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Barclays Bank plc 7.5% annual rate, payable quarterly if each index closes at or above coupon barrier level on review date for that period; Coupon barrier: 3,134.77 for S&P, 1,244.93 for Russell; 60% of initial levels due 3/25/2025

Barclays Bank plc 0.00% due 3/23/2029

Barclays Bank plc 10% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 12,768.08 for Nasdaq, 1,452.42 for Russell and 27,658.49 for Dow; 70% of initial levels due 12/26/2028

Barclays Bank plc 31.75% annualized, payable monthly if stock closes at or above threshold price on related observation date due 3/25/2025

Barclays Bank plc 0.00% due 3/25/2026

Barclays Bank plc 0.00% due 4/24/2025

Barclays Bank plc 7.25% annualized rate, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 29,634.1 for Dow, 1,556.16 for Russell, 13,680.08 for Nasdaq; 75% of initial levels due 12/26/2028

Barclays Bank plc 7.1% annualized rate, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 27,658.49 for Dow, 1,452.42 for Russell, 7,260.83 for Nasdaq; 70% of initial levels due 3/23/2029

Barclays Bank plc 10.7% per year, payable quarterly if each index closes at or above its coupon barrier level on each scheduled trading day during that observation period; Coupon barriers: 1,452.416 for Russell, 3,657.23 for S&P, 12,768.08 for Nasdaq; 70% of initial levels due 9/23/2027

Barclays Bank plc SOFR plus 80 bps, minimum interest rate of 0.5%; payable quarterly due 9/21/2026

Barclays Bank plc 8.5% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 4,119.54 for S&P, 1,619.79 for Russell and 31,032.34 for Dow; 70% of initial levels due 3/23/2027

Barclays Bank plc 11.9% annualized, payable quarterly if stock closes at or above coupon barrier on the related observation date; Coupon barrier: $25.63; 60% of initial level due 3/23/2027

Barclays Bank plc 10% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,581.96 for S&P, 12,465.78 for Nasdaq, 1,427.53 for Russell; 70% of initial levels due 3/20/2029

Barclays Bank plc 11.00% due 3/17/2028

Barclays Bank plc 10.4% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 13,511.11 for Nasdaq, 3,862.86 for S&P, 1,523.38 for Russell; 75% of initial levels due 12/19/2028

Barclays Bank plc 10% annualized, payable quarterly if stock closes at or above coupon barrier on the related observation date; Coupon barrier: $116.01; 64.9% of initial level due 9/18/2025

Barclays Bank plc 8.85% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,605.34 for S&P, 12,610.37 for Nasdaq, 1,421.82 for Russell; 70% of initial levels due 9/18/2025

Barclays Bank plc 8% annualized, payable quarterly if each underlier closes at or above coupon barrier on related observation date; Coupon barriers: 3,105.16 for S&P, 1,239.29 for Russell, $38.07 for ETF; 60% of initial levels due 9/18/2025

Barclays Bank plc 9.25% per year, payable quarterly if each index closes at or above its coupon barrier level on each scheduled trading day during that observation period; Coupon barriers: 1,446.117 for Russell, 3,582.56 for S&P, 12,566.18 for Nasdaq; 70% of initial levels due 9/16/2027

Barclays Bank plc 10.26% per year, payable quarterly if each index closes at or above its coupon barrier level on each scheduled trading day during that observation period; Coupon barriers: 1,445.835 for Russell, 3,622.69 for S&P, 12,753.38 for Nasdaq; 70% of initial levels due 3/17/2027

Barclays Bank plc 9.14% per year, payable quarterly if each index closes at or above its coupon barrier level on each scheduled trading day during that observation period; Coupon barriers: 1,445.835 for Russell, 3,622.69 for S&P, 12,753.38 for Nasdaq; 70% of initial levels due 3/16/2026

Barclays Bank plc 9.51% per year, payable quarterly if each index closes at or above its coupon barrier level on each scheduled trading day during that observation period; Coupon barriers: 1,342.561 for Russell, 3,363.93 for S&P, 11,842.43 for Nasdaq; 65% of initial levels due 3/17/2027

Barclays Bank plc 0.00% due 3/11/2027

Barclays Bank plc 0.00% due 3/12/2026

Barclays Bank plc 0.00% due 3/12/2026

Barclays Bank plc 12.5% per year, payable monthly if each stock closes at or above coupon barrier on the observation date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barriers: $122.75 for Amazon, $42.08 for Walmart, $507.89 for Costco, $118.80 for Target; 70% of initial levels due 3/11/2027

Barclays Bank plc 9.5% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 12,612.92 for Nasdaq, 27,105.88 for Dow, 1,457.9 for Russell; 70% of initial levels due 3/13/2029

Barclays Bank plc 11% if the underlying stock closes at or above its 70% downside threshold on the related quarterly observation date due 3/11/2027

Barclays Bank plc 7.40% due 9/11/2025

Barclays Bank plc 6% per year, payable quarterly if each index closes at or above coupon barrier level observation date for that period; Coupon barrier levels: 1,459.32 for Russell, 12,808.59 for Nasdaq, 27,153.95 for Dow; 70% of initial levels due 3/12/2029

Barclays Bank plc 10.45% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 13,723.49 for Nasdaq, 29,093.51 for Dow, 1,563.56 for Russell; 75% of initial levels due 12/12/2028

Barclays Bank plc 10% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 12,808.59 for Nasdaq, 3,610.15 for S&P, 1,459.32 for Russell; 70% of initial levels due 3/12/2029

Barclays Bank plc 0.00% due 3/11/2028

Barclays Bank plc 11.2%, payable monthly if stock closes at or above downside threshold on observation date for that quarter due 3/12/2026

Barclays Bank plc 13.8396%, paid monthly, if the ETF closes at or above its 80% downside threshold on the relevant observation date, plus any previously unpaid coupons due 3/12/2025

Barclays Bank plc 13.8396% annual rate, if the underlying ETF closes at or above its 80% downside threshold on the related monthly observation date; previously unpaid coupons will also be paid due 3/12/2025

Barclays Bank plc 10.6% per year, payable quarterly if each index closes at or above its coupon barrier level on each scheduled trading day during that observation date; Coupon barriers: 1,437.596 for Russell, 3,555.06 for S&P, 12,528.51 for Nasdaq; 70% of initial levels due 9/9/2027

Barclays Bank plc 10.00% due 3/9/2028

Barclays Bank plc 0.00% due 9/9/2025

Barclays Bank plc 0.00% due 3/10/2027

Barclays Bank plc 0.00% due 3/20/2025

Barclays Bank plc 6.85% annual rate, payable monthly due 12/10/2025

Barclays Bank plc 10.25% per year, payable quarterly if each index closes at or above its coupon barrier level on each scheduled trading day during that observation period; Coupon barriers: 1,437.596 for Russell, 3,555.06 for S&P, 3,425.15 for Stoxx; 70% of initial levels due 9/10/2027

Barclays Bank plc 10.15% per year, payable quarterly if shares close at or above coupon trigger level on a related determination date; coupon payment events will automatically include any previously unpaid coupons; Coupon trigger level: $97.82; 65% of initial share price due 3/9/2027

Barclays Bank plc 0.00% due 3/4/2027

Barclays Bank plc 0.00% due 7/3/2025

Barclays Bank plc 18.5% annual rate; payable monthly if closing price of each stock is greater than or equal to coupon barrier on related observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier prices: $121.58 for AMD, $342.56 for Adobe, $26.29 for Intel; 60% of initial levels due 3/4/2027

Barclays Bank plc 15% annual rate; payable monthly if closing price of each stock is greater than or equal to coupon barrier on related observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier prices: $107.80 for Apple, $342.56 for Adobe, $371.60 for Netflix; 60% of initial levels due 3/4/2027

Barclays Bank plc 13.5% per year, payable monthly plus any previously unpaid coupons if each stock closes at or above coupon barrier related observation date; Coupon barriers: $151.20 for Palo Alto, $17.63 for Truist; 50% of initial levels due 3/4/2027

Barclays Bank plc 0.00% due 3/4/2027

Barclays Bank plc 0.00% due 12/4/2025

Barclays Bank plc 0.00% due 3/4/2027

Barclays Bank plc 0.00% due 3/6/2029

Barclays Bank plc 9.55% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 1,453.48 for Russell, 12,812.04 for Nasdaq, 27,361.17 for Dow; 70% of initial levels due 3/4/2027

Barclays Bank plc 10% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 12,812.04 for Nasdaq, 3,595.96 for S&P, 1,453.48 for Russell; 70% of initial levels due 3/6/2029

Barclays Bank plc 12.7% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 14,642.33 for Nasdaq, 4,109.66 for S&P, 1,661.12 for Russell; 80% of initial levels due 3/6/2029

Barclays Bank plc 10% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 13,727.18 for Nasdaq, 3,852.81 for S&P, 1,557.30 for Russell; 75% of initial levels due 3/6/2026

Barclays Bank plc 8.2% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 3,852.81 for S&P, 29,315.53 for Dow, 1,557.30 for Russell; 75% of initial levels due 3/6/2028

Barclays Bank plc 9.35% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 3,852.81 for S&P, 29,315.53 for Dow, 1,557.30 for Russell; 75% of initial levels due 3/6/2028

Barclays Bank plc 11% annual rate, if the underlying stock closes at or above its 70% downside threshold on the related quarterly observation date due 3/4/2027

Barclays Bank plc 10.45% annual rate, if the underlying stock closes at or above its 80% downside threshold on the related quarterly observation date due 3/4/2027

Barclays Bank plc 10.45% annual rate, if the underlying stock closes at or above its 75% downside threshold on the related quarterly observation date due 3/4/2027

Barclays Bank plc 0.00% due 6/30/2028

Barclays Bank plc 0.00% due 3/6/2028

Barclays Bank plc 7.1% annualized rate, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 27,361.17 for Dow, 1,453.48 for Russell, 12,812.04 for Nasdaq; 70% of initial levels due 3/6/2029

Barclays Bank plc 11.15% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $255.88 for Lockheed, $88.69 for PNC; 60% of initial levels due 3/4/2027

Barclays Bank plc 9.5% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,595.96 for S&P, 12,812.04 for Nasdaq, 1,453.48 for Russell; 70% of initial levels due 3/6/2029

Barclays Bank plc 9.2% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,595.96 for S&P, 12,812.04 for Nasdaq, 1,453.48 for Russell; 70% of initial levels due 3/5/2026

Barclays Bank plc 26.25% annual rate; payable monthly if closing price of each stock is greater than or equal to coupon barrier on related observation date; Coupon barrier prices: $10.19 for American Airlines, $38.74 for Wayfair, $131.22 for Tesla; 65% of initial levels due 3/4/2027

Barclays Bank plc 0.00% due 3/4/2026

Barclays Bank plc 0.00% due 4/3/2025

Barclays Bank plc 0.00% due 9/3/2026

Barclays Bank plc 9.3% per year, payable quarterly if each index closes at or above coupon barrier on the relevant observation date; Coupon barrier: 1,541.132 for Russell, 3,822.203 for S&P, 13,532.888 for Nasdaq; 75% of initial levels due 3/4/2027

Barclays Bank plc 14% per year, payable quarterly if each index closes at or above coupon barrier on every scheduled trading day during the determination period; Coupon barrier: 1,643.874 for Russell, 4,077.016 for S&P, 31,332.952 for Nikkei; 80% of initial levels due 3/5/2026

Barclays Bank plc 0.00% due 3/4/2027

Barclays Bank plc 0.00% due 3/5/2030

Barclays Bank plc 0.00% due 3/5/2030

Barclays Bank plc 0.00% due 3/4/2027

Barclays Bank plc 0.00% due 9/5/2029

Barclays Bank plc 0.00% due 3/5/2026

Barclays Bank plc 0.00% due 3/5/2026

Barclays Bank plc 0.00% due 3/5/2026

Barclays Bank plc 8.55% annualized, payable monthly if each underlier closes at or above coupon barrier on related observation date; Coupon barriers: 3,312.58 for index, $26.22 for fund; 65% of initial levels due 3/4/2027

Barclays Bank plc 0.00% due 3/5/2030

Barclays Bank plc 11.3% per year, payable monthly if shares close at or above coupon trigger level on a related determination date; coupon payment events will automatically include any previously unpaid coupons; Coupon trigger level:

Barclays Bank plc 10.3% per year, payable monthly if shares close at or above coupon trigger level on a related determination date; coupon payment events will automatically include any previously unpaid coupons; Coupon trigger level:

Barclays Bank plc 9.75% annual rate if closing price of each stock is greater than or equal to coupon barrier on related observation date, otherwise, 0.25% annual rate; payable monthly; Coupon barrier prices: $27.51 for Affirm, $285.24 for Microsoft, $139.81 for Tesla, 70% of initial prices due 3/1/2029

Barclays Bank plc 0.00% due 3/2/2029

Barclays Bank plc 10.7% annual rate, payable quarterly if stock closes at or above downside threshold on observation date for that quarter due 3/4/2025

Barclays Bank plc 12.55%, payable quarterly if stock closes at or above downside threshold on observation date for that quarter due 3/4/2027

Barclays Bank plc 0.00% due 2/28/2029

Barclays Bank plc 9.50% due 3/2/2026

Barclays Bank plc 0.00% due 3/3/2026

Barclays Bank plc 9.4% annual rate if closing price of each stock is greater than or equal to coupon barrier on related observation date, otherwise, 0.25% annual rate; payable monthly; Coupon barrier prices: $151.20 for monday, $16.49 for Palantir, $60.42 for Okta, 70% of initial prices due 3/1/2029

Barclays Bank plc 0.00% due 2/26/2027

Barclays Bank plc 7% annual rate, payable monthly if each index closes at or above coupon barrier level on related observation date; Coupon barrier levels: 4,309.1 for S&P, 1,724.62 for Russell; 85% of initial levels due 3/1/2029

Barclays Bank plc 0.00% due 8/31/2027

Barclays Bank plc 0.00% due 3/1/2029

Barclays Bank plc 0.00% due 3/1/2029

Barclays Bank plc 0.00% due 3/1/2029

Barclays Bank plc 0.00% due 3/1/2029

Barclays Bank plc 9% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 14,346.66 for Nasdaq, 1,623.17 for Russell; 80% of initial levels due 12/2/2025

Barclays Bank plc 9.75% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 12,553.33 for Nasdaq, 27,348.46 for Dow, 1,420.28 for Russell; 70% of initial levels due 3/1/2029

Barclays Bank plc 10% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 12,553.33 for Nasdaq, 3,405.0 for Stoxx, 1,420.28 for Russell; 70% of initial levels due 3/1/2029

Barclays Bank plc 8.25% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 14,346.66 for Nasdaq, 4,055.62 for S&P, 1,623.17 for Russell; 80% of initial levels due 3/3/2027

Barclays Bank plc 8.35% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 12,553.33 for Nasdaq, 3,548.67 for S&P, 1,420.28 for Russell; 70% of initial levels due 3/3/2026

Barclays Bank plc 7.5% per year, payable monthly based on a calculation that multiplies the proportion of days on which the index closes at or above its coupon barrier level during the valuation period; Coupon barrier: 1,724.62, 85% of initial level due 3/3/2027

Barclays Bank plc 0.00% due 2/27/2026

Barclays Bank plc 0.00% due 3/2/2026

Barclays Bank plc 8.3% per year, payable quarterly if each index closes at or above coupon barrier on every day that quarter; Coupon barrier: 23,540.226 for Nikkei, 1,217.381 for Russell, 3,041.718 for S&P; 60% of initial levels due 3/3/2027

Barclays Bank plc 5.35% due 3/3/2027

Barclays Bank plc one-year U.S. dollar SOFR ICE swap rate plus 80 bps, minimum interest rate of 0%; payable quarterly due 8/28/2025

Barclays Bank plc 0.00% due 3/3/2027

Barclays Bank plc 0.00% due 8/31/2026

Barclays Bank plc 0.00% due 3/1/2029

Barclays Bank plc 6.5% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 29,301.92 for Dow, 13,450.0 for Nasdaq, 1,521.73 for Russell; 75% of initial levels due 3/1/2029

Barclays Bank plc 7% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 27,348.46 for Dow, 3,548.67 for S&P, 1,420.28 for Russell; 70% of initial levels due 3/3/2027

Barclays Bank plc 7.5% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 12,553.33 for Nasdaq, 3,548.67 for S&P, 1,420.28 for Russell; 70% of initial levels due 3/3/2027

Barclays Bank plc 15.75% annual rate; payable quarterly if closing price of each stock is greater than or equal to coupon barrier on related observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier prices:

Barclays Bank plc 14.75% annual rate; payable monthly if closing price of each stock is greater than or equal to coupon barrier on related observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier prices: $109.51 for Apple, $105.91 for AMD, $110.39 for JPMorgan; 60% of initial levels due 2/26/2027

Barclays Bank plc 16% annual rate; payable monthly if closing price of each stock is greater than or equal to coupon barrier on related observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier prices:

Barclays Bank plc 8.4% annual rate, payable quarterly if each index closes at or above coupon barrier level on review date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier: 3,816.6 for S&P, 13,453.21 for Nasdaq, 1,512.52 for Russell; 75% of initial levels due 2/26/2027

Barclays Bank plc 0.00% due 2/26/2027

Barclays Bank plc 7.25% per year, payable monthly if each index closes at or above coupon barrier level observation date for that period; Coupon barrier levels: 1,411.68 for Russell, 12,556.33 for Nasdaq, 3,562.16 for S&P; 70% of initial levels due 2/28/2028

Barclays Bank plc 0.00% due 2/26/2026

Barclays Bank plc 10.75% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $27.10 for ETF, 12,556.33 for Nasdaq, 27,392.07 for Dow; 70% of initial levels due 2/26/2026

Barclays Bank plc 9.75% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 13,453.21 for Nasdaq, 29,348.65 for Dow, 1,512.52 for Russell; 75% of initial levels due 2/26/2027

Barclays Bank plc 10.25% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 13,453.21 for Nasdaq, 29,348.65 for Dow, 1,512.52 for Russell; 75% of initial levels due 11/29/2028

Barclays Bank plc 12.5% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 14,350.09 for Nasdaq, 4,071.04 for S&P, 1,613.35 for Russell; 80% of initial levels due 2/28/2029

Barclays Bank plc 8% for first year; after that, 15 times reference rate, floor of 0%; reference rate is spread of 10-year U.S. dollar SOFR ICE swap rate minus the two-year U.S. dollar SOFR ICE swap rate; payable semiannually due 2/28/2028

Barclays Bank plc 10.5% if the underlying stock closes at or above its 75% downside threshold on the related quarterly observation date due 2/26/2027

Barclays Bank plc 11%, if the underlying stock closes at or above its downside threshold on the related quarterly observation date due 2/26/2027

Barclays Bank plc 9.35% per year, payable quarterly if each index closes at or above coupon barrier on every day that quarter; Coupon barrier: 12,556.327 for Nasdaq, 1,411.682 for Russell, 3,562.16 for S&P; 70% of initial levels due 2/26/2026

Barclays Bank plc 9.1% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 27,392.07 for Dow, 12,556.33 for Nasdaq, 1,411.68 for Russell; 70% of initial levels due 8/28/2025

Barclays Bank plc 8.5% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 1,196.85 for Russell, 2,989.08 for S&P, 23,167.34 for Dow; 60% of initial levels due 2/26/2027

Barclays Bank plc 9.6% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,562.16 for S&P, 12,556.33 for Nasdaq, 1,411.68 for Russell; 70% of initial levels due 2/26/2027

Barclays Bank plc 9.15% annual rate, payable quarterly if each index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1,409.69 for Russell, 3,560.92 for S&P, 70% of initial levels due 2/27/2025

Barclays Bank plc 10.3% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 1,409.69 for Russell, 12,603.29 for Nasdaq, 3,560.92 for S&P, 70% of initial levels due 2/25/2027

Barclays Bank plc 10.35% per year, payable monthly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 1,308.99 for Russell, 3,306.57 for S&P, 25,394.92 for Dow, or 65% of initial levels due 2/25/2027

Barclays Bank plc 10% per year, payable quarterly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 1,409.69 for Russell, 12,603.29 for Nasdaq, 27,348.38 for Dow, or 70% of initial levels due 8/27/2026

Barclays Bank plc 8.3% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that period; Coupon barrier levels: 12,603.29 for Nasdaq, 1,409.687 for Russell, 3,560.921 for S&P; 70% of initial levels due 2/25/2027

Barclays Bank plc 7.30% due 2/26/2026

Barclays Bank plc 0.00% due 1/25/2029

Barclays Bank plc 9.4% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 12,235.24 for Nasdaq, 27,028.57 for Dow, 1,396.32 for Russell; 70% of initial levels due 11/27/2028

Barclays Bank plc 0.00% due 2/26/2026

Barclays Bank plc 7.75% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 28,959.18 for Dow, 13,109.18 for Nasdaq, 1,496.06 for Russell; 75% of initial levels due 2/25/2027

Barclays Bank plc 7.25% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 27,028.57 for Dow, 12,235.24 for Nasdaq, 1,396.32 for Russell; 70% of initial levels due 2/25/2027

Barclays Bank plc 0.00% due 2/25/2027

Barclays Bank plc 0.00% due 2/25/2027

Barclays Bank plc 9.8% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 12,282.27 for Nasdaq, 3,332.2 for Stoxx, 1,402.9 for Russell; 70% of initial levels due 2/23/2029

Barclays Bank plc 7.5% per year, payable monthly if the index closes at or above coupon barrier on the valuation date for that period; Coupon barrier level: 3,482.86; 70% of initial level due 2/23/2029

Barclays Bank plc 10.5% annualized, payable quarterly if each index closes at or above coupon threshold on every trading day during the observation period; Coupon threshold: 1,402.9001 for Russell, 3,332.196 for Stoxx, 12,282.27 for Nasdaq; 70% of initial levels due 8/24/2028

Barclays Bank plc 6.8% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 23,138.28 for Dow, 2,985.31 for S&P, 1,202.49 for Russell; 60% of initial levels due 2/25/2027

Barclays Bank plc 8.6% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 26,994.66 for Dow, 1,402.9 for Russell, 3,482.86 for S&P; 70% of initial levels due 2/25/2027

Barclays Bank plc 15.8% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $116.26 for Tesla, $122.02 for Boeing, $65.66 for Disney; 60% of initial levels due 2/23/2029

Barclays Bank plc 7.05% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 1,546.11 for Russell, 13,384.29 for Nasdaq, 29,079.84 for Dow; 75% of initial levels due 2/21/2029

Barclays Bank plc 0.00% due 9/3/2026

Barclays Bank plc 0.00% due 3/4/2026

Barclays Bank plc 8%, payable semiannually if each ETF closes at or above its coupon barrier on related observation date; Coupon barriers: $296.45 for SPDR S&P 500, $116.77 for iShares Russell, $257.13 for Invesco QQQ; 60% of initial prices due 2/19/2027

Barclays Bank plc 11% per year, payable quarterly if each index closes at or above its coupon barrier level on each scheduled trading day during that observation date; Coupon barriers: 1,408.471 for Russell, 3,500.43 for S&P, 12,465.34 for Nasdaq; 70% of initial levels due 8/18/2027

Barclays Bank plc 0.00% due 3/3/2027

Barclays Bank plc 0.00% due 3/5/2030

Barclays Bank plc 9.5% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 12,320.29 for Nasdaq, 1,374.92 for Russell, 3,467.22 for S&P, 70% of initial levels due 2/16/2029

Barclays Bank plc 10% per year, payable quarterly if each index closes at or above coupon barrier level every day that period; Coupon barrier levels: 3,714.878 for S&P, 28,472.978 for Nikkei, 1,473.131 for Russell; 75% of initial levels due 2/19/2026

Barclays Bank plc 11.15% annualized, payable monthly if each underlier closes at or above coupon barrier on related observation date; Coupon barriers: 2,476.59 for S&P, 19,136.38 for Dow, $65.89 for Dollar General; 50% of initial levels due 2/19/2027

Barclays Bank plc 7.29% annual rate, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barriers: 13,200.32 for Nasdaq, 1,473.131 for Russell; 75% of initial levels due 2/15/2034

Barclays Bank plc 0.00% due 8/15/2025

Barclays Bank plc 0.00% due 3/13/2025

Barclays Bank plc 0.00% due 2/11/2027

Barclays Bank plc 0.00% due 2/11/2028

Barclays Bank plc 0.00% due 3/17/2025

Barclays Bank plc 22.00% due 2/18/2025

Barclays Bank plc 9.3% annual rate; payable quarterly if closing price of each stock is greater than or equal to coupon barrier on related observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier prices:$104.67 for Amazon, $165.86 for Visa; 60% of initial levels due 2/12/2027

Barclays Bank plc 0.00% due 2/12/2026

Barclays Bank plc 10% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 12,573.68 for Nasdaq, 27,070.18 for Dow, 1,406.99 for Russell; 70% of initial levels due 2/12/2027

Barclays Bank plc 0.00% due 2/27/2025

Barclays Bank plc 10.5% if the underlying stock closes at or above its 75% downside threshold on the related quarterly observation date due 2/12/2027

Barclays Bank plc 15.1% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $90.62 for Chevron, $61.06 for Exxon Mobil, $24.95 for Devon; 60% of initial levels due 2/12/2027

Barclays Bank plc 7.2% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 19,335.85 for Dow, 8,981.2 for Nasdaq, 2,513.31 for S&P; 50% of initial levels due 2/12/2027

Barclays Bank plc 30% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $298.55 for Lockheed Martin, $10.71 for VF, $19.18 for Conagra; 70% of initial levels due 8/14/2025

Barclays Bank plc 20.5% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $39.61 for NextEra, $21.36 for Aramark, $20.94 for Mosaic; 70% of initial levels due 2/13/2025

Barclays Bank plc 8% per year, paid quarterly, if the stock closes at or above its coupon barrier on any related observation date; Coupon barrier level: $26.93; 73% of initial share price due 2/12/2027

Barclays Bank plc 8% per year, paid quarterly, if the stock closes at or above its coupon barrier on any related observation date; Coupon barrier level: $221.91; 57.75% of initial share price due 2/12/2027

Barclays Bank plc 10.4% per year, paid quarterly, if the stock closes at or above its coupon barrier on any related observation date; Coupon barrier level: $42.78; 50% of initial share price due 2/12/2027

Barclays Bank plc 7% annual rate, payable monthly if each underlier closes at or above coupon barrier level on review date for that period; Coupon barriers: $48.03 for ETF, 3,998.33 for S&P, 1,583.76 for Russell; 80% of initial levels due 2/13/2029

Barclays Bank plc 0.00% due 2/11/2027

Barclays Bank plc 0.00% due 2/12/2026

Barclays Bank plc 7.1% annual rate, payable monthly if each index closes at or above coupon barrier level on review date for that period; Coupon barrier: 4,211.1 for S&P, 14,936.82 for Nasdaq, 1,660.58 for Russell; 85% of initial levels due 2/9/2029

Barclays Bank plc 0.00% due 2/10/2028

Barclays Bank plc 8.55% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 3,283.61 for Stoxx, 3,467.96 for S&P, 1,367.54 for Russell; 70% of initial levels due 2/9/2029

Barclays Bank plc 8% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 2,972.54 for S&P, 23,112.82 for Dow, 1,172.18 for Russell; 60% of initial levels due 2/9/2029

Barclays Bank plc 21% annual rate; payable monthly if closing price of each stock is greater than or equal to coupon barrier on related observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier prices: $88.88 for PNC, $20.31 for Fifth Third, $23.79 for Zions; 60% of initial levels due 2/10/2026

Barclays Bank plc 10.8% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 13,209.78 for Nasdaq, 28,785.09 for Dow, 1,452.93 for Russell; 75% of initial levels due 2/10/2027

Barclays Bank plc 7.65% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,459.97 for S&P, 12,329.13 for Nasdaq, 1,356.07 for Russell; 70% of initial levels due 8/10/2026

Barclays Bank plc 9.4% annual rate, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barriers: 3,434.33 for S&P, 1,382.093 for Russell; 70% of initial levels due 2/8/2029

Barclays Bank plc 10.65% per year, payable quarterly if each index closes at or above its coupon barrier level on each scheduled trading day during that observation date; Coupon barriers: 1,356.069 for Russell, 3,459.97 for S&P, 12,329.13 for Nasdaq; 70% of initial levels due 8/9/2027

Barclays Bank plc 9.4% per year, payable quarterly if shares close at or above coupon trigger level on a related determination date; coupon payment events will automatically include any previously unpaid coupons; Coupon trigger level: $121.02; 85% of initial share price due 2/21/2025

Barclays Bank plc 0.00% due 2/5/2027

Barclays Bank plc 0.00% due 2/21/2025

Barclays Bank plc 0.00% due 2/7/2029

Barclays Bank plc 10.1% per year, payable quarterly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 1,373.91 for Russell, 12,349.91 for Nasdaq, 27,058.09 for Dow, or 70% of initial levels due 8/5/2027

Barclays Bank plc 9.35% per year, payable monthly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 1,373.91 for Russell, 12,349.91 for Nasdaq, 27,058.09 for Dow, or 70% of initial levels due 8/6/2026

Barclays Bank plc 1.00% due 2/16/2029

Barclays Bank plc 9.25% per year, payable quarterly if each index closes at or above coupon barrier on every day that quarter; Coupon barrier: 1,472.048 for Russell, 3,718.958 for S&P, 3,490.913 for Stoxx; 75% of initial levels due 8/6/2026

Barclays Bank plc 0.00% due 2/20/2025

Barclays Bank plc 7.5% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 1,472.05 for Russell, 13,232.05 for Nasdaq, 28,990.82 for Dow; 75% of initial levels due 2/7/2028

Barclays Bank plc 8.6% annualized, payable monthly if each underlier closes at or above coupon barrier on related observation date; Coupon barriers: 3,223.10 for index, $25.34 for fund; 65% of initial levels due 2/5/2027

Barclays Bank plc 12.8% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $40.84; 60% of initial level due 2/5/2027

Barclays Bank plc 9.86% annual rate, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barriers: 28,990.82 for Dow, 13,232.05 for Nasdaq; 75% of initial levels due 2/5/2027

Barclays Bank plc 7.54% annual rate, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barriers: 13,232.05 for Nasdaq, 28,990.82 for Dow; 75% of initial levels due 2/5/2027

Barclays Bank plc 9.85% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 12,141.3 for Nasdaq, 26,963.89 for Dow, 1,382.09 for Russell; 70% of initial levels due 2/4/2027

Barclays Bank plc 10.36% per year, payable quarterly if each index closes at or above its coupon barrier level on each scheduled trading day during that observation date; Coupon barriers: 1,382.093 for Russell, 3,434.33 for S&P, 12,141.3 for Nasdaq; 70% of initial levels due 8/3/2027

Barclays Bank plc 10% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 11,996.07 for Nasdaq, 1,363.14 for Russell, 3,391.95 for S&P, 70% of initial levels due 11/3/2028

Barclays Bank plc 10.5% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 12,852.93 for Nasdaq, 1,460.51 for Russell, 3,634.24 for S&P, 75% of initial levels due 11/3/2028

Barclays Bank plc 0.00% due 2/4/2027

Barclays Bank plc 0.00% due 2/5/2030

Barclays Bank plc 0.00% due 2/2/2026

Barclays Bank plc 10.1% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $127.21 for ETF, 1,257.63 for Russell, 24,234.41 for Dow; 63% of initial levels due 2/4/2027

Barclays Bank plc 9.9% per year, payable quarterly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: 12,233.7 for Nasdaq, 1,397.37 for Russell, 3,447.48 for Stoxx; 70% of initial levels due 2/2/2029

Barclays Bank plc 8.75% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: 12,233.7 for Nasdaq, 1,397.37 for Russell, 3,447.48 for S&P; 70% of initial levels due 2/4/2027

Barclays Bank plc 8.15% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that period; Coupon barrier levels: 3,447.479 for S&P, 12,233.697 for Nasdaq, 1,397.365 for Russell; 70% of initial levels due 2/4/2027

Barclays Bank plc 0.00% due 1/28/2025

Barclays Bank plc 0.00% due 8/4/2026

Barclays Bank plc 0.00% due 2/4/2026

Barclays Bank plc 0.00% due 2/4/2027

Barclays Bank plc 0.00% due 8/4/2027

Barclays Bank plc 0.00% due 11/4/2026

Barclays Bank plc 6.75%, payable quarterly if index closes at or above downside threshold on observation date for that quarter due 2/3/2027

Barclays Bank plc 7.5% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier levels: 3,942.34 for S&P and 1,609.14 for Russell, or 80% of initial levels due 2/3/2027

Barclays Bank plc 8.00% due 7/1/2025

Barclays Bank plc 8.8% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 28,750.09 for Dow, 13,197.2 for Nasdaq, 1,508.57 for Russell; 75% of initial levels due 2/3/2027

Barclays Bank plc 10% per year, payable quarterly if each index closes at or above its coupon barrier level on each scheduled trading day during that observation date; Coupon barriers: 1,384.832 for Russell, 3,423.68 for S&P, 12,194.71 for Nasdaq; 70% of initial levels due 10/29/2026

Barclays Bank plc 0.00% due 1/30/2026

Barclays Bank plc 10.8% if the underlying stock closes at or above its 50% downside threshold on the related quarterly observation date due 1/29/2027

Barclays Bank plc 10.8% per year, payable quarterly if each index closes at or above coupon barrier on every day that quarter; Coupon barrier: 1,483.748 for Russell, 3,668.228 for S&P, 26,813.303 for Nikkei; 75% of initial levels due 1/29/2026

Barclays Bank plc 0.00% due 1/29/2027

Barclays Bank plc 7.75% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,423.68 for S&P, 12,194.71 for Nasdaq, 1,384.83 for Russell; 70% of initial levels due 1/29/2027

Barclays Bank plc 7.00% due 7/30/2025

Barclays Bank plc 0.00% due 1/28/2027

Barclays Bank plc 0.00% due 1/29/2026

Barclays Bank plc 9.4% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,425.91 for S&P, 12,261.89 for Nasdaq, 1,383.11 for Russell; 70% of initial levels due 1/28/2027

Barclays Bank plc 0.00% due 1/28/2027

Barclays Bank plc 9% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $52.16 for ETF, 3,194.88 for Stoxx; 70% of initial levels due 1/29/2029

Barclays Bank plc 9.25% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 12,249.51 for Nasdaq, 3,407.99 for S&P, 1,373.31 for Russell; 70% of initial levels due 1/28/2027

Barclays Bank plc 10% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $41.97 for ETF, 3,407.99 for S&P, 12,249.51 for Nasdaq; 70% of initial levels due 1/29/2029

Barclays Bank plc 7.5% per year, payable quarterly if each index closes at or above coupon barrier on related quarterly observation date; Coupon barriers: 1,569.49 for Russell, 3,894.84 for S&P; 80% of initial levels due 1/28/2027

Barclays Bank plc 7% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 26,464.47 for Dow, 3,407.99 for S&P, 1,373.31 for Russell; 70% of initial levels due 1/28/2027

Barclays Bank plc 12% annual rate; payable monthly if closing price of each stock is greater than or equal to coupon barrier on related observation date; Coupon barrier prices: $136.63 for Apple, $109.21 for Amazon, $279.23 for Microsoft; 70% of initial levels due 1/28/2026

Barclays Bank plc 12.6% annual rate; payable monthly if closing price of each stock is greater than or equal to coupon barrier on related observation date; Coupon barrier prices: $9.76 for Energy Transfer, $90.38 for Valero, $68.54 for Exxon Mobil; 70% of initial levels due 1/28/2026

Barclays Bank plc 14.03% per year, payable quarterly plus any previously unpaid coupons if each stock closes at or above coupon barrier related observation date; Coupon barriers: $148.64 for CrowdStrike, $192.60 for Meta; 50% of initial levels due 1/28/2027

Barclays Bank plc 18.00% due 1/28/2026

Barclays Bank plc 7.1% annual rate, payable monthly if each index closes at or above coupon barrier level on related observation date; Coupon barrier levels: 4,134.91 for S&P, 1,679.83 for Russell; 85% of initial levels due 1/29/2026

Barclays Bank plc 0.00% due 1/28/2026

Barclays Bank plc 0.00% due 7/3/2025

Barclays Bank plc 10.75% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $57.73 for ETF, 1,388.37 for Russell, 12,131.27 for Nasdaq; 70% of initial levels due 1/27/2027

Barclays Bank plc 10% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $42.47 for ETF, 1,388.37 for Russell, 3,395.3 for S&P; 70% of initial levels due 11/27/2026

Barclays Bank plc 9.25% per year, payable quarterly if each index closes at or above coupon barrier on the relevant observation date; Coupon barrier: 1,487.536 for Russell, 3,637.823 for S&P, 12,997.785 for Nasdaq; 75% of initial levels due 1/27/2028

Barclays Bank plc 10.05% annualized, payable quarterly if each index closes at or above coupon threshold on every trading day during the observation period; Coupon threshold: due 1,983.381 for Russell, 4,850.43 for S&P, 4,480.32 for Stoxx

Barclays Bank plc 0.00% due 7/25/2025

Barclays Bank plc 9.5% annual rate if closing price of each stock is greater than or equal to coupon barrier on related observation date, otherwise, 0.25% annual rate; payable monthly; Coupon barrier prices: $136.94 for monday.com, $56.90 for Okta, $11.75 for Palantir, 70% of initial prices due 1/24/2029

Barclays Bank plc 0.00% due 7/23/2026

Barclays Bank plc 7.5% per year, payable semiannually if the index closes at or above coupon barrier on the valuation date for that period; Coupon barrier level: 1,361.07; 70% of initial level due 1/22/2027

Barclays Bank plc 9% per year, payable semiannually if the index closes at or above coupon barrier on the valuation date for that period; Coupon barrier level: 1,361.07; 70% of initial level due 1/22/2027

Barclays Bank plc 8% per year, payable semiannually if each index closes at or above coupon barrier on related quarterly observation date; Coupon barriers: 11,254.1 for Nasdaq, 1,263.85 for Russell, 3,145.88 for S&P; 60% of initial levels due 1/22/2027

Barclays Bank plc 10.3%, paid quarterly, if the underlying stock closes at or above its 75% downside threshold on the related observation date due 1/22/2027

Barclays Bank plc 18% annualized, payable quarterly if each stock closes at or above threshold level on observation date for that period due 1/22/2027

Barclays Bank plc 10.1% annualized, payable quarterly if each index closes at or above coupon threshold on every trading day during the observation period; Coupon threshold levels: 1,377.6245 for Russell, 3,329.55 for S&P, 3,127.019 for Stoxx; 70% of initial levels due 1/13/2028

Barclays Bank plc 0.00% due 1/23/2026

Barclays Bank plc 0.00% due 7/24/2028

Barclays Bank plc 9% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 26,504.66 for Dow, 1,361.07 for Russell, 12,119.80 for Nasdaq; 70% of initial levels due 7/24/2025

Barclays Bank plc 7.35% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 28,397.85 for Dow, 1,458.29 for Russell, 12,985.50 for Nasdaq; 75% of initial levels due 1/22/2027

Barclays Bank plc 7.5% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 26,504.66 for Dow, 1,361.07 for Russell, 12,119.80 for Nasdaq; 70% of initial levels due 1/24/2029

Barclays Bank plc 7% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 1,458.29 for Russell, 12,985.5 for Nasdaq, 28,397.85 for Dow; 75% of initial levels due 1/24/2029

Barclays Bank plc 6.75% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 26,504.66 for Dow, 3,387.87 for S&P, 1,361.07 for Russell; 70% of initial levels due 1/24/2029

Barclays Bank plc 8.1% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 26,504.66 for Dow, 3,387.87 for S&P, 1,361.07 for Russell; 70% of initial levels due 1/24/2029

Barclays Bank plc 9.8% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $24.83; 60% of initial level due 1/22/2027

Barclays Bank plc 10.5% per year, payable quarterly if each index closes at or above its coupon barrier level on each scheduled trading day during that observation date; Coupon barriers: 1,346.557 for Russell, 3,346.66 for S&P, 11,887.6 for Nasdaq; 70% of initial levels due 1/22/2027

Barclays Bank plc 10.25% per year, payable quarterly plus any previously unpaid coupons if each stock closes at or above coupon barrier related observation date; Coupon barriers: $55.88 for Morgan Stanley, $41.80 for Schwab; 65% of initial levels due 1/22/2027

Barclays Bank plc 12% per year, payable quarterly if shares close at or above coupon trigger level on a related determination date; coupon payment events will automatically include any previously unpaid coupons; Coupon trigger level: $21.47; 60% of initial share price due 1/22/2027

Barclays Bank plc 9.50% due 1/23/2026

Barclays Bank plc 0.00% due 1/21/2028

Barclays Bank plc 0.00% due 1/22/2026

Barclays Bank plc 11% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 12,552.21 for Nasdaq, 27,950.0 for Dow, 1,434.87 for Russell; 75% of initial levels due 10/20/2028

Barclays Bank plc 10% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 11,715.4 for Nasdaq, 3,317.45 for S&P, 1,339.22 for Russell; 70% of initial levels due 10/20/2028

Barclays Bank plc 10.75% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 12,552.21 for Nasdaq, 3,554.41 for S&P, 1,434.87 for Russell; 75% of initial levels due 10/20/2028

Barclays Bank plc 0.00% due 2/5/2029

Barclays Bank plc 0.00% due 2/5/2030

Barclays Bank plc 13.2% annualized, payable monthly if each stock closes at or above coupon barrier on observation date for that period; Coupon barriers: $100.184 for Chevron, $272.629 for Microsoft, $367.458 for UnitedHealth; 70% of initial levels due 1/22/2027

Barclays Bank plc 7.5% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 26,086.67 for Dow, 11,715.4 for Nasdaq, 1,339.22 for Russell; 70% of initial levels due 1/22/2027

Barclays Bank plc 8% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 22,360.0 for Dow, 10,041.77 for Nasdaq, 1,147.9 for Russell; 60% of initial levels due 1/22/2027

Barclays Bank plc 7.5% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 27,950.0 for Dow, 12,552.21 for Nasdaq, 1,434.87 for Russell; 75% of initial levels due 1/22/2029

Barclays Bank plc 10% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,317.45 for S&P, 11,715.4 for Nasdaq, 1,339.22 for Russell; 70% of initial levels due 1/22/2027

Barclays Bank plc 8.92% annual rate, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barriers: 3,317.45 for S&P, 1,339.216 for Russell; 70% of initial levels due 1/22/2029

Barclays Bank plc 7.45% due 4/11/2025

Barclays Bank plc 9.45% due 4/11/2025

Barclays Bank plc 0.00% due 1/21/2027

Barclays Bank plc 0.00% due 2/5/2030

Barclays Bank plc 8% annual rate, payable quarterly if all three ETFs closes at or above coupon barrier level on related observation date; previously unpaid coupons will also be paid; Coupon barrier levels: $286.01 for S&P, $115.94 for Russell, $245.74 for QQQ, 60% of initial levels due 1/15/2026

Barclays Bank plc 9.65% annual rate, payable quarterly if stock closes at or above downside threshold on observation date for that quarter; previously unpaid coupons will also be paid due 1/22/2027

Barclays Bank plc 0.00% due 7/21/2025

Barclays Bank plc 12.40% due 1/31/2025

Barclays Bank plc 13.65% due 1/31/2025

Barclays Bank plc 10.00% due 1/21/2026

Barclays Bank plc 8.55% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 2,859.59 for S&P, 1,156.38 for Russell, 10,098.43 for Nasdaq, 60% of initial levels due 1/19/2029

Barclays Bank plc 9.5% annual rate, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: 3,336.19 for S&P, $50.68 for fund, 1,349.11 for Russell; 70% of initial levels due 1/22/2027

Barclays Bank plc 8% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 1,349.11 for Russell, 11,781.50 for Nasdaq, 26,152.78 for Dow; 70% of initial levels due 1/22/2027

Barclays Bank plc 11% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $131.95, or 60% of initial share price due 1/22/2027

Barclays Bank plc 0.00% due 1/18/2029

Barclays Bank plc 10.65% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 11,783.04 for Nasdaq, 3,136.01 for Stoxx, 1,365.67 for Russell; 70% of initial levels due 1/18/2029

Barclays Bank plc 13% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 13,466.34 for Nasdaq, 3,827.06 for S&P, 1,560.77 for Russell; 80% of initial levels due 1/18/2029

Barclays Bank plc 10.25% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 11,783.04 for Nasdaq, 3,348.68 for S&P, 1,365.67 for Russell; 70% of initial levels due 1/15/2027

Barclays Bank plc 10.4% per year, payable quarterly if shares close at or above coupon barrier level on the relevant observation date, plus any previously unpaid coupon; Coupon barrier: $9.22; 50% of initial share price due 1/15/2027

Barclays Bank plc 11% per year, payable quarterly if shares close at or above coupon barrier level on the relevant observation date, plus any previously unpaid coupon; Coupon barrier: $65.637; 55% of initial share price due 1/15/2027

Barclays Bank plc 10.1%, paid quarterly, if the underlying stock closes at or above its 60% downside threshold on the related observation date due 1/15/2027

Barclays Bank plc 10.15% per year, payable quarterly if shares close at or above coupon barrier level on the relevant observation date; Coupon barrier: $39.138; 60% of initial share price due 1/15/2027

Barclays Bank plc 10.15% per year, payable quarterly if shares close at or above coupon barrier level on the relevant observation date; Coupon barrier: $291.353; 75% of initial share price due 1/15/2027

Barclays Bank plc 8.1% per year, payable quarterly if each index closes at or above coupon barrier on each scheduled trading day during the determination period; Coupon barrier: 1,268.127 for Russell, 3,109.49 for S&P, 10,941.398 for Nasdaq; 65% of initial levels due 1/15/2026

Barclays Bank plc 0.00% due 1/15/2027

Barclays Bank plc 11.5% annualized, payable monthly if each underlier closes at or above coupon barrier on related observation date; Coupon barriers: 10,099.75 for Nasdaq, 1,170.58 for Russell, $30.23 for ETF; 60% of initial levels due 7/16/2026

Barclays Bank plc 8%, payable quarterly if stock closes at or above downside threshold on observation date for that quarter due 1/15/2027

Barclays Bank plc 8%, payable quarterly if stock closes at or above downside threshold on observation date for that quarter due 1/15/2027

Barclays Bank plc 8%, payable quarterly if stock closes at or above downside threshold on observation date for that quarter due 1/15/2027

Barclays Bank plc 10.1% per year, payable quarterly if each index closes at or above its coupon barrier level on each scheduled trading day during that observation period; Coupon barriers: 1,365.675 for Russell, 3,348.68 for S&P, 11,783.04 for Nasdaq; 70% of initial levels due 7/15/2027

Barclays Bank plc 11% annual rate; payable quarterly if closing price of each stock is greater than or equal to coupon barrier on related observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier prices: $111.71 for Apple, $92.24 for Amazon, $229.66 for Microsoft, $86.28 for Alphabet; 60% of initial levels due 1/15/2026

Barclays Bank plc 6.5% annual rate, payable monthly if each index closes at or above coupon barrier level on review date for that period; Coupon barriers: 4,065.93 for S&P, 14,274.08 for Nasdaq, 1,674.72 for Russell; 85% of initial levels due 1/16/2029

Barclays Bank plc 0.00% due 10/16/2025

Barclays Bank plc 10.41% due 7/2/2025

Barclays Bank plc 10.5% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 3,587.59 for S&P, 1,477.70 for Russell, 12,594.78 for Nasdaq; 75% of initial levels due 1/16/2029

Barclays Bank plc 10.5% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 11,755.13 for Nasdaq, 3,348.42 for S&P, 1,379.18 for Russell; 70% of initial levels due 1/15/2026

Barclays Bank plc 8.5% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 3,348.41 for S&P, 1,379.18 for Russell; 70% of initial levels due 1/16/2029

Barclays Bank plc 9% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that period; Coupon barrier levels: 3,587.588 for S&P, 12,594.78 for Nasdaq, 1,477.696 for Russell; 75% of initial levels due 1/14/2027

Barclays Bank plc 0.00% due 1/28/2025

Barclays Bank plc 0.00% due 1/28/2025

Barclays Bank plc 14.75% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $53.56; 75% of initial level due 12/31/2026

Barclays Bank plc 12% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $26.88; 80% of initial level due 12/31/2026

Barclays Bank plc 11.5% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $40.53; 80% of initial level due 12/31/2026

Barclays Bank plc 17.4% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $38.89; 70% of initial level due 12/31/2026

Barclays Bank plc 14.2% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $31.58; 75% of initial level due 12/31/2026

Barclays Bank plc 10.15% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $42.60; 75% of initial level due 12/31/2026

Barclays Bank plc 24.4% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $4.24; 50% of initial level due 12/31/2026

Barclays Bank plc 9% annualized, payable quarterly if each underlier closes at or above coupon barrier on related observation date; Coupon barriers: 12,594.78 for Nasdaq, 1,477.7 for Russell, $142.99 for ETF; 75% of initial levels due 1/14/2027

Barclays Bank plc 13.5% per year, payable quarterly if shares close at or above 62% coupon trigger level on a related determination date; coupon payment events will automatically include any previously unpaid coupons due 1/14/2026

Barclays Bank plc 18% annual rate; payable monthly if closing price of each stock is greater than or equal to coupon barrier on related observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier prices: $21.59 for GM, $31.34 for BMS, $81.46 for Dollar General; 60% of initial levels due 1/14/2027

Barclays Bank plc 9.2% per year, payable quarterly if shares close at or above coupon trigger level on a related determination date; coupon payment events will automatically include any previously unpaid coupons; Coupon trigger level: $62.77; 70% of initial share price due 1/15/2026

Barclays Bank plc 8.00% due 1/14/2025

Barclays Bank plc 9.4% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 1,377.62 for Russell, 11,675.10 for Nasdaq, 3,329.55 for S&P; 70% of initial levels due 7/14/2027

Barclays Bank plc 7.5% per year, payable quarterly if each index closes at or above coupon barrier on related quarterly observation date; Coupon barriers: 26,267.61 for Dow, 1,377.62 for Russell, 3,329.55 for S&P; 70% of initial levels due 1/18/2029

Barclays Bank plc 30% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $250.20 for Meta, $337.46 for Netflix, $164.47 for Tesla; 70% of initial levels due 1/14/2025

Barclays Bank plc 17.75% per year, payable monthly if shares close at or above coupon trigger level on a related determination date; coupon payment events will automatically include any previously unpaid coupons; Coupon trigger level: $168.32; 70% of initial share price due 1/13/2026

Barclays Bank plc 0.00% due 1/23/2025

Barclays Bank plc 7.5% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 11,654.92 for Nasdaq, 1,392.30 for Russell; 70% of initial levels due 7/11/2025

Barclays Bank plc 11.5% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 1,591.20 for Russell, 13,319.90 for Nasdaq, 5,108 for Equal; 80% of initial levels due 1/11/2029

Barclays Bank plc 9.25% due 1/9/2025

Barclays Bank plc 0.00% due 1/8/2027

Barclays Bank plc 7.55% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 9,783.59 for Nasdaq, 22,479.67 for Dow, 1,170.69 for Russell; 60% of initial levels due 1/10/2029

Barclays Bank plc 10.25% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 3,522.93 for S&P, 1,463.36 for Russell, 12,229.49 for Nasdaq; 75% of initial levels due 1/10/2029

Barclays Bank plc 10.55% annual rate, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $50.41 for fund, 1,365.80 for Russell, 3,288.07 for S&P; 70% of initial levels due 1/8/2027

Barclays Bank plc 10.15% annual rate, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $50.41 for fund, 1,365.80 for Russell, 3,288.07 for S&P; 70% of initial levels due 7/9/2026

Barclays Bank plc 10%, paid quarterly, if the underlying stock closes at or above its 70% downside threshold on the related observation date due 1/8/2027

Barclays Bank plc 10.15%, paid quarterly, if the underlying stock closes at or above its 60% downside threshold on the related observation date due 1/8/2027

Barclays Bank plc 16.15% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $81.19 for Advanced Micro, $83.20 for Target, $28.23 for Intel; 60% of initial levels due 1/7/2027

Barclays Bank plc 20.25% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $32.35 for Darling, $45.68 for Incyte, $207.68 for Sherwin-Williams; 70% of initial levels due 1/8/2026

