Obligation Barclay PLC 10.1% ( US06747B5637 ) en USD

Barclay PLC

100 % ⇌

Royaume-Uni

US06747B5637 ( en USD )

10.1% par an ( paiement semestriel )

03/06/2022 - Obligation échue

Prospectus brochure de l'obligation Barclays PLC US06747B5637 en USD 10.1%, échue

1 000 USD

06747B563

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 US06747B5637, paye un coupon de 10.1% par an.
Le paiement des coupons est semestriel et la maturité de l'Obligation est le 03/06/2022

https://www.sec.gov/Archives/edgar/data/312070/000095010319007078...
424B2 1 dp107577_424b2-2406ubs.htm FORM 424B2
Pricing Supplement dated May 29, 2019
Filed Pursuant to Rule 424(b)(2)
Registration Statement No. 333-212571
$7,545,000 Barclays Bank PLC Trigger Autocal able Contingent Yield Notes
Linked to the lesser performing of the Nasdaq-100 Index® and the S&P 500® Index due June 3, 2022
Inv estment Description
Trigger Autocallable Contingent Yield Notes (the "Notes") are unsecured and unsubordinated debt obligations
issued by Barclays Bank PLC (the "Issuer") linked to the lesser performing of the Nasdaq-100 Index® and the S&P
500® Index (each an "Underlying" and together the "Underlyings"). On a quarterly basis, unless the Notes have
been previously called, the Issuer will pay you a coupon (the "Contingent Coupon") if the Closing Level of each
Underlying on the applicable Observation Date is greater than or equal to its specified Coupon Barrier.
Otherwise, no Contingent Coupon will be paid for that quarter. The Issuer will automatically call the Notes if the
Closing Level of each Underlying on any Observation Date (quarterly, beginning on November 29, 2019) is
greater than or equal to its Closing Level on the Trade Date (the "Initial Underlying Level"). If the Notes are
automatically called, the Issuer will pay the principal amount of your Notes plus the Contingent Coupon due on
the Coupon Payment Date that is also the Call Settlement Date, and no further amounts will be owed to you
under the Notes. If the Notes are not automatically called and the Closing Level of each Underlying on the Final
Valuation Date (the "Final Underlying Level") is greater than or equal to its specified Downside Threshold (which
is set equal to its Coupon Barrier), the Issuer will pay you a cash payment at maturity equal to the principal
amount of your Notes plus the Contingent Coupon due on the Coupon Payment Date that is also the Maturity
Date. However, if the Final Underlying Level of either Underlying is less than its Downside Threshold, the Issuer
will pay you a cash payment at maturity that is less than the principal amount, if anything, resulting in a
percentage loss of principal equal to the negative Underlying Return of the Underlying with the lowest
Underlying Return (the "Lesser Performing Underlying"). In this case, you will have full downside exposure to the
Lesser Performing Underlying from its Initial Underlying Level to its Final Underlying Level, and could lose all of
your principal. Inv esting in the Notes inv olv es significant risks. You may lose a significant portion or all of
your principal. You may receiv e few or no Contingent Coupons during the term of the Notes. You w ill be
exposed to the market risk of each Underlying and any decline in the lev el of one Underlying may negativ ely
affect your return and w ill not be offset or mitigated by a lesser decline or any potential increase in the lev el
of the other Underlying. The Final Underlying Lev el of each Underlying is observ ed relativ e to its Dow nside
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 w ill not participate in any appreciation of either Underlying. Any payment on the Notes, including any
repayment of principal, is subj ect to the creditw orthiness of Barclays Bank PLC and is not guaranteed by
any third party. If Barclays Bank PLC w ere to default on its payment obligations or become subj ect to the
exercise of any U.K. Bail-in Pow er (as described on page PS-4 of this pricing supplement) by the relev ant
U.K. resolution authority, you might not receiv e any amounts ow ed to you under the Notes. See "Consent to
U.K. Bail-in Pow er" in this pricing supplement and "Risk Factors" in the accompanying prospectus
supplement.
Features
Key Dates1
q Contingent Coupon: Unless the Notes have been
Trade Date:
May 29, 2019
previously called, the Issuer will pay you a
Settlement Date:
May 31, 2019
Contingent Coupon each quarter if the Closing
Observation Dates:
Quarterly (callable beginning
Level of each Underlying on the applicable
November 29, 2019) (see page
Observation Date is greater than or equal to its
PS-8)
Coupon Barrier. Otherwise, no Contingent Coupon
Final Valuation Date:
May 31, 2022
will be paid for that quarter.
Maturity Date:
June 3, 2022
q Automatic Call: The Issuer will automatically call
