Barclays PLC — Capital/Financing Update 2016

Apr 7, 2016

BARCLAYS BANK PLC

(Incorporated with limited liability in England and Wales)

GBP 1,500,000 Index Linked Securities due August 2020 under the Global Structured Securities Programme (the "Tranche 4 Securities") to be consolidated and form a single series with the GBP 1.000.000 Index Linked Securities due August 2020 under the Global Structured Securities Programme (the "Tranche 3 Securities"), the GBP 1,000,000 Index Linked Securities due August 2020 under the Global Structured Securities Programme (the "Tranche 2 Securities") and the GBP 10,000,000 Index Linked Securities due August 2020 under the Global Structured Securities Programme (the "Tranche 1 Securities" and, together with the Tranche 2 Securities, Tranche 3 Securities and the Tranche 4 Securities, the "Securities")

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"). This Final Terms are supplemental to and should be read in conjunction with the GSSP Base Prospectus 2 dated 5 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 purposes of the Prospectus Directive), save in respect of the Terms and Conditions of the Securities which are extracted from the 2014 GSSP Base Prospectus 2 dated 6 June 2014 (the "2014 GSSP Base Prospectus 2") 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 2. A summary of the individual issue of the Securities is annexed to this Final Terms.

The Base Prospectus, any supplements to the Base Prospectus and the 2014 GSSP Base Prospectus 2 are available for viewing at http://irreports.barclays.com/prospectuses-anddocumentation/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 2014 GSSP Base Prospectus 2 and not defined in the Final Terms shall bear the same meanings when used herein.

BARCLAYS

Final Terms dated 7 April 2016

PART A - CONTRACTUAL TERMS

1.	Series number: (a)		NX000155537
	(b)	Tranche number:	4
			The Securities shall be consolidated and form a single series with the Tranche 1 Securities, the Tranche 2 Securities and the Tranche 3 Securities.
2.		Settlement Currency:	GBP
3.		Securities:	Notes
4.		Notes:	Applicable
	(a)	Aggregate Nominal Amount as at the Issue Date:
		Tranche 1: (i)	GBP 10,000,000
		Tranche 2:	GBP 1,000,000
		Tranche 3:	GBP 1,000,000
		Tranche 4:	GBP 1,500,000
		Series: (ii)	GBP 13,500,000
	(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:	In respect of the Tranche 1 Securities:15 August 2014
			In respect of the Tranche 2 Securities: 22 December 2015
			In respect of the Tranche 3 Securities: 22 January 2016
			In respect of the Tranche 4 Securities: 7 April 2016
9.		Scheduled Redemption Date:	17 August 2020
10.		Underlying Performance Type:	Worst-of
		Provisions relating to interest (if any) payable
11.		Interest Type:	Phoenix without Memory
12.	(a)	Fixed Interest Type:	Fixed Amount
	(b)	Fixed Interest Rate:	4.11 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)	Minimum/Maximum Interest Rate:	Not Applicable
(h)	Fixed Interest Determination Date(s):	Not Applicable
(i)	Determination Floating Interest Date(s):	Not Applicable
(j)	Interest Valuation Date(s):	The dates set out in Table 1 below in the column entitled 'Interest Valuation Dates'.
(k)	Interest Payment Date(s):	The dates set out in Table 1 below in the column entitled 'Interest Payment Date'.
(1)	T:	Not Applicable
(m)	Observation Date(s):	Not Applicable
(n)	Interest Barrier Percentage:	65 per cent.
(0)	Lower Barrier Percentage:	Not Applicable
(p)	Upper Barrier:	Not Applicable
(q)	Upper Barrier Percentage:	Not Applicable
(r)	Knock-out Barrier Percentage:	Not Applicable
(s)	Day Count Fraction:	Not Applicable
(t)	Interest Period End Dates:	Not Applicable
(u)	Interest Commencement Date:	Not Applicable
(v)	Linear Interpolation:	Not Applicable

Table 1

Interest Valuation Date	Interest Payment Date
9 February 2015	16 February 2015
10 August 2015	17 August 2015
8 February 2016	15 February 2016
8 August 2016	15 August 2016
8 February 2017	15 February 2017
8 August 2017	15 August 2017
8 February 2018	15 February 2018
8 August 2018	15 August 2018
8 February 2019	15 February 2019
8 August 2019	15 August 2019
10 February 2020	17 February 2020
10 August 2020	17 August 2020

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 'Specified Early Cash Redemption Date'.

