Obligation Barclay PLC 11.65% ( US06747B6965 ) en USD

Barclay PLC

100 % ▲

Royaume-Uni

US06747B6965 ( en USD )

11.65% par an ( paiement semestriel )

20/05/2022 - Obligation échue

Prospectus brochure de l'obligation Barclays PLC US06747B6965 en USD 11.65%, échue

1 000 USD

06747B696

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 Barclays PLC (ISIN : US06747B6965, CUSIP : 06747B696), émise au Royaume-Uni en USD, avec un taux d'intérêt de 11,65%, une taille minimale d'achat de 1000 et une maturité le 20/05/2022, a été remboursée à 100% à sa date d'échéance, avec une fréquence de paiement semestrielle.

424B2 1 dp107003_424b2-2395ubs.htm FORM 424B2

Pricing Supplement dated May 17, 2019
Filed Pursuant to Rule 424(b)(2)
Registration Statement No. 333-212571
$7,950,000 Barclays Bank PLC Trigger Callable Contingent Yield Notes (daily coupon observation)
Link e d t o t he le a st pe rform ing of t he Russe ll 2 0 0 0 ® I nde x , t he S& P 5 0 0 ® I nde x a nd t he EU RO ST OX X 5 0 ®
I nde x due M a y 2 0 , 2 0 2 2
I nve st m e nt De sc ript ion
Trigger Callable Contingent Yield Notes (the "Notes") are unsecured and unsubordinated debt obligations issued by Barclays Bank
PLC (the "Issuer") linked to the least performing of the Russell 2000® Index, the S&P 500® Index and the EURO STOXX 50®
Index (each an "Underlying" and together the "Underlyings"). On a quarterly basis, unless the Notes have been previously called,
the Issuer will pay you a coupon (the "Contingent Coupon") if the Closing Level of each Underlying is greater than or equal to its
specified Coupon Barrier on each scheduled trading day during the applicable Observation Period. However, if the Closing Level of
any Underlying is less than its Coupon Barrier on any scheduled trading day during an Observation Period, no Contingent Coupon
payment will be made with respect to that Observation Period. The Issuer may, at its election, call the Notes on any Observation
End Date (quarterly, beginning on November 18, 2019) other than the Final Valuation Date, regardless of the Closing Level of any
Underlying on that Observation End Date. If the Issuer elects to call the Notes prior to maturity, the Issuer will pay the principal
amount of your Notes plus any Contingent Coupon that may be 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 Issuer does not elect to call the Notes prior to maturity
and the Closing Level of each Underlying on the Final Valuation Date (the "Final Underlying Level") is greater than or equal to its
specified Downside Threshold (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 any Contingent Coupon that may be due on the Coupon Payment Date that is also the
Maturity Date. However, if the Final Underlying Level of any Underlying is less than its Downside Threshold, the Issuer 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 "Least Performing Underlying"). In this
case, you will have full downside exposure to the Least Performing Underlying from its Initial Underlying Level to its Final
Underlying Level, and could lose all of your principal. I nve st ing in t he N ot e s involve s signific a nt risk s. Y ou m a y lose a
signific a nt port ion or a ll of your princ ipa l. Y ou m a y re c e ive fe w or no Cont inge nt Coupons during t he t e rm of
t he N ot e s. Y ou w ill be e x pose d t o t he m a rk e t risk of e a c h U nde rlying on e a c h sc he dule d t ra ding da y during
t he Obse rva t ion Pe riods a nd a ny de c line in t he le ve l of one U nde rlying m a y ne ga t ive ly a ffe c t your re t urn
a nd w ill not be offse t or m it iga t e d by a le sse r de c line or a ny pot e nt ia l inc re a se in t he le ve l of t he ot he r
U nde rlyings. T he Fina l U nde rlying Le ve l of e a c h U nde rlying is obse rve d re la t ive t o it s Dow nside T hre shold
only on t he Fina l V a lua t ion Da t e , a nd t he c ont inge nt re pa ym e nt of princ ipa l a pplie s only if you hold t he
N ot e s t o m a t urit y. Ge ne ra lly, t he highe r t he Cont inge nt Coupon Ra t e on a N ot e , t he gre a t e r t he risk of loss
