Barclays : Securities due May 2029

Final Terms

PROHIBITION OF SALES TO EEA RETAIL INVESTORS - The Securities are not intended to be offered, sold or otherwise made available to, and should not be offered, sold or otherwise made available to, any retail investor in the European Economic Area ("EEA"). For these purposes, a retail investor means a person who is one (or more) of: (i) a retail client as defined in point (11) of Article 4(1) of Directive 2014/65/EU (as amended, the "MiFID II"); (ii) a customer within the meaning of Directive (EU) 2016/97, as amended, where that customer would not qualify as a professional client as defined in point (10) of Article 4(1) of the MiFID II; or (iii) not a qualified investor as defined in Regulation (EU) 2017/1129 (as amended, the "EU Prospectus Regulation"). Consequently, no key information document required by Regulation (EU) No 1286/2014 (as amended, the "EU PRIIPs Regulation") for offering or selling the Securities or otherwise making them available to retail investors in the EEA has been prepared and therefore offering or selling the Securities or otherwise making them available to any retail investor in the EEA may be unlawful under the EU PRIIPs Regulation.

PROHIBITION OF SALES TO SWISS RETAIL INVESTORS - The Securities are not intended to be offered, sold or otherwise made available to and may not be offered, sold or otherwise made available to any retail investor in Switzerland. For these purposes a "retail investor" means a person who is not a professional or institutional client, as defined in article 4 para. 3, 4 and 5 and article 5 para. 1 and 2 Swiss Federal Act on Financial Services ("FinSA") of 15 June 2018, as amended. Consequently, no key information document required by FinSA for offering or selling the Securities or otherwise making them available to retail investors in Switzerland has been prepared and therefore, offering or selling the Securities or making them available to retail investors in Switzerland may be unlawful under FinSA.

None of the Securities constitute a participation in a collective investment scheme within the meaning of the Swiss Act on Collective Investment Schemes ("CISA") and are neither subject to the authorisation nor the supervision by the Swiss Financial Market Supervisory Authority FINMA ("FINMA") and investors do not benefit from the specific investor protection provided under the CISA. [The Securities may not be publicly offered, directly or indirectly, in Switzerland within the meaning of FinSA and no application has or will be made to admit the Securities to trading on any trading venue (exchange or multilateral trading facility) in Switzerland. Neither the Base Prospectus, the Final Terms nor any other offering or marketing material relating to the Securities constitutes a prospectus pursuant to the FinSA, and neither the Base Prospectus, the Final Terms nor any other offering or marketing material relating to the Securities may be publicly distributed or otherwise made publicly available in Switzerland.

Neither the Base Prospectus nor these Final Terms or any other offering or marketing material relating to the Securities constitute a prospectus pursuant to the FinSA, and such documents may not be publicly distributed or otherwise made publicly available in Switzerland, unless the requirements of FinSA for such public distribution are complied with.

The Securities documented in these Final Terms are not being offered, sold or advertised, directly or indirectly, in Switzerland to retail clients (Privatkundinnen und -kunden) within the meaning of FinSA ("Retail Clients"). Neither these Final Terms nor any offering materials relating to the Securities may be available to Retail Clients in or from Switzerland. The offering of the Securities directly or indirectly, in Switzerland is only made by way of private placement by addressing the Securities (a) solely at investors classified as professional clients (professionelle Kunden) or institutional clients (institutionelle Kunden) within the meaning of FinSA ("Professional or Institutional Clients"), (b) at fewer than 500 Retail Clients, and/or (c) at investors acquiring securities to the value of at least CHF 100,000.

The Securities have not been, and will not be, at any time registered under the U.S. Securities Act of 1933, as amended (the "Securities Act"), or with any securities regulatory authority of any state or other jurisdiction of the United States. The Securities may not be offered or sold within the United States, or to, or for the account or benefit of, U.S. persons (as defined in Regulation S under the Securities Act ("Regulation S")) ("U.S. persons"), except in certain transactions exempt from the registration requirements of the Securities Act and applicable state securities laws. Trading in the Securities has not been approved by the U.S. Commodity Futures Trading Commission under the U.S. Commodity Exchange Act of 1936, as amended (the "Commodity Exchange Act"), and the rules and regulations promulgated thereunder. The Securities are being offered and sold outside the United States to non-U.S. persons in reliance on Regulation S.