$Table 2$

		Tablez
		Autocall Valuation Date: 8 August 2017 8 February 2018 8 August 2018 8 February 2019 8 August 2019 10 February 2020 Provisions relating to Final Redemption	Autocall Barrier Percentage: 100% 100% 100% 100% 100% 100%	Autocall Redemption Date: 15 August 2017 15 February 2018 15 August 2018 15 February 2019 15 August 2019 17 February 2020
15.	(a)	Redemption Type:	European Barrier
	(c)	Settlement Method:	Cash
	(d)	Trigger Event Type:	Not Applicable
	(e)	Final Barrier Percentage:	Not Applicable
	(f)	Strike Price Percentage:	100 per cent.
	(g)	Knock-in Barrier Percentage:	65 per cent.
	(h)	Knock-in Barrier Period Start Date:	Not Applicable
	(i)	Knock-in Barrier Period End Date:	Not Applicable
	(j)	Lower Strike Price Percentage:	Not Applicable
	(k)	Participation:	Not Applicable
	(1)	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)	Indices:	entitled 'Index'.	The Indices set out in Table 3 below in the column
		Exchanges: (i)	column entitled 'Exchange'.	The Exchanges set out in Table 3 below in the
		Related Exchanges: (ii)		The Related Exchanges set out in Table 3 below in the column entitled 'Related Exchange'.
		(iii) Underlying Asset Currencies:	Not Applicable
		(iv) Bloomberg Screen:	Not Applicable
		Reuters Screen: (v)	column entitled 'Reuters Screen'.	The Reuters Screens set out in Table 3 below in the
		(vi) Index Sponsors:		The Index Sponsors set out in Table 3 below in the

٦e 가 column entitled 'Index Sponsor'.

	Table 3
		Index:		Exchange:		Related Exchange:	Reuters Screen:	Index Sponsor
		FTSE 100 Index		London Stock Exchange		All Exchanges	.FTSE	FTSE International Limited
		Eurostoxx 50 Index		Multi-exchange Index		All Exchanges	.STOXX50E	STOXX Limited
18.			Initial Price				Initial Valuation Date for such Underlying Assets	The Valuation Price of the Underlying Assets on the
	(a)		Averaging-in			Not Applicable
	(b)		Min Lookback-in:			Not Applicable
	(c)		Max Lookback-in:			Not Applicable
	(d)		Initial Date:	Valuation		8 August 2014
19.			Final Price:	Valuation		Final Valuation Date		The Valuation Price of the Underlying Assets on the
	(a)		Averaging-out			Not Applicable
	(b)		Min Lookback-out:			Not Applicable
	(c)			Max Lookback-out:		Not Applicable
	(d)		Final Date:	Valuation		10 August 2020
		Provisions relating to disruption events and taxes and expenses
20.		Lookback Date):		Consequences of a Disrupted Day (in respect of an Averaging Date or		Not Applicable
	(a)	Omission:				Not Applicable
	(b)	Postponement:				Not Applicable
	(c)	Modified Postponement:				Not Applicable
21.		Additional Disruption Events:
	(a)	Change in Law:				Applicable
	(b)	Currency Disruption Event:				Applicable
	(c)	Hedging Disruption:				Not Applicable
	(d)	Issuer Tax Event:				Applicable
	(e)			Extraordinary Market Disruption:		Applicable
	(f)	Increased Cost of Hedging:				Not Applicable
	(g)	Affected Disruption:	Jurisdiction		Hedging	Not Applicable