Barclays Bank plc 7.75% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 28,099.58 for Dow, 1,463.36 for Russell, 12,229.49 for Nasdaq; 75% of initial levels due 1/10/2029

Barclays Bank plc 13% annualized, payable monthly if each underlier closes at or above coupon barrier on related observation date; Coupon barriers: $59.28 for fund, 1,365.80 for Russell, 3,288.07 for S&P; 70% of initial levels due 7/10/2025

Barclays Bank plc 18.65% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $21.59 for GM, $31.34 for BMS, $83.15 for AMD; 60% of initial levels due 1/8/2026

Barclays Bank plc 10% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,757.79 for S&P, 13,044.78 for Nasdaq, 1,560.91 for Russell; 80% of initial levels due 1/8/2027

Barclays Bank plc 10.15% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,757.79 for S&P, 13,044.78 for Nasdaq, 1,560.91 for Russell; 80% of initial levels due 1/8/2027

Barclays Bank plc 10.81% per year, payable quarterly if each index closes at or above its coupon barrier level on each scheduled trading day during that observation period; Coupon barriers: 1,370.409 for Russell, 3,282.08 for S&P, 3,131.81 for Stoxx; 70% of initial levels due 4/8/2027

Barclays Bank plc 10.25% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 12,276.37 for Nasdaq, 3,528.61 for S&P, 1,469.4 for Russell; 75% of initial levels due 1/7/2027

Barclays Bank plc 8.75% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 12,276.37 for Nasdaq, 3,528.61 for S&P, 1,469.4 for Russell; 75% of initial levels due 1/7/2027

Barclays Bank plc 9.4% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 11,457.94 for Nasdaq, 3,293.37 for S&P, 1,371.44 for Russell; 70% of initial levels due 1/8/2026

Barclays Bank plc 21% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $21.63 for GM, $31.66 for BMS, $83.15 for AMD; 60% of initial levels due 1/7/2027

Barclays Bank plc 9% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,293.37 for S&P, 11,457.94 for Nasdaq, 1,371.44 for Russell; 70% of initial levels due 1/7/2027

Barclays Bank plc 10.2% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,319.98 for S&P, 11,580.76 for Nasdaq, 1,408.96 for Russell; 70% of initial levels due 1/5/2029

Barclays Bank plc 14%, payable quarterly if stock closes at or above downside threshold on observation date for that quarter due 1/8/2026

Barclays Bank plc 10.08% per year, payable quarterly if shares close at or above 55% coupon trigger level on a related determination date; coupon payment events will automatically include any previously unpaid coupons due 1/5/2029

Barclays Bank plc 12.6% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 13,235.15 for Nasdaq, 3,794.26 for S&P, 1,610.24 for Russell; 80% of initial levels due 1/5/2029

Barclays Bank plc 8.50% due 1/4/2027

Barclays Bank plc 0.00% due 2/3/2025

Barclays Bank plc 6.8% annual rate, payable quarterly if each index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1,723.01 for Russell, 4,054.36 for S&P, 85% of initial levels due 1/4/2029

Barclays Bank plc 10% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 11,778.15 for Nasdaq, 26,382.68 for Dow, 1,418.95 for Russell; 70% of initial levels due 10/4/2028

Barclays Bank plc 10.4% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 12,619.45 for Nasdaq, 28,267.161 for Dow, 1,520.31 for Russell; 75% of initial levels due 10/4/2028

Barclays Bank plc 11.7% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 12,619.45 for Nasdaq, 3,577.37 for S&P, 1,520.31 for Russell; 75% of initial levels due 1/4/2027

Barclays Bank plc 9% per year, payable monthly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier levels: 3,338.88 for S&P, 1,418.95 for Russell and 11,778.15 for Nasdaq, or 70% of initial levels due 1/2/2026

Barclays Bank plc 18% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $21.55 for General Motors, $91.16 for Amazon, $188.45 for Advanced Micro Devices; 60% of initial levels due 1/2/2026

Barclays Bank plc 0.00% due 1/3/2029

Barclays Bank plc 9.1% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 11,828.93 for Nasdaq, 3,348.35 for S&P, 1,440.83 for Russell; 70% of initial levels due 1/2/2026

Barclays Bank plc 10.75% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $44.39 for ETF, 1,440.83 for Russell, 11,828.93 for Nasdaq; 70% of initial levels due 12/31/2026

Barclays Bank plc 9% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $38.05 for ETF, 1,235.0 for Russell, 10,139.08 for Nasdaq; 60% of initial levels due 1/3/2029

Barclays Bank plc 11.85%, paid quarterly, if the underlying stock closes at or above its 60% downside threshold on the related observation date due 1/4/2027

Barclays Bank plc 16.3% annualized, payable monthly if each stock closes at or above threshold level on observation date for that period due 12/30/2025

Barclays Bank plc 11.5% annualized, payable quarterly if each ETF closes at or above threshold level on observation date for that period due 12/30/2026

Barclays Bank plc 0.00% due 1/3/2029

Barclays Bank plc 0.00% due 1/3/2029

Barclays Bank plc 0.00% due 12/31/2026

Barclays Bank plc 9.1% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,587.51 for S&P, 12,673.85 for Nasdaq, 1,543.75 for Russell; 75% of initial levels due 12/31/2026

Barclays Bank plc 0.00% due 9/25/2025

Barclays Bank plc 10% per year, payable quarterly plus any previously unpaid coupons if each stock closes at or above coupon barrier related observation date; Coupon barriers: $196.11 for Microsoft, $35.79 for Charles Schwab; 52.5% of initial levels due 12/26/2025

Barclays Bank plc 0.00% due 12/26/2025

Barclays Bank plc 0.00% due 12/24/2027

Barclays Bank plc 0.00% due 12/24/2026

Barclays Bank plc 0.00% due 12/27/2028

Barclays Bank plc 0.00% due 12/24/2027

Barclays Bank plc 0.00% due 12/24/2026

Barclays Bank plc 9% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 13,405.93 for Nasdaq, 1,613.65 for Russell; 80% of initial levels due 9/25/2025

Barclays Bank plc 8.5% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 13,405.93 for Nasdaq, 3,797.4 for S&P, 1,613.65 for Russell; 80% of initial levels due 12/24/2026

Barclays Bank plc 8% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 13,405.93 for Nasdaq, 3,797.4 for S&P, 1,613.65 for Russell; 80% of initial levels due 9/25/2025

Barclays Bank plc 8% per year, payable semiannually if each index closes at or above coupon barrier on related quarterly observation date; Coupon barriers: 10,054.45 for Nasdaq, 1,210.24 for Russell, 22,442.61 for Dow; 60% of initial levels due 12/24/2026

Barclays Bank plc 7.3% per year, payable semiannually if each index closes at or above coupon barrier on related quarterly observation date; Coupon barriers: 3,322.73 for S&P, 1,411.95 for Russell; 70% of initial levels due 12/24/2026

Barclays Bank plc 8.3% per year, payable semiannually if each index closes at or above coupon barrier on related quarterly observation date; Coupon barriers: 3,322.73 for S&P, 1,411.95 for Russell; 70% of initial levels due 12/24/2026

Barclays Bank plc 26.9%, paid quarterly, if the underlying stock closes at or above its 65% downside threshold on the related quarterly observation date, plus any previously unpaid coupons due 12/24/2026

Barclays Bank plc 0.00% due 1/8/2025

Barclays Bank plc 6.70% due 12/28/2028

Barclays Bank plc 0.00% due 12/27/2028

Barclays Bank plc 0.00% due 12/24/2026

Barclays Bank plc 0.00% due 6/25/2026

Barclays Bank plc 11.55% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $44.32; 65% of initial level due 12/26/2025

Barclays Bank plc 8% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 28,053.26 for Dow, 12,568.06 for Nasdaq, 1,512.8 for Russell; 75% of initial levels due 12/30/2026

Barclays Bank plc 7% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 26,183.05 for Dow, 3,322.73 for S&P, 1,411.95 for Russell; 70% of initial levels due 12/27/2028

Barclays Bank plc 8.25% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 26,183.05 for Dow, 3,322.73 for S&P, 1,411.95 for Russell; 70% of initial levels due 12/27/2028

Barclays Bank plc 7.75% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,322.73 for S&P, 11,730.19 for Nasdaq, 1,411.95 for Russell; 70% of initial levels due 12/24/2026

Barclays Bank plc 10%, payable quarterly if stock closes at or above downside threshold on observation date for that quarter due 12/26/2024

Barclays Bank plc 9% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 10,037.88 for Nasdaq, 22,383.61 for Dow, 1,189.45 for Russell; 60% of initial levels due 12/23/2026

Barclays Bank plc 11.3%, paid quarterly, if the ETF closes at or above its 50% downside threshold on the related quarterly observation date due 12/23/2025

Barclays Bank plc 25% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $127.33 for Apple, $100.15 for Amazon, $11.80 for Nordstrom; 65% of initial levels due 12/23/2026

Barclays Bank plc 15.25% annual rate; payable monthly if closing price of each stock is greater than or equal to coupon barrier on related observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier prices: $104.98 for Amazon, $138.30 for Apple, $409.28 for Adobe; 70% of initial levels due 12/18/2026

Barclays Bank plc 13% annual rate; payable quarterly if closing price of each stock is greater than or equal to coupon barrier on related observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier prices: $89.98 for Amazon, $118.54 for Apple, $80.30 for Alphabet; 60% of initial levels due 12/18/2026

Barclays Bank plc 11.75% annual rate; payable quarterly if closing price of each stock is greater than or equal to coupon barrier on related observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier prices: $89.98 for Amazon, $118.54 for Apple, $80.30 for Alphabet; 60% of initial levels due 12/18/2026

Barclays Bank plc 8.25% annual rate, payable quarterly if each underlier closes at or above coupon barrier level on review date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barriers: $44.78 for ETF, 11,636.42 for Nasdaq, 1,389.59 for Russell; 70% of initial levels due 12/18/2026

Barclays Bank plc 14.00% due 12/22/2026

Barclays Bank plc 6.72% due 12/20/2027

Barclays Bank plc 9% per year, payable monthly if each index closes at or above coupon barrier level observation date for that period; Coupon barrier levels: 1,389.59 for Russell, 11,636.42 for Nasdaq, 3,303.43 for S&P; 70% of initial levels due 12/18/2026

Barclays Bank plc 0.00% due 12/18/2025

Barclays Bank plc 0.00% due 7/6/2026

Barclays Bank plc 0.00% due 7/6/2026

Barclays Bank plc 10% per year, payable monthly if each underlier closes at or above coupon barrier level on observation date for that period; Coupon barrier levels: 3,067.47 for S&P, 1,290.33 for Russell, $64.45 for fund; 65% of initial levels due 12/18/2026

Barclays Bank plc 11.85% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $28.00 for ETF, 11,636.42 for Nasdaq, 26,113.61 for Dow; 70% of initial levels due 12/18/2025

Barclays Bank plc 10% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 11,636.42 for Nasdaq, 3,303.43 for S&P, 1,389.59 for Russell; 70% of initial levels due 12/20/2028

Barclays Bank plc 10.25% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 12,467.59 for Nasdaq, 3,539.39 for S&P, 1,488.85 for Russell; 75% of initial levels due 12/20/2028

Barclays Bank plc 12.1% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $143.78 for ETF, 1,488.85 for Russell, 12,467.59 for Nasdaq; 75% of initial levels due 12/18/2026

Barclays Bank plc 0.00% due 12/22/2025

Barclays Bank plc 10.8%, paid quarterly, if the underlying stock closes at or above its 65% downside threshold on the related observation date due 12/18/2026

Barclays Bank plc 10%, paid quarterly, if the underlying stock closes at or above its 50% downside threshold on the related observation date, plus any previously unpaid coupons due 12/18/2026

Barclays Bank plc 0.00% due 1/6/2026

Barclays Bank plc 0.00% due 1/6/2026

Barclays Bank plc 0.00% due 1/4/2030

Barclays Bank plc 17.25% annualized, payable quarterly if each stock closes at or above threshold level on observation date for that period due 12/18/2026

Barclays Bank plc 10.25% annualized, payable quarterly if each index closes at or above coupon threshold on every trading day during the observation period; Coupon threshold:

Barclays Bank plc 10.25% per year, payable quarterly if each index closes at or above its coupon barrier level on each scheduled trading day during that observation date; Coupon barriers: 1,389.589 for Russell, 3,303.43 for S&P, 3,184.61 for Stoxx; 70% of initial levels due 12/18/2026

Barclays Bank plc 0.00% due 1/4/2030

Barclays Bank plc 0.00% due 12/19/2028

Barclays Bank plc 18.75% annual rate; payable monthly if closing price of each stock is greater than or equal to coupon barrier on related observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier prices: $246.83 for Goldman Sachs, $119.73 for American Express, $94.96 for Target, $103.24 for Amazon; 70% of initial levels due 12/17/2026

Barclays Bank plc 17% annual rate; payable monthly if closing price of each stock is greater than or equal to coupon barrier on related observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier prices: $143.57 for Tesla, $224.62 for Microsoft, $80.38 for Alphabet; 60% of initial levels due 12/17/2026

Barclays Bank plc 0.00% due 12/11/2025

Barclays Bank plc 0.00% due 12/18/2025

Barclays Bank plc 18.25% per year, payable monthly if the stock closes at or above coupon barrier on the valuation date for that period; Coupon barrier level: $116.09; 60% of initial level due 12/17/2026

Barclays Bank plc 10% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 27,817.68 for Dow, 12,421.78 for Nasdaq, 3,530.32 for S&P; 75% of initial levels due 12/17/2026

Barclays Bank plc 15.02% per year, payable quarterly if shares close at or above coupon trigger level on a related determination date; coupon payment events will automatically include any previously unpaid coupons; Coupon trigger level: $118.50; 50% of initial share price due 12/17/2025

Barclays Bank plc 10% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 11,447.98 for Nasdaq, 25,604.56 for Dow, 1,316.89 for Russell; 70% of initial levels due 12/15/2028

Barclays Bank plc 12% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $44.49 for ETF, 1,316.89 for Russell, 11,447.98 for Nasdaq; 70% of initial levels due 12/15/2028

Barclays Bank plc 16.1% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $33.95 for SPDR, $20.20 for VanEck, 11,447.97 for Nasdaq; 70% of initial levels due 12/17/2026

Barclays Bank plc 8% per year, payable quarterly if each index closes at or above coupon barrier on each scheduled trading day during the determination period; Coupon barrier: 1,222.825 for Russell, 3,018.405 for S&P, 2,948.797 for Stoxx; 65% of initial levels due 12/17/2026

Barclays Bank plc 9% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 25,604.56 for Dow, 11,447.98 for Nasdaq, 1,316.89 for Russell; 70% of initial levels due 12/17/2026

Barclays Bank plc 7.7% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,482.77 for S&P, 12,265.69 for Nasdaq, 1,410.95 for Russell; 75% of initial levels due 12/15/2028

Barclays Bank plc 11.55% annualized, payable monthly if each underlier closes at or above coupon barrier on related observation date; Coupon barriers: 11,447.98 for Nasdaq, 1,316.89 for Russell, $44.49 for ETF; 70% of initial levels due 12/17/2026

Barclays Bank plc 20% annual rate; payable monthly if closing price of each stock is greater than or equal to coupon barrier on related observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier prices: $143.84 for Tesla, $153.91 for Visa, $279.76 for Nvidia, $198.80 for Home Depot; 60% of initial levels due 12/16/2026

Barclays Bank plc 9.6% per year, payable monthly if each underlier closes at or above coupon barrier level observation date for that period; Coupon barrier levels: 3,466.83 for S&P, 27,303.70 for Dow, $47.87 for ETF; 75% of initial levels due 12/16/2026

Barclays Bank plc 10% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $49.55 for ETF, 1,318.58 for Russell, 3,235.71 for S&P; 70% of initial levels due 12/16/2026

Barclays Bank plc 7.5% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 25,483.45 for Dow, 11,355.21 for Nasdaq, 1,318.58 for Russell; 70% of initial levels due 12/16/2026

Barclays Bank plc 7.20% due 12/18/2025

Barclays Bank plc 0.00% due 12/11/2026

Barclays Bank plc 0.00% due 12/13/2028

Barclays Bank plc 9.65% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 1,316.57 for Russell, 11,259.28 for Nasdaq, 25,373.51 for Dow; 70% of initial levels due 12/11/2026

Barclays Bank plc 12.5% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 12,867.75 for Nasdaq, 3,683.50 for S&P, 1,504.65 for Russell; 80% of initial levels due 12/11/2026

Barclays Bank plc 10.6% per year, payable monthly if each underlier closes at or above coupon barrier level observation date for that period; Coupon barrier levels: 10,455.05 for Nasdaq, 1,222.53 for Russell, $41.22 for fund; 65% of initial levels due 6/11/2026

Barclays Bank plc 11.45% annual rate, if the underlying stock closes at or above its 60% downside threshold on the related quarterly observation date due 12/11/2026

Barclays Bank plc 9.1% annual rate, if the underlying stock closes at or above its 80% downside threshold on the related quarterly observation date due 12/11/2025

Barclays Bank plc 0.00% due 12/13/2028

Barclays Bank plc 10.3% per year, payable quarterly if each index closes at or above its coupon barrier level on each scheduled trading day during that observation period; Coupon barriers: 1,316.572 for Russell, 3,223.06 for S&P, 3,166.32 for Stoxx; 70% of initial levels due 9/13/2027

Barclays Bank plc 0.00% due 12/11/2025

Barclays Bank plc 0.00% due 12/12/2028

Barclays Bank plc 0.00% due 12/12/2028

Barclays Bank plc 10.7% annual rate, payable quarterly if stock closes at or above downside threshold on observation date for that period due 12/11/2024

Barclays Bank plc 9.25% annual rate, payable quarterly if stock closes at or above downside threshold on observation date for that period due 12/11/2024

Barclays Bank plc 7.65% annual rate, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barriers: 3,184.54 for S&P, 1,296.435 for Russell; 70% of initial levels due 12/11/2028

Barclays Bank plc 9.55% due 3/3/2025

Barclays Bank plc 7.55% due 3/3/2025

Barclays Bank plc 10.35% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 11,114.4 for Nasdaq, 3,116.94 for Stoxx, 1,299.23 for Russell; 70% of initial levels due 12/8/2028

Barclays Bank plc 0.00% due 12/7/2028

Barclays Bank plc 0.00% due 12/7/2028

Barclays Bank plc 18% per year, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barrier levels: $78.38 for Alphabet, $86.90 for Amazon, $113.66 for Apple, $141.35 for Tesla; 60% of initial levels due 12/7/2028

Barclays Bank plc 13.25% annualized, payable monthly if each underlier closes at or above coupon barrier on related observation date; Coupon barriers: 9,503.8 for Nasdaq, 1,129.21 for Russell, $37.97 for ETF; 60% of initial levels due 11/24/2028

Barclays Bank plc 13% annual rate; payable monthly if closing price of each stock is greater than or equal to coupon barrier on related observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier prices: $114.74 for Apple, $88.22 for Amazon, $79.99 for Alphabet; 60% of initial levels due 12/4/2026

Barclays Bank plc 11.75% annual rate; payable monthly if closing price of each stock is greater than or equal to coupon barrier on related observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier prices: $114.74 for Apple, $88.22 for Amazon, $79.99 for Alphabet; 60% of initial levels due 12/4/2026

Barclays Bank plc 8% annualized, payable monthly if each index closes at or above coupon barrier on related observation date, plus any previously unpaid coupons; Coupon barriers: 2,756.78 for S&P, 9,598.55 for Nasdaq, 1,117.58 for Russell; 60% of initial levels due 12/4/2025

Barclays Bank plc 9.6% per year, payable quarterly if shares close at or above coupon trigger level on a related determination date; coupon payment events will automatically include any previously unpaid coupons; Coupon trigger level: $163.71; 70% of initial share price due 12/4/2025

Barclays Bank plc 0.00% due 12/6/2028

Barclays Bank plc 11.45% if the underlying stock closes at or above its 50% downside threshold on the related quarterly observation date due 12/4/2026

Barclays Bank plc 0.00% due 12/5/2028

Barclays Bank plc 0.00% due 12/5/2028

Barclays Bank plc 10% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 11,960.9 for Nasdaq, 3,425.85 for S&P, 1,356.77 for Russell; 75% of initial levels due 12/5/2028

Barclays Bank plc 8% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 12,758.3 for Nasdaq, 3,654.24 for S&P, 1,447.22 for Russell; 80% of initial levels due 12/5/2028

Barclays Bank plc 9% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 12,758.3 for Nasdaq, 3,654.24 for S&P, 1,447.22 for Russell; 80% of initial levels due 12/3/2026

Barclays Bank plc 13% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $43.93 for ETF, 1,266.31 for Russell, 11,163.51 for Nasdaq; 70% of initial levels due 12/3/2026

Barclays Bank plc 15.85% per year, payable quarterly if each index closes at or above coupon barrier on each scheduled trading day during the determination period; Coupon barriers: 1,266.314 for Russell, 3,197.46 for S&P, 3,067.729 for Stoxx; 70% of initial levels due 12/3/2026

Barclays Bank plc 15.5% annualized, payable quarterly if each stock closes at or above threshold level on observation date for that period due 11/30/2026

Barclays Bank plc 9.1% annualized, payable quarterly if each stock closes at or above threshold level on observation date for that period due 11/30/2026

Barclays Bank plc 9.5% per year, payable quarterly if each index closes at or above coupon barrier on every day that period; Coupon barriers: 25,165.623 for Dow, 1,266.314 for Russell, 11,163.509 for Nasdaq; 70% of initial levels due 5/29/2026

Barclays Bank plc 0.00% due 12/4/2025

Barclays Bank plc 0.00% due 9/5/2025

Barclays Bank plc 0.00% due 12/3/2026

Barclays Bank plc 11.6% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $109.57; 75% of initial level due 12/4/2025

Barclays Bank plc 11.65% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $109.57, 75% of initial level due 12/4/2025

Barclays Bank plc 13.25% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $138.98 for Boeing, $61.64 for Exxon Mobil, $87.65 for Amazon; 60% of initial levels due 12/4/2025

Barclays Bank plc 7.3% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 25,282.17 for Dow, 11,215.74 for Nasdaq, 1,307.78 for Russell; 70% of initial levels due 12/10/2026

Barclays Bank plc 8% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,197.46 for S&P, 11,163.51 for Nasdaq, 1,266.31 for Russell; 70% of initial levels due 12/3/2026

Barclays Bank plc 18% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $144.05 for Tesla, $26.82 for Intel, $87.65 for Amazon; 60% of initial levels due 12/3/2026

Barclays Bank plc 22.25% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $144.05 for Tesla, $284.38 for Netflix, $280.62 for Nvidia; 60% of initial levels due 12/4/2025

Barclays Bank plc 9.25% annualized, payable monthly if each underlier closes at or above coupon barrier on related observation date; Coupon barriers: 11,163.51 for Nasdaq, 1,266.31 for Russell, $43.93 for ETF; 70% of initial levels due 12/3/2026

Barclays Bank plc 10.4% annualized, payable monthly if each underlier closes at or above coupon barrier on related observation date; Coupon barriers: 11,163.51 for Nasdaq, 1,266.31 for Russell, $43.93 for ETF; 70% of initial levels due 9/5/2025

Barclays Bank plc 0.00% due 12/5/2029

Barclays Bank plc 8.15% annual rate, payable monthly if each underlier closes at or above coupon barrier level on review date for that period; Coupon barriers: $64.84 for ETF, 11,191.32 for Nasdaq, 3,185.41 for S&P; 70% of initial levels due 12/4/2025

Barclays Bank plc 8.00% due 6/2/2025

Barclays Bank plc 9.27% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 26,572.82 for Dow, 11,990.7 for Nasdaq, 1,352.86 for Russell; 75% of initial levels due 12/3/2026

Barclays Bank plc 9% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 23,029.77 for Dow, 10,391.94 for Nasdaq, 1,172.48 for Russell; 65% of initial levels due 12/3/2026

Barclays Bank plc 12% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 11,207.3 for Nasdaq, 1,254.97 for Russell, $44.09 for fund; 70% of initial levels due 12/3/2026

Barclays Bank plc 11.25% per year, payable quarterly if each stock closes at or above coupon barrier level on every trading day during the observation period; Coupon barriers: $237.048 for Goldman, $107.331 for JPM; 70% of initial levels due 11/27/2026

Barclays Bank plc 9.1% annual rate, payable quarterly if each ETF closes at or above coupon barrier on observation date; Coupon barriers: $247.88 for Dow, $59.26 for Energy; 70% of initial levels due 12/2/2026

Barclays Bank plc 11.1% annual rate, payable quarterly if each ETF closes at or above coupon barrier on observation date; Coupon barriers: $247.88 for Dow, $59.26 for Energy; 70% of initial levels due 12/2/2026

Barclays Bank plc 10.05% per year, payable quarterly if shares close at or above coupon trigger level on a related determination date; coupon payment events will automatically include any previously unpaid coupons; Coupon trigger level: $88.64; 60% of initial share price due 12/5/2024

Barclays Bank plc 23% annual rate; payable monthly if closing price of each stock is greater than or equal to coupon barrier on related observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier prices: $41.21 for ON, $131.20 for Arista, $27.59 for Caesars, $33.83 for PayPal; 60% of initial levels due 12/3/2025

Barclays Bank plc 9% annual rate if closing price of each stock is greater than or equal to coupon barrier on related observation date, otherwise, 0.25% annual rate; payable monthly; Coupon barrier prices: $8.23 for KeyCorp, $39.47 for PayPal, $39.20 for Schwab; 70% of initial prices due 11/30/2028

Barclays Bank plc 0.00% due 11/30/2028

Barclays Bank plc 0.00% due 11/30/2028

Barclays Bank plc 0.00% due 11/30/2028

Barclays Bank plc 0.00% due 12/2/2026

Barclays Bank plc 10.25% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 12,769.58 for Nasdaq, 3,640.34 for S&P, 1,440.92 for Russell; 80% of initial levels due 11/30/2026

Barclays Bank plc 6.45% due 12/2/2026

Barclays Bank plc 0.00% due 11/30/2028

Barclays Bank plc 0.00% due 11/30/2026

Barclays Bank plc 0.00% due 5/29/2026

Barclays Bank plc 8% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 26,500.10 for Dow, 11,971.49 for Nasdaq, 1,350.87 for Russell; 75% of initial levels due 12/2/2026

Barclays Bank plc 9% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,185.30 for S&P, 11,173.39 for Nasdaq, 1,260.81 for Russell; 70% of initial levels due 11/30/2026

Barclays Bank plc 8.75% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,640.34 for S&P, 12,769.58 for Nasdaq, 1,440.92 for Russell; 80% of initial levels due 11/30/2028

Barclays Bank plc 9.2% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,640.34 for S&P, 12,769.58 for Nasdaq, 1,440.92 for Russell; 80% of initial levels due 11/30/2028

Barclays Bank plc 8.5% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,185.3 for S&P, 11,173.39 for Nasdaq, 1,260.81 for Russell; 70% of initial levels due 11/30/2026

Barclays Bank plc 19% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $129.84 for Tesla, $184.09 for Meta, $75.03 for Alphabet; 55% of initial levels due 12/2/2026

Barclays Bank plc 0.00% due 1/28/2025

Barclays Bank plc 10.25%, paid quarterly, if the underlying stock closes at or above its 75% downside threshold on the related observation date due 11/30/2026

Barclays Bank plc 10% per year, payable quarterly if each index closes at or above its coupon barrier level on each scheduled trading day during that observation period; Coupon barriers: 1,262.666 for Russell, 3,185.41 for S&P, 3,059.37 for Stoxx; 70% of initial levels due 3/4/2027

Barclays Bank plc 8.75% due 11/28/2025

Barclays Bank plc 15% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 12,801.11 for Nasdaq, 1,436.43 for Russell, $50.02 for fund; 80% of initial levels due 11/27/2026

Barclays Bank plc 24.1% annual rate, payable quarterly if both stocks close above threshold levels on related valuation dates due 11/27/2026

Barclays Bank plc 0.00% due 11/28/2028

Barclays Bank plc 8.35%, payable quarterly if each ETF closes at or above coupon barrier level on observation date; Coupon barriers: $324.45 for S&P ETF, $128.77 for Technology; 70% of initial levels due 11/27/2026

Barclays Bank plc 0.00% due 11/27/2028

Barclays Bank plc 7.75% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 24,561.80 for Dow, 11,153.53 for Nasdaq, 1,248.28 for Russell; 70% of initial levels due 11/27/2028

Barclays Bank plc 13% annualized, payable monthly if each ETF closes at or above coupon barrier on related observation date; Coupon barriers: $59.23 for energy, $24.59 for financial, $74.10 for industrial; 70% of initial levels due 11/27/2026

Barclays Bank plc 7.5% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 24,605.73 for Dow, 11,218.94 for Nasdaq, 1,264.96 for Russell; 70% of initial levels due 11/25/2026

Barclays Bank plc 13.25% annualized, payable monthly if each underlier closes at or above coupon barrier on related observation date; Coupon barriers: 12,020.3 for Nasdaq, 1,355.31 for Russell, $63.61 for ETF; 75% of initial levels due 11/24/2028

Barclays Bank plc 18.45% per year, payable quarterly if shares close at or above coupon trigger level on a related determination date; coupon payment events will automatically include any previously unpaid coupons; Coupon trigger level: $144.65; 70% of initial share price due 5/22/2025

Barclays Bank plc 9.75% annual rate, payable semiannually if each index closes at or above coupon barrier level on review date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier: 3,159.81 for S&P, 1,258.44 for Russell; 70% of initial levels due 11/20/2026

Barclays Bank plc 8.25% annual rate, payable semiannually if each index closes at or above coupon barrier level on review date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier: 3,159.81 for S&P, 1,258.44 for Russell; 70% of initial levels due 11/20/2026

Barclays Bank plc 16.75% per year, payable quarterly if shares close at or above coupon trigger level on a related determination date; coupon payment events will automatically include any previously unpaid coupons; Coupon trigger level: $140.58; 60% of initial share price due 11/20/2026

Barclays Bank plc 18.5% per year, payable quarterly if shares close at or above coupon trigger level on a related determination date; coupon payment events will automatically include any previously unpaid coupons; Coupon trigger level: $140.58; 60% of initial share price due 11/20/2026

Barclays Bank plc 10.35% annual rate, if the underlying stock closes at or above its 80% downside threshold on the related quarterly observation date, plus any previously unpaid coupon due 11/22/2027

Barclays Bank plc 9% per year, payable semiannually if the index closes at or above coupon barrier on the valuation date for that period; Coupon barrier level: 11,086.59; 70% of initial level due 11/20/2025

Barclays Bank plc 13.5% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 11,086.59 for Nasdaq, 1,258.44 for Russell, $59.28 for fund; 70% of initial levels due 11/20/2026

Barclays Bank plc 10.35% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 2,934.11 for S&P, 1,168.55 for Russell, $40.49 for fund; 65% of initial levels due 11/20/2026

Barclays Bank plc 10.25% annual rate, if the underlying stock closes at or above its 60% downside threshold on the related quarterly observation date due 11/20/2026

Barclays Bank plc 12.75% annual rate, if the underlying stock closes at or above its 50% downside threshold on the related quarterly observation date due 11/20/2026

Barclays Bank plc 11.25% annual rate, payable quarterly if all indexes close at or above their coupon barrier levels on the relevant observation date; Coupon barriers: 3,385.515 for S&P, 1,348.3245 for Russell, $137.10 for Technology Select; 75% of initial levels due 5/21/2026

Barclays Bank plc 9.25% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 24,463.1 for Dow, 3,159.81 for S&P, 1,257.754 for Russell; 70% of initial levels due 11/22/2028

Barclays Bank plc 7.75% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 24,463.1 for Dow, 3,159.81 for S&P, 1,257.754 for Russell; 70% of initial levels due 11/22/2028

Barclays Bank plc 9.15% due 11/24/2025

Barclays Bank plc SOFR plus 155 bps with 0.1% floor; payable quarterly due 11/20/2030

Barclays Bank plc 8.6% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,152.02 for S&P 500, 4,121.61 for S&P EW; 70% of initial levels due 11/20/2025

Barclays Bank plc 0.00% due 12/5/2029

Barclays Bank plc 15% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $27.44; 60% of initial level due 11/19/2025

Barclays Bank plc 10% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,088.09 for S&P, 10,837.95 for Nasdaq, 1,193.85 for Russell; 70% of initial levels due 11/16/2028

Barclays Bank plc 0.00% due 11/16/2028

Barclays Bank plc 0.00% due 11/16/2028

Barclays Bank plc 17.2% annual rate; payable monthly if closing price of each stock is greater than or equal to coupon barrier on related observation date; previously unpaid coupons will also be paid; Coupon barrier prices: $27.20 for Intel, $92.81 for Alphabet, $230.14 for Meta; 70% of initial levels due 11/16/2026

Barclays Bank plc 0.00% due 11/15/2028

Barclays Bank plc 10.5% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 3,090.67 for S&P, 1,193.73 for Russell, $42.22 for fund; 70% of initial levels due 2/16/2027

Barclays Bank plc 9% annual rate, if the underlying stock closes at or above its 60% downside threshold on the related quarterly observation date due 11/16/2026

Barclays Bank plc 9% per year, payable quarterly if each index closes at or above coupon barrier on any scheduled trading day during the determination period; Coupon barrier levels: 1,108.461 for Russell, 2,869.906 for S&P, 2,728.284 for Stoxx; 65% of initial levels due 11/14/2025

Barclays Bank plc 21.5% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $37.58; 75% of initial level due 5/14/2025

Barclays Bank plc 10% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 22,172.98 for Dow, 1,114.14 for Russell, 9,953.61 for Nasdaq; 65% of initial levels due 11/13/2026

Barclays Bank plc 6.5% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; previously unpaid coupons will also be paid; Coupon barriers: 12,250.59 for Nasdaq, 11,371.25 for Russell, 3,506.22 for S&P; 80% of initial levels due 11/13/2028

Barclays Bank plc 11.4% annual rate, payable quarterly if stock closes at or above downside threshold on observation date for that quarter due 11/12/2026

Barclays Bank plc 8% annual rate, payable quarterly if stock closes at or above downside threshold on observation date for that quarter due 11/12/2026

Barclays Bank plc 8.2% annual rate, payable quarterly if stock closes at or above downside threshold on observation date for that quarter due 11/12/2026

Barclays Bank plc 10.05% annual rate, payable monthly if each index closes at or above coupon barrier level on related observation date; Coupon barrier levels: 3,492.78 for S&P, 12,123.94 for Nasdaq; 80% of initial levels due 5/9/2025

Barclays Bank plc 11.5% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 23,842.92 for Dow, 1,232.49 for Russell, 10,569.64 for Nasdaq; 70% of initial levels due 11/6/2026

Barclays Bank plc 11% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 3,050.84 for S&P, 1,232.49 for Russell, 10,569.64 for Nasdaq; 70% of initial levels due 11/6/2026

Barclays Bank plc 15% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: $46.40 for Utilities Select, 1,320.53 for Russell, 11,324.62 for Nasdaq; 75% of initial levels due 8/8/2028

Barclays Bank plc 10.15% annual rate, if each underlying index closes at or above its coupon barrier on the related quarterly observation date; Coupon barrier levels: 12,079.592 for Nasdaq, 1,408.564 for Russell, 27,249.056 for Dow, 80% of initial levels due 11/8/2028

Barclays Bank plc 12.95% if the underlying stock closes at or above its 50% downside threshold on the related quarterly observation date due 11/6/2026

Barclays Bank plc 18.5% per year annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barrier levels: $157.30 for Meta, $69.30 for Amazon, $88.33 for Apple, $109.98 for Tesla; 50% of initial levels due 11/8/2028

Barclays Bank plc 8% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,050.84 for S&P, 1,232.49 for Russell, 10,569.64 for Nasdaq; 70% of initial levels due 11/8/2028

Barclays Bank plc 9.25% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,832.92 for S&P, 1,144.46 for Russell, 9,814.67 for Nasdaq; 65% of initial levels due 11/6/2026

Barclays Bank plc 8.6% per year, payable monthly if the index closes at or above coupon barrier on the valuation date for that period; Coupon barrier level: 2,966.5; 70% of initial level due 11/6/2025

Barclays Bank plc 0.00% due 12/4/2024

Barclays Bank plc 15% annual rate; payable monthly if closing price of each stock is greater than or equal to coupon barrier on related observation date; Coupon barrier prices: $57.71 for AMD, $102.17 for Apple, $33.69 for Coke, $118.42 for Tesla; 60% of initial levels due 11/4/2026

Barclays Bank plc 9.25% per year, payable monthly if the index closes at or above coupon barrier on the valuation date for that period; Coupon barrier level: 2,916.77; 70% of initial level due 11/4/2026

Barclays Bank plc 0.00% due 5/3/2027

Barclays Bank plc 18% annual rate, payable monthly if stock closes at or above downside threshold on observation date for that period due 5/1/2025

Barclays Bank plc 18% annual rate, payable monthly if stock closes at or above downside threshold on observation date for that period due 5/1/2025

Barclays Bank plc 9.05% annual rate, payable monthly if each underlier closes at or above coupon barrier level on review date for that period; previously unpaid coupons will also be paid; Coupon barriers: $41.11 for ETF, 9,926.29 for Nasdaq, 1,145.86 for Russell; 70% of initial levels due 10/30/2026

Barclays Bank plc 6.35% annual rate, payable quarterly if each index closes at or above coupon barrier level on related observation date; Coupon barrier levels: 11,344.34 for Nasdaq, 1,309.55 for Russell; 80% of initial levels due 10/30/2025

Barclays Bank plc 9.5% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 19,450.55 for Dow, 982.16 for Russell, 8,508.25 for Nasdaq; 60% of initial levels due 10/30/2026

Barclays Bank plc 10.7% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 22,692.31 for Dow, 1,145.86 for Russell, 9,926.29 for Nasdaq; 70% of initial levels due 10/30/2026

Barclays Bank plc 11% per year, payable monthly if each index closes at or above coupon barrier level on observation date for that month; Coupon barrier levels: 2,882.16 for S&P, 1,145.86 for Russell, 9,926.29 for Nasdaq; 70% of initial levels due 11/1/2028

Barclays Bank plc 11.5% annual rate, payable quarterly if the underlying stock closes at or above its 60% downside threshold on the related observation date due 10/30/2026

Barclays Bank plc 21% annual rate, if the underlying stock closes at or above its 40% downside threshold on the related quarterly observation date; previously unpaid coupons will also be paid due 10/31/2024

Barclays Bank plc 11.6% per year, payable quarterly if each index closes at or above coupon barrier on any scheduled trading day during the determination period; Coupon barrier levels: 1,145.857 for Russell, 2,882.159 for S&P, 2,810.052 for Stoxx; 70% of initial levels due 10/16/2026

Barclays Bank plc 11% annual rate, payable quarterly if all three indexes close above 70% coupon barrier levels on each eligible trading day during related observation period due 4/30/2027

Barclays Bank plc 11.2% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $97.74; 80% of initial level due 5/1/2025

Barclays Bank plc 8.4% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 22,692.31 for Dow, 9,926.29 for Nasdaq, 1,145.86 for Russell; 70% of initial levels due 10/31/2028

Barclays Bank plc 9.5% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,882.16 for S&P, 1,145.86 for Russell; 70% of initial levels due 10/30/2025

Barclays Bank plc 8% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,882.16 for S&P, 1,145.86 for Russell, 9,926.29 for Nasdaq; 70% of initial levels due 10/30/2026

Barclays Bank plc 13.4% annual rate, payable semiannually if stock closes at or above downside threshold on observation date for that period; previously unpaid coupons will also be paid due 10/30/2025

Barclays Bank plc 0.00% due 10/31/2028

Barclays Bank plc 0.00% due 10/31/2028

Barclays Bank plc 0.00% due 10/31/2028

Barclays Bank plc 0.00% due 10/31/2028

Barclays Bank plc 9.5% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barrier levels: 3,309.78 for S&P, 1,325.60 for Russell, 11,287.66 for Nasdaq; 80% of initial levels due 10/29/2026

Barclays Bank plc 11.5% per year, payable quarterly if each index closes at or above coupon barrier on any scheduled trading day during the determination period; Coupon barrier levels: 1,159.902 for Russell, 2,896.061 for S&P, 2,834.58 for Stoxx; 70% of initial levels due 10/30/2025

Barclays Bank plc 0.00% due 11/13/2024

Barclays Bank plc 6.30% due 10/29/2026

Barclays Bank plc 5.5% for first year; after that, daily compounded SOFR plus 100 bps with 2% floor; payable quarterly due 10/28/2024

Barclays Bank plc 0.00% due 4/30/2026

Barclays Bank plc 0.00% due 10/29/2026

Barclays Bank plc 0.00% due 10/29/2027

Barclays Bank plc 9% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $75.32; 70% of initial level due 10/31/2024

Barclays Bank plc 8% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $55.41; 70% of initial level due 10/31/2024

Barclays Bank plc 8.5% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,896.06 for S&P, 9,876.70 for Nasdaq, 1,159.90 for Russell; 70% of initial levels due 10/29/2026

Barclays Bank plc 8.5% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,309.78 for S&P, 11,287.66 for Nasdaq, 1,325.60 for Russell; 80% of initial levels due 10/31/2028

Barclays Bank plc 8% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,309.78 for S&P, 11,287.66 for Nasdaq, 1,325.60 for Russell; 80% of initial levels due 10/31/2028

Barclays Bank plc 10.25% annualized, payable monthly if each underlier closes at or above coupon barrier on related observation date; Coupon barriers: 9,876.70 for Nasdaq, 1,159.90 for Russell, $41.90 for ETF; 70% of initial levels due 10/29/2026

Barclays Bank plc 13.4% annual rate, payable quarterly if stock closes at or above downside threshold on observation date for that period due 10/30/2025

Barclays Bank plc 7.5% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 26,428.74 for Dow, 11,505.31 for Nasdaq, 1,321.14 for Russell, 80% of initial levels due 10/30/2028

Barclays Bank plc 10.00% due 10/30/2025

Barclays Bank plc 9.5% annual rate, payable monthly if each index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1,436.92 for Russell, 3,087.29 for S&P, 80% of initial levels due 10/28/2027

Barclays Bank plc 8.75% due 4/24/2025

Barclays Bank plc 0.00% due 4/24/2025

Barclays Bank plc 7.5% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,398.14 for S&P, 11,796.68 for Nasdaq, 1,343.6 for Russell; 80% of initial levels due 10/29/2024

Barclays Bank plc 13.2% per year, payable quarterly if each index closes at or above its coupon barrier level on each scheduled trading day during that observation period; Coupon barriers: 1,175.651 for Russell, 2,973.38 for S&P, 10,322.1 for Nasdaq; 70% of initial levels due 4/23/2027

Barclays Bank plc 12.7% per year, payable quarterly if each index closes at or above its coupon barrier level on each scheduled trading day during that observation period; Coupon barriers: 1,175.651 for Russell, 2,973.38 for S&P, 10,322.1 for Nasdaq; 70% of initial levels due 10/29/2026

Barclays Bank plc 12% per year, payable quarterly if each index closes at or above its coupon barrier level on each scheduled trading day during that observation period; Coupon barriers: 1,091.676 for Russell, 2,760.99 for S&P, 9,584.8 for Nasdaq; 65% of initial levels due 4/23/2027

Barclays Bank plc 0.00% due 11/25/2024

Barclays Bank plc 14.5% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 11,648.7 for Nasdaq, 3,379.33 for S&P, 1,344.63 for Russell; 80% of initial levels due 10/25/2028

Barclays Bank plc 17% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $46.42 for ETF, 1,344.63 for Russell, 11,648.7 for Nasdaq; 80% of initial levels due 10/23/2026

Barclays Bank plc 8.5% per year, payable semiannually if each index closes at or above coupon barrier on related quarterly observation date; Coupon barriers: 3,168.12 for S&P, 24,845.46 for Dow; 75% of initial levels due 10/25/2027

Barclays Bank plc 10.35%, paid quarterly, if the underlying stock closes at or above its 65% downside threshold on the related observation date due 10/23/2026

Barclays Bank plc 11.3% per year, payable quarterly if each index closes at or above coupon barrier on every scheduled trading day during the determination period; Coupon barrier: 1,176.554 for Russell, 2,956.912 for S&P, 10,192.616 for Nasdaq; 75% of initial levels due 10/23/2026

Barclays Bank plc 12.2% per year, payable quarterly if each index closes at or above its coupon barrier level on each scheduled trading day during that observation date; Coupon barriers: 1,176.554 for Russell, 2,956.91 for S&P, 2,817.28 for Stoxx; 70% of initial levels due 4/23/2027

Barclays Bank plc 8.89% annual rate, payable semiannually if each index closes at or above coupon barrier level on review date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier: 2,994.6 for S&P, 1,191.89 for Russell; 70% of initial levels due 4/24/2025

Barclays Bank plc 10.85% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $116.73 for ETF, 2,994.6 for S&P, 10,348.19 for Nasdaq; 70% of initial levels due 10/23/2025

Barclays Bank plc 9.35% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 23,389.92 for Dow, 10,348.19 for Nasdaq, 1,191.89 for Russell; 70% of initial levels due 10/22/2026

Barclays Bank plc 11.15% per year, payable quarterly if each index closes at or above its coupon barrier level on each scheduled trading day during that observation date; Coupon barriers: 1,210.166 for Russell, 3,020.22 for S&P, 660.18 for MSCI; 70% of initial levels due 10/22/2026

Barclays Bank plc 0.00% due 5/5/2026

Barclays Bank plc 10.75% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that period; Coupon barrier levels: 3,020.22 for S&P, 10,436.48 for Nasdaq and 1,210.17 for Russell; 70% of initial levels due 10/22/2026

Barclays Bank plc 8.25% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 1,210.17 for Russell, 10,436.48 for Nasdaq, 23,565.56 for Dow; 70% of initial levels due 10/22/2026

Barclays Bank plc 0.00% due 11/5/2029

Barclays Bank plc 17% annual rate; payable monthly if closing price of each stock is greater than or equal to coupon barrier on related observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier prices: $78.88 for Amazon, $106.29 for Apple, $152.91 for Tesla; 60% of initial levels due 10/22/2026

Barclays Bank plc 0.00% due 7/21/2025

Barclays Bank plc 11.5% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $118.62 for ETF, 1,236.23 for Russell, 23,798.36 for Dow; 70% of initial levels due 10/22/2026

Barclays Bank plc 0.00% due 10/28/2024

Barclays Bank plc 10% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $62.72; 60% of initial level due 10/21/2026

Barclays Bank plc 8.5% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,061.54 for S&P, 10,620.91 for Nasdaq, 1,222.94 for Russell; 70% of initial levels due 10/21/2026

Barclays Bank plc 11.25% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 23,569.20 for Dow, 1,203.80 for Russell, 10,496.58 for Nasdaq; 70% of initial levels due 10/16/2026

Barclays Bank plc 11.65% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 25,252.72 for Dow, 1,289.78 for Russell, 11,246.34 for Nasdaq; 75% of initial levels due 7/18/2028

Barclays Bank plc 11.1% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 23,569.20 for Dow, 1,203.80 for Russell, 10,496.58 for Nasdaq; 70% of initial levels due 7/18/2028

Barclays Bank plc 10.6% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: 3,029.45 for S&P, $91.81 for Russell ETF, $41.51 for utilities fund; 70% of initial levels due 1/16/2026

Barclays Bank plc 9% annual rate, if each underlying index closes at or above its coupon barrier on the related quarterly observation date; Coupon barrier levels: 10,496.584 for Nasdaq, 1,203.798 for Russell, 3,029.446 for S&P, 70% of initial levels due 10/16/2026

Barclays Bank plc 9.5% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that period; Coupon barrier level: 3,029.446 for S&P, 10,496.584 for Nasdaq, 1,203.798 for Russell; 70% of initial levels due 10/16/2025

Barclays Bank plc 11.95% per year, payable quarterly if each index closes at or above coupon barrier on any scheduled trading day during the determination period; Coupon barrier: 1,289.783 for Russell, 3,245.835 for S&P, 11,246.34 for Nasdaq; 75% of initial levels due 10/16/2026

Barclays Bank plc 10.25% per year, payable quarterly if each ETF closes at or above downside threshold on the corresponding determination date due 10/16/2025

Barclays Bank plc 7.25% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,245.84 for S&P, 25,252.72 for Dow, 1,289.78 for Russell; 75% of initial levels due 10/18/2028

Barclays Bank plc 0.00% due 10/18/2028

Barclays Bank plc 11.50% due 10/16/2025

Barclays Bank plc 7.75% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 7,620.56 for Nasdaq, 16,902.44 for Dow, 886.65 for Russell; 50% of initial levels due 10/15/2026

Barclays Bank plc 11% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $102.55 for ETF, 1,063.98 for Russell, 20,282.92 for Dow; 60% of initial levels due 10/15/2026

Barclays Bank plc 17% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $47.65 for ETF, 1,418.64 for Russell, 12,192.90 for Nasdaq; 80% of initial levels due 10/15/2026

Barclays Bank plc 9.25% annual rate, payable quarterly if each underlier closes at or above coupon barrier level on review date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barriers: $50.56 for ETF, 11,348.64 for Nasdaq, 1,331.96 for Russell; 75% of initial levels due 10/15/2026

Barclays Bank plc 11.75% due 10/15/2025

Barclays Bank plc 10.9% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 10,592.06 for Nasdaq, 23,617.51 for Dow, 1,243.16 for Russell; 70% of initial levels due 10/14/2027

Barclays Bank plc 0.00% due 10/15/2025

Barclays Bank plc 18.25% annual rate; payable monthly if closing price of each stock is greater than or equal to coupon barrier on related observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier prices: $228.91 for Netflix, $41.98 for Micron, $196.36 for Microsoft; 60% of initial levels due 10/8/2026

Barclays Bank plc 0.00% due 11/12/2024

Barclays Bank plc 10% per year, payable quarterly if the index closes at or above coupon barrier on the valuation date for that period; Coupon barrier level: 10,331.54; 69% of initial level due 10/9/2026

Barclays Bank plc 14.75% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 11,978.59 for Nasdaq, 3,446.8 for S&P, 1,396.45 for Russell; 80% of initial levels due 10/12/2028

Barclays Bank plc 11% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $40.07 for ETF, 1,221.89 for Russell, 3,015.95 for S&P; 70% of initial levels due 4/10/2025

Barclays Bank plc 13% per year, payable monthly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $126.17 for Technology Select, 1,309.17 for Russell and 11,229.93 for Nasdaq, or 75% of initial levels due 10/9/2026

Barclays Bank plc 0.00% due 4/10/2025

Barclays Bank plc 12.85% if the underlying stock closes at or above its 50% downside threshold on the related quarterly observation date due 10/9/2026

Barclays Bank plc 15.8% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $60.24; 70% of initial level due 10/5/2026

Barclays Bank plc 14% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $110.98; 80% of initial level due 10/5/2026

Barclays Bank plc 16.6% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $20.86; 80% of initial level due 10/5/2026

Barclays Bank plc 10% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $113.56; 70% of initial level due 10/5/2026

Barclays Bank plc 18.4% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $32.46; 80% of initial level due 10/5/2026

Barclays Bank plc 10.6% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 23,385.31 for Dow, 10,481.27 for Nasdaq, 1,221.89 for Russell; 70% of initial levels due 10/9/2026

Barclays Bank plc 21% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $320.33; 70% of initial level due 10/5/2026

Barclays Bank plc 18.05% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $40.44; 70% of initial level due 10/5/2026

Barclays Bank plc 13.8% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $155.52; 75% of initial level due 10/5/2026

Barclays Bank plc 13.25% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $19.12; 60% of initial level due 10/9/2026

Barclays Bank plc 8%, payable quarterly if stock closes at or above downside threshold on observation date for that quarter due 10/9/2026

Barclays Bank plc 8%, payable quarterly if stock closes at or above downside threshold on observation date for that quarter due 10/9/2026

Barclays Bank plc 10.9%, payable quarterly if stock closes at or above downside threshold on observation date for that quarter due 10/9/2026

