Barclays PLC — Capital/Financing Update 2016

Mar 7, 2016

BARCLAYS BANK PLC

(Incorporated with limited liability in England and Wales)

GBP 1,500,000 Warrant Linked Securities due December 2020 pursuant to the Global Structured Securities Programme (the "Tranche 3 Securities")

(to be consolidated and to form a single series with the existing GBP 5,000,000 Warrant Linked Securities due December 2020, issued on 8 May 2015 (the "Tranche 2 Securities") and the GBP 20,000,000 Warrant Linked Securities due December 2020, issued on 2 December 2014 (the "Tranche 1 Securities" and together with the Tranche 2 Securities and the Tranche 3 Securities, the "Securities") pursuant to 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 5 dated 10 June 2015, as supplemented on 29 June 2015, 7 August 2015, 2 September 2015, 24 September 2015 and 25 November 2015, which constitutes a base prospectus (the "Base Prospectus") for the purpose of the Prospectus Directive, save in respect of the Terms and Conditions of the Securities which are extracted from the 2014 GSSP Base Prospectus 5 dated 10 June 2014 (the "2014 GSSP Base Prospectus 5") and which are incorporated by reference into the Base Prospectus. 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, save in respect of the Terms and Conditions of the Securities which are extracted from the 2014 GSSP Base Prospectus 5. A summary of the individual issue of the Securities is annexed to these Final Terms. Words and expressions defined in the Base Prospectus and not defined in this document shall bear the same meanings when used herein.

The Base Prospectus, any supplements to the Base Prospectus and the 2014 GSSP Base Prospectus 5 are available for viewing at http://irreports.barclays.com/prospectuses-and-documentation/structuredsecurities/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.

Barclays

Final Terms dated 4 March 2016

Part A – CONTRACTUAL TERMS

1.	a.	Series number:	NX000161981
	b.	Tranche number:	3
2.	Currency:		GBP
3.	Securities:
	a.	Aggregate Nominal Amount as at the Issue Date:
		(i) Tranche:	Tranche 1 Securities: GBP 20,000,000
			Tranche 2 Securities: GBP 5,000,000
			Tranche 3 Securities: GBP 1,500,000
		(ii) Series:	GBP 26,500,000
	b.	Specified Denomination:	GBP 1.00
	c.	Minimum Tradable Amount:	Not Applicable
	d.	Calculation Amount:	Specified Denomination
4.	Issue Price:		100 per cent. of par
5.	Issue Date:		Tranche 1 Securities: 2 December 2014
			Tranche 2 Securities: 8 May 2015
			Tranche 3 Securities: 4 March 2016
6.	Scheduled Redemption Date:		9 December 2020
7.		Warrant linked Securities:
	(i)	Underlying Warrant(s) and Underlying Warrant Reference Asset(s):	Warrant (an "Underlying Warrant") linked to the FTSE 100 Index (the "Underlying Warrant Reference Asset") issued by Barclays Bank PLC (ISIN: GB00B8MNLD25; Series Number: NX000161982)
	(ii)	Final Valuation Date:	2 December 2020, subject as in General Condition 5 (c) (Final Redemption – Relevant Defined Terms)
	(iii)	Valuation Time:	As specified in General Condition 5 (c) (Final Redemption – Relevant Defined Terms)
8.		Form of Securities:	Bearer Securities
			Permanent Global Security
			NGN Form: Applicable

			CGN Form: Not Applicable
			CDIs: Not Applicable
9.		Trade Date:	Tranche 1 Securities: 25 November 2014
			Tranche 2 Securities: 30 April 2015
			Tranche 3 Securities: 26 February 2016
10.	Number:	Early Redemption Notice Period	As specified in General Condition (Definitions)	22.1
11.		Additional Business Centre(s):	Not Applicable
12.		Determination Agent:	Barclays Bank PLC
13.		Common Safekeeper:	Clearstream
14.	a.	Names of Managers:	Barclays Bank PLC
	b.	Date of underwriting agreement:	Not Applicable

Part B - OTHER INFORMATION

1. 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 on or around the Tranche 3 Issue Date.

2. RATINGS

Ratings: The Securities have not been individually rated.

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

Save for any trading and market-making activities of the Issuer and/or its affiliates in the Underlying Warrant, the hedging activities of the Issuer and/or its affiliates and the fact that the Issuer is the Determination Agent in respect of the Securities and the determination agent in respect of the Underlying Warrant and the determination agent in respect of the Underlying Warrant, so far as the Issuer is aware, no person involved in the offer of the Securities has an interest material to the offer.