1 The Observation Dates, including the Final
the Notes if the Closing Level of each Underlying
Valuation Date, and the Maturity Date are subject to
on any Observation Date (quarterly, beginning on
postponement. See "Final Terms" on page PS-6 of
November 29, 2019) is greater than or equal to its
this pricing supplement.
Initial Underlying Level. If the Notes are
automatically called, the Issuer will pay the
principal amount of your Notes plus the Contingent
Coupon due on the Coupon Payment Date that is
also the Call Settlement Date, and no further
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amounts will be owed to you under the Notes.
q Dow nside Exposure w ith Contingent Repayment
of Principal at Maturity: If the Notes are not
automatically called and the Final Underlying
Level of each Underlying is greater than or equal to
its Downside Threshold, the Issuer will pay you a
cash payment at maturity equal to the principal
amount of your Notes plus the Contingent Coupon
due on the Coupon Payment Date that is also the
Maturity Date. However, if the Final Underlying
Level of either Underlying is less than its Downside
Threshold, the Issuer will repay less than your
principal amount, if anything, resulting in a
percentage loss of principal equal to the negative
Underlying Return of the Lesser Performing
Underlying. 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. 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 LESSER
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 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 PS-4 OF THIS PRICING SUPPLEMENT.
Note Offering
We are offering Trigger Autocallable Contingent Yield Notes linked to the lesser performing of the Nasdaq-100
Index® and the S&P 500® 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.
Initial
Contingent
Underlying
Underlying
Coupon Barrier* Dow nside Threshold*
CUSIP/ ISIN
Coupon Rate
Lev el
Nasdaq-100
7,216.859
5,051.801, which is 5,051.801, which is
Index® (NDX)
70.00% of the
70.00% of the Initial
Initial Underlying
Underlying Level
Level
06747B563 /
10.10% per annum
2,783.02
1,948.11, which is
1,948.11, which is
US06747B5637
S&P 500® Index
(SPX)
70.00% of the
70.00% of the Initial
Initial Underlying
Underlying Level
Level
* Rounded to three decimal places for the Nasdaq-100 Index® and rounded to two decimal places for the S&P
500® Index
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See "Additional Information about Barclays Bank PLC and the Notes" on page PS-2 of this pricing
supplement. The Notes w ill hav e the terms specified in the prospectus dated March 30, 2018, the
prospectus supplement dated July 18, 2016, the index supplement dated July 18, 2016 and this pricing
supplement.
Neither the U.S. Securities and Exchange Commission (the "SEC") nor any state securities commission has
approv ed or disapprov ed 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 w e or our agent informs you otherw ise 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
Underw riting
Proceeds to Barclays
Price1,2
Discount2
Bank PLC
Per Note
$10
$0
$10
Total
$7,545,000
$0
$7,545,000
1
Our estimated v alue of the Notes on the Trade Date, based on our internal pricing models, is $9.942 per
Note. The estimated v alue 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.
2
All sales of the Notes will be made to certain fee-based advisory accounts for which UBS Financial Services
Inc. is an investment advisor. UBS Financial Services Inc. will act as placement agent at an initial issue price
of $10 per Note and will not receive a sales commission. See "Supplemental Plan of Distribution" on page
PS-20 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 March 30, 2018, as supplemented
by the prospectus supplement dated July 18, 2016 and the index supplement dated July 18, 2016 relating to our
Global Medium-Term Notes, Series A, of which these Notes are a part. This pricing supplement, together with
the documents listed below, contains the terms of the Notes and supersedes all prior or contemporaneous oral
statements as well as any other written materials including preliminary or indicative pricing terms,
correspondence, trade ideas, structures for implementation, sample structures, brochures or other educational
materials of ours. You should carefully consider, among other things, the matters set forth in "Risk Factors" in the
prospectus supplement, as the Notes involve risks not associated with conventional debt securities. We urge you
to consult your investment, legal, tax, accounting and other advisors before you invest in the Notes.
If the terms discussed in this pricing supplement differ from those in the prospectus, prospectus supplement or
index supplement, the terms discussed herein will control.
When you read the prospectus supplement and the index supplement, note that all references to the prospectus