Barclays Bank plc 9% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 2,980.73 for S&P 500, 3,945.55 for S&P EW; 70% of initial levels due 10/8/2026

Barclays Bank plc 11% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 2,767.82 for S&P, 21,527.72 for Dow, 1,125.48 for Russell; 65% of initial levels due 10/8/2026

Barclays Bank plc 7.9% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 23,183.70 for Dow, 10,306.25 for Nasdaq, 1,212.06 for Russell; 70% of initial levels due 10/8/2026

Barclays Bank plc 7.75% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,980.73 for S&P, 10,306.25 for Nasdaq, 1,212.06 for Russell; 70% of initial levels due 10/11/2028

Barclays Bank plc 12% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $39.75 for ETF, 1,210.31 for Russell, 2,984.63 for S&P; 70% of initial levels due 1/7/2026

Barclays Bank plc 11% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $39.75 for ETF, 1,210.31 for Russell, 2,984.63 for S&P; 70% of initial levels due 7/8/2025

Barclays Bank plc 8.3% per year, payable quarterly if the index closes at or above coupon barrier on the valuation date for that period; Coupon barrier level: 2,984.62; 70% of initial level due 10/9/2026

Barclays Bank plc 12.5% per year, payable quarterly if each index closes at or above coupon barrier on any scheduled trading day during the determination period; Coupon barrier: 1,296.76 for Russell, 3,197.813 for S&P, 11,082.188 for Nasdaq; 75% of initial levels due 4/9/2026

Barclays Bank plc 8% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 10,343.38 for Nasdaq, 1,210.31 for Russell; 70% of initial levels due 10/8/2026

Barclays Bank plc 38.75% per year annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barrier levels: $39.66 for Disney, $20.95 for Block, $4.24 for Beyond, 50% of initial levels due 4/9/2026

Barclays Bank plc 11.51% per year, payable quarterly if each index closes at or above its coupon barrier level on each scheduled trading day during that observation date; Coupon barriers: 1,123.858 for Russell, 2,771.44 for S&P, 9,604.56 for Nasdaq; 65% of initial levels due 7/9/2027

Barclays Bank plc 12.51% per year, payable quarterly if each index closes at or above its coupon barrier level on each scheduled trading day during that observation date; Coupon barriers: 1,210.309 for Russell, 2,984.63 for S&P, 10,343.38 for Nasdaq; 70% of initial levels due 7/9/2027

Barclays Bank plc 0.00% due 10/5/2028

Barclays Bank plc 7.9% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 24,751.79 for Dow, 1,295.36 for Russell, 10,924.22 for Nasdaq; 75% of initial levels due 10/6/2028

Barclays Bank plc 9.5% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 1,209.01 for Russell, 2,960.62 for S&P; 70% of initial levels due 10/8/2026

Barclays Bank plc 0.00% due 10/5/2028

Barclays Bank plc 12.5% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,001.64 for S&P, 1,249.57 for Russell and 10,300.67 for Nasdaq, or 70% of initial levels due 10/2/2025

Barclays Bank plc 0.00% due 10/4/2028

Barclays Bank plc 14.5% annualized, payable monthly if each underlier closes at or above coupon barrier on related observation date; Coupon barriers: $42.39 for ARK Innovation, $42.39 for SPDR S&P Biotech; 60% of initial levels due 10/7/2026

Barclays Bank plc 8.1% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,001.87 for S&P, 10,386.3 for Nasdaq, 1,229.77 for Russell; 70% of initial levels due 7/7/2028

Barclays Bank plc 8% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,001.87 for S&P, 10,386.3 for Nasdaq, 1,229.77 for Russell; 70% of initial levels due 10/7/2026

Barclays Bank plc 11.5%, payable quarterly if ETF closes at or above downside threshold on observation date for that quarter due 4/7/2025

Barclays Bank plc 16% annual rate, payable monthly if each underlier closes at or above coupon barrier level on review date for that period; Coupon barriers: $17.49 for ETF, 9,564.91 for Nasdaq, 1,160.32 for Russell; 65% of initial levels due 1/3/2025

Barclays Bank plc 0.00% due 10/2/2026

Barclays Bank plc 0.00% due 10/2/2025

Barclays Bank plc 0.00% due 4/7/2026

Barclays Bank plc 10.35% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 10,300.67 for Nasdaq, 23,455.25 for Dow, 1,249.57 for Russell; 70% of initial levels due 10/2/2026

Barclays Bank plc 14% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 11,772.19 for Nasdaq, 3,430.44 for S&P, 1,428.08 for Russell; 80% of initial levels due 10/2/2026

Barclays Bank plc 10.5% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 11,036.43 for Nasdaq, 3,216.04 for S&P, 1,338.83 for Russell; 75% of initial levels due 10/2/2026

Barclays Bank plc 10.3% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 11,036.43 for Nasdaq, 3,216.04 for S&P, 1,338.83 for Russell; 75% of initial levels due 10/2/2026

Barclays Bank plc 8.5% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 9,564.91 for Nasdaq, 2,787.23 for S&P, 1,160.32 for Russell; 65% of initial levels due 10/2/2026

Barclays Bank plc 9.25% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 10,300.67 for Nasdaq, 3,001.64 for S&P, 1,249.57 for Russell; 70% of initial levels due 10/2/2026

Barclays Bank plc 15.55% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $47.14 for ETF, 1,428.08 for Russell, 11,772.19 for Nasdaq; 80% of initial levels due 10/2/2026

Barclays Bank plc 16.75%, paid quarterly, if the underlying stock closes at or above its 60% downside threshold on the related observation date due 10/2/2026

Barclays Bank plc 9% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier levels: 3,430.44 for S&P, 11,772.192 for Nasdaq, 1,428.082 for Russell; 80% of initial levels due 10/2/2026

Barclays Bank plc 10.15% per year, payable quarterly if each index closes at or above coupon barrier on any scheduled trading day during the determination period; Coupon barrier: 1,249.571 for Russell, 3,001.635 for S&P, 2,922.262 for Stoxx; 70% of initial levels due 10/2/2025

Barclays Bank plc 9.2% per year, payable quarterly if each index closes at or above coupon barrier on any scheduled trading day during the determination period; Coupon barrier: 1,160.316 for Russell, 2,787.233 for S&P, 9,564.906 for Nasdaq; 65% of initial levels due 10/2/2025

Barclays Bank plc 12% per year, payable quarterly if each index closes at or above coupon barrier on any scheduled trading day during the determination period; Coupon barrier: 1,249.571 for Russell, 3,001.635 for S&P, 11,036.43 for Nasdaq; 75% of initial levels due 10/2/2025

Barclays Bank plc 0.00% due 10/5/2027

Barclays Bank plc 0.00% due 10/2/2025

Barclays Bank plc 13% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $76.27 for Amazon, $305.94 for Adobe, $102.73 for Apple; 60% of initial levels due 10/2/2025

Barclays Bank plc 17.25% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $76.27 for Amazon, $180.13 for Meta, $115.01 for Boeing; 60% of initial levels due 10/2/2025

Barclays Bank plc 11.05% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $102.73 for Apple, $138.01 for Visa, $322.28 for Eli Lilly; 60% of initial levels due 10/3/2024

Barclays Bank plc 12.55% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $26.49; 75% of initial level due 10/2/2026

Barclays Bank plc 15.1% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $375.99 for Eli Lilly, $119.85 for Apple, $161.01 for Visa; 70% of initial levels due 10/3/2024

Barclays Bank plc 18.5% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $7.45 for Ford, $22.20 for Delta, $76.27 for Amazon; 60% of initial levels due 10/2/2025

Barclays Bank plc 20% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $226.56 for Netflix, $180.13 for Meta, $260.99 for Nvidia; 60% of initial levels due 10/2/2025

Barclays Bank plc 12% annualized, payable monthly if each underlier closes at or above coupon barrier on related observation date; Coupon barriers: 11,036.43 for Nasdaq, 1,338.83 for Russell, $44.20 for ETF; 75% of initial levels due 10/2/2026

Barclays Bank plc 8.25% per year, payable quarterly if the index closes at or above coupon barrier on the valuation date for that period; Coupon barrier level: 3,009.79; 70% of initial level due 10/3/2028

Barclays Bank plc 0.00% due 4/5/2027

Barclays Bank plc 0.00% due 7/6/2026

Barclays Bank plc 13.25% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $8.79; 70% of initial level due 4/2/2025

Barclays Bank plc 20.75% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $249.66 for Nvidia, $77.47 for Amazon, $78.75 for Alphabet; 60% of initial levels due 10/1/2026

Barclays Bank plc 6.9% per year, paid quarterly if the index closes at or above its coupon barrier on the relevant observation date; Coupon barrier: 3,205.88; 75% of initial level due 9/29/2028

Barclays Bank plc 6% annual rate, payable quarterly if each index closes at or above coupon barrier level on related observation date; Coupon barrier levels: 11,664.13 for Nasdaq, 1,423.12 for Russell; 80% of initial levels due 10/2/2025

Barclays Bank plc 6% for first year; after that, 15 times reference rate, floor of 0%; reference rate is spread of 30-year U.S. dollar SOFR ICE swap rate over the two-year U.S. dollar SOFR ICE swap rate; payable quarterly due 9/29/2026

Barclays Bank plc 7.75% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 23,485.19 for Dow, 10,206.11 for Nasdaq, 1,245.23 for Russell; 70% of initial levels due 9/29/2028

Barclays Bank plc 8.25% annual rate if closing price of each stock is greater than or equal to coupon barrier on related observation date, otherwise, 0.25% annual rate; payable monthly; Coupon barrier prices: $89.36 for Enphase, $60.04 for Disney, $128.97 for Apple, 75% of initial prices due 9/29/2028

Barclays Bank plc 11.2% annual rate, payable monthly if each stock closes at or above coupon barrier level on related observation date; Coupon barrier levels: $77.67 for Alphabet, $103.18 for Apple, $75.59 for Amazon, $187.28 for Microsoft; 60% of initial levels due 9/30/2026

Barclays Bank plc 8.70% due 9/30/2026

Barclays Bank plc 0.00% due 9/29/2028

Barclays Bank plc 0.00% due 9/29/2028

Barclays Bank plc 10.6% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 10,182.08 for Nasdaq, 23,533.22 for Dow, 1,233.13 for Russell; 70% of initial levels due 9/29/2028

Barclays Bank plc 10.1% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 10,182.08 for Nasdaq, 23,533.22 for Dow, 1,233.13 for Russell; 70% of initial levels due 9/29/2028

Barclays Bank plc 8.5% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 11,636.66 for Nasdaq, 3,418.82 for S&P, 1,409.29 for Russell; 80% of initial levels due 7/1/2025

Barclays Bank plc 9% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 11,636.66 for Nasdaq, 3,418.82 for S&P, 1,409.29 for Russell; 80% of initial levels due 10/1/2026

Barclays Bank plc 12.5% if the underlying stock closes at or above its 55% downside threshold on the related quarterly observation date due 4/1/2027

Barclays Bank plc 10% per year, payable quarterly if each index closes at or above downside threshold level on observation date for that period due 10/1/2025

Barclays Bank plc 6.15% due 10/1/2026

Barclays Bank plc 0.00% due 9/30/2027

Barclays Bank plc 0.00% due 10/1/2026

Barclays Bank plc 0.00% due 9/29/2028

Barclays Bank plc 8% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,991.47 for S&P, 10,182.08 for Nasdaq, 1,233.13 for Russell; 70% of initial levels due 10/1/2026

Barclays Bank plc 7.25% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,205.15 for S&P, 10,909.37 for Nasdaq, 1,321.21 for Russell; 75% of initial levels due 10/1/2026

Barclays Bank plc 8% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,418.82 for S&P, 11,636.66 for Nasdaq, 1,409.29 for Russell; 80% of initial levels due 9/29/2028

Barclays Bank plc 9.71% annual rate, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barriers: 1,233.126 for Russell, 10,182.08 for Nasdaq; 70% of initial levels due 10/1/2026

Barclays Bank plc 12.05% per year, payable quarterly if each index closes at or above its coupon barrier level on each scheduled trading day during that observation date; Coupon barriers: 1,233.126 for Russell, 2,991.47 for S&P, 10,182.08 for Nasdaq; 70% of initial levels due 3/25/2027

Barclays Bank plc 11% per year, payable quarterly if each index closes at or above its coupon barrier level on each scheduled trading day during that observation date; Coupon barriers: 1,145.046 for Russell, 2,777.79 for S&P, 9,454.79 for Nasdaq; 65% of initial levels due 3/25/2027

Barclays Bank plc 0.00% due 9/30/2026

Barclays Bank plc 14%, payable quarterly if stock closes at or above downside threshold on observation date for that quarter due 9/26/2025

Barclays Bank plc 11% per year, payable quarterly if each index closes at or above its coupon barrier level on each scheduled trading day during that observation date; Coupon barriers: 1,159.756 for Russell, 2,819.34 for S&P, 9,599.79 for Nasdaq; 65% of initial levels due 3/31/2027

Barclays Bank plc 12% per year, payable quarterly if each index closes at or above its coupon barrier level on each scheduled trading day during that observation date; Coupon barriers: 1,248.968 for Russell, 3,036.21 for S&P, 10,338.23 for Nasdaq; 70% of initial levels due 3/31/2027

Barclays Bank plc 14.9% annual rate; payable monthly if closing price of each stock is greater than or equal to coupon barrier on related observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier prices: $77.47 for Amazon.com, $146.93 for Tesla, $104.87 for Apple; 60% of initial levels due 9/25/2025

Barclays Bank plc 15.15% annual rate; payable monthly if closing price of each stock is greater than or equal to coupon barrier on related observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier prices: $189.91 for Netflix, $149.54 for Meta, $158.51 for Microsoft; 50% of initial levels due 9/25/2026

Barclays Bank plc 12.75% due 9/30/2025

Barclays Bank plc 8% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 3,024.04 for S&P, 1,243.55 for Russell; 70% of initial levels due 9/25/2026

Barclays Bank plc 9.5% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 3,024.04 for S&P, 1,243.55 for Russell; 70% of initial levels due 9/25/2026

Barclays Bank plc 9.15% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 2,630.59 for S&P, 23,774.69 for Dow, 1,234.55 for Russell; 70% of initial levels due 9/27/2028

Barclays Bank plc 8.5% per year, payable semiannually if each index closes at or above coupon barrier on the observation date; Coupon barriers: 3,024.04 for S&P, 1,243.55 for Russell; 70% of initial levels due 9/25/2026

Barclays Bank plc 7.25% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,630.59 for S&P, 23,774.69 for Dow, 1,234.55 for Russell; 70% of initial levels due 9/27/2028

Barclays Bank plc 9% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,630.59 for S&P, 23,774.69 for Dow, 1,234.55 for Russell; 70% of initial levels due 9/27/2028

Barclays Bank plc 7.5% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,024.04 for S&P, 10,290.77 for Nasdaq, 1,243.55 for Russell; 70% of initial levels due 9/22/2028

Barclays Bank plc 8.55%, payable quarterly if stock closes at or above downside threshold on observation date for that quarter due 9/25/2026

Barclays Bank plc 8%, payable quarterly if stock closes at or above downside threshold on observation date for that quarter due 9/25/2026

Barclays Bank plc 12.1% annual rate, payable quarterly if each index closes at or above coupon barrier on the observation date that quarter; Coupon barrier levels: 3,024.04 for S&P, 1,243.552 for Russell, 10,290.77 for Nasdaq; 70% of initial levels due 3/25/2027

Barclays Bank plc 11.71% annual rate, payable quarterly if each index closes at or above coupon barrier on every day that quarter; Coupon barrier levels: 3,024.04 for S&P, 1,243.552 for Russell, 10,290.77 for Nasdaq; 70% of initial levels due 6/25/2026

Barclays Bank plc 9.85% per year, payable quarterly if shares close at or above coupon trigger level on a related determination date; coupon payment events will automatically include any previously unpaid coupons; Coupon trigger level: $77.60; 60% of initial share price due 3/26/2025

Barclays Bank plc 12.75% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $44.39 for ETF, 1,247.28 for Russell, 10,285.97 for Nasdaq; 70% of initial levels due 9/24/2026

Barclays Bank plc 9% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 3,031.0 for S&P 500, 4,075.26 for S&P EW; 70% of initial levels due 9/24/2026

Barclays Bank plc 7.3% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 25,552.82 for Dow, 11,020.68 for Nasdaq, 1,336.37 for Russell; 75% of initial levels due 9/26/2028

Barclays Bank plc 7.4% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,031.0 for S&P, 10,285.97 for Nasdaq, 1,247.28 for Russell; 70% of initial levels due 9/26/2028

Barclays Bank plc 14.3% per year, payable quarterly if stock closes at or above 60% of initial level on related observation date, plus any previously unpaid coupon due 9/25/2025

Barclays Bank plc 8.5% per year, payable quarterly if each index closes at or above coupon barrier level on observation date; Coupon barrier levels: 3,301.65 for S&P, 11,227.44 for Nasdaq, 1,357.577 for Russell; 75% of initial levels due 9/25/2025

Barclays Bank plc 10% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,117.47 for S&P, 10,657.76 for Nasdaq, 1,284.01 for Russell; 70% of initial levels due 9/21/2028

Barclays Bank plc 8.75% annual rate, payable quarterly if each underlier closes at or above coupon barrier level on review date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barriers: $53.53 for ETF, 11,393.42 for Nasdaq, 1,369.9 for Russell; 75% of initial levels due 9/24/2026

Barclays Bank plc 9% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 10,633.86 for Nasdaq, 24,162.41 for Dow, 1,278.57 for Russell; 70% of initial levels due 9/24/2026

Barclays Bank plc 22.35%, paid quarterly, if the underlying stock closes at or above its 40% downside threshold on the related observation date due 9/24/2025

Barclays Bank plc 27.75%, paid quarterly, if the underlying stock closes at or above its 55% downside threshold on the related observation date due 9/24/2026

Barclays Bank plc 14.9796%, payable monthly if shares close at or above initial level on observation date, plus any previously unpaid coupon due 9/24/2024

Barclays Bank plc 15.5% annualized, payable quarterly if each stock closes at or above threshold level on observation date for that period due 9/24/2026

Barclays Bank plc 17% annualized, payable quarterly if each stock closes at or above threshold level on observation date for that period due 9/24/2026

Barclays Bank plc 14.56% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $29.89; 60% of initial level due 3/24/2025

Barclays Bank plc 11.9%, payable quarterly if stock closes at or above downside threshold on observation date for that quarter due 9/24/2024

Barclays Bank plc 16.27% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $44.96; 70% of initial level due 3/21/2025

Barclays Bank plc 7.8%, payable quarterly if ETF closes at or above downside threshold on observation date for that quarter due 9/18/2026

Barclays Bank plc 7% annual rate, payable quarterly if each index closes at or above coupon barrier level on review date for that period; Coupon barrier: 2,670.19 for S&P, 1,108.22 for Russell; 60% of initial levels due 9/19/2024

Barclays Bank plc 0.00% due 9/18/2025

Barclays Bank plc 0.00% due 9/23/2024

Barclays Bank plc 0.00% due 9/23/2024

Barclays Bank plc 0.00% due 9/23/2024

Barclays Bank plc 10% annual rate, payable monthly if each stock closes at or above coupon barrier level on related observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier levels: $46.07 for CVS, $55.63 for Disney, $21.96 for Verizon; 65% of initial levels due 9/18/2026

Barclays Bank plc 0.00% due 10/18/2024

Barclays Bank plc 0.00% due 12/19/2024

Barclays Bank plc 0.00% due 4/7/2026

Barclays Bank plc 10.1% per year, payable quarterly if the stock closes at or above coupon barrier on the valuation date for that period; Coupon barrier level: $124.87; 60% of initial level due 9/18/2025

Barclays Bank plc 14.6% per year, payable quarterly if the stock closes at or above coupon barrier on the valuation date for that period; Coupon barrier level: $32.69; 60% of initial level due 9/18/2025

Barclays Bank plc 10% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 9,121.44 for Nasdaq, 20,770.94 for Dow, 1,108.22 for Russell; 60% of initial levels due 9/18/2026

Barclays Bank plc 16% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $51.95 for ETF, 1,477.63 for Russell, 12,161.92 for Nasdaq; 80% of initial levels due 9/18/2026

Barclays Bank plc 10.7% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $44.86 for ETF, 1,267.07 for Russell, 3,081.54 for S&P; 70% of initial levels due 3/25/2026

Barclays Bank plc 10.25%, paid quarterly, if the underlying stock closes at or above its 65% downside threshold on the related observation date due 9/18/2026

Barclays Bank plc 11%, paid quarterly, if the ETF closes at or above its downside threshold on the related observation date due 9/18/2025

Barclays Bank plc 8% per year, payable quarterly if each index closes at or above coupon barrier level on every trading day during the observation period; Coupon barrier levels: 3,115.224 for S&P, 3,006.535 for Stoxx, 1,292.923 for Russell; 70% of initial levels due 9/18/2026

Barclays Bank plc 0.00% due 10/5/2027

Barclays Bank plc 7.3% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 24,232.77 for Dow, 10,641.68 for Nasdaq, 1,292.92 for Russell; 70% of initial levels due 9/18/2026

Barclays Bank plc 8% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 25,963.68 for Dow, 11,401.8 for Nasdaq, 1,385.27 for Russell; 75% of initial levels due 9/18/2026

Barclays Bank plc 9% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,115.22 for S&P, 10,641.68 for Nasdaq, 1,292.92 for Russell; 70% of initial levels due 6/20/2025

Barclays Bank plc 16.15% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $42.78; 65% of initial level due 3/11/2025

Barclays Bank plc 9.9% annual rate, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barriers: 3,115.22 for S&P, 1,292.923 for Russell; 70% of initial levels due 9/18/2026

Barclays Bank plc 7.85% annual rate, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barriers: 3,115.22 for S&P, 1,292.923 for Russell; 70% of initial levels due 9/18/2026

Barclays Bank plc 0.00% due 9/18/2026

Barclays Bank plc 17% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $77.68 for Amazon, $6.85 for Ford, $14.92 for Marathon; 55% of initial levels due 9/17/2026

Barclays Bank plc 9.25% annualized, payable quarterly if index closes at or above coupon barrier on related observation date; Coupon barrier: 3,604.08; 80% of initial level due 9/18/2025

Barclays Bank plc 9.9% annualized, payable monthly if each underlier closes at or above coupon barrier on related observation date; Coupon barriers: 1,306.64 for Russell, 3,153.57 for S&P, $45.65 for ETF; 70% of initial levels due 9/17/2027

Barclays Bank plc 10.81% per year, payable quarterly if each index closes at or above its coupon barrier level on each scheduled trading day during that observation period; Coupon barriers: 1,306.642 for Russell, 3,153.57 for S&P, 10,831.72 for Nasdaq; 70% of initial levels due 3/19/2026

Barclays Bank plc 0.00% due 10/15/2024

Barclays Bank plc 8.05% due 3/25/2025

Barclays Bank plc 7.7%, payable quarterly if index closes at or above downside threshold on observation date for that quarter due 9/17/2026

Barclays Bank plc 12.7%, payable quarterly if stock closes at or above downside threshold on observation date for that quarter due 9/18/2024

Barclays Bank plc 11%, payable quarterly if stock closes at or above downside threshold on observation date for that quarter due 9/18/2024

Barclays Bank plc 8.15% due 9/19/2025

Barclays Bank plc 9.35% due 12/6/2024

Barclays Bank plc 7.35% due 12/6/2024

Barclays Bank plc 24.3% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $150.83 for Meta, $294.42 for ServiceNow, $7.80 for Palantir; 50% of initial levels due 9/17/2026

Barclays Bank plc 0.00% due 7/16/2030

Barclays Bank plc 10.1% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $44.41 for ETF, 1,298.60 for Russell, 3,141.22 for S&P; 70% of initial levels due 12/16/2025

Barclays Bank plc 12.5% annual rate; payable monthly if closing price of each stock is greater than or equal to coupon barrier on related observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier prices: $82.32 for Alphabet, $82.94 for Amazon, $106.91 for Apple, $200.56 for Microsoft; 60% of initial levels due 9/11/2026

Barclays Bank plc 9%, payable semiannually if the index closes at or above its coupon barrier level on related observation date; Coupon barrier level: 3,565.99, 80% of initial level due 9/13/2027

Barclays Bank plc 12.5% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $129.59 for ETF, 1,388.66 for Russell, 11,460.17 for Nasdaq; 75% of initial levels due 9/11/2026

Barclays Bank plc 9.5% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 3,120.24 for S&P, 4,185.27 for S&P EW; 70% of initial levels due 9/11/2026

Barclays Bank plc 17% if the underlying stock closes at or above its 50% downside threshold on the related quarterly observation date due 9/11/2026

Barclays Bank plc 10% annualized, payable quarterly if each index closes at or above coupon threshold on every trading day during the observation period; Coupon threshold: 1,296.0815 for Russell, 3,120.243 for S&P, 10,696.161 for Nasdaq; 70% of initial levels due 9/11/2026

Barclays Bank plc 6.85% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 24,203.61 for Dow, 10,696.16 for Nasdaq, 1,296.08 for Russell; 70% of initial levels due 9/11/2026

Barclays Bank plc 38.25% annualized, payable quarterly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $11.55 for Rivian, $24.97 for Crispr, $3.36 for Fund; 50% of initial levels due 12/12/2024

Barclays Bank plc 10% annualized, payable monthly if each underlier closes at or above coupon barrier on related observation date; Coupon barriers: 3,120.24 for S&P, 1,296.08 for Russell, $44.23 for ETF; 70% of initial levels due 9/11/2026

Barclays Bank plc 0.00% due 2/12/2025

Barclays Bank plc 8.20% due 3/10/2025

Barclays Bank plc 11% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $103.46 for ETF, 1,113.46 for Russell, 20,600.44 for Dow; 60% of initial levels due 9/11/2026

Barclays Bank plc 13.1% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $57.33 for Vanguard Real Estate, $55.13 for SPDR S&P Biotech, $23.96 for Financial Select; 70% of initial levels due 3/12/2026

Barclays Bank plc 7.5% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,115.8 for S&P, 10,680.96 for Nasdaq, 1,299.03 for Russell; 70% of initial levels due 9/12/2028

Barclays Bank plc 0.00% due 9/11/2026

Barclays Bank plc 15.5% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $49.46 for ETF, 1,499.43 for Russell, 12,297.15 for Nasdaq; 80% of initial levels due 9/11/2025

Barclays Bank plc 10.55% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $43.27 for ETF, 1,312 for Russell, 3,125.84 for S&P; 70% of initial levels due 9/11/2026

Barclays Bank plc 0.00% due 10/10/2024

Barclays Bank plc 10.25% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 10,680.96 for Nasdaq, 24,150.51 for Dow, 1,299.03 for Russell; 70% of initial levels due 9/12/2028

Barclays Bank plc 9.5% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 9,294.52 for Nasdaq, 20,902.63 for Dow, 1,152.5 for Russell; 60% of initial levels due 9/4/2026

Barclays Bank plc 12.75% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $132.15 for ETF, 1,440.62 for Russell, 11,618.15 for Nasdaq; 75% of initial levels due 3/6/2025

Barclays Bank plc 14% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $132.15 for ETF, 1,440.62 for Russell, 11,618.15 for Nasdaq; 75% of initial levels due 3/5/2026

Barclays Bank plc 8.25% per year, payable monthly if the index closes at or above coupon barrier on the valuation date for that period; Coupon barrier level: 2,935.25; 65% of initial level due 9/4/2026

Barclays Bank plc 11% if the underlying stock closes at or above its 50% downside threshold on the related quarterly observation date due 9/4/2026

Barclays Bank plc 9% per year, payable quarterly if each index closes at or above coupon barrier level every day that period; Coupon barriers: 3,161.039 for S&P, 10,843.602 for Nasdaq, 1,344.578 for Russell; 70% of initial levels due 9/5/2025

Barclays Bank plc 9% annualized, payable quarterly if each underlier closes at or above coupon barrier on related observation date; Coupon barriers: 24,386.4 for Dow, 1,344.58 for Russell, 3,161.04 for S&P; 70% of initial levels due 9/7/2028

Barclays Bank plc 7.5% annualized, payable quarterly if each underlier closes at or above coupon barrier on related observation date; Coupon barriers: 24,386.4 for Dow, 1,344.58 for Russell, 3,161.04 for S&P; 70% of initial levels due 9/7/2028

Barclays Bank plc 14.1% annualized, payable monthly if each underlier closes at or above coupon barrier on related observation date; Coupon barriers: $63.52 for Energy, $93.50 for Health Care, $24.28 for Financial; 70% of initial levels due 9/4/2026

Barclays Bank plc 0.00% due 9/4/2025

Barclays Bank plc 0.00% due 3/4/2026

Barclays Bank plc 0.00% due 9/9/2024

Barclays Bank plc 10.9% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 10,850.75 for Nasdaq, 24,305.34 for Dow, 1,329.77 for Russell; 70% of initial levels due 9/3/2026

Barclays Bank plc 11% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 10,850.75 for Nasdaq, 24,305.34 for Dow, 1,329.77 for Russell; 70% of initial levels due 9/5/2025

Barclays Bank plc 9.25% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 10,850.75 for Nasdaq, 3,155.36 for S&P, 1,329.77 for Russell; 70% of initial levels due 9/3/2026

Barclays Bank plc 11% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 3,606.13 for S&P, 1,519.74 for Russell, 12,400.86 for Nasdaq; 80% of initial levels due 9/5/2025

Barclays Bank plc 10% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 3,155.36 for S&P, 1,329.77 for Russell, 10,850.75 for Nasdaq; 70% of initial levels due 9/3/2026

Barclays Bank plc 8.25% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 3,155.36 for S&P, 1,329.77 for Russell, 10,850.75 for Nasdaq; 70% of initial levels due 6/5/2025

Barclays Bank plc 11.4% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 3,380.75 for S&P, 1,424.76 for Russell, 11,625.8 for Nasdaq; 75% of initial levels due 9/3/2026

Barclays Bank plc 9.5% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 3,155.36 for S&P, 1,329.77 for Russell, 10,850.75 for Nasdaq; 70% of initial levels due 9/6/2028

Barclays Bank plc 12.5% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $122.96 for ETF, 1,329.77 for Russell, 24,305.34 for Dow; 70% of initial levels due 9/3/2026

Barclays Bank plc 9.25% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $37.78 for ETF, 1,139.81 for Russell, 9,300.64 for Nasdaq; 60% of initial levels due 9/3/2026

Barclays Bank plc 11% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $122.96 for ETF, 1,329.77 for Russell, 3,155.36 for S&P; 70% of initial levels due 9/3/2026

Barclays Bank plc 16.25% if the underlying stock closes at or above its 50% downside threshold on the related quarterly observation date due 9/3/2026

Barclays Bank plc 6.5% until Sept. 5, 2024; after that, SOFR plus 75 bps with a 0.75% floor; payable quarterly due 9/5/2025

Barclays Bank plc 0.00% due 3/5/2025

Barclays Bank plc 9% annualized, payable quarterly if each index closes at or above coupon threshold on every trading day during the observation period; Coupon threshold: 1,329.7732 for Russell, 24,305.337 for Dow, 10,850.749 for Nasdaq; 70% of initial levels due 2/27/2026

Barclays Bank plc 0.00% due 9/8/2026

Barclays Bank plc 0.00% due 3/6/2029

Barclays Bank plc 0.00% due 9/5/2025

Barclays Bank plc 0.00% due 9/3/2026

Barclays Bank plc 0.00% due 6/4/2025

Barclays Bank plc 13.9% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $49.32, 70% of initial share price due 3/5/2025

Barclays Bank plc 10% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 26,041.43 for Dow, 1,424.76 for Russell, 11,625.8 for Nasdaq; 75% of initial levels due 9/3/2026

Barclays Bank plc 23.8% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $154.85 for Tesla, $177.53 for Meta, $296.13 for Nvidia; 60% of initial levels due 9/5/2025

Barclays Bank plc 11% annualized, payable monthly if each underlier closes at or above coupon barrier on related observation date; Coupon barriers: 10,850.75 for Nasdaq, 1,329.77 for Russell, $44.07 for ETF; 70% of initial levels due 9/3/2026

Barclays Bank plc 0.00% due 9/6/2029

Barclays Bank plc 26% per year, payable monthly if each stock closes at or above coupon barrier related observation date; Coupon barriers: $29.33 for DocuSign, $48.61 for Roku, $41.20 for Zoom, 60% of initial levels

Barclays Bank plc 0.00% due 8/1/2025

Barclays Bank plc 10.5% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 11,596.82 for Nasdaq, 26,167.68 for Dow, 1,427.41 for Russell; 75% of initial levels due 6/2/2028

Barclays Bank plc 11.7% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 11,596.82 for Nasdaq, 26,167.68 for Dow, 1,427.41 for Russell; 75% of initial levels due 6/2/2028

Barclays Bank plc 11.25% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 10,823.7 for Nasdaq, 3,160.41 for S&P, 1,332.25 for Russell; 70% of initial levels due 9/4/2025

Barclays Bank plc 9.5% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 4,267.26 for S&P EW, 3,160.41 for S&P 500; 70% of initial levels due 9/3/2026

Barclays Bank plc 11.07% due 9/5/2024

Barclays Bank plc 0.00% due 3/5/2027

Barclays Bank plc 0.00% due 6/5/2026

Barclays Bank plc 7.55% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,160.41 for S&P, 10,823.7 for Nasdaq, 1,332.25 for Russell; 70% of initial levels due 9/5/2028

Barclays Bank plc 9.8% per year, payable quarterly if shares close at or above coupon trigger level on a related determination date; coupon payment events will automatically include any previously unpaid coupons; Coupon trigger level: $81.46; 65% of initial share price due 9/3/2026

Barclays Bank plc 11% per year, payable quarterly if shares close at or above coupon trigger level on a related determination date; coupon payment events will automatically include any previously unpaid coupons; Coupon trigger level: $20.59; 60% of initial share price due 9/3/2026

Barclays Bank plc 9.9% annual rate, payable quarterly if each index closes at or above coupon barrier level on review date for that period; Coupon barrier: 3,148.34 for S&P, 1,326.88 for Russell; 70% of initial levels due 9/4/2024

Barclays Bank plc 13.35% per year, payable quarterly if the stock closes at or above coupon barrier on the valuation date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier level: $257.99; 60% of initial level due 9/4/2025

Barclays Bank plc 0.00% due 8/29/2025

Barclays Bank plc 9.5% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that period; Coupon barrier levels: 3,373.223 for S&P, 11,532.413 for Nasdaq, 1,421.654 for Russell; 75% of initial levels due 9/4/2025

Barclays Bank plc 9.85% annualized, payable quarterly if each index closes at or above coupon threshold on observation date for that period; Coupon thresholds: 1,421.6535 for Russell, 3,373.2225 for S&P, 11,532.4125 for Nasdaq; 75% of initial levels due 8/27/2026

Barclays Bank plc 8% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 24,396.87 for Dow, 10,763.59 for Nasdaq, 1,326.88 for Russell; 70% of initial levels due 9/1/2028

Barclays Bank plc 8.7% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,148.34 for S&P, 10,763.59 for Nasdaq, 1,326.88 for Russell; 70% of initial levels due 9/3/2026

Barclays Bank plc 8.7% annualized, payable monthly if each underlier closes at or above coupon barrier on related observation date; Coupon barriers: 10,763.59 for Nasdaq, 1,326.88 for Russell, $121.45 for ETF; 70% of initial levels due 9/3/2026

Barclays Bank plc 9.6% per year, paid quarterly, if each index closes at or above its coupon barrier on any related observation date; Coupon barrier levels: 4,255.79 for S&P 500 Equal Weight, 3,148.34 for S&P 500; 70% of initial levels due 9/2/2026

Barclays Bank plc 7.5% per year, paid quarterly, if each index closes at or above its coupon barrier on any related observation date; Coupon barrier levels: 4,255.79 for S&P 500 Equal Weight, 3,148.34 for S&P 500; 70% of initial levels due 9/2/2026

Barclays Bank plc 0.00% due 8/31/2028

Barclays Bank plc 9.00% due 9/3/2025

Barclays Bank plc 10% annual rate, payable monthly if each underlier closes at or above coupon barrier level on related observation date; Coupon barrier levels: $23.20 for ETF, 3,546.65 for S&P; 80% of initial levels due 9/3/2025

Barclays Bank plc 6.05% due 9/2/2026

Barclays Bank plc 0.00% due 8/31/2028

Barclays Bank plc 8.5% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 11,289.35 for Nasdaq, 3,324.98 for S&P, 1,401.76 for Russell; 75% of initial levels due 9/2/2026

Barclays Bank plc 8.5% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 12,041.97 for Nasdaq, 3,546.65 for S&P, 1,495.21 for Russell; 80% of initial levels due 6/2/2025

Barclays Bank plc 9% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 12,041.97 for Nasdaq, 3,546.65 for S&P, 1,495.21 for Russell; 80% of initial levels due 9/2/2026

Barclays Bank plc 12% per year, payable quarterly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $51.30 for ETF, 1,214.85 for Russell, 2,790.9 for Stoxx; 65% of initial levels due 9/2/2026

Barclays Bank plc 5.75% for first year; after that, 15 times reference rate, floor of 0%; reference rate is spread of 30-year U.S. dollar SOFR ICE swap rate over the two-year U.S. dollar SOFR ICE swap rate; payable quarterly due 8/31/2026

Barclays Bank plc 0.00% due 8/29/2025

Barclays Bank plc 0.00% due 8/29/2025

Barclays Bank plc 0.00% due 9/2/2027

Barclays Bank plc 0.00% due 9/2/2026

Barclays Bank plc 8.15% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 11,289.35 for Nasdaq, 1,401.76 for Russell; 75% of initial levels due 8/31/2028

Barclays Bank plc 7.5% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,546.65 for S&P, 12,041.97 for Nasdaq, 1,495.21 for Russell; 80% of initial levels due 8/31/2028

Barclays Bank plc 7.25% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,103.32 for S&P, 10,536.72 for Nasdaq, 1,308.30 for Russell; 70% of initial levels due 9/2/2026

Barclays Bank plc 7.25% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,324.98 for S&P, 11,289.35 for Nasdaq, 1,401.76 for Russell; 75% of initial levels due 6/2/2025

Barclays Bank plc 8% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,103.32 for S&P, 10,536.72 for Nasdaq, 1,308.30 for Russell; 70% of initial levels due 9/2/2026

Barclays Bank plc 7.25% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,324.98 for S&P, 11,289.35 for Nasdaq, 1,401.76 for Russell; 75% of initial levels due 9/2/2026

Barclays Bank plc 8% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,546.65 for S&P, 12,041.97 for Nasdaq, 1,495.21 for Russell; 80% of initial levels due 8/31/2028

Barclays Bank plc 10% annualized rate, payable monthly if each underlying closes at or above coupon barrier on related observation date; Coupon barrier levels: 10,536.72 for Nasdaq, 1,308.30 for Russell, $44.53 for fund; 70% of initial levels due 9/2/2026

Barclays Bank plc 17.35% annual rate; payable monthly if closing price of each stock is greater than or equal to coupon barrier on related observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier prices: $143.38 for Meta, $65.92 for Amazon, $235.82 for Nvidia, $159.99 for Microsoft; 50% of initial levels due 8/28/2025

Barclays Bank plc 10.25% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 10,371.51 for Nasdaq, 23,869.59 for Dow, 1,292.39 for Russell; 70% of initial levels due 8/27/2026

Barclays Bank plc 10.5% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 10,371.51 for Nasdaq, 3,063.42 for S&P, 1,292.39 for Russell; 70% of initial levels due 8/27/2026

Barclays Bank plc 8.7% per year, payable quarterly if each index closes at or above coupon barrier on the relevant observation date; Coupon barriers: 2,625.79 for S&P, 1,107.77 for Russell; 60% of initial levels due 8/27/2026

Barclays Bank plc 11% annualized, payable quarterly if each underlier closes at or above coupon barrier on related observation date; Coupon barriers: 10,371.51 for Nasdaq, 1,292.39 for Russell, $98.40 for ETF; 70% of initial levels due 2/27/2025

Barclays Bank plc 9.5% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,063.42 for S&P, 1,292.39 for Russell; 70% of initial levels due 8/27/2026

Barclays Bank plc 4.00% due 8/28/2026

Barclays Bank plc 12.85%, payable quarterly if stock closes at or above downside threshold on observation date for that quarter due 8/28/2025

Barclays Bank plc 14.75%, payable quarterly if stock closes at or above downside threshold on observation date for that quarter due 8/29/2024

Barclays Bank plc 11.00% due 8/28/2025

Barclays Bank plc 10.1% per year, payable monthly if each index closes at or above coupon barrier on the relevant observation date; Coupon barriers: 9,088.84 for Nasdaq, 20,683.79 for Dow, 1,122.02 for Russell; 60% of initial levels due 8/27/2026

Barclays Bank plc 12% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 10,603.64 for Nasdaq, 24,131.09 for Dow, 1,309.02 for Russell; 70% of initial levels due 8/28/2025

Barclays Bank plc 11.35% per year, payable monthly if each index closes at or above coupon barrier on the relevant observation date; Coupon barriers: 10,603.64 for Nasdaq, 3,105.21 for S&P, 1,309.02 for Russell; 70% of initial levels due 2/26/2026

Barclays Bank plc 14% per year, payable quarterly if each index closes at or above coupon barrier on every trading day during the observation period; Coupon barriers: 11,361.05 for Nasdaq, 3,327.01 for S&P, 1,402.52 for Russell; 75% of initial levels due 8/28/2025

Barclays Bank plc 10.35% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 10,603.64 for Nasdaq, 3,105.21 for S&P, 1,309.02 for Russell; 70% of initial levels due 8/27/2026

Barclays Bank plc 9.85% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $44.46 for ETF, 1,309.02 for Russell, 24,131.09 for Dow; 70% of initial levels due 8/28/2025

Barclays Bank plc 9% per year, payable quarterly if each index closes at or above coupon barrier level every day that period; Coupon barrier levels: 3,105.207 for S&P, 11,603.642 for Nasdaq, 1,309.022 for Russell; 70% of initial levels due 8/27/2026

Barclays Bank plc 7.4% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,105.21 for S&P, 10,603.64 for Nasdaq, 1,309.02 for Russell; 70% of initial levels due 8/28/2028

Barclays Bank plc 9% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,105.21 for S&P, 10,603.64 for Nasdaq, 1,309.02 for Russell; 70% of initial levels due 8/28/2028

Barclays Bank plc 8.7% annualized, payable monthly if each underlier closes at or above coupon barrier on related observation date; Coupon barriers: 25,854.74 for Dow, 1,402.52 for Russell, $128.21 for ETF; 75% of initial levels due 8/28/2028

Barclays Bank plc 13% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 2,840.73 for S&P, 9,565.28 for Nasdaq, 1,202.54 for Russell; 65% of initial levels due 8/21/2025

Barclays Bank plc 9.65% due 11/29/2024

Barclays Bank plc 0.00% due 8/21/2025

Barclays Bank plc 10.75% per year, payable quarterly if shares close at or above coupon trigger level on a related determination date; coupon payment events will automatically include any previously unpaid coupons; Coupon trigger level: $9.84; 70% of initial share price due 8/21/2025

Barclays Bank plc 11.75% annual rate, payable quarterly if each ETF closes at or above coupon barrier level on review date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barriers: $62.17 for Energy, $93.47 for Health Care, $44.44 for Utilities; 70% of initial levels due 8/21/2026

Barclays Bank plc 15% annual rate; payable quarterly if closing price of each stock is greater than or equal to coupon barrier on related observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier prices: $35.65 for PayPal, $51.58 for Disney, $62.89 for NIKE; 60% of initial levels due 8/21/2026

Barclays Bank plc 9.25% annual rate, payable semiannually if each index closes at or above coupon barrier level on review date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier: 3,058.8 for S&P, 1,301.59 for Russell; 70% of initial levels due 8/21/2026

Barclays Bank plc 7.75% annual rate, payable semiannually if each index closes at or above coupon barrier level on review date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier: 3,058.8 for S&P, 1,301.59 for Russell; 70% of initial levels due 8/21/2026

Barclays Bank plc 8.25% annual rate, payable semiannually if the index closes at or above coupon barrier level on the review date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier: 3,058.8; 70% of initial level due 8/21/2026

Barclays Bank plc 8.25% per year, payable semiannually if each index closes at or above coupon barrier level observation date for that period; Coupon barrier levels: 20,700.40 for Dow, 1,115.65 for Russell, 8,816.90 for Nasdaq; 60% of initial levels due 8/21/2026

Barclays Bank plc 7.25% per year, payable semiannually if each index closes at or above coupon barrier level observation date for that period; Coupon barrier levels: 20,700.40 for Dow, 1,115.65 for Russell, 8,816.90 for Nasdaq; 60% of initial levels due 8/21/2026

Barclays Bank plc 0.00% due 9/23/2024

Barclays Bank plc 0.00% due 8/23/2027

Barclays Bank plc 9.55% per year, payable monthly if the index closes at or above coupon barrier on the valuation date for that period; Coupon barrier level: 2,949.07; 70% of initial level due 8/23/2028

Barclays Bank plc 8.5% per year, payable semiannually if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 7,347.42 for Nasdaq, 17,250.33 for Dow, 929.71 for Russell; 50% of initial levels due 8/21/2026

Barclays Bank plc 11.1% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 10,286.39 for Nasdaq, 24,150.46 for Dow, 1,301.59 for Russell; 70% of initial levels due 8/21/2026

Barclays Bank plc 13.75% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 11,755.87 for Nasdaq, 3,495.77 for S&P, 1,487.54 for Russell; 80% of initial levels due 8/23/2028

Barclays Bank plc 14.5% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 11,755.87 for Nasdaq, 3,495.77 for S&P, 1,487.54 for Russell; 80% of initial levels due 8/21/2026

Barclays Bank plc 11.25% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 10,286.39 for Nasdaq, 3,058.8 for S&P, 1,301.59 for Russell; 70% of initial levels due 8/21/2026

Barclays Bank plc 15% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $62.17 for ETF, 1,301.59 for Russell, 10,286.39 for Nasdaq; 70% of initial levels due 8/23/2028

Barclays Bank plc 12.75% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $123.72 for ETF, 1,394.57 for Russell, 11,021.13 for Nasdaq; 75% of initial levels due 8/21/2025

Barclays Bank plc 13.05% annual rate, if the underlying stock closes at or above its 50% downside threshold on the related quarterly observation date due 8/21/2026

Barclays Bank plc 23.15% annual rate, if the underlying stock closes at or above its 60% downside threshold on the related quarterly observation date due 8/21/2026

Barclays Bank plc 10.5% annual rate, if the underlying stock closes at or above its 60% downside threshold on the related quarterly observation date; previously unpaid coupons will also be paid due 8/21/2026

Barclays Bank plc 9.3% annual rate, paid quarterly if each underlying index closes at or above its downside threshold on every trading day during the observation period due 8/21/2025

Barclays Bank plc 10.5% per year, payable quarterly if each index closes at or above coupon barrier on every scheduled trading day during the determination period; Coupon barrier levels: 1,301.595 for Russell, 3,058.797 for S&P, 2,949.065 for Stoxx; 70% of initial levels due 8/21/2025

Barclays Bank plc 10.6% per year, payable quarterly if each index closes at or above coupon barrier on every trading day during the observation date; Coupon barriers: 10,286.388 for Nasdaq, 3,058.797 for S&P, 1,301.5947 for Russell; 70% of initial levels due 2/23/2027

Barclays Bank plc 0.00% due 9/5/2024

Barclays Bank plc 7.75% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 25,875.5 for Dow, 11,021.13 for Nasdaq, 1,394.57 for Russell; 75% of initial levels due 8/23/2028

Barclays Bank plc 9.3% annualized, payable monthly if each underlier closes at or above coupon barrier on related observation date; Coupon barriers: 1,301.59 for Russell, $44.44 for SPDR ETF, $99.49 for iShares ETF; 70% of initial levels due 2/21/2025

Barclays Bank plc 11% annualized, payable monthly if each underlier closes at or above coupon barrier on related observation date; Coupon barriers: 1,301.59 for Russell, 3,058.8 for S&P, $44.44 for ETF; 70% of initial levels due 8/21/2026

Barclays Bank plc 0.00% due 8/23/2028

Barclays Bank plc 0.00% due 9/19/2024

Barclays Bank plc 0.00% due 9/19/2024

Barclays Bank plc 0.00% due 8/18/2025

Barclays Bank plc 9% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 10,413.53 for Nasdaq, 24,336.02 for Dow, 1,310.06 for Russell; 70% of initial levels due 8/20/2026

Barclays Bank plc 15.6% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $50.64 for ETF, 1,497.22 for Russell, 11,901.18 for Nasdaq; 80% of initial levels due 8/21/2025

Barclays Bank plc 0.00% due 3/5/2025

Barclays Bank plc 0.00% due 9/3/2027

Barclays Bank plc 0.00% due 8/20/2026

Barclays Bank plc 0.00% due 2/21/2025

Barclays Bank plc 8.3% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 11,278.24 for Nasdaq, 26,209.79 for Dow, 1,421.82 for Russell; 75% of initial levels due 8/20/2026

Barclays Bank plc 11% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 10,526.36 for Nasdaq, 24,462.47 for Dow, 1,327.03 for Russell; 70% of initial levels due 8/20/2026

Barclays Bank plc 17.15% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $65.75 for ETF, 1,421.82 for Russell, 11,278.24 for Nasdaq; 75% of initial levels due 2/20/2026

Barclays Bank plc 11.9% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 3,106.5 for S&P, 24,462.47 for Dow, 1,327.03 for Russell; 70% of initial levels due 2/20/2026

Barclays Bank plc 8.15% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 3,106.5 for S&P, 10,526.36 for Nasdaq, 1,327.03 for Russell; 70% of initial levels due 8/20/2026

Barclays Bank plc 10.50% due 8/20/2024

Barclays Bank plc 10.5% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 24,462.47 for Dow, 10,526.36 for Nasdaq, 1,327.03 for Russell; 70% of initial levels due 8/20/2025

Barclays Bank plc 7.5% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 24,462.47 for Dow, 10,526.36 for Nasdaq, 1,327.03 for Russell; 70% of initial levels due 8/18/2028

Barclays Bank plc 8.25% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 24,462.47 for Dow, 10,526.36 for Nasdaq, 1,327.03 for Russell; 70% of initial levels due 8/20/2025

Barclays Bank plc 7.55% annualized, payable quarterly if index closes at or above coupon barrier on related observation date; Coupon barrier: 3,328.4; 75% of initial level due 8/18/2028

Barclays Bank plc 8.05% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,106.5 for S&P, 10,526.36 for Nasdaq, 1,327.03 for Russell; 70% of initial levels due 8/20/2026

Barclays Bank plc 9.5% annualized, payable monthly if each underlier closes at or above coupon barrier on related observation date; Coupon barriers: 26,209.79 for Dow, 1,421.82 for Russell, $125.92 for ETF; 75% of initial levels due 8/18/2028

Barclays Bank plc 10.25% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 10,643.91 for Nasdaq, 24,715.34 for Dow, 1,344.35 for Russell; 70% of initial levels due 8/19/2026

Barclays Bank plc 11.5% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 24,696.98 for Dow, 10,519.65 for Nasdaq, 1,347.58 for Russell; 70% of initial levels due 2/17/2026

Barclays Bank plc 9.4% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 21,168.84 for Dow, 9,016.84 for Nasdaq, 1,155.07 for Russell; 60% of initial levels due 2/17/2026

Barclays Bank plc 11.05% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 11,271.05 for Nasdaq, 26,461.05 for Dow, 1,443.84 for Russell; 75% of initial levels due 8/16/2028

Barclays Bank plc 11% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 10,519.65 for Nasdaq, 24,696.98 for Dow, 1,347.58 for Russell; 70% of initial levels due 2/17/2026

Barclays Bank plc 10.45% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $116.83 for ETF, 1,347.58 for Russell, 24,696.98 for Dow; 70% of initial levels due 8/14/2026

Barclays Bank plc 13% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $125.18 for ETF, 1,443.84 for Russell, 11,271.05 for Nasdaq; 75% of initial levels due 2/17/2026