on t ha t N ot e . Y our re t urn pot e nt ia l on t he N ot e s is lim it e d t o a ny Cont inge nt Coupons pa id on t he N ot e s,
a nd you w ill not pa rt ic ipa t e in a ny a ppre c ia t ion of a ny U nde rlying. Any pa ym e nt on t he N ot e s, inc luding a ny
re pa ym e nt of princ ipa l, is subje c t t o t he c re dit w ort hine ss of Ba rc la ys Ba nk PLC a nd is not gua ra nt e e d by
a ny t hird pa rt y. I f Ba rc la ys Ba nk PLC w e re t o de fa ult on it s pa ym e nt obliga t ions or be c om e subje c t t o t he
e x e rc ise of a ny U .K . Ba il-in Pow e r (a s de sc ribe d on pa ge PS-4 of t his pric ing supple m e nt ) by t he re le va nt
U .K . re solut ion a ut horit y, you m ight not re c e ive a ny a m ount s ow e d t o you unde r t he N ot e s. Se e "Conse nt t o
U .K . Ba il-in Pow e r" in t his pric ing supple m e nt a nd "Risk Fa c t ors" in t he a c c om pa nying prospe c t us
supple m e nt .
Fe a t ure s
Key Dates1
Contingent Coupon: Unless the Notes have been
Trade Date:
May 17, 2019
previously called, the Issuer will pay you a Contingent
Settlement Date:
May 22, 2019
Coupon with respect to each Observation Period if the
Observation Periods /
Quarterly (callable beginning
Closing Level of each Underlying is greater than or equal to
Observation End Dates:
November 18, 2019) (see page
its Coupon Barrier on each scheduled trading day during
PS-8)
that Observation Period. However, if the Closing Level of
Final Valuation Date:
May 17, 2022
any Underlying is less than its Coupon Barrier on any
scheduled trading day during an Observation Period, no
Maturity Date:
May 20, 2022
Contingent Coupon payment will be made with respect to
1 With respect to each Underlying, the Initial Underlying Level is
that Observation Period.
the Closing Level of that Underlying on May 16, 2019 and is
Issuer Call: The Issuer may, at its election and upon
not the Closing Level of that Underlying on the Trade Date. See
written notice to the trustee, call the Notes on any
"Supplemental Plan of Distribution" for more details on the
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Observation End Date (quarterly, beginning on November
expected Settlement Date. In addition, the Observation Dates,
18, 2019) other than the Final Valuation Date, regardless of
including the Final Valuation Date, and the Maturity Date are
the Closing Level of any Underlying on that Observation
subject to postponement. See "Final Terms" on page PS-6 of this
End Date. If the Notes are called, the Issuer will pay the
pricing supplement.
principal amount of your Notes plus any Contingent Coupon
that may be 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.
Dow nside Exposure w ith Contingent Repayment
of Princ ipa l a t M a t urit y: If the Notes are not 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 any Contingent Coupon that may
be due on the Coupon Payment Date that is also the
Maturity Date. However, if the Final Underlying Level of any
Underlying is less than its Downside Threshold, the Issuer
will repay less than your principal amount, if anything,
resulting in a percentage loss of principal equal to the
negative Underlying Return of the Least Performing
Underlying. The contingent repayment of principal applies
only if you hold the Notes to maturity. Any payment on the
Notes, including any repayment of principal, is subject to the
creditworthiness of Barclays Bank PLC.
N OT I CE T O I N V EST ORS: T H E N OT ES ARE SI GN I FI CAN T LY RI SK I ER T H AN CON V EN T I ON AL DEBT
I N ST RU M EN T S. T H E I SSU ER I S N OT N ECESSARI LY OBLI GAT ED T O REPAY T H E FU LL PRI N CI PAL AM OU N T
OF T H E N OT ES AT M AT U RI T Y , AN D T H E N OT ES CAN H AV E T H E FU LL DOWN SI DE M ARK ET RI SK OF T H E
LEAST PERFORM I N G U N DERLY I N G. T H I S M ARK ET RI SK I S I N ADDI T I ON T O T H E CREDI T RI SK I N H EREN T
I N PU RCH ASI N G A DEBT OBLI GAT I ON OF BARCLAY S BAN K PLC. Y OU SH OU LD N OT PU RCH ASE T H E N OT ES
I F Y OU DO N OT U N DERST AN D OR ARE N OT COM FORT ABLE WI T H T H E SI GN I FI CAN T RI SK S I N V OLV ED I N
