Barclays PLC — Capital/Financing Update 2015

Jan 13, 2015

BARCLAYS BANK PLC

(Incorporated with limited liability in England and Wales)

GBP 1,500,000 Equity Index Linked Securities due January 2021 under the Global Structured Securities Programme

Issue Price: 100 per cent.

This document constitutes the final terms of the Securities (the "Final Terms") described herein for the purposes of Article 5.4 of the Prospectus Directive and is prepared in connection with the Global Structured Securities Programme established by Barclays Bank PLC (the "Issuer"). These Final Terms are supplemental to and should be read in conjunction with the GSSP Base Prospectus No. 2 dated 6 June 2014, as supplemented on 2 July 2014, 24 July 2014, 28 August 2014, 12 September 2014 and 24 November 2014, which constitutes a base prospectus (the "Base Prospectus") for the purposes of the Prospectus Directive. Full information on the Issuer and the offer of the Securities is only available on the basis of the combination of these Final Terms and the Base Prospectus. A summary of the individual issue of the Securities is annexed to these Final Terms.

The Base Prospectus, and any supplements thereto, are available for viewing at http://irreports.barclays.com/prospectuses-and-documentation/structured-

securities/prospectuses and during normal business hours at the registered office of the Issuer and the specified office of the Issue and Paying Agent for the time being in London, and copies may be obtained from such office. Words and expressions defined in the Base Prospectus and not defined in the Final Terms shall bear the same meanings when used herein.

BARCLAYS

Final Terms dated 13 January 2015

PART A – CONTRACTUAL TERMS

1.	(a)	Series number:	NX000164050
	(b)	Tranche number:	1
2.		Settlement Currency:	GBP
3.		Securities:	Notes
4.		Notes:	Applicable
	(a)	Aggregate Nominal Amount as at the Issue Date:
		(i) Tranche:	GBP 1,500,000
		(ii) Series:	GBP 1,500,000
	(b)	Specified Denomination:	GBP 1.00
	(c)	Minimum Tradable Amount:	Not Applicable
5.		Certificates:	Not Applicable
6.		Calculation Amount:	Specified Denomination
7.		Issue Price:	100 per cent. of the Aggregate Nominal Amount
8.		Issue Date:	13 January 2015
9.		Scheduled Redemption Date:	13 January 2021
10.		Underlying Performance Type:	Single Asset
		Provisions relating to interest (if any) payable
11.		Interest Type:	Snowball
12.	(a)	Fixed Interest Type:	Fixed Amount
	(b)	Fixed Interest Rate:	6.30 per cent.
	(c)	ISDA Determination:	Not Applicable
	(d)	Screen Rate Determination:	Not Applicable
	(e)	Bank of England Base Rate Determination:	Not Applicable
	(f)	Margin:	Not Applicable
	(g)	Fixed Interest Determination Date(s):	Not Applicable
	(h)	Interest Valuation Date(s):	Each date set out in Table 1 below in the column entitled 'Interest Valuation Date'.
	(i)	Interest Payment Date(s):	Each date set out in Table 1 below in the column entitled 'Interest Payment Date'.
	(j)	T:	The numbers set out in Table 1 below in the column entitled 'T'.
	(k)	Observation Date(s):	Not Applicable

(l)	Interest Barrier Percentage:	The percentages set out in Table 1 below in
		the column entitled 'Interest Barrier
		Percentage'.
(m)	Lower Barrier Percentage:	Not Applicable
(n)	Upper Barrier:	Not Applicable
(o)	Upper Barrier Percentage:	Not Applicable
(p)	Knock-out Barrier Percentage:	Not Applicable
(q)	Day Count Fraction:	Not Applicable
(r)	Valuation Time:	As set out in General Condition 33.1 (Definitions)

Table 1

T:	Interest Valuation Date:	Interest Payment Date:	Interest Barrier
			Percentage:
1	6 January 2016	13 January 2016	100%
2	6 January 2017	13 January 2017	95%
3	8 January 2018	15 January 2018	90%
4	7 January 2019	14 January 2019	85%
5	6 January 2020	13 January 2020	80%
6	6 January 2021	13 January 2021	50%

Provisions relating to Automatic Redemption (Autocall)

13.		Automatic Redemption (Autocall):	Applicable
14.	(a)	Autocall Barrier Percentage:	The percentages set out in Table 2 below in the column entitled 'Autocall Barrier Percentage'.
	(b)	Autocall Valuation Date(s):	Each date set out in Table 2 below in the column entitled 'Autocall Valuation Date'.
	(c)	Autocall Redemption Date(s):	Each date set out in Table 2 below in the column entitled 'Autocall Redemption Date'.

Table 2

Autocall Valuation Date:	Autocall Redemption Date:	Autocall Barrier Percentage:
6 January 2016	13 January 2016	100%
6 January 2017	13 January 2017	95%
8 January 2018	15 January 2018	90%
7 January 2019	14 January 2019	85%
6 January 2020	13 January 2020	80%