Barclays Bank plc 8.35% per year, payable monthly if the index closes at or above coupon barrier on the valuation date for that period; Coupon barrier level: 3,124.84; 70% of initial level due 8/16/2028

Barclays Bank plc 9.4% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 3,128.18 for S&P, 3,068.83 for Stoxx, 1,345.83 for Russell; 70% of initial levels due 8/15/2028

Barclays Bank plc 8.25% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 3,124.84 for S&P, 10,519.65 for Nasdaq, 1,347.58 for Russell; 70% of initial levels due 2/14/2025

Barclays Bank plc 14% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 3,571.24 for S&P, 12,022.46 for Nasdaq, 1,540.09 for Russell; 80% of initial levels due 8/14/2026

Barclays Bank plc 10.5% if the underlying stock closes at or above its 50% downside threshold on the related quarterly observation date due 8/14/2026

Barclays Bank plc 10% if the underlying stock closes at or above its 50% downside threshold on the related quarterly observation date due 8/14/2026

Barclays Bank plc 7.85% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 24,696.98 for Dow, 10,519.65 for Nasdaq, 1,347.58 for Russell; 70% of initial levels due 8/14/2026

Barclays Bank plc 10% annualized, payable monthly if ETF closes at or above coupon barrier on related observation date; Coupon barrier: $20.62; 70% of initial level due 8/16/2028

Barclays Bank plc 9%, payable quarterly if stock closes at or above downside threshold on observation date for that quarter due 8/14/2026

Barclays Bank plc 9%, payable quarterly if stock closes at or above downside threshold on observation date for that quarter due 8/14/2026

Barclays Bank plc 10.55%, payable quarterly if stock closes at or above downside threshold on observation date for that quarter due 8/14/2026

Barclays Bank plc 17.5% per year, payable monthly if shares close at or above coupon trigger level on a related determination date; coupon payment events will automatically include any previously unpaid coupons; Coupon trigger level: $53.96; 70% of initial share price due 8/14/2025

Barclays Bank plc 8.15% per year, payable monthly if each index closes at or above coupon barrier level observation date for that period; Coupon barrier levels: 1,441.97 for Russell, 3,351.62 for Nasdaq, 26,382.11 for Dow; 75% of initial levels due 2/13/2025

Barclays Bank plc 11% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 10,590.19 for Nasdaq, 24,623.31 for Dow, 1,345.83 for Russell; 70% of initial levels due 2/13/2026

Barclays Bank plc 11.35% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 10,590.19 for Nasdaq, 24,623.31 for Dow, 1,345.83 for Russell; 70% of initial levels due 8/14/2025

Barclays Bank plc 10.65% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 10,590.19 for Nasdaq, 3,128.18 for S&P, 1,345.83 for Russell; 70% of initial levels due 8/14/2025

Barclays Bank plc 10.5% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $95.56 for ETF, 1,249.7 for Russell, 9,833.75 for Nasdaq; 65% of initial levels due 8/13/2026

Barclays Bank plc 16.1% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $51.38 for ETF, 1,538.1 for Russell, 12,103.07 for Nasdaq; 80% of initial levels due 8/14/2025

Barclays Bank plc 10.5% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $44.95 for ETF, 1,345.83 for Russell, 10,590.19 for Nasdaq; 70% of initial levels due 8/13/2025

Barclays Bank plc 9.75% per year, payable quarterly if each index closes at or above downside threshold level on observation date for that period due 8/14/2025

Barclays Bank plc 8% annualized, payable monthly if index closes at or above coupon barrier on related observation date; Coupon barrier: 3,128.18; 70% of initial level due 8/14/2025

Barclays Bank plc 8.9% annual rate, payable quarterly if each underlier closes at or above coupon barrier level on related observation date, plus any previously unpaid coupon; Coupon barrier levels: $56.12 for ETF, 11,326.28 for Nasdaq, 1,448.08 for Russell; 75% of initial levels due 8/13/2026

Barclays Bank plc 10.7%, payable monthly if each index closes at or above coupon barrier on observation date; Coupon barriers: 3,350.78 for S&P, 1,448.08 for Russell, 75% of initial levels due 8/13/2026

Barclays Bank plc 12.25% per year, payable monthly if each index closes at or above coupon barrier level observation date for that period; Coupon barrier levels: 1,641.15 for Russell, 3,797.55 for S&P; 85% of initial levels due 8/13/2026

Barclays Bank plc 11% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 10,571.2 for Nasdaq, 24,586.35 for Dow, 1,351.54 for Russell; 70% of initial levels due 2/13/2025

Barclays Bank plc 16.85% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $61.99 for ETF, 1,351.54 for Russell, 10,571.2 for Nasdaq; 70% of initial levels due 2/12/2026

Barclays Bank plc 7.8% annualized, payable quarterly if index closes at or above coupon barrier on related observation date; Coupon barrier: 10,571.2; 70% of initial level due 8/13/2026

Barclays Bank plc 8% annualized, payable quarterly if index closes at or above coupon barrier on related observation date; Coupon barrier: 1,351.54; 70% of initial level due 8/13/2026

Barclays Bank plc 7.27% due 11/8/2024

Barclays Bank plc 9.26% due 11/8/2024

Barclays Bank plc 10% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 10,691.14 for Nasdaq, 24,720.14 for Dow, 1,363.19 for Russell; 70% of initial levels due 8/11/2028

Barclays Bank plc 12.19% per year, payable monthly if each asset closes at or above coupon barrier on the observation date for that period; Coupon barriers: 11,454.79 for Nasdaq, $127.74 for Technology Select, 1,460.56 for Russell; 75% of initial levels due 8/13/2025

Barclays Bank plc 9.75% per year, payable monthly if each asset closes at or above coupon barrier on the observation date for that period; Coupon barriers: 9,163.83 for Nasdaq, $38.57 for Utilities Select, 1,168.45 for Russell; 60% of initial levels due 2/13/2025

Barclays Bank plc 11.05% per year, payable quarterly if each index closes at or above coupon barrier on every day that period; Coupon barriers: 3,149.57 for S&P, 3,002.2 for Stoxx, 1,363.19 for Russell; 70% of initial levels due 8/13/2026

Barclays Bank plc 10.75% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 24,720.14 for Dow, 10,691.14 for Nasdaq, 1,363.19 for Russell; 70% of initial levels due 5/13/2025

Barclays Bank plc 8% per year, payable monthly if the index closes at or above coupon barrier on the valuation date for that period; Coupon barrier level: 2,910.72; 65% of initial level due 8/7/2026

Barclays Bank plc 12.5% if the underlying stock closes at or above its 50% downside threshold on the related quarterly observation date due 8/7/2026

Barclays Bank plc 14.25% per year, payable quarterly if ETF closes at or above downside threshold level on determination date for that quarter; previously unpaid coupons will also be paid due 8/7/2026

Barclays Bank plc 11.45% per year, payable quarterly if each index closes at or above coupon barrier level on each trading day that quarter; Coupon barriers: 1,370.224 for Russell, 3,134.62 for S&P and 10,692.44 for Nasdaq, or 70% of initial levels due 2/9/2027

Barclays Bank plc 7% annual rate, payable monthly if each index closes at or above coupon barrier level on related observation date; Coupon barrier levels: 3,610.71 for S&P, 1,573.47 for Russell, 12,296.59 for Nasdaq; 80% of initial levels due 8/7/2028

Barclays Bank plc 11.56% per year, payable quarterly if each index closes at or above coupon barrier level on each trading day that quarter; Coupon barriers: 1,376.782 for Russell, 3,159.37 for S&P and 3,035.55 for Stoxx, or 70% of initial levels due 5/6/2027

Barclays Bank plc 7% annual rate, payable monthly if each index closes at or above coupon barrier level on related observation date; Coupon barrier levels: 3,890.22 for S&P, 1,695.04 for Russell; 85% of initial levels due 8/4/2028

Barclays Bank plc 12% per year, payable monthly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 24,941.48 for Dow, 1,395.92 for Russell and $125.06 for fund, or 70% of initial levels due 8/6/2026

Barclays Bank plc 9.25% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 11,002.61 for Nasdaq, 3,203.71 for S&P, 1,395.92 for Russell; 70% of initial levels due 2/6/2025

Barclays Bank plc 11.75% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $133.99 for ETF, 1,495.63 for Russell, 11,788.51 for Nasdaq; 75% of initial levels due 8/6/2025

Barclays Bank plc 10.2% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $55.15 for ETF, 1,495.63 for Russell, 3,432.55 for S&P; 75% of initial levels due 8/6/2026

Barclays Bank plc 12.5% annualized, payable monthly if each ETF closes at or above coupon barrier on related observation date; Coupon barriers: $52.49 for Energy, $21.20 for Financial, $40.24 for Utilities; 60% of initial levels due 8/5/2027

Barclays Bank plc 0.00% due 8/5/2025

Barclays Bank plc 0.00% due 2/4/2026

Barclays Bank plc 0.00% due 7/27/2026

Barclays Bank plc 0.00% due 5/4/2028

Barclays Bank plc 10% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 11,029.9 for Nasdaq, 24,891.67 for Dow, 1,402.22 for Russell; 70% of initial levels due 8/5/2024

Barclays Bank plc 10.25% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 11,029.9 for Nasdaq, 3,212.27 for S&P, 1,402.22 for Russell; 70% of initial levels due 8/5/2026

Barclays Bank plc 8.75% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 11,029.9 for Nasdaq, 3,212.27 for S&P, 1,402.22 for Russell; 70% of initial levels due 5/5/2025

Barclays Bank plc 9.5% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 11,029.9 for Nasdaq, 3,212.27 for S&P, 1,402.22 for Russell; 70% of initial levels due 8/5/2026

Barclays Bank plc 11% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 11,817.75 for Nasdaq, 3,441.72 for S&P, 1,502.38 for Russell; 75% of initial levels due 8/5/2026

Barclays Bank plc 11.25% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 12,605.6 for Nasdaq, 3,671.17 for S&P, 1,602.54 for Russell; 80% of initial levels due 8/5/2025

Barclays Bank plc 11% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 11,817.75 for Nasdaq, 3,441.72 for S&P, 1,502.38 for Russell; 75% of initial levels due 8/5/2026

Barclays Bank plc 15.25% per year, payable monthly if each asset closes at or above coupon barrier on the observation date for that period; Coupon barriers: 12,605.6 for Nasdaq, $53.66 for Utilities Select, 1,602.54 for Russell; 70% of initial levels due 8/5/2025

Barclays Bank plc 11.65% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $124.85 for ETF, 1,402.22 for Russell, 24,891.67 for Dow; 70% of initial levels due 8/5/2026

Barclays Bank plc 20.6604%, payable monthly if stock closes at or above downside threshold on observation date, in which case previously unpaid coupons will also be paid due 8/5/2024

Barclays Bank plc 9.8% per year, payable quarterly if each index closes at or above coupon barrier on every scheduled trading day during the determination period; Coupon barrier: 1,402.224 for Russell, 3,212.272 for S&P, 3,129.917 for Stoxx; 70% of initial levels due 8/5/2025

Barclays Bank plc 10% per year, payable quarterly if each index closes at or above coupon barrier on every scheduled trading day during the determination period; Coupon barrier: 1,502.383 for Russell, 3,441.72 for S&P, 11,817.75 for Nasdaq; 75% of initial levels due 8/5/2026

Barclays Bank plc 0.00% due 8/5/2025

Barclays Bank plc 0.00% due 8/5/2026

Barclays Bank plc 9% annualized, payable quarterly if each underlier closes at or above coupon threshold on observation date for that period; Coupon threshold:

Barclays Bank plc 9.25% annualized, payable quarterly if each index closes at or above coupon threshold on every trading day during the observation period; Coupon threshold: 1,402.2239 for Russell, 24,891.671 for Dow, 11,029.9 for Nasdaq; 70% of initial levels due 1/29/2026

Barclays Bank plc 0.00% due 8/4/2027

Barclays Bank plc 0.00% due 2/5/2029

Barclays Bank plc 15.55% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $26.32; 65% of initial level due 2/5/2025

Barclays Bank plc 10.1% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $21.82; 55% of initial level due 8/5/2025

Barclays Bank plc 0.00% due 8/3/2029

Barclays Bank plc 0.00% due 8/3/2029

Barclays Bank plc 0.00% due 8/2/2027

Barclays Bank plc 10.75% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 11,025.65 for Nasdaq, 24,821.5 for Dow, 1,387.08 for Russell; 70% of initial levels due 7/31/2025

Barclays Bank plc 11.35% per year, payable quarterly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $124.56 for ETF, 1,387.08 for Russell, 24,821.5 for Dow; 70% of initial levels due 1/31/2025

Barclays Bank plc 11.35% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $46.93 for ETF, 1,387.08 for Russell, 24,821.5 for Dow; 70% of initial levels due 7/31/2026

Barclays Bank plc 11% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $34.10 for ETF, 1,387.08 for Russell, 11,025.65 for Nasdaq; 70% of initial levels due 7/31/2025

Barclays Bank plc 11% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,176.19 for S&P, 1,368.43 for Russell and 10,825.45 for Nasdaq, or 70% of initial levels due 10/31/2024

Barclays Bank plc 10.4% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 2,978.45 for S&P, 1,427.56 for EAFE, 1,288.0 for Russell; 65% of initial levels due 8/2/2028

Barclays Bank plc 10% per year, payable monthly due 8/1/2024

Barclays Bank plc 10% per year, payable quarterly if Amazon shares close at or above downside threshold level on determination date for that quarter due 7/31/2026

Barclays Bank plc 9.6% per year, payable quarterly if ETF closes at or above downside threshold level on determination date for that quarter; previously unpaid coupons will also be paid due 8/5/2024

Barclays Bank plc 13.2%, paid quarterly, if the underlying stock closes at or above its 45% downside threshold on the related observation date due 7/31/2025

Barclays Bank plc 0.00% due 8/3/2026

Barclays Bank plc 0.00% due 2/2/2027

Barclays Bank plc 8% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 26,594.47 for Dow, 11,813.2 for Nasdaq, 1,486.15 for Russell; 75% of initial levels due 7/31/2026

Barclays Bank plc 9.85% annualized, payable monthly if each underlier closes at or above coupon barrier on related observation date; Coupon barriers: 1,387.08 for Russell, $46.93 for SPDR ETF, $104.88 for iShares ETF; 70% of initial levels due 7/31/2026

Barclays Bank plc 10.9% per year, payable quarterly if each index closes at or above coupon barrier level on each trading day that quarter; Coupon barriers: 1,368.427 for Russell, 3,176.19 for S&P and 10,825.45 for Nasdaq, or 70% of initial levels due 1/29/2027

Barclays Bank plc 0.00% due 8/2/2027

Barclays Bank plc 0.00% due 8/2/2028

Barclays Bank plc 0.00% due 8/2/2029

Barclays Bank plc 16.5% per year, payable quarterly if shares close at or above coupon trigger level on a related determination date; coupon payment events will automatically include any previously unpaid coupons; Coupon trigger level: $17.29; 50% of initial share price due 7/30/2026

Barclays Bank plc 0.00% due 10/30/2024

Barclays Bank plc 0.00% due 9/27/2024

Barclays Bank plc 10.25% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 11,598.7 for Nasdaq, 3,403.06 for S&P, 1,466.17 for Russell; 70% of initial levels due 7/30/2026

Barclays Bank plc 10.55% annualized, payable quarterly if stock closes at or above coupon barrier level on related observation date; Coupon barrier level: $29.33, 80% of initial level due 1/30/2025

Barclays Bank plc 0.00% due 7/31/2028

Barclays Bank plc 0.00% due 7/31/2028

Barclays Bank plc 0.00% due 7/31/2025

Barclays Bank plc 11% per year, payable quarterly if each index closes at or above coupon barrier level on each trading day that quarter; Coupon barriers: 1,368.427 for Russell, 3,176.19 for S&P and 3,113.21 for Stoxx, or 70% of initial levels due 1/29/2027

Barclays Bank plc 16.51% per year, payable monthly plus all previously unpaid coupons if stock closes at or above conversion price on observation date for that month due 7/30/2024

Barclays Bank plc 9.75% annual rate, payable monthly if basket closes at or above coupon barrier on observation date for that period; Coupon barrier level: 70% of initial level due 4/30/2026

Barclays Bank plc 0.00% due 7/30/2026

Barclays Bank plc 12% annual rate, payable monthly if all stocks closes at or above coupon barrier level on related observation date; Coupon barrier levels: $77.80 for Alphabet, $116.70 for Apple, $76.89 for Amazon, $202.66 for Microsoft; 60% of initial levels due 7/30/2026

Barclays Bank plc 7.5% annual rate, payable monthly if each index closes at or above coupon barrier level on related observation date; Coupon barrier levels: 13,174.37 for Nasdaq, 1,683.30 for Russell; 85% of initial levels due 7/31/2028

Barclays Bank plc 10% annual rate, payable monthly if each underlier closes at or above coupon barrier level on related observation date; Coupon barrier levels: $25.32 for ETF, 3,653.40 for index; 80% of initial levels due 7/31/2025

Barclays Bank plc 0.00% due 5/1/2028

Barclays Bank plc 0.00% due 7/31/2028

Barclays Bank plc 0.00% due 5/1/2028

Barclays Bank plc 0.00% due 7/31/2028

Barclays Bank plc 9.8% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $51.86 for EAFE, $29.02 for EM; 70% of initial levels due 7/29/2027

Barclays Bank plc 10% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,196.73 for S&P, 1,386.25 for Russell and 10,849.48 for Nasdaq, or 70% of initial levels due 7/30/2026

Barclays Bank plc 9% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,653.40 for S&P, 1,584.28 for Russell and 12,399.41 for Nasdaq, or 80% of initial levels due 5/1/2025

Barclays Bank plc 9.25% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,653.40 for S&P, 1,584.28 for Russell and 12,399.41 for Nasdaq, or 80% of initial levels due 7/30/2026

Barclays Bank plc 8.75% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,425.06 for S&P, 1,485.27 for Russell and 11,624.45 for Nasdaq, or 75% of initial levels due 7/30/2026

Barclays Bank plc 0.00% due 8/12/2024

Barclays Bank plc 6.30% due 7/31/2025

Barclays Bank plc 0.00% due 7/31/2025

Barclays Bank plc 0.00% due 7/31/2025

Barclays Bank plc 0.00% due 7/31/2028

Barclays Bank plc 0.00% due 7/30/2026

Barclays Bank plc 0.00% due 1/29/2026

Barclays Bank plc 0.00% due 7/29/2027

Barclays Bank plc 8.4% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 21,312.07 for Dow, 9,299.56 for Nasdaq, 1,188.21 for Russell; 60% of initial levels due 7/30/2026

Barclays Bank plc 7% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,196.73 for S&P, 24,864.08 for Dow, 1,386.25 for Russell; 70% of initial levels due 7/30/2026

Barclays Bank plc 7.5% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,196.73 for S&P, 10,849.48 for Nasdaq, 1,386.25 for Russell; 70% of initial levels due 7/30/2026

Barclays Bank plc 7% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,196.73 for S&P, 10,849.48 for Nasdaq, 1,386.25 for Russell; 70% of initial levels due 7/30/2026

Barclays Bank plc 7% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,425.06 for S&P, 11,624.45 for Nasdaq, 1,485.27 for Russell; 75% of initial levels due 7/31/2028

Barclays Bank plc 8% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,196.73 for S&P, 10,849.48 for Nasdaq, 1,386.25 for Russell; 70% of initial levels due 7/30/2026

Barclays Bank plc 7% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,196.73 for S&P, 10,849.48 for Nasdaq, 1,386.25 for Russell; 70% of initial levels due 5/1/2025

Barclays Bank plc 20% annualized, payable quarterly if stock closes at or above coupon barrier level on related observation date; Coupon barrier level: $146.56, 60% of initial level due 7/30/2026

Barclays Bank plc 10.25% annualized, payable monthly if each underlier closes at or above coupon barrier on related observation date; Coupon barriers: 1,386.25 for Russell, 10,849.48 for Nasdaq, $34.20 for ETF; 70% of initial levels due 7/30/2026

Barclays Bank plc 7.75% annualized, payable monthly if each underlier closes at or above coupon barrier on related observation date; Coupon barriers: 1,485.27 for Russell, 3,425.06 for S&P, $132.05 for ETF; 75% of initial levels due 7/31/2028

Barclays Bank plc 0.00% due 7/31/2028

Barclays Bank plc 9.00% due 10/23/2024

Barclays Bank plc 0.00% due 7/24/2025

Barclays Bank plc 10.8% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $60.28 for Energy, 3,197.22 for S&P, $136.44 for Russell; 70% of initial levels due 4/30/2025

Barclays Bank plc 12% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 26,578.55 for Dow, 1,474.58 for Russell, 11,671.07 for Nasdaq; 75% of initial levels due 7/30/2026

Barclays Bank plc 11% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 11,671.07 for Nasdaq, 3,425.60 for S&P, 1,474.58 for Russell; 75% of initial levels due 7/28/2028

Barclays Bank plc 10% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 10,892.99 for Nasdaq, 3,197.22 for S&P, 1,376.28 for Russell; 70% of initial levels due 7/28/2028

Barclays Bank plc 10.2% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 10,813.61 for Nasdaq, 3,188.25 for S&P, 1,375.97 for Russell; 70% of initial levels due 1/30/2025

Barclays Bank plc 13.75% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $32.66 for ETF, 1,376.28 for Russell, 10,892.99 for Nasdaq; 70% of initial levels due 7/29/2027

Barclays Bank plc 0.00%

Barclays Bank plc 20% annualized, payable monthly if stock closes at or above coupon barrier level on related observation date; Coupon barrier level: $159.17, 60% of initial level due 7/30/2026

Barclays Bank plc 11.35% per year, payable monthly if each ETF closes at or above coupon barrier on the observation date for that period; Coupon barriers: $40.97 for Utilities, $51.40 for Energy, $45.55 for Consumer; 60% of initial levels due 7/29/2026

Barclays Bank plc 9.55% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 10,813.61 for Nasdaq, 3,188.25 for S&P, 1,375.97 for Russell; 70% of initial levels due 1/29/2025

Barclays Bank plc 12.5% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $59.96 for ETF, 1,375.97 for Russell, 10,813.61 for Nasdaq; 70% of initial levels due 6/27/2025

Barclays Bank plc 13.5% per year, payable monthly if each ETF closes at or above coupon barrier on the observation date for that period; Coupon barriers: $40.97 for Utilities, $82.97 for Oil & Gas, $45.55 for Consumer; 60% of initial levels due 7/29/2026

Barclays Bank plc 5.5% initially, stepping up to 6% on July 27, 2028 and to 6.5% on July 27, 2033; payable semiannually due 7/27/2038

Barclays Bank plc 15% if the stock closes at or above its 81.5% trigger level on the related quarterly valuation date, plus any previously unpaid coupon due 8/7/2024

Barclays Bank plc 9.87% due 1/17/2025

Barclays Bank plc 8% per year, payable semiannually if each index closes at or above coupon barrier level observation date for that period; Coupon barrier levels: 21,136.61 for Dow, 1,176.15 for Russell, 9,255.4 for Nasdaq; 60% of initial levels due 7/24/2026

Barclays Bank plc 7% per year, payable semiannually if each index closes at or above coupon barrier level observation date for that period; Coupon barrier levels: 21,136.61 for Dow, 1,176.15 for Russell, 9,255.4 for Nasdaq; 60% of initial levels due 7/24/2026

Barclays Bank plc 0.00% due 7/26/2027

Barclays Bank plc 0.00% due 7/24/2026

Barclays Bank plc 0.00% due 7/26/2027

Barclays Bank plc 0.00% due 7/29/2024

Barclays Bank plc 0.00% due 1/26/2028

Barclays Bank plc 0.00% due 8/5/2024

Barclays Bank plc 15.25% per year, payable monthly if each ETF closes at or above coupon barrier on the observation date for that period; Coupon barriers: $23.27 for Real Estate, $50.20 for Energy, $26.37 for Regional Banking; 60% of initial levels due 7/16/2026

Barclays Bank plc 10.5% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 10,797.97 for Nasdaq, 24,659.38 for Dow, 1,372.18 for Russell; 70% of initial levels due 7/24/2026

Barclays Bank plc 10.5% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 10,797.97 for Nasdaq, 24,659.38 for Dow, 1,372.18 for Russell; 70% of initial levels due 7/24/2026

Barclays Bank plc 9% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 9,255.4 for Nasdaq, 21,136.61 for Dow, 1,176.15 for Russell; 60% of initial levels due 7/24/2026

Barclays Bank plc 11.75% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $123.29 for ETF, 1,372.18 for Russell, 24,659.38 for Dow; 70% of initial levels due 7/24/2026

Barclays Bank plc 15% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $54.77 for ETF, 1,568.2 for Russell, 12,340.54 for Nasdaq; 80% of initial levels due 7/24/2025

Barclays Bank plc 9.7% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 3,175.44 for S&P, 1,372.18 for Russell; 70% of initial levels due 7/24/2025

Barclays Bank plc 9.7% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $51.35 for ETF, 1,470.19 for Russell, 3,402.26 for S&P; 75% of initial levels due 1/26/2026

Barclays Bank plc 9.75% per year, payable semiannually if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $50.98 for ETF, 2,721.8 for S&P; 60% of initial levels due 7/24/2026

Barclays Bank plc 11.25% per year, payable semiannually if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $50.98 for ETF, 2,721.8 for S&P; 60% of initial levels due 7/24/2026

Barclays Bank plc 13% if each underlying index closes at or above its coupon barrier on the related quarterly observation date; Coupon barrier: $11.07, 75% of initial level due 1/24/2025

Barclays Bank plc 10.44% if each underlying index closes at or above its downside threshold on the related quarterly observation date, plus any previously unpaid coupon due 7/29/2024

Barclays Bank plc 17.9796%, payable monthly, if the stock closes at or above its downside threshold on the relevant observation date, plus any previously unpaid coupons due 7/29/2024

Barclays Bank plc 0.00% due 8/7/2024

Barclays Bank plc 0.00% due 7/25/2030

Barclays Bank plc 18% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $95.97 for Apple, $130.01 for Tesla, $60.16 for Alphabet; 50% of initial levels due 7/24/2026

Barclays Bank plc 8.1% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 24,659.38 for Dow, 10,797.97 for Nasdaq, 1,372.18 for Russell; 70% of initial levels due 7/24/2026

Barclays Bank plc 8.1% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,176.19 for S&P, 10,825.45 for Nasdaq, 1,368.43 for Russell; 70% of initial levels due 1/30/2025

Barclays Bank plc 10.5% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,174.41 for S&P, 10,826.26 for Nasdaq, 1,377.01 for Russell; 70% of initial levels due 1/24/2025

Barclays Bank plc 8% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,175.44 for S&P, 10,797.97 for Nasdaq, 1,372.18 for Russell; 70% of initial levels due 7/24/2025

Barclays Bank plc 10% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,175.44 for S&P, 10,797.97 for Nasdaq, 1,372.18 for Russell; 70% of initial levels due 4/24/2025

Barclays Bank plc 7.25% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,175.44 for S&P, 10,797.97 for Nasdaq, 1,372.18 for Russell; 70% of initial levels due 7/26/2028

Barclays Bank plc 8% annualized, payable monthly if each underlier closes at or above coupon barrier on related observation date; Coupon barriers: 1,470.19 for Russell, 26,420.77 for Dow, $132.10 for ETF; 75% of initial levels due 7/26/2028

Barclays Bank plc 11.55%, payable quarterly if stock closes at or above downside threshold on observation date for that quarter due 7/24/2026

Barclays Bank plc 8.3%, payable quarterly if stock closes at or above downside threshold on observation date for that quarter due 7/24/2026

Barclays Bank plc 8.6%, payable quarterly if stock closes at or above downside threshold on observation date for that quarter due 7/24/2026

Barclays Bank plc 20.5% per year, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $8.42 for Ford, $157.74 for Tesla, $23.48 for U.S. Bancorp, 60% of initial levels due 7/23/2026

Barclays Bank plc 20.5% per year, payable monthly if each stock closes at or above coupon barrier related observation date; Coupon barriers: $8.42 for Ford, $157.74 for Tesla, $23.48 for U.S. Bancorp, 60% of initial levels due 7/23/2026

Barclays Bank plc 0.00% due 9/25/2025

Barclays Bank plc 17.75% per year, payable monthly if each stock closes at or above coupon barrier on the observation date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barriers: $178.31 for FedEx, $35.57 for Cisco, $42.57 for Shell; 70% of initial levels due 7/25/2025

Barclays Bank plc 18.75% per year, payable monthly if each stock closes at or above coupon barrier on the observation date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barriers: $178.31 for FedEx, $36.70 for Dow, $42.57 for Shell; 70% of initial levels due 7/25/2025

Barclays Bank plc 9.35% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 10,826.26 for Nasdaq, 24,657.63 for Dow, 1,377.01 for Russell; 70% of initial levels due 9/21/2027

Barclays Bank plc 12.75% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $32.88 for ETF, 1,377.01 for Russell, 10,826.26 for Nasdaq; 70% of initial levels due 1/24/2025

Barclays Bank plc 8.7% per year, payable monthly if index closes at or above coupon trigger level on a related determination date; Coupon trigger level: 3,174.41, 70% of initial level due 7/23/2026

Barclays Bank plc 0.00% due 7/26/2027

Barclays Bank plc 0.00% due 7/26/2027

Barclays Bank plc 9% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,174.41 for S&P, 1,377.01 for Russell; 70% of initial levels due 7/23/2026

Barclays Bank plc 9% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,174.41 for S&P, 1,377.01 for Russell; 70% of initial levels due 7/23/2026

Barclays Bank plc 10.4% per year, payable quarterly if each index closes at or above its coupon barrier level on each scheduled trading day during that observation period; Coupon barriers: 1,377.012 for Russell, 3,174.41 for S&P, 3,061.61 for Stoxx; 70% of initial levels due 10/23/2025

Barclays Bank plc 0.00% due 7/23/2026

Barclays Bank plc 0.00% due 8/22/2024

Barclays Bank plc 7.3% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $104.51 for ETF, 1,389.42 for Russell, 11,078.45 for Nasdaq; 70% of initial levels due 4/24/2025

Barclays Bank plc 11.15% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 11,869.76 for Nasdaq, 26,295.91 for Dow, 1,488.66 for Russell; 75% of initial levels due 7/23/2026

Barclays Bank plc 10.25% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 10,826.26 for Nasdaq, 3,174.41 for S&P, 1,377.01 for Russell; 70% of initial levels due 10/24/2024

Barclays Bank plc 10.25% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 11,078.45 for Nasdaq, 3,196.0 for S&P, 1,389.42 for Russell; 70% of initial levels due 10/24/2024

Barclays Bank plc 11.25% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 12,661.08 for Nasdaq, 3,652.58 for S&P, 1,587.91 for Russell; 80% of initial levels due 7/24/2025

Barclays Bank plc 15.5% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $61.39 for Alphabet, $97.55 for Apple, $145.63 for Tesla; 50% of initial levels due 7/23/2026

Barclays Bank plc 15.25% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $183.93 for Caterpillar, $223.64 for Home Depot, $17.25 for U.S. Steel; 70% of initial levels due 10/24/2024

Barclays Bank plc 7.55% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,739.43 for S&P, 9,495.81 for Nasdaq, 1,190.93 for Russell; 60% of initial levels due 1/24/2025

Barclays Bank plc 12% annual rate, payable quarterly if stock closes at or above downside threshold on observation date for that quarter due 7/22/2024

Barclays Bank plc 10.5% per year, payable quarterly if each index closes at or above its coupon barrier level on each scheduled trading day during that observation period; Coupon barriers: 1,365.888 for Russell, 3,165.95 for S&P, 3,049.75 for Stoxx; 70% of initial levels due 4/22/2026

Barclays Bank plc 0.00% due 7/17/2025

Barclays Bank plc 0.00% due 7/17/2025

Barclays Bank plc 10% per year, payable quarterly if the index closes at or above coupon barrier on the valuation date for that period; Coupon barrier level: 65.61; 60% of initial level due 7/19/2028

Barclays Bank plc 10% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 10,895.92 for Nasdaq, 24,156.32 for Dow, 1,351.76 for Russell; 70% of initial levels due 7/19/2028

Barclays Bank plc 10.75% if the underlying stock closes at or above its 65% downside threshold on the related quarterly observation date due 7/17/2026

Barclays Bank plc 25.25% if the underlying stock closes at or above its 50% downside threshold on the related quarterly observation date, plus any previously unpaid coupon due 7/17/2026

Barclays Bank plc 8.6% per year, payable quarterly if each index closes at or above downside threshold level on observation date for that period due 7/17/2025

Barclays Bank plc 17.25% if the underlying stock closes at or above its 50% downside threshold on the related quarterly observation date due 7/17/2026

Barclays Bank plc 8.5% per year, payable quarterly if each index closes at or above coupon barrier on every scheduled trading day during the determination period; Coupon barrier: 1,255.209 for Russell, 2,928.523 for S&P, 10,117.64 for Nasdaq; 65% of initial levels due 7/17/2025

Barclays Bank plc 9% per year, payable quarterly if each index closes at or above coupon barrier on every scheduled trading day during the determination period; Coupon barrier: 1,255.209 for Russell, 2,928.523 for S&P, 10,117.64 for Nasdaq; 65% of initial levels due 7/17/2026

Barclays Bank plc 0.00% due 8/3/2029

Barclays Bank plc 0.00% due 8/4/2027

Barclays Bank plc 0.00% due 7/20/2026

Barclays Bank plc 10.25% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $8.99, 60% of initial level due 7/17/2026

Barclays Bank plc 7.20% due 1/16/2025

Barclays Bank plc 11.5% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $123.38 for ETF, 1,365.62 for Russell, 24,076.60 for Dow; 70% of initial levels due 1/16/2026

Barclays Bank plc 11.6% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $28.87 for ETF, 1,365.62 for Russell, 3,074.23 for Stoxx; 70% of initial levels due 1/16/2026

Barclays Bank plc 15.25% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $53.69 for ETF, 1,560.71 for Russell, 12,457.58 for Nasdaq; 80% of initial levels due 7/17/2025

Barclays Bank plc 12.5% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $46.98 for ETF, 1,365.62 for Russell, 10,900.39 for Nasdaq; 70% of initial levels due 4/17/2025

Barclays Bank plc 10.7% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $46.98 for ETF, 1,365.62 for Russell, 10,900.39 for Nasdaq; 70% of initial levels due 7/16/2026

Barclays Bank plc 9.75% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 10,900.39 for Nasdaq, 24,076.60 for Dow, 1,365.62 for Russell; 70% of initial levels due 7/17/2025

Barclays Bank plc 32.3% annual rate, payable if the underlying stock closes at or above its 40% downside threshold on the related quarterly observation date due 7/15/2024

Barclays Bank plc 7.75% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 25,796.36 for Dow, 11,678.99 for Nasdaq, 1,463.17 for Russell; 75% of initial levels due 7/18/2028

Barclays Bank plc 16.85% annual rate, payable monthly if each index closes at or above coupon barrier level on review date for that period; Coupon barrier: $20.68 for Gold Miners, 9,949.7 for Nasdaq, 1,256.69 for Russell; 65% of initial levels due 10/18/2024

Barclays Bank plc 7.85% due 1/16/2025

Barclays Bank plc 10.4% per year, payable monthly if each index closes at or above coupon barrier level observation date for that period; Coupon barrier levels: 3,354.12 for S&P, 25,760.57 for Dow, 1,450.03 for Russell; 75% of initial levels due 7/16/2026

Barclays Bank plc 0.00% due 8/15/2024

Barclays Bank plc 0.00% due 8/15/2024

Barclays Bank plc 10.7% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 10,715.06 for Nasdaq, 3,130.51 for S&P, 1,353.36 for Russell; 70% of initial levels due 7/16/2026

Barclays Bank plc 11.25% per year, payable monthly if each asset closes at or above coupon barrier on the observation date for that period; Coupon barriers: 10,715.06 for Nasdaq, $121.79 for Technology Select, 1,353.36 for Russell; 70% of initial levels due 7/17/2028

Barclays Bank plc 8.1% per year, payable monthly if the index closes at or above coupon barrier on the valuation date for that period; Coupon barrier level: 3,130.51; 70% of initial level due 7/15/2027

Barclays Bank plc 9.7% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 2,013.09 for S&P MidCap, 3,354.12 for S&P 500, 1,450.03 for Russell; 75% of initial levels due 7/16/2026

Barclays Bank plc 9.05% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,130.51 for S&P, 24,043.2 for Dow, 1,2353.36 for Russell; 70% of initial levels due 7/16/2026

Barclays Bank plc 8.2% annual rate, payable quarterly if each index closes at or above coupon barrier level on review date for that period; Coupon barrier: 2,663.56 for S&P, 1,148.02 for Russell; 60% of initial levels due 7/16/2024

Barclays Bank plc 9.9% annual rate, payable quarterly if each index closes at or above coupon barrier level on review date for that period; Coupon barrier: 3,107.48 for S&P, 1,339.35 for Russell; 70% of initial levels due 7/16/2024

Barclays Bank plc 12.4% per year, payable quarterly if stock closes at or above coupon barrier level on related observation date; previously unpaid coupons will also be paid; Coupon barrier level: $16.10, 50% of initial share price due 7/13/2028

Barclays Bank plc 9.1% per year, payable monthly if each index closes at or above coupon barrier level observation date for that period; Coupon barrier levels: 3,748.10 for S&P, 12,788.79 for Nasdaq, 1,610.96 for Russell; 85% of initial levels due 4/15/2024

Barclays Bank plc 9.25% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 18,669.42 for Dow, 2,425.24 for S&P, 1,042.39 for Russell; 55% of initial levels due 7/10/2026

Barclays Bank plc 12% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 12,036.51 for Nasdaq, 27,155.52 for Dow, 1,516.20 for Russell; 80% of initial levels due 1/15/2025

Barclays Bank plc 9% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 10,531.95 for Nasdaq, 3,086.67 for S&P, 1,326.68 for Russell; 70% of initial levels due 7/15/2026

Barclays Bank plc 11% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $93.50; 80% of initial level due 7/6/2026

Barclays Bank plc 9% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $73.28, 70% of initial level due 7/6/2026

Barclays Bank plc 19.55% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $235.28; 80% of initial level due 7/6/2026

Barclays Bank plc 15.1% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $48.50, 70% of initial level due 7/6/2026

Barclays Bank plc 13.9% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $81.98, 70% of initial level due 7/6/2026

Barclays Bank plc 17.5% per year, payable monthly if shares close at or above coupon trigger level on a related determination date; coupon payment events will automatically include any previously unpaid coupons; Coupon trigger level: $137.22; 50% of initial share price due 1/10/2025

Barclays Bank plc 9.4% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 10,525.8 for Nasdaq, 3,079.27 for S&P, 1,305.26 for Russell; 70% of initial levels due 4/10/2025

Barclays Bank plc 10.5% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $14.73 for ETF, 932.33 for Russell, 7,518.43 for Nasdaq; 50% of initial levels due 7/10/2026

Barclays Bank plc 10.5% if the underlying stock closes at or above its 60% downside threshold on the related quarterly observation date due 7/10/2026

Barclays Bank plc 35 times spread of 30-year SOFR ICE swap rate over two-year SOFR ICE swap rate, with 15% cap and floor of 0%; payable quarterly due 7/13/2026

Barclays Bank plc 30% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $192.10 for Tesla, $10.49 for Ford, $27.73 for GM; 70% of initial levels due 7/10/2026

Barclays Bank plc 15.65% per year, payable monthly if the stock closes at or above coupon barrier on the related observation date; Coupon barrier: $92.18; 80% of initial share price due 7/11/2024

Barclays Bank plc 10.26% per year, payable monthly if the stock closes at or above coupon barrier on the related observation date; Coupon barrier: $203.05; 85% of initial share price due 7/11/2024

Barclays Bank plc 10.26% per year, payable monthly if stock closes at or above coupon barrier level on related observation date; Coupon barrier level: $203.05, 85% of initial share price due 7/11/2024

Barclays Bank plc 10.3% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 10,562.62 for Nasdaq, 3,088.11 for S&P, 1,289.56 for Russell; 70% of initial levels due 7/9/2026

Barclays Bank plc 0.00% due 7/11/2024

Barclays Bank plc 0.00% due 4/11/2024

Barclays Bank plc 8% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 20,573.18 for Dow, 2,668.09 for S&P, 1,123.74 for Russell; 60% of initial levels due 1/9/2025

Barclays Bank plc 22% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $79.01 for Airbnb, $73.05 for Alphabet, $78.23 for Amazon; 60% of initial levels due 7/10/2025

Barclays Bank plc 10.7% per year, payable monthly if each ETF closes at or above coupon barrier on the observation date for that period; Coupon barriers: $103.83 for Invesco, $332.94 for SPDR, $27.48 for iShares; 70% of initial levels due 7/5/2028

Barclays Bank plc 11.4996%, paid monthly, if the ETF closes at or above its 85% downside threshold level on the relevant observation date, plus any previously unpaid coupons due 7/9/2024

Barclays Bank plc 0.00% due 7/3/2026

Barclays Bank plc 0.00% due 4/4/2028

Barclays Bank plc 0.00% due 4/4/2028

Barclays Bank plc 11.1% per year, payable quarterly if each index closes at or above coupon barrier on every trading day during the observation period; Coupon barriers: 3,299.32 for Stoxx, 25,805.70 for Dow, 1,416.55 for Russell; 75% of initial levels due 7/6/2026

Barclays Bank plc 8.49% annual rate, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 7/6/2026

Barclays Bank plc 19.25% per year, payable monthly if each stock closes at or above coupon barrier on the observation date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barriers: $66.22 for NIKE, $34.01 for Charles Schwab, $264.29 for Netflix; 60% of initial levels due 7/3/2026

Barclays Bank plc 10.25% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 10,625.45 for Nasdaq, 3,115.27 for S&P, 1,322.11 for Russell; 70% of initial levels due 7/3/2026

Barclays Bank plc 11% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 10,625.45 for Nasdaq, 3,115.27 for S&P, 1,322.11 for Russell; 70% of initial levels due 7/3/2026

Barclays Bank plc 9.5% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 10,625.45 for Nasdaq, 3,115.27 for S&P, 1,322.11 for Russell; 70% of initial levels due 4/3/2025

Barclays Bank plc 12% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 11,384.41 for Nasdaq, 3,337.79 for S&P, 1,416.55 for Russell; 75% of initial levels due 7/3/2026

Barclays Bank plc 12.75% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 12,143.37 for Nasdaq, 3,560.3 for S&P, 1,510.99 for Russell; 80% of initial levels due 7/3/2025

Barclays Bank plc 12.5% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $130.40 for ETF, 1,416.55 for Russell, 25,805.7 for Dow; 75% of initial levels due 7/6/2026

Barclays Bank plc 9% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 9,107.53 for Nasdaq, 1,133.24 for Russell and 20,644.56 for Dow; 60% of initial levels due 7/6/2026

Barclays Bank plc 8% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 7,589.60 for Nasdaq, 944.37 for Russell and 17,203.80 for Dow; 50% of initial levels due 7/3/2026

Barclays Bank plc 11% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 10,625.45 for Nasdaq, 1,322.11 for Russell and 24,085.32 for Dow; 70% of initial levels due 4/3/2025

Barclays Bank plc 9.45% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 10,625.45 for Nasdaq, 1,322.11 for Russell and 3,115.27 for S&P; 70% of initial levels due 7/6/2026

Barclays Bank plc 15% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $52.35 for ETF, 1,510.99 for Russell, 12,143.37 for Nasdaq; 80% of initial levels due 4/3/2025

Barclays Bank plc 10% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 3,115.27 for S&P, 1,322.11 for Russell; 70% of initial levels due 7/6/2026

Barclays Bank plc 10% per year, payable quarterly if each index closes at or above coupon barrier level observation date for that period; Coupon barrier levels: 1,322.11 for Russell, 3,115.27 for S&P; 70% of initial levels due 7/6/2026

Barclays Bank plc 10.25% per year, payable monthly if each index closes at or above coupon barrier level observation date for that period; Coupon barrier levels: 10,625.45 for Nasdaq, 1,322.11 for Russell, 3,115.27 for S&P; 70% of initial levels due 7/3/2026

Barclays Bank plc 9.35% if the underlying stock closes at or above its 65% downside threshold on the related quarterly observation date due 7/6/2026

Barclays Bank plc 10.6% if the underlying stock closes at or above its 50% downside threshold on the related quarterly observation date due 7/6/2026

Barclays Bank plc 11.55% if the underlying stock closes at or above its 50% downside threshold on the related quarterly observation date due 7/6/2026

Barclays Bank plc 13% if the underlying stock closes at or above its 50% downside threshold on the related quarterly observation date due 7/6/2026

Barclays Bank plc 10% per year, payable quarterly if each index closes at or above coupon barrier on every day that quarter; Coupon barrier: 1,322.114 for Russell, 3,115.266 for S&P, 3,079.363 for Stoxx; 70% of initial levels due 7/3/2025

Barclays Bank plc 10% per year, payable quarterly if each index closes at or above coupon barrier on every day that quarter; Coupon barrier: 1,322.114 for Russell, 3,115.266 for S&P, 3,079.363 for Stoxx; 70% of initial levels due 7/3/2025

Barclays Bank plc 9.1% per year, payable quarterly if each index closes at or above coupon barrier on every scheduled trading day during the determination period; Coupon barrier: 1,227.677 for Russell, 2,892.747 for S&P, 9,866.487 for Nasdaq; 65% of initial levels due 7/3/2025

Barclays Bank plc 11% per year, payable quarterly if each index closes at or above coupon barrier on every scheduled trading day during the determination period; Coupon barrier: 1,416.551 for Russell, 3,337.785 for S&P, 11,384.408 for Nasdaq; 75% of initial levels due 7/6/2026

Barclays Bank plc 0.00% due 7/6/2026

Barclays Bank plc 0.00% due 1/8/2029

Barclays Bank plc 0.00% due 1/5/2026

Barclays Bank plc 0.00% due 7/3/2026

Barclays Bank plc 0.00% due 4/3/2025

Barclays Bank plc 0.00% due 7/3/2025

Barclays Bank plc 0.00% due 1/5/2026

Barclays Bank plc 31.25% per year annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barrier levels: $157.06 for Tesla, $46.84 for Advanced Micro, $10.76 for American Airlines, 60% of initial levels due 7/3/2025

Barclays Bank plc 31.25% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $68.35 for Advanced Micro, $10.76 for American, $25.90 for Uber; 60% of initial levels due 7/3/2025

Barclays Bank plc 26% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $68.35 for Advanced Micro, $10.76 for American, $25.90 for Uber; 60% of initial levels due 7/3/2025

Barclays Bank plc 33.25% per year annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barrier levels: $157.06 for Tesla, $68.35 for Advanced Micro, $39.94 for Block, 60% of initial levels due 7/3/2025

Barclays Bank plc 33.25% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $68.35 for Advanced Micro, $157.06 for Tesla, $39.94 for Block; 60% of initial levels due 7/3/2025

Barclays Bank plc 26% per year annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barrier levels: $10.76 for American, $68.35 for Advanced Micro, $25.90 for Uber, 60% of initial levels due 7/3/2025

Barclays Bank plc 23% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $116.38 for Apple, $78.22 for Amazon, $157.06 for Tesla; 60% of initial levels due 7/6/2026

Barclays Bank plc 21% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $96.99 for Apple, $143.49 for Meta, $65.18 for Amazon, $130.88 for Tesla; 50% of initial levels due 7/3/2026

Barclays Bank plc 16.75% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $126.70 for Boeing, $9.08 for Ford, $17.21 for BofA; 60% of initial levels due 7/3/2025

Barclays Bank plc 10.75% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $173.53; 70% of initial level due 7/3/2025

Barclays Bank plc 11.75% annualized, payable monthly if each underlier closes at or above coupon barrier on related observation date; Coupon barriers: 1,322.11 for Russell, 10,625.45 for Nasdaq, $98.56 for ETF; 70% of initial levels due 7/3/2026

Barclays Bank plc 9.5% annualized, payable monthly if each underlier closes at or above coupon barrier on related observation date; Coupon barriers: 1,322.11 for Russell, 3,115.27 for S&P, $98.56 for ETF; 70% of initial levels due 7/3/2026

Barclays Bank plc 19% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $264.29 for Netflix, $172.19 for Meta, $78.22 for Amazon; 60% of initial levels due 7/3/2025

Barclays Bank plc 8.5% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,338.9 for S&P, 11,384.41 for Nasdaq, 1,416.55 for Russell; 75% of initial levels due 7/6/2026

Barclays Bank plc 7.4% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,115.27 for S&P, 10,625.45 for Nasdaq, 1,322.11 for Russell; 70% of initial levels due 7/6/2026

Barclays Bank plc 8.5% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,337.79 for S&P, 11,384.41 for Nasdaq, 1,416.55 for Russell; 75% of initial levels due 7/2/2026

Barclays Bank plc 14.5% annualized, payable quarterly if the stock closes at or above coupon barrier on related observation date; Coupon barrier: $16.52; 50% of initial level due 7/3/2025

Barclays Bank plc 14.5% annualized, payable quarterly if stock closes at or above coupon barrier level on related observation date; Coupon barrier level: $16.52, 50% of initial level due 7/3/2025

Barclays Bank plc 0.00% due 7/6/2028

Barclays Bank plc 0.00% due 7/6/2028

Barclays Bank plc 22.2% annual rate; payable monthly if closing price of each stock is greater than or equal to coupon barrier on related observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier prices:

Barclays Bank plc 0.00% due 7/3/2025

Barclays Bank plc 12% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 10,457.97 for Nasdaq, 23,885.69 for Dow, 1,317.11 for Russell; 70% of initial levels due 8/1/2024

Barclays Bank plc 11.5% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 11,204.96 for Nasdaq, 25,591.82 for Dow, 1,411.19 for Russell; 75% of initial levels due 4/3/2028

Barclays Bank plc 14% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $20.73 for ETF, 1,317.11 for Russell, 10,457.97 for Nasdaq; 70% of initial levels due 7/2/2026

Barclays Bank plc 11% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $50.13 for ETF, 1,317.11 for Russell, 3,077.51 for S&P; 70% of initial levels due 7/5/2028

Barclays Bank plc 12.25% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $128.36 for ETF, 1,411.19 for Russell, 3,297.33 for S&P; 75% of initial levels due 7/2/2026

Barclays Bank plc 12.4% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $128.36 for ETF, 1,411.19 for Russell, 3,297.33 for S&P; 75% of initial levels due 7/2/2026

Barclays Bank plc 9% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: 3,297.33 for S&P, 1,954.02 for MidCap, $105.56 for ETF; 75% of initial levels due 1/4/2027

Barclays Bank plc SOFR plus 145 bps with 1% floor; payable quarterly due 7/5/2028

Barclays Bank plc 0.00% due 4/5/2027

Barclays Bank plc 8.25% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 27,297.94 for Dow, 11,951.96 for Nasdaq, 1,505.27 for Russell; 80% of initial levels due 7/2/2026

Barclays Bank plc 16.1% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $23.40, 70% of initial level due 12/27/2024

Barclays Bank plc 10% per year, payable monthly if shares close at or above coupon trigger level on a related determination date; coupon payment events will automatically include any previously unpaid coupons due 7/2/2026

Barclays Bank plc 13.00% due 7/7/2025

Barclays Bank plc 11% per year, payable quarterly if the index closes at or above coupon barrier on the valuation date for that period; Coupon barrier level: 73.21; 70% of initial level due 6/30/2028

Barclays Bank plc 11.25% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 10,475.21 for Nasdaq, 23,696.86 for Dow, 1,301.1 for Russell; 70% of initial levels due 7/2/2026

Barclays Bank plc 11.85% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 10,462.14 for Nasdaq, 3,064.89 for S&P, 1,294.95 for Russell; 70% of initial levels due 7/2/2026

Barclays Bank plc 12.85% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $119.59 for SPDR, 1,301.1 for Russell, $27.62 for iShares; 70% of initial levels due 7/2/2026

Barclays Bank plc 10.55%, paid quarterly, if the underlying stock closes at or above its 75% downside threshold on the related quarterly observation date due 1/3/2025