BARCLAYS BANK PLC

(Incorporated with limited liability in England and Wales)

Legal Entity Identifier (LEI): G5GSEF7VJP5I7OUK5573

1

USD 1,850,000 Securities due May 2028 pursuant to the Global Structured Securities Programme (the "Tranche 1

Securities")

Issue Price: 100.00 per cent.

The Securities are not intended to qualify as eligible debt securities for purposes of the minimum requirement for own funds and eligible liabilities ("MREL") as set out under the Bank Recovery and Resolution Directive (EU) 2014/59), as implemented in the UK (or local equivalent, for example TLAC).

This document constitutes the final terms of the Securities (the "Final Terms") described herein for the purposes of Article 8 of the Regulation (EU) 2017/1129 as it forms part of UK domestic law by virtue of the European Union (Withdrawal) Act 2018 (as amended) and regulations made thereunder (as amended, the "UK Prospectus Regulation") and is prepared in connection with the Global Structured Securities Programme established by Barclays Bank PLC (the "Issuer"). These Final Terms complete and should be read in conjunction with GSSP Preference Share Linked Base Prospectus which constitutes a base prospectus drawn up as separate documents (including the Registration Document dated 27 March 2024 and the Securities Note relating to the GSSP Preference Share Linked Base Prospectus dated 12 April 2024) for the purposes of Article 8(6) of the UK Prospectus Regulation (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. A summary of the individual issue of the Securities is annexed to these Final Terms.

The Base Prospectus, and any supplements thereto, are available for viewing at https://www.home.barclays/investor-relations/fixed-income-investors/prospectus-and-documents/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.

These Securities are FinSA Exempt Securities as defined in the Base Prospectus.

Words and expressions defined in the Base Prospectus and not defined in the Final Terms shall bear the same meanings when used herein.

BARCLAYS

Final Terms dated 22 May 2024

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PART A - CONTRACTUAL TERMS

1. (a) Series number:
2. 1. Tranche number:
3. Currency:
4. Securities:
5. 1. Aggregate Nominal Amount as at the Issue Date:
   2. 1. Tranche:
      2. Series:
   3. Specified Denomination:
   4. Minimum Tradable Amount:
   5. Calculation Amount:
6. Issue Price:
7. Issue Date:
8. Scheduled Redemption Date:
9. Preference Share linked Securities:
10. 1. Underlying Preference Share(s) and Underlying Preference Share Reference Asset(s):
    2. Final Valuation Date:
    3. Valuation Time:
11. Additional Disruption Event:
12. 1. Change in Law:
    2. Currency Disruption Event:
    3. Extraordinary Market Disruption:
    4. Optional Additional Adjustment Event(s):
    5. 1. Insolvency Filing:
       2. Insolvency:
       3. Preference Share Adjustment
          Event:
13. Form of Securities:

NX00399973

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U.S. Dollar ("USD")

USD 1,850,000.00

USD 1,850,000.00

USD 1,000.00

USD 1,000.00

USD 1,000.00

100% of par.

22 May 2024

22 May 2028

Underlying Preference Share: 1 Preference Share linked to FTSE 100 INDEX, S&P 500 Index and EURO STOXX 50® Index (the "Underlying Preference Share Reference Assets") issued by Teal Investments Limited (Class number: PEISC696)

15 May 2028, subject as specified in General Condition 5.3 (Relevant defined terms)

As specified in General Condition 5.3 (Relevant defined terms)

Applicable	as	per	General	Condition	22.1
(Definitions)
Applicable	as	per	General	Condition	22.1
(Definitions)
Applicable	as	per	General	Condition	22.1
(Definitions)
Applicable	as	per	General	Condition	22.1

(Definitions) Applicable

Applicable

Applicable

Global Bearer Securities: Permanent Global Security

TEFRA: Not Applicable

NGN Form: Not Applicable

Held under the NSS: Not Applicable

CGN Form: Applicable

CDIs: Not Applicable

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1. Trade Date:
2. 871(m) Securities

1. (i) Prohibition of Sales to UK Retail Investors: (ii) Prohibition of Sales to EEA Retail Investors:
2. Early Cash Settlement Date:

1. Early Redemption Notice Period Number:
2. Business Day:
3. Determination Agent:
4. Registrar:
5. CREST Agent:
6. Transfer Agent:
7. (a) Names of Manager:
   (b) Date of underwriting agreement:
8. Relevant Benchmarks:

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15 May 2024

The Issuer has determined that the Securities (without regard to any other transactions) should not be subject to U.S. withholding tax under Section 871(m) of the U.S. Internal Revenue Code of 1986, as amended, and regulations promulgated thereunder.

