Obligation Barclay PLC 0% ( US06744CYR68 ) en USD

Barclay PLC

100 % ▼

Royaume-Uni

US06744CYR68 ( en USD )

04/04/2022 - Obligation échue

Prospectus brochure de l'obligation Barclays PLC US06744CYR68 en USD 0%, échue

1 000 USD

1 618 000 USD

06744CYR6

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 US06744CYR68, paye un coupon de 0% par an.
Le paiement des coupons est semestriel et la maturité de l'Obligation est le 04/04/2022

L'Obligation émise par Barclay PLC ( Royaume-Uni ) , en USD, avec le code ISIN US06744CYR68, a été notée NR par l'agence de notation Moody's.

424B2 1 dp89026_424b2-1735wfps.htm FORM 424B2

PRICING SUPPLEMENT dated March 29, 2018
Filed Pursuant to Rule 424(b)(2)
(To the Prospectus dated February 22, 2018,
Registration Statement No. 333-212571
the Prospectus Supplement dated July 18, 2016 and

the Index Supplement dated July 18, 2016)

Barclays Bank PLC
Global Medium-Term Notes, Series A
$1,618,000 Market Linked Securities--Leveraged Upside Participation to a Cap and Fixed
Percentage Buffered Downside
Principal at Risk Securities Linked to the Financial Select Sector SPDR® Fund due April 4, 2022
Linked to the Financial Select Sector SPDR® Fund (the "Fund")
Unlike ordinary debt securities, the securities do not pay interest or repay a fixed amount of principal at maturity. Instead, the
securities provide for a payment at stated maturity that may be greater than, equal to or less than the original offering price of
the securities, depending on the performance of the Fund from the starting price to the ending price. The payment at stated
maturity will reflect the following terms:

If the value of the Fund increases, you will receive the original offering price plus 150% participation in the upside
performance of the Fund, subject to a maximum total return at maturity of 44.00% of the original offering price

If the value of the Fund remains flat or decreases but the decrease is not more than 15%, you will be repaid the original
offering price

If the value of the Fund decreases by more than 15%, you will receive less than the original offering price and will have 1-
to-1 downside exposure to the decrease in the value of the Fund in excess of 15%
Investors may lose up to 85% of the original offering price
Any payment on the securities, 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-5 of this pricing supplement) by the relevant U.K.
resolution authority, you might not receive any amounts owed to you under the securities. See "Selected Risk Considerations"
and "Consent to U.K. Bail-in Power" in this pricing supplement and "Risk Factors" in the accompanying prospectus
supplement.
No periodic interest payments or dividends
No exchange listing; designed to be held to maturity

See "Additional Documents Related to the Offering of the Securities" on page PS-3 of this pricing supplement. The securities will have the
terms specified in the prospectus dated February 22, 2018, the prospectus supplement dated July 18, 2016 and the index supplement dated
July 18, 2016, as supplemented or superseded by this pricing supplement.

The securities have complex features and investing in the securities involves risks not associated with an investment in conventional debt
securities. See "Selected Risk Considerations" on page PS-11 herein and "Risk Factors" beginning on page S-7 of the prospectus
supplement.

We may use this document in the initial sale of the securities. In addition, Barclays Capital Inc. or another of our affiliates may use this
document in market resale transactions in any of the securities after their initial sale. Unless we or our agent informs you otherwise in the
confirmation of sale, this document is being used in a market resale transaction.

The securities constitute our unsecured and unsubordinated obligations. The securities 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.

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Neither the U.S. Securities and Exchange Commission (the "SEC") 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.

Notwithstanding any other agreements, arrangements or understandings between Barclays Bank PLC and any holder of the securities, by
acquiring the securities, each holder of the securities 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-5 of this pricing
supplement.

Original Offering Price(1), (2)
Agent Discount(2)
Proceeds to Barclays Bank PLC
Per Security
$1,000.00
$40.00
$960.00
Total
$1,618,000
$64,720
$1,553,280
(1) Our estimated value of the securities on the pricing date, based on our internal pricing models, is $936.60 per security. The estimated value is
less than the original offering price of the securities. See "Additional Information Regarding Our Estimated Value of the Securities" on page
PS-4 of this pricing supplement.
(2) Wells Fargo Securities, LLC and Barclays Capital Inc. are the agents for the distribution of the securities and are acting as principal. See
"Investment Description" in this pricing supplement for further information.