Barclays Bank plc 24.06% if the underlying stock closes at or above its 70% downside threshold on the related monthly observation date, plus any previously unpaid coupon due 7/5/2024

Barclays Bank plc 20% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $113.55 for Apple, $77.42 for Amazon, $153.74 for Tesla; 60% of initial levels due 7/2/2026

Barclays Bank plc 10% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $20.14; 60% of initial level due 7/2/2026

Barclays Bank plc 17.5% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $153.74; 60% of initial level due 7/2/2026

Barclays Bank plc 14% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $16.16; 50% of initial level due 7/2/2026

Barclays Bank plc 0.00% due 6/30/2028

Barclays Bank plc 8.25% annual rate, payable monthly if each index closes at or above coupon barrier level on related observation date; Coupon barrier levels: 12,704.02 for Nasdaq, 1,572.44 for Russell; 85% of initial levels due 6/30/2028

Barclays Bank plc 10% annual rate, payable monthly if each underlier closes at or above coupon barrier level on related observation date; Coupon barrier levels: $23.72 for ETF, 3,502.73 for S&P; 80% of initial levels due 7/2/2025

Barclays Bank plc 8.50% due 7/2/2026

Barclays Bank plc 6.25% due 7/2/2025

Barclays Bank plc 0.00% due 3/30/2028

Barclays Bank plc 0.00% due 6/30/2028

Barclays Bank plc 0.00% due 6/30/2028

Barclays Bank plc 0.00% due 3/30/2028

Barclays Bank plc 13.75% per year, payable monthly if each stock closes at or above coupon barrier on the observation date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barriers: $112.84 for Apple, $77.51 for Amazon, $71.00 for Alphabet; 60% of initial levels due 7/2/2026

Barclays Bank plc 9.25% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 11,209.43 for Nasdaq, 3,283.81 for S&P, 1,387.45 for Russell; 75% of initial levels due 7/2/2026

Barclays Bank plc 10% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 11,956.73 for Nasdaq, 3,502.73 for S&P, 1,479.94 for Russell; 80% of initial levels due 4/1/2025

Barclays Bank plc 0.00% due 1/2/2026

Barclays Bank plc 0.00% due 1/2/2026

Barclays Bank plc 0.00% due 6/30/2028

Barclays Bank plc 0.00% due 6/30/2028

Barclays Bank plc 0.00% due 7/2/2026

Barclays Bank plc 0.00% due 7/1/2027

Barclays Bank plc 0.00% due 1/2/2026

Barclays Bank plc 0.00% due 7/2/2025

Barclays Bank plc 7.75% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,064.89 for S&P, 10,462.14 for Nasdaq, 1,294.95 for Russell; 70% of initial levels due 4/1/2025

Barclays Bank plc 7.5% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,283.81 for S&P, 11,209.43 for Nasdaq, 1,387.45 for Russell; 75% of initial levels due 6/30/2028

Barclays Bank plc 7.5% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,064.89 for S&P, 10,462.14 for Nasdaq, 1,294.95 for Russell; 70% of initial levels due 7/2/2026

Barclays Bank plc 8.25% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,064.89 for S&P, 10,462.14 for Nasdaq, 1,294.95 for Russell; 70% of initial levels due 7/2/2026

Barclays Bank plc 8.25% annualized, payable monthly if each underlier closes at or above coupon barrier on related observation date; Coupon barriers: 1,294.95 for Russell, 3,064.89 for S&P, $118.252 for ETF; 70% of initial levels due 1/2/2025

Barclays Bank plc 8.25% annualized, payable monthly if each underlier closes at or above coupon barrier on related observation date; Coupon barriers: 1,387.45 for Russell, 3,283.81 for S&P, $128.06 for ETF; 75% of initial levels due 6/30/2028

Barclays Bank plc 0.00% due 7/18/2024

Barclays Bank plc 0.00% due 5/16/2024

Barclays Bank plc 0.00% due 6/18/2024

Barclays Bank plc 17.7% annualized, payable monthly if stock closes at or above coupon barrier level on related observation date; Coupon barrier level: $120.53, 50% of initial level due 7/1/2026

Barclays Bank plc 10% per year, payable quarterly if each index closes at or above its coupon barrier level on the corresponding observation date; Coupon barriers: 1,276.282 for Russell, 3,030.17 for S&P, 1,468.82 for EAFE; 70% of initial levels due 7/1/2025

Barclays Bank plc 22% annual rate; payable monthly if closing price of each stock is greater than or equal to coupon barrier on related observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier prices: $9.04 for Vale, $21.26 for Intel, $37.79 for Vegas Sands; 65% of initial levels due 6/26/2026

Barclays Bank plc 7% annual rate, payable quarterly if each index closes at or above coupon barrier level on related observation date; Coupon barrier levels: 3,261.25 for S&P, 1,366.23 for Russell, 11,168.61 for Nasdaq; 75% of initial levels due 12/27/2024

Barclays Bank plc 8% annual rate, payable quarterly if each index closes at or above coupon barrier level on related observation date; Coupon barrier levels: 2,826.41 for S&P, 1,184.06 for Russell; 65% of initial levels due 6/27/2024

Barclays Bank plc 18.6% annual rate, payable quarterly if the lowest stock closes at or above coupon barrier level on related observation date; Coupon barrier levels: $61.51 for Alphabet, $212.01 for Netflix, $128.30 for Tesla, 50% of initial levels due 6/26/2026

Barclays Bank plc 22% annual rate, payable monthly if the lowest stock closes at or above coupon barrier level on related observation date; previously unpaid coupons will also be paid; Coupon barrier levels: $9.04 for Vale, $21.26 for Intel and $37.79 for Las Vegas; 65% of initial levels due 6/26/2026

Barclays Bank plc 8% per year, payable semiannually if each index closes at or above coupon barrier level observation date for that period; Coupon barrier levels: 20,236.46 for Dow, 1,092.98 for Russell, 8,934.89 for Nasdaq; 60% of initial levels due 6/26/2026

Barclays Bank plc 7% per year, payable semiannually if each index closes at or above coupon barrier level observation date for that period; Coupon barrier levels: 20,236.46 for Dow, 1,092.98 for Russell, 8,934.89 for Nasdaq; 60% of initial levels due 6/26/2026

Barclays Bank plc 12.75% due 7/1/2025

Barclays Bank plc 0.00% due 6/26/2026

Barclays Bank plc 0.00% due 6/28/2027

Barclays Bank plc 0.00% due 6/28/2028

Barclays Bank plc 0.00% due 6/28/2027

Barclays Bank plc 11.04% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $256.32 for QQQ, $305.56 for SPDR S&P 500; 70% of initial levels due 6/25/2026

Barclays Bank plc 7.35% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period, plus any previously unpaid coupons; Coupon barriers: 10,424.04 for Nasdaq, 1,275.14 for Russell, 3,043.83 for S&P, 70% of initial levels due 6/26/2025

Barclays Bank plc 15.25% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: 1,275.14 for Russell, 10,424.04 for Nasdaq, $20.85 for Gold Miners; 70% of initial levels due 6/26/2026

Barclays Bank plc 8.6% per year, payable monthly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 1,275.14 for Russell, 10,424.04 for Nasdaq, 23,609.20 for Dow, or 70% of initial levels due 12/27/2024

Barclays Bank plc 10.5%, payable semiannually if each asset closes at or above coupon barrier on observation date; Coupon barriers: 2,609.0 for S&P, $51.07 for biotech ETF, 60% of initial levels due 6/26/2026

Barclays Bank plc 12% per year, payable semiannually if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: 2,609.0 for S&P, $51.07 for SPDR S&P Biotech; 60% of initial levels due 6/26/2026

Barclays Bank plc 9.85% if the underlying stock closes at or above its 65% downside threshold on the related quarterly observation date due 6/26/2026

Barclays Bank plc 16.65% if the underlying stock closes at or above its 55% downside threshold on the related quarterly observation date due 6/26/2026

Barclays Bank plc 9.3% per year, payable quarterly if each index closes at or above downside threshold level on every trading day during the observation period due 6/26/2026

Barclays Bank plc 13.7% if the underlying stock closes at or above its 50% downside threshold on the related quarterly observation date due 6/26/2026

Barclays Bank plc 10.1%, payable quarterly if each index closes at or above its coupon threshold on every day that quarter; Coupon thresholds: 3,043.831 for S&P, 1,275.1445 for Russell, 2,990.127 for Stoxx; 70% of initial levels due 6/26/2026

Barclays Bank plc 10% annualized, payable quarterly, if each index closes at or above its coupon barrier level every trading day of that quarter; Coupon barrier levels: 3,043.831 for S&P, 1,275.1445 for Russell, 2,990.127 for Stoxx, 70% of initial levels due 12/29/2026

Barclays Bank plc 7.25% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,478.66 for S&P, 11,913.18 for Nasdaq, 1,457.31 for Russell; 80% of initial levels due 6/27/2024

Barclays Bank plc 8% annual rate, payable quarterly if each underlier closes at or above coupon barrier level on review date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barriers: $55.70 for ETF, 11,281.74 for Nasdaq, 1,386.13 for Russell; 75% of initial levels due 6/25/2026

Barclays Bank plc 7.90% due 12/26/2024

Barclays Bank plc 10.8% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 2,848.23 for S&P, 22,065.36 for Dow, 1,201.32 for Russell; 65% of initial levels due 6/25/2026

Barclays Bank plc 13.56% if the underlying stock closes at or above its 80% downside threshold on the related monthly observation date due 6/28/2024

Barclays Bank plc 8% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 25,460.03 for Dow, 11,281.74 for Nasdaq, 1,386.13 for Russell; 75% of initial levels due 6/25/2026

Barclays Bank plc 10.25% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $174.70; 75% of initial level due 12/27/2024

Barclays Bank plc 7.75% annualized, payable quarterly if index closes at or above coupon barrier on related observation date; Coupon barrier: 10,529.62; 70% of initial level due 6/25/2026

Barclays Bank plc 7.15% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,067.32 for S&P, 10,529.62 for Nasdaq, 1,293.72 for Russell; 70% of initial levels due 6/27/2028

Barclays Bank plc 13.6%, payable monthly if each ETF closes at or above its coupon barrier on related observation date; Coupon barriers: $51.95 for Biotech, $46.75 for Energy, $44.56 for Consumer; 60% of initial prices due 12/26/2025

Barclays Bank plc 14.2%, payable monthly if each ETF closes at or above its coupon barrier on related observation date; Coupon barriers: $51.95 for Biotech, $46.75 for Energy, $19.73 for Financial; 60% of initial prices due 12/26/2025

Barclays Bank plc 11.1% per year, payable monthly if each index closes at or above coupon barrier level observation date for that period; Coupon barrier levels: 1,312.83 for Russell, 3,086.71 for S&P, 10,558.74 for Nasdaq, 70% of initial levels due 6/20/2025

Barclays Bank plc 7% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 23,766.06 for Dow, 3,055.98 for S&P, 1,304.11 for Russell; 70% of initial levels due 6/25/2026

Barclays Bank plc 8% annualized, payable quarterly if each underlier closes at or above coupon barrier on related observation date; Coupon barriers: 1,397.26 for Russell, 25,463.64 for Dow, $126.84 for fund; 75% of initial levels due 6/26/2028

Barclays Bank plc 9.25% due 9/12/2024

Barclays Bank plc 7.25% due 9/12/2024

Barclays Bank plc 0.00% due 6/22/2026

Barclays Bank plc 0.00% due 6/20/2025

Barclays Bank plc 10.5% per year, payable monthly if each index closes at or above coupon barrier level on valuation date for that month; Coupon barrier levels: 1,312.83 for Russell, 10,558.74 for Nasdaq and 24,009.38 for Dow, or 70% of initial levels due 6/22/2026

Barclays Bank plc 0.00% due 6/20/2025

Barclays Bank plc 18% if the underlying stock closes at or above its 50% downside threshold on the related quarterly observation date due 6/22/2026

Barclays Bank plc 17.75% if the underlying stock closes at or above its 50% downside threshold on the related quarterly observation date due 6/22/2026

Barclays Bank plc 13.25% annualized, payable monthy if stock closes at or above coupon barrier on related observation date; Coupon barrier: $60.04; 50% of initial level due 6/22/2026

Barclays Bank plc 8.5% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 24,009.38 for Dow, 10,558.74 for Nasdaq, 1,312.83 for Russell; 70% of initial levels due 6/22/2026

Barclays Bank plc 10%, payable quarterly if stock closes at or above downside threshold on observation date for that quarter due 6/22/2026

Barclays Bank plc 8%, payable quarterly if stock closes at or above downside threshold on observation date for that quarter due 6/22/2026

Barclays Bank plc 0.00% due 6/21/2028

Barclays Bank plc 12% per year, payable quarterly if shares close at or above coupon trigger level on a related determination date; coupon payment events will automatically include any previously unpaid coupons; Coupon trigger level: $7.23; 50% of initial share price due 6/18/2026

Barclays Bank plc 10%, paid quarterly, if the index closes at or above its 85% coupon barrier level on every trading day during the observation period due 6/18/2026

Barclays Bank plc 8.15% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 23,785.53 for Dow, 10,503.98 for Nasdaq, 1,311.87 for Russell; 70% of initial levels due 6/18/2026

Barclays Bank plc 16.7% per year, payable quarterly plus any previously unpaid coupons if stock closes at or above coupon barrier related observation date; Coupon barriers: $29.84; 60% of initial level due 12/17/2024

Barclays Bank plc 11.93004%, paid monthly, if the ETF closes at or above its 85% downside threshold level on the relevant observation date, plus any previously unpaid coupons due 6/17/2024

Barclays Bank plc 15.3%, payable quarterly if stock closes at or above downside threshold on observation date for that quarter due 6/12/2026

Barclays Bank plc 0.00% due 6/17/2024

Barclays Bank plc 10.7%, payable monthly if the ETF closes at or above its buffer level on related observation date due 12/12/2024

Barclays Bank plc 15% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 3,439.09 for S&P, 1,492.56 for Russell, 11,622.69 for Nasdaq; 80% of initial levels due 6/12/2026

Barclays Bank plc 9.5% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: 10,169.85 for Nasdaq, 1,305.99 for Russell, 23,713.75 for Dow; 70% of initial levels due 6/12/2026

Barclays Bank plc 14% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $124.51 for ETF, 1,399.28 for Russell, 25,407.59 for Dow; 75% of initial levels due 6/12/2025

Barclays Bank plc 9.65% per year, payable quarterly if each index closes at or above downside threshold level on the observation date due 6/12/2025

Barclays Bank plc 18.75% if the underlying stock closes at or above its 50% downside threshold on the related quarterly observation date due 6/12/2026

Barclays Bank plc 8.1%, payable quarterly if index closes at or above downside threshold on observation date due 6/12/2025

Barclays Bank plc 0.00% due 6/14/2028

Barclays Bank plc 18.25% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $38.52; 70% of initial level due 6/11/2026

Barclays Bank plc 19.7% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $17.30; 60% of initial level due 6/11/2026

Barclays Bank plc 8.4% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,009.20 for S&P 500, 1,305.994 for Russell, 10,169.85 for Nasdaq; 70% of initial levels due 6/12/2026

Barclays Bank plc 8%, payable quarterly if stock closes at or above downside threshold on observation date for that quarter due 6/12/2026

Barclays Bank plc 10%, payable quarterly if stock closes at or above downside threshold on observation date for that quarter due 6/12/2026

Barclays Bank plc 18.15% annual rate; payable monthly if closing price of each stock is greater than or equal to coupon barrier on related observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier prices: $78.56 for Dollar General, $9.16 for Regions Financial; 50% of initial levels due 6/11/2026

Barclays Bank plc 9.55% per year, payable monthly if the index closes at or above coupon barrier on the valuation date for that period; Coupon barrier level: 3,005.75; 70% of initial level due 6/11/2026

Barclays Bank plc 16.5%, payable quarterly if stock closes at or above downside threshold on observation date for that quarter; coupon payment events will automatically include any previously unpaid coupons due 6/12/2025

Barclays Bank plc 12.004% annual rate, payable monthly if stock closes at or above coupon barrier on review date for that month; coupon payment events will also include any previously unpaid coupons; Coupon barrier: $266.94; 80% of initial price due 6/11/2024

Barclays Bank plc 0.00% due 6/13/2025

Barclays Bank plc 19.5% per year, payable monthly if each stock closes at or above coupon barrier on the observation date for that period, plus any previously unpaid coupon; Coupon barriers: $84.86 for Amazon, $357.86 for Costco, $105 for Walmart, $92.23 for Target; 70% of initial levels due 12/11/2025

Barclays Bank plc 12% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $98.05 for ETF, 1,133.07 for Russell, 20,199.01 for Dow; 60% of initial levels due 12/11/2025

Barclays Bank plc 12.5% per year, payable quarterly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $114.39 for ETF, 1,321.91 for Russell, 10,012.30 for Nasdaq; 70% of initial levels due 6/12/2028

Barclays Bank plc 7.75% per year, payable semiannually if the index closes at or above coupon barrier on the valuation date for that period; Coupon barrier level: 2,133.76; 50% of initial level due 6/11/2026

Barclays Bank plc 14.1% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $73.76 for Alphabet, $72.74 for Amazon, $106.69 for Apple, $194.03 for Microsoft; 60% of initial levels due 6/11/2026

Barclays Bank plc 8.85% annualized, payable monthly if index closes at or above coupon barrier on related observation date; Coupon barrier: 2,987.26; 70% of initial level due 6/12/2025

Barclays Bank plc 7.6% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,987.26 for S&P, 10,012.3 for Nasdaq, 1,321.91 for Russell; 70% of initial levels due 6/12/2028

Barclays Bank plc 8.3% annual rate, payable quarterly if each index closes at or above coupon barrier level on review date for that period; Coupon barrier: 2,570.31 for S&P, 1,113.24 for Russell; 60% of initial levels due 6/11/2026

Barclays Bank plc 12.604% annual rate, payable monthly if stock closes at or above coupon barrier on review date for that month; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier: $268.75; 80% of initial level due 6/10/2024

Barclays Bank plc 10.46% annual rate, payable quarterly if index closes at or above coupon barrier on review date for that quarter; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier: 3,718.2; 87% of initial level due 6/10/2024

Barclays Bank plc 9.6% per year, payable monthly if the index closes at or above coupon barrier on the valuation date for that period; Coupon barrier level: 2,997.66; 70% of initial level due 6/5/2026

Barclays Bank plc 7.75% annual rate, payable monthly if each index closes at or above coupon barrier level on review date for that period, plus any previously unpaid coupons; Coupon barrier: 2,141.19 for S&P, 7,273.32 for Nasdaq, 915.45 for Russell; 50% of initial levels due 6/5/2025

Barclays Bank plc 10.7% per year, payable quarterly if index closes at or above its coupon barrier level on the observation date for that period; Coupon barrier: 1,281.63, 70% of initial level due 6/5/2026

Barclays Bank plc 10.4%, paid quarterly, if the underlying stock closes at or above its 75% downside threshold on the related observation date due 6/5/2026

Barclays Bank plc 8.3% per year, payable quarterly if the index closes at or above coupon barrier level on the relevant observation date; Coupon barrier: 2,997.659; 70% of initial level due 6/5/2025

Barclays Bank plc 8.3% per year, payable quarterly if the index closes at or above coupon barrier level on the relevant observation date; Coupon barrier: 2,997.659; 70% of initial level due 6/5/2025

Barclays Bank plc 0.00% due 6/7/2028

Barclays Bank plc 0.00% due 6/7/2027

Barclays Bank plc 7.25% annualized, payable monthly if index closes at or above coupon barrier on related observation date; Coupon barrier: 2,569.42; 60% of initial level due 6/5/2025

Barclays Bank plc 6.25% annualized, payable monthly if index closes at or above coupon barrier on related observation date; Coupon barrier: 2,997.66; 70% of initial level due 6/5/2026

Barclays Bank plc 11.15% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 2,954.71 for S&P, 10,109.06 for Nasdaq, 1,237.56 for Russell; 70% of initial levels due 6/4/2026

Barclays Bank plc 10.2% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 10,109.06 for Nasdaq, 23,143.1 for Dow, 1,237.56 for Russell; 70% of initial levels due 6/4/2026

Barclays Bank plc 0.00% due 6/4/2026

Barclays Bank plc 13.25% annual rate, payable quarterly if the lowest stock closes at or above coupon barrier level on related observation date; Coupon barrier levels: $74.02 for Alphabet, $106.35 for Apple, $72.35 for Amazon, $197.03 for Microsoft, 60% of initial levels due 6/4/2026

Barclays Bank plc 9.50% due 6/4/2026

Barclays Bank plc 0.00% due 3/6/2028

Barclays Bank plc 0.00% due 3/6/2028

Barclays Bank plc 0.00% due 6/5/2024

Barclays Bank plc 11.2% per year, payable quarterly if the stock closes at or above coupon barrier on the valuation date for that period; Coupon barrier level: $198.42; 70% of initial level due 6/5/2025

Barclays Bank plc 10% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 9,977.86 for Nasdaq, 23,035.79 for Dow, 1,224.76 for Russell; 70% of initial levels due 6/5/2025

Barclays Bank plc 11.8% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: 1,237.10 for Russell, 10,048.49 for Nasdaq, $26.99 for fund; 70% of initial levels due 6/4/2027

Barclays Bank plc 11.5% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 3,134.87 for S&P, 10,690.57 for Nasdaq, 1,312.24 for Russell; 75% of initial levels due 3/6/2028

Barclays Bank plc 11% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 2,925.88 for S&P, 9,977.86 for Nasdaq, 1,224.76 for Russell; 70% of initial levels due 3/6/2025

Barclays Bank plc 9.5% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 2,925.88 for S&P, 9,977.86 for Nasdaq, 1,224.76 for Russell; 70% of initial levels due 3/6/2025

Barclays Bank plc 10.5% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 2,925.88 for S&P, 9,977.86 for Nasdaq, 1,224.76 for Russell; 70% of initial levels due 6/4/2026

Barclays Bank plc 13% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 3,343.86 for S&P, 11,403.27 for Nasdaq, 1,399.72 for Russell; 80% of initial levels due 6/5/2025

Barclays Bank plc 11% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; previously unpaid coupons will also be paid; Coupon barriers: 3,343.86 for S&P, 11,403.27 for Nasdaq, 1,399.72 for Russell; 80% of initial levels due 6/4/2026

Barclays Bank plc 8.35% per year, payable quarterly if the index closes at or above coupon barrier on the valuation date for that period; previously unpaid coupons will also be paid; Coupon barrier level: 2,925.88; 70% of initial level due 6/4/2026

Barclays Bank plc 12.5% per year, payable quarterly if each ETF closes at or above coupon barrier on the observation date for that period; previously unpaid coupons will also be paid; Coupon barriers: $58.74 for biotech, $53.61 for energy, $25.23 for real estate; 70% of initial levels due 6/5/2028

Barclays Bank plc 11.85% per year, payable quarterly if the stock closes at or above coupon barrier on the valuation date for that period; Coupon barrier level: $116.90; 70% of initial level due 6/5/2025

Barclays Bank plc 0.00% due 6/3/2026

Barclays Bank plc 12.5% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 68.88 for Stoxx Banks, 9,977.863 for Nasdaq, 1,224.755 for Russell; 70% of initial levels due 5/27/2027

Barclays Bank plc 0.00% due 6/5/2026

Barclays Bank plc 0.00% due 12/5/2028

Barclays Bank plc 0.00% due 12/4/2025

Barclays Bank plc 0.00% due 6/5/2028

Barclays Bank plc 0.00% due 6/4/2026

Barclays Bank plc 0.00% due 6/4/2025

Barclays Bank plc 0.00% due 3/6/2025

Barclays Bank plc 13.25% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $313.34, 75% of initial level due 12/5/2024

Barclays Bank plc 22% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $72.35 for Amazon, $21.80 for Delta, $7.20 for Ford; 60% of initial levels due 5/30/2025

Barclays Bank plc 17% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $170.07 for Home Depot, $158.83 for Meta, $72.35 for Amazon; 60% of initial levels due 6/5/2025

Barclays Bank plc 11.5% annualized, payable quarterly if each underlier closes at or above coupon barrier on related observation date; Coupon barriers: 1,224.76 for Russell, 2,925.88 for S&P, $115.00 for fund; 70% of initial levels due 3/5/2026

Barclays Bank plc 18.5% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $73.72 for Alphabet, $52.78 for Disney, $22.76 for Uber; 60% of initial levels due 5/30/2025

Barclays Bank plc 11.42%, payable monthly if ETF closes above coupon barrier on related observation date, plus any previously unpaid coupon; Coupon barrier: $357.02, 85% of initial share price due 5/31/2024

Barclays Bank plc 12% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 10,048.49 for Nasdaq, 23,129.95 for Dow, 1,237.10 for Russell; 70% of initial levels due 6/4/2026

Barclays Bank plc 11.85% per year, payable quarterly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $115.96 for ETF, 1,237.10 for Russell, 23,129.95 for Dow; 70% of initial levels due 12/4/2025

Barclays Bank plc 0.00% due 3/2/2026

Barclays Bank plc 0.00% due 6/4/2029

Barclays Bank plc 0.00% due 6/2/2026

Barclays Bank plc 0.00% due 6/3/2027

Barclays Bank plc 12% annualized, payable monthly if each underlier closes at or above coupon barrier on related observation date; Coupon barriers: 1,237.10 for Russell, $92.98 for fund, 10,048.49 for Nasdaq; 70% of initial levels due 6/4/2025

Barclays Bank plc 5.05% initially, stepping up to 5.25% on June 2, 2028, to 6% starting on June 2, 2033 and to 7% on June 2, 2038; payable semiannually due 6/2/2043

Barclays Bank plc 10.5% per year, payable quarterly plus any previously unpaid coupons if each stock closes at or above coupon barrier related observation date; Coupon barriers: $127.08 for Caterpillar, $214.33 for Deere; 60% of initial levels due 6/1/2028

Barclays Bank plc 5.95% annual rate, payable quarterly if each index closes at or above coupon barrier level on related observation date; Coupon barrier levels: 10,723.81 for Nasdaq, 1,329.77 for Russell; 75% of initial levels due 5/30/2025

Barclays Bank plc 19% per year, payable monthly if each stock closes at or above coupon barrier on the observation date for that period, plus any previously unpaid coupon; Coupon barriers: $84.08 for Amazon, $355.08 for Costco, $102.49 for Walmart, $97.25 for Target; 70% of initial levels due 5/29/2026

Barclays Bank plc 10.65% if the underlying stock closes at or above its 70% downside threshold on the related quarterly observation date due 5/29/2026

Barclays Bank plc 16.6% if the underlying stock closes at or above its 50% downside threshold on the related quarterly observation date due 5/29/2026

Barclays Bank plc 0.00% due 11/30/2026

Barclays Bank plc 19.25% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $82.60; 50% of initial level due 5/31/2024

Barclays Bank plc 10.2% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 10,723.81 for Nasdaq, 24,820.01 for Dow, 1,329.77 for Russell; 75% of initial levels due 5/29/2026

Barclays Bank plc 8% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 8,579.05 for Nasdaq, 2,523.27 for S&P; 60% of initial levels due 5/30/2025

Barclays Bank plc 7.3% annualized, payable quarterly if index closes at or above coupon barrier on related observation date; Coupon barrier: 3,154.09; 75% of initial level due 5/30/2025

Barclays Bank plc 11.15% annual rate; payable monthly if closing price of each stock is greater than or equal to coupon barrier on related observation date; Coupon barrier prices: $172.05 for Home Depot, $227.88 for Nvidia, $59.06 for Starbucks; 60% of initial levels due 5/29/2026

Barclays Bank plc 8% annual rate, payable quarterly if each index closes at or above coupon barrier level on review date for that period, plus any previously unpaid coupons; Coupon barrier levels: 3,321.02 for S&P, 11,150.82 for Nasdaq, 1,403.68 for Russell; 80% of initial levels due 5/29/2026

Barclays Bank plc 12.21% annual rate, payable monthly if index closes at or above coupon barrier on review date for that quarter; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier: 3,580.26; 87% of initial level due 5/30/2024

Barclays Bank plc 0.00% due 3/2/2027

Barclays Bank plc 0.00% due 5/28/2027

Barclays Bank plc 0.00% due 5/29/2026

Barclays Bank plc 0.00% due 5/29/2026

Barclays Bank plc 8.5% annual rate, payable monthly if each index closes at or above coupon barrier level on related observation date; Coupon barrier levels: 11,847.75 for Nasdaq, 1,491.41 for Russell; 85% of initial levels due 5/31/2028

Barclays Bank plc 9% annual rate, payable monthly if each ETF closes at or above coupon barrier level on related observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier levels: $22.70 for VanEck, $15.65 for iShares; 75% of initial levels due 5/29/2026

Barclays Bank plc 8.50% due 5/29/2026

Barclays Bank plc 0.00% due 12/1/2026

Barclays Bank plc 6.30% due 5/30/2025

Barclays Bank plc 0.00% due 5/31/2028

Barclays Bank plc 0.00% due 3/1/2028

Barclays Bank plc 0.00% due 5/31/2028

Barclays Bank plc 0.00% due 5/31/2028

Barclays Bank plc 0.00% due 3/1/2028

Barclays Bank plc 24.15% per year, payable quarterly if the stock closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $13.08; 50% of initial level due 5/30/2025

Barclays Bank plc 9.4% per year, payable monthly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 1,228.22 for Russell, 9,756.97 for Nasdaq, 22,935.26 for Dow, or 70% of initial levels due 5/28/2027

Barclays Bank plc 13.97004%, paid monthly, if the index closes at or above its 85% downside threshold on the relevant observation date, plus any previously unpaid coupons due 6/3/2024

Barclays Bank plc 13.05996%, paid monthly, if the ETF closes at or above its 87% downside threshold on the relevant observation date, plus any previously unpaid coupons due 6/3/2024

Barclays Bank plc 0.00% due 3/2/2026

Barclays Bank plc 0.00% due 5/30/2028

Barclays Bank plc 0.00% due 2/28/2025

Barclays Bank plc 0.00% due 11/28/2025

Barclays Bank plc 0.00% due 5/29/2026

Barclays Bank plc 7.25% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,905.9 for S&P, 22,935.26 for Dow, 1,228.22 for Russell; 70% of initial levels due 5/29/2026

Barclays Bank plc 8% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,113.46 for S&P, 10,453.90 for Nasdaq, 1,315.95 for Russell; 75% of initial levels due 2/28/2025

Barclays Bank plc 8% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,113.46 for S&P, 10,453.9 for Nasdaq, 1,315.95 for Russell; 75% of initial levels due 5/30/2028

Barclays Bank plc 7.5% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,905.9 for S&P, 9,756.97 for Nasdaq, 1,228.22 for Russell; 70% of initial levels due 5/29/2026

Barclays Bank plc 8.5% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,905.9 for S&P, 9,756.97 for Nasdaq, 1,228.22 for Russell; 70% of initial levels due 5/29/2026

Barclays Bank plc 8% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,905.9 for S&P, 9,756.97 for Nasdaq, 1,228.22 for Russell; 70% of initial levels due 2/28/2025

Barclays Bank plc 9.5% annualized, payable monthly if each underlier closes at or above coupon barrier on related observation date; Coupon barriers: 1,228.22 for Russell, 2,905.90 for S&P, $112.16 for ETF; 70% of initial levels due 3/2/2026

Barclays Bank plc 13% per year, payable quarterly if each index closes at or above its coupon barrier level on each scheduled trading day during that observation date; Coupon barriers: 1,228.224 for Russell, 2,905.9 for S&P, 9,756.97 for Nasdaq; 70% of initial levels due 11/30/2026

Barclays Bank plc 16.75% due 5/29/2025

Barclays Bank plc 7% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 1,042.87 for EAFE, 883.50 for Russell, 6,802.24 for Nasdaq; 50% of initial levels due 5/30/2025

Barclays Bank plc 9% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 2,469.14 for S&P, 1,060.20 for Russell, 8,162.69 for Nasdaq; 60% of initial levels due 5/30/2028

Barclays Bank plc 9% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 2,469.14 for S&P, 19,679.95 for Dow, 61.12 for Banks; 60% of initial levels due 5/30/2028

Barclays Bank plc 9% per year, payable quarterly if each ETF closes at or above coupon barrier on the observation date for that period; Coupon barriers: $200.02 for QQQ, $248.45 for SPDR, $106.45 for iShares; 60% of initial levels due 5/29/2026

Barclays Bank plc 7.5% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 1,236.90 for Russell, 9,523.14 for Nasdaq, 22,959.94 for Dow; 70% of initial levels due 5/30/2028

Barclays Bank plc 11.25% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $74.29, 80% of initial level due 11/20/2024

Barclays Bank plc 0.00% due 5/26/2028

Barclays Bank plc SOFR plus 100 bps, subject to minimum interest rate of 1%; payable quarterly due 5/26/2026

Barclays Bank plc 7.75% per year annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 2,901.91 for S&P, 1,251.4 for Russell, 9,570.78 for Nasdaq; 70% of initial levels due 5/26/2028

Barclays Bank plc 11.85% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $19.72, 60% of initial level due 11/27/2024

Barclays Bank plc 7.5% annual rate, payable monthly if each index closes at or above coupon barrier level on review date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier: 2,095.99 for S&P, 6,901.75 for Nasdaq, 886.86 for Russell; 50% of initial levels due 5/22/2025

Barclays Bank plc 6.75% per year, payable semiannually if each index closes at or above coupon barrier level observation date for that period; Coupon barrier levels: 20,055.98 for Dow, 1,064.23 for Russell, 8,282.09 for Nasdaq; 60% of initial levels due 5/26/2026

Barclays Bank plc 7.75% per year, payable semiannually if each index closes at or above coupon barrier level observation date for that period; Coupon barrier levels: 20,055.98 for Dow, 1,064.23 for Russell, 8,282.09 for Nasdaq; 60% of initial levels due 5/26/2026

Barclays Bank plc 8.2% per year, payable monthly if each index closes at or above coupon barrier level observation date for that period; Coupon barrier levels: 3,353.58 for S&P, 26,741.30 for Dow, 1,418.97 for Russell; 80% of initial levels due 5/24/2028

Barclays Bank plc 0.00% due 5/22/2026

Barclays Bank plc 0.00% due 5/22/2026

Barclays Bank plc 0.00% due 5/24/2027

Barclays Bank plc 10.75% per year, payable semiannually if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $22.82 for ETF, 9,662.44 for index; 70% of initial levels due 5/26/2026

Barclays Bank plc 12.5% per year, payable semiannually if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $22.82 for ETF, 9,662.44 for Nasdaq; 70% of initial levels due 5/26/2026

Barclays Bank plc 10.05% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 8,282.09 for Nasdaq, 20,055.98 for Dow, 1,064.23 for Russell; 60% of initial levels due 11/24/2025

Barclays Bank plc 10.8%, paid quarterly, if the underlying stock closes at or above its 75% downside threshold on the related observation date due 5/22/2026

Barclays Bank plc 12.25% if the underlying stock closes at or above its 50% downside threshold on the related quarterly observation date due 5/22/2026

Barclays Bank plc 0.00% due 5/24/2028

Barclays Bank plc 0.00% due 5/24/2027

Barclays Bank plc 8% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 20,055.98 for Dow, 8,282.09 for Nasdaq, 1,064.23 for Russell; 60% of initial levels due 5/22/2026

Barclays Bank plc 10.2% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 25,069.97 for Dow, 10,352.62 for Nasdaq, 1,330.29 for Russell; 75% of initial levels due 5/22/2026

Barclays Bank plc 8.00% due 11/25/2024

Barclays Bank plc 16.25% per year, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier level: $9.03, 60% of initial level due 5/23/2024

Barclays Bank plc 17.00% due 5/22/2025

Barclays Bank plc 21% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $20.94, 70% of initial level due 11/14/2024

Barclays Bank plc 10.1% per year, payable quarterly if each index closes at or above coupon barrier on every trading day during the observation period; Coupon barriers: 2,911.14 for S&P, 23,394.54 for Dow, 1,242.148 for Russell; 70% of initial values due 5/22/2025

Barclays Bank plc 10.4% per year, payable monthly if each index closes at or above coupon barrier level observation date for that period; Coupon barrier levels: 1,215.33 for Russell, 9,398.21 for Nasdaq, 2,876.93 for S&P; 70% of initial levels due 5/21/2026

Barclays Bank plc 9.5% annual rate, payable quarterly if each ETF closes at or above coupon barrier on observation date; Coupon barriers: $228.21 for Dow ETF, $304.93 for MidCap ETF, $226.00 for QQQ; 69.08% of initial levels due 5/21/2026

Barclays Bank plc 0.00% due 11/20/2024

Barclays Bank plc 13.95% per year, paid monthly if underlying index closes at or above downside threshold on relevant monthly observation date, plus any previously unpaid coupons due 5/23/2024

Barclays Bank plc 8% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 1,233.08 for Russell, 2,895.40 for S&P; 70% of initial levels due 5/20/2027

Barclays Bank plc 0.00% due 5/17/2028

Barclays Bank plc 0.00% due 5/17/2028

Barclays Bank plc 10.75% due 5/17/2024

Barclays Bank plc 11.30% due 5/17/2024

Barclays Bank plc 30% per year, payable monthly if each stock closes at or above coupon barrier level on valuation date for that month; previously unpaid coupons will also be paid; Coupon barrier levels: $77.18 for Amazon, $19.11 for Truist, $20.27 for Intel, or 70% of initial levels due 5/15/2025

Barclays Bank plc 0.00% due 12/3/2025

Barclays Bank plc 10.6% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 8,004.11 for Nasdaq, 1,044.51 for Russell, 19,980.37 for Dow; 60% of initial levels due 11/17/2025

Barclays Bank plc 9% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 2,474.45 for S&P, 1,044.51 for Russell, 8,004.11 for Nasdaq; 60% of initial levels due 5/17/2028

Barclays Bank plc 11.5% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 9,338.13 for Nasdaq, 2,886.86 for S&P, 1,218.59 for Russell; 70% of initial levels due 5/17/2028

Barclays Bank plc 10.35% per year, payable quarterly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 1,218.59 for Russell, 9,338.13 for Nasdaq, 23,310.43 for Dow, or 70% of initial levels due 5/15/2026

Barclays Bank plc 0.00% due 6/5/2028

Barclays Bank plc 17.5% per year, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barrier levels: $66.16 for Amazon, $203.93 for Netflix, $103.54 for Apple, $70.51 for Alphabet; 60% of initial levels due 5/15/2026

Barclays Bank plc 8% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 24,975.47 for Dow, 10,005.14 for Nasdaq, 1,305.64 for Russell; 75% of initial levels due 5/17/2028

Barclays Bank plc 14.75% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $29.05 for Occidental, $23.76 for Devon; 50% of initial levels due 5/15/2025

Barclays Bank plc 16% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $29.05 for Occidental, $23.76 for Devon, $66.40 for Hess; 50% of initial levels due 5/15/2025

Barclays Bank plc 0.00% due 5/17/2028

Barclays Bank plc 0.00% due 5/14/2026

Barclays Bank plc 0.00% due 5/14/2027

Barclays Bank plc 23.5% per year, payable monthly if each asset closes at or above coupon barrier related observation date; Coupon barrier levels: 2,842.85 for S&P, 1,203.17 for Russell, $25.26 for ETF, 70% of initial levels due 5/7/2026

Barclays Bank plc 14.46996% per year, paid monthly if underlying index closes at or above downside threshold on relevant monthly observation date, plus any previously unpaid coupons due 5/21/2024

Barclays Bank plc 5.5% until Nov. 15, 2023; after that, SOFR plus 75 bps with a 1.25% floor; payable quarterly due 11/15/2024

Barclays Bank plc 13.05% per year, payable quarterly if each index closes at or above coupon barrier on every trading day during the observation period; Coupon barriers: 2,891.43 for S&P, 9,372.85 for Nasdaq, 1,221.295 for Russell; 70% of initial values due 11/16/2026

Barclays Bank plc 11.65% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 23,471.93 for Dow, 9,343.48 for Nasdaq, 1,231.66 for Russell; 70% of initial levels due 11/14/2024

Barclays Bank plc 8.25% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 1,231.66 for Russell, 9,343.48 for Nasdaq, 2,896.35 for S&P; 70% of initial levels due 5/14/2026

Barclays Bank plc 18% per year, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $63.97 for Amazon, $103.06 for Apple, $101.49 for Tesla; 60% of initial levels due 5/14/2025

Barclays Bank plc 12.50% due 5/13/2024

Barclays Bank plc 9.5% annual rate, payable monthly if each index closes at or above coupon barrier level on related observation date; Coupon barrier levels: 9,304.15 for Nasdaq, 1,228.13 for Russell, 2,896.68 for S&P; 70% of initial levels due 5/13/2026

Barclays Bank plc 0.00% due 5/13/2026

Barclays Bank plc 11.3% per year, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 23,533.08 for Dow, 9,304.15 for Nasdaq, 1,228.13 for Russell; 70% of initial levels due 5/13/2026

Barclays Bank plc 12.5% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 9,304.15 for Nasdaq, 1,228.13 for Russell, 23,533.08 for Dow; 70% of initial levels due 7/5/2024

Barclays Bank plc 8.75% if the underlying stock closes at or above its 55% downside threshold on the related quarterly observation date due 5/13/2025

Barclays Bank plc 21.45% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $104.10 for Apple, $63.50 for Amazon, $64.94 for Alphabet, $103.07 for Tesla; 60% of initial levels due 5/11/2028

Barclays Bank plc 19% per year, payable monthly if shares close at or above coupon trigger level on a related determination date; coupon payment events will automatically include any previously unpaid coupons; Coupon trigger level: $85.03; 50% of initial share price due 11/8/2024

Barclays Bank plc 11.10% due 5/9/2024

Barclays Bank plc 8.3% annual rate, payable quarterly if each index closes at or above coupon barrier level on related observation date; previously unpaid coupons will also be paid; Coupon barrier levels: 3,309 for S&P, 10,607.30 for Nasdaq, 1,407.90 for Russell; 80% of initial levels due 5/9/2024

Barclays Bank plc 7.30% due 11/7/2024

Barclays Bank plc 0.00% due 11/8/2024

Barclays Bank plc 10.75% per year, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 23,572.07 for Dow, 9,281.39 for Nasdaq, 1,231.92 for Russell; 70% of initial levels due 2/10/2025

Barclays Bank plc 9.15% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 9,281.39 for Nasdaq, 23,572.07 for Dow, 1,231.92 for Russell; 70% of initial levels due 11/10/2025

Barclays Bank plc 9.25% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 9,281.39 for Nasdaq, 23,572.07 for Dow, 1,231.92 for Russell; 70% of initial levels due 5/8/2026

Barclays Bank plc 14.75% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 3,309 for S&P, 1,407.90 for Russell, 10,607.30 for Nasdaq; 80% of initial levels due 5/10/2028

Barclays Bank plc 20.2% per year, payable monthly if each ETF closes at or above downside threshold on the corresponding determination date due 5/8/2025

Barclays Bank plc 11.75% per year, paid quarterly if the underlying stock closes at or above its 65% downside threshold on the related quarterly observation date, plus previously unpaid coupons due 5/8/2026

Barclays Bank plc 15.05004%, paid monthly, if the ETF closes at or above its 85% downside threshold level on the relevant observation date, plus any previously unpaid coupons due 5/13/2024

Barclays Bank plc 9% per year, payable quarterly if each index closes at or above coupon barrier level on every trading day during the observation period; Coupon barrier levels: 2,895.375 for S&P, 9,281.391 for Nasdaq, 1,231.915 for Russell; 70% of initial levels due 5/8/2026

Barclays Bank plc 9.1% per year, payable quarterly if each index closes at or above coupon barrier on every scheduled trading day during the determination period; Coupon barrier: 1,055.927 for Russell, 2,481.75 for S&P, 7,955.478 for Nasdaq; 60% of initial levels due 5/8/2025

Barclays Bank plc 8% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 23,572.07 for Dow, 9,281.39 for Nasdaq, 1,231.92 for Russell; 70% of initial levels due 5/10/2028

Barclays Bank plc 24% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $119.04, or 70% of initial share price due 2/10/2025

Barclays Bank plc 18.55%, payable quarterly if stock closes at or above downside threshold on the relevant observation date; coupon payment events will automatically include any previously unpaid coupons due 5/8/2025

Barclays Bank plc 10.35% annual rate, payable quarterly if each ETF closes at or above coupon barrier on observation date; Coupon barriers: $314.65 for MidCap ETF, $235.71 for Dow ETF; 70% of initial levels due 5/8/2026

Barclays Bank plc 8.35% annual rate, payable quarterly if each ETF closes at or above coupon barrier on observation date; Coupon barriers: $314.65 for MidCap ETF, $235.71 for Dow ETF; 70% of initial levels due 5/8/2026

Barclays Bank plc 10.48% annual rate, payable quarterly if stock closes at or above coupon barrier on review date for that quarter; coupon payment events will also include any previously unpaid coupons; Coupon barrier: $15.85; 50% of initial price due 5/7/2026

Barclays Bank plc 8.05% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 9,087.74 for Nasdaq, 23,189.42 for Dow, 1,203.17 for Russell; 70% of initial levels due 5/7/2026

Barclays Bank plc 11.7% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $88.52 for ETF, 1,031.29 for Russell, 19,876.64 for Dow; 60% of initial levels due 11/7/2025

Barclays Bank plc 13.85004% per year, paid monthly if underlying ETF closes at or above downside threshold on relevant monthly observation date, plus any previously unpaid coupons due 5/6/2024

Barclays Bank plc 17.7% annualized, payable monthly if ETF closes at or above coupon barrier on related observation date; Coupon barrier: $21.44; 60% of initial level due 2/9/2027

Barclays Bank plc 8.15% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 19,876.64 for Dow, 7,789.49 for Nasdaq, 1,031.29 for Russell; 60% of initial levels due 2/9/2028

Barclays Bank plc 8.65% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,572.22 for Stoxx, 7,789.49 for Nasdaq, 1,031.29 for Russell; 60% of initial levels due 2/9/2028

Barclays Bank plc 8.65% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,572.22 for Stoxx, 7,789.49 for Nasdaq, 1,031.29 for Russell; 60% of initial levels due 2/9/2028

Barclays Bank plc 12.54996% per year, paid monthly if underlying ETF closes at or above downside threshold on relevant monthly observation date, plus any previously unpaid coupons due 5/9/2024

Barclays Bank plc 9.35% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,863.53 for S&P, 1,217.5 for Russell; 70% of initial levels due 5/7/2026

Barclays Bank plc 11.94% per year, payable quarterly if each index closes at or above its coupon barrier level on each scheduled trading day during that observation date; Coupon barriers: 1,139.211 for Russell, 2,863.53 for S&P, 3,017.13 for Euro Stoxx; 70% of initial levels due 2/5/2026

Barclays Bank plc 9.85% due 7/26/2024

Barclays Bank plc 0.00% due 11/2/2026

Barclays Bank plc 10.35% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 9,179.56 for Nasdaq, 23,579.17 for Dow, 1,212.48 for Russell; 70% of initial levels due 5/27/2026

Barclays Bank plc 17% per year, payable monthly if each asset closes at or above coupon barrier related observation date; Coupon barrier levels: 2,850.14 for S&P, 1,222.17 for Russell, $28.64 for ETF, 70% of initial levels due 1/28/2028

Barclays Bank plc 0.00% due 5/6/2025

Barclays Bank plc 14.3% per year, payable monthly if each asset closes at or above coupon barrier on related observation date; Coupon barrier levels: 8,600.46 for Nasdaq, 1,149.99 for Russell, $54.71 for ETF, 65% of initial levels due 5/6/2027

Barclays Bank plc 7.85% if the underlying stock closes at or above its 55% downside threshold on the related quarterly observation date due 5/6/2025

Barclays Bank plc 0.00% due 5/6/2025

Barclays Bank plc 12.6505% annual rate, payable monthly if index closes at or above coupon barrier on review date for that quarter; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier: 3,597.75; 87% of initial level due 5/8/2024

Barclays Bank plc 0.00% due 5/1/2026

Barclays Bank plc 0.00% due 5/1/2025

Barclays Bank plc 0.00% due 2/3/2027

Barclays Bank plc 0.00% due 2/3/2027

Barclays Bank plc 10.1% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 7,947.59 for Nasdaq, 20,458.9 for Dow, 1,061.39 for Russell; 60% of initial levels due 5/1/2025

Barclays Bank plc 11.1% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 9,272.19 for Nasdaq, 23,868.71 for Dow, 1,238.29 for Russell; 70% of initial levels due 5/3/2028

Barclays Bank plc 13.5% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 10,596.79 for Nasdaq, 3,335.58 for S&P, 1,415.19 for Russell; 80% of initial levels due 5/1/2025

Barclays Bank plc 13.6% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 9,934.49 for Nasdaq, 3,127.11 for S&P, 1,326.74 for Russell; 75% of initial levels due 5/1/2025

Barclays Bank plc 11.5% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 9,272.19 for Nasdaq, 2,918.64 for S&P, 1,238.29 for Russell; 70% of initial levels due 5/1/2026

Barclays Bank plc 10.5% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 9,272.19 for Nasdaq, 2,918.64 for S&P, 1,238.29 for Russell; 70% of initial levels due 5/1/2026

Barclays Bank plc 7.75% per year, payable monthly if each index closes at or above coupon barrier level on valuation date for that month; Coupon barrier levels: 884.49 for Russell, 6,623.00 for Nasdaq and 17,049.08 for Dow, or 50% of initial levels due 10/31/2024

Barclays Bank plc 11.5% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; previously unpaid contingent coupons will also be paid; Coupon barrier levels: 3,335.58 for S&P, 1,415.19 for Russell and 10,596.79 for Nasdaq, or 80% of initial levels due 5/1/2026

Barclays Bank plc 10.35% due 5/2/2024

Barclays Bank plc 10.1%, paid quarterly, if the underlying stock closes at or above its 75% downside threshold on the related observation date due 5/1/2026

Barclays Bank plc 11.8% per year, paid quarterly, if the underlying stock closes at or above its 65% downside threshold on the related observation date due 5/1/2026

Barclays Bank plc 16.75%, paid quarterly, if the underlying stock closes at or above its 65% downside threshold on the related observation date due 5/1/2026

Barclays Bank plc 13.65%, paid monthly, if the ETF closes at or above its 85% downside threshold level on the relevant observation date, plus any previously unpaid coupons due 5/6/2024

Barclays Bank plc 10.25% per year, payable quarterly if each index closes at or above downside threshold level on every trading day during the observation period due 5/1/2026

Barclays Bank plc 8.25% per year, payable quarterly if each index closes at or above downside threshold level on observation date for that period; coupon payment events will automatically include any previously unpaid coupons due 5/1/2026

Barclays Bank plc 17.3%, paid quarterly, if the underlying stock closes at or above its 50% downside threshold on the related observation date, plus any previously unpaid coupons due 5/1/2025

Barclays Bank plc 10% per year, payable quarterly if each index closes at or above coupon barrier on every scheduled trading day during the determination period; Coupon barrier: 1,149.842 for Russell, 2,710.162 for S&P, 8,609.894 for Nasdaq; 65% of initial levels due 5/1/2026

Barclays Bank plc 0.00% due 5/3/2028

Barclays Bank plc 0.00% due 5/1/2025

Barclays Bank plc 0.00% due 5/4/2026

Barclays Bank plc 0.00% due 10/31/2025

Barclays Bank plc 0.00% due 5/1/2025

Barclays Bank plc 0.00% due 10/31/2024

Barclays Bank plc 0.00% due 5/1/2025

Barclays Bank plc 0.00% due 5/3/2028

Barclays Bank plc 0.00% due 5/5/2026

Barclays Bank plc 26% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $53.62 for AMD, $20.59 for Delta, $18.63 for Uber; 60% of initial levels due 4/30/2025

Barclays Bank plc 30.5% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $53.62 for AMD, $98.59 for Tesla, $18.63 for Uber; 60% of initial levels due 4/30/2025

Barclays Bank plc 24.25% per year, payable monthly if each stock closes at or above barrier level on observation date for that month due 4/30/2025