Not Applicable

Applicable - see the cover page of these Final Terms

As specified in General Condition 22.1 (Definitions)

For the purposes of a Preference Share Termination Event pursuant to General Condition 6 which includes, but is not limited to, the occurrence of an autocall event in respect of the Underlying Preference Share, the Securities will be redeemed on the applicable Early Cash Settlement Date.

The Early Cash Settlement Date(s) corresponding to the relevant Early Cash Settlement Valuation Date(s) are set out in the table below:

Early Cash	Early Cash
Settlement	Settlement Date(s)
Valuation Date(s)
15 May 2025	22 May 2025
15 August 2025	22 August 2025
17 November 2025	24 November 2025
17 February 2026	24 February 2026
15 May 2026	22 May 2026
17 August 2026	24 August 2026
16 November 2026	23 November 2026
16 February 2027	23 February 2027
17 May 2027	24 May 2027
16 August 2027	23 August 2027
15 November 2027	22 November 2027
15 February 2028	23 February 2028

Applicable as per General Condition 22.1 (Definitions)

As defined in General Condition 22.1 (Definitions)

Barclays Bank PLC

Not Applicable

Not Applicable

Not Applicable

Barclays Bank PLC

Not Applicable

Amounts payable under the Securities may be calculated by reference to FTSE 100 INDEX which is provided by FTSE International Limited (the

"Administrator"). As at the date of these Final Terms, the Administrator appears on the register of administrators and benchmarks established and maintained by the Financial Conduct Authority ("FCA") pursuant to article 36 of the Benchmarks Regulation (Regulation (EU) 2016/1011) as it forms part of UK domestic law by virtue of the European (Withdrawal) Act 2018 (as amended) (as amended, the "UK Benchmarks Regulation").

Amounts payable under the Securities may be calculated by reference to S&P 500 Index which is provided by S&P Dow Jones Indices LLC (the "Administrator"). As at the date of these Final Terms, the Administrator does not appear on the register of administrators and benchmarks established and maintained by the Financial Conduct Authority ("FCA") pursuant to article 36 of the Benchmarks Regulation (Regulation (EU) 2016/1011) as it forms part of UK domestic law by virtue of the European (Withdrawal) Act 2018 (as amended) (as amended, the "UK Benchmarks Regulation").

As far as the Issuer is aware the transitional provisions in Article 51 of the UK Benchmarks Regulation apply, such that S&P Dow Jones Indices LLC is not currently required to obtain authorisation or registration (or, if located outside the United Kingdom, recognition, endorsement or equivalence).

Amounts payable under the Securities may be calculated by reference to EURO STOXX 50® Index which is provided by STOXX Limited (the "Administrator"). As at the date of these Final Terms, the Administrator does not appear on the register of administrators and benchmarks established and maintained by the Financial Conduct Authority ("FCA") pursuant to article 36 of the Benchmarks Regulation (Regulation (EU) 2016/1011) as it forms part of UK domestic law by virtue of the European (Withdrawal) Act 2018 (as amended) (as amended, the "UK Benchmarks Regulation").

As far as the Issuer is aware the transitional provisions in Article 51 of the UK Benchmarks Regulation apply, such that STOXX Limited is not currently required to obtain authorisation or registration (or, if located outside the United Kingdom, recognition, endorsement or equivalence).

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PART B - OTHER INFORMATION

1. LISTING AND ADMISSION TO TRADING

(a)	Listing and Admission to Trading:	Application will 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 Issue Date.
(b)	Estimate of total expenses related	GBP 395.00
	to admission to trading:
(c)	Name and address of the entities	Not Applicable
	which have a firm commitment to
	act as intermediaries in secondary
	trading,	providing	liquidity

through bid and offer rates and a description of the main terms of their commitment:

2. RATINGS

Ratings:

The Securities have not been individually rated.