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

• (i) Reasons for the offer: Making profit and/or hedging purposes
• (ii) Estimated net proceeds: Not Applicable
• (iii) Estimated total expenses: Not Applicable

5. PERFORMANCE OF THE UNDERLYING WARRANTS AND OTHER INFORMATION CONCERNING THE UNDERLYING WARRANTS

The value of the Securities will depend upon the performance of the Underlying Warrant which is:

A Warrant linked to the FTSE 100 Index issued by Barclays Bank PLC (ISIN: GB00B8MNLD25; Series Number: NX000161982) The Warrant Value in respect of the Underlying Warrant will be published on each Business Day on GB00B8MNLD25=RIC.

Details of the past performance and volatility of the Underlying Warrant Reference Asset may be obtained from Reuters page .FTSE. The terms and conditions of the Underlying Warrant are available on http://group.barclays.com/prospectuses-and-documentation/structuredsecurities/final-terms

Index Disclaimer: FTSE® 100 Index

6. OPERATIONAL INFORMATION

• (i) ISIN Code: XS1113707027
• (ii) Common Code: 111370702
• (iii) Name(s) and address(es) of any clearing system(s) other than Euroclear Bank S.A./N.V. and Clearstream Banking, société anonyme and the relevant Not Applicable

identification number(s):

	(iv)	Delivery:	Delivery free of payment.
--	------	-----------	---------------------------

7. TERMS AND CONDITIONS OF THE OFFER

Authorised Offer(s)

(i) Public Offer: An offer of the Securities may be made, subject to the conditions set out below by the Authorised Offeror(s) (specified in (ii) immediately below) other than pursuant to Article 3(2) of the Prospectus Directive in the Public Offer Jurisdiction(s) (specified in (iii) immediately below) during the Offer Period (specified in (iv) immediately below) subject to the conditions set forth in the Base Prospectus and in (v) immediately below

Each financial intermediary specified in (a) and (b) below:

For the Tranche 1 Securities, from and including 1 December 2014 to and including 2 December 2014, for the Tranche 2 Securities, from and including 7 May 2015 to and including 8 May 2015 and for the Tranche 3 Securities, 4 March 2016 to

and including 5 March 2016 (the "Offer Period")

(a) Specific consent: Not Applicable; and

(b) General consent: Not Applicable

The United Kingdom

Not Applicable

• (ii) 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"):
• (iii) Jurisdiction where the offer make take place (together, the "Public Offer Jurisdiction"):
• (iv) Offer period for which use of the Base Prospectus is authorised by the Authorised Offeror(s):
• (v) Other conditions for use of the Base Prospectus by the Authorised Offeror(s):

Other terms and conditions of the offer

• (i) Offer Price: The Issue Price (ii) Total amount of offer: Aggregate Nominal Amount (iii) 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. (iv) 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. (v) 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 Public Offer Jurisdiction during 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. Distribution will be in accordance with the Authorised Offeror's usual procedures, notified to investors by the Authorised Offeror.
(vi)	Details of the minimum and/or maximum amount of application:	The minimum and maximum amount of application from the Authorised Offeror will be notified to investors by the Authorised Offeror.
(vii)	Description of possibility to reduce subscriptions and manner for refunding excess amount paid by applicants:	Not Applicable
(viii)	Details of method and time limits for paying up and delivering the Securities:	Investors will be notified by the Authorised Offeror of their allocations of Securities and the settlement arrangements in respect thereof.
(ix)	Manner in and date on which results of the offer are to be made public:	Investors will be notified by the Authorised Offeror of their allocations of Securities and the settlement arrangements in respect thereof.
(x)	Procedure for exercise of any right of pre-emption, negotiability of subscription rights and treatment of subscription rights not exercised:	Not Applicable
(xi)	Process for notification to applicants of the amount allotted and indication whether dealing may begin	Each investor will be notified by the Authorised Offeror of its allocation of Securities at the time of such investor's application.
	before notification is made:	No dealings in the Securities may take place prior to the Issue Date.
(xii)	Amount of any expenses and taxes specifically charged to the subscriber or purchaser:	Apart from the Offer Price, the Issuer is not aware of any expenses and taxes specifically charged to the subscriber or purchaser.
(xiii)	Name(s) and address(es), to the extent known to the Issuer, of the placers in the various countries where the offer takes place:	Prior to making any investment decision, investors should seek independent professional advice as they deem necessary. Not Applicable

ISSUE SPECIFIC SUMMARY

Summaries are made up of disclosure requirements known as 'elements'. These elements are numbered in sections A – E (A.1 – E.7).