I N V EST I N G I N T H E N OT ES.
Y OU SH OU LD CAREFU LLY CON SI DER T H E RI SK S DESCRI BED U N DER "K EY RI SK S" BEGI N N I N G ON PAGE
PS-9 OF T H I S PRI CI N G SU PPLEM EN T AN D "RI SK FACT ORS" BEGI N N I N G ON PAGE S -7 OF T H E
PROSPECT U S SU PPLEM EN T BEFORE PU RCH ASI N G AN Y N OT ES. EV EN T S RELAT I N G T O AN Y OF T H OSE
RI SK S, OR OT H ER RI SK S AN D U N CERT AI N T I ES, COU LD ADV ERSELY AFFECT T H E M ARK ET V ALU E OF, AN D
T H E RET U RN ON , Y OU R N OT ES. Y OU M AY LOSE A SI GN I FI CAN T PORT I ON OR ALL OF Y OU R PRI N CI PAL
AM OU N T . T H E N OT ES WI LL N OT BE LI ST ED ON AN Y SECU RI T I ES EX CH AN GE.
N OT WI T H ST AN DI N G AN Y OT H ER AGREEM EN T S, ARRAN GEM EN T S OR U N DERST AN DI N GS BET WEEN
BARCLAY S BAN K PLC AN D AN Y H OLDER OF T H E N OT ES, BY ACQU I RI N G T H E N OT ES, EACH H OLDER OF
T H E N OT ES ACK N OWLEDGES, ACCEPT S, AGREES T O BE BOU N D BY AN D CON SEN T S T O T H E EX ERCI SE OF,
AN Y U .K . BAI L-I N POWER BY T H E RELEV AN T U .K . RESOLU T I ON AU T H ORI T Y . SEE "CON SEN T T O U .K . BAI L-
I N POWER" ON PAGE PS-4 OF T H I S PRI CI N G SU PPLEM EN T .
N ot e Offe ring
We are offering Trigger Callable Contingent Yield Notes linked to the least performing of the Russell 2000® Index, the S&P 500®
Index and the EURO STOXX 50® Index. 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.
I nit ia l
Cont inge nt
Dow nside
U nde rlying
U nde rlying
Coupon Ba rrie r* *
CU SI P/ I SI N
Coupon Ra t e
T hre shold* *
Le ve l*
Russell 2000®
1,557.239
1,167.929, which is 75.00% of
1,167.929, which is
Index (RTY)
the Initial Underlying Level
75.00% of the Initial
Underlying Level
S&P 500®
2,876.32
2,157.24, which is 75.00% of
2,157.24, which is
06747B696 /
Index (SPX)
11.65% per annum
the Initial Underlying Level
75.00% of the Initial
US06747B6965
Underlying Level
EURO STOXX
3,438.56
2,578.92, which is 75.00% of
2,578.92, which is
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50® Index
the Initial Underlying Level
75.00% of the Initial
(SX5E)
Underlying Level
* With respect to each Underlying, the Initial Underlying Level is the Closing Level of that Underlying on May 16, 2019 and is not the Closing
Level of that Underlying on the Trade Date.
** Rounded to three decimal places for the Russell 2000® Index and rounded to two decimal places for the S&P 500® Index and the EURO
STOXX 50® Index
Se e "Addit iona l I nform a t ion a bout Ba rc la ys Ba nk PLC a nd t he N ot e s" on pa ge PS-2 of t his pric ing
supple m e nt . T he N ot e s w ill ha ve t he t e rm s spe c ifie d in t he prospe c t us da t e d M a rc h 3 0 , 2 0 1 8 , t he
prospe c t us supple m e nt da t e d J uly 1 8 , 2 0 1 6 , t he inde x supple m e nt da t e d J uly 1 8 , 2 0 1 6 a nd t his pric ing
supple m e nt .
N e it he r t he U .S. Se c urit ie s a nd Ex c ha nge Com m ission (t he "SEC") nor a ny st a t e se c urit ie s c om m ission ha s
a pprove d or disa pprove d of t he N ot e s or de t e rm ine d t ha t t his pric ing supple m e nt is t rut hful or c om ple t e .
Any re pre se nt a t ion t o t he c ont ra ry is a c rim ina l offe nse .
We m a y use t his pric ing supple m e nt in t he init ia l sa le of t he N ot e s. I n a ddit ion, Ba rc la ys Ca pit a l I nc . or a ny
ot he r of our a ffilia t e s m a y use t his pric ing supple m e nt in m a rk e t re sa le t ra nsa c t ions in a ny of t he N ot e s
a ft e r t he ir init ia l sa le . U nle ss w e or our a ge nt inform s you ot he rw ise in t he c onfirm a t ion of sa le , t his pric ing
supple m e nt is be ing use d in a m a rk e t re sa le t ra nsa c t ion.
The Notes constitute our unsecured and unsubordinated obligations. The Notes are not deposit liabilities of Barclays Bank PLC and
are not covered by the U.K. Financial Services Compensation Scheme or insured by the U.S. Federal Deposit Insurance
Corporation or any other governmental agency or deposit insurance agency of the United States, the United Kingdom or any other
jurisdiction.
Proc e e ds t o Ba rc la ys Ba nk