	(h)	Affected Jurisdiction Increased Cost Not Applicable of Hedging:
	(i)	Increased Cost of Stock Borrow:	Not Applicable
	(j)	Loss of Stock Borrow:	Not Applicable
	(k)	Foreign Ownership Event:	Not Applicable
	(1)	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.		Jurisdiction Local 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:	In respect of the Tranche 1 Securities:
			8 August 2014
			In respect of the Tranche 2 Securities:
			15 December 2015
			In respect of the Tranche 3 Securities: 15 January 2016
			In respect of the Tranche 4 Securities: 31 March 2016
30.		Additional Business Centre(s):	Not Applicable
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)	Names of Manager:	Barclays Bank PLC
	(b)	Date of underwriting agreement:	Not Applicable

	(C)	Names and addresses of secondary Not Applicable
		intermediaries and main trading
		terms of commitment:
37.		Registration Agent:	Not Applicable
38.		Masse Category:	Not Applicable
39.		Governing Law:	English law

PART B - OTHER INFORMATION

LISTING AND ADMISSION TO TRADING $1.$

• Application is expected to be made by the Issuer Listing and Admission to Trading: (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 Tranche 4 Securities Issue Date
• $(ii)$ Estimate of total expenses related to Not Applicable admission to trading:

$2.$ RATINGS

$(i)$

Ratings:

The Securities have not been individually rated.

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

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 offer.

$\overline{4}$ . REASONS FOR THE OFFER, ESTIMATED NET PROCEEDS AND TOTAL EXPENSES

• Reasons for the offer: General funding $(i)$
• $(ii)$ Estimated net proceeds: Not Applicable
• Not Applicable $(iii)$ Estimated total expenses:

PERFORMANCE OF UNDERLYING ASSET, AND OTHER INFORMATION CONCERNING THE $5^{\circ}$ UNDERLYING ASSET

Reuters Screen: .FTSE and .STOXX50E Page and http://www.ftse.com and http://www.stoxx.com

Index Disclaimers: FTSE® 100 Index and EURO STOXX 50® Index

OPERATIONAL INFORMATION 6.

(a)	ISIN:	XS1068800777
(b)	Common Code:	106880077
(C)	Relevant Clearing System(s):	Clearstream, Euroclear
(d)	Delivery:	Delivery free of payment

$(e)$ Name and address of additional Not Applicable Paying Agent(s):

TERMS AND CONDITIONS OF THE OFFER $7^{\circ}$

Authorised Offer(s)

(a) Public Offer:

An offer of the Notes 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 conditions set forth in the Base Prospectus and in (e) immediately below

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

Specific consent: Not Applicable; and $(i)$

(ii) General consent: Not Applicable

The United Kingdom

7 April 2016 from open to close of business hours (the "Offer Period")

Not Applicable

The Issue Price

• Total amount of offer: Aggregate Nominal Amount
• $(c)$ Conditions to which the offer is subject:

There are no pre-identified allotment criteria. The Authorised Offeror will adopt allotment criteria that ensure equal treatment of prospective investors. A prospective investor will receive 100 per cent. of the amount of Securities allocated to it during the Offer Period.

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.

Time period, including any possible Investors will be notified by the Authorised $(d)$ amendments, during which the offer Offeror of their allocations of Securities and 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 make take place (together, the "Public Offer $|urisdictions(s)|$ :
• (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):

Other terms and conditions of the offer $\mathsf{R}$

• $(a)$ Offer Price.
• $(b)$

will be open and description of the settlement arrangements in respect thereof. application process:

Securities.

