Notes are a
part. This pricing supplement, together with the documents listed below, contains the terms of the Notes and supersedes all prior or
contemporaneous oral statements as well as any other written materials including preliminary or indicative pricing terms, correspondence, trade
ideas, structures for implementation, sample structures, brochures or other educational materials of ours. You should carefully consider, among
other things, the matters set forth under "Risk Factors" in the prospectus supplement and "Selected Risk Considerations" in this pricing
supplement, as the Notes involve risks not associated with conventional debt securities. We urge you to consult your investment, legal, tax,
accounting and other advisors before you invest in the Notes.
When you read the prospectus supplement and the index supplement, note that all references to the prospectus dated July 18, 2016, or to any
sections therein, should refer instead to the accompanying prospectus dated February 22, 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 February 22, 2018:

https://www.sec.gov/Archives/edgar/data/312070/000119312518053870/d515301dposasr.htm

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·
Prospectus Supplement dated July 18, 2016:

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

·
Index Supplement dated July 18, 2016:

https://www.sec.gov/Archives/edgar/data/312070/000110465916133002/a16-14463_22424b3.htm
Our SEC file number is 110257. As used in this pricing supplement, the "Company," "we," "us," or "our" refers to Barclays Bank PLC.
CONSENT TO U.K. BAIL-IN POWER
Notwithstanding any other agreements, arrangements or understandings between us and any holder of the Notes, by acquiring the Notes, each
holder of the Notes acknowledges, accepts, agrees to be bound by, and consents to the exercise of, any U.K. Bail-in Power by the relevant U.K.
resolution authority.
Under the U.K. Banking Act 2009, as amended, the relevant U.K. resolution authority may exercise a U.K. Bail-in Power in circumstances in
which the relevant U.K. resolution authority is satisfied that the resolution conditions are met. These conditions include that a U.K. bank or
investment firm is failing or is likely to fail to satisfy the Financial Services and Markets Act 2000 (the "FSMA") threshold conditions for
authorization to carry on certain regulated activities (within the meaning of section 55B FSMA) or, in the case of a U.K. banking group company
that is a European Economic Area ("EEA") or third country institution or investment firm, that the relevant EEA or third country relevant authority
is satisfied that the resolution conditions are met in the respect of that entity.
The U.K. Bail-in Power includes any write-down, conversion, transfer, modification and/or suspension power, which allows for (i) the reduction
or cancellation of all, or a portion, of the principal amount of, interest on, or any other amounts payable on, the Notes; (ii) the conversion of all, or a
portion, of the principal amount of, interest on, or any other amounts payable on, the Notes into shares or other securities or other obligations of
Barclays Bank PLC or another person (and the issue to, or conferral on, the holder of the Notes such shares, securities or obligations); and/or
(iii) the amendment or alteration of the maturity of the Notes, or amendment of the amount of interest or any other amounts due on the Notes, or the
dates on which interest or any other amounts become payable, including by suspending payment for a temporary period; which U.K. Bail-in Power
may be exercised by means of a variation of the terms of the Notes solely to give effect to the exercise by the relevant U.K. resolution authority of
such U.K. Bail-in Power. Each holder of the Notes further acknowledges and agrees that the rights of the holders of the Notes are subject to, and
will be varied, if necessary, solely to give effect to, the exercise of any U.K. Bail-in Power by the relevant U.K. resolution authority. For the
avoidance of doubt, this consent and acknowledgment is not a waiver of any rights holders of the securities may have at law if and to the extent that
any U.K. Bail-in Power is exercised by the relevant U.K. resolution authority in breach of laws applicable in England.
For more information, please see "Selected Risk Considerations--You May Lose Some or All of Your Investment If Any U.K. Bail-in
Power Is Exercised by the Relevant U.K. Resolution Authority" in this pricing supplement as well as "U.K. Bail-in Power," "Risk
Factors--Risks Relating to the Securities Generally--Regulatory action in the event a bank or investment firm in the Group is failing or
likely to fail could materially adversely affect the value of the securities" and "Risk Factors--Risks Relating to the Securities
Generally--Under the terms of the securities, you have agreed to be bound by the exercise of any U.K. Bail-in Power by the relevant U.K.
resolution authority" in the accompanying prospectus supplement.