Barclays Bank plc 12.25% per year, payable monthly if stock closes at or above coupon barrier price on observation date for that month; Coupon barrier price: $36.57, or 70% of initial share price due 5/1/2026

Barclays Bank plc 11.15% per year, payable monthly if each index closes at or above barrier level on observation date for that month due 5/1/2025

Barclays Bank plc 9.75% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 1,238.29 for Russell, 9,272.19 for Nasdaq, 23,868.71for Dow; 70% of initial levels due 10/31/2024

Barclays Bank plc 9.1% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 20,458.9 for Dow, 7,947.59 for Nasdaq, 1,061.39 for Russell; 60% of initial levels due 1/31/2025

Barclays Bank plc 10% per year, payable monthly if each index closes at or above barrier level on observation date for that month due 5/3/2028

Barclays Bank plc 9.5% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,918.64 for S&P, 9,272.19 for Nasdaq, 1,238.29 for Russell; 70% of initial levels due 1/31/2025

Barclays Bank plc 11% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,918.64 for S&P, 9,272.19 for Nasdaq, 1,238.29 for Russell; 70% of initial levels due 1/31/2025

Barclays Bank plc 13.5% per year, payable quarterly if stock closes at or above barrier price on observation date for that quarter due 10/31/2024

Barclays Bank plc 0.00% due 5/4/2028

Barclays Bank plc 11.75% per year, payable quarterly plus any previously unpaid coupons if each stock closes at or above coupon barrier related observation date; Coupon barriers: $103.54 for UPS, $133.66 for FedEx; 60% of initial levels due 4/30/2026

Barclays Bank plc 10.3% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 8,964.54 for Nasdaq, 2,839.19 for S&P, 23,311.31 for Dow; 70% of initial levels due 4/30/2026

Barclays Bank plc 0.00% due 4/30/2025

Barclays Bank plc 8.75% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 23,471.58 for Dow, 8,907.58 for Nasdaq, 1,222.17 for Russell; 70% of initial levels due 4/30/2026

Barclays Bank plc 0.00% due 4/28/2028

Barclays Bank plc 15.2% annual rate, payable quarterly if the stock closes at or above coupon barrier on observation date; Coupon barrier: $134.78; 50% of initial level due 4/30/2026

Barclays Bank plc 0.00% due 4/28/2028

Barclays Bank plc 8.5% annual rate, payable quarterly if each underlier closes at or above coupon barrier level on related observation date, plus any previously unpaid coupon; Coupon barrier levels: $57.59 for ETF, 9,543.83 for Nasdaq, 1,309.46 for Russell; 75% of initial levels due 4/30/2026

Barclays Bank plc 8.5% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date, plus any previously unpaid coupons; Coupon barriers: 3,257.30 for S&P, 10,180.09 for Nasdaq, 1,396.76 for Russell; 80% of initial levels due 4/30/2026

Barclays Bank plc 8.5% annual rate, payable monthly if each index closes at or above coupon barrier level on related observation date; Coupon barrier levels: 10,816.34 for Nasdaq, 1,484.06 for Russell; 85% of initial levels due 4/28/2028

Barclays Bank plc 7.5% annual rate, payable quarterly if each index closes at or above coupon barrier level on related observation date, plus any previously unpaid coupons; Coupon barrier levels: 10,816.34 for Nasdaq, 1,484.06 for Russell; 85% of initial levels due 4/30/2026

Barclays Bank plc 0.00% due 1/30/2025

Barclays Bank plc 0.00% due 1/28/2028

Barclays Bank plc 0.00% due 1/28/2028

Barclays Bank plc 9% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 7,683.89 for Nasdaq, 2,433.59 for S&P, 1,038.25 for Russell; 60% of initial levels due 4/28/2028

Barclays Bank plc 0.00% due 1/29/2026

Barclays Bank plc 0.00% due 4/28/2028

Barclays Bank plc 0.00% due 10/30/2024

Barclays Bank plc 0.00% due 4/30/2026

Barclays Bank plc 0.00% due 10/30/2025

Barclays Bank plc 9% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 9,543.83 for Nasdaq, 1,309.46 for Russell; 75% of initial levels due 4/28/2028

Barclays Bank plc 7.5% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,850.14 for S&P, 8,907.58 for Nasdaq, 1,222.17 for Russell; 70% of initial levels due 4/28/2028

Barclays Bank plc 7% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,850.14 for S&P, 8,907.58 for Nasdaq, 1,222.17 for Russell; 70% of initial levels due 1/30/2025

Barclays Bank plc 8.5% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,850.14 for S&P, 8,907.58 for Nasdaq, 1,222.17 for Russell; 70% of initial levels due 4/30/2026

Barclays Bank plc 7.5% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,850.14 for S&P, 8,907.58 for Nasdaq, 1,222.17 for Russell; 70% of initial levels due 4/30/2026

Barclays Bank plc 8.5% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,850.14 for S&P, 8,907.58 for Nasdaq, 1,222.17 for Russell; 70% of initial levels due 1/30/2025

Barclays Bank plc 10.83% annual rate, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barriers: 23,471.58 for Dow, 8,907.58 for Nasdaq; 70% of initial levels due 4/23/2026

Barclays Bank plc 9% annual rate, payable monthly if each ETF closes at or above coupon barrier level on related observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier levels: $25.28 for VanEck, $17.31 for iShares; 75% of initial levels due 4/29/2026

Barclays Bank plc 9.25% annual rate, payable semiannually if each index closes at or above coupon barrier level on review date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier: 2,893.46 for S&P, 1,254.05 for Russell; 70% of initial levels due 4/24/2026

Barclays Bank plc 8% annual rate, payable semiannually if each underlier closes at or above coupon barrier level on review date for that period; Coupon barriers: 2,893.46 for S&P, 1,254.05 for Russell; 70% of initial levels due 4/24/2026

Barclays Bank plc 0.00% due 4/24/2026

Barclays Bank plc 0.00% due 4/26/2027

Barclays Bank plc 11.3% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 25,356.72 for Dow, 1,343.63 for Russell, 9,750.58 for Nasdaq; 75% of initial levels due 1/26/2028

Barclays Bank plc 14.7% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 3,306.82 for S&P, 1,433.20 for Russell, 10,400.62 for Nasdaq; 80% of initial levels due 4/26/2028

Barclays Bank plc 9.4% per year, payable quarterly if each index closes at or above downside threshold level on observation date for that period due 4/24/2026

Barclays Bank plc 10.25% per year, payable quarterly if each index closes at or above coupon barrier on each scheduled trading day during the determination period; Coupon barrier: 1,164.479 for Russell, 2,686.788 for S&P, 8,450.501 for Nasdaq; 65% of initial levels due 4/24/2025

Barclays Bank plc 0.00% due 10/26/2027

Barclays Bank plc 0.00% due 10/26/2026

Barclays Bank plc 7.75% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 16,904.48 for Dow, 6,500.39 for Nasdaq, 895.75 for Russell; 50% of initial levels due 4/24/2026

Barclays Bank plc 8.5% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 25,356.72 for Dow, 9,750.58 for Nasdaq, 1,343.63 for Russell; 75% of initial levels due 4/24/2026

Barclays Bank plc 8% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,893.46 for S&P, 9,100.54 for Nasdaq, 1,254.05 for Russell; 70% of initial levels due 4/26/2028

Barclays Bank plc 10.10% due 4/18/2024

Barclays Bank plc 33% per year, payable quarterly if shares close at or above coupon trigger level on a related determination date; coupon payment events will automatically include any previously unpaid coupons due 4/24/2024

Barclays Bank plc 9.8% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 9,739.49 for Nasdaq, 25,339.97 for Dow, 1,342.27 for Russell; 75% of initial levels due 4/24/2025

Barclays Bank plc 12.75% per year, payable quarterly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $103.77 for ETF, 1,252.79 for Russell, 23,650.63 for Dow; 70% of initial levels due 4/23/2026

Barclays Bank plc 8.5% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 23,650.63 for Dow, 9,090.19 for Nasdaq, 1,252.79 for Russell; 70% of initial levels due 4/23/2026

Barclays Bank plc 8.55% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 23,650.63 for Dow, 9,090.19 for Nasdaq, 1,252.79 for Russell; 70% of initial levels due 10/24/2024

Barclays Bank plc 7.85% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,890.85 for S&P, 9,090.19 for Nasdaq, 1,252.79 for Russell; 70% of initial levels due 4/25/2028

Barclays Bank plc 9.00% due 4/23/2026

Barclays Bank plc 9.15% per year, payable quarterly if Mastercard shares close at or above barrier price on valuation date for that quarter due 4/24/2025

Barclays Bank plc 8.85% per year, payable quarterly if Pfizer shares close at or above barrier price on valuation date for that quarter due 4/24/2025

Barclays Bank plc 21.65% per year, payable quarterly if each stock closes at or above coupon barrier on the observation date for that period; Coupon barriers: $31.40 for Wells Fargo, $106.05 for JPMorgan, $22.92 for BofA; 75% of initial levels due 4/24/2025

Barclays Bank plc 0.00% due 4/20/2028

Barclays Bank plc 0.00% due 4/17/2025

Barclays Bank plc 15.2% if the underlying stock closes at or above its 50% downside threshold on the related quarterly observation date due 4/17/2026

Barclays Bank plc 15% per year, paid quarterly if the ETF closes at or above its downside threshold on the relevant observation date due 4/17/2026

Barclays Bank plc 10%, paid quarterly if the underlying stock closes at or above its 65% downside threshold on the related observation date due 4/17/2026

Barclays Bank plc 10% per year, paid quarterly, if the index closes at or above its downside threshold on the relevant observation date, plus any previously unpaid coupons due 10/17/2024

Barclays Bank plc 10.2% per year, payable quarterly if each index closes at or above downside threshold level on observation date for that period due 4/17/2025

Barclays Bank plc 8.25% per year, payable quarterly if each index closes at or above downside threshold level on observation date for that period; coupon payment events will automatically include any previously unpaid coupons due 4/17/2026

Barclays Bank plc 20%, paid quarterly if the underlying stock closes at or above its 50% downside threshold on the related observation date due 4/17/2026

Barclays Bank plc 9.75% per year, payable quarterly if each index closes at or above coupon barrier on any scheduled trading day during the determination period; Coupon barrier: 1,157.75 for Russell, 2,689.466 for S&P, 8,501.688 for Nasdaq; 65% of initial levels due 4/17/2025

Barclays Bank plc 10.75% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 25,414.85 for Dow, 9,809.64 for Nasdaq, 1,335.87 for Russell; 75% of initial levels due 4/17/2026

Barclays Bank plc 9% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 20,331.88 for Dow, 7,847.71 for Nasdaq, 1,068.69 for Russell; 60% of initial levels due 1/17/2025

Barclays Bank plc 11.4% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 23,720.53 for Dow, 9,155.66 for Nasdaq, 1,246.81 for Russell; 70% of initial levels due 4/17/2026

Barclays Bank plc 7.8% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,103.23 for S&P, 9,809.64 for Nasdaq, 1,335.87 for Russell; 75% of initial levels due 4/20/2028

Barclays Bank plc 15.00% due 4/18/2024

Barclays Bank plc 9.4% per year, payable monthly if each index closes at or above coupon barrier level observation date for that monthly period; Coupon barrier levels: 2,902.35 for S&P, 1,257.68 for Russell, 9,176.57 for Nasdaq; 70% of initial levels due 4/18/2024

Barclays Bank plc 10% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barrier levels: 2,902.35 for S&P, 1,257.68 for Russell, 9,176.57 for Nasdaq; 70% of initial levels due 4/18/2028

Barclays Bank plc 10.75% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barrier levels: 2,902.35 for S&P, 1,257.68 for Russell, 9,176.57 for Nasdaq; 70% of initial levels due 4/18/2028

Barclays Bank plc 0.00% due 4/17/2025

Barclays Bank plc 20.1%, paid quarterly if the underlying stock closes at or above its 50% downside threshold on the related observation date due 4/18/2024

Barclays Bank plc 20.1% if the underlying stock closes at or above its 50% downside threshold on the related quarterly observation date due 4/14/2024

Barclays Bank plc 14.25% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $7.48, 60% of initial level due 4/16/2026

Barclays Bank plc 10.7% per year, payable quarterly if shares close at or above coupon trigger level on a related determination date; coupon payment events will automatically include any previously unpaid coupons; Coupon trigger level: $269.07; 70% of initial share price due 4/17/2025

Barclays Bank plc 9.7% per year, payable quarterly if shares close at or above coupon trigger level on a related determination date; coupon payment events will automatically include any previously unpaid coupons; Coupon trigger level: $203.31; 70% of initial share price due 4/17/2025

Barclays Bank plc 19% annual rate, payable monthly if each underlier closes at or above coupon barrier level on review date for that period; Coupon barriers: $22.70 for ETF, 8,351.43 for Nasdaq, 1,152.9 for Russell; 65% of initial levels due 7/17/2024

Barclays Bank plc 11% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 8,993.85 for Nasdaq, 23,552.55 for Dow, 1,241.59 for Russell; 70% of initial levels due 4/16/2026

Barclays Bank plc 12.5% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 8,993.85 for Nasdaq, 2,864.37 for S&P, 1,241.59 for Russell; 70% of initial levels due 1/16/2025

Barclays Bank plc 11.1% per year, payable quarterly if the stock closes at or above coupon barrier on the valuation date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier level: $80.38; 65% of initial level due 4/17/2025

Barclays Bank plc 9.1% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 23,552.55 for Dow, 8,993.85 for Nasdaq, 1,241.59 for Russell; 70% of initial levels due 1/16/2025

Barclays Bank plc 9.90% due 7/17/2024

Barclays Bank plc 7.90% due 7/17/2024

Barclays Bank plc 17.50% due 4/16/2024

Barclays Bank plc 8.3% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 9,723.12 for Nasdaq, 25,263.59 for Dow, 1,339.95 for Russell; 75% of initial levels due 4/16/2026

Barclays Bank plc 10.2% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 9,074.91 for Nasdaq, 23,579.35 for Dow, 1,250.62 for Russell; 70% of initial levels due 4/16/2025

Barclays Bank plc 8.25% annual rate, payable quarterly if each underlier closes at or above coupon barrier level on related observation date; previously unpaid coupons will also be paid; Coupon barrier levels: 9,135.86 for Nasdaq, 1,240.71 for Russell, $52.75 for fund; 70% of initial levels due 4/15/2026

Barclays Bank plc 16.65% due 4/15/2024

Barclays Bank plc 10.6% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 9,135.86 for Nasdaq, 23,510.56 for Dow, 1,240.71 for Russell; 70% of initial levels due 4/15/2026

Barclays Bank plc 8.15% per year, payable semiannually if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 9,135.86 for Nasdaq, 23,510.56 for Dow, 1,240.71 for Russell; 70% of initial levels due 4/13/2028

Barclays Bank plc 12.5% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 1,240.71 for Russell, 9,135.86 for Nasdaq, 23,510.56 for Dow; 70% of initial levels due 10/16/2024

Barclays Bank plc 9.5% per year, payable each month that each underlying index closes at or above coupon barrier on observation date for that month; Coupon barriers: 1,228.12 for Russell, 23,439.70 for Dow Jones, 2,873.51 for S&P; 70% of initial values due 4/9/2027

Barclays Bank plc 11.6%, paid quarterly if the underlying stock closes at or above its 50% downside threshold on the related quarterly observation date due 4/9/2026

Barclays Bank plc 9.8% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 9,143.82 for Nasdaq, 1,228.12 for Russell; 70% of initial levels due 4/9/2026

Barclays Bank plc 9.2% annual rate, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: $334.97 for ETF, 3,078.77 for S&P; 75% of initial levels due 4/9/2026

Barclays Bank plc 9% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 9,077.04 for Nasdaq, 23,437.9 for Dow, 1,226.49 for Russell; 70% of initial levels due 4/9/2026

Barclays Bank plc 14.75% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $26.01; 60% of initial level due 4/8/2025

Barclays Bank plc 12% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 23,520.80 for Dow, 1,261.62 for Russell, 9,203.85 for Nasdaq; 70% of initial levels due 4/8/2025

Barclays Bank plc 12.4% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 23,520.80 for Dow, 1,261.62 for Russell, 9,203.85 for Nasdaq; 70% of initial levels due 10/8/2024

Barclays Bank plc 12.2% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 23,520.80 for Dow, 1,261.62 for Russell, 9,203.85 for Nasdaq; 70% of initial levels due 7/9/2024

Barclays Bank plc 0.00% due 4/8/2025

Barclays Bank plc 8.50% due 4/5/2024

Barclays Bank plc 0.00% due 1/6/2027

Barclays Bank plc 0.00% due 10/5/2026

Barclays Bank plc 12.2% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 23,291.91 for Dow, 1,261.74 for Russell, 9,226.95 for Nasdaq; 70% of initial levels due 4/3/2026

Barclays Bank plc 16.5% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 9,226.95 for Nasdaq, 23,291.91 for Dow, 1,261.74 for Russell; 70% of initial levels due 4/3/2025

Barclays Bank plc 10% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 9,226.95 for Nasdaq, 2,876.52 for S&P, 1,261.74 for Russell; 70% of initial levels due 4/3/2026

Barclays Bank plc 9.75% per year, payable each month that each underlying index closes at or above coupon barrier on observation date for that month; Coupon barriers: 1,261.74 for Russell, 23,291.91 for Dow Jones, 2,876.52 for S&P; 70% of initial values due 1/6/2025

Barclays Bank plc 10% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter, plus any previously unpaid coupons due 4/3/2026

Barclays Bank plc 10.75% per year, payable monthly if each index closes at or above barrier level on observation date for that month due 4/3/2026

Barclays Bank plc 20.25% if the underlying stock closes at or above its 50% downside threshold on the related quarterly observation date due 4/6/2026

Barclays Bank plc 0.00% due 4/3/2026

Barclays Bank plc 10.5% annualized, payable quarterly if each index closes at or above coupon threshold on every trading day during the observation period; Coupon threshold: 1,261.7388 for Russell, 23,291.905 for Dow, 9,226.945 for Nasdaq; 70% of initial levels due 9/29/2025

Barclays Bank plc 0.00% due 4/6/2026

Barclays Bank plc 0.00% due 10/3/2025

Barclays Bank plc 0.00% due 4/3/2025

Barclays Bank plc 0.00% due 4/3/2025

Barclays Bank plc 0.00% due 4/3/2026

Barclays Bank plc 0.00% due 4/5/2028

Barclays Bank plc 0.00% due 10/3/2024

Barclays Bank plc 10.25% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 9,226.95 for Nasdaq, 2,876.52 for S&P, 1,261.74 for Russell; 70% of initial levels due 1/6/2025

Barclays Bank plc 13.25% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 9,226.95 for Nasdaq, 2,876.52 for S&P, 1,261.74 for Russell; 70% of initial levels due 4/3/2026

Barclays Bank plc 10.25% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 9,226.95 for Nasdaq, 2,876.52 for S&P, 1,261.74 for Russell; 70% of initial levels due 4/5/2028

Barclays Bank plc 10% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 9,226.95 for Nasdaq, 2,876.52 for S&P, 1,261.74 for Russell; 70% of initial levels due 4/5/2028

Barclays Bank plc 8.75% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,876.52 for S&P, 9,226.95 for Nasdaq, 1,261.74 for Russell; 70% of initial levels due 1/6/2025

Barclays Bank plc 34% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $41.19 for Square, $58.81 for Advanced Micro, $20.95 for Delta; 60% of initial levels due 4/3/2025

Barclays Bank plc 24% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $41.19 for Square, $61.97 for Amazon, $62.24 for Alphabet; 60% of initial levels due 4/3/2025

Barclays Bank plc 0.00% due 4/5/2028

Barclays Bank plc 0.00% due 4/4/2029

Barclays Bank plc 0.00% due 4/4/2028

Barclays Bank plc 10.2% per year, payable quarterly if each index closes at or above downside threshold level on determination date for that quarter due 4/3/2025

Barclays Bank plc 0.00% due 10/5/2026

Barclays Bank plc 0.00% due 10/6/2025

Barclays Bank plc 0.00% due 10/6/2025

Barclays Bank plc 10.5% per year, payable monthly if each asset closes at or above barrier level on observation date for that month due 4/2/2026

Barclays Bank plc 8.9% per year, payable quarterly if index closes at or above coupon trigger level on a related determination date, plus any previously unpaid coupons; Coupon trigger level: 3,020.86, 75% of initial level due 4/2/2026

Barclays Bank plc 10% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 8,922.22 for Nasdaq, 22,902.32 for Dow, 1,240.12 for Russell; 70% of initial levels due 4/2/2026

Barclays Bank plc 12.3% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 8,922.22 for Nasdaq, 22,902.32 for Dow, 1,240.12 for Russell; 70% of initial levels due 10/3/2024

Barclays Bank plc 10.5% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 2,819.47 for S&P, 8,992.22 for Nasdaq, 1,240.12 for Russell; 70% of initial levels due 4/2/2026

Barclays Bank plc 0.00% due 4/6/2026

Barclays Bank plc 12.75% per year annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barrier levels: $17.20 for BofA, $22.78 for Wells, $27.57 for Citi, 60% of initial levels due 4/2/2026

Barclays Bank plc 7.85% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,013.91 for S&P, 6,423.02 for Nasdaq, 885.80 for Russell; 50% of initial levels due 1/2/2026

Barclays Bank plc 10% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,416.69 for S&P, 7,707.62 for Nasdaq, 1,062.96 for Russell; 60% of initial levels due 12/31/2024

Barclays Bank plc 13.65% per year, payable quarterly if each index closes at or above its coupon barrier level on each scheduled trading day during that observation date; Coupon barriers: 1,139.211 for Russell, 2,581.33 for S&P, 8,196.87 for Nasdaq; 70% of initial levels due 9/30/2026

Barclays Bank plc 12.3% per year, payable quarterly if each index closes at or above its coupon barrier level on each scheduled trading day during that observation date; Coupon barriers: 1,139.211 for Russell, 2,581.33 for S&P, 8,196.87 for Nasdaq; 70% of initial levels due 9/30/2026

Barclays Bank plc 8.25% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date, plus any previously unpaid coupons; Coupon barriers: 3,177.02 for S&P, 10,088.46 for Nasdaq, 1,402.11 for Russell; 80% of initial levels due 4/2/2026

Barclays Bank plc 9.25% due 4/2/2026

Barclays Bank plc 7.5% annual rate, payable quarterly if each index closes at or above coupon barrier level on related observation date, plus any previously unpaid coupons; Coupon barrier levels: 10,718.98 for Nasdaq, 1,489.74 for Russell; 85% of initial levels due 4/2/2026

Barclays Bank plc 9% annual rate, payable monthly if each index closes at or above coupon barrier level on related observation date; Coupon barrier levels: 1,489.74 for Russell, 10,718.98 for Nasdaq; 85% of initial levels due 3/31/2028

Barclays Bank plc 6.50% due 4/2/2025

Barclays Bank plc 6.10% due 4/2/2026

Barclays Bank plc 0.00% due 3/31/2025

Barclays Bank plc 0.00% due 12/31/2027

Barclays Bank plc 0.00% due 3/31/2028

Barclays Bank plc 0.00% due 12/31/2027

Barclays Bank plc 0.00% due 3/31/2028

Barclays Bank plc 7.5% per year, payable each month that each underlying index closes at or above coupon barrier on observation date for that month; Coupon barriers: 1,226.84 for Russell, 22,675.98 for Dow Jones, 2,779.89 for S&P; 70% of initial values due 12/31/2024

Barclays Bank plc 0.00% due 3/31/2026

Barclays Bank plc 0.00% due 3/31/2026

Barclays Bank plc 0.00% due 10/2/2025

Barclays Bank plc 0.00% due 3/31/2028

Barclays Bank plc 0.00% due 10/2/2025

Barclays Bank plc 0.00% due 4/1/2027

Barclays Bank plc 0.00% due 10/3/2024

Barclays Bank plc 0.00% due 4/2/2026

Barclays Bank plc 11.55% per year annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barrier levels: $50.68 for Alphabet, $48.62 for Amazon, $78.83 for Apple, $137.62 for Microsoft; 50% of initial levels due 4/2/2026

Barclays Bank plc 8% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,779.89 for S&P, 8,827.40 for Nasdaq, 1,226.84 for Russell; 70% of initial levels due 3/31/2028

Barclays Bank plc 8% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,779.89 for S&P, 8,827.4 for Nasdaq, 1,226.84 for Russell; 70% of initial levels due 12/31/2024

Barclays Bank plc 8.5% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,779.89 for S&P, 8,827.4 for Nasdaq, 1,226.84 for Russell; 70% of initial levels due 3/31/2026

Barclays Bank plc 7.5% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,779.89 for S&P, 8,827.4 for Nasdaq, 1,226.84 for Russell; 70% of initial levels due 3/31/2026

Barclays Bank plc 8.25% annual rate if closing price of each stock is greater than or equal to coupon barrier on related observation date; otherwise, 0.25% annual rate; payable monthly; Coupon barrier prices: $77.29 for AMD, $160.46 for Boeing, $82.45 for Alphabet, 80% of initial prices due 3/30/2028

Barclays Bank plc 8.5% annual rate, payable monthly if the lowest ETF closes at or above coupon barrier level on related observation date, plus any previously unpaid coupons; Coupon barrier levels: $23.64 for Gold and $15.92 for Silver, 75% of initial levels due 4/1/2026

Barclays Bank plc 12.1% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 8,871.15 for Nasdaq, 22,702.46 for Dow, 1,227.57 for Russell; 70% of initial levels due 10/2/2025

Barclays Bank plc 11.75% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 8,871.15 for Nasdaq, 22,702.46 for Dow, 1,227.57 for Russell; 70% of initial levels due 4/1/2025

Barclays Bank plc 9% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 8,871.15 for Nasdaq, 22,702.46 for Dow, 1,227.57 for Russell; 70% of initial levels due 4/1/2026

Barclays Bank plc 17% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier level: $24.12, 70% of initial level due 9/25/2024

Barclays Bank plc 12.25% per year, payable quarterly if each index closes at or above its coupon barrier level on each scheduled trading day during that observation date; Coupon barriers: 1,227.571 for Russell, 2,784.27 for S&P, 22,702.46 for Dow; 70% of initial levels due 9/30/2026

Barclays Bank plc 13.66% per year, payable quarterly if each index closes at or above its coupon barrier level on each scheduled trading day during that observation date; Coupon barriers: 1,227.571 for Russell, 2,784.27 for S&P, 2,915.23 for Stoxx; 70% of initial levels due 9/30/2026

Barclays Bank plc 7.75% annual rate, payable semiannually if each index closes at or above coupon barrier level on review date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier: 2,779.69 for S&P, 1,214.45 for Russell; 70% of initial levels due 3/27/2026

Barclays Bank plc 9.25% annual rate, payable semiannually if each index closes at or above coupon barrier level on review date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier: 2,779.69 for S&P, 1,214.45 for Russell; 70% of initial levels due 3/27/2026

Barclays Bank plc 8.5% annual rate, payable semiannually if the index closes at or above coupon barrier level on the review date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier: 2,779.69; 70% of initial level due 3/27/2026

Barclays Bank plc 6.75% per year, payable quarterly if index closes at or above coupon trigger level on a related determination date, plus any previously unpaid coupons; Coupon trigger level: 2,779.69, 70% of initial level due 3/27/2026

Barclays Bank plc 0.00% due 3/29/2027

Barclays Bank plc 0.00% due 3/29/2027

Barclays Bank plc 7.25% per year, payable semiannually if each index closes at or above coupon barrier level observation date for that period; Coupon barrier levels: 19,342.52 for Dow, 1,040.95 for Russell, 7,660.23 for Nasdaq; 60% of initial levels due 3/27/2026

Barclays Bank plc 8.25% per year, payable semiannually if each index closes at or above coupon barrier level observation date for that period; Coupon barrier levels: 19,342.52 for Dow, 1,040.95 for Russell, 7,660.23 for Nasdaq; 60% of initial levels due 3/27/2026

Barclays Bank plc 17.25% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,176.79 for S&P, 1,387.94 for Russell and 10,213.64 for Nasdaq, or 80% of initial levels due 3/27/2026

Barclays Bank plc 8.75% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,382.59 for S&P, 1,040.95 for Russell and 7,660.23 for Nasdaq, or 60% of initial levels due 12/30/2024

Barclays Bank plc 16.75% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,176.79 for S&P, 1,387.94 for Russell and 10,213.64 for Nasdaq, or 80% of initial levels due 3/29/2028

Barclays Bank plc 7%, payable quarterly if index closes above downside threshold on observation date due 3/29/2028

Barclays Bank plc 0.00% due 3/29/2027

Barclays Bank plc 0.00% due 3/29/2028

Barclays Bank plc 8% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 22,566.27 for Dow, 8,936.94 for Nasdaq, 1,214.45 for Russell; 70% of initial levels due 3/27/2025

Barclays Bank plc 8% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,779.69 for S&P, 8,936.94 for Nasdaq, 1,214.45 for Russell; 70% of initial levels due 3/29/2028

Barclays Bank plc 10.1% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,779.69 for S&P, 8,936.94 for Nasdaq, 1,214.45 for Russell; 70% of initial levels due 9/27/2024

Barclays Bank plc 6.9% annualized, payable monthly if index closes at or above coupon barrier on related observation date; Coupon barrier: 2,978.45; 75% of initial level due 5/2/2024

Barclays Bank plc 10.55%, payable monthly if the ETF closes at or above its coupon barrier level on related observation date; Coupon barrier level: $333.29, 85% of initial level due 9/27/2023

Barclays Bank plc 8.5% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 9,425.36 for Nasdaq, 24,022.58 for Dow, 1,295.52 for Russell; 75% of initial levels due 3/26/2026

Barclays Bank plc 8.25% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 7,540.29 for Nasdaq, 2,362.18 for S&P, 1,036.41 for Russell; 60% of initial levels due 3/26/2026

Barclays Bank plc 0.00% due 4/25/2024

Barclays Bank plc 0.00% due 4/25/2024

Barclays Bank plc 10.45% per year, payable quarterly if the stock closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $343.60; 70% of initial levels due 3/26/2025

Barclays Bank plc 14.5% per year, payable quarterly if Ford shares close at or above barrier price on valuation date for that quarter, plus any previously unpaid coupons due 3/26/2025

Barclays Bank plc 10.75% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 8,919.01 for Nasdaq, 22,792.42 for Dow, 1,244.42 for Russell; 70% of initial levels due 12/24/2027

Barclays Bank plc 13.8% per year, payable quarterly if the stock closes at or above coupon barrier on the valuation date for that period; Coupon barrier level: $68.09; 55% of initial level due 3/26/2025

Barclays Bank plc 11.3% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 3,002.15 for S&P, 24,420.45 for Dow, 1,333.31 for Russell; 75% of initial levels due 3/24/2028

Barclays Bank plc 9.25% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 22,792.42 for Dow, 1,244.42 for Russell, 8,919.01for Nasdaq; 70% of initial levels due 3/26/2025

Barclays Bank plc 20.3% per year, payable monthly if each stock closes at or above coupon barrier on the valuation date for that period; previously unpaid coupons will also be paid; Coupon barriers: $26.55 for Citi, $16.69 for BofA, $33.85 for Schwab, 60% of initial levels due 3/20/2025

Barclays Bank plc 12.1% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 8,793.83 for Nasdaq, 22,571.21 for Dow, 1,221.49 for Russell; 70% of initial levels due 3/25/2026

Barclays Bank plc 12.5% per year, payable quarterly if each index closes at or above coupon barrier on every scheduled trading day during the determination period; Coupon barriers: 1,308.743 for Russell, 2,963.678 for S&P, 9,421.958 for Nasdaq; 75% of initial levels due 3/25/2026

Barclays Bank plc 31% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $16.32; 70% of initial level due 3/20/2025

Barclays Bank plc 15.12% per year, payable quarterly if shares close at or above coupon trigger level on a related determination date; coupon payment events will automatically include any previously unpaid coupons; Coupon trigger level: $263.34; 80% of initial share price due 4/4/2024

Barclays Bank plc 9.00% due 9/9/2024

Barclays Bank plc 0.00% due 2/13/2025

Barclays Bank plc 16% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 8,137.92 for Nasdaq, 20,710.29 for Dow, 1,121.83 for Russell; 65% of initial levels due 9/20/2024

Barclays Bank plc 16% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 10,015.9 for Nasdaq, 25,489.58 for Dow, 1,380.71 for Russell; 80% of initial levels due 3/20/2025

Barclays Bank plc 10.5% per year, paid quarterly if the underlying stock closes at or above its 70% downside threshold on the related quarterly observation date due 3/20/2026

Barclays Bank plc 10.5% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that period; Coupon barrier levels: 2,741.648 for S&P, 8,763.916 for Nasdaq, 1,208.1237 for Russell; 70% of initial levels due 3/20/2026

Barclays Bank plc 0.00% due 3/20/2025

Barclays Bank plc 0.00% due 3/20/2025

Barclays Bank plc 0.00% due 6/21/2024

Barclays Bank plc 0.00% due 3/20/2025

Barclays Bank plc 0.00% due 3/22/2028

Barclays Bank plc 11.65% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 8,763.92 for Nasdaq, 22,303.39 for Dow, 1,208.12 for Russell; 70% of initial levels due 9/20/2024

Barclays Bank plc 7.2% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 15,930.99 for Dow, 862.95 for Russell, 6,259.94 for Nasdaq; 50% of initial levels due 3/20/2025

Barclays Bank plc 8.1% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 8,763.92 for Nasdaq, 2,741.65 for S&P, 1,208.12 for Russell; 70% of initial levels due 3/22/2028

Barclays Bank plc 23% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $108.08; 60% of initial level due 3/20/2025

Barclays Bank plc 0.00% due 3/22/2028

Barclays Bank plc 12.5% per year, payable quarterly if shares close at or above coupon trigger level on a related determination date; coupon payment events will automatically include any previously unpaid coupons; Coupon trigger level: $114.14; 70% of initial share price due 3/20/2025

Barclays Bank plc 0.00% due 3/20/2025

Barclays Bank plc 0.00% due 3/20/2025

Barclays Bank plc 0.00% due 3/20/2028

Barclays Bank plc 13.7% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 2,925.63 for Stoxx, 2,743.5 for S&P, 1,243.83 for Russell; 70% of initial levels due 12/19/2024

Barclays Bank plc 0.00% due 3/19/2026

Barclays Bank plc 12.15%, payable semiannually if stock closes at or above downside threshold on the relevant observation date; coupon payment events will automatically include any previously unpaid coupons due 3/19/2025

Barclays Bank plc 0.00% due 3/17/2028

Barclays Bank plc 0.00% due 4/18/2024

Barclays Bank plc 8.5% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period, plus any previously unpaid coupon; Coupon barriers: 8,539.85 for Nasdaq, 2,743.50 for S&P, 1,243.83 for Russell; 70% of initial levels due 3/17/2026

Barclays Bank plc 8.8% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 24,116.55 for Dow, 9,149.84 for Nasdaq, 1,332.67 for Russell; 75% of initial levels due 3/19/2026

Barclays Bank plc 14% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 8,281.2 for Nasdaq, 2,703.11 for S&P, 1,240.89 for Russell; 70% of initial levels due 3/13/2026

Barclays Bank plc 10.25% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that period; Coupon barrier levels: 2,891.82 for S&P, 8,942.378 for Nasdaq, 1,308.227 for Russell; 75% of initial levels due 3/18/2025

Barclays Bank plc 10.2% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,316.95 for S&P, 7,098.17 for Nasdaq, 1,063.62 for Russell; 60% of initial levels due 3/15/2028

Barclays Bank plc 10.65% annual rate, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barriers: 2,867.58 for Stoxx, 1,221.011 for Russell; 70% of initial levels due 3/16/2028

Barclays Bank plc 8.9% annual rate, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barriers: 2,867.58 for Stoxx, 1,221.011 for Russell; 70% of initial levels due 3/16/2028

Barclays Bank plc 10.8% annual rate, payable quarterly if stock closes at or above coupon barrier on review date for that quarter; coupon payment events will also include any previously unpaid coupons; Coupon barrier: $158.91; 70% of initial price due 3/13/2025

Barclays Bank plc 7.30% due 3/15/2027

Barclays Bank plc 10.45% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 8,281.2 for Nasdaq, 22,336.75 for Dow, 1,240.89 for Russell; 70% of initial levels due 3/15/2028

Barclays Bank plc 13.85% per year, payable quarterly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $52.96 for ETF, 1,240.89 for Russell, 8,281.2 for Nasdaq; 70% of initial levels due 3/13/2026

Barclays Bank plc 13.65% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $96.00 for ETF, 2,743.5 for S&P, 1,243.83 for Russell, 8,539.85 for Nasdaq; 70% of initial levels due 3/19/2026

Barclays Bank plc 10.2% per year, paid quarterly if the underlying stock closes at or above its 60% downside threshold on the related observation date due 3/13/2026

Barclays Bank plc 10.85% per year, payable quarterly if each index closes at or above downside threshold level on observation date for that period due 3/13/2025

Barclays Bank plc 12.35% per year, paid quarterly if the underlying stock closes at or above its 50% downside threshold on the related quarterly observation date due 3/13/2026

Barclays Bank plc 11.1% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 23,932.23 for Dow, 8,872.71 for Nasdaq, 1,329.53 for Russell; 75% of initial levels due 3/13/2026

Barclays Bank plc 12.6% paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date due 12/12/2025

Barclays Bank plc 9.2% per year, payable monthly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 7,197.53 for Nasdaq, 19,352.92 for Dow, 1,095.95 for Russell, 60% of initial levels due 3/14/2028

Barclays Bank plc 0.00% due 3/13/2025

Barclays Bank plc 10.25% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 24,191.15 for Dow, 8,996.91 for Nasdaq, 2,938.74 for S&P; 75% of initial levels due 3/12/2026

Barclays Bank plc 10.75% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,994.01 for S&P, 1,409.61 for Russell, 24,598.80 for Dow; 75% of initial levels due 3/13/2028

Barclays Bank plc 8% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 24,598.8 for Dow, 9,161.5 for Nasdaq, 1,409.61 for Russell; 75% of initial levels due 3/12/2026

Barclays Bank plc 7.9% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,794.41 for S&P, 1,315.63 for Russell, 8,550.73 for Nasdaq; 70% of initial levels due 3/13/2028

Barclays Bank plc 9.1% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,994.01 for S&P, 9,161.5 for Nasdaq, 1,409.61 for Russell; 75% of initial levels due 3/12/2026

Barclays Bank plc 9% annual rate, payable quarterly if the index closes at or above coupon barrier level on the review date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier: 94.06; 80% of initial level due 3/10/2033

Barclays Bank plc 9% annual rate, payable quarterly if the index closes at or above coupon barrier level on the review date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier: 95.42; 80% of initial level due 3/10/2033

Barclays Bank plc 6% annual rate, payable quarterly if each index closes at or above coupon barrier level on review date for that period; Coupon barriers: 24,642.35 for Dow, 1,409.04 for Russell, 9,114.13 for Nasdaq; 75% of initial levels due 12/12/2024

Barclays Bank plc 0.00% due 3/9/2028

Barclays Bank plc 14.4% payable quarterly if stock closes at or above 70% of initial level on related observation date due 9/3/2024

Barclays Bank plc 8.6% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 8,506.52 for Nasdaq, 22,999.52 for Dow, 1,315.11 for Russell; 70% of initial levels due 12/12/2024

Barclays Bank plc 8% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 8,506.52 for Nasdaq, 2,790.46 for S&P, 1,315.11 for Russell; 70% of initial levels due 3/10/2028

Barclays Bank plc 0.00% due 3/12/2026

Barclays Bank plc 8.5% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,790.46 for S&P, 8,506.52 for Nasdaq, 1,315.11 for Russell; 70% of initial levels due 12/12/2024

Barclays Bank plc 8.5% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,391.82 for S&P, 7,291.3 for Nasdaq, 1,127.23 for Russell; 60% of initial levels due 3/12/2026

Barclays Bank plc 16.75% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $43.50; 70% of initial level due 9/12/2024

Barclays Bank plc 14.45% per year, paid monthly if ETF closes at or above downside threshold on related observation date; coupon payment events will automatically include any previously unpaid coupons due 3/14/2024

Barclays Bank plc 9.3% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 23,402.01 for Dow, 8,611.74 for Nasdaq, 1,329.83 for Russell; 70% of initial levels due 9/11/2024

Barclays Bank plc 9% annual rate, payable quarterly if the lowest fund closes at or above coupon barrier level on related observation date; previously unpaid coupons will also be paid; Coupon barrier levels: $256.58 for SPDR, $122.47 for iShares, $189.28 for Invesco, 65% of initial levels due 3/6/2025

Barclays Bank plc 0.00% due 3/8/2028

Barclays Bank plc 11% per year, payable quarterly if the stock closes at or above coupon barrier on the valuation date for that period; Coupon barrier level: $332.68; 70% of initial level due 3/6/2025

Barclays Bank plc 21% per year, payable monthly if each stock closes at or above coupon barrier on the observation date for that period; Coupon barriers: $99.60 for Target, $285.16 for Costco, $56.94 for Amazon, $84.40 for Walmart; 60% of initial levels due 3/6/2026

Barclays Bank plc 10% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 23,373.68 for Dow, 1,349.78 for Russell, 8,603.57 for Nasdaq; 70% of initial levels due 11/7/2024

Barclays Bank plc 8.75% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 23,373.68 for Dow, 1,349.78 for Russell, 8,603.57 for Nasdaq; 70% of initial levels due 5/8/2024

Barclays Bank plc 12.15% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 9,218.11 for Nasdaq, 25,043.23 for Dow, 1,446.2 for Russell; 75% of initial levels due 12/6/2024

Barclays Bank plc 9.5% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period, plus any previously unpaid coupon; Coupon barriers: 8,603.57 for Nasdaq, 2,831.95 for S&P, 1,349.78 for Russell; 0% of initial levels due 3/6/2026

Barclays Bank plc 31.65% per year, payable quarterly if each stock closes at or above coupon barrier on the observation date for that period; Coupon barriers: $15.65 for Paramount, $64.62 for Alphabet; 70% of initial levels due 3/6/2025

Barclays Bank plc 34.15% per year, payable quarterly if each stock closes at or above coupon barrier on the observation date for that period; Coupon barriers: $15.65 for Paramount, $18.34 for Intel; 70% of initial levels due 3/6/2025

Barclays Bank plc 9.75% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 2,831.95 for S&P, 23,373.68 for Dow, 1,349.78 for Russell; 70% of initial levels due 3/8/2028

Barclays Bank plc 8.3% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 2,831.95 for S&P, 8,603.57 for Nasdaq, 1,349.78 for Russell; 70% of initial levels due 12/6/2024

Barclays Bank plc 15.75% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 3,236.51 for S&P, 9,832.65 for Nasdaq, 1,542.61 for Russell; 80% of initial levels due 3/6/2026

Barclays Bank plc 13.1% if the underlying stock closes at or above its 50% downside threshold on the related quarterly observation date due 3/6/2026

Barclays Bank plc 9.75% per year, payable quarterly if each index closes at or above downside threshold level on observation date for that period due 3/6/2026

Barclays Bank plc 10% per year, payable quarterly if each index closes at or above downside threshold level on observation date for that period due 3/6/2025

Barclays Bank plc 22.1% if the underlying stock closes at or above its 50% downside threshold on the related quarterly observation date due 3/6/2026

Barclays Bank plc 9% per year, payable quarterly if each index closes at or above coupon barrier on each scheduled trading day during the determination period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier: 1,156.958 for Russell, 2,427.384 for S&P, 2,576.88 for Euro Stoxx; 60% of initial levels

Barclays Bank plc 10.65% per year, payable quarterly if each index closes at or above coupon barrier on each scheduled trading day during the determination period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier: 1,253.371 for Russell, 2,629.666 for S&P, 7,989.027 for Nasdaq; 65% of initial levels due 3/6/2025

Barclays Bank plc 13% per year, payable quarterly if each index closes at or above coupon barrier on each scheduled trading day during the determination period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier: 1,446.197 for Russell, 3,034.23 for S&P, 9,218.108 for Nasdaq; 75% of initial levels due 3/6/2026

Barclays Bank plc 8.25% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 23,373.68 for Dow, 1,349.78 for Russell, 8,603.57 for Nasdaq; 70% of initial levels due 12/6/2024

Barclays Bank plc 8.5% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 23,373.68 for Dow, 1,349.78 for Russell, 8,603.57 for Nasdaq; 70% of initial levels due 3/6/2026

Barclays Bank plc 8.35% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,831.95 for S&P, 8,603.57 for Nasdaq, 1,349.78 for Russell; 70% of initial levels due 12/7/2023

Barclays Bank plc 8%, payable semiannually if each index closes at or above coupon barrier on observation date; Coupon barriers: 2,173.26 for S&P, 1,044.14 for Russell, 55% of initial levels due 3/6/2028

Barclays Bank plc 7%, payable semiannually if each index closes at or above coupon barrier on observation date; Coupon barriers: 2,173.26 for S&P, 1,044.14 for Russell, 55% of initial levels due 3/6/2028

Barclays Bank plc 0.00% due 3/6/2025

Barclays Bank plc 16.35% per year, payable quarterly if each stock closes at or above coupon barrier level on every trading day during the observation period; Coupon barriers: $205.807 for Domino’s, $184.737 for McDonald’s, $89.012 for Yum!; 70% of initial levels due 3/5/2026

Barclays Bank plc 0.00% due 3/2/2028

Barclays Bank plc 0.00% due 3/4/2024

Barclays Bank plc 0.00% due 9/4/2025

Barclays Bank plc 0.00% due 9/4/2025

Barclays Bank plc 0.00% due 3/2/2028

Barclays Bank plc 0.00% due 9/2/2027

Barclays Bank plc 9% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 7,225.27 for Nasdaq, 19,594.02 for Dow, 1,138.89 for Russell; 60% of initial levels due 3/5/2026

Barclays Bank plc 11% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 8,429.48 for Nasdaq, 22,859.69 for Dow, 1,327.89 for Russell; 70% of initial levels due 3/5/2026

Barclays Bank plc 10.5% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 8,429.48 for Nasdaq, 22,859.69 for Dow, 1,327.89 for Russell; 70% of initial levels due 12/4/2024

Barclays Bank plc 10% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 8,429.48 for Nasdaq, 22,859.69 for Dow, 1,327.89 for Russell; 70% of initial levels due 3/5/2026

Barclays Bank plc 11.5% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 8,429.48 for Nasdaq, 2,966.87 for Stoxx, 1,327.89 for Russell; 70% of initial levels due 3/2/2028

Barclays Bank plc 10.85% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 8,429.48 for Nasdaq, 2,779.11 for S&P, 1,327.89 for Russell; 70% of initial levels due 9/3/2024

Barclays Bank plc 11% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 8,429.48 for Nasdaq, 2,779.11 for S&P, 1,327.89 for Russell; 70% of initial levels due 3/4/2027

Barclays Bank plc 8.9% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,779.11 for S&P, 1,327.89 for Russell and 8,429.48 for Nasdaq, or 70% of initial levels due 9/3/2024

Barclays Bank plc 9.5% per year, payable monthly if each index closes at or above coupon barrier levell on observation date for that period; Coupon barrier levels: 1,327.89 for Russell, 2,779.11 for S&P; 70% of initial levels due 3/5/2026

Barclays Bank plc 19.5% per year, paid quarterly if the underlying stock closes at or above its 60% downside threshold on the related quarterly observation date due 3/5/2026

Barclays Bank plc 9.35% per year, payable quarterly if each index closes at or above coupon barrier on each scheduled trading day during the determination period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier: 1,327.894 for Russell, 2,779.105 for S&P, 8,429.484 for Nasdaq; 70% of initial levels due 3/5/2026

Barclays Bank plc 0.00% due 3/3/2026

Barclays Bank plc 10%, payable quarterly if each index closes at or above its coupon threshold on every day that quarter; Coupon thresholds: 2,779.105 for S&P, 1,327.8937 for Russell, 8,429.484 for Nasdaq; 70% of initial levels due 11/29/2024

Barclays Bank plc 0.00% due 3/3/2028

Barclays Bank plc 0.00% due 9/3/2025

Barclays Bank plc 0.00% due 4/2/2024

Barclays Bank plc 0.00% due 3/2/2028

Barclays Bank plc 0.00% due 3/5/2026

Barclays Bank plc 18% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $7.13; 60% of initial level due 2/27/2026

Barclays Bank plc 22.25% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $104.96 for Meta, $54.04 for Alphabet, $19.96 for Uber; 60% of initial levels due 2/28/2025

Barclays Bank plc 17% per year annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barrier levels: $123.53 for Qualcomm, $99.61 for Disney, $38.74 for GM, 60% of initial levels due 2/28/2025

Barclays Bank plc 35% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $46.04 for Square, $47.15 for AMD, $123.43 for Tesla; 60% of initial levels due 3/5/2025

Barclays Bank plc 0.00% due 6/5/2024

Barclays Bank plc 0.00% due 3/5/2029

Barclays Bank plc 9.00% due 3/4/2026

Barclays Bank plc 7.70% due 8/30/2024

Barclays Bank plc 16.1% per year, payable semiannually if each index closes at or above coupon barrier level on the observation date for that period; Coupon barriers: 773.80 for EM, 1,517.02 Russell, 9,646.23 for Nasdaq; 80% of initial levels due 3/4/2025

Barclays Bank plc 0.00% due 9/2/2025

Barclays Bank plc 0.00% due 3/2/2029

Barclays Bank plc 0.00% due 3/2/2026

Barclays Bank plc 0.00% due 9/2/2026

Barclays Bank plc 0.00% due 3/4/2026

Barclays Bank plc 13% per year, payable quarterly if each index closes at or above its coupon barrier level on each scheduled trading day during that observation date; Coupon barriers: 1,327.388 for Russell, 2,787.57 for S&P, 2,973.61 for Stoxx; 70% of initial levels due 11/28/2025

Barclays Bank plc 12.75% per year, payable quarterly if shares close at or above coupon trigger level on a related determination date; coupon payments will automatically include any previously unpaid coupons; Coupon trigger level:$5.94; 50% of initial share price due 2/27/2025

Barclays Bank plc 0.00% due 8/29/2024

Barclays Bank plc 36.7% per year, payable monthly if each stock closes at or above coupon barrier on the observation date for that period; Coupon barriers: $8.32 for Ford, $27.43 for GM, $137.82 for Tesla, 70% of initial levels due 2/27/2026

Barclays Bank plc 12% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 8,378.76 for Nasdaq, 22,971.84 for Dow, 1,323.34 for Russell; 70% of initial levels due 11/29/2024

Barclays Bank plc 9.6% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 8,378.76 for Nasdaq, 22,971.84 for Dow, 1,323.34 for Russell; 70% of initial levels due 8/29/2024

Barclays Bank plc 9.2% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period, plus any unpaid coupons; Coupon barriers: 8,977.24 for Nasdaq, 24,612.69 for Dow, 1,417.86 for Russell; 75% of initial levels due 2/27/2026

Barclays Bank plc 9.25% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 8,378.76 for Nasdaq, 22,971.84 for Dow, 1,323.34 for Russell; 70% of initial levels due 2/27/2025

Barclays Bank plc 11.25% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 8,378.76 for Nasdaq, 2,779.03 for S&P, 1,323.34 for Russell; 70% of initial levels due 2/27/2026

Barclays Bank plc 10.1% per year, paid quarterly if the underlying stock closes at or above its 75% downside threshold on the related quarterly observation date due 2/27/2026

Barclays Bank plc 11.8008% per year, paid monthly if the index closes at or above its 85% coupon barrier on the relevant observation date due 2/29/2024

Barclays Bank plc 10% per year, payable quarterly if each index closes at or above downside threshold level on observation date for that period due 2/27/2025

Barclays Bank plc 0.00% due 2/27/2026

Barclays Bank plc 9% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 7,181.79 for Nasdaq, 19,690.15 for Dow, 1,134.29 for Russell; 60% of initial levels due 11/29/2024

Barclays Bank plc 0.00% due 2/29/2028

Barclays Bank plc 8.55% annual rate, paid quarterly if each index closes at or above its 70% coupon barrier on the relevant observation date due 2/29/2028