Not Applicable

• Description of the application process: $(e)$ Applications for the Securities can be made during the Offer Period to the Authorised Offeror. Further information with respect to the application process will be available from the Authorised Offeror upon request. $(f)$ and/or The minimum amount of application per investor Details of the minimum maximum amount of application will be GBP 1.00 in nominal amount of the
• Description of possibility to reduce $(g)$ 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:
• $(i)$ Procedure for exercise of any right of pre-emption, negotiability $\sigma$ f subscription rights and treatment of subscription rights not exercised:
• $(k)$ Whether tranche(s) have been reserved for certain countries:
• Process for notification to applicants of $(1)$ the amount allotted and indication whether dealing may begin before notification is made:
• Amount of any expenses and taxes $(m)$ specifically charged to the subscriber or purchaser:

Payment for Securities shall be made to the Authorised Offeror in accordance with the instructions provided by the Authorised Offeror. None of the amounts so transferred to the Authorised Offeror will bear interest. Such amounts will be returned only in the event of (i) cancellation of the offer of the Securities or (ii) overpayments, provided that, in each case, the amounts will be returned by the Authorised Offeror without any interest or compensation in accordance with the instructions of the relevant applicant set out in the related application form. The Securities will be delivered to the successful applicants on or about the Issue Date.

Investors will be notified by the Authorised Offeror of their allocations of Securities and the settlement arrangements in respect thereof.

Not Applicable

Not Applicable

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

$(n)$ Name(s) and address(es), to the extent Not Applicable known to the Issuer, of the placers in the various countries where the offer takes place:

SUMMARY

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

This summary (the "Summary") contains all the elements required to be included in a summary for these types of securities and issuer. Because some elements are not required to be addressed, there may be gaps in the numbering sequence of the elements.

Even though an element may be required to be inserted in the Summary because of the type of securities and issuer, it is possible that no relevant information can be given regarding the element. In this case a short description of the element is included in the Summary after the words 'not applicable'.

		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	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.
	Securities, indication of offer period and	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:
	conditions to consent for	the Public Offer is only made in the United Kingdom; (a)
	subsequent resale or final	the Public Offer is only made on 7 April 2016 from open to close of business (b) hours (the "Offer Period"); and
	placement, and warning.	the Public Offer is only made by each financial intermediary whose name is (c) Issuer's published the website on (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 commercial name of the	The Securities are issued by Barclays Bank PLC (the "Issuer")

	Issuer
B.2	Domicile and legal form of the Issuer, legislation under which the Issuer operates and country of incorporation of the Issuer	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 1 January 1985, the Issuer was re-registered as a public limited company. The principal laws and legislation under which the Company operates are 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 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 Bank Group is a major global financial services provider.
	the group and the Issuer's position 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.
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 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. Based on the Bank Group's unaudited financial information for the six months ended 30 June 2015, the Bank Group had total assets of £1,197,555m (30 June 2014: £1,315,492m), total net loans and advances of £475,826m (30 June 2014: £486,385m), total deposits of £494,423m (30 June 2014: £505,873m), and total shareholders' equity of £65,710m (30 June 2014: £65,119m) (including non- controlling interests of £2,153m (30 June 2014: £2,130m). The profit before tax from continuing operations of the Bank Group for the six months ended 30 June 2015 was £3,147m (30 June 2014: £2,504m) after credit impairment charges and other provisions of £973m (30 June 2014: £1,086m). The financial information in this paragraph is extracted from the unaudited consolidated financial statements of the Bank for the six months ended 30 June 2015. Not Applicable: there has been no significant change in the financial or trading position of the Bank Group since 31 September 2015. 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	Not Applicable