PS-1
ADDITIONAL INFORMATION REGARDING OUR ESTIMATED VALUE OF THE NOTES
Our internal pricing models take into account a number of variables and are based on a number of subjective assumptions, which may or may not
materialize, typically including volatility, interest rates, and our internal funding rates. Our internal funding rates (which are our internally
published borrowing rates based on variables such as market benchmarks, our appetite for borrowing, and our existing obligations coming to
maturity) may vary from the levels at which our benchmark debt securities trade in the secondary market. Our estimated value on the Initial
Valuation Date is based on our internal funding rates. Our estimated value of the Notes 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 Initial Valuation Date is less than the initial issue price of the Notes. The difference between the initial
issue price of the Notes and our estimated value of the Notes results from several factors, including any sales commissions to be paid to Barclays
Capital Inc. or another affiliate of ours, any selling concessions, discounts, commissions or fees to be allowed or paid to non-affiliated
intermediaries, the estimated profit that we or any of our affiliates expect to earn in connection with structuring the Notes, the estimated cost which
we may incur in hedging our obligations under the Notes, and estimated development and other costs which we may incur in connection with the
Notes.
Our estimated value on the Initial Valuation Date is not a prediction of the price at which the Notes may trade in the secondary market, nor will it
be the price at which Barclays Capital Inc. may buy or sell the Notes in the secondary market. Subject to normal market and funding conditions,
Barclays Capital Inc. or another affiliate of ours intends to offer to purchase the Notes in the secondary market but it is not obligated to do so.

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Assuming that all relevant factors remain constant after the Initial Valuation Date, the price at which Barclays Capital Inc. may initially buy or sell
the Notes in the secondary market, if any, and the value that we may initially use for customer account statements, if we provide any customer
account statements at all, may exceed our estimated value on the Initial Valuation Date for a temporary period expected to be approximately six
months after the Issue Date because, in our discretion, we may elect to effectively reimburse to investors a portion of the estimated cost of hedging
our obligations under the Notes and other costs in connection with the Notes which we will no longer expect to incur over the term of the Notes.
We made such discretionary election and determined this temporary reimbursement period on the basis of a number of factors, which may include
the tenor of the Notes and/or any agreement we may have with the distributors of the Notes. The amount of our estimated costs which we
effectively reimburse to investors in this way may not be allocated ratably throughout the reimbursement period, and we may discontinue such
reimbursement at any time or revise the duration of the reimbursement period after the initial issue date of the Notes based on changes in market
conditions and other factors that cannot be predicted.
We urge you to read the "Selected Risk Considerations" beginning on page PS6 of this pricing supplement.

PS-2
SELECTED PURCHASE CONSIDERATIONS
The Notes are not suitable for all investors. The Notes may be a suitable investment for you if all of the following statements are true:

· You do not seek an investment that produces periodic interest or coupon payments or other sources of current income

· You are willing to accept the risk that you may lose up to 70.00% of the principal amount of your Notes

· You anticipate that the Index Return for each Index will be positive

· You understand and accept the risk that the payment at maturity will be based solely on the Index Return of the Least Performing Index

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

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

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

· You are willing to consent to the exercise of any U.K. Bail-in Power by any relevant U.K. resolution authority
The Notes may not be a suitable investment for you if any of the following statements are true:

· You seek an investment that produces periodic interest or coupon payments or other sources of current income

· You seek an investment that provides for the full repayment of principal at maturity and you are unwilling to accept the risk that you may
lose up to 70.00% of the principal amount of your Notes

· You anticipate that the Index Return of at least one Index will be negative

· You are unwilling or unable to accept the risk that negative performance of only one Index may cause you to earn no positive return or to
suffer a loss of principal at maturity, regardless of the performance of the other Index