Barclays Bank plc 12.45% per year, payable quarterly if each index closes at or above its coupon barrier every day that quarter; Coupon barrier levels: 2,925.17 for Euro Stoxx, 1,323.34 for Russell, 2,779.03 for S&P; 70% of initial levels due 2/27/2026

Barclays Bank plc 7.5% per year, payable monthly if each stock closes at or above coupon barrier on the valuation date for that period; Coupon barriers: $71.87 for Amazon, $68.17 for Alphabet, $177.48 for Nvidia, $272.66 for Goldman; 75% of initial levels due 2/28/2028

Barclays Bank plc 0.00% due 2/28/2030

Barclays Bank plc 7% per year, payable monthly if the index closes at or above coupon barrier level observation date for that period; Coupon barrier level: 2,808.62, 70% of initial level due 2/26/2026

Barclays Bank plc 0.00% due 8/26/2027

Barclays Bank plc 10.3% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 8,446.39 for Nasdaq, 2,793.74 for S&P, 1,326.27 for Russell; 70% of initial levels due 2/27/2025

Barclays Bank plc 10.3% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 8,446.39 for Nasdaq, 2,793.74 for S&P, 1,326.27 for Russell; 70% of initial levels due 2/27/2025

Barclays Bank plc 0.00% due 2/26/2026

Barclays Bank plc 0.00% due 2/29/2028

Barclays Bank plc 0.00% due 8/28/2025

Barclays Bank plc 12.45% per year, payable quarterly if each index closes at or above its coupon barrier every day that quarter; Coupon barrier levels: 8,526.1 for Nasdaq, 1,335.665 for Russell, 2,808.62 for S&P; 70% of initial levels due 2/27/2025

Barclays Bank plc 10.35% due 5/28/2024

Barclays Bank plc 10.00% due 2/25/2025

Barclays Bank plc 0.00% due 2/25/2028

Barclays Bank plc 8% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period, plus any previously unpaid coupons; Coupon barriers: 7,239.76 for Nasdaq, 19,827.05 for Dow, 1,136.81 for Russell; 60% of initial levels due 2/26/2026

Barclays Bank plc 14.55%, paid monthly, if the index closes at or above its 85% downside threshold on the relevant observation date, plus any previously unpaid coupons due 2/26/2024

Barclays Bank plc 10.25% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $151.58 for Berkshire, $248.70 for Costco, $57.11 for Celanese, $118.95 for Caterpillar; 50% of initial levels due 2/25/2028

Barclays Bank plc 0.00% due 2/25/2028

Barclays Bank plc 14.1%, payable monthly if ETF closes at or above coupon barrier on related observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier: $255.99; 85% of initial share price due 2/23/2024

Barclays Bank plc 9.15% per year, payable quarterly if each index closes at or above coupon barrier level observation date for that period; Coupon barrier levels: 2,798.14 for S&P, 1,321.75 for Russell, 8,442.21 for Nasdaq; 70% of initial levels due 2/26/2024

Barclays Bank plc 0.00% due 12/26/2023

Barclays Bank plc 9.5% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that period; Coupon barrier levels: 2,798.138 for S&P, 8,442.21 for Nasdaq, 1,321.751 for Russell; 70% of initial levels due 2/26/2025

Barclays Bank plc 11.45% due 2/23/2024

Barclays Bank plc 11.90% due 2/23/2024

Barclays Bank plc 8.5% per year, payable quarterly if index closes at or above coupon trigger level on a related determination date, plus any previously unpaid coupons; Coupon trigger level: 2,855.36, 70% of initial level due 2/20/2026

Barclays Bank plc 6.75% per year, payable quarterly if index closes at or above coupon trigger level on a related determination date, plus any previously unpaid coupons; Coupon trigger level: 2,855.36, 70% of initial level due 2/20/2026

Barclays Bank plc 0.00% due 2/22/2027

Barclays Bank plc 0.00% due 2/22/2027

Barclays Bank plc 0.00% due 2/22/2027

Barclays Bank plc 7.25% per year, payable semiannually if each index closes at or above coupon barrier level observation date for that period; Coupon barrier levels: 20,296.01 for Dow, 1,167.81 for Russell, 7,414.91 for Nasdaq; 60% of initial levels due 2/20/2026

Barclays Bank plc 8.25% per year, payable semiannually if each index closes at or above coupon barrier level observation date for that period; Coupon barrier levels: 20,296.01 for Dow, 1,167.81 for Russell, 7,414.91 for Nasdaq; 60% of initial levels due 2/20/2026

Barclays Bank plc 7.6% per year, payable semiannually if each index closes at or above coupon barrier level observation date for that period; Coupon barrier levels: 1,362.45 for Russell, 2,855.36 for S&P; 70% of initial levels due 2/20/2026

Barclays Bank plc 8.75% per year, payable semiannually if each index closes at or above coupon barrier level observation date for that period; Coupon barrier levels: 1,362.45 for Russell, 2,855.36 for S&P; 70% of initial levels due 2/20/2026

Barclays Bank plc 14.05% per year, payable quarterly if each index closes at or above coupon barrier on every trading day during the observation period; Coupon barriers: 9,268.64 for Nasdaq, 3,059.32 for S&P, 1,459.77 for Russell; 75% of initial levels due 2/21/2025

Barclays Bank plc 10.4% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barrier levels: 8,650.73 for Nasdaq, 23,678.68 for Dow, 1,362.45 for Russell; 70% of initial levels due 11/20/2026

Barclays Bank plc 10.3% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barrier levels: 8,650.73 for Nasdaq, 23,678.68 for Dow, 1,362.45 for Russell; 70% of initial levels due 11/22/2027

Barclays Bank plc 10.35% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barrier levels: 8,650.73 for Nasdaq, 23,678.68 for Dow, 1,362.45 for Russell; 70% of initial levels due 5/20/2027

Barclays Bank plc 12.75% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 9,886.54 for Nasdaq, 27,061.35 for Dow, 1,557.08 for Russell; 80% of initial levels due 2/23/2028

Barclays Bank plc 8.75% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 8,650.73 for Nasdaq, 23,678.68 for Dow, 1,362.45 for Russell; 70% of initial levels due 2/20/2026

Barclays Bank plc 12.7% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 8,650.73 for Nasdaq, 23,678.68 for Dow, 1,362.45 for Russell; 70% of initial levels due 2/20/2026

Barclays Bank plc 10.5% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 8,650.73 for Nasdaq, 23,678.68 for Dow, 1,362.45 for Russell; 70% of initial levels due 2/23/2028

Barclays Bank plc 14.7% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 9,886.54 for Nasdaq, 27,061.35 for Dow, 1,557.08 for Russell; 80% of initial levels due 2/20/2026

Barclays Bank plc 9.25% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 8,650.73 for Nasdaq, 23,678.68 for Dow, 1,362.45 for Russell; 70% of initial levels due 11/21/2024

Barclays Bank plc 10.25% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 8,650.73 for Nasdaq, 23,678.68 for Dow, 1,362.45 for Russell; 70% of initial levels due 2/20/2026

Barclays Bank plc 7.7% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 8,650.73 for Nasdaq, 1,362.45 for Russell, 2,855.36 for S&P; 70% of initial levels due 2/23/2028

Barclays Bank plc 7.6% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 8,650.73 for Nasdaq, 1,362.45 for Russell, 2,855.36 for S&P; 70% of initial levels due 8/22/2024

Barclays Bank plc 10% per year, payable quarterly if each index closes at or above coupon barrier on the related quarterly observation date starting Aug. 17, 2023; Coupon barriers: 2,855.36 for S&P, 1,362.45 for Russell; 70% of initial levels due 2/20/2026

Barclays Bank plc 8.5% per year, payable quarterly if each index closes at or above coupon barrier on the related quarterly observation date starting Aug. 17, 2023; Coupon barriers: 2,855.36 for S&P, 1,362.45 for Russell; 70% of initial levels due 2/20/2026

Barclays Bank plc 10% per year, payable semiannually if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 2,855.36 for S&P, 1,362.45 for Russell; 70% of initial levels due 2/23/2026

Barclays Bank plc 8.5% per year, payable semiannually if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 2,855.36 for S&P, 1,362.45 for Russell; 70% of initial levels due 2/23/2026

Barclays Bank plc 13% per year, paid quarterly if the underlying stock closes at or above its 50% downside threshold on the related quarterly observation date due 2/20/2026

Barclays Bank plc 8% per year, paid quarterly if the index closes at or above its 79% coupon barrier on the relevant observation date due 2/20/2026

Barclays Bank plc 9% per year, payable quarterly if each index closes at or above downside threshold level on observation date for that period due 2/21/2025

Barclays Bank plc 10.05% per year, payable quarterly if each index closes at or above coupon barrier level on every trading day that quarter; Coupon barrier levels: 2,855.363 for S&P, 8,650.726 for Nasdaq, 1,362.449 for Russell; 70% of initial levels due 2/20/2026

Barclays Bank plc 13.3% per year, payable quarterly if each index closes at or above coupon barrier on every scheduled trading day during the determination period; Coupon barriers: 1,459.767 for Russell, 3,059.318 for S&P, 9,268.635 for Nasdaq; 75% of initial levels due 2/21/2025

Barclays Bank plc 0.00% due 2/22/2027

Barclays Bank plc 0.00% due 2/23/2028

Barclays Bank plc 0.00% due 2/22/2027

Barclays Bank plc 10.35% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 23,678.68 for Dow, 8,650.73 for Nasdaq, 1,362.45 for Russell; 70% of initial levels due 2/20/2026

Barclays Bank plc 10.6% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 23,678.68 for Dow, 8,650.73 for Nasdaq, 1,362.45 for Russell; 70% of initial levels due 11/21/2024

Barclays Bank plc 10.2% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 23,678.68 for Dow, 8,650.73 for Nasdaq, 1,362.45 for Russell; 70% of initial levels due 8/22/2024

Barclays Bank plc 10% annualized, payable quarterly if index closes at or above coupon barrier on related observation date; Coupon barrier: 3,181.69; 78% of initial level due 11/21/2024

Barclays Bank plc 7.5% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,855.36 for S&P, 8,650.73 for Nasdaq, 1,362.45 for Russell; 70% of initial levels due 8/21/2025

Barclays Bank plc 25% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $135.40; 65% of initial level due 2/20/2026

Barclays Bank plc 11.1% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $76.26, 75% of initial level due 8/27/2024

Barclays Bank plc 12% per year, payable quarterly if each index closes at or above its coupon barrier every day that quarter; Coupon barrier levels: 2,992.44 for Euro Stoxx, 1,362.449 for Russell, 2,855.36 for S&P; 70% of initial levels due 11/20/2025

Barclays Bank plc 12.35% per year, payable quarterly if each index closes at or above its coupon barrier every day that quarter; Coupon barrier levels: 2,992.44 for Euro Stoxx, 1,362.449 for Russell, 2,855.36 for S&P; 70% of initial levels due 5/21/2026

Barclays Bank plc 20.35% due 2/22/2024

Barclays Bank plc 13.1508% per year, paid monthly if the index closes at or above its 85% coupon barrier on the relevant observation date, plus any previously unpaid coupon due 2/21/2024

Barclays Bank plc 6.8% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,045.21 for S&P, 971.11 for Russell; 50% of initial levels due 2/21/2025

Barclays Bank plc 7.5% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,454.25 for S&P, 7,465.49 for Nasdaq; 60% of initial levels due 2/21/2025

Barclays Bank plc 15%, payable quarterly if stock closes at or above downside threshold on observation date for that quarter due 2/20/2026

Barclays Bank plc 11.75% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 8,881.52 for Nasdaq, 23,889.64 for Dow, 1,372.68 for Russell; 70% of initial levels due 2/21/2025

Barclays Bank plc 14.75% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 10,150.31 for Nasdaq, 3,318.08 for S&P, 1,568.78 for Russell; 80% of initial levels due 2/20/2026

Barclays Bank plc 13.6% per year, paid monthly if ETF closes at or above downside threshold on related observation date; coupon payment events will automatically include any previously unpaid coupons due 2/21/2024

Barclays Bank plc 13.65% per year, paid monthly if the index closes at or above its 85% coupon barrier on the relevant observation date due 2/21/2024

Barclays Bank plc 0.00% due 1/21/2026

Barclays Bank plc 21.95% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $6.10; 50% of initial level due 8/20/2024

Barclays Bank plc 10.5% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 23,889.64 for Dow, 8,881.52 for Nasdaq, 1,372.68 for Russell; 70% of initial levels due 2/21/2025

Barclays Bank plc 6.65% per year, payable monthly if each index closes at or above coupon barrier level on observation date for that period; Coupon barrier levels: 10,072.71 for Nasdaq, 27,271.42 for Dow, 1,551.93 for Russell; 80% of initial levels due 7/18/2024

Barclays Bank plc 0.00% due 9/4/2025

Barclays Bank plc 0.00% due 9/4/2025

Barclays Bank plc 0.00% due 2/19/2025

Barclays Bank plc 12% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 8,813.62 for Nasdaq, 23,862.49 for Dow, 1,357.94 for Russell; 70% of initial levels due 8/19/2027

Barclays Bank plc 11.75% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 8,813.62 for Nasdaq, 23,862.49 for Dow, 1,357.94 for Russell; 70% of initial levels due 8/19/2026

Barclays Bank plc 12% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 8,813.62 for Nasdaq, 23,862.49 for Dow, 1,357.94 for Russell; 70% of initial levels due 2/19/2027

Barclays Bank plc 8% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 8,813.62 for Nasdaq, 2,895.29 for S&P, 1,357.94 for Russell; 70% of initial levels due 2/17/2028

Barclays Bank plc 13% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 8,613.44 for Nasdaq, 2,863.32 for S&P, 1,343.17 for Russell; 70% of initial levels due 2/13/2025

Barclays Bank plc 10% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 8,813.62 for Nasdaq, 2,895.29 for S&P, 1,357.94 for Russell; 70% of initial levels due 2/19/2027

Barclays Bank plc 12.20004% per year, paid monthly if the index closes at or above its 80% coupon barrier on the relevant observation date due 2/20/2024

Barclays Bank plc 0.00% due 2/17/2026

Barclays Bank plc 0.00% due 3/4/2026

Barclays Bank plc 8.75% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 23,862.49 for Dow, 8,813.62 for Nasdaq, 1,357.94 for Russell; 70% of initial levels due 8/19/2024

Barclays Bank plc 0.00% due 2/19/2027

Barclays Bank plc 0.00% due 3/5/2029

Barclays Bank plc 0.00% due 2/20/2029

Barclays Bank plc 0.00% due 3/3/2028

Barclays Bank plc 10.7004%, paid quarterly, if the underlying fund closes at or above its 85% coupon barrier level on the related quarterly observation date, plus any previously unpaid coupon due 2/16/2024

Barclays Bank plc 10.45% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 8,751.62 for Nasdaq, 23,972.15 for Dow, 1,358.8 for Russell; 70% of initial levels due 11/18/2024

Barclays Bank plc 11.35% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 8,751.62 for Nasdaq, 23,972.15 for Dow, 1,358.8 for Russell; 70% of initial levels due 2/19/2026

Barclays Bank plc 12.80004% per year, paid monthly if the index closes at or above its 80% coupon barrier on the relevant observation date due 2/16/2024

Barclays Bank plc 0.00% due 2/18/2026

Barclays Bank plc 0.00% due 5/13/2026

Barclays Bank plc 0.00% due 2/18/2026

Barclays Bank plc 0.00% due 5/13/2026

Barclays Bank plc 0.00% due 2/16/2028

Barclays Bank plc 0.00% due 2/16/2028

Barclays Bank plc 11.3% per year, payable quarterly if shares close at or above coupon trigger level on a related determination date; coupon payment events will automatically include any previously unpaid coupons; Coupon trigger level: $68.33; 70% of initial share price due 2/13/2026

Barclays Bank plc 0.00% due 2/12/2026

Barclays Bank plc 0.00% due 1/14/2026

Barclays Bank plc 10.4% per year, payable monthly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 25,401.95 for Dow, 1,439.11 for Russell, 9,288.69 for Nasdaq; 75% of initial levels due 2/13/2025

Barclays Bank plc 10.4% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 8,613.44 for Nasdaq, 23,708.49 for Dow, 1,343.17 for Russell; 70% of initial levels due 2/13/2026

Barclays Bank plc 11% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 8,613.44 for Nasdaq, 23,708.49 for Dow, 1,343.17 for Russell; 70% of initial levels due 2/13/2025

Barclays Bank plc 8.75% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 8,613.44 for Nasdaq, 23,708.49 for Dow, 1,343.17 for Russell; 70% of initial levels due 2/13/2025

Barclays Bank plc 10.5% per year, paid quarterly if the underlying stock closes at or above its 65% downside threshold on the related quarterly observation date due 2/13/2026

Barclays Bank plc 14.0004% per year, paid monthly if the index closes at or above its 85% coupon barrier on the relevant observation date, plus any previously unpaid coupon due 2/14/2024

Barclays Bank plc 8.6% per year, payable quarterly if each index closes at or above coupon barrier on every scheduled trading day during the determination period; Coupon barrier: 1,151.288 for Russell, 2,454.276 for S&P, 2,518.764 for Stoxx; 75% of initial levels due 2/13/2026

Barclays Bank plc 8.6% per year, payable quarterly if each index closes at or above coupon barrier on every scheduled trading day during the determination period; Coupon barrier: 1,247.229 for Russell, 2,658.799 for S&P, 7,998.198 for Nasdaq; 65% of initial levels due 2/13/2025

Barclays Bank plc 0.00% due 2/13/2025

Barclays Bank plc 0.00% due 2/13/2026

Barclays Bank plc 0.00% due 2/13/2026

Barclays Bank plc 0.00% due 2/14/2030

Barclays Bank plc 25.5% annualized, payable monthly if stock closes at or above coupon barrier level on related observation date; Coupon barrier level: $127.9, 65% of initial level due 2/13/2026

Barclays Bank plc 9%, payable quarterly if stock closes at or above downside threshold on observation date for that quarter due 2/13/2026

Barclays Bank plc 8.25%, payable quarterly if stock closes at or above downside threshold on observation date for that quarter due 2/13/2026

Barclays Bank plc 0.00% due 6/11/2026

Barclays Bank plc 0.00% due 6/11/2026

Barclays Bank plc Quarterly at 8.45% per year if each component closes at or above coupon barrier level on the determination date for that quarter; Coupon barrier level: 2,857.05 for S&P, 8,666.82 for Nasdaq, 1,340.74 for Russell; 70% of initial levels due 2/14/2028

Barclays Bank plc 10.15% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 8,666.82 for Nasdaq, 2,857.05 for S&P, 1,340.74 for Russell; 70% of initial levels due 2/13/2025

Barclays Bank plc 8.1% per year, paid monthly if the index closes at or above its 85% coupon barrier on the relevant observation date, plus any previously unpaid coupon due 2/14/2024

Barclays Bank plc 0.00% due 2/27/2024

Barclays Bank plc 10.45% annualized, payable monthly if each index closes at or above coupon barrier level on related observation date; Coupon barrier levels: 23,589.92 for Dow, 8,666.82 for Nasdaq, 1,340.74 for Russell; 70% of initial levels due 5/14/2024

Barclays Bank plc 9.65% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 8,666.82 for Nasdaq, 23,589.92 for Dow, 1,340.74 for Russell; 70% of initial levels due 2/12/2027

Barclays Bank plc 10.25% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 8,666.82 for Nasdaq, 2,857.05 for S&P, 1,340.74 for Russell; 70% of initial levels due 8/14/2024

Barclays Bank plc 8.15% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 8,666.82 for Nasdaq, 2,857.05 for S&P, 1,340.74 for Russell; 70% of initial levels due 11/14/2024

Barclays Bank plc 8.6% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,857.05 for S&P, 1,340.74 for Russell; 70% of initial levels due 2/12/2026

Barclays Bank plc 9.7% per year, payable quarterly if each index closes at or above its coupon barrier level on the related observation date; Coupon barriers: 1,359.819 for Russell, 2,882.5 for S&P, 1,467.6 for MSCI EAFE; 70% of initial levels due 2/11/2028

Barclays Bank plc 13.8504% annual rate, payable monthly if index closes at or above coupon barrier on review date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier: 10,819.03; 85% of initial level due 2/12/2024

Barclays Bank plc 10.7508% annual rate, payable monthly if index closes at or above coupon barrier on review date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier: 3,539.4; 85% of initial level due 2/12/2024

Barclays Bank plc 9% annual rate, payable monthly if each index closes at or above coupon barrier level on related observation date; Coupon barrier levels: 27,159.21 for Dow, 1,554.08 for Russell, 9,996.30 for Nasdaq; 80% of initial levels due 8/13/2025

Barclays Bank plc 8% per year, payable monthly if each index closes at or above coupon barrier level observation date for that period; Coupon barrier levels: 2,882.50 for S&P, 8,746.77 for Nasdaq, 1,359.82 for Russell; 70% of initial levels due 2/11/2027

Barclays Bank plc 0.00% due 4/19/2024

Barclays Bank plc 10.3% per year, payable monthly if each asset closes at or above coupon barrier on the valuation date for that period, plus any previously unpaid coupon; Coupon barriers: 27,159.21 for Dow, 1,554.08 for Russell, 9,996.3 for Nasdaq; 80% of initial levels due 2/12/2026

Barclays Bank plc 13% per year, payable monthly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 27,159.21 for Dow, 1,554.08 for Russell, 9,996.3 for Nasdaq; 80% of initial levels due 11/14/2024

Barclays Bank plc 15.1% per year, payable monthly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 27,159.21 for Dow, 1,554.08 for Russell, 9,996.3 for Nasdaq; 80% of initial levels due 5/13/2024

Barclays Bank plc 0.00% due 2/13/2025

Barclays Bank plc 13.8% per year, paid monthly if ETF closes at or above downside threshold on related observation date; coupon payment events will automatically include any previously unpaid coupons due 2/12/2024

Barclays Bank plc 10.5% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 8,746.77 for Nasdaq, 23,764.31 for Dow, 1,359.82 for Russell; 70% of initial levels due 2/6/2026

Barclays Bank plc 10.7004%, paid quarterly, if the underlying fund closes at or above its 85% coupon barrier level on the related quarterly observation date, plus any previously unpaid coupon due 2/12/2024

Barclays Bank plc 0.00% due 2/10/2028

Barclays Bank plc 11.3% per year, payable monthly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 23,909.68 for Dow, 1,380.83 for Russell, 8,909.79 for Nasdaq; 70% of initial levels due 8/12/2024

Barclays Bank plc 13.5% per year, payable quarterly if each stock closes at or above coupon barrier on the observation date for that period; Coupon barriers: $71.54 for Philip Morris, $32.59 for Altria, $30.26 for British American; 70% of initial levels due 2/10/2028

Barclays Bank plc 11.3% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 25,617.52 for Dow, 1,479.46 for Russell, 3,123.0 for S&P; 75% of initial levels due 2/10/2028

Barclays Bank plc 13.9% per year, paid monthly if ETF closes at or above downside threshold on related observation date; coupon payment events will automatically include any previously unpaid coupons due 2/12/2024

Barclays Bank plc 10.5% annualized, payable monthly if each index closes at or above coupon barrier level on related observation date; Coupon barrier levels: 23,909.68 for Dow, 8,909.79 for Nasdaq, 1,380.83 for Russell; 70% of initial levels due 11/13/2024

Barclays Bank plc 11%, payable monthly if ETF closes above coupon barrier on related observation date, plus any previously unpaid coupon; Coupon barrier: $244.94, 80% of initial share price due 2/8/2024

Barclays Bank plc 7.70% due 10/7/2025

Barclays Bank plc 0.00% due 2/6/2025

Barclays Bank plc 20.15% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $5.94; 50% of initial level due 8/9/2024

Barclays Bank plc 0.00% due 2/6/2025

Barclays Bank plc 12.3504% annual rate, payable monthly if index closes at or above coupon barrier on review date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier: 10,882.67; 85% of initial level due 2/7/2024

Barclays Bank plc 0.00% due 12/16/2024

Barclays Bank plc 0.00% due 2/6/2025

Barclays Bank plc 0.00% due 2/8/2028

Barclays Bank plc 0.00% due 2/8/2028

Barclays Bank plc 9.6% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 8,801.35 for Nasdaq, 2,895.54 for S&P, 1,389.87 for Russell; 70% of initial levels due 2/6/2025

Barclays Bank plc 10% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 8,801.35 for Nasdaq, 2,895.54 for S&P, 1,389.87 for Russell; 70% of initial levels due 2/6/2026

Barclays Bank plc 7.25% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 6,286.68 for Nasdaq, 2,068.24 for S&P, 992.77 for Russell; 50% of initial levels due 2/6/2025

Barclays Bank plc 8.2% per year, payable quarterly if each index closes at or above downside threshold level on observation date for that period due 2/6/2025

Barclays Bank plc 20% if the underlying stock closes at or above its 50% downside threshold on the related quarterly observation date due 2/6/2026

Barclays Bank plc 10.75%, payable quarterly if ETF closes at or above trigger price on observation date for that quarter due 2/5/2025

Barclays Bank plc 9.65% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 8,801.35 for Nasdaq, 23,748.21 for Dow, 1,389.87 for Russell; 70% of initial levels due 2/6/2026

Barclays Bank plc 10.25% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,102.36 for S&P, 9,430.02 for Nasdaq, 1,489.15 for Russell; 75% of initial levels due 8/8/2024

Barclays Bank plc 10.15% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,102.36 for S&P, 9,430.02 for Nasdaq, 1,489.15 for Russell; 75% of initial levels due 5/8/2024

Barclays Bank plc 10.85% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,102.36 for S&P, 9,430.02 for Nasdaq, 1,489.15 for Russell; 75% of initial levels due 2/6/2025

Barclays Bank plc 0.00% due 2/5/2026

Barclays Bank plc 0.00% due 5/27/2027

Barclays Bank plc 0.00%

Barclays Bank plc 5.35% per year, payable monthly if each index closes at or above coupon barrier level observation date for that period; Coupon barrier levels: 1,176.49 for Russell, 7,417.86 for Nasdaq, 20,455.78 for Dow; 60% of initial levels due 8/6/2024

Barclays Bank plc 13.7% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 9,890.48 for Nasdaq, 27,274.37 for Dow, 1,568.65 for Russell; 80% of initial levels due 2/6/2025

Barclays Bank plc 9.4% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 2,812.44 for S&P, 2,911.04 for Stoxx, 1,320.0 for Russell; 70% of initial levels due 2/3/2028

Barclays Bank plc 11.43% per year, paid monthly if ETF closes at or above downside threshold on related observation date; coupon payment events will automatically include any previously unpaid coupons due 2/9/2024

Barclays Bank plc 11.45% per year, paid monthly if ETF closes at or above downside threshold on related observation date; coupon payment events will automatically include any previously unpaid coupons due 2/6/2024

Barclays Bank plc 11.95% per year, payable quarterly if each index closes at or above its coupon barrier level on each scheduled trading day during that observation date; Coupon barriers: 1,352.362 for Russell, 2,853.62 for S&P, 8,471.35 for Nasdaq; 70% of initial levels due 8/5/2026

Barclays Bank plc 10%, payable monthly if each index closes at or above coupon barrier on observation date; Coupon barriers: 3,261.28 for S&P, 1,545.56 for Russell, 80% of initial levels due 2/5/2026

Barclays Bank plc 8.80% due 5/3/2024

Barclays Bank plc 0.00% due 8/5/2025

Barclays Bank plc 0.00% due 7/5/2024

Barclays Bank plc 0.00% due 2/3/2028

Barclays Bank plc 0.00% due 2/5/2026

Barclays Bank plc 11% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 25,564.53 for Dow, 3,057.45 for S&P, 1,448.96 for Russell; 75% of initial levels due 2/3/2028

Barclays Bank plc 10% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barriers: 9,076.45 for Nasdaq, 3,057.45 for S&P, 1,448.96 for Russell; 75% of initial levels due 2/5/2025

Barclays Bank plc 13% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 8,471.35 for Nasdaq, 2,853.62 for S&P, 1,352.36 for Russell; 70% of initial levels due 2/5/2026

Barclays Bank plc 12% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 8,471.35 for Nasdaq, 2,853.62 for S&P, 1,352.36 for Russell; 70% of initial levels due 2/5/2026

Barclays Bank plc 12.25% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 8,471.35 for Nasdaq, 2,853.62 for S&P, 1,352.36 for Russell; 70% of initial levels due 11/5/2024

Barclays Bank plc 11% per year, payable monthly if each index closes at or above coupon barrier level observation date for that period; Coupon barrier levels: 1,352.36 for Russell, 2,853.62 for S&P; 70% of initial levels due 2/5/2026

Barclays Bank plc 9.5% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 2,445.96 for S&P, 20,451.62 for Dow, 1,159.17 for Russell; 60% of initial levels due 2/3/2028

Barclays Bank plc 8% per year, payable monthly if each index closes at or above coupon barrier level observation date for that period; Coupon barrier levels: 965.97 for Russell, 2,038.30 for S&P, 6,050.97 for Nasdaq, 50% of initial levels due 2/5/2026

Barclays Bank plc 10% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 2,445.96 for S&P, 7,261.16 for Nasdaq, 1,159.17 for Russell; 60% of initial levels due 2/3/2028

Barclays Bank plc 0.00% due 2/4/2026

Barclays Bank plc two-year U.S. dollar SOFR ICE swap rate plus a spread of 150 basis points, subject to a floor of 0%; payable quarterly due 2/3/2025

Barclays Bank plc 0.00% due 2/4/2026

Barclays Bank plc 0.00% due 2/5/2029

Barclays Bank plc 0.00% due 8/3/2026

Barclays Bank plc 0.00% due 8/5/2025

Barclays Bank plc 0.00% due 2/5/2026

Barclays Bank plc 0.00% due 2/3/2028

Barclays Bank plc 20% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $8.11 for Ford, $65.09 for Disney, $21.46 for Southwest; 60% of initial levels due 2/5/2025

Barclays Bank plc 8.1% annual rate, payable quarterly if the index closes at or above coupon barrier on observation date; Coupon barrier: 2,703.11; 65% of initial level due 2/4/2026

Barclays Bank plc 0.00% due 2/5/2029

Barclays Bank plc 12.9%, payable monthly if ETF closes at or above coupon barrier on related observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier: $251.82; 85% of initial share price due 2/1/2024

Barclays Bank plc 12.8005% annual rate, payable monthly if index closes at or above coupon barrier on review date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier: 10,341.61; 85% of initial level due 2/1/2024

Barclays Bank plc 10.4004% annual rate, payable monthly if index closes at or above coupon barrier on review date for that quarter; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier: 3,459.98; 85% of initial level due 2/1/2024

Barclays Bank plc 6.2% per year, payable monthly if each index closes at or above coupon barrier level observation date for that period; Coupon barrier levels: 1,320.0 for Russell, 8,338.67 for Nasdaq, 23,601.96 for Dow; 70% of initial levels due 2/4/2025

Barclays Bank plc 12.5% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 8,934.29 for Nasdaq, 25,287.82 for Dow, 1,414.29 for Russell; 75% of initial levels due 2/5/2026

Barclays Bank plc 8.8% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 8,338.67 for Nasdaq, 2,812.44 for S&P, 1,320.0 for Russell; 70% of initial levels due 8/2/2024

Barclays Bank plc 12.9% per year, paid monthly if underlying ETF closes at or above downside threshold on relevant monthly observation date, plus any previously unpaid coupons due 2/2/2024

Barclays Bank plc 0.00% due 2/2/2029

Barclays Bank plc 0.00% due 2/2/2026

Barclays Bank plc 0.00% due 2/2/2027

Barclays Bank plc 0.00% due 8/4/2025

Barclays Bank plc 8.65% annualized, payable semiannually if each ETF closes at or above coupon barrier on related observation date; Coupon barriers: $263.69 for SPDR, $123.23 for iShares, $192.57 for QQQ; 65% of initial levels due 1/30/2026

Barclays Bank plc 10.45% annual rate, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barriers: $203.77 for SPDR Dow, $54.74 for Energy fund; 60% of initial levels due 1/30/2026

Barclays Bank plc 0.00% due 1/30/2026

Barclays Bank plc 12.5% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 8,516.62 for Nasdaq, 23,784.66 for Dow, 1,338.02 for Russell; 70% of initial levels due 2/1/2024

Barclays Bank plc 9% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 8,516.62 for Nasdaq, 2,849.39 for S&P, 1,338.02 for Russell; 70% of initial levels due 2/1/2028

Barclays Bank plc 9.25% per year, payable semiannually if the index closes at or above coupon barrier on the valuation date for that period; Coupon barrier level: 2,849.39; 70% of initial level due 1/30/2026

Barclays Bank plc 0.00% due 3/24/2023

Barclays Bank plc 12.95004% per year, paid monthly if ETF closes at or above downside threshold on related observation date; coupon payment events will automatically include any previously unpaid coupons due 2/1/2024

Barclays Bank plc 9.1% per year, payable quarterly if each index closes at or above downside threshold level on observation date for that period due 1/30/2025

Barclays Bank plc 10.15% per year, payable quarterly if each index closes at or above coupon barrier on every scheduled trading day during the determination period; Coupon barrier: 1,242.446 for Russell, 2,645.864 for S&P, 7,908.29 for Nasdaq; 65% of initial levels due 1/30/2025

Barclays Bank plc 0.00% due 4/29/2026

Barclays Bank plc 26% annualized, payable quarterly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $91.04 for Meta, $45.24 for AMD, $61.34 for Amazon; 60% of initial levels due 1/30/2025

Barclays Bank plc 8.75% annualized, payable quarterly if index closes at or above coupon barrier on related observation date; Coupon barrier: 8,516.62; 70% of initial level due 1/30/2026

Barclays Bank plc 12.1% annualized, payable quarterly if index closes at or above coupon barrier on related observation date; Coupon barrier: 1,529.16; 80% of initial level due 2/1/2027

Barclays Bank plc 9.55% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,849.39 for S&P, 8,516.62 for Nasdaq, 1,338.02 for Russell; 70% of initial levels due 8/1/2024

Barclays Bank plc 8.25%, payable quarterly if basket closes at or above trigger price on observation date for that quarter due 2/1/2024

Barclays Bank plc 7%, payable quarterly if basket closes at or above trigger price on observation date for that quarter due 2/1/2024

Barclays Bank plc 11.4% annual rate, payable monthly if index closes at or above coupon barrier on review date for that quarter; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier: 3,413.79; 85% of initial level due 1/30/2024

Barclays Bank plc 0.00% due 1/31/2030

Barclays Bank plc 0.00% due 11/24/2028

Barclays Bank plc 0.00% due 1/29/2026

Barclays Bank plc 7.5% annual rate, payable quarterly if each index closes at or above coupon barrier level on related observation date, plus any previously unpaid coupons; Coupon barrier levels: 9,641.18 for Nasdaq, 1,522.45 for Russell; 80% of initial levels due 1/31/2028

Barclays Bank plc 8.25% annual rate, payable quarterly if each index closes at or above coupon barrier level on related observation date, plus any previously unpaid coupons; Coupon barrier levels: 9,641.18 for Nasdaq, 1,522.45 for Russell; 80% of initial levels due 1/29/2026

Barclays Bank plc 10% annual rate, payable monthly if each index closes at or above coupon barrier level on related observation date; Coupon barrier levels: 3,248.34 for S&P, 9,641.18 for Nasdaq, 1,522.45 for Russell; 80% of initial levels due 1/30/2025

Barclays Bank plc 8.75% annual rate, payable monthly if each ETF closes at or above coupon barrier level on related observation date; Coupon barrier levels: $24.57 for VanEck, $16.49 for iShares; 75% of initial levels due 1/29/2026

Barclays Bank plc 7.6% per year, payable monthly if each index closes at or above coupon barrier level observation date for that period; Coupon barrier levels: 1,522.45 for Russell, 9,641.18 for Nasdaq, 3,248.34 for S&P; 80% of initial levels due 5/1/2025

Barclays Bank plc 0.00% due 7/29/2027

Barclays Bank plc 10.5% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 2,842.30 for S&P, 8,436.04 for Nasdaq, 1,332.14 for Russell; 70% of initial levels due 1/29/2026

Barclays Bank plc 11% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 7,833.46 for Nasdaq, 2,639.28 for S&P, 1,236.99 for Russell; 65% of initial levels due 1/30/2025

Barclays Bank plc 10.5% per year, payable monthly if each index closes at or above coupon barrier level observation date for that period; Coupon barrier levels: 1,332.14 for Russell, 8,436.04 for Nasdaq, 2,842.3 for S&P; 70% of initial levels due 10/31/2024

Barclays Bank plc 9% per year, payable monthly if each index closes at or above coupon barrier level observation date for that period; Coupon barrier levels: 1,332.14 for Russell, 2,842.3 for S&P; 70% of initial levels due 1/29/2026

Barclays Bank plc 13.75%, paid monthly, if the underlying fund closes at or above its downside threshold on the related monthly observation date, plus any previously unpaid coupons due 1/31/2024

Barclays Bank plc 6% until Jan. 30, 2024; after that, SOFR plus 100 bps with a 0% floor; payable quarterly due 1/30/2026

Barclays Bank plc 0.00% due 1/31/2028

Barclays Bank plc 0.00% due 7/31/2025

Barclays Bank plc 0.00% due 1/31/2028

Barclays Bank plc 0.00% due 1/30/2025

Barclays Bank plc 0.00% due 1/29/2026

Barclays Bank plc 10% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 9,038.61 for Nasdaq, 1,427.3 for Russell; 75% of initial levels due 1/31/2028

Barclays Bank plc 8% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,639.28 for S&P, 22,067.12 for Dow, 1,236.99 for Russell; 65% of initial levels due 1/29/2026

Barclays Bank plc 9.8% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,842.30 for S&P, 8,436.04 for Nasdaq, 1,332.14 for Russell; 70% of initial levels due 1/29/2027

Barclays Bank plc 9.5% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,842.3 for S&P, 8,436.04 for Nasdaq, 1,332.14 for Russell; 70% of initial levels due 10/31/2024

Barclays Bank plc 10.75% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,842.3 for S&P, 8,436.04 for Nasdaq, 1,332.14 for Russell; 70% of initial levels due 7/31/2025

Barclays Bank plc 10% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,842.3 for S&P, 8,436.04 for Nasdaq, 1,332.14 for Russell; 70% of initial levels due 1/29/2026

Barclays Bank plc 0.00% due 1/31/2028

Barclays Bank plc 12% per year, payable quarterly if each index closes at or above its coupon barrier level on each scheduled trading day during that observation date; Coupon barriers: 1,332.145 for Russell, 2,842.3 for S&P, 2,921.79 for Stoxx; 70% of initial levels due 1/29/2026

Barclays Bank plc 11.65%, payable monthly if ETF closes above coupon barrier on related observation date, plus any previously unpaid coupon; Coupon barrier: $230.70, 80% of initial share price due 1/29/2024

Barclays Bank plc 11.1%, paid quarterly, if the underlying fund closes at or above its 85% coupon barrier level on the related quarterly observation date, plus any previously unpaid coupon due 1/29/2024

Barclays Bank plc 10.05% per year, payable quarterly if each index closes at or above coupon barrier level observation date for that period; Coupon barrier levels: 1,039.68 for Russell, 6,498.08 for Nasdaq, 18,559.11 for Dow; 55% of initial levels due 1/29/2026

Barclays Bank plc 11.1% per year, payable monthly if each index closes at or above coupon barrier level observation date for that period; Coupon barrier levels: 1,323.22 for Russell, 8,270.28 for Nasdaq, 2,811.35 for S&P; 70% of initial levels due 1/29/2026

Barclays Bank plc 8.1% per year, paid quarterly if the index closes at or above its 75% coupon barrier on every trading day during the relevant observation period due 1/29/2026

Barclays Bank plc 7.45% due 5/2/2024

Barclays Bank plc 9.45% due 5/2/2024

Barclays Bank plc 7.50% due 1/29/2026

Barclays Bank plc 0.00% due 7/29/2026

Barclays Bank plc 0.00% due 4/29/2024

Barclays Bank plc 12% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 23,613.77 for Dow, 8,292.65 for Nasdaq, 1,319.93 for Russell; 70% of initial levels due 10/29/2024

Barclays Bank plc 7.5% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $217.91 for Berkshire, $243.83 for Goldman; 70% of initial levels due 4/29/2024

Barclays Bank plc 18.25% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $25.55, 50% of initial level due 1/29/2026

Barclays Bank plc 10.85% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 23,613.77 for Dow, 8,292.65 for Nasdaq, 1,319.93 for Russell; 70% of initial levels due 1/29/2026

Barclays Bank plc 10.1% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 23,540.69 for Dow, 8,310.78 for Nasdaq, 1,323.54 for Russell; 70% of initial levels due 4/26/2024

Barclays Bank plc 9% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 7,717.15 for Nasdaq, 1,229.00 for Russell, 2,612.88 for S&P; 65% of initial levels due 1/28/2025

Barclays Bank plc 15.5% per year, payable quarterly if each stock closes at or above downside threshold level on any trading day that period due 1/28/2026

Barclays Bank plc 24.5% per year annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barrier levels: $19.03 for Shopify, $46.84 for Amazon, $49.54 for Disney, 50% of initial levels due 1/24/2025

Barclays Bank plc 10% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 23,540.69 for Dow, 8,310.78 for Nasdaq, 1,323.54 for Russell; 70% of initial levels due 1/28/2026

Barclays Bank plc 11.75% per year annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 3,014.86 for S&P, 1,418.08 for Russell, 8,904.405 for Nasdaq, 75% of initial levels due 1/28/2025

Barclays Bank plc 12.35%, payable monthly if ETF closes above coupon barrier on related observation date, plus any previously unpaid coupon; Coupon barrier: $330.34, 85% of initial share price due 1/24/2024

Barclays Bank plc 11.8008%, paid quarterly, if the underlying fund closes at or above its 85% coupon barrier level on the related quarterly observation date, plus any previously unpaid coupon due 1/24/2024

Barclays Bank plc 0.00% due 1/25/2027

Barclays Bank plc 0.00% due 2/23/2024

Barclays Bank plc 10% per year, payable monthly if each index closes at or above coupon barrier level observation date for that period; Coupon barrier levels: 1,493.87 for Russell, 26,700.39 for Dow, 3,178.09 for S&P; 80% of initial levels due 1/25/2028

Barclays Bank plc 7.25% per year, payable monthly if each index closes at or above coupon barrier level observation date for that period; Coupon barrier levels: 1,493.87 for Russell, 9,295.22 for Nasdaq, 26,700.39 for Dow; 80% of initial levels due 10/24/2024

Barclays Bank plc 5.6% per year, payable monthly if each index closes at or above coupon barrier level on observation date for that period; Coupon barrier levels: 1,400.51 for Russell, 8,714.27 for Nasdaq, 2,979.46 for S&P; 75% of initial levels due 4/25/2024

Barclays Bank plc 0.00% due 7/25/2024

Barclays Bank plc 0.00% due 7/23/2026

Barclays Bank plc 0.00% due 1/25/2028

Barclays Bank plc 0.00% due 1/25/2027

Barclays Bank plc 0.00% due 1/25/2027

Barclays Bank plc 10.4% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 20,025.29 for Dow, 6,971.42 for Nasdaq, 1,120.4 for Russell; 60% of initial levels due 1/23/2026

Barclays Bank plc 9.8% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 23,362.84 for Dow, 2,780.83 for S&P, 1,307.14 for Russell; 70% of initial levels due 1/25/2028

Barclays Bank plc 11.7% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 8,133.32 for Nasdaq, 1,307.14 for Russell, 23,362.84 for Dow; 70% of initial levels due 1/25/2028

Barclays Bank plc 8.5% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 8,133.32 for Nasdaq, 2,780.83 for S&P, 1,307.14 for Russell; 70% of initial levels due 1/23/2026

Barclays Bank plc 10.25% per year, payable semiannually if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 2,780.83 for S&P, 1,307.14 for Russell; 70% of initial levels due 1/23/2026

Barclays Bank plc 11.75% per year, payable semiannually if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 2,780.83 for S&P, 1,307.14 for Russell; 70% of initial levels due 1/23/2026

Barclays Bank plc 14.5% per year, payable quarterly if the ETF closes at or above downside threshold on the relevant observation date due 1/25/2024

Barclays Bank plc 16.6% per year, payable quarterly if the underlying stock closes at or above its 50% downside threshold on the related quarterly observation date due 1/23/2026

Barclays Bank plc 11% per year, payable quarterly if each index closes at or above coupon barrier every day that period; Coupon barrier levels: 3,012.165 for S&P, 8,861.018 for Nasdaq, 1,417.739 for Russell; 75% of initial levels due 1/29/2026

Barclays Bank plc 8.25% per year, payable quarterly if each index closes at or above downside threshold level on observation date for that period due 1/24/2025

Barclays Bank plc 15.85% per year, payable quarterly if each index closes at or above coupon barrier on every scheduled trading day during the determination period; Coupon barriers: 1,213.768 for Russell, 2,582.197 for S&P, 7,552.37 for Nasdaq; 65% of initial levels due 1/24/2025

Barclays Bank plc 0.00% due 1/25/2027

Barclays Bank plc 0.00% due 1/25/2028

Barclays Bank plc 15% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $68.01 for Exxon, $108.54 for Chevron, $73.08 for Conoco; 70% of initial levels due 1/24/2025

Barclays Bank plc 9%, payable quarterly if stock closes at or above downside threshold on observation date for that quarter due 1/23/2026

Barclays Bank plc 9%, payable quarterly if stock closes at or above downside threshold on observation date for that quarter due 1/23/2026

Barclays Bank plc 8.45%, payable quarterly if stock closes at or above downside threshold on observation date for that quarter due 1/23/2026

Barclays Bank plc 9% per year, payable quarterly if each index closes at or above coupon barrier level observation date for that period; Coupon barrier levels: 1,469.08 for Russell, 3,119.08 for S&P; 80% of initial levels due 1/23/2026

Barclays Bank plc 0.00% due 7/24/2024

Barclays Bank plc 8.9% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,729.20 for S&P, 1,285.45 for Russell; 70% of initial levels due 1/23/2026

Barclays Bank plc 12.55% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,729.2 for S&P, 7,906.97 for Nasdaq, 1,285.45 for Russell; 70% of initial levels due 1/24/2025

Barclays Bank plc 9.75% per year, payable quarterly if shares close at or above coupon trigger level on a related determination date; coupon payment events will automatically include any previously unpaid coupons; Coupon trigger level: $194.21, 60% of initial share price due 1/23/2026

Barclays Bank plc 17.5% per year, paid quarterly if the underlying stock closes at or above its 65% downside threshold on the related observation date due 7/23/2026

Barclays Bank plc 13% annualized, payable quarterly if each index closes at or above coupon threshold on every trading day during the observation period; Coupon threshold: 1,298.0555 for Russell, 23,307.872 for Dow, 7,987.203 for Nasdaq; 70% of initial levels due 7/23/2025

Barclays Bank plc 11.05%, payable monthly if ETF closes above coupon barrier on related observation date, plus any previously unpaid coupon; Coupon barrier: $337.42, 85% of initial share price due 1/18/2024

Barclays Bank plc 9.1% per year, payable semiannually if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 5,778.6 for Nasdaq, 1,995.49 for S&P, 942.14 for Russell; 50% of initial levels due 1/23/2026

Barclays Bank plc 7.4% per year, payable semiannually if the index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 1,995.49; 50% of initial level due 1/23/2026

Barclays Bank plc 10% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,793.68 for S&P, 1,319.0 for Russell; 70% of initial levels due 1/23/2026

Barclays Bank plc 11.5% per year, payable quarterly if each index closes at or above its coupon barrier level on each scheduled trading day during that observation date; Coupon barriers: 1,462.01 for EAFE, 2,922.03 for Stoxx; 70% of initial levels due 1/23/2026

Barclays Bank plc 18.27% per year, payable quarterly if shares close at or above coupon trigger level on a related determination date; coupon payment events will automatically include any previously unpaid coupons; Coupon trigger level: $20.49; 65% of initial share price due 7/18/2024

Barclays Bank plc 0.00% due 8/5/2025

Barclays Bank plc 0.00% due 8/5/2025

Barclays Bank plc 25% per year, payable monthly if each stock closes at or above coupon barrier on the observation date for that period; Coupon barriers: $87.17 for Walmart, $291.15 for Costco, $98.76 for Target, $58.87 for Amazon; 60% of initial levels due 1/16/2026

Barclays Bank plc 9.75% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 20,581.57 for Dow, 2,399.45 for S&P, 1,132.22 for Russell; 60% of initial levels due 1/19/2027

Barclays Bank plc 9.75% per year, payable quarterly if each index closes at or above coupon barrier level observation date for that period; Coupon barrier levels: 1,132.22 for Russell, 20,581.57 for Dow, 2,399.45 for S&P; 60% of initial levels due 1/19/2027

Barclays Bank plc 0.00% due 1/16/2025

Barclays Bank plc 0.00% due 3/18/2024

Barclays Bank plc 10% per year, paid quarterly if the underlying stock closes at or above its 60% downside threshold on the related observation date due 1/16/2026

Barclays Bank plc 20% per year, paid quarterly if the underlying stock closes at or above its 50% downside threshold on the related observation date due 1/16/2026

Barclays Bank plc 11% per year, payable quarterly if each index closes at or above downside threshold level on observation date for that period due 1/16/2025

Barclays Bank plc 30% per year, paid quarterly if the underlying stock closes at or above its 50% downside threshold on the related observation date due 1/16/2026

Barclays Bank plc 11.75% per year, payable quarterly if each index closes at or above coupon barrier every day that period; Coupon barriers: 7,501.962 for Nasdaq, 2,599.409 for S&P, 1,226.572 for Russell; 65% of initial levels due 1/16/2025

Barclays Bank plc 0.00% due 7/6/2028

Barclays Bank plc 0.00% due 8/5/2025

Barclays Bank plc 10.41% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $94.33; 70% of initial level due 7/18/2024

Barclays Bank plc 9.1% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,799.36 for S&P, 24,011.83 for Dow, 1,320.92 for Russell; 70% of initial levels due 1/20/2026

Barclays Bank plc 0.00% due 1/19/2028

Barclays Bank plc 0.00% due 2/5/2029

Barclays Bank plc 10% annual rate, payable monthly if each index closes at or above coupon barrier level on related observation date; Coupon barrier levels: 1,350.77 for Russell, 8,250.92 for Nasdaq; 72% of initial levels due 1/15/2026

Barclays Bank plc 14.55% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 8,594.71 for Nasdaq, 25,642.48 for Dow, 1,407.05 for Russell; 75% of initial levels due 1/16/2025

Barclays Bank plc 10.5% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,788.22 for S&P, 8,021.73 for Nasdaq, 1,313.24 for Russell; 70% of initial levels due 7/17/2024

Barclays Bank plc 31.6% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $67.77; 55% of initial level due 1/16/2025

Barclays Bank plc 11.5%, paid quarterly, if the underlying fund closes at or above its 85% coupon barrier level on the related quarterly observation date, plus any previously unpaid coupon due 1/12/2024

Barclays Bank plc 10.5% annual rate, payable monthly if each index closes at or above coupon barrier level on related observation date; previously unpaid coupons will also be paid; Coupon barrier levels: 2,977.21 for S&P, 8,551.89 for Nasdaq, 1,383.04 for Russell; 75% of initial levels due 1/15/2026

Barclays Bank plc 0.00% due 7/16/2024

Barclays Bank plc 0.00% due 9/13/2024

Barclays Bank plc 16.5% per year, paid quarterly if the ETF closes at or above its 60% coupon barrier on observation date for period due 1/18/2024

Barclays Bank plc 9% per year, paid quarterly if the index closes at or above its 75% coupon barrier on every trading day during the relevant observation period due 1/15/2026

Barclays Bank plc 10.55% per year, paid monthly if the ETF closes at or above its 87% coupon barrier on observation date for period due 1/17/2024

Barclays Bank plc 11.8% per year, paid monthly if the ETF closes at or above its 85% coupon barrier on observation date for period due 1/17/2024

Barclays Bank plc 0.00% due 1/16/2025

Barclays Bank plc 11%, payable quarterly if stock closes at or above downside threshold on observation date for that quarter, plus any previously unpaid coupon due 1/15/2026