dated July 18, 2016, or to any sections therein, should refer instead to the accompanying prospectus dated
March 30, 2018, or to the corresponding sections of that prospectus.
You may access these documents on the SEC website at www.sec.gov as follows (or if such address has changed,
by reviewing our filings for the relevant date on the SEC website):
¨
Prospectus dated March 30, 2018:
http://www.sec.gov/Archives/edgar/data/312070/000119312518103150/d561709d424b3.htm
¨
Prospectus supplement dated July 18, 2016:
http://www.sec.gov/Archives/edgar/data/312070/000110465916132999/a16-14463_21424b3.htm
¨
Index supplement dated July 18, 2016:
http://www.sec.gov/Archives/edgar/data/312070/000110465916133002/a16-14463_22424b3.htm
Our SEC file number is 1-10257. As used in this pricing supplement, "we," "us" and "our" refer to Barclays Bank
PLC. In this pricing supplement, "Notes" refers to the Trigger Autocallable Contingent Yield Notes that are
offered hereby, unless the context otherwise requires.
PS- 2
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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, typically including volatility, interest rates and our internal
funding rates. Our internal funding rates (which are our internally published borrowing rates based on variables,
such as market benchmarks, our appetite for borrowing and our existing obligations coming to maturity) may vary
from the levels at which our benchmark debt securities trade in the secondary market. Our estimated value on the
Trade Date is based on our internal funding rates. Our estimated value of the Notes might be lower if such
valuation were based on the levels at which our benchmark debt securities trade in the secondary market.
Our estimated value of the Notes on the Trade Date is less than the initial issue price of the Notes. The
difference between the initial issue price of the Notes and our estimated value of the Notes results from several
factors, including any sales commissions to be paid to Barclays Capital Inc. or another affiliate of ours, any
selling concessions, discounts, commissions or fees to be allowed or paid to non-affiliated intermediaries, the
estimated profit that we or any of our affiliates expect to earn in connection with structuring the Notes, the
estimated cost that we may incur in hedging our obligations under the Notes, and estimated development and
other costs that we may incur in connection with the Notes.
Our estimated value on the Trade Date is not a prediction of the price at which the Notes may trade in the
secondary market, nor will it be the price at which Barclays Capital Inc. may buy or sell the Notes in the
secondary market. Subject to normal market and funding conditions, Barclays Capital Inc. or another affiliate of
ours intends to offer to purchase the Notes in the secondary market but it is not obligated to do so.
Assuming that all relevant factors remain constant after the Trade Date, the price at which Barclays Capital Inc.
may initially buy or sell the Notes in the secondary market, if any, and the value that we may initially use for
customer account statements, if we provide any customer account statements at all, may exceed our estimated
value on the Trade Date for a temporary period expected to be approximately 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
will no longer expect to incur over the term of the Notes. We made such discretionary election and determined
this temporary reimbursement period on the basis of a number of factors, which may include the tenor of the
Notes and/or any agreement we may have with the distributors of the Notes. The amount of our estimated costs
that we effectively reimburse to investors in this way may not be allocated ratably throughout the reimbursement
period, and we may discontinue such reimbursement at any time or revise the duration of the reimbursement
period after the initial issue date of the Notes based on changes in market conditions and other factors that
cannot be predicted.
We urge you 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 Pow er
Notw ithstanding any other agreements, arrangements or understandings betw een us and any holder of the
Notes, by acquiring the Notes, each holder of the Notes acknow ledges, accepts, agrees to be bound by and
consents to the exercise of, any U.K. Bail-in Pow er by the relev ant 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 Notes; (ii) the conversion of all, or a portion, of the principal amount of,
interest on, or any other amounts payable on, the Notes into shares or other securities or other obligations of
Barclays Bank PLC or another person (and the issue to, or conferral on, the holder of the Notes such shares,