	Section A – Introduction and warnings
A.1	Introduction	This Summary should be read as an introduction to the Base Prospectus.
	and	Any decision to invest in Securities should be based on consideration of
	warnings	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 may provide its consent to the use of the Base Prospectus and
	the Issuer to	Final Terms for subsequent resale or final placement of Securities by
	the use of	financial intermediaries, provided that the subsequent resale or final
	prospectus	placement of Securities by such financial intermediaries is made during
	in	the offer period specified in the Final Terms. Such consent may be
	subsequent	subject to conditions which are relevant for the use of the Base
	resale or	Prospectus.
	final	The Issuer consents to the use of the Base Prospectus and these Final
	placement of	Terms with respect to the subsequent resale or final placement of
	Securities,	Securities (a "Public Offer") which satisfies all of the following
	indication of offer period	conditions: (a) the Public Offer is only made in the United Kingdom;
	and	(b) the Public Offer is only made on 4 March 2016 to and including
	conditions to	5 March 2016 (the "Offer Period"); and
	consent for	(c) the Public Offer is only made by any financial intermediary
	subsequent	which is (i) authorised to make such offers under the Markets in
	resale or	Financial Instruments Directive (Directive 2004/39/EC) and (ii)
	final	has published on its website that it is using the Base Prospectus
	placement,	in accordance with the Issuer's consent and the conditions
	and warning	attached thereto (an "Authorised Offeror")
		Information on the terms and conditions of an offer by any Authorised
		Offeror is to be provided at the time of that offer by the Authorised
		Offeror.
		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	The Issuer is a public limited company registered in England and Wales.
	and legal	The Issuer was incorporated on 7 August 1925 under the Colonial Bank
	form of the	Act 1925 and, on 4 October 1971, was registered as a company limited
	Issuer,	by shares under the Companies Acts 1948 to 1967. Pursuant to The
	legislation	Barclays Bank Act 1984, on 1 January 1985, the Issuer was re-registered

	under which the Issuer operates and country of incorporati on of Issuer	as a public limited company. The principal laws and legislation under which the Issuer operates are the laws of England and Wales including the Companies Act.
B.4b	Known trends affecting the Issuer and industries in which the Issuer operates	The business and earnings of the Issuer and its subsidiary undertakings (together, the "Bank Group" or "Barclays") can be affected by the fiscal or other policies and other actions of various governmental and regulatory authorities in the UK, EU, US and elsewhere, which are all subject to change. The regulatory response to the financial crisis has led and will continue to lead to very 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 Capital Requirements Directive 4). 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 qualificatio ns 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 2014, the Bank Group had total assets of £1,358,693 million (2013: £1,344,201 million), total net loans and advances of £470,424 million (2013: £474,059 million), total deposits of £486,258 million (2013: £ 487,647 million), and total shareholders' equity of £66,045 million (2013: £63,220 million) (including non controlling interests of £2,251 million (2013: £2,211 million)). The profit before tax from continuing operations of the Bank Group for the year ended 31 December 2014 was £2,309 million (2013: £2,885 million) after credit impairment charges and other provisions of £2,168 million (2013: £3,071 million). The financial information in this paragraph is extracted from the audited consolidated financial statements of the Issuer for the year ended 31 December 2014. Not Applicable. There has been no significant change in the financial or trading position of the Bank Group since 31 December 2014. There has been no material adverse change in the prospects of the Issuer since 31 December 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	Securities described in this Summary (the "Securities") are derivative securities and are issued as notes. The Securities will not bear interest. If the Securities have not redeemed early they will redeem on the scheduled redemption date and the amount paid will be a redemption amount that is linked to the change in value of one or more specified warrants which may fluctuate up or down depending on the performance of the reference asset(s) to which they are linked. Securities will be cleared through a clearing system and may be held in bearer form. Certain 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. Securities will be issued in one or more series (each a "Series") and each Series may be issued in tranches (each a "Tranche") 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. The Securities are transferable obligations of the Issuer that can be bought and sold by investors in accordance with the terms and conditions set out in the Base Prospectus as completed by the final terms document (the "Final Terms"). Form: The Securities will initially be issued in global bearer form and may be exchanged for definitive securities if the clearing system ceases doing business, or if the Issuer fails to make payments when due. Interests in the Securities will be constituted through the issuance of dematerialised depository interests ("CDIs"), issued, held, settled and transferred through Euroclear UK & Ireland Limited (formerly known as