Provisions relating to Final Redemption

15. (a) Redemption Type: European Barrier

	(b)	Settlement Method:		Cash
	(c)		Trigger Event Type:	Not Applicable
	(d)		Final Barrier Percentage:	Not Applicable
	(e)		Strike Price Percentage:	100 per cent.
	(f)		Knock-in Barrier Percentage:	50 per cent.
	(g)		Knock-in Barrier Period Start Date:	Not Applicable
	(h)		Knock-in Barrier Period End Date:	Not Applicable
	(i)		Lower Strike Price Percentage:	Not Applicable
	(j)		Participation:	Not Applicable
	(k)	Cap:		Not Applicable
			Provisions relating to Nominal Call Event
16.			Nominal Call Event:	Not Applicable
	(a)		Nominal Call Threshold Percentage:	Not Applicable
			Provisions relating to the Underlying Asset(s)
17.			Underlying Asset:
	(a)	Share:		Not Applicable
	(b)	Index:		FTSETM 100 Index
		(i)	Exchange:	London Stock Exchange
		(ii)	Related Exchange:	All Exchanges
		(iii)	Underlying Asset Currency:	Not Applicable
		(iv)	Bloomberg Screen:	Not Applicable
		(v)	Reuters Screen:	.FTSE
		(vi)	Index Sponsor:	FTSE International Limited
18.		Initial Price:		The Valuation Price of the Underlying Asset on the Initial Valuation Date for such Underlying Asset
	(a)	Averaging-in:		Not Applicable
	(b)		Min Lookback-in:	Not Applicable
	(c)		Max Lookback-in:	Not Applicable
	(d)		Initial Valuation Date:	6 January 2015
19.			Final Valuation Price:	The Valuation Price of the Underlying Asset on the Final Valuation Date
	(a)		Averaging-out:	Not Applicable
	(b)		Min Lookback-out:	Not Applicable
	(c)		Max Lookback-out:	Not Applicable
	(d)		Final Valuation Date:	6 January 2021

Provisions relating to disruption events and taxes and expenses

20.		Consequences of a Disrupted Day (in respect of an Averaging Date or Lookback Date):	Not Applicable
21.		Additional Disruption Event:
	(a)	Change in Law:	Applicable
	(b)	Currency Disruption Event:	Applicable
	(c)	Hedging Disruption:	Applicable
	(d)	Issuer Tax Event:	Applicable
	(e)	Extraordinary Market Disruption:	Applicable
	(f)	Increased Cost of Hedging:	Not Applicable
	(g)	Affected Jurisdiction Hedging Disruption:	Not Applicable
	(h)	Affected Jurisdiction Increased Cost of Hedging:	Not Applicable
	(i)	Increased Cost of Stock Borrow:	Not Applicable
	(j)	Loss of Stock Borrow:	Not Applicable
	(k)	Foreign Ownership Event:	Not Applicable
	(l)	Fund Disruption Event:	Not Applicable
22.		Early Cash Settlement Amount:	Market Value
23.		Early Redemption Notice Period Number:	As set out in General Condition 33.1 (Definitions)
24.		Unwind Costs:	Not Applicable
25.		Settlement Expenses:	Not Applicable
26.		FX Disruption Event:	Not Applicable
27.		Local Jurisdiction Taxes and Expenses:	Not Applicable
	General provisions
28.		Form of Securities:
			Global Bearer Securities: Permanent Global Security
			NGN Form: Applicable
			Held under the NSS: Not Applicable
			CGN Form: Not Applicable
			CDIs: Not Applicable
29.		Trade Date:	6 January 2015
30.		Additional Business Centre(s):	TARGET
31.		Business Day Convention:	Following

32.		Determination Agent:	Barclays Bank PLC
33.		Registrar:	Not Applicable
34.		CREST Agent:	Not Applicable
35.		Transfer Agent:	Not Applicable
36.	(a)	Name of Manager:	Barclays Bank PLC
	(b)	Date of underwriting agreement:	Not Applicable
	(c)	Names and addresses of secondary trading intermediaries and main terms of commitment:	Not Applicable
37.		Registration Agent:	Not Applicable
38.		Masse Category:	Not Applicable
39.		Governing Law:	English law

PART B OTHER INFORMATION

1. LISTING AND ADMISSION TO TRADING

(a) Listing and Admission to Trading: Application is expected to be made by the Issuer (or on its behalf) for the Securities to be listed on the official list and admitted to trading on the regulated market of the London Stock Exchange with effect from the Issue Date.

(b) Estimate of total expenses related to admission to trading: Not Applicable

2. RATINGS

Ratings: The Securities have not been individually rated.

3. INTERESTS OF NATURAL AND LEGAL PERSONS INVOLVED IN THE ISSUE

Save for any fees payable to the Manager and save as discussed in risk factor 13 (Risks associated with conflicts of interest), so far as the Issuer is aware, no person involved in the offer of the Securities has an interest material to the issue.

4. REASONS FOR THE OFFER, ESTIMATED NET PROCEEDS AND TOTAL EXPENSES

Reasons for the offer: General Funding

1. PERFORMANCE OF UNDERLYING ASSETS, AND OTHER INFORMATION CONCERNING THE UNDERLYING ASSETS

Information on the Underlying Asset can be found at http://www.ftse.com Index Disclaimer: FTSE® 100 Index

6. OPERATIONAL INFORMATION

(a)	ISIN:	XS1144572721
(b)	Common Code:	114457272
(c)	Relevant Clearing System(s):	Euroclear
		Clearstream
(d)	Delivery:	Delivery free of payment.
(e)	Name and address of additional Paying Agent(s):	Not Applicable

7. TERMS AND CONDITIONS OF THE OFFER

Authorised Offeror(s)

(a) Public Offer: An offer of the Securities may be made, subject to the conditions set out below by the Authorised Offeror(s) (specified in (b) immediately below) other than pursuant to Article 3(2) of the Prospectus Directive in the Public Offer Jurisdiction(s) (specified in (c) immediately below) during the Offer Period (specified in (d) immediately below) subject to the (b) Name(s) and address(es), to the extent known to the Issuer, of the placers in the various countries where the offer takes place (together the "Authorised Offeror(s)":

(c) Jurisdiction(s) where the offer may take place (together, the "Public Offer Jurisdictions(s):