securities or obligations); and/or (iii) the amendment or alteration of the maturity of the Notes, or amendment of
the amount of interest or any other amounts due on the Notes, or the dates on which interest or any other
amounts become payable, including by suspending payment for a temporary period; which U.K. Bail-in Power
may be exercised by means of a variation of the terms of the Notes solely to give effect to the exercise by the
relevant U.K. resolution authority of such U.K. Bail-in Power. Each holder of the Notes further acknowledges and
agrees that the rights of the holders of the Notes are subject to, and will be varied, if necessary, solely to give
effect to, the exercise of any U.K. Bail-in Power by the relevant U.K. resolution authority. For the avoidance of
doubt, this consent and acknowledgment is not a waiver of any rights holders of the Notes may have at law if and
to the extent that any U.K. Bail-in Power is exercised by the relevant U.K. resolution authority in breach of laws
applicable in England.
For more information, please see "Key Risks--You may lose some or all of your inv estment if any U.K. bail-
in pow er is exercised by the relev ant U.K. resolution authority" in this pricing supplement as w ell as "U.K.
Bail-in Pow er," "Risk Factors--Risks Relating to the Securities Generally--Regulatory action in the ev ent a
bank or inv estment firm in the Group is failing or likely to fail could materially adv ersely affect the v alue of
the securities" and "Risk Factors--Risks Relating to the Securities Generally--Under the terms of the
securities, you hav e agreed to be bound by the exercise of any U.K. Bail-in Pow er by the relev ant U.K.
resolution authority" in the accompanying prospectus supplement.
PS- 4
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Inv estor Suitability
The Notes may be suitable for you if:
The Notes may not be suitable for you if:
¨ You fully understand the risks inherent in an
¨ You do not fully understand the risks inherent in
investment in the Notes, including the risk of loss
an investment in the Notes, including the risk of
of your entire principal amount.
loss of your entire principal amount.
¨ You can tolerate a loss of a significant portion or all
¨ You require an investment designed to provide a
of your principal amount and are willing to make
full return of principal at maturity, you cannot
an investment that may have the full downside
tolerate a loss of a significant portion or all of
market risk of an investment in the Lesser
your principal amount or you are not willing to
Performing Underlying.
make an investment that may have the full
downside market risk of an investment in the
¨ You are willing and able to accept the individual
Lesser Performing Underlying.
market risk of each Underlying and understand
that any decline in the level of one Underlying
¨ You are unwilling or unable to accept the
will not be offset or mitigated by a lesser decline
individual market risk of each Underlying or do
or any potential increase in the level of the other
not understand that any decline in the level of
Underlying.
one Underlying will not be offset or mitigated by
a lesser decline or any potential increase in the
¨ You believe each Underlying is likely to close at or
level of the other Underlying.
above its Coupon Barrier on the specified
Observation Dates, and, if either Underlying does
¨ You do not believe each Underlying is likely to
not, you can tolerate receiving few or no
close at or above its Coupon Barrier on the
Contingent Coupons over the term of the Notes.
specified Observation Dates, or you cannot
tolerate receiving few or no Contingent Coupons
¨ You believe the Final Underlying Level of each
over the term of the Notes.
Underlying is not likely to be less than its
Downside Threshold and, if the Final Underlying
¨ You believe the Final Underlying Level of either
Level of either Underlying is less than its
Underlying is likely to be less than its Downside
Downside Threshold, you can tolerate a loss of a
Threshold, which could result in a total loss of
significant portion or all of your principal amount.
your principal amount.
¨ You understand and accept that you will not
¨ You seek an investment that participates in the full
participate in any appreciation of either
appreciation of either or both of the Underlyings
Underlying, which may be significant, and that
and whose return is not limited to any Contingent
your return potential on the Notes is limited to any
Coupons paid on the Notes.
Contingent Coupons paid on the Notes.
¨ You cannot tolerate fluctuations in the price of the
¨ You can tolerate fluctuations in the price of the
Notes prior to maturity that may be similar to or
Notes prior to maturity that may be similar to or
exceed the downside fluctuations in the levels of
exceed the downside fluctuations in the levels of