I nit ia l I ssue Pric e 1
U nde rw rit ing Disc ount
PLC
Per Note
$10.00
$0.15
$9.85
Total
$7,950,000
$119,250
$7,830,750
1 Our estimated value of the Notes on the Trade Date, based on our internal pricing models, is $9.738 per Note. The
e st im a t e d va lue is le ss t ha n t he init ia l issue pric e of t he N ot e s. Se e "Addit iona l I nform a t ion Re ga rding Our
Est im a t e d V a lue of t he N ot e s" on pa ge PS -3 of t his pric ing supple m e nt .
U BS Fina nc ia l Se rvic e s I nc .
Ba rc la ys Ca pit a l I nc .

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

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

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

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

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

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¨
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 Callable Contingent Yield Notes that are offered hereby, unless the context otherwise
requires.

PS-2

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

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

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

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

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

PS-3

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

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

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

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

PS-4

I nve st or Suit a bilit y
T he N ot e s m a y be suit a ble for you if:
T he N ot e s m a y not be suit a ble for you if:

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

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

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

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

or mitigated by a lesser decline or any potential increase in
¨ You believe each Underlying is likely to close at or above its
the level of the other Underlyings.
Coupon Barrier on each scheduled trading day during each

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

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

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

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

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

¨ You are willing and able to hold Notes that the Issuer may
¨ You are unable or unwilling to hold Notes that the Issuer may
elect to call on any Observation End Date (quarterly,
elect to call on any Observation End Date (quarterly,
beginning on November 18, 2019) other than the Final
beginning on November 18, 2019) other than the Final
Valuation Date, and you are otherwise willing and able to
Valuation Date, or you are unable or unwilling to hold the
hold the Notes to maturity and accept that there may be
Notes to maturity and seek an investment for which there
little or no secondary market for the Notes.
will be an active secondary market.

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

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

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

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

T he suit a bilit y c onside ra t ions ide nt ifie d a bove a re not e x ha ust ive . Whe t he r or not t he N ot e s a re a suit a ble
inve st m e nt for you w ill de pe nd on your individua l c irc um st a nc e s, a nd you should re a c h a n inve st m e nt
de c ision only a ft e r you a nd your inve st m e nt , le ga l, t a x , a c c ount ing a nd ot he r a dvisors ha ve c a re fully
c onside re d t he suit a bilit y of a n inve st m e nt in t he N ot e s in light of your pa rt ic ula r c irc um st a nc e s. Y ou
should a lso re vie w c a re fully t he "K e y Risk s" be ginning on pa ge PS-9 of t his pric ing supple m e nt a nd t he
"Risk Fa c t ors" be ginning on pa ge S -7 of t he prospe c t us supple m e nt for risk s re la t e d t o a n inve st m e nt in t he
N ot e s. For m ore inform a t ion a bout t he U nde rlyings, ple a se se e t he se c t ions t it le d "Russe ll 2 0 0 0 ® I nde x ,"
"S& P 5 0 0 ® I nde x " a nd "EU RO ST OX X 5 0 ® I nde x " be low .