1. INTERESTS OF NATURAL AND LEGAL PERSONS INVOLVED IN THE ISSUE
   Save for any fees payable to the Manager and save for any trading and market-making activities of the Issuer and/or its affiliates in the Underlying Preference Share and/or the Underlying Preference Share Reference Assets, the hedging activities of the Issuer and/or its affiliates and the fact that the Issuer/an affiliate of the Issuer is the Determination Agent in respect of the Securities and the determination agent in respect of the Underlying Preference Share, so far as the Issuer is aware, no person involved in the offer of the Securities has an interest material to the issue.
2. REASONS FOR THE OFFER, ESTIMATED NET PROCEEDS AND TOTAL EXPENSES

(a)	Reasons for the offer:	Making profit and/or hedging purposes
(b)	Use of Proceeds:	Not Applicable
(c)	Estimated net proceeds:	Not Applicable
(d)	Estimated total expenses:	Not Applicable

1. PERFORMANCE OF THE UNDERLYING PREFERENCE SHARE AND OTHER INFORMATION CONCERNING THE UNDERLYING PREFERENCE SHARE
   The value of the Securities will depend upon the performance of the Underlying Preference Share.
   The Preference Share Value in respect of each Underlying Preference Share will be published on each Business Day at https://barxis.barcap.com/GB/1/en/home.app.
   Details of the past performance and volatility of the Underlying Preference Share Reference Assets may be obtained from Bloomberg Screen: UKX in respect of FTSE 100 INDEX, SPX in respect of S&P 500 Index and SX5E in respect of EURO STOXX 50® Index.
   See also the Annex - "ADDITIONAL PROVISIONS NOT REQUIRED BY THE SECURITIES NOTE RELATING TO THE UNDERLYING"
2. POST ISSUANCE INFORMATION
   The Issuer will not provide any post-issuance information with respect to the Underlying Preference Share(s), unless required to do so by applicable law or regulation.
3. OPERATIONAL INFORMATION

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(a)	ISIN Code:	XS2772506759
(b)	Common Code:	277250675
(c)	Name(s) and address(es) of any clearing	Not Applicable
	system(s) other than Euroclear Bank
	S.A./N.V. and Clearstream Banking,
	société anonyme, and the relevant
	identification number(s):
(d)	Delivery:	Delivery free of payment
(e)	Intended to be held in a manner which	No since unsecured debt instruments issued by credit
	would allow Eurosystem eligibility:	institutions established outside the European Union are
		not Eurosystem eligible.
(f)	Green Structured Securities:	No
(g)	Green Index Linked Securities:	No

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SUMMARY

INTRODUCTION AND WARNINGS

The Summary should be read as an introduction to the Prospectus. Any decision to invest in the Securities should be based on consideration of the Prospectus as a whole by the investor. In certain circumstances, the investor could lose all or part of the invested capital. Where a claim relating to the information contained in the Prospectus is brought before a court, the plaintiff investor might, under the national law, have to bear the costs of translating the Prospectus before the legal proceedings are initiated. Civil liability attaches only to those persons who have tabled the Summary, including any translation thereof, but only where the Summary is misleading, inaccurate or inconsistent when read together with the other parts of the Prospectus or it does not provide, when read together with the other parts of the Prospectus, key information in order to aid investors when considering whether to invest in the Securities.

You are about to purchase a product that is not simple and may be difficult to understand.

Securities: USD 1,850,000.00 Securities due 22 May 2028 pursuant to the Global Structured Securities Programme (ISIN: XS2772506759) (the "Securities").

The Issuer: The Issuer is Barclays Bank PLC. Its registered office is at 1 Churchill Place, London, E14 5HP, United Kingdom (telephone number: [phone]) and its Legal Entity Identifier ("LEI") is G5GSEF7VJP5I7OUK5573.

The Authorised Offeror: Not Applicable

Competent authority: The Base Prospectus was approved on 12 April 2024 by the United Kingdom Financial Conduct Authority of 12

Endeavour Square, London, E20 1JN, United Kingdom (telephone number: [phone]).

KEY INFORMATION ON THE ISSUER

Who is the Issuer of the Securities?

Domicile and legal form of the Issuer: Barclays Bank PLC (the "Issuer") is a public limited company registered in England and Wales under number 1026167. The liability of the members of the Issuer is limited. It has its registered and head office at 1 Churchill Place, London, E14 5HP, United Kingdom (telephone number [phone]). The Legal Entity Identifier (LEI) of the Issuer is G5GSEF7VJP5I7OUK5573.

Principal activities of the Issuer: Barclays is a diversified bank with five operating divisions comprising: Barclays UK, Barclays UK Corporate Bank, Barclays Private Bank and Wealth Management, Barclays Investment Bank and Barclays US Consumer Bank, supported by Barclays Execution Services Limited, the Group-wide service company providing technology, operations and functional services to business across the Group. The Group comprises of Barclays PLC together with its subsidiaries, including the Issuer. The Issuer's principal activity is to offer products and services designed for larger corporate, private bank and wealth management, wholesale and international banking clients.