the Underlyings.
the Underlyings.
¨ You are unable or unwilling to hold Notes that will
¨ You are willing and able to hold Notes that will be
be called on the earliest Observation Date
called on the earliest Observation Date (quarterly,
(quarterly, beginning on November 29, 2019) on
beginning on November 29, 2019) on which the
which the Closing Level of each Underlying is
Closing Level of each Underlying is greater than
greater than or equal to its Initial Underlying
or equal to its Initial Underlying Level, and you
Level, or you are unable or unwilling to hold the
are otherwise willing and able to hold the Notes to
Notes to maturity and seek an investment for
maturity and accept that there may be little or no
which there will be an active secondary market.
secondary market for the Notes.
¨ You are unwilling to invest in the Notes based on
¨ You are willing to invest in the Notes based on the
the Contingent Coupon Rate specified on the
Contingent Coupon Rate specified on the cover of
cover of this pricing supplement.
this pricing supplement.
¨ You seek guaranteed current income from your
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¨ You do not seek guaranteed current income from
investment, you are unwilling to accept the risk of
this investment, you are willing to accept the risk
contingent yield or you prefer to receive any
of contingent yield and you are willing to forgo
dividends paid on the securities composing the
any dividends paid on the securities composing
Underlyings.
the Underlyings.
¨ You do not understand or are not willing to accept
¨ You understand and are willing to accept the risks
the risks associated with each Underlying.
associated with each Underlying.
¨ You prefer the lower risk, and therefore accept the
¨ You are willing and able to assume the credit risk of
potentially lower returns, of fixed income
Barclays Bank PLC, as issuer of the Notes, for all
investments with comparable maturities and
payments under the Notes and understand that if
credit ratings.
Barclays Bank PLC were to default on its payment
obligations or become subject to the exercise of
¨ You are not willing or are unable to assume the
any U.K. Bail-in Power, you might not receive any
credit risk of Barclays Bank PLC, as issuer of the
amounts due to you under the Notes, including
Notes, for all payments due to you under the
any repayment of principal.
Notes, including any repayment of principal.
The suitability considerations identified abov e are not exhaustiv e. Whether or not the Notes are a suitable
inv estment for you w ill depend on your indiv idual circumstances, and you should reach an inv estment
decision only after you and your inv estment, legal, tax, accounting and other adv isors hav e carefully
considered the suitability of an inv estment in the Notes in light of your particular circumstances. You should
also rev iew 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 inv estment in the
Notes. For more information about the Underlyings, please see the sections titled "Nasdaq-100 Index®" and
"S&P 500® 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 three years, unless called earlier
Reference Assets3: The Nasdaq-100 Index® (Bloomberg ticker symbol "NDX<Index>") and the S&P 500® Index
(Bloomberg ticker symbol "SPX<Index>") (each an "Underlying" and together the
"Underlyings")
Automatic Call
The Issuer will automatically call the Notes if the Closing Level of each Underlying on any
Feature:
Observation Date (quarterly, beginning on November 29, 2019) is greater than or equal to its
Initial Underlying Level. If the Notes are automatically called, the Issuer will pay the principal
amount of your Notes plus the Contingent Coupon due on the Coupon Payment Date that is
also the Call Settlement Date, and no further amounts will be owed to you under the Notes.
Observation
As set forth under the "Observation Dates" column of the table under "Observation
Dates2:
Dates/Coupon Payment Dates/Call Settlement Dates" below. The final Observation Date, May
31, 2022, is the "Final Valuation Date."
Call Settlement
As set forth under the "Coupon Payment Dates/Call Settlement Dates" column of the table
Dates2:
under "Observation Dates/Coupon Payment Dates/Call Settlement Dates" below
Contingent
If the Closing Lev el of each Underlying is greater than or equal to its Coupon Barrier on
Coupon:
any Observ ation Date, the Issuer will pay you the Contingent Coupon applicable to that
Observation Date.
If the Closing Lev el of either Underlying is less than its Coupon Barrier on any
Observ ation Date, the Contingent Coupon applicable to that Observation Date will not
accrue or be payable and the Issuer will not make any payment to you on the related Coupon
Payment Date.
The Contingent Coupon is a fixed amount potentially payable quarterly based on the per