We lls Fa rgo Se c urit ie s
Ba rc la ys Ca pit a l I nc .

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I nve st m e nt De sc ript ion

The Principal at Risk Securities Linked to the Financial Select Sector SPDR® Fund due April 4, 2022 are our unsecured and unsubordinated debt
securities that do not pay interest or repay a fixed amount of principal at maturity. Instead, the securities provide for a payment at stated maturity
(referred to as the "redemption amount" in this pricing supplement) that may be greater than, equal to or less than the original offering price of the
securities depending on the performance of the Financial Select Sector SPDR® Fund (the "Fund") from the starting price to the ending price. For
information about the Fund, please see the section titled "The Financial Select Sector SPDR® Fund" in this pricing supplement.

The securities provide:

(i)
repayment of original offering price and a leveraged return at maturity if the value of the Fund increases from the starting price to the
ending price, provided that the total return at maturity of the securities will not exceed the maximum total return of 44.00% of the
original offering price;

(ii)
repayment of original offering price if the ending price of the Fund is equal to the starting price or less than the starting price by not
more than 15%; and

(iii)
exposure to decreases in the value of the Fund if and to the extent the ending price is less than the starting price by more than 15%.

If the ending price is less than the starting price by more than 15%, you will receive less, and possibly 85% less, than the original offering
price of your securities at maturity. Any payment on the securities, 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-5 of this pricing supplement) by the relevant U.K.
resolution authority, you might not receive any amounts owed to you under the securities. See "Selected Risk Considerations" and
"Consent to U.K. Bail-in Power" in this pricing supplement and "Risk Factors" in the accompanying prospectus supplement.

PS-2
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Addit iona l Doc um e nt s Re la t e d t o t he Offe ring of t he Se c urit ie s

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 securities
are a part. This pricing supplement, together with the documents listed below, contains the terms of the securities 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 accompanying prospectus supplement and "Selected Risk Considerations" in this
pricing supplement, as the securities 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 securities.

To the extent the information or terms in this pricing supplement are different from or inconsistent with the information or terms in the prospectus,
prospectus supplement or index supplement, the information and terms in this pricing supplement 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 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:
http://www.sec.gov/Archives/edgar/data/312070/000119312518053870/d515301dposasr.htm

·
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.

PS-3
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Addit iona l I nform a t ion Re ga rding Our Est im a t e d V a lue of t he Se c urit ie 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 pricing date
is based on our internal funding rates. Our estimated value of the securities 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 securities on the pricing date is less than the original offering price of the securities. The difference between the original
offering price of the securities and our estimated value of the securities 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 securities, the estimated cost
that we may incur in hedging our obligations under the securities, and estimated development and other costs that we may incur in connection with
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the securities.

Our estimated value on the pricing date is not a prediction of the price at which the securities may trade in the secondary market, nor will it be the
price at which Barclays Capital Inc. may buy or sell the securities 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 securities in the secondary market but it is not obligated to do so.

Assuming that all relevant factors remain constant after the pricing date, the price at which Barclays Capital Inc. may initially buy or sell the
securities 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 pricing date for a temporary period expected to be approximately four months
after the initial issue date of the securities because, in our discretion, we may elect to effectively reimburse to investors a portion of the estimated
cost of hedging our obligations under the securities and other costs in connection with the securities that we will no longer expect to incur over the
term of the securities. 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 securities and/or any agreement we may have with the distributors of the securities. 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 securities
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 PS-11 of this pricing supplement.

PS-4
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Conse nt t o U .K . Ba il-in Pow e r

Notwithstanding any other agreements, arrangements or understandings between us and any holder of the securities, by acquiring the
securities, each holder of the securities 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 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 securities; (ii) the conversion of all,
or a portion, of the principal amount of, interest on, or any other amounts payable on, the securities 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 securities such shares, securities or
obligations); and/or (iii) the amendment or alteration of the maturity of the securities, or amendment of the amount of interest or any other amounts
due on the securities, 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 securities 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 securities further acknowledges and agrees that the rights of the
holders of the securities 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.
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PS-5
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I nve st or Conside ra t ions

The securities are not suitable for all investors. The securities 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 anticipate that the ending price will be greater than the starting price, and you are willing and able to accept the risk that, if the ending
price is less than the starting price by more than 15%, you will receive less, and possibly 85% less, than the original offering price of your
securities at maturity.