		CRESTCO Limited) ("CREST").
		Identification: Series Number: NX000161981; Tranche Number: 3
		Identification Codes: ISIN Code: XS1113707027; Common Code: 111370702.
		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 restrictions on free transferabili ty of the Securities	Securities are offered and sold outside the United States to non-US persons in reliance on 'Regulation S' and must comply with transfer restrictions with respect to the United States. Securities held in a clearing system will be transferred in accordance with the rules, procedures and regulations of that clearing system. Subject to the above, the Securities will be freely transferable.
C.8	Description of rights attached to the Securities and limitations of those rights; ranking of the Securities	Rights: Each Security includes a right to a potential return and an amount payable on redemption, together with certain ancillary rights such as the right to receive notice of certain determinations and events and to vote on proposed amendments to the terms of the Securities. Taxation: All payments in respect of the Securities shall be made without withholding or deduction for or on account of any UK taxes unless such withholding or deduction is required by law. Events of default: If the Issuer fails to make any payment due under the Securities or breaches any other provision of the Securities (and, in each case, such failure is not remedied within 30 days) or the Issuer is subject to a winding-up order (other than in connection with a scheme of reconstruction, merger or amalgamation), the Securities will become immediately due and payable, upon notice being given by the holder. 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 assets(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). Ranking: The Securities are direct, unsubordinated and unsecured obligations of the Issuer and rank equally among themselves.

C.11	Listing and	Securities may be listed and admitted to trading on a regulated market
	admission	in the United Kingdom.
	to trading
		Application is expected to be made by the Issuer to list the Securities on
		the official list of the UK Listing Authority and admit the Securities to
		trading on the regulated market of the London Stock Exchange with
		effect from 4 March 2016.
C.15	Description	The return on, and value of, the Securities will be linked to changes in
	of how the	the value of the FTSE 100 Index Warrants issued by Barclays Bank PLC
	value of the	(ISIN: GB00B8MNLD25, Series Number: NX000161982, the "Underlying
	investment	Warrant", the value of which is dependent on the performance of the
	is affected	FTSE 100 Index the ( "Underlying Warrant Reference Asset").
	by the value	Interest
	of the	The Securities will not bear interest.
	underlying	Final Redemption
	instrument	The Securities are scheduled to redeem on 9 December 2020 by
		payment by the Issuer of an amount in GBP for each GBP 1.00 in
		nominal amount of the Securities equal to an amount determined by the
		Determination Agent in good faith and in a commercially reasonable
		manner as GBP 1.00 multiplied by an amount equal to the value of the
		Underlying Warrant on 2 December 2020, being the final valuation date,
		divided by the value of the Underlying Warrant on 2 December 2014,
		being the initial valuation date, the final valuation date being subject to
		certain delay provisions if any relevant date for valuation is delayed in
		accordance with the terms of the Underlying Warrant.
		The greater the value of the Underlying Warrant on the final valuation
		date (as compared to the value of the Underlying Warrant on the initial
		valuation date), the greater the redemption amount payable on the
		Securities. If the value of the Underlying Warrant on the final valuation
		date is below the value of the Underlying Warrant on the initial
		valuation date the final redemption amount will be less than the amount
		invested and could be as low as zero.
		Early Redemption
		Securities may at the option of the Issuer (in the case of (i) or (ii)) or
		shall (in the case of (iii)) be redeemed earlier than the scheduled
		redemption date (i) if performance becomes unlawful or physically
		impracticable, (ii) following the occurrence of a change in applicable
		law, a currency disruption event, an extraordinary market disruption or
		a tax event affecting the Issuer's ability to fulfil its obligations under the
		Securities) or (iii) following the occurrence of (a) the cancellation or
		termination of the Underlying Warrant (other than by scheduled
		exercise or automatic exercise pursuant to its terms) or (b) a specified
		early cancellation event in respect thereof.
		In each case, the amount due in respect of the Calculation Amount for
		each Security will be an amount determined by the Determination
		Agent in good faith and in a commercially reasonable manner on the
		same basis as that which would have determined the amount due on
		final redemption except that the final value in respect of any Underlying
		Warrant shall be its value as of the day on which the disruption or
		termination event, event of default, unlawfulness or physical
		impracticability, as the case may be, occurs.
		The value of the Underlying Warrant will be published on each Business
		Day on GB00B8MNLD25=RIC. Details of the past and future