(d) Offer period for which use of the Base Prospectus is authorised by the Authorised Offeror(s):

(e) Other conditions for use of the Base Prospectus by the Authorised Offeror(s):

1.2 Other terms and conditions of the offer

(a)	Offer Price:						The Issue Price
(b)	Total amount of offer:						Aggregate Nominal Amount
(c)	Conditions subject:	to	which	the	offer	is	The Issuer reserves the right to withdraw the offer for the Securities at any time on or prior to the end of the Offer Period.
							Following withdrawal of the offer, if any application has been made by any potential investor, each such potential investor shall not be entitled to subscribe or otherwise acquire the Securities and any applications will be automatically cancelled and any purchase money will be refunded to the applicant by the Authorised Offeror in accordance with the

(d) Time period, including any possible amendments, during which the offer will be open and description of the application process: Investors will be notified by the Authorised Offeror of their allocations of Securities and the settlement arrangements in respect thereof.

Authorised Offeror's usual procedures.

conditions set forth in the Base Prospectus and in (e) immediately below

Each financial intermediary specified in (i) and (ii) below:

• (i) Specific consent: The Authorised Offeror and each financial intermediary expressly named as an Authorised Offeror on the Issuer's website (http://irreports.barclays.com/prospectusesand-documentation/structured-securities/finalterms); and
• (ii) General consent: Not Applicable

The United Kingdom

13 January 2015 from open to close of business hours (the "Offer Period").

Not Applicable

• (e) Description of the application process: Applications for the Securities can be made in the Public Offer Jurisdiction through the Authorised Offeror during the Offer Period. The Securities will be placed into the Public Offer Jurisdiction by the Authorised Offeror. Distribution will be in accordance with the Authorised Offeror's usual procedures, notified to investors by the Authorised Offeror.
• (f) Details of the minimum and/or maximum amount of application: There are no pre-identified allotment criteria. The Authorised Offeror will adopt allotment criteria that ensure equal treatment of prospective investors. All of the Securities requested through the Authorised Offeror will be assigned up to the maximum amount of the offer.

The maximum amount of application of Securities will be subject only to availability at the time of the application.

In the event that during the Offer Period the requests exceed the total amount of the offer destined to prospective investors the Issuer, in accordance with the Authorised Offeror, will proceed to early terminate the Offer Period and will immediately suspend the acceptance of further requests

Not Applicable

• (g) Description of possibility to reduce subscriptions and manner for refunding excess amount paid by applicants:
• (h) Details of method and time limits for paying up and delivering the Securities:
• (i) Manner in and date on which results of the offer are to be made public:
• (j) Procedure for exercise of any right of pre-emption, negotiability of subscription rights and treatment of subscription rights not exercised:
• (k) Whether tranche(s) have been reserved for certain countries:

The Securities will be issued on the Issue Date against payment of the net subscription moneys to the Issuer via the Authorised Offeror. Each investor will be notified by the relevant Authorised Offeror of the settlement arrangements in respect of the Securities at the time of such investor's application.

The Authorised Offeror will make the results of the offer available to the public upon request at the Authorised Offeror's offices.

Not Applicable

Not Applicable

• (l) Process for notification to applicants of the amount allotted and indication whether dealing may begin before notification is made:
• (m) Amount of any expenses and taxes specifically charged to the subscriber or purchaser:
• (n) Name(s) and address(es), to the extent known to the Issuer, of the placers in the various countries where the offer takes place:

Applicants will be notified directly by the Authorised Offeror of the success of their application. No dealings in the Securities may take place prior to the Issue Date.

Not Applicable

Not Applicable

ISSUE SPECIFIC SUMMARY

	Section A – Introduction and Warnings
A.1	Introduction and Warnings	This Summary should be read as an introduction to the Base Prospectus. Any decision to invest in Securities should be based on consideration of the Base Prospectus as a whole, including any information incorporated by reference, and read together with the Final Terms. Where a claim relating to the information contained in the Base Prospectus is brought before a court, the plaintiff might, under the national legislation of the relevant Member State of the European Economic Area, have to bear the costs of translating the Base Prospectus before the legal proceedings are initiated. No civil liability shall attach to any responsible person solely on the basis of this Summary, including any translation thereof, unless it is misleading, inaccurate or inconsistent when read together with the other parts of the Base Prospectus or it does not provide, when read together with the other parts of the Base Prospectus, key information in order to aid holders when considering whether to invest in the Securities.
A.2	Consent by the Issuer to the use of prospectus in subsequent resale or final placement of Securities, indication of offer period and conditions to consent for subsequent resale or final placement, and warning.	The Issuer may provide the consent to the use of the Base Prospectus and Final Terms for subsequent resale or final placement of Securities by financial intermediaries, provided that the subsequent resale or final placement of Securities by such financial intermediaries is made during the offer period specified below. Such consent may be subject to conditions which are relevant for the use of the Base Prospectus. The Issuer consents to the use of the Base Prospectus and these Final Terms with respect to the subsequent resale or final placement of Securities (a "Public Offer") which satisfies all of the following conditions: (a) the Public Offer is only made in the United Kingdom; (b) the Public Offer is only made on 13 January 2015 from open to close of business hours (the "Offer Period"); and (c) the Public Offer is only made by each financial intermediary whose name is published on the Issuer's website (http://irreports.barclays.com/prospectuses-and documentation/structured-securities/final-terms) and who is identified as an authorised offeror for these Securities. Section B – Issuer
B.1	Legal and	The Securities are issued by Barclays Bank PLC (the "Issuer").
	commercial name of the Issuer
B.2	Domicile and legal form of the Issuer, legislation	The Issuer is a public limited company registered in England and Wales. The Issuer was incorporated on 7 August 1925 under the Colonial Bank Act 1925 and, on 4 October 1971, was registered as a company limited by shares under the Companies Acts 1948 to 1967. Pursuant to The Barclays Bank Act 1984, on