· You are unwilling or unable to accept the risks associated with an investment linked to the performance of the Indices

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

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

· You are unwilling or unable to consent to the exercise of any U.K. Bail-in Power by any relevant U.K. resolution authority
You must rely on your own evaluation of the merits of an investment in the Notes. You should reach a decision whether to invest in the Notes
after carefully considering, with your advisors, the suitability of the Notes in light of your investment objectives and the specific information set out
in this pricing supplement, the prospectus supplement, the prospectus and the index supplement. Neither the Issuer nor Barclays Capital Inc. makes
any recommendation as to the suitability of the Notes for investment.
ADDITIONAL TERMS OF THE NOTES
The Final Valuation Date and the Maturity Date are subject to postponement in certain circumstances, as described under "Reference Assets--
Least or Best Performing Reference Asset--Scheduled Trading Days and Market Disruption Events for Securities Linked to the Reference Asset
with the Lowest or Highest Return in a Group of Two or More Equity Securities, Exchange-Traded Funds and/or Indices of Equity Securities" and
"Terms of the Notes--Payment Dates" in the accompanying prospectus supplement.
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In addition, the Indices and the Notes are subject to adjustment by the Calculation Agent under certain circumstances, as described under
"Reference Assets--Indices--Adjustments Relating to Securities with an Index as a Reference Asset" in the accompanying prospectus
supplement.

PS-3
HYPOTHETICAL EXAMPLES OF AMOUNTS PAYABLE AT MATURITY
The following table illustrates the hypothetical total return at maturity on the Notes under various circumstances. The "total return" as used in this
pricing supplement is the number, expressed as a percentage, that results from comparing the payment at maturity per $1,000 principal amount
Note to $1,000. The hypothetical total returns set forth below are for illustrative purposes only and may not be the actual total returns applicable to
a purchaser of the Notes. The numbers appearing in the following table and examples have been rounded for ease of analysis. The hypothetical
examples below do not take into account any tax consequences from investing in the Notes and make the following key assumption:

Hypothetical Initial Level of each Index: 100.00*

* The hypothetical Initial Level of 100.00 for each Index has been chosen for illustrative purposes only. The actual Initial Level for is as set

forth on the cover of this pricing supplement.

Final Level
Index Return

S&P 500
DJIA Index
S&P 500
DJIA Index
Index Return of Least
Payment at
Total Return on
Index

Index

Performing Index
Maturity**
Notes
150.00
190.00
50.00%
90.00%
50.00%
$1,605.00
60.50%

145.00
140.00
45.00%
40.00%
40.00%
$1,484.00
48.40%

130.00
150.00
30.00%
50.00%
30.00%
$1,363.00
36.30%

125.00
120.00
25.00%
20.00%
20.00%
$1,242.00
24.20%

140.00
110.00
40.00%
10.00%
10.00%
$1,121.00
12.10%

115.00
105.00
15.00%
5.00%
5.00%
$1,060.50
6.05%

110.00
100.00
10.00%
0.00%
0.00%
$1,000.00
0.00%

90.00
102.50
-10.00%
2.50%
-10.00%
$1,000.00
0.00%

80.00
120.00
-20.00%
20.00%
-20.00%
$1,000.00
0.00%

95.00
70.00
-5.00%
-30.00%
-30.00%
$1,000.00
0.00%

105.00
60.00
5.00%
-40.00%
-40.00%
$900.00
-10.00%

50.00
120.00
-50.00%
20.00%
-50.00%
$800.00
-20.00%

40.00
135.00
-60.00%
35.00%
-60.00%
$700.00
-30.00%

40.00
30.00
-60.00%
-70.00%
-70.00%
$600.00
-40.00%

40.00
20.00
-60.00%
-80.00%
-80.00%
$500.00
-50.00%

10.00
95.00
-90.00%
-5.00%
-90.00%
$400.00
-60.00%

102.00
0.00
2.00%
-100.00%
-100.00%
$300.00
-70.00%

** Per $1,000 principal amount Note
The following examples illustrate how the total returns set forth in the table above are calculated:
Example 1: The Final Level of the S&P 500 Index is 140.00 and the Final Level of the DJIA Index is 110.00.
Because the DJIA Index has the lowest Index Return, the DJIA Index is the Least Performing Index. Accordingly, you will receive a payment at
maturity of $1,121.00 per $1,000 principal amount Note that you hold, calculated as follows:

$1,000 + [$1,000 x Index Return of Least Performing Index x Upside Leverage Factor]
$1,000 + [$1,000 x 10.00% x 1.21] = $1,121.00
The total return on investment of the Notes is 12.10%.
Example 2: The Final Level of the S&P 500 Index is 80.00 and the Final Level of the DJIA Index is 120.00.
Because the S&P 500 Index has the lowest Index Return, the S&P 500 Index is the Least Performing Index. Because the Index Return of the Least
Performing Index is negative but not less than -30.00%, you will receive a payment at maturity of $1,000.00 per $1,000 principal amount Note that
you hold
The total return on investment of the Notes is 0.00%.
Example 3: The Final Level of the S&P 500 Index is 40.00 and the Final Level of the DJIA Index is 135.00.

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Because the S&P 500 Index has the lowest Index Return, the S&P 500 Index is the Least Performing Index. Because the Index Return of the Least
Performing Index is less than -30.00%, you will receive a payment at maturity of $700.00 per $1,000 principal amount Note that you hold,
calculated as follows:

$1,000 + [$1,000 x (Index Return of Least Performing Index + Buffer Percentage)]
$1,000 + [$1,000 x (-60.00% + 30.00%)] = $700.00
The total return on investment of the Notes is -30.00%.

PS-4
Example 4: The Final Level of the S&P 500 Index is 40.00 and the Final Level of the DJIA Index is 30.00.
Because the DJIA Index has the lowest Index Return, the DJIA Index is the Least Performing Index. Because the Index Return of the Least
Performing Index is less than -30.00%, you will receive a payment at maturity of $600.00 per $1,000 principal amount Note that you hold,
calculated as follows:

$1,000 + [$1,000 x (Index Return of Least Performing Index + Buffer Percentage)]
$1,000 + [$1,000 x (-70.00% + 30.00%)] = $600.00
The total return on investment of the Notes is -40.00%.
Each example above demonstrates that the payment at maturity on your Notes will be calculated solely based on the Index Return of the Least
Performing Index.
Examples 2 and 3 demonstrate that you will not receive more than the principal amount of your Notes unless the Index Return of each Index is
positive. Examples 3 and 4 demonstrate that if the Index Return of the Least Performing Index is less than -30.00%, you will lose 1% of the
principal amount of your Notes for every 1% that the Index Return of such Index falls below -30.00%. You will not benefit in the any way from
the Index Return of the other Index being higher than the Index Return of the Least Performing Index.
You may lose up to 70.00% of the principal amount of your Notes.

PS-5

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

· "Risk Factors--Risks Relating to the Securities Generally"; and
· "Risk Factors--Additional Risks Relating to Securities with Reference Assets That Are Equity Securities, Indices of Equity Securities or
Exchange-Traded Funds that Hold Equity Securities".
In addition to the risks described above, you should consider the following:

· Your Investment in the Notes May Result in a Significant Loss--The Notes do not guarantee any return of principal. If the Index Return of
the Least Performing Index is less -30.00%, you will lose 1% of the principal amount of your Notes for every 1% that the Index Return of
such Index falls below -30.00%. You may lose up to 70.00% of the principal amount of your Notes.