annum Contingent Coupon Rate.
Coupon Barrier:
With respect to each Underlying, a percentage of the Initial Underlying Level of that
Underlying, as specified on the cover of this pricing supplement
Coupon Payment As set forth under the "Coupon Payment Dates/Call Settlement Dates" column of the table
Dates2:
under "Observation Dates/Coupon Payment Dates/Call Settlement Dates" below
Contingent
The Contingent Coupon Rate is 10.10% per annum. Accordingly, the Contingent Coupon
Coupon Rate:
with respect to each Observation Date is equal to $0.2525 per Note and will be payable only
for each Observation Date on which the Closing Level of each Underlying is greater than or
equal to its Coupon Barrier.
Whether Contingent Coupons w ill be paid on the Notes w ill depend on the performance of
the Underlyings. The Issuer w ill not pay you the Contingent Coupon for any Observ ation
Date on w hich the Closing Lev el of either Underlying is less than its Coupon Barrier.
Payment at
If the Notes are not automatically called and the Final Underlying Lev el of each
Maturity (per
Underlying is greater than or equal to its Dow nside Threshold (w hich equals its Coupon
Note):
Barrier), the Issuer will pay you a cash payment on the Maturity Date equal to $10 per Note
plus the Contingent Coupon due on the Coupon Payment Date that is also the Maturity Date.
If the Notes are not automatically called and the Final Underlying Lev el of either
Underlying is less than its Dow nside Threshold, the Issuer will pay you a cash payment on
the Maturity Date per Note that is less than your principal amount, if anything, resulting in a
percentage loss of principal equal to the negative Underlying Return of the Lesser Performing
Underlying, calculated as follows:
$10 × (1 + Underlying Return of the Lesser Performing Underlying)
Accordingly, you may lose a significant portion or all of your principal at maturity,
depending on how much the Lesser Performing Underlying declines, regardless of the
performance of the other Underlying. Any payment on the Notes, including any repayment
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of principal, is subject to the creditworthiness of Barclays Bank PLC and is not
guaranteed by any third party.
Underlying Return: With respect to each Underlying:
Final Underlying Level Initial Underlying Level
Initial Underlying Level
Lesser Performing The Underlying with the lower Underlying Return
Underlying:
Downside
With respect to each Underlying, a percentage of the Initial Underlying Level of that
Threshold:
Underlying, as 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
Level:
specified on the cover of this pricing supplement
Final Underlying
With respect to each Underlying, the Closing Level of that Underlying on the Final Valuation
Level:
Date
Closing Level3:
With respect to each Underlying, Closing Level has the meaning set forth under "Reference
Assets--Indices--Special Calculation Provisions" in the prospectus supplement.
Calculation Agent: Barclays Bank PLC
1 Terms used in this pricing supplement, but not defined herein, shall have the meanings ascribed to them in
the prospectus supplement.
2 Each Observation Date may be postponed if that Observation Date is not a scheduled trading day with respect
to either Underlying or if a market disruption event occurs with respect to either Underlying on that
Observation Date as described under "Reference Assets--Indices--Market Disruption Events for Securities with
an Index of Equity Securities as a Reference Asset" and "Reference Assets--Least or Best Performing
Reference Asset--Scheduled Trading Days and Market Disruption Events for Securities Linked to the
Reference Asset with the Lowest or Highest Return in a Group of Two or More Equity Securities, Exchange-
Traded Funds and/or Indices of Equity Securities" in the prospectus supplement. In addition, a Coupon
Payment Date, a Call Settlement Date and/or the Maturity Date will be postponed if that day is not a business
day or if the relevant Observation Date is postponed as described under "Terms of the Notes--Payment Dates"
in the accompanying prospectus supplement.
3 If an Underlying is discontinued or if the sponsor of an Underlying fails to publish that Underlying, the
Calculation Agent may select a successor underlying or, if no successor underlying is available, will calculate
the value to be used as the Closing Level of that Underlying. In addition, the Calculation Agent will calculate
the value to be used as the Closing Level of an Underlying in the event of certain changes in or modifications
to that Underlying. For more information, see "Reference Assets--Indices--Adjustments Relating to Securities
with an Index as a Reference Asset" in the accompanying prospectus supplement.
PS- 6
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