You are willing and able to accept that any potential return on the securities is limited by the capped value.

You are willing and able to accept the risks associated with an investment linked to the performance of the Fund, as explained in more detail
in the "Selected Risk Considerations" section of this pricing supplement.

You understand and accept that you will not be entitled to receive dividends or distributions that may be paid to holders of the Fund or the
securities held by the Fund, nor will you have any voting rights with respect to the Fund or the securities held by the Fund.

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

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

You are willing and able to consent to the exercise of any U.K. Bail-in Power by any relevant U.K. resolution authority.

The securities 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.

You anticipate that the ending price will be less than the starting price, or you are unwilling or unable to accept the risk that, if the ending price
is less than the starting price by more than 15%, you will receive less, and possibly 85% less, than the original offering price of your securities
at maturity.

You seek an investment with uncapped exposure to any positive performance of the Fund.

You are unwilling or unable to accept the risks associated with an investment linked to the performance of the Fund, as explained in more
detail in the "Selected Risk Considerations" section of this pricing supplement.

You seek an investment that entitles you to dividends or distributions on, or voting rights related to, the Fund or the securities held by the
Fund.

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

You are unwilling or unable to assume our credit risk for all payments on the securities.

You are unwilling or unable to consent to the exercise of any U.K. Bail-in Power by any relevant U.K. resolution authority.
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The suitability considerations identified above are not exhaustive. Whether or not the securities 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 securities in light of your particular
circumstances. You should also review carefully the "Selected Risk Considerations" beginning on page PS-11 of this pricing supplement
and the "Risk Factors" beginning on page S-7 of the accompanying prospectus supplement for risks related to an investment in the
securities. For more information about the Fund, please see the section titled "The Financial Select Sector SPDR® Fund" below.

PS-6
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T e rm s of t he Se c urit ie s

Reference Asset1:
Financial Select Sector SPDR® Fund (Bloomberg ticker symbol "XLF") (the "Fund")
Pricing Date:
March 29, 2018
Issue Date:
April 4, 2018 (T+3)
Calculation Day2:
March 28, 2022
April 4, 2022. If the calculation day is postponed, the stated maturity date will be the later of (i) April 4, 2022 and
Stated Maturity Date2:
(ii) the third business day after the calculation day as postponed.
$1,000 per security. References in this pricing supplement to a "security" are to a security with a principal
Original Offering Price:
amount of $1,000.
The "redemption amount" per security will equal:

· if the ending price is greater than the starting price: the lesser of:

(i) $1,000 plus:

(ii) the capped value;

Redemption
· if the ending price is less than or equal to the starting price, but greater than or equal to the threshold

price: $1,000; or
Amount:

· if the ending price is less than the threshold price: $1,000 minus:

If the ending price is less than the threshold price, you will receive less, and possibly 85% less, than the
original offering price of your securities at maturity. Any payment on the securities, 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 by the relevant U.K. resolution authority, you might not receive any
amounts owed to you under the securities.
Capped Value:
The "capped value" is 144.00% of the original offering price ($1,440.00 per security). As a result of the capped
value, the maximum total return at maturity of the securities is 44.00% of the original offering price.
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Participation Rate:
150%
Threshold Price1:
$23.4345, which is equal to 85% of the starting price
Starting Price1:
$27.57, the fund closing price of the Fund on the pricing date
Ending Price1:
The "ending price" will be the fund closing price of the Fund on the calculation day.
The "fund closing price" with respect to the Fund on any trading day means the product of (i) the closing price of
Fund Closing Price1:
one share of the Fund on that trading day and (ii) the adjustment factor applicable to the Fund on that trading day.
"Closing price" has the meaning set forth under "Reference Assets--Exchange-Traded Funds--Special
Closing Price:
Calculation Provisions" in the prospectus supplement.
The "adjustment factor" means, with respect to a share of the Fund, 1.0, subject to adjustment in the event of
Adjustment Factor:
certain events affecting the shares of the Fund. See "Additional Terms of the Securities--Anti-dilution
Adjustments Relating to the Fund; Alternate Calculation" below.
Terms used in this pricing supplement, but not defined herein, will have the meanings ascribed to them in the
Additional Terms:
prospectus supplement.
PS-7
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Calculation Agent:
Barclays Bank PLC
Tax Considerations:
For a discussion of the tax considerations relating to ownership and disposition of the securities, see "Tax
Considerations."
Denominations:
$1,000 and any integral multiple of $1,000.
CUSIP / ISIN:
06744CYR6 / US06744CYR68
Agent:
Wells Fargo Securities, LLC ("WFS") and Barclays Capital Inc. will act as agents for the securities. Barclays
Capital Inc. will sell the securities to WFS at the original offering price of the securities less a concession not in
excess of $40.00 per security. WFS will provide dealers, which may include Wells Fargo Advisors ("WFA") (the
trade name of the retail brokerage business of WFS's affiliates, Wells Fargo Clearing Services, LLC and Wells
Fargo Advisors Financial Network, LLC), with a selling concession of $22.50 per security. In addition to the
concession allowed to WFA, WFS will pay $0.75 per security of the agent's discount to WFA as a distribution
expense fee for each security sold by WFA.

Barclays Bank PLC or its affiliate will enter into swap agreements or related hedge transactions with one of its
other affiliates or unaffiliated counterparties in connection with the sale of the securities. If WFS, Barclays
Capital Inc. or an affiliate of either agent participating as a dealer in the distribution of the securities conducts
hedging activities for Barclays Bank PLC in connection with the securities, such agent or participating dealer will
expect to realize a projected profit from such hedging activities, and this projected profit will be in addition to any
discount, concession or distribution expense fee received in connection with the sale of the securities to you. This
additional projected profit may create a further incentive for the agents or participating dealers to sell the
securities to you.

1 If the shares of the Fund are de-listed or if the Fund is liquidated or otherwise terminated, the calculation agent may select a successor fund or, if
no successor fund is available, will calculate the value to be used as the fund closing price of the Fund. In addition, in the case of certain events
related to the Fund, the calculation agent may adjust any variable, including but not limited to, the Fund, starting price, ending price, threshold
price and fund closing price of the Fund if the calculation agent determines that the event has a diluting or concentrative effect on the theoretical
value of the shares of the Fund. For more information, see "Additional Terms of the Securities--Anti-dilution Adjustments Relating to the Fund;
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Alternate Calculation" in this pricing supplement.

2 If the calculation day is not a trading day, the calculation day will be postponed to the next succeeding trading day. The calculation day will also
be postponed if a market disruption event occurs on the calculation day as described under "Additional Terms of the Securities--Market Disruption
Events" in this pricing supplement. In addition, the stated maturity date will be postponed if that day is not a business day as described under
"Terms of the Notes--Payment Dates" in the accompanying prospectus supplement. Notwithstanding anything to the contrary in the prospectus
supplement, the stated maturity date will not be postponed due to the postponement of the calculation day, except as set forth under "Terms of the
Securities--Stated Maturity Date" above.

PS-8
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De t e rm ining Pa ym e nt a t St a t e d M a t urit y

On the stated maturity date, you will receive a cash payment per security (the redemption amount) calculated as follows:

PS-9
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t o a Ca p a nd Fix e d Pe rc e nt a ge Buffe re d Dow nside
Princ ipa l a t Risk Se c urit ie s Link e d t o t he Fina nc ia l Se le c t Se c t or SPDR® Fund due April 4 ,
https://www.sec.gov/Archives/edgar/data/312070/000095010318004249/dp89026_424b2-1735wfps.htm[4/3/2018 10:03:36 AM]

2 0 2 2
H ypot he t ic a l Pa yout Profile

The following graph is based on a capped value of 144.00% of the original offering price or $1,440.00 per security, a participation rate of 150% and
a threshold price equal to 85% of the starting price. For purposes of the following graph, "Fund return" means the percentage change from the
starting price to the ending price. This graph has been prepared for purposes of illustration only. Your actual return will depend on the actual
ending price and whether you hold your securities to maturity.