	under which the	1 January 1985, the Issuer was re-registered as a public limited company.
	Issuer operates	The principal laws and legislation under which the Company operates are laws
	and country of	of England and Wales including the Companies Act.
	incorporation of
	the Issuer
B.4b	Known trends	The business and earnings of the Issuer and its subsidiary undertakings
	affecting the	(together, the "Bank Group" or "Barclays") can be affected by the fiscal or other
	Issuer and	policies and other actions of various governmental and regulatory authorities in
	industries in	the UK, EU, US and elsewhere, which are all subject to change. The regulatory
	which the Issuer	response to the financial crisis has led and will continue to lead to very
	operates	substantial regulatory changes in the UK, EU and US and in other countries in
		which the Bank Group operates. It has also (amongst other things) led to (i) a
		more assertive approach being demonstrated by the authorities in many jurisdictions; and (ii) enhanced capital and liquidity requirements (for example
		pursuant to the fourth Capital Requirements Directive (CRD IV)). Any future
		regulatory changes may restrict the Bank Group's operations, mandate certain
		lending activity and impose other, significant compliance costs.
		Known trends affecting the Issuer and the industry in which the Issuer operates
		include:
		continuing political and regulatory scrutiny of the banking industry 
		which is leading to increased or changing regulation that is likely to have
		a significant effect on the industry;
		general changes in regulatory requirements, for example, prudential rules 
		relating to the capital adequacy framework and rules designed to
		promote financial stability and increase depositor protection;
		the US Dodd-Frank Wall Street Reform and Consumer Protection Act, 
		which contains far-reaching regulatory reform (including restrictions on
		proprietary trading and fund-related activities (the so-called 'Volcker
		rule');
		recommendations by the Independent Commission on Banking including: 
		(i) that the UK and EEA retail banking activities of the largest UK banks
		should be placed in a legally, operationally and economically separate
		independent entity (so-called 'ring-fencing'); (ii) statutory depositor
		preference in insolvency; and (iii) a reserve power for the Prudential
		Regulatory Authority to enforce full separation of the retail operations of
		UK banks to which the reforms apply under certain circumstances;
		investigations by the Office of Fair Trading into Visa and MasterCard 
		credit and debit interchange rates, which may have an impact on the
		consumer credit industry;
		investigations by (i) regulatory bodies in the UK, EU and US into 
		submissions made by the Issuer and other panel members to the bodies
		that set various interbank offered rates such as the London Interbank
		Offered Rate ("LIBOR") and the Euro Interbank Offered Rate ("EURIBOR");
		and (ii) regulatory bodies in the UK and US into historical practices with

		respect to ISDAfix, amongst other benchmarks; and
		changes in competition and pricing environments. 
B.5	Description of the group and the Issuer's position within the group	The Bank Group is a major global financial services provider. The whole of the issued ordinary share capital of the Issuer is beneficially owned by Barclays PLC, which is the ultimate holding company of the Bank Group.
B.9	Profit forecast or estimate	Not Applicable: the Issuer has chosen not to include a profit forecast or estimate.
B.10	Nature of any qualifications in audit report on historical financial information	Not Applicable: the audit report on the historical financial information contains no such qualifications.
B.12	Selected key financial information; no material adverse change and no significant change statements	Based on the Bank Group's audited financial information for the year ended 31 December 2013, restated to reflect the offsetting amendments to IAS 32, the Bank Group had total assets of £1,344,201m (2012 (restated): £1,512,777m), total net loans and advances of £474,059m (2012 (restated): £472,809m), total deposits of £487,647m (2012 (restated): £ 468,262m), and total shareholders' equity of £63,220m (2012: £59,923m) (including non-controlling interests of £2,211m (2012: £2,856m)). The profit before tax from continuing operations of the Bank Group for the year ended 31 December 2013 was £2,885m (2012: £650m) after credit impairment charges and other provisions of £3,071m (2012: £3,340m). The financial information in this paragraph is extracted from the audited consolidated financial statements of the Issuer for the year ended 31 December 2013. Based on the Bank Group's unaudited financial information for the six months ended 30 June 2014, the Bank Group had total assets of £1,315,492m (30 June 2013 (restated): £1,568,544m), total net loans and advances of £486,385m (30 June 2013 (restated): £522,026m), total deposits of £505,873m (30 June 2013 (restated): £541,671m), and total shareholders' equity of £65,119m (30 June 2013: £59,394m) (including non-controlling interests of £ 2,130m (30 June 2013: £2,620m)). The profit before tax from continuing operations of the Bank Group for the six months ended 30 June 2014 was £2,504m (30 June 2013: £1,648m) after credit impairment charges and other provisions of £1,086m (30 June 2013: £1,631m). The financial information in this paragraph is extracted from the unaudited consolidated financial statements of the Issuer for the six months ended 30 June 2014 and the unaudited consolidated financial statements of the Issuer for the six months ended 30 June 2013 restated to reflect the offsetting amendments to IAS 32. There has been no material adverse change in the prospects of the Issuer since 30 September 2014.