	which are materially relevant to the evaluation of Issuer's solvency
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	Securities issued under this Base Prospectus:
	of Securities being offered and/or admitted to	are derivative securities and are issued as a series of notes or certificates; $\bullet$ are transferable obligations of the Issuer and have the terms and conditions $\bullet$ set out in this Base Prospectus as completed by the Final Terms;
	trading, and security identification numbers	will bear interest at a fixed rate, a floating rate or at a rate determined by $\bullet$ 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 $\bullet$ 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 $\bullet$ 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 $\bullet$ 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 $\bullet$ 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: 7 April 2016
		Interest: The amount of interest payable on the Securities is determined by reference to a fixed rate of 4.11%. Whether or not interest is paid will depend on the performance of the FTSE 100 Index and the EuroStoxx 50 Index (the "Underlying Assets"). 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 each 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: NX000155537; Tranche number: 4
		Identification Codes: ISIN: XS1068800777, Common Code 106880077
		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 restrictions on free transferability 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, including ranking and limitations to those rights	Rights: Each Security includes a right to a potential return of interest and amount payable or deliverable on redemption together with certain ancillary rights such as the right to receive notice of certain determinations and events and to vote on future amendments.
		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. In the event that any such 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 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).
C.11	Listing and admission to trading	Securities may be listed and admitted to trading on a regulated market in Belgium, Denmark, Finland, France, Ireland, Italy, Luxembourg, Malta, the 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 Tranche 4 issue date.
C.15	Description of how the value of the investment is affected by the value of the underlying	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 combination of these.
		The underlying assets for this issue of Securities are: the FTSE 100 Index and the Eurostoxx 50 Index (the "Underlying Assets").
		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 amount payable will be scaled accordingly.
		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

Phoenix without memory interest: Each Security will only pay interest on an Interest Payment Date if the closing price or level of every Underlying Asset on the relevant Interest Valuation Date is greater than or equal to its corresponding Interest Barrier. If this occurs, the amount of interest payable with respect to that Interest Valuation Date is calculated by multiplying the fixed rate of 4.11% by GBP $1.00.$

Interest will be payable on the corresponding Interest Payment Date set out in the table below. Each Interest Valuation Date and Interest Barrier is as follows:

Interest Valuation Date:	Interest Payment Date:	Interest Barrier Percentage:
9 February 2015	16 February 2015	65.00%
10 August 2015	17 August 2015	65.00%
8 February 2016	15 February 2016	65.00%
8 August 2016	15 August 2016	65.00%
8 February 2017	15 February 2017	65.00%
8 August 2017	15 August 2017	65.00%
8 February 2018	15 February 2018	65.00%
8 August 2018	15 August 2018	65.00%
8 February 2019	15 February 2019	65.00%
8 August 2019	15 August 2019	65.00%
10 February 2020	17 February 2020	65.00%
10 August 2020	17 August 2020	65.00%

AUTOMATIC REDEMPTION (AUTOCALL) The Securities will automatically redeem prior to their scheduled redemption date if the closing price or level of every 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 Barriers are as follows:

	Autocall Valuation Date:	Autocall Redemption Date	Autocall Barrier:
	8 August 2017	15 August 2017	100% of the Initial Price
	8 February 2018	15 February 2018	100% of the Initial Price
	8 August 2018	15 August 2018	100% of the Initial Price
	8 February 2019	15 February 2019	100% of the Initial Price
	8 August 2019	15 August 2019	100% of the Initial Price
	10 February 2020	17 February 2020	100% of the Initial Price