PS-10
M a rk e t Link e d Se c urit ie s--Le ve ra ge d U pside Pa rt ic ipa t ion
t o a Ca p a nd Fix e d Pe rc e nt a ge Buffe re d Dow nside
Princ ipa l a t Risk Se c urit ie s Link e d t o t he Fina nc ia l Se le c t Se c t or SPDR® Fund due April 4 ,
2 0 2 2
Se le c t e d Risk Conside ra t ions

The securities have complex features and investing in the securities will involve risks not associated with an investment in conventional debt
securities. These risks are explained in more detail in the "Risk Factors" section in the accompanying prospectus supplement. You should reach an
investment decision only after you have carefully considered with your advisors the suitability of an investment in the securities in light of your
particular circumstances. The index underlying the Fund is sometimes referred to as the "underlying index."

·
If The Ending Price Is Less Than The Threshold Price, You Will Receive Less, And Possibly 85% Less, Than The Original Offering
Price Of Your Securities At Maturity -- If the ending price is less than the threshold price, the redemption amount that you receive at
maturity will be reduced by an amount equal to the decline in the value of the Fund below the threshold price (expressed as a percentage of the
starting price). The threshold price is 85% of the starting price. As a result, you may receive less, and possibly 85% less, than the original
offering price at maturity even if the value of the Fund is greater than or equal to the starting price or the threshold price at certain times during
the term of the securities.

·
Your Return Will Be Limited By The Capped Value And May Be Lower Than The Return On A Direct Investment In The Fund --
The opportunity to participate in the possible increases in the value of the Fund through an investment in the securities will be limited because
the redemption amount will not exceed the capped value, regardless of any increase in the value of the Fund, which may be significant.
Furthermore, the effect of the participation rate will be progressively reduced for all ending prices exceeding the ending price at which the
capped value is reached.
https://www.sec.gov/Archives/edgar/data/312070/000095010318004249/dp89026_424b2-1735wfps.htm[4/3/2018 10:03:36 AM]

·
The Securities Are Subject To The Credit Risk Of Barclays Bank PLC -- The securities 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 securities, 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 securities 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 securities.

·
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 securities, by
acquiring the securities, each holder of the securities 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 securities losing all or a
part of the value of your investment in the securities or receiving a different security from the securities, which may be worth significantly less
than the securities 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 securities. The exercise of any U.K. Bail-in Power by the relevant U.K. resolution authority with respect to the securities 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 securities. 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.

·
The Securities Will Not Be Listed On Any Securities Exchange And We Do Not Expect A Trading Market For The Securities To
Develop -- The securities 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 securities 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 securities easily.
Because other dealers are not likely to make a secondary market for the securities, the price at which you may be able to trade your securities
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
securities. The securities are not designed to be short-term trading instruments. Accordingly, you should be willing and able to hold your
securities to maturity.

PS-11
M a rk e t Link e d Se c urit ie s--Le ve ra ge d U pside Pa rt ic ipa t ion
t o a Ca p a nd Fix e d Pe rc e nt a ge Buffe re d Dow nside
Princ ipa l a t Risk Se c urit ie s Link e d t o t he Fina nc ia l Se le c t Se c t or SPDR® Fund due April 4 ,
2 0 2 2
·
The Value Of The Securities Prior To Maturity Will Be Affected By Numerous Factors, Some Of Which Are Related In Complex
Ways -- Structured notes, including the securities, 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 securities at issuance and their value in the secondary market. Accordingly, in addition to the
value of the Fund on any day, the value of the securities 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 Fund and the securities held by the Fund;

·
the time to maturity of the securities;

·
the market prices of, and dividend rates on, the Fund and the securities held by the Fund;

·
interest and yield rates in the market generally;

·
supply and demand for the securities;
https://www.sec.gov/Archives/edgar/data/312070/000095010318004249/dp89026_424b2-1735wfps.htm[4/3/2018 10:03:36 AM]

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