		Not Applicable: there has been no significant change in the financial or trading position of the Bank Group since 30 September 2014.
B.13	Recent events particular to the Issuer which are materially relevant to the evaluation of Issuer's solvency	On 30 July 2014 Barclays PLC announced that the execution of the plan to meet the 3% PRA leverage ratio by 30 June 2014 had been successful, by reporting the following ratios: a fully loaded CRD IV CET1 ratio of 9.9% and a PRA leverage ratio of 3.4% as at 30 June 2014.
B.14	Dependency of the Issuer on other entities within the group	The whole of the issued ordinary share capital of the Issuer is beneficially owned by Barclays PLC, which is the ultimate holding company of the Bank Group. The financial position of the Issuer is dependent on the financial position of its subsidiary undertakings.
B.15	Description of the Issuer's principal activities	The Bank Group is a major global financial services provider engaged in retail and commercial banking, credit cards, investment banking, wealth management and investment management services with an extensive international presence in Europe, the United States, Africa and Asia.
B.16	Description of whether the Issuer is directly or indirectly owned or controlled and by whom and nature of such control	The whole of the issued ordinary share capital of the Issuer is beneficially owned by Barclays PLC, which is the ultimate holding company of the Issuer and its subsidiary undertakings.
		Section C – Securities
C.1	Type and class of Securities being offered and/or admitted to trading, and security identification numbers	Securities issued under this Base Prospectus: are derivative securities and are issued as a series of notes or certificates;  are transferable obligations of the Issuer and have the terms and  conditions set out in this Base Prospectus as completed by the Final Terms; will bear interest at a fixed rate, a floating rate or at a rate determined by  reference to the performance of one or more Underlying Asset(s) which could be equity indices, shares, depository receipts or funds; may (depending on the particular Securities) automatically redeem early if  the Underlying Asset(s) is/are above a certain level on any of the specified dates; if not redeemed early, will be redeemed on the scheduled redemption date  at an amount linked to the performance of the Underlying Asset(s); may be cleared through a clearing system or uncleared and may be held in  bearer or registered form. Certain cleared Securities may be in dematerialised and uncertificated book-entry form. Title to cleared

		Securities will be determined by the books of the relevant clearing system;
		and
		will be issued in one or more series and each series may be issued in one or 
		more tranches on the same or different issue dates. The Securities of each
		series are intended to be interchangeable with all other Securities of that
		series. Each series will be allocated a unique series number and an
		identification code.
		Issue Date: 13 January 2015
		Interest: The amount of interest payable on the Securities is determined by
		reference to a fixed rate of 6.30%. Whether or not interest is paid will depend
		on the performance of the FTSE 100 Index (the "Underlying Asset"). In some cases the interest amount could be zero.
		Early redemption following an 'automatic redemption (autocall) event': The
		Securities will redeem prior to their scheduled redemption date if the closing price or level of the Underlying Asset is at or above its corresponding Autocall
		Barrier on any of the specified autocall valuation dates. If this occurs, you will
		receive a cash payment equal to the nominal amount (or face value) of your
		Securities payable on a specified payment date.
		Final redemption: If the Securities have not redeemed early they will redeem on
		the scheduled redemption date and the cash payment you receive or underlying
		asset you are delivered (if any) will be determined by reference to the value of
		the Underlying Assets on a specified valuation date or dates during the life of
		the Securities.
		Form: The Securities are notes. The Securities will initially be issued in global
		bearer form.
		Identification: Series number: NX000164050; Tranche number: 1
		Identification Codes: ISIN: XS1144572721, Common Code 114457272.
		Determination Agent: Barclays Bank PLC (the "Determination Agent") will be
		appointed to make calculations and determinations with respect to the
		Securities.
		Governing Law: The Securities will be governed by English law.
C.2	Currency	Subject to compliance with all applicable laws, regulations and directives,
		Securities may be issued in any currency.
		The Securities will be denominated in pounds sterling ("GBP").
C.5	Description of	Securities are offered and sold outside the United States to non-US persons in
	restrictions on	reliance on 'Regulation S' and must comply with transfer restrictions with
	free	respect to the United States.
	transferability	Securities held in a clearing system will be transferred in accordance with the
	of the Securities	rules, procedures and regulations of that clearing system.
		Subject to the above, the Securities will be freely transferable.
C.8	Description of	Rights: Each Security includes a right to a potential return of interest and
	rights attached	amount payable or deliverable on redemption together with certain ancillary
	to the	rights such as the right to receive notice of certain determinations and events

	Securities,	and to vote on future amendments.
	including	Taxation: All payments in respect of the Securities shall be made without
	ranking and	withholding or deduction for or on account of any UK taxes unless such
	limitations to	withholding or deduction is required by law. In the event that any such
	those rights	withholding or deduction is required by law, the Issuer will, save in limited
		circumstances, pay additional amounts to cover the amounts so withheld or
		deducted.
		Events of default: If the Issuer fails to make any payment due under the Securities or breaches any other provision of the Securities (and such failure is not remedied within 30 days, or, in the case of interest, 14 days), or the Issuer is subject to a winding-up order, then (subject, in the case of interest, to the Issuer being prevented from payment for a mandatory provision of law) the Securities will become immediately due and payable, upon notice being given by the holder (or, in the case of French law Securities, the representative of the
		holders).
		Ranking: The Securities are direct, unsubordinated and unsecured obligations of the Issuer and rank equally among themselves.
		Limitations to rights: Notwithstanding that the Securities are linked to the
		performance of the underlying asset(s), Holders do not have any rights in
		respect of the underlying asset(s). The terms and conditions of the Securities
		contain provisions for calling meetings of holders to consider matters affecting
		their interests generally and these provisions permit defined majorities to bind
		all holders, including holders who did not attend and vote at the relevant meeting and holders who voted in a manner contrary to the majority. Further,
		in certain circumstances, the Issuer may amend the terms and conditions of the
		Securities, without the holders' consent. The terms and conditions of the
		Securities permit the Issuer and the Determination Agent (as the case may be),
		on the occurrence of certain events and in certain circumstances, without the
		holders' consent, to make adjustments to the terms and conditions of the
		Securities, to redeem the Securities prior to maturity, (where applicable) to
		postpone valuation of the underlying asset(s) or scheduled payments under the
		Securities, to change the currency in which the Securities are denominated, to
		substitute the Issuer with another permitted entity subject to certain conditions,
		and to take certain other actions with regard to the Securities and the underlying asset(s) (if any).
C.11	Listing and	Securities may be listed and admitted to trading on a regulated market in
	admission to	Belgium, Denmark, Finland, France, Ireland, Italy, Luxembourg, Malta, the
	trading	Netherlands, Norway, Portugal, Spain, Sweden or the United Kingdom.
		Securities may be listed and admitted to trading on a market in Switzerland or
		Italy that is not a regulated market for the purposes of the Prospectus Directive.
		Application is expected to be made by the Issuer to list the Securities on the
		official list and admit the Securities to trading on the regulated market of the London Stock Exchange with effect from the Issue Date.