· You Will Not Receive More than the Principal Amount of Your Notes at Maturity Unless the Index Returns of Each Index is Positive;
Your Payment at Maturity Will be Calculated Solely Based Upon the Index Return of the Least Performing Index--The payment at
maturity will not exceed the principal amount of your Notes unless the Index Return of each Index is positive. Even if the Index Return for
each Index is positive, the payment at maturity will be calculated solely based upon the Index Return of the Least Performing Index. If each
Index has a negative Index Return, the payment at maturity will depend solely on whether and to the extent to which the Index Return of the
Least Performing Index falls below -30.00%. If the Index Return of the Least Performing Index is less than -30.00%, you will suffer a loss of
principal, as described above. You may suffer a loss of principal even if the Index Return for one Index is positive. You will not benefit in any
way from the Index Return of the other Index being greater than the Index Return of the Least Performing Index.

· The Payment at Maturity of Your Notes is Not Based on the Level of Any Index at Any Time Other than the Closing Level of the
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Least Performing Index on the Final Valuation Date--The Final Levels and Index Returns will be based solely on the Closing Levels of
the Indices on the Final Valuation Date. Accordingly, if the level of the Least Performing Index drops on the Final Valuation Date, the
payment at maturity on the Notes may be significantly less than it would have been had it been linked to the level of such Index at any time
prior to such drop.

· Credit of Issuer--The Notes are senior unsecured debt obligations of the issuer, Barclays Bank PLC and are not, either directly or indirectly,
an obligation of any third party. Any payment to be made on the Notes is subject to the ability of Barclays Bank PLC to satisfy its obligations
as they come due and is not guaranteed by any third party. In the event Barclays Bank PLC were to default on its obligations, you may not
receive any amounts owed to you under the terms of the Notes.

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

· No Interest or Dividend Payments or Voting Rights--As a holder of the Notes, you will not receive interest payments, and you will not
have voting rights or rights to receive cash dividends or other distributions or other rights that holders of the securities underlying the Indices
would have.

· Historical Performance of the Indices Should Not Be Taken as Any Indication of the Future Performance of the Indices Over the
Term of the Notes--The level of each Index has fluctuated in the past and may, in the future, experience significant fluctuations. The
historical performance of an Index is not an indication of the future performance of that Index over the term of the Notes. The historical
correlation between the Indices is not an indication of the future correlation between them over the term of the Notes. Therefore, the
performance of the Indices individually or in comparison to each other over the term of the Notes may bear no relation or resemblance to the
historical performance of either Index.

· The Estimated Value of Your Notes is Lower Than the Initial Issue Price of Your Notes--The estimated value of your Notes on the Initial
Valuation Date is lower than the initial issue price of your Notes. The difference between the initial issue price of your Notes and the estimated
value of the Notes is expected as a result of certain factors, such as any sales commissions

PS-6

to be paid to Barclays Capital Inc. or another affiliate of ours, any selling concessions, discounts, commissions or fees to be allowed or paid to
non-affiliated intermediaries, the estimated profit that we or any of our affiliates expect to earn in connection with structuring the Notes, the
estimated cost which we may incur in hedging our obligations under the Notes, and estimated development and other costs which we may
incur in connection with the Notes.

· The Estimated Value of Your Notes Might be Lower if Such Estimated Value Were Based on the Levels at Which Our Debt Securities
Trade in the Secondary Market--The estimated value of your Notes on the Initial Valuation 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 was based on the
levels at which our benchmark debt securities trade in the secondary market.

· The Estimated Value of the Notes is Based on Our Internal Pricing Models, Which May Prove to be Inaccurate and May be Different
from the Pricing Models of Other Financial Institutions--The estimated value of your Notes on the Initial Valuation 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 which may be purchasers or sellers of Notes in the secondary market. As a result, the
https://www.sec.gov/Archives/edgar/data/312070/000110465918014445/a18-7371_39424b2.htm[3/5/2018 11:48:12 AM]

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.

· The Estimated Value of Your Notes Is Not a Prediction of the Prices at Which You May Sell Your Notes in the Secondary Market, if
any, and Such Secondary Market Prices, If Any, Will Likely be Lower Than the Initial Issue Price of Your Notes and Maybe Lower
Than the Estimated Value of Your Notes--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.