		performance and the volatility of the Underlying Warrant Reference Asset may be obtained from Reuters page .FTSE
C.16	Expiration or maturity date of the securities	The Securities are scheduled to redeem on the scheduled redemption date. Such scheduled redemption date may be delayed if the determination of any value used to calculate an amount payable under the Securities is delayed (including where the valuation of any Underlying Warrant is delayed in accordance with its terms). The scheduled redemption date of the Securities will be 9 December 2020.
C.17	Settlement procedure	Securities will be delivered on the specified issue date either against payment of the issue price or free of payment of the issue price of the Securities. Securities may be cleared and settled through Euroclear, Clearstream or CREST.
		Securities will be delivered on 4 March 2016 (the "Tranche 3 Issue Date") free of payment of the issue price of the Securities.
		The Securities are cleared and settled through Euroclear/Clearstream or CREST.
		Interests in the Securities will be constituted though the issuance of CDIs, issued, held, settled and transferred through CREST, representing interests in the Securities underlying the CDIs. CDIs are independent securities under English law and will be issued by Barclays Bank PLC. Holders of CDIs will not be entitled to deal in the Securities directly and all dealings in the Securities must be effected through CREST in relation to the holding of CDIs.
C.18	Description of how the return on derivative Securities takes place	The value of and return (if any) on the Securities will be linked to changes in the value of the Underlying Warrant, the value of which is dependent on the performance of the Underlying Warrant Reference Assets.
C.19	Final reference price of underlying	The amount payable in respect of the Securities will be calculated using the value of the Underlying Warrant on 2 December 2014 (the initial valuation date) and the value of the Underlying Warrant on 2 December 2020 (the final valuation date). The value of the Underlying Warrant on the final valuation date will be determined by the Determination Agent taking into account the applicable cash or physical settlement amount (as applicable) due on exercise of such Underlying Warrant.
C.20	Type of underlying	Securities issued under the Base Prospectus will be derivative securities, reflecting the fact that the repayment of the Securities will be linked to one or more underlying warrants, the value of which may fluctuate up or down depending on the performance of one or more specified reference assets. Amounts payable on redemption of the Securities will be determined by reference to the Underlying Warrant (ISIN: GB00B8MNLD25). Information on http://group.barclays.com/prospectuses-and documentation/structured-securities/final-terms.
		Section D – Risks

D.2	Key	Credit risk: The Issuer is exposed to the risk of suffering loss if any of its
	information	customers, clients or market counterparties fails to fulfil its contractual
	on the key	obligations. The Issuer may also suffer loss where the downgrading of an
	risks that are	entity's credit rating causes a fall in the value of the Issuer's investment
	specific to	in that entity's financial instruments.
	the Issuer	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	You may lose up to the entire value of your investment if the Issuer
	information	fails or is otherwise unable to meet its payment obligations.
	on the key	You may also lose the value of your investment if:
	risks that are	• the Underlying Warrant(s) (or the Underlying Warrant
	specific to	Reference Asset(s) and in turn the Underlying Warrant(s))
	the	perform in such a manner that the redemption amount payable
	Securities	to you (whether at maturity or following an early redemption) is
	including a	less than the initial purchase price and could be as low as zero;
	risk warning	• you sell your Securities prior to maturity in the secondary