C.15	Description of how the value of the		combination of these.		The return on, and value of, Securities will be linked to the performance of one or more specified equity indices, shares, depository receipts or funds or a
	investment is affected by the	Asset").			The underlying asset for the Securities is: FTSE 100 Index (the "Underlying
	value of the underlying instrument		amount payable will be scaled accordingly.		Calculations in respect of amounts payable under the Securities are made by reference to a "Calculation Amount", being GBP 1.00. Where the Calculation Amount is different from the specified denomination of the Securities, the
					Indicative amounts: If the Securities are being offered by way of a Public Offer and any specified product values are not fixed or determined at the
					commencement of the Offer Period, these specified product values will specify an indicative amount, indicative minimum amount, an indicative maximum
					amount or any combination thereof. In such case, the relevant specified product
					value(s) shall be the value determined based on market conditions by the Issuer on or around the end of the Offer Period. Notice of the relevant specified
				product value will be published prior to the Issue Date.
				INTEREST
		(1) (2)		Barrier. If this occurs, the amount of interest payable is calculated by: multiplying the fixed rate of 6.30% by GBP 1.00; and then	Snowball interest: Each Security will only pay interest on an Interest Payment Date if the closing price or level of the Underlying Asset on the corresponding Interest Valuation Date is greater than or equal to its corresponding Interest multiplying the result by the number corresponding to that interest valuation date (i.e. the number in the column headed 'T' in the table
			below).
			Interest Barriers is as follows:	Each Interest Payment Date, corresponding Interest Valuation	Date, T and
		T	Interest Valuation Date	Interest Payment Date	Interest Barrier
		1	6 January 2016	13 January 2016	100%
		2	6 January 2017	13 January 2017	95%
		3	8 January 2018	15 January 2018	90%
		4	7 January 2019	14 January 2019	85%
		5	6 January 2020	13 January 2020	80%
		6	6 January 2021	13 January 2021	50%
				AUTOMATIC REDEMPTION (AUTOCALL)	The Securities will automatically redeem prior to their scheduled redemption
					date if the closing price or level of the Underlying Asset is at or above its corresponding Autocall Barrier on any Autocall Valuation Date. If this occurs,

you will receive a cash payment equal to the nominal amount of your Securities payable on the Autocall Redemption Date corresponding to such Autocall Valuation Date.

Each Autocall Valuation Date and the corresponding Autocall Barrier is as follows:

Autocall Valuation	Autocall Redemption	Autocall Barrier
Date	Date
6 January 2016	13 January 2016	100%
6 January 2017	13 January 2017	95%
8 January 2018	15 January 2018	90%
7 January 2019	14 January 2019	85%
6 January 2020	13 January 2020	80%

FINAL REDEMPTION

If the Securities have not redeemed early they will redeem on the scheduled redemption date at an amount that is dependent on each of the following:

• the 'Initial Price' of the Underlying Asset, which reflects the price or level of that asset near the issue date of the Securities;
• the 'Final Valuation Price' of the Underlying Asset, which reflects the price or level of that asset near the scheduled redemption date;
• the 'Strike Price' of the Underlying Asset, which is calculated as 100 per cent. multiplied by the Initial Price of that asset; and
• the 'Knock-in Barrier Price' of the Underlying Asset, which is calculated as 50 per cent. multiplied by the Initial Price of that asset.

Initial Price: The Initial Price of the Underlying Asset is the closing price or level of such Underlying Asset on 6 January 2015.

Final Valuation Price: The Final Valuation Price of the Underlying Asset is the closing price or level of such Underlying Asset on 6 January 2021, the "Final Valuation Date".

European Barrier redemption: If the Final Valuation Price is greater than or equal to the Knock-in Barrier Price, you will receive a cash amount per Calculation Amount equal to GBP 1.00. Otherwise:

* * * *

you will receive a cash amount per Calculation Amount, calculated by dividing the Final Valuation Price by the Strike Price and multiplying the result by the Calculation Amount.

C.16	Expiration or	The Securities are scheduled to redeem on the scheduled redemption date. This
	maturity date of	day may be postponed following the postponement of a valuation date due to a
	the securities	disruption event.
		The scheduled redemption date of the Securities is 13 January 2021.