		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 Worst Performing Underlying Asset, which reflects the price or level of that asset near the issue date of the Securities;
		'Final Valuation Price' of the Worst Performing Underlying Asset, which reflects the price or level of that asset near the Scheduled Redemption Date;
		The 'Strike Price' of the Worst Performing Underlying Asset, which is calculated as 100% multiplied by the Initial Price of that asset;
		The 'Knock-in Barrier Price' of the Worst Performing Underlying Asset, which is calculated as 65% multiplied by the Initial Price of that asset.
		Initial Price: The Initial Price of each Underlying Asset is the closing price or level of such Underlying Asset on the Initial Valuation Date.
		Final Valuation Price: The Final Valuation Price of each Underlying Asset is the closing price or level of such Underlying Asset on 10 August 2020, the "Final Valuation Date".
		Worst Performing Underlying Asset: The Knock-in Barrier Price, Final Valuation Price and Strike Price to be considered for the purposes of determining the final redemption amount will be the Knock-in Barrier Price, Final Valuation Price or Strike Price of the Underlying Asset with the lowest Performance. The 'Performance' of each Underlying Asset is calculated by dividing the Final Valuation Price of an asset by its Initial Price.
		* * * *
		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 maturity date of the Securities	The Securities are scheduled to redeem on the scheduled redemption date. This day may be postponed following the postponement of a valuation date due to a disruption event.
		The scheduled redemption date of the issue of Securities is 17 August 2020.
C.17	Settlement procedure of the derivative securities	The Securities will be cleared and settled through Euroclear Bank S.A./N.V. Clearstream Banking société anonyme.
C.18	Description of how the return on derivative securities takes place	The return on, and value of, the Securities will be linked to the performance of the Underlying Assets.
		Payments of interest will depend on the performance of each Underlying Asset during the life of the Securities. A fall in the price of any Underlying Asset below a specified level on any Interest Valuation Date will 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 each Underlying Asset on each Autocall Valuation Date. If no Automatic Redemption (Autocall) Event has occurred on an Autocall Valuation Date and the Underlying Assets perform negatively over 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 price of the underlying	The final reference level of any equity index, or final reference price of any share, depository receipt or fund to which Securities are linked will be determined by reference to a publicly available source on a specified date or dates.
		The final valuation price of each Underlying Asset is the closing price or level of such Underlying Assets on the Final Valuation Date, as determined by the Determination Agent.
C.20	Type of underlying	Securities may be linked to one or more: common shares; depositary receipts 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 this issue of Securities are: the FTSE™ 100 Index and the EURO STOXX 50 ® Index.
		Information about the Underlying Asset is available at: http://www.ftse.com and http://www.stoxx.com
		Section D - Risks
D.2	Key information on the key risks that are specific to the Issuer	Credit risk: The Issuer is exposed to the risk of suffering loss if any of its customers, clients or market counterparties fails to fulfil its contractual 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 public reprimands, damage to reputation, increased prudential fines, 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	You may lose up to the entire value of your investment in the Securities:
	on the key risks that are specific	You will lose up to the entire value of your investment if the Issuer fails or is otherwise unable to meet its payment obligations.
	to the Securities;	You may also lose the value of your entire investment, or part of it, if:
	including a risk warning that investors may lose some or all of the value of their investment	• the Underlying Assets perform 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 $\bullet$ 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.
		Worst-of: You are exposed to the performance of every Underlying Asset. Irrespective of how the other Underlying Assets perform, if any one or more Underlying Assets fail to meet a relevant threshold or barrier for the payment of interest or the calculation of any redemption amount, you might receive no interest payments and/or could lose some or all of your initial investment.
		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.
		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.
	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 Distributor in accordance with the Distributor'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 7 April 2016 from open to close of business hours (the "Offer Period").
		Applications for the Securities can be made in the Public Offer Jurisdiction through the Distributor in the Public Offer Jurisdiction during the Offer Period. The Securities will be placed into the Public Offer Jurisdiction by the Distributor. Distribution will be in accordance with the Distributor's usual procedures, notified to investors by the Distributor.
		Details of the minimum and/or maximum amount of application: The minimum and maximum amount of application from the Distributor will be notified to investors by the Distributor.
		Details of the method and time limits for paying up and delivering the Securities: see Part B, $8(v)$ .
		Manner in and date on which results of the offer are to be made public: Investors will be notified by the Distributor of their allocations of Securities and the settlement arrangements in respect thereof.
		Procedure for exercise of any right or pre-emption, negotiability of subscription rights and treatment of subscription rights not exercised: Not Applicable
		Categories of investors 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 Distributor of its allocation of Securities at the time of such investor's application.
		See Part B, 8(viii)
		Name(s) and address(es), to the extent known to the Issuer, of the placers in the various countries where the offer takes place: None
E.4	Description of any interest material to the issue/offer, including conflicting interests	The relevant dealers or Manager 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 dealers and/or Manager 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 investors.
E.7	Estimated expenses charged to investor by	The Issuer will not charge any expenses to investors in connection with any issue of Securities. Offerors may, however, charge expenses to investors. Such expenses (if any) will be determined by agreement between the offeror and the investors at the time of each issue.
	issuer/offeror	Not Applicable; no expenses will be charged to the investor by the issuer or the offeror.