PS-5

Fina l T e rm s1
Issuer:
Barclays Bank PLC
Principal Amount:
$10 per Note (subject to minimum investment of 100 Notes)
Term2:
Approximately three years, unless called earlier at the election of the Issuer
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Reference Assets3:
The Russell 2000® Index (Bloomberg ticker symbol "RTY<Index>"), the S&P 500® Index
(Bloomberg ticker symbol "SPX<Index>") and the EURO STOXX 50® Index (Bloomberg ticker
symbol "SX5E<Index>") (each an "Underlying" and together the "Underlyings")
Issuer Call:
The Issuer may elect to call the Notes on any Observation End Date (quarterly, beginning on
November 18, 2019) other than the Final Valuation Date, regardless of the Closing Level of any
Underlying on that Observation End Date. If the Notes are called, the Issuer will pay the principal
amount of your Notes plus any Contingent Coupon that may be 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 End Dates2:
As set forth under the "Observation End Dates" column of the table under "Observation
Periods/Observation End Dates/Coupon Payment Dates/Call Settlement Dates" below. The final
Observation End Date, May 17, 2022, is the "Final Valuation Date."
Observation Periods:
There are twelve quarterly Observation Periods. The first Observation Period will consist of each
scheduled trading day from but excluding the Trade Date to and including the first Observation
End Date. Each subsequent Observation Period will consist of each scheduled trading day from
but excluding an Observation End Date to and including the next following Observation End Date.
Call Settlement Dates2:
As set forth under the "Coupon Payment Dates/Call Settlement Dates" column of the table under
"Observation Periods/Observation End Dates/Coupon Payment Dates/Call Settlement Dates"
below
Contingent Coupon:
I f t he Closing Le ve l of e a c h U nde rlying is gre a t e r t ha n or e qua l t o it s Coupon
Ba rrie r on e a c h sc he dule d t ra ding da y during a n Obse rva t ion Pe riod, t he I ssue r
w ill pa y you t he Cont inge nt Coupon a pplic a ble t o t ha t Obse rva t ion Pe riod.
If the Closing Level of any Underlying is less than its Coupon Barrier on any scheduled trading
day during an Observation Period, the Contingent Coupon applicable to that Observation Period
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.
If a market disruption event occurs with respect to an Underlying on any scheduled trading day
during an Observation Period (other than an Observation End Date), that day for that Underlying
will be disregarded for purposes of determining whether a Contingent Coupon is payable with
respect to the applicable Observation Period.
Coupon Barrier:
With respect to each Underlying, a percentage of the Initial Underlying Level of that Underlying,
as specified on the cover of this pricing supplement
Coupon Payment Dates2:
As set forth under the "Coupon Payment Dates/Call Settlement Dates" column of the table under
"Observation Periods/Observation End Dates/Coupon Payment Dates/Call Settlement Dates"
below
Contingent Coupon Rate:
The Contingent Coupon Rate is 11.65% per annum. Accordingly, the Contingent Coupon with
respect to each Observation Period is equal to $0.2913 per Note and will be payable only for
each Observation Period in which the Closing Level of each Underlying is greater than or equal
to its Coupon Barrier on each scheduled trading day during that Observation Period.
Whe t he r Cont inge nt Coupons w ill be pa id on t he N ot e s w ill de pe nd on t he
pe rform a nc e of t he U nde rlyings. T he I ssue r w ill not pa y you t he Cont inge nt
Coupon for a ny Obse rva t ion Pe riod in w hic h t he Closing Le ve l of a ny U nde rlying
is le ss t ha n it s Coupon Ba rrie r on a ny sc he dule d t ra ding da y during t ha t
Obse rva t ion Pe riod.
Payment
I f t he I ssue r doe s not e le c t t o c a ll t he N ot e s a nd t he Fina l U nde rlying Le ve l of
at Maturity
e a c h U nde rlying is gre a t e r t ha n or e qua l t o it s Dow nside T hre shold (w hic h
(per Note):
e qua ls it s Coupon Ba rrie r), the Issuer will pay you a cash payment on the Maturity Date
equal to $10 per Note plus any Contingent Coupon that may be due on the Coupon Payment
Date that is also the Maturity Date.
I f t he I ssue r doe s not e le c t t o c a ll t he N ot e s a nd t he Fina l U nde rlying Le ve l of
a ny U nde rlying is le ss t ha n it s Dow nside T hre shold, the Issuer will pay you a cash
payment on the Maturity Date per Note that is less than your principal amount, if anything,
resulting in a percentage loss of principal equal to the negative Underlying Return of the Least
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Performing Underlying, calculated as follows:
$10 × (1 + Underlying Return of the Least Performing Underlying)
Accordingly, you may lose a significant portion or all of your principal at maturity,
depending on how much the Least Performing Underlying declines, regardless of the
performance of the other Underlyings. Any payment on the Notes, including any repayment
of principal, is subject to the creditworthiness of Barclays Bank PLC and is not guaranteed
by any third party.
Underlying Return:
With respect to each Underlying:
Final Underlying Level Initial Underlying Level
Initial Underlying Level
Least Performing Underlying:
The Underlying with the lowest Underlying Return
Downside Threshold:
With respect to each Underlying, a percentage of the Initial Underlying Level of that Underlying,
as specified on the cover of this pricing supplement
Initial Underlying Level:
With respect to each Underlying, the Closing Level of that Underlying on May 16, 2019, as
specified on the cover of this pricing supplement. The Initial Underlying Level for each Underlying
is not the Closing Level of that Underlying on the Trade Date.
Final Underlying Level:
With respect to each Underlying, the Closing Level of that Underlying on the Final Valuation Date
Closing Level3:
With respect to each Underlying, Closing Level has the meaning set forth under "Reference
Assets--Indices--Special Calculation Provisions" in the prospectus supplement.
Calculation Agent:
Barclays Bank PLC
1
Terms used in this pricing supplement, but not defined herein, shall have the meanings ascribed to them in the prospectus supplement.
2
Each Observation End Date may be postponed if that Observation End Date is not a scheduled trading day with respect to any Underlying or
if a market disruption event occurs with respect to any Underlying on that Observation End Date as described under "Reference Assets--
Indices--Market Disruption Events for Securities with an Index of Equity Securities as a Reference Asset" and "Reference Assets--Least or
Best Performing Reference Asset--Scheduled Trading Days and Market Disruption Events for Securities Linked to the Reference Asset with
the Lowest or Highest Return in a Group of Two or More Equity Securities, Exchange-Traded Funds and/or Indices of Equity Securities" in
the prospectus supplement. In addition, a Coupon Payment Date, a Call Settlement Date and/or the Maturity Date will be postponed if that
day is not a business day or if the relevant Observation End Date is postponed as described under "Terms of the Notes--Payment Dates" in
the accompanying prospectus supplement.
3
If an Underlying is discontinued or if the sponsor of an Underlying fails to publish that Underlying, the Calculation Agent may select a
successor underlying or, if no successor underlying is available, will calculate the value to be used as the Closing Level of that Underlying. In
addition, the Calculation Agent will calculate the value to be used as the Closing Level of an Underlying in the event of certain changes in or
modifications to that Underlying. For more information, see "Reference Assets--Indices--Adjustments Relating to Securities with an Index
as a Reference Asset" in the accompanying prospectus supplement.