C.17	Settlement	The Securities will be cleared and settled through Euroclear Bank S.A./N.V.
	procedure of	Clearstream Banking société anonyme.
	the derivative
	securities
C.18	Description of	The return on, and value of, the Securities will be linked to the performance of
	how the return	the Underlying Asset.
	on derivative	Payments of interest will depend on the performance of the Underlying Asset
	securities takes place	during the life of the Securities. A fall in the price of the Underlying Asset below
		a specified level on any Interest Valuation Date may reduce the amount of
		interest payable on the Securities.
		The value of, and return on (if any), the Securities will depend on the performance of the Underlying Asset on each Autocall Valuation Date and the
		Final Valuation Date. If no Automatic Redemption (Autocall) Event has occurred
		on an Autocall Valuation Date and the Underlying Asset performs negatively
		over and during the life of the Securities, a holder may sustain a loss of part or
		all of the amount invested in the Securities.
C.19	Final reference	The final reference level of any equity index, or final reference price of any
	price of the	share, depository receipt or fund to which Securities are linked, will be
	underlying	determined by reference to a publicly available source on a specified date or
		dates.
		The final valuation price of the Underlying Asset is the closing price or level of
		the Underlying Asset on 6 January 2021, as determined by the Determination
		Agent.
C.20	Type of	Securities may be linked to one or more: common shares; depositary receipts
	underlying	representing common shares; exchange traded funds (ETFs) (being a fund,
		pooled investment vehicle, collective investment scheme, partnership, trust or
		other similar legal arrangement and holding assets, such as shares, bonds,
		indices, commodities, and/or other securities such as financial derivative
		instruments); or equity indices.
		The Underlying Asset for the Securities is: the FTSE 100 Index.
		Information about the Underlying Asset is available at: http://www.ftse.com
		Section D – Risks
D.2	Key information	Credit risk: The Issuer is exposed to the risk of suffering loss if any of its
	on the key risks	customers, clients or market counterparties fails to fulfil its contractual
	that are specific to the Issuer	obligations. The Issuer may also suffer loss where the downgrading of an entity's credit rating causes a fall in the value of the Issuer's investment in that
		entity's financial instruments.
		Weak or deteriorating economic conditions negatively impact these
		counterparty and credit-related risks. In recent times, the economic
		environment in the Issuer's main business markets (being Europe and the United
		States) has been marked by generally weaker than expected growth, increased
		unemployment, depressed housing prices, reduced business confidence, rising
		inflation and contracting GDP. Operations in the Eurozone remain affected by

		the ongoing sovereign debt crisis, the stresses being exerted on the financial system and the risk that one or more countries exit the Euro. The current absence of a predetermined mechanism for a member state to exit the Euro means that it is not possible to predict the outcome of such an event and to accurately quantify the impact of such event on the Issuer's profitability, liquidity and capital. If some or all of these conditions persist or worsen, they may have a material adverse effect on the Issuer's operations, financial condition and prospects. Liquidity risk: The Issuer is exposed to the risk that it may be unable to meet its obligations as they fall due as a result of a sudden, and potentially protracted, increase in net cash outflows. These outflows could be principally through customer withdrawals, wholesale counterparties removing financing, collateral posting requirements or loan draw-downs. Capital risk: The Issuer may be unable to maintain appropriate capital ratios, which could lead to: (i) an inability to support business activity; (ii) a failure to meet regulatory requirements; and/or (iii) credit ratings downgrades. Increased regulatory capital requirements and changes to what constitutes capital may constrain the Issuer's planned activities and could increase costs and contribute
		to adverse impacts on the Issuer's earnings. Legal and regulatory-related risk: Non-compliance by the Issuer with applicable laws, regulations and codes relevant to the financial services industry could lead to fines, public reprimands, damage to reputation, increased prudential requirements, enforced suspension of operations or, in extreme cases, withdrawal of authorisations to operate. Reputation risk: Reputational damage reduces – directly or indirectly – the attractiveness of the Issuer to stakeholders and may lead to negative publicity, loss of revenue, litigation, regulatory or legislative action, loss of existing or potential client business, reduced workforce morale, and difficulties in recruiting talent. Sustained reputational damage could have a materially negative impact on the Issuer's licence to operate and the value of the Issuer's franchise which in turn could negatively affect the Issuer's profitability and financial condition.
D.6	Key information on the key risks that are specific to the Securities including a risk warning that investors may lose some or all of the value of their investment	You may lose up to the entire value of your investment in the Securities: You will lose up to the entire value of your investment if the Issuer fails or is otherwise unable to meet its payment obligations. You may also lose the value of your entire investment, or part of it, if: the Underlying Asset performs in such a manner that the redemption  amount payable to you (whether at maturity or following any early redemption) is less than the initial purchase price; you sell your Securities prior to maturity in the secondary market (if any) at  an amount that is less than the initial purchase price; the Securities are redeemed early following the occurrence of an  extraordinary event in relation to the Underlying Asset(s), the Issuer, the Issuer's hedging arrangement, the relevant currencies or taxation (such as