The term the "Group" mean Barclays PLC together with its subsidiaries and the term "Barclays Bank Group" means Barclays Bank PLC together with its subsidiaries.

Major shareholders of the Issuer: The whole of the issued ordinary share capital of the Issuer is beneficially owned by Barclays PLC. Barclays PLC is the ultimate holding company of the Group.

Identity of the key managing directors of the Issuer: The key managing directors of the Issuer are C. S. Venkatakrishnan (Chief Executive and Executive Director) and Anna Cross (Executive Director).

Identity of the statutory auditors of the Issuer: The statutory auditors of the Issuer are KPMG LLP ("KPMG"), chartered accountants and registered auditors (a member of the Institute of Chartered Accountants in England and Wales), of 15 Canada Square, London E14 5GL, United Kingdom.

What is the key financial information regarding the Issuer?

The Issuer has derived the selected consolidated financial information included in the table below for the years ended 31 December 2022 and 31 December 2021 from the annual consolidated financial statements of the Issuer for the years ended 31 December 2022 and 2021 (the "Financial Statements"), which have each been audited with an unmodified opinion provided by KPMG. The selected financial information included in the table below for the six months ended 30 June 2023 and 30 June 2022 was derived from the unaudited condensed consolidated interim financial statements of the Issuer in respect of the six months ended 30 June 2023 (the "Interim Results Announcement"). Certain of the comparative financial metrics included in the table below for the six months ended 30 June 2022 were restated in the Interim Results Announcement.

Consolidated Income Statement

As at 31 December

1

	2023		2022
	(£m)
Net interest income	6,653		5,398
Net fee and commission income	5,461		5,426
Credit impairment charges / (releases)	(1,578)		(933)
Net trading income	5,980		7,624
Profit before tax	4,223		4,867
Profit after tax	3,561		4,382

Consolidated Balance Sheet

	As at 31 December
	2023		2022
	(£m)
Total assets	1,185,166		1,203,537
Debt securities in issue	45,653		60,012
Subordinated liabilities	35,903		38,253
Loans and advances, debt securities at amortised cost	185,247		182,507
Deposits at amortised cost	301,798		291,579
Total equity	60,504		58,953

Certain Ratios from the Financial Statements

As at 31 December

	2023			2022
		(%)
Common Equity Tier 1 capital	12.1		12.7
Total regulatory capital	19.2		20.8
UK leverage ratio (BBPLC sub-consolidated)12	6.0		-

1 No comparatives are provided for leverage as this is the first reporting year for Barclays Bank PLC sub- consolidated.

2 Although the leverage ratio is expressed in terms of T1 capital, the countercyclical leverage ratio buffer (CCLB) and 75% of the minimum requirement must be covered solely with CET1 capital. The CET1 capital held against the 0.2% CCLB was £1.8bn.

What are the key risks that are specific to the Issuer?

The Barclays Bank Group has identified a broad range of risks to which its businesses are exposed. Material risks are those to which senior management pay particular attention and which could cause the delivery of the Barclays Bank Group's strategy, results of operations, financial condition and/or prospects to differ materially from expectations. Emerging risks are those which have unknown components, the impact of which could crystallise over a longer time period. In addition, certain other factors beyond the Barclays Bank Group's control, including escalation of global conflicts, acts of terrorism, natural disasters, pandemics and similar events, although not detailed below, could have a similar impact on the Barclays Bank Group.

• Material existing and emerging risks potentially impacting more than one principal risk: In addition to material and emerging risks impacting the principal risks set out below, there are also material existing and emerging risks that potentially impact more than one of these principal risks. These risks are: (i) potentially unfavourable global and local economic and market conditions, as well as geopolitical developments; (ii) the impact of interest rate changes on the Barclays Bank Group's profitability; (iii) the competitive environments of the banking and financial services industry; (iv) the regulatory change agenda and impact on business model; (v) the impact of benchmark interest rate reforms on the Barclays Bank Group; and (vi) change delivery and execution risks.

• Climate risk: Climate risk is the impact on financial (credit, market, treasury and capital) and operational risks arising from climate change through physical risks and risks associated with transitioning to a lower carbon economy.

• Credit and Market risks: Credit risk is the risk of loss to the Barclays Bank Group from the failure of clients, customers or counterparties, to fully honour their obligations to members of the Barclays Bank Group. The Barclays Bank Group is subject to risks arising from changes in credit quality and recovery rates for loans and advances due from borrowers and counterparties.