· The Temporary Price at Which We May Initially Buy The Notes in the Secondary Market And the Value We May Initially Use for
Customer Account Statements, If We Provide Any Customer Account Statements At All, May Not Be Indicative of Future Prices of
Your Notes--Assuming that all relevant factors remain constant after the Initial Valuation Date, the price at which Barclays Capital Inc. may
initially buy or sell the Notes in the secondary market (if 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 Initial Valuation 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.

· We and Our Affiliates May Engage in Various Activities or Make Determinations That Could Materially Affect the Notes in Various
Ways and Create Conflicts of Interest--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.

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 Indices or their components.
In any such market making, trading and hedging activity, and other services, we or our affiliates may take positions or take actions that are
inconsistent with, or adverse to, the investment objectives of 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. 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 Indices and make any other determinations necessary to calculate any payments on the Notes. In making these
determinations, we may be required to make certain discretionary judgments relating to the Indices and the Notes. 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-7
· Lack of Liquidity--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. Barclays Capital Inc. may at any time hold unsold inventory, which may inhibit the development of a secondary market
for the Notes. 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.

· The U.S. Federal Income Tax Consequences of an Investment in the Notes Are Uncertain--There is no direct legal authority regarding
the proper U.S. federal income tax treatment of the Notes, and we do not plan to request a ruling from the Internal Revenue Service (the
https://www.sec.gov/Archives/edgar/data/312070/000110465918014445/a18-7371_39424b2.htm[3/5/2018 11:48:12 AM]

"IRS"). Consequently, significant aspects of the tax treatment of the Notes are uncertain, and the IRS or a court might not agree with the
treatment of the Notes as prepaid forward contracts, as described below under "Tax Considerations." If the IRS were successful in asserting an
alternative treatment for the Notes, the tax consequences of the ownership and disposition of the Notes could be materially and adversely
affected. In addition, in 2007 the Treasury Department and the IRS released a notice requesting comments on various issues regarding the U.S.
federal income tax treatment of "prepaid forward contracts" and similar instruments. Any Treasury regulations or other guidance promulgated
after consideration of these issues could materially and adversely affect the tax consequences of an investment in the Notes, possibly with
retroactive effect. You should review carefully the sections of the accompanying prospectus supplement entitled "Material U.S. Federal Income
Tax Consequences--Tax Consequences to U.S. Holders--Notes Treated as Prepaid Forward or Derivative Contracts" and, if you are a non-
U.S. holder, "--Tax Consequences to Non-U.S. Holders," and consult your tax advisor regarding the U.S. federal tax consequences of an
investment in the Notes (including possible alternative treatments and the issues presented by the 2007 notice), as well as tax consequences
arising under the laws of any state, local or non-U.S. taxing jurisdiction.

· Many Economic and Market Factors Will Impact the Value of the Notes--The value of the Notes will be affected by a number of
economic and market factors that interact in complex and unpredictable ways and that may either offset or magnify each other, including:

o the levels of the Indices and the market prices of the components of each Index;
o the expected volatility of the Indices and the components of each Index;
o the time to maturity of the Notes;
o the dividend rate on the components of each Index;
o interest and yield rates in the market generally;
o a variety of economic, financial, political, regulatory or judicial events;
o supply and demand for the Notes; and
o our creditworthiness, including actual or anticipated downgrades in our credit ratings.