PS-6

I nve st m e nt T im e line

The Closing Level of each Underlying (the Initial Underlying Level) is observed and the Coupon
M a y 1 6 , 2 0 1 9 :
Barrier and Downside Threshold of each Underlying are determined.

If the Closing Level of each Underlying is greater than or equal to its Coupon Barrier on each
scheduled trading day during an Observation Period, the Issuer will pay you the Contingent
Coupon applicable to that Observation Period.
H ow e ve r, if t he Closing Le ve l of a ny U nde rlying is le ss t ha n it s Coupon Ba rrie r
Qua rt e rly (c a lla ble by
on a ny sc he dule d t ra ding da y during a n Obse rva t ion Pe riod, no Cont inge nt
I ssue r a t it s e le c t ion
Coupon pa ym e nt w ill be m a de w it h re spe c t t o t ha t Obse rva t ion Pe riod.
be ginning N ove m be r
The Issuer may, at its election and upon written notice to the trustee, call the Notes on any
1 8 , 2 0 1 9 ):
Observation End Date (quarterly, beginning on November 18, 2019) other than the Final
Valuation Date, regardless of the Closing Level of any Underlying on that Observation End Date.
If the Issuer elects to call the Notes, the Issuer will pay the principal amount of your Notes plus
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any Contingent Coupon that may be 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.