that	market (if any) at an amount that is less than the initial
investors may lose some or all of the value of their entire investment	purchase price; and/or • the Securities are redeemed early following the occurrence of an extraordinary event in relation to the Underlying Warrant, the Issuer, the relevant currencies or taxation (such as following an additional disruption event) and the amount you receive on such early redemption is less than the initial purchase price.
or part of it	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 your Securities for any reason, you may be unable to reinvest the redemption proceeds at an effective yield as high as the yield on the Securities being redeemed.
	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; the Issuer's creditworthiness or perceived creditworthiness; and the performance of the relevant Underlying Warrant(s) (or the Underlying Warrant Reference Asset(s) and in turn the Underlying Warrant(s)).
	Securities are not 'principal protected': Upon maturity of your Securities, you may lose some or all of the capital that you invested, depending on the performance of the Underlying Warrant(s) (or the Underlying Warrant Reference Asset(s) and in turn the Underlying Warrant(s)).
	Securities include embedded derivatives on Underlying Asset(s) that are subject to adjustment: The securities are linked to the Underlying Warrant(s) which are in turn linked to the Underlying Warrant Reference Asset(s). The Underlying Warrant(s) are subject to provisions which provide for adjustments and modifications of their terms and alternative means of valuation of the Underlying Warrant Reference Asset(s) in certain circumstances (and which could be exercised by the issuer of the Underlying Warrant(s) in a manner which has an adverse effect on the market value and/or amount repayable in respect of your Securities).
	Risks relating to Underlying Warrant: You are exposed to the change in value of the Underlying Warrant(s) which may fluctuate up or down

		depending on the performance of the Underlying Warrant Reference Asset(s). The performance of the Underlying Warrant Reference Asset(s) may be subject to fluctuations that may not correlate with other similar reference assets. Payments upon redemption will be calculated by the change in value of the Underlying Warrant(s) between 2 December 2014 and 9 December 2020. Any information about the past performance of the Underlying Warrant(s) and/or the Underlying Warrant Reference Asset(s) should not be taken as an indication of how prices will change in the future. You should also note that the market value of both your Securities and the Underlying Warrant(s) will be affected by the ability, and the perceived ability, of the Issuer to fulfil its obligations under the instruments. The impact of any inability, or perceived inability, of the Issuer in this regard may be greater in respect of the Securities as the Securities are linked to Underlying Warrant(s) that are issued by the Issuer and it may negatively affect both the value of the Underlying Warrant(s) and the value of your Securities.
		Risks associated with specific Underlying Warrant Reference Asset(s): As the Underlying Warrant Reference Asset is an equity index, the Underlying Warrant may be subject to the risk of fluctuations in market interest rates, currency exchange rates, equity prices, commodity prices, inflation, the value and volatility of the relevant equity index, and also to economic, financial, regulatory, political, terrorist, military or other events in one or more jurisdictions, including factors affecting capital markets generally or the stock exchanges on which any such Underlying Warrant may be traded. This could have an adverse effect on the value of the Underlying Warrant which, in turn, will have an adverse effect on the value of your Securities.
		The capital invested in the Securities is at risk. Consequently, you may lose the value of your entire investment, or part of it.
		Section E - Offer
E.2 b	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 includes 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.
E.3	Description of	The terms and conditions of any offer of Securities to the public may
	the terms and conditions of	be determined by agreement between the Issuer and the Manager(s) at the time of each issue.
	offer
		The Securities are offered subject to the following conditions:
		Offer Price: 100% of 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") during 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. Distribution will be in accordance with the
		Authorised Offeror's usual procedures, notified to investors by the
		Authorised Offeror.
		Details of the minimum and/or maximum amount of application: The
		minimum and maximum amount of application from the Authorised
		Offeror will be notified to investors by the Authorised Offeror.
		Details of the method and time limits for paying up and delivering the
		Securities: the Issue Date.
		Manner in and date on which results of the offer are to be made
		public: Investors will be notified by the Authorised Offeror of their
		allocations of Securities and the settlement arrangements in respect
		thereof.
		Categories of holders to which the Securities are offered and whether
		tranche(s) have been reserved for certain countries: Not Applicable
		Process for notification to applicants of the amount allotted and the
		indication whether dealing may begin before notification is made:
		Each investor will be notified by the Authorised Offeror of its allocation
		of Securities at the time of such investor's application.
		Name(s) and address(es), to the extent known to the Issuer, of the placers in the various countries where the offer takes place: Not
		Applicable
E.4	Description of any interest	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
	material to	may exist between the Issuer, Determination Agent, relevant
	issue/offer	Manager(s) or authorised offeror(s) or their affiliates (who may have
	including	interests in transactions in derivatives related to the Underlying
	conflicting interests	Asset(s) which may, but are not intended to, adversely affect the market price, liquidity or value of the Securities) and holders.
E.7	Estimated	The Issuer will not charge any expenses to holders in connection with
	expenses	any issue of Securities. Offerors may, however, charge expenses to

charged	to	holders. Such expenses (if any) will be determined by agreement
investor	by	between the offeror and the investors at the time of each issue.
issuer/offeror