PS-8
INFORMATION REGARDING THE INDICES
The S&P 500® Index
The S&P 500 Index consists of stocks of 500 companies selected to provide a performance benchmark for the U.S. equity markets.
Beginning in June 2016, U.S. common equities listed on Bats BZX, Bats BYX, Bats EDGA or Bats EDGX were added to the universe of
securities that are eligible for inclusion in the S&P 500 Index and, effective March 10, 2017, the minimum unadjusted company market
capitalization for potential additions to the S&P 500 Index was increased to $6.1 billion from $5.3 billion. As of July 31, 2017, the securities of
companies with multiple share class structures are no longer eligible to be added to the S&P 500 Index, but securities already included in the S&P
500 Index have been grandfathered and are not affected by this change. For more information about the S&P 500 Index, please see "Indices--The
S&P U.S. Indices" in the accompanying index supplement.
Historical Performance of the S&P 500 Index
The table below shows the high, low and final Closing Levels of the S&P 500 Index for each of the periods noted below. The graph below sets
forth the historical performance of the S&P 500 Index based on daily Closing Levels from January 1, 2013 through February 28, 2018. We obtained
the Closing Levels listed in the table below and shown in the graph below from Bloomberg, L.P. We have not independently verified the accuracy
or completeness of the information obtained from Bloomberg, L.P.

Period / Quarter Ended
Quarterly High
Quarterly Low
Quarterly Close
March 31, 2013
1,569.19
1,457.15
1,569.19
June 30, 2013
1,669.16
1,541.61
1,606.28
September 30, 2013
1,725.52
1,614.08
1,681.55
December 31, 2013
1,848.36
1,655.45
1,848.36
March 31, 2014
1,878.04
1,741.89
1,872.34
June 30, 2014
1,962.87
1,815.69
1,960.23
September 30, 2014
2,011.36
1,909.57
1,972.29
December 31, 2014
2,090.57
1,862.49
2,058.90
March 31, 2015
2,117.39
1,992.67
2,067.89
June 30, 2015
2,130.82
2,057.64
2,063.11
September 30, 2015
2,128.28
1,867.61
1,920.03
December 31, 2015
2,109.79
1,923.82
2,043.94
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March 31, 2016
2,063.95
1,829.08
2,059.74
June 30, 2016
2,119.12
2,000.54
2,098.86
September 30, 2016
2,190.15
2,088.55
2,168.27
December 31, 2016
2,271.72
2,085.18
2,238.83
March 31, 2017
2,395.96
2,257.83
2,362.72
June 30, 2017
2,453.46
2,328.95
2,423.41
September 30, 2017
2,519.36
2,409.75
2,519.36
December 31, 2017
2,690.16
2,529.12
2,673.61
February 28, 2018*
2,872.87
2,581.00
2,713.83
* For the period beginning on January 1, 2018 and ending on February 28, 2018

Historical Performance of the S&P 500® Index

PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS

PS-9
The Dow Jones Industrial AverageSM
The DJIA Index is a price-weighted average of the stocks of thirty blue-chip companies that are generally leaders in their industry. The DJIA
Index represents large and well-known United States companies and covers all industries with the exception of transportation and utilities. For
more information about the DJIA Index, please see "Indices--The Dow Jones Industrial Average®" in the accompanying index supplement.
Historical Performance of the DJIA Index
The table below shows the high, low and final Closing Levels of the DJIA Index for each of the periods noted below. The graph below sets forth
the historical performance of the DJIA Index based on daily Closing Levels from January 1, 2013 through February 28, 2018. We obtained the
Closing Levels listed in the table below and shown in the graph below from Bloomberg, L.P. We have not independently verified the accuracy or
completeness of the information obtained from Bloomberg, L.P.

Period / Quarter Ended
Quarterly High
Quarterly Low
Quarterly Close
March 31, 2013
14,578.54
13,328.85
14,578.54
June 30, 2013
15,409.39
14,537.14
14,909.60
September 30, 2013
15,676.94
14,776.13
15,129.67
December 31, 2013
16,576.66
14,776.53
16,576.66
March 31, 2014
16,530.94
15,372.80
16,457.66
June 30, 2014
16,947.08
16,026.75
16,826.60
September 30, 2014
17,279.74
16,368.27
17,042.90
December 31, 2014
18,053.71
16,117.24
17,823.07
March 31, 2015
18,288.63
17,164.95
17,776.12
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