The Final Underlying Level of each Underlying is determined as of the Final Valuation Date.
If the Issuer does not elect to call the Notes and the Final Underlying Level of each Underlying is
greater than or equal to its Downside Threshold (which equals its Coupon Barrier), the Issuer will
pay you a cash payment on the Maturity Date equal to $10 per Note plus any Contingent Coupon
that may be due on the Coupon Payment Date that is also the Maturity Date.
If the Issuer does not elect to call the Notes and the Final Underlying Level of any Underlying is
less than its Downside Threshold, the Issuer will pay you a cash payment on the Maturity Date
M a t urit y Da t e :
per Note that is less than your principal amount, if anything, resulting in a percentage loss of
principal equal to the negative Underlying Return of the Least Performing Underlying, calculated
as follows:
$10 × (1 + Underlying Return of the Least Performing Underlying)
Accordingly, you may lose a significant portion or all of your principal at maturity,
depending on how much the Least Performing Underlying declines, regardless of the
performance of the other Underlyings.

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

PS-7

Obse rva t ion Pe riods* /Obse rva t ion End Da t e s/Coupon Pa ym e nt Da t e s/Ca ll Se t t le m e nt Da t e s
Obse rva t ion End Da t e s
Coupon Pa ym e nt Da t e s / Ca ll Se t t le m e nt Da t e s
August 16, 2019**
August 20, 2019**
November 18, 2019
November 20, 2019
February 18, 2020
February 20, 2020
May 18, 2020
May 20, 2020
August 17, 2020
August 19, 2020
November 16, 2020
November 18, 2020
February 16, 2021
February 18, 2021
May 17, 2021
May 19, 2021
August 16, 2021
August 18, 2021
November 16, 2021
November 18, 2021
February 16, 2022
February 18, 2022
May 17, 2022***
May 20, 2022***
*There are twelve quarterly Observation Periods. The first Observation Period will consist of each scheduled trading day from but excluding the
Trade Date to and including the first Observation End Date. Each subsequent Observation Period will consist of each scheduled trading day
from but excluding an Observation End Date to and including the next following Observation End Date.
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**The Notes are NOT callable at the election of the Issuer until the second Observation End Date, which is November 18, 2019. Thus, the first
Call Settlement Date will be on or about November 20, 2019.
***The Issuer may not elect to call the Notes on the Final Valuation Date. Thus, the Maturity Date is not a Call Settlement Date.

PS-8

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

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

¨
I f t he I ssue r doe s not e le c t t o c a ll t he N ot e s, t he pa ym e nt a t m a t urit y, if a ny, is c a lc ula t e d ba se d sole ly
on t he pe rform a nc e of t he Le a st Pe rform ing U nde rlying -- If the Issuer does not elect to call the Notes pursuant to
the Call Feature, the payment at maturity, if any, will be linked solely to the performance of the Least Performing Underlying. As
a result, in the event that the Final Underlying Level of the Least Performing Underlying is less than its Downside Threshold,
the Underlying Return of only the Least Performing Underlying will be used to determine the return on your Notes, and you will
not benefit from the performance of the other Underlyings, even if the Final Underlying Level of any of the other Underlyings is
greater than or equal to its Downside Threshold or Initial Underlying Level.

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

¨
T he Cont inge nt Coupon pa ym e nt s a re ba se d on t he Closing Le ve l of e a c h U nde rlying t hroughout t he
Obse rva t ion Pe riods -- Whether a Contingent Coupon payment will be made with respect to an Observation Period will be
based on the Closing Level of each Underlying on each scheduled trading day during that Observation Period. As a result, you
will not know whether you will receive the Contingent Coupon with respect to an Observation Period until the end of that
Observation Period. Moreover, because each Contingent Coupon payment is based solely on the Closing Level of each
Underlying on any scheduled trading day during an Observation Period, if the Closing Level of any Underlying on any scheduled
trading day during an Observation Period is less than its Coupon Barrier, you will not receive any Contingent Coupon with
respect to that Observation Period, even if the Closing Level of that Underlying was higher on other days during that
Observation Period.

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

¨
Y our re t urn pot e nt ia l on t he N ot e s is lim it e d t o a ny Cont inge nt Coupons pa id on t he N ot e s, a nd you w ill
not pa rt ic ipa t e in a ny a ppre c ia t ion of a ny U nde rlying -- The return potential of the Notes is limited to the pre-
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Document Outline

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