following an additional disruption event) and the amount you receive on
such redemption is less than the initial purchase price; and/or
the terms and conditions of the Securities are adjusted (in accordance with 
the terms and conditions of the Securities) with the result that the
redemption amount payable to you and/or the value of the Securities is reduced.
Return linked to performance of Underlying Assets: The return payable on the
Securities is linked to the change in value of the Underlying Asset over the life of the Securities. Any information about the past performance of any Underlying Asset should not be taken as an indication of how prices will change in the future. You will not have any rights of ownership, including, without limitation, any voting rights or rights to receive dividends, in respect of any Underlying Asset.
Risk of withdrawal of the public offering: In case of a public offer, the Issuer may provide in the Final Terms that it is a condition of the offer that the Issuer may withdraw the offer for reasons beyond its control, such as extraordinary events that in the determination of the Issuer may be prejudicial to the offer. In such circumstances, the offer will be deemed to be null and void. In such case, where you have already paid or delivered subscription monies for the relevant Securities, you will be entitled to reimbursement of such amounts, but will not receive any remuneration that may have accrued in the period between their payment or delivery of subscription monies and the reimbursement of the Securities.
Reinvestment risk/loss of yield: Following an early redemption of the Securities for any reason, holders may be unable to reinvest the redemption proceeds at a rate of return as high as the return on the Securities being redeemed.
Equity Index risks: Securities linked to the performance of equity indices provide investment diversification opportunities, but will be subject to the risk of fluctuations in both equity prices and the value and volatility of the relevant equity index. Securities linked to equity indices may not participate in dividends or any other distributions paid on the shares which make up such indices, accordingly, you may receive a lower return on the Securities than you would have received if you had invested directly in those shares.
The Index Sponsor can add, delete or substitute the components of an equity index at its discretion, and may also alter the methodology used to calculate the level of such index. These events may have a detrimental impact on the level of that index, which in turn could have a negative impact on the value of and return on the Securities.
Volatile market prices: The market value of the Securities is unpredictable and may be highly volatile, as it can be affected by many unpredictable factors, including: market interest and yield rates; fluctuations in currency exchange rates; exchange controls; the time remaining until the Securities mature; economic, financial, regulatory, political, terrorist, military or other events in one or more jurisdictions; changes in laws or regulations; and the Issuer's

		creditworthiness or perceived creditworthiness.
Section E – Offer
E.2b	Reasons for offer and use of proceeds when different from making profit and/or hedging certain risks	The net proceeds from each issue of Securities will be applied by the Issuer for its general corporate purposes, which include making a profit and/or hedging certain risks. If the Issuer elects at the time of issuance of Securities to make different or more specific use of proceeds, the Issuer will describe that use in the Final Terms. Reasons for the offer and use of Proceeds: General Funding
E.3	Description of the terms and conditions of the offer	The terms and conditions of any offer of Securities to the public may be determined by agreement between the Issuer and the dealer at the time of each issue. The Securities are offered subject to the following conditions: Offer Price: The Issue Price Conditions to which the offer is subject: The Issuer reserves the right to withdraw the offer for Securities at any time on or prior to the end of the Offer Period. Following withdrawal of the offer, if any application has been made by any potential investor, each such potential investor shall not be entitled to subscribe or otherwise acquire the Securities and any applications will be automatically cancelled and any purchase money will be refunded to the applicant by the Authorised Offeror in accordance with the Authorised Offeror's usual procedures. Description of the application process: An offer of the Securities may be made by the Manager or the Authorised Offeror other than pursuant to Article 3(2) of the Prospectus Directive in the United Kingdom (the "Public Offer Jurisdiction") on 13 January 2015 from open to close of business hours (the "Offer Period"). Applications for the Securities can be made in the Public Offer Jurisdiction through the Authorised Offeror during the Offer Period. The Securities will be placed into the Public Offer Jurisdiction by the Authorised Offeror. Details of the minimum and/or maximum amount of application: There are no pre-identified allotment criteria. The Authorised Offeror will adopt allotment criteria that ensure equal treatment of prospective investors. All of the Securities requested through the Authorised Offeror will be assigned up to the maximum amount of the offer. The maximum amount of application of Securities will be subject only to availability at the time of the application. In the event that during the Offer Period the requests exceed the total amount of the offer destined to prospective investors the Issuer, in accordance with the Authorised Offeror, will proceed to early terminate the Offer Period and will immediately suspend the acceptance of further request Description of possibility to reduce subscriptions and manner for refunding excess amount paid by applicants: Not Applicable

		Details of the method and time limits for paying up and delivering the Securities: The Securities will be issued on the Issue Date against payment of the net subscription moneys to the Issuer via the Authorised Offeror. Each investor will be notified by the relevant Authorised Offeror of the settlement arrangements in respect of the Securities at the time of such investor's application. Manner in and date on which results of the offer are to be made public: The Authorised Offeror will make the results of the offer available to the public upon request at the Authorised Offeror's offices. Procedure for exercise of any right of pre-emption, negotiability of subscription rights and treatment of subscription rights not exercised: Not Applicable Categories of holders to which the Securities are offered and whether Tranche(s) have been reserved for certain countries: Offers may be made through the Authorised Offeror in the Public Offer Jurisdiction to any person. Offers (if any) in other EEA countries will only be made through the Authorised Offeror pursuant to an exemption from the obligation under the Prospectus
		Directive as implemented in such countries to publish a prospectus. Process for notification to applicants of the amount allotted and indication whether dealing may begin before notification is made: Applicants will be notified directly by the Authorised Offeror of the success of their application. No dealings in the Securities may take place prior to the Issue Date.
		Name(s) and address(es), to the extent known to the Issuer, of the placers in the various countries where the offer takes place: the Authorised Offeror(s)
E.4	Description of any interest material to the issue/offer, including conflicting interests	The relevant Manager(s) or authorised offeror(s) may be paid fees in relation to any issue or offer of Securities. Potential conflicts of interest may exist between the Issuer, Determination Agent, relevant Manager(s) or authorised offeror(s) or their affiliates (who may have interests in transactions in derivatives related to the Underlying Asset(s) which may, but are not intended to, adversely affect the market price, liquidity or value of the Securities) and holders. Any Manager and its affiliates may be engaged, and may in the future engage,
		in hedging transactions with respect to the Underlying Asset.
E.7	Estimated expenses charged to investor by issuer/offeror	The Issuer will not charge any expenses to investors in connection with the issue of Securities. Authorised Offerors may, however, charge expenses to investors. Such expenses (if any) will be determined by agreement between the Authorised Offeror and the investors at the time of each issue. Not Applicable; no expenses will be charged to the investor by the issuer or the
		offeror.