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Market risk is the risk of loss arising from potential adverse changes in the value of the Barclays Bank Group's assets and liabilities from fluctuation in market variables.

• Treasury and capital risk and the risk that the Issuer and the Barclays Bank Group are subject to substantial resolution powers: There are three primary types of treasury and capital risk faced by the Barclays Bank Group which are (1) capital risk - the risk that the Barclays Bank Group has an insufficient level or composition of capital to support its normal business activities and to meet its regulatory capital requirements under normal operating environments and stressed conditions; (2) liquidity risk - the risk that the Barclays Bank Group is unable to meet its contractual or contingent obligations or that it does not have the appropriate amount of stable funding and liquidity to support its assets, which may also be impacted by credit rating changes; and (3) interest rate risk in the banking book - the risk that the Barclays Bank Group is exposed to capital or income volatility because of a mismatch between the interest rate exposures of its (non-traded)assets and liabilities. Under the Banking Act 2009, substantial powers are granted to the Bank of England (or, in certain circumstances, HM Treasury), in consultation with the United Kingdom Prudential Regulation Authority, the UK Financial Conduct Authority and HM Treasury, as appropriate as part of a special resolution regime. These powers enable the Bank of England (or any successor or replacement thereto and/or such other authority in the United Kingdom with the ability to exercise the UK Bail-inPower) (the "Resolution Authority") to implement various resolution measures and stabilisation options (including, but not limited to, the bail-intool) with respect to a UK bank or investment firm and certain of its affiliates (as at the date of the Registration Document, including the Issuer) in circumstances in which the Resolution Authority is satisfied that the relevant resolution conditions are met.
• Operational and model risks: Operational risk is the risk of loss to the Barclays Bank Group from inadequate or failed processes or systems, human factors or due to external events where the root cause is not due to credit or market risks. Model risk is the potential for adverse consequences from decisions based on incorrect or misused model outputs and reports.
• Compliance, reputation and legal risks and legal, competition and regulatory matters: Compliance risk is the risk of poor outcomes for, or harm to, customers, clients and markets, arising from the delivery of the Barclays Bank Group's products and services (conduct risk) and the risk to Barclays, its clients, customers or markets from a failure to comply with the Laws, Rules and Regulations applicable to the firm. Reputation risk is the risk that an action, transaction, investment, event, decision or business relationship will reduce trust in the Barclays Bank Group's integrity and/or competence. The Barclays Bank Group conducts activities in a highly regulated global market which exposes it and its employees to legal risk arising from (i) the multitude of laws, rules and regulations that apply to the businesses it operates, which are highly dynamic, may vary between jurisdictions and/or conflict, and may be unclear in their application to particular circumstances especially in new and emerging areas; and (ii) the diversified and evolving nature of the Barclays Bank Group's businesses and business practices. In each case, this exposes the Barclays Bank Group and its employees to the risk of loss or the imposition of penalties, damages or fines from the failure of members of the Barclays Bank Group to meet applicable laws, rules, regulations or contractual requirements or to assert or defend their intellectual property rights. Legal risk may arise in relation to any number of the material existing and emerging risks summarised above.

KEY INFORMATION ON THE SECURITIES

What are the main features of the Securities?

Type and class of Securities being issued and admitted to trading, including security identification numbers

The Securities are derivative securities in the form of notes issued in global bearer form and will be uniquely identified by: Series number:

NX00399973; Tranche number: 1; ISIN: XS2772506759; Common Code: 277250675.

The Securities are cleared and settled through Euroclear Bank S.A./N.V. and/or Clearstream Banking société anonyme.

Currency, denomination, issue size and term of the Securities

The Securities will be denominated in USD (the "Currency"). The specified denomination per Security is USD 1,000. The issue size is USD 1,850,000.00 and the issue price is 100.00% of par.

The issue date is 22 May 2024 and the redemption date is 22 May 2028 (the "Redemption Date"). Such date may be postponed if the determination of any value used to calculate an amount payable under the Securities is delayed.

Rights attached to the Securities

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 future amendments.

The potential return on the Securities will be a redemption amount linked to the change in value of the USD Preference Share issued by Teal Investments Limited (Class number: PEISC696), the "Underlying Preference Share", the value of which is dependent on the performance of each Underlying Preference Share Reference Asset. Information on the Underlying Preference Share can be found on https://barxis.barcap.com/GB/1/en/home.app.

The Securities will not bear interest.

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