Barclays Bank plc 10.2% per year, payable quarterly if each stock closes at or above downside threshold level on the corresponding observation date due 1/15/2026

Barclays Bank plc 9.85% annual rate, payable quarterly if ETF closes at or above coupon barrier on review date for that quarter; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier: $285.00; 85% of initial level due 1/12/2024

Barclays Bank plc 10.3%, payable monthly if ETF closes above downside threshold on observation date due 1/16/2024

Barclays Bank plc 11.6%, payable monthly if ETF closes above downside threshold on observation date due 1/16/2024

Barclays Bank plc 10% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,284.86 for S&P, 6,444.73 for Nasdaq and 19,758.05 for Dow; 60% of initial levels due 1/14/2026

Barclays Bank plc 32.5% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $67.84, 60% of initial level due 1/12/2026

Barclays Bank plc 10.75%, payable quarterly if stock closes at or above downside threshold on observation date for that quarter due 1/16/2024

Barclays Bank plc 10.75%, payable quarterly if stock closes at or above downside threshold on observation date for that quarter due 1/16/2024

Barclays Bank plc 10.5%, payable quarterly if stock closes at or above downside threshold on observation date for that quarter due 1/16/2024

Barclays Bank plc 13% per year, payable quarterly if each index closes at or above its coupon barrier level on each scheduled trading day during that observation date; Coupon barriers: 1,257.138 for Russell, 2,724.46 for S&P, 2,848.03 for Stoxx; 70% of initial levels due 4/14/2026

Barclays Bank plc 12.5% per year, payable monthly if each stock closes at or above coupon barrier related observation date; Coupon barriers: $28.99 for Cisco, $126.16 for Honeywell, $53.88 for Corning 60% of initial levels due 1/9/2026

Barclays Bank plc 10.3% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 7,728.25 for Nasdaq, 2,726.56 for S&P; 70% of initial levels due 7/11/2024

Barclays Bank plc 18% per year, paid quarterly if the underlying stock closes at or above its 50% downside threshold on the related observation date due 1/9/2026

Barclays Bank plc 6.75% per year, payable quarterly if each index closes at or above downside threshold level on observation date for that period due 1/9/2025

Barclays Bank plc 16.5% per year, paid quarterly if the underlying stock closes at or above its 50% downside threshold on the related observation date due 1/9/2026

Barclays Bank plc 10.15% annual rate, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barriers: 2,726.56 for S&P, 1,254.96 for Russell; 70% of initial levels due 1/11/2033

Barclays Bank plc 8.05% annual rate, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barriers: 2,726.56 for S&P, 1,254.96 for Russell; 70% of initial levels due 1/11/2033

Barclays Bank plc 7.35% due 4/11/2024

Barclays Bank plc 9.35% due 4/11/2024

Barclays Bank plc 12.3504% annual rate, payable monthly if ETF closes at or above coupon barrier on review date for that quarter; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier: $326.20; 85% of initial level due 1/9/2024

Barclays Bank plc 12.39996% per year, paid monthly if the ETF closes at or above downside threshold on the relevant observation date; coupon payment events will automatically include any previously unpaid coupons due 1/10/2024

Barclays Bank plc 12.99996% per year, paid monthly if the ETF closes at or above downside threshold on the relevant observation date; coupon payment events will automatically include any previously unpaid coupons due 1/10/2024

Barclays Bank plc 10.5% per year, paid quarterly if the index closes at or above its 70% coupon barrier on every trading day during the relevant observation period due 1/8/2026

Barclays Bank plc 12.5% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 23,288.84 for Dow, 7,640.36 for Nasdaq, 1,240.78 for Russell; 70% of initial levels due 1/8/2026

Barclays Bank plc 0.00% due 1/9/2024

Barclays Bank plc 9.5%, payable monthly if each index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1,409.00 for Russell, 3,071.60 for S&P, 80% of initial levels due 1/5/2026

Barclays Bank plc 0.00% due 1/4/2028

Barclays Bank plc 11% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 7,657.832 for Nasdaq, 1,232.872 for Russell, 2,687.65 for S&P; 70% of initial levels due 7/5/2024

Barclays Bank plc 10% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 6,016.87 for Nasdaq, 2,111.73 for S&P, 968.69 for Russell; 55% of initial levels due 1/5/2026

Barclays Bank plc 12.5% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 7,657.83 for Nasdaq, 2,687.65 for S&P, 1,232.87 for Russell; 70% of initial levels due 1/5/2026

Barclays Bank plc 13.5% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 7,657.83 for Nasdaq, 2,687.65 for S&P, 1,232.87 for Russell; 70% of initial levels due 1/5/2026

Barclays Bank plc 10% per year, payable monthly if index closes at or above its coupon barrier level on the observation date for that period; Coupon barrier: 2,687.65, 70% of initial level due 1/5/2026

Barclays Bank plc 0.00% due 1/3/2025

Barclays Bank plc 0.00% due 1/4/2028

Barclays Bank plc 0.00% due 1/5/2026

Barclays Bank plc 16.95% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $16.24; 60% of initial level due 7/5/2024

Barclays Bank plc 21.25% per year, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $50.51 for Amazon, $73.09 for Tesla, $77.77 for Apple; 60% of initial levels due 1/2/2026

Barclays Bank plc 0.00% due 1/2/2026

Barclays Bank plc 0.00% due 10/31/2024

Barclays Bank plc 10.15% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 6,570.63 for Nasdaq, 2,309.57 for S&P, 19,932.48 for Dow; 60% of initial levels due 1/3/2028

Barclays Bank plc 12% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 7,665.73 for Nasdaq, 2,694.5 for S&P, 1,236.38 for Russell; 70% of initial levels due 10/3/2024

Barclays Bank plc 11.15% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 7,665.73 for Nasdaq, 2,694.5 for S&P; 70% of initial levels due 1/2/2026

Barclays Bank plc 11% per year, payable quarterly if each index closes at or above coupon barrier every day that period; Coupon barriers: 2,310.042 for Stoxx, 2,309.568 for S&P, 1,059.75 for Russell; 60% of initial levels due 1/2/2026

Barclays Bank plc 0.00% due 7/6/2026

Barclays Bank plc 0.00% due 7/6/2026

Barclays Bank plc 11% per year, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 7,475.54 for Nasdaq, 1,205.41 for Russell, 2,648.25 for S&P, 70% of initial levels due 12/31/2027

Barclays Bank plc 8% per year, payable semiannually if the index closes at or above coupon barrier on the valuation date for that period; Coupon barrier level: 1,891.61; 50% of initial level due 1/2/2026

Barclays Bank plc 8.75% per year, payable quarterly if each index closes at or above coupon barrier level observation date for that period; Coupon barrier levels: 1,119.31 for Russell, 2,459.09 for S&P; 65% of initial levels due 1/2/2026

Barclays Bank plc five-year U.S. dollar SOFR ICE swap rate plus a spread of 150 basis points, subject to a floor of 0%; payable quarterly due 12/30/2027

Barclays Bank plc 0.00% due 12/30/2027

Barclays Bank plc 0.00% due 1/4/2027

Barclays Bank plc 0.00% due 7/3/2025

Barclays Bank plc 0.00% due 1/5/2026

Barclays Bank plc 31% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $37.54 for AMD, $50.50 for Disney, $14.75 for Uber; 60% of initial levels due 1/2/2026

Barclays Bank plc 24% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $69.37 for Meta, $51.61 for Alphabet, $49.09 for Amazon; 60% of initial levels due 1/2/2026

Barclays Bank plc 0.00% due 12/30/2027

Barclays Bank plc 0.00% due 1/2/2026

Barclays Bank plc 0.00% due 1/2/2026

Barclays Bank plc 15% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $66.11 for Exxon, $107.78 for Chevron, $66.11 for Conoco; 60% of initial levels due 12/31/2024

Barclays Bank plc 9.7% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,293.43 for S&P, 6,573.68 for Nasdaq and 19,816.49 for Dow; 60% of initial levels due 12/26/2025

Barclays Bank plc 19.26% per year, payable quarterly if shares close at or above coupon trigger level on a related determination date; coupon payment events will automatically include any previously unpaid coupons; Coupon trigger level: $8.26; 65% of initial share price due 6/27/2024

Barclays Bank plc 12.35%, paid quarterly, if the underlying fund closes at or above its 85% coupon barrier level on the related quarterly observation date, plus any previously unpaid coupon due 12/29/2023

Barclays Bank plc 12.45%, paid quarterly, if the underlying fund closes at or above its 85% coupon barrier level on the related quarterly observation date, plus any previously unpaid coupon due 12/29/2023

Barclays Bank plc 7.00% due 12/29/2025

Barclays Bank plc 7.50% due 12/29/2025

Barclays Bank plc 9.15% per year, payable quarterly if the stock closes at or above coupon barrier on the valuation date for that period; Coupon barrier level: $119.36; 50% of initial level due 6/26/2025

Barclays Bank plc 0.00% due 12/29/2025

Barclays Bank plc 0.00% due 6/27/2024

Barclays Bank plc 0.00% due 1/10/2024

Barclays Bank plc 17.4% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $76.03, 50% of initial level due 12/29/2025

Barclays Bank plc 11.6%, paid quarterly, if the underlying fund closes at or above its 85% coupon barrier level on the related quarterly observation date, plus any previously unpaid coupon due 12/27/2023

Barclays Bank plc 8% annual rate, payable quarterly if each index closes at or above coupon barrier level on related observation date; previously unpaid coupons will also be paid; Coupon barrier levels: 8,764.91 for Nasdaq, 1,403.27 for Russell; 80% of initial levels due 12/27/2027

Barclays Bank plc 0.00% due 12/28/2026

Barclays Bank plc 11.1% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 3,057.91 for S&P, 26,421.99 for Dow, 8,764.91 for Nasdaq; 80% of initial levels due 12/26/2025

Barclays Bank plc 0.00% due 12/26/2025

Barclays Bank plc 0.00% due 12/27/2024

Barclays Bank plc 21.5% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $104.17; 50% of initial level due 12/26/2025

Barclays Bank plc 10.5% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 8,217.10 for Nasdaq, 1,315.56 for Russell; 75% of initial levels due 12/28/2027

Barclays Bank plc 21% per year, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $52.06 for Amazon, $82.54 for Tesla, $81.27 for Apple; 60% of initial levels due 12/26/2025

Barclays Bank plc 9.5% annual rate, payable semiannually if each index closes at or above coupon barrier level on review date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barriers: 2,714.91 for S&P, 1,243.86 for Russell; 70% of initial levels due 12/26/2025

Barclays Bank plc 11% annual rate, payable semiannually if each index closes at or above coupon barrier level on review date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier: 2,714.91 for S&P, 1,243.86 for Russell; 70% of initial levels due 12/26/2025

Barclays Bank plc 0.00% due 12/24/2026

Barclays Bank plc 0.00% due 12/24/2026

Barclays Bank plc 0.00% due 6/24/2027

Barclays Bank plc 0.00% due 6/26/2028

Barclays Bank plc 5.5% annual rate, payable quarterly if each index closes at or above coupon barrier level on related observation date; Coupon barrier levels: 2,908.83 for S&P, 1,332.71 for Russell; 75% of initial levels due 12/27/2024

Barclays Bank plc 0.00% due 12/24/2027

Barclays Bank plc 0.00% due 12/24/2026

Barclays Bank plc 0.00% due 12/26/2024

Barclays Bank plc 0.00% due 6/26/2025

Barclays Bank plc 10.5% per year, payable semiannually if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 2,714.91 for S&P, 1,243.86 for Russell; 70% of initial levels due 12/26/2025

Barclays Bank plc 12% per year, payable semiannually if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 2,714.91 for S&P, 1,243.86 for Russell; 70% of initial levels due 12/26/2025

Barclays Bank plc 0.00% due 12/29/2025

Barclays Bank plc 0.00% due 12/24/2027

Barclays Bank plc 0.00% due 12/24/2026

Barclays Bank plc 10.25% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,210.52 for S&P, 1,750.8 for Russell; 70% of initial levels due 12/26/2024

Barclays Bank plc 15.6% per year, payable quarterly if each index closes at or above its coupon barrier level on each scheduled trading day during that observation date; Coupon barriers: 1,223.612 for Russell, 2,675.13 for S&P, 7,750.69 for Nasdaq; 70% of initial levels due 12/26/2025

Barclays Bank plc 16.50% due 12/26/2024

Barclays Bank plc 6.9%, paid quarterly, if the underlying index closes at or above its downside threshold level on the related quarterly observation date due 12/26/2024

Barclays Bank plc 30% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $18.04 for Shopify, $43.93 for Amazon, $45.04 for Disney; 50% of initial levels due 12/26/2024

Barclays Bank plc Variable, payable monthly; if each stock closes at or above its coupon barrier on the corresponding review date, the coupon will be equivalent to 7% per year; if any stock closes below its coupon barrier, the coupon will be 0.25%; Coupon barriers: $70.16 for Duke, $213.51 for Enphase, $58.46 for NextEra; 70% of initial level due 12/23/2027

Barclays Bank plc 11.7% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date that quarter; Coupon barriers: 1,234.394 for Russell, 2,696.65 for S&P, 1,355.57 for EAFE; 70% of initial levels due 12/21/2027

Barclays Bank plc 0.00% due 6/21/2024

Barclays Bank plc 0.00% due 12/22/2023

Barclays Bank plc 0.00% due 12/19/2025

Barclays Bank plc 0.00% due 2/19/2027

Barclays Bank plc 0.00% due 9/19/2024

Barclays Bank plc 11% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 6,746.23 for Nasdaq, 19,752.28 for Dow, 1,058.05 for Russell; 60% of initial levels due 9/19/2024

Barclays Bank plc 10.3% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,311.42 for S&P, 6,746.23 for Nasdaq, 1,058.05 for Russell; 60% of initial levels due 12/19/2025

Barclays Bank plc 24.3%, payable quarterly if stock closes at or above downside threshold on observation date for that quarter due 12/19/2024

Barclays Bank plc 11.6% per year, payable quarterly if each index closes at or above its coupon barrier level on each scheduled trading day during that observation date; Coupon barriers: 1,242.224 for Russell, 2,727.03 for S&P, 1,373.08 for EAFE; 70% of initial levels due 12/20/2027

Barclays Bank plc 9.40% due 12/20/2023

Barclays Bank plc 14% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 7,941.65 for Nasdaq, 23,241.55 for Dow, 1,242.22 for Russell; 70% of initial levels due 12/18/2025

Barclays Bank plc 12.6% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 7,941.65 for Nasdaq, 2,727.02 for S&P, 1,242.22 for Russell; 70% of initial levels due 12/18/2026

Barclays Bank plc 13% per year, payable each month that each index closes at or above coupon barrier on observation date for that month; Coupon barriers: 2,727.03 for S&P, 1,242.22 for Russell, 1,373.08 for MSCI EAFE, 70% of initial levels due 12/20/2027

Barclays Bank plc 0.00% due 12/18/2025

Barclays Bank plc 9.1% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,727.03 for S&P, 23,241.55 for Dow, 1,242.22 for Russell; 70% of initial levels due 12/18/2025

Barclays Bank plc 12.25% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,727.02 for S&P, 7,941.65 for Nasdaq, 1,242.22 for Russell; 70% of initial levels due 12/19/2024

Barclays Bank plc 12.3%, payable quarterly if stock closes at or above downside threshold on observation date for that quarter due 12/19/2023

Barclays Bank plc 16.75% per year, payable monthly plus any previously unpaid coupons if each stock closes at or above coupon barrier related observation date; Coupon barriers: $36.32 for PayPal, $14.13 for Intel; 50% of initial levels due 12/18/2025

Barclays Bank plc 14.25% due 12/18/2025

Barclays Bank plc 0.00% due 5/15/2024

Barclays Bank plc 10.25% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 2,397.19 for S&P, 20,379.81 for Dow, 1,092.27 for Russell; 60% of initial levels due 12/17/2026

Barclays Bank plc 22.5% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $166.40; 50% of initial level due 12/18/2025

Barclays Bank plc 0.00% due 12/17/2027

Barclays Bank plc 13% per year, payable quarterly if each index closes at or above coupon barrier on each day of that period; Coupon barriers: 7,516.16 for Nasdaq, 2,557.35 for S&P, 1,167.83 for Russell; 65% of initial levels due 12/12/2024

Barclays Bank plc 0.00% due 12/18/2025

Barclays Bank plc 7.8% annualized, payable quarterly if each underlier closes at or above coupon barrier on related observation date; Coupon barriers: 898.33 for Russell, $141.02 for ETF; 50% of initial levels due 12/17/2026

Barclays Bank plc 10.25%, payable monthly if the ETF closes at or above 85% of its initial level on the related observation date due 6/14/2023

Barclays Bank plc 0.00% due 12/11/2025

Barclays Bank plc 0.00% due 12/5/2028

Barclays Bank plc 8.29% annual rate, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barriers: 2,745.27 for Stoxx, 2,793.39 for S&P; 70% of initial levels due 12/16/2032

Barclays Bank plc 10.38% annual rate, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barriers: 2,745.27 for Stoxx, 2,793.39 for S&P; 70% of initial levels due 12/16/2032

Barclays Bank plc 0.00% due 12/12/2025

Barclays Bank plc 0.00% due 12/14/2026

Barclays Bank plc 12% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 8,429.48 for Nasdaq, 22,859.69 for Dow, 1,327.89 for Russell; 70% of initial levels due 12/14/2027

Barclays Bank plc 10% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 6,359.83 for Nasdaq, 18,412.05 for Dow, 988.16 for Russell; 55% of initial levels due 12/12/2024

Barclays Bank plc 9.15% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 5,781.67 for Nasdaq, 1,967.19 for S&P, 898.33 for Russell; 50% of initial levels due 12/12/2024

Barclays Bank plc 13.75% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $42.03 for ETF, 2,754.07 for S&P, 23,433.52 for Dow Jones; 70% of initial levels due 12/12/2025

Barclays Bank plc 12%, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 8,094.33 for Nasdaq, 1,257.66 for Russell, 2,754.07 for S&P, 70% of initial levels due 6/13/2024

Barclays Bank plc 8.3% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 6,938.0 for Nasdaq, 20,085.88 for Dow, 1,078.0 for Russell; 60% of initial levels due 3/14/2024

Barclays Bank plc 10.5% annualized, payable quarterly if index closes at or above coupon barrier on related observation date; Coupon barrier: 2,754.07; 70% of initial level due 12/12/2024

Barclays Bank plc 8.5% annualized, payable quarterly if index closes at or above coupon barrier on related observation date; Coupon barrier: 2,754.07; 70% of initial level due 12/12/2024

Barclays Bank plc 9.75% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,360.63 for S&P, 20,085.88 for Dow, 1,078.0 for Russell; 60% of initial levels due 6/13/2024

Barclays Bank plc 11.5% annual rate, payable monthly if each index closes at or above coupon barrier level on review date for that period; Coupon barrier: 2,774.46 for S&P, 8,146.25 for Nasdaq, 1,272.8 for Russell; 70% of initial levels due 12/12/2024

Barclays Bank plc 11.5% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 21,957.96 for Dow, 2,576.28 for S&P, 1,181.89 for Russell; 65% of initial levels due 12/11/2025

Barclays Bank plc 0.00% due 12/11/2025

Barclays Bank plc 10.5% annual rate, payable monthly if each index closes at or above coupon barrier level on review date for that period, plus any previously unpaid coupons; Coupon barrier: 2,753.74 for S&P, 1,264.83 for Russell, 8,048.17 for Nasdaq; 70% of initial levels due 12/12/2024

Barclays Bank plc 0.00% due 9/10/2024

Barclays Bank plc 10.3% annualized, payable monthly if each underlier closes at or above coupon barrier on related observation date; Coupon barriers: 2,758.88 for S&P, $100.88 for fund, 8,084.78 for Nasdaq; 70% of initial levels due 12/11/2025

Barclays Bank plc 10% per year, payable quarterly if each index closes at or above its coupon barrier level on each scheduled trading day during that observation date; Coupon barriers: 1,268.803 for Russell, 2,758.88 for S&P, 681.05 for MSCI EM; 70% of initial levels due 12/9/2032

Barclays Bank plc 0.00% due 6/10/2024

Barclays Bank plc 12.1% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 7,072.08 for Nasdaq, 20,368.26 for Dow, 1,104.13 for Russell; 60% of initial levels due 12/10/2025

Barclays Bank plc 10.75% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,799.19 for S&P, 1,288.16 for Russell; 70% of initial levels due 12/10/2025

Barclays Bank plc 11.75% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,053.78 for S&P, 8,995.7 for Nasdaq, 1,419.63 for Russell; 75% of initial levels due 3/7/2024

Barclays Bank plc 13.75% per year, payable quarterly if each stock closes at or above barrier level on observation date for that quarter, plus any previously unpaid coupon due 12/5/2025

Barclays Bank plc 23% per year, payable quarterly if the stock closes at or above coupon barrier level on observation date for that period; Coupon barrier level: $52.80; 70% of initial level due 3/5/2025

Barclays Bank plc 0.00% due 6/2/2025

Barclays Bank plc 0.00% due 12/5/2025

Barclays Bank plc 0.00% due 6/5/2025

Barclays Bank plc 11.25% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 20,637.01 for Dow, 2,445.94 for S&P, 1,129.01 for Russell; 60% of initial levels due 12/5/2025

Barclays Bank plc 12.15% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 8,395.98 for Nasdaq, 2,850.19 for S&P, 24,100.92 for Dow; 70% of initial levels due 12/7/2027

Barclays Bank plc 10.95% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 7,196.56 for Nasdaq, 20,657.93 for Dow, 1,135.70 for Russell; 60% of initial levels due 9/6/2024

Barclays Bank plc 12% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 24,100.92 for Dow, 8,395.98 for Nasdaq, 1,324.99 for Russell; 70% of initial levels due 6/6/2024

Barclays Bank plc 10.7% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,850.19 for S&P, 1,324.99 for Russell; 70% of initial levels due 12/5/2025

Barclays Bank plc 0.00% due 8/1/2024

Barclays Bank plc 10.25% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 8,429.32 for Nasdaq, 24,076.51 for Dow, 1,317.17 for Russell; 70% of initial levels due 12/4/2025

Barclays Bank plc 10.25% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 8,429.32 for Nasdaq, 24,076.51 for Dow, 1,317.17 for Russell; 70% of initial levels due 12/4/2025

Barclays Bank plc 11.55% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 7,218.04 for Nasdaq, 2,448.07 for S&P, 1,131.95 for Russell; 60% of initial levels due 12/4/2025

Barclays Bank plc 0.00% due 6/5/2029

Barclays Bank plc 8.75% annualized, payable quarterly if index closes at or above coupon barrier on related observation date; Coupon barrier: 2,853.6; 70% of initial level due 12/7/2023

Barclays Bank plc 10%, payable monthly if each index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 3,264.09 for S&P, 1,509.26 for Russell, 80% of initial levels due 12/4/2025

Barclays Bank plc 9.75%, payable quarterly if the index closes at or above its coupon barrier level on related observation date; Coupon barrier level: 3,264.09, 80% of initial level due 12/5/2024

Barclays Bank plc 0.00% due 12/3/2027

Barclays Bank plc 10.5% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 7,218.04 for Nasdaq, 2,448.07 for S&P, 20,753.86 for Dow; 60% of initial levels due 12/3/2027

Barclays Bank plc 11% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 8,421.04 for Nasdaq, 24,212.84 for Dow, 1,320.60 for Russell; 70% of initial levels due 12/4/2025

Barclays Bank plc 11.75% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 6,616.53 for Nasdaq, 19,024.37 for Dow, 1,037.62 for Russell; 55% of initial levels due 12/4/2025

Barclays Bank plc 14% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 8,421.04 for Nasdaq, 2,856.08 for S&P, 1,320.6 for Russell; 70% of initial levels due 12/4/2025

Barclays Bank plc 10% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 6,616.53 for Nasdaq, 2,244.06 for S&P, 1,037.62 for Russell; 55% of initial levels due 12/4/2025

Barclays Bank plc 13% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 8,421.04 for Nasdaq, 2,856.08 for S&P, 1,320.6 for Russell; 70% of initial levels due 12/4/2025

Barclays Bank plc 10% per year, payable monthly if index closes at or above its coupon barrier level on the observation date for that period; Coupon barrier: 2,856.08, 70% of initial level due 12/4/2025

Barclays Bank plc 14% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 2,856.08 for S&P, 24,212.84 for Dow, 1,320.60 for Russell; 70% of initial levels due 12/4/2025

Barclays Bank plc 12% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 2,856.08 for S&P, 8,421.04 for Nasdaq, 1,320.60 for Russell; 70% of initial levels due 6/4/2024

Barclays Bank plc 0.00% due 12/5/2025

Barclays Bank plc 0.00% due 6/5/2026

Barclays Bank plc 0.00% due 12/4/2024

Barclays Bank plc 0.00% due 12/4/2025

Barclays Bank plc 0.00% due 12/3/2027

Barclays Bank plc 26.25% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $105.55; 60% of initial level due 12/5/2024

Barclays Bank plc 10% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,529.67 for S&P, 1,169.68 for Russell; 62% of initial levels due 9/5/2024

Barclays Bank plc 30.5%, payable quarterly if each stock closes at or above its barrier price on related quarterly observation date due 12/4/2024

Barclays Bank plc 31.5% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $136.29, 70% of initial level due 6/4/2024

Barclays Bank plc 35% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $17.48 for Uber, $70.86 for Meta, $101.54 for Nvidia; 60% of initial levels due 12/4/2025

Barclays Bank plc 8.95% annual rate, payable monthly if each index closes at or above coupon barrier level on related observation date; Coupon barrier levels: 23,696.77 for Dow, 1,285.59 for Russell, 2,770.34 for S&P; 70% of initial levels due 12/2/2027

Barclays Bank plc 0.00% due 12/2/2027

Barclays Bank plc 13% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 23,826.77 for Dow, 2,770.34 for S&P, 1,285.59 for Russell; 70% of initial levels due 12/2/2027

Barclays Bank plc 0.00% due 12/2/2026

Barclays Bank plc 0.00% due 6/2/2025

Barclays Bank plc 16.68% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $60.07; 65% of initial level due 6/3/2024

Barclays Bank plc 11.35% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $24.72; 70% of initial level due 6/3/2024

Barclays Bank plc 16.55% paid quarterly if the stock closes at or above its coupon barrier on the related valuation date, plus any previously unpaid coupon; Coupon barrier: $9.18; 70% of initial level due 6/3/2024

Barclays Bank plc 8.10% due 12/1/2023

Barclays Bank plc 0.00% due 12/3/2025

Barclays Bank plc 9.85% annual rate, payable quarterly if each index closes at or above coupon barrier level on related observation date; Coupon barrier levels: 2,972.96 for S&P, 1,373.22 for Russell; 75% of initial levels due 12/2/2027

Barclays Bank plc 10% per year, payable monthly if the index closes at or above coupon barrier on the valuation date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier level: 2,774.76; 70% of initial level due 12/4/2024

Barclays Bank plc 0.00% due 12/1/2026

Barclays Bank plc 10% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,774.76 for S&P, 23,694.62 for Dow, 1,281.67 for Russell; 70% of initial levels due 12/3/2025

Barclays Bank plc 0.00% due 11/29/2027

Barclays Bank plc 11.5% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 8,287.10 for Nasdaq, 23,935.84 for Dow, 1,304.46 for Russell; 70% of initial levels due 11/28/2025

Barclays Bank plc 13.35% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 8,287.1 for Nasdaq, 2,762.51 for Stoxx, 1,304.46 for Russell; 70% of initial levels due 11/29/2027

Barclays Bank plc 0.00% due 11/28/2025

Barclays Bank plc 0.00% due 2/26/2026

Barclays Bank plc 0.00% due 11/29/2024

Barclays Bank plc 13.25% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 8,287.10 for Nasdaq, 2,818.08 for S&P, 1,304.46 for Russell; 70% of initial levels due 11/28/2025

Barclays Bank plc 13.25% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,819.08 for S&P, 8,287.1 for Nasdaq, 1,304.46 for Russell; 70% of initial levels due 11/28/2025

Barclays Bank plc 30% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $126.41, 69% of initial level due 5/29/2024

Barclays Bank plc 8.5% annual rate if closing price of each stock is greater than or equal to coupon barrier on related observation date, otherwise, 0.25% annual rate; payable monthly; Coupon barrier prices: $65.24 for Amazon, $120.75 for Boeing, $110.50 for Target, 70% of initial prices due 11/26/2027

Barclays Bank plc 0.00% due 11/26/2027

Barclays Bank plc 8% annual rate, payable monthly if each index closes at or above coupon barrier level on related observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier levels: 1,488.35 for Russell, 9,379.87 for Nasdaq; 80% of initial levels due 11/26/2027

Barclays Bank plc 11.5% annual rate, payable monthly if each ETF closes at or above coupon barrier level on related observation date; Coupon barrier levels: $21.20 for VanEck, $14.57 for iShares; 75% of initial levels due 11/28/2025

Barclays Bank plc 0.00% due 11/26/2027

Barclays Bank plc 0.00% due 11/28/2025

Barclays Bank plc 0.00% due 11/27/2024

Barclays Bank plc 11% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 8,793.63 for Nasdaq, 1,395.33 for Russell; 75% of initial levels due 11/26/2027

Barclays Bank plc 8.15% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,001.79 for S&P, 5,862.42 for Nasdaq, 930.22 for Russell; 50% of initial levels due 8/27/2024

Barclays Bank plc 10.85% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,402.15 for S&P, 7,034.9 for Nasdaq, 1,116.26 for Russell; 60% of initial levels due 11/28/2025

Barclays Bank plc 23.50% due 11/26/2024

Barclays Bank plc 0.00% due 11/26/2025

Barclays Bank plc 12.25% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 23,590.2 for Dow, 2,764.96 for S&P, 1,287.4 for Russell; 70% of initial levels due 11/26/2027

Barclays Bank plc 0.00% due 11/24/2023

Barclays Bank plc 14.3% per year, payable quarterly if each stock closes at or above coupon barrier on the valuation date for that period; previously unpaid coupons will also be paid; Coupon barriers: $29.20 for Citi, $80.30 for JPMorgan, $227.52 for Goldman; 60% of initial levels due 11/21/2025

Barclays Bank plc 15.7% per year, payable quarterly if each stock closes at or above coupon barrier on the valuation date for that period; previously unpaid coupons will also be paid; Coupon barriers: $29.20 for Citi, $80.30 for JPMorgan, $227.52 for Goldman; 60% of initial levels due 11/21/2025

Barclays Bank plc 11.5% annual rate, payable semiannually if each index closes at or above coupon barrier level on review date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier: 2,775.74 for S&P, 1,294.81 for Russell; 70% of initial levels due 11/21/2025

Barclays Bank plc 11.65% annual rate, payable semiannually if each index closes at or above coupon barrier level on review date for that period; Coupon barrier: 2,775.74 for S&P, 1,294.81 for Russell; 70% of initial levels due 11/21/2025

Barclays Bank plc 10.5% annual rate, payable semiannually if each index closes at or above coupon barrier level on review date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier: 2,775.74 for S&P, 1,294.81 for Russell; 70% of initial levels due 11/21/2025

Barclays Bank plc 0.00% due 11/23/2026

Barclays Bank plc 0.00% due 11/23/2026

Barclays Bank plc 0.00% due 11/24/2028

Barclays Bank plc 0.00% due 11/23/2027

Barclays Bank plc 0.00% due 11/23/2026

Barclays Bank plc 0.00% due 11/21/2025

Barclays Bank plc 11.1% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 2,775.74 for S&P, 8,173.91 for Nasdaq, 1,294.81 for Russell; 70% of initial levels due 11/21/2024

Barclays Bank plc 13.25% per year, payable semiannually if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 2,775.74 for S&P, 1,294.81 for Russell; 70% of initial levels due 11/21/2025

Barclays Bank plc 12.3% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 23,621.98 for Dow, 8,173.91 for Nasdaq, 1,294.81 for Russell; 70% of initial levels due 5/23/2024

Barclays Bank plc 11.5% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,775.74 for S&P, 8,173.91 for Nasdaq, 1,294.81 for Russell; 70% of initial levels due 11/21/2024

Barclays Bank plc 14.25% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,775.74 for S&P, 8,173.91 for Nasdaq, 1,294.81 for Russell; 70% of initial levels due 5/23/2024

Barclays Bank plc 10.25% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,775.74 for S&P, 8,173.91 for Nasdaq, 1,294.81 for Russell; 70% of initial levels due 2/23/2024

Barclays Bank plc 14.1% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,775.74 for S&P, 8,173.91 for Nasdaq, 1,294.81 for Russell; 70% of initial levels due 11/21/2024

Barclays Bank plc 0.00% due 11/20/2025

Barclays Bank plc 5.5% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 20,132.3 for Dow, 7,019.45 for Nasdaq, 1,111.9 for Russell; 60% of initial levels due 11/20/2025

Barclays Bank plc 18.75%, payable monthly if worst performing index closes at or above trigger level on the relevant observation date due 11/18/2027

Barclays Bank plc 12.25% annual rate, payable monthly if each index closes at or above coupon barrier level on review date for that period; Coupon barrier: 20,155.75 for Dow, 7,122.69 for Nasdaq, 1,133.52 for Russell; 60% of initial levels due 11/20/2025

Barclays Bank plc 10.05% due 11/20/2023

Barclays Bank plc 10.9% per year, payable quarterly if fund closes at or above its coupon barrier level on the observation date for that period; Coupon barrier level: $48.40, 75% of initial price due 11/18/2027

Barclays Bank plc 8.45% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,794.21 for S&P, 8,309.80 for Nasdaq, 1,322.44 for Russell; 70% of initial levels due 5/20/2025

Barclays Bank plc 12.6%, paid quarterly, if the underlying fund closes at or above its 85% coupon barrier level on the related quarterly observation date, plus any previously unpaid coupon due 11/16/2023

Barclays Bank plc 9.75% due 1/16/2024

Barclays Bank plc 21.5% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 9,360.75 for Nasdaq, 3,165.8 for S&P, 1,489.0 for Russell; 80% of initial levels due 5/18/2027

Barclays Bank plc 21.5% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 9,360.75 for Nasdaq, 3,165.8 for S&P, 1,489.0 for Russell; 80% of initial levels due 5/19/2027

Barclays Bank plc 9.25% annual rate, payable monthly if each index closes at or above coupon barrier level on related observation date; Coupon barrier levels: 3,194.34 for S&P, 1,506.19 for Russell; 80% of initial levels due 11/16/2027

Barclays Bank plc 0.00% due 11/13/2025

Barclays Bank plc 0.00% due 11/16/2026

Barclays Bank plc 0.00% due 2/13/2025

Barclays Bank plc 10.7% per year, payable monthly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 20,229.22 for Dow, 6,963.58 for Nasdaq, 2,373.82 for S&P; 60% of initial levels due 11/14/2025

Barclays Bank plc 0.00% due 11/17/2025

Barclays Bank plc 14% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,769.46 for S&P, 8,124.17 for Nasdaq, 1,307.55 for Russell; 70% of initial levels due 5/15/2024

Barclays Bank plc 13.75% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,769.46 for S&P, 8,124.17 for Nasdaq, 1,307.55 for Russell; 70% of initial levels due 2/15/2024

Barclays Bank plc 13.85% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,769.46 for S&P, 8,124.17 for Nasdaq, 1,307.55 for Russell; 70% of initial levels due 11/14/2024

Barclays Bank plc 18.25% due 11/15/2023

Barclays Bank plc 0.00% due 11/14/2025

Barclays Bank plc 11.25% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,624.00 for S&P, 1,232.28 for Russell; 70% of initial levels due 11/14/2025

Barclays Bank plc 19% per year, payable monthly if each stock closes at or above coupon barrier on the observation date for that period; Coupon barriers: $218.41 for Goldman, $53.35 for Alphabet, $137.32 for Microsoft; 60% of initial levels due 11/15/2023

Barclays Bank plc 25% per year, payable monthly if each stock closes at or above coupon barrier on the observation date for that period; Coupon barriers: $273.02 for Goldman, $66.68 for Alphabet, $171.65 for Microsoft; 75% of initial levels due 8/11/2023

Barclays Bank plc 24% per year, payable monthly if each stock closes at or above coupon barrier on the observation date for that period; Coupon barriers: $254.81 for Goldman, $62.24 for Alphabet, $160.21 for Microsoft; 70% of initial levels due 11/15/2023

Barclays Bank plc 9% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 6,635.70 for Nasdaq, 2,296.87 for S&P, 1,085.36 for Russell; 60% of initial levels due 8/11/2023

Barclays Bank plc 11.5% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 7,741.65 for Nasdaq, 2,679.68 for S&P, 1,266.25 for Russell; 70% of initial levels due 8/11/2023

Barclays Bank plc 7.5% annualized, payable quarterly if each ETF closes at or above coupon barrier on related observation date; Coupon barriers: $93.29 for iShares, $42.78 for SPDR; 65% of initial levels due 11/13/2025

Barclays Bank plc 16.75% per year, payable quarterly if each index closes at or above its coupon barrier level on each scheduled trading day during that observation date; Coupon barriers: 1,266.867 for Russell, 2,664.76 for S&P, 7,683.9 for Nasdaq; 70% of initial levels due 5/7/2026

Barclays Bank plc 14.7% per year, payable quarterly if each index closes at or above its coupon barrier level on each scheduled trading day during that observation date; Coupon barriers: 1,176.377 for Russell, 2,474.42 for S&P, 7,135.05 for Nasdaq; 65% of initial levels due 5/7/2026

Barclays Bank plc 10.25% annual rate, payable monthly if each index closes at or above coupon barrier level on review date for that period, plus any previously unpaid coupons; Coupon barrier: 2,639.39 for S&P, 1,259.91 for Russell, 7,599.92 for Nasdaq; 70% of initial levels due 11/7/2024

Barclays Bank plc 0.00% due 11/7/2024

Barclays Bank plc 9.75% per year, payable monthly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 16,201.61 for Dow, 899.93 for Russell, 5,428.52 for Nasdaq; 50% of initial levels due 11/7/2025

Barclays Bank plc 0.00% due 11/7/2025

Barclays Bank plc 7% annualized, payable monthly if index closes at or above coupon barrier on related observation date; Coupon barrier: 2,262.33, 60% of initial level due 11/7/2024

Barclays Bank plc 9% annualized, payable monthly if index closes at or above coupon barrier on related observation date; Coupon barrier: 2,262.33, 60% of initial level due 11/7/2024

Barclays Bank plc 13% annual rate, payable monthly if each index closes at or above coupon barrier level on related observation date; Coupon barrier levels: 8,017.95 for Nasdaq, 1,334.8 for Russell; 75% of initial levels due 11/6/2025

Barclays Bank plc 17.00% due 11/5/2026

Barclays Bank plc 0.00% due 11/5/2026

Barclays Bank plc 10.35% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,699.27 for S&P, 22,857.24 for Dow; 70% of initial levels due 11/6/2025

Barclays Bank plc 10% per year, payable monthly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 3,097.58 for S&P and 1,477.49 for Russell, or 80% of initial levels due 11/5/2025

Barclays Bank plc 0.00% due 9/3/2026

Barclays Bank plc 0.00% due 11/3/2027

Barclays Bank plc 12% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 7,983.9 for Nasdaq, 2,710.39 for S&P, 1,292.8 for Russell; 70% of initial levels due 5/3/2024

Barclays Bank plc 10% per year, payable monthly if each index closes at or above barrier level on observation date for that month due 11/5/2025

Barclays Bank plc 0.00% due 11/5/2025

Barclays Bank plc 0.00% due 5/4/2026

Barclays Bank plc 0.00% due 5/5/2025

Barclays Bank plc 0.00% due 11/3/2027

Barclays Bank plc 0.00% due 11/5/2025

Barclays Bank plc 10.86% per year, payable quarterly if shares close at or above coupon trigger level on a related determination date; coupon payment events will automatically include any previously unpaid coupons; Coupon trigger level: $14.54; 50% of initial share price due 5/2/2024

Barclays Bank plc 11.5% per year, payable quarterly if stock closes at or above coupon trigger level on a related determination date; coupon payment events will automatically include any previously unpaid coupons; Coupon trigger level: $68.87; 65% of initial share price due 5/2/2024

Barclays Bank plc 14% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 8,082.35 for Nasdaq, 23,003.26 for Dow, 1,292.84 for Russell; 70% of initial levels due 10/31/2025

Barclays Bank plc 11% per year, payable semiannually if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 6,927.73 for Nasdaq, 2,340.64 for S&P, 1,108.15 for Russell; 60% of initial levels due 10/31/2025

Barclays Bank plc 12% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 6,927.73 for Nasdaq, 2,340.64 for S&P, 1,108.15 for Russell; 60% of initial levels due 10/31/2025

Barclays Bank plc 0.00% due 11/2/2027

Barclays Bank plc 11.6% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 19,717.08 for Dow, 6,927.73 for Nasdaq, 1,108.15 for Russell; 60% of initial levels due 10/31/2025

Barclays Bank plc 22% annualized, payable quarterly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $63.66 for Meta, $59.94 for Alphabet; 65% of initial levels due 10/30/2025

Barclays Bank plc 23.5% per year, payable quarterly if shares close at or above coupon trigger level on a related determination date; coupon payment events will automatically include any previously unpaid coupons; Coupon trigger level: $134.78; 60% of initial share price due 10/30/2025

Barclays Bank plc 0.00% due 10/30/2025

Barclays Bank plc 0.00% due 10/29/2027

Barclays Bank plc 10% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 20,695.42 for Dow, 1,172.82 for Russell, 7,413.84 for Nasdaq; 65% of initial levels due 10/30/2025

Barclays Bank plc 12.5% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 6,843.54 for Nasdaq, 1,082.60 for Russell, 52.23 for Banks; 60% of initial levels due 10/30/2025

Barclays Bank plc 0.00% due 5/1/2025

Barclays Bank plc 0.00% due 10/30/2025

Barclays Bank plc 0.00% due 10/29/2026

Barclays Bank plc 9% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,489.89 for S&P, 20,695.42 for Dow; 65% of initial levels due 10/29/2027

Barclays Bank plc 14.6% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,639.39 for S&P, 7,599.92 for Nasdaq, 1,259.91 for Russell; 70% of initial levels due 4/9/2024

Barclays Bank plc 8.85% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,298.36 for S&P, 6,843.54 for Nasdaq, 1,082.6 for Russell; 60% of initial levels due 10/29/2027

Barclays Bank plc 14% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 8,168.99 for Nasdaq, 22,285.72 for Dow, 1,257.31 for Russell; 70% of initial levels due 10/30/2025

Barclays Bank plc 9.6% annual rate, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barriers: 22,285.72 for Dow, 1,014.01 for Russell Value; 70% of initial levels due 10/23/2025

Barclays Bank plc 13.7% per year, payable quarterly if each index closes at or above its coupon barrier level on each scheduled trading day during that observation date; Coupon barriers: 1,167.501 for Russell, 2,508.42 for S&P, 20,693.88 for Dow; 65% of initial levels due 10/30/2025

Barclays Bank plc 16.05% per year, payable quarterly if each index closes at or above its coupon barrier level on each scheduled trading day during that observation date; Coupon barriers: 1,167.501 for Russell, 2,508.42 for S&P, 7,585.49 for Nasdaq; 65% of initial levels due 10/30/2025

Barclays Bank plc 18.15% per year, payable quarterly if each index closes at or above its coupon barrier level on each scheduled trading day during that observation date; Coupon barriers: 1,257.309 for Russell, 2,701.38 for S&P, 8,168.99 for Nasdaq; 70% of initial levels due 10/30/2025

Barclays Bank plc 11.15% annual rate, payable monthly if the lowest ETF closes at or above coupon barrier level on related observation date; Coupon barrier levels: $17.95 for Gold and $13.26 for Silver, 75% of initial levels due 10/29/2025

Barclays Bank plc 17.77% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $46.48; 60% of initial level due 4/29/2024

Barclays Bank plc 0.00% due 10/29/2026

Barclays Bank plc 0.00% due 10/24/2025

Barclays Bank plc 0.00% due 10/15/2024

Barclays Bank plc 10.5% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 6,786.2 for Nasdaq, 2,251.65 for S&P, 1,045.34 for Russell; 60% of initial levels due 10/24/2025

Barclays Bank plc 13.3% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 6,786.2 for Nasdaq, 2,251.65 for S&P, 1,045.34 for Russell; 60% of initial levels due 10/24/2025

Barclays Bank plc 11.5% per year, payable semiannually if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 6,786.2 for Nasdaq, 2,251.65 for S&P, 1,045.34 for Russell; 60% of initial levels due 10/24/2025

Barclays Bank plc 15.85% per year, payable quarterly if each index closes at or above coupon barrier on any scheduled trading day during the determination period; Coupon barrier: 1,306.679 for Russell, 2,814.563 for S&P, 8,482.748 for Nasdaq; 75% of initial levels due 10/24/2024

Barclays Bank plc 15.5% per year, payable quarterly if each index closes at or above its coupon barrier level every day that period; Coupon barrier levels: 2,626.93 for S&P, 1,219.567 for Russell, 21,757.79 for Dow; 70% of initial levels due 10/24/2025

Barclays Bank plc 11.25% per year, payable each month that each underlying index closes at or above coupon barrier on observation date for that month; Coupon barriers: 2,206.77 for S&P, 1,041.45 for Russell, 18,111.49 for Dow; 60% of initial values due 10/21/2027

Barclays Bank plc 14.25% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 21,233.51 for Dow, 7,732.7 for Nasdaq, 1,193.07 for Russell; 70% of initial levels due 10/23/2025

Barclays Bank plc 0.00% due 7/24/2024

Barclays Bank plc 0.00% due 10/23/2025

Barclays Bank plc 10% per year, payable monthly if the index closes at or above coupon barrier on the valuation date for that period; Coupon barrier level: 2,586.61, 70% of initial level due 10/22/2027

Barclays Bank plc 11.25% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,586.61 for S&P, 1,208.03 for Russell, 7,772.37 for Nasdaq; 70% of initial levels due 10/23/2025

Barclays Bank plc 15.1% annual rate; payable monthly if closing price of each stock is greater than or equal to coupon barrier on related observation date; Coupon barrier prices: $71.50 for Apple, $56.27 for Amazon, $59.80 for Nvidia; 50% of initial levels due 10/22/2025

Barclays Bank plc 0.00% due 10/21/2027

Barclays Bank plc 16.3% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 7,743.77 for Nasdaq, 21,130.07 for Dow, 1,215.03 for Russell; 70% of initial levels due 10/22/2025

Barclays Bank plc 13% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 7,743.77 for Nasdaq, 2,574.56 for S&P, 1,215.03 for Russell; 70% of initial levels due 10/22/2025

Barclays Bank plc 22.85% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $17.67 for ETF, 1,195.44 for Russell, 7,509.74 for Nasdaq; 65% of initial levels due 2/26/2024

Barclays Bank plc 10.15% due 2/16/2024

Barclays Bank plc 0.00% due 10/17/2025

Barclays Bank plc 14.1% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 20,744.38 for Dow, 7,484.44 for Nasdaq, 1,177.68 for Russell; 70% of initial levels due 10/17/2024

Barclays Bank plc 12% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 20,744.38 for Dow, 7,484.44 for Nasdaq, 1,177.68 for Russell; 70% of initial levels due 10/17/2024

Barclays Bank plc 15.5% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 8,019.05 for Nasdaq, 22,226.12 for Dow, 1,261.80 for Russell; 75% of initial levels due 10/19/2027

Barclays Bank plc 20.15% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 8,553.65 for Nasdaq, 23,707.86 for Dow, 1,345.92 for Russell; 80% of initial levels due 10/17/2024

Barclays Bank plc 12% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 18,521.77 for Dow, 6,682.54 for Nasdaq, 1,051.50 for Russell; 62.5% of initial levels due 10/17/2025

Barclays Bank plc 11.45% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 17,780.9 for Dow, 6,415.24 for Nasdaq, 1,009.44 for Russell; 60% of initial levels due 10/17/2025

Barclays Bank plc 10.35% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,149.84 for S&P, 17,780.9 for Dow, 1,009.44 for Russell; 60% of initial levels due 10/17/2025

Barclays Bank plc 13.3% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,508.15 for S&P, 7,484.44 for Nasdaq, 1,177.68 for Russell; 70% of initial levels due 10/19/2026

Barclays Bank plc 0.00% due 10/17/2024

Barclays Bank plc 27.6% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $71.50 for Apple, $56.27 for Amazon, $43.16 for Blackstone, $110.86 for Tesla; 50% of initial levels due 10/16/2025

Barclays Bank plc 16.4005% annual rate, payable monthly if index closes at or above coupon barrier on review date for that quarter; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier: 3,070.53; 85% of initial level due 10/13/2023

Barclays Bank plc 0.00% due 10/14/2027

Barclays Bank plc 9.5% annual rate, payable monthly if each index closes at or above coupon barrier level on related observation date; Coupon barrier levels: 2,871.07 for S&P, 1,354.33 for Russell; 80% of initial levels due 10/14/2027

Barclays Bank plc 10.7% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,547.76 for S&P, 20,507.75 for Dow; 70% of initial levels due 10/15/2026

Barclays Bank plc 10% annual rate, payable monthly if each index closes at or above coupon barrier level on review date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barriers: 2,528.67 for S&P, 7,648.88 for Nasdaq, 1,184.34 for Russell; 70% of initial levels due 10/16/2024

Barclays Bank plc 11.05% annual rate, payable monthly if each index closes at or above coupon barrier level on review date for that period; Coupon barrier: 2,246.71 for S&P, 6,891.3 for Nasdaq, 1,051.51 for Russell; 60% of initial levels due 10/14/2027

Barclays Bank plc 7.5% annual rate, payable monthly if the index closes at or above its coupon barrier level on related observation date; Coupon barrier level: 3,093.71, 85% of initial level due 10/10/2025

Barclays Bank plc 0 due 45470

Barclays Bank plc 14.7% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 7,727.63 for Nasdaq, 20,507.75 for Dow, 1,191.5 for Russell; 70% of initial levels due 10/10/2025

Barclays Bank plc 12.5% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 6,623.68 for Nasdaq, 2,183.8 for S&P, 1,021.29 for Russell; 60% of initial levels due 45940

Barclays Bank plc 9.75% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,183.8 for S&P, 6,623.68 for Nasdaq, 1,021.29 for Russell; 60% of initial levels due 10/10/2025

Barclays Bank plc 13.5% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,547.76 for S&P, 7,727.63 for Nasdaq, 1,191.5 for Russell; 70% of initial levels due 10/10/2024

Barclays Bank plc 12% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,547.76 for S&P, 7,727.63 for Nasdaq, 1,191.5 for Russell; 70% of initial levels due 10/13/2027

Barclays Bank plc 13.8% per year, payable quarterly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $41.15 for ETF, 8,101.23 for Nasdaq, 1,233.89 for Russell; 70% of initial levels due 7/10/2024

Barclays Bank plc 0.00% due 10/10/2025

Barclays Bank plc 13.5% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 21,191.71 for Dow, 8,101.23 for Nasdaq, 1,233.89 for Russell; 70% of initial levels due 10/9/2025

Barclays Bank plc 10% annual rate, payable monthly if each index closes at or above coupon barrier level on related observation date; Coupon barrier levels: 3,032.74 for S&P, 1,420.61 for Russell; 80% of initial levels due 10/10/2023

Barclays Bank plc 10.25% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 2,653.65 for S&P, 1,243.04 for Russell, 8,107.78 for Nasdaq; 70% of initial levels due 10/9/2025

Barclays Bank plc 7.70% due 10/7/2024

Barclays Bank plc 14.3% per year, payable quarterly if each index closes at or above coupon barrier on every trading day during the observation period; Coupon barriers: 2,574.9 for S&P, 2,339.52 for Stoxx, 1,196.21 for Russell; 70% of initial levels due 10/8/2025

Barclays Bank plc 20.05% per year, payable quarterly if each index closes at or above coupon barrier on the observation date; Coupon barriers: 2,942.74 for S&P, 8,983.78 for Nasdaq, 1,367.1 for Russell; 80% of initial levels due 10/8/2024

Barclays Bank plc 0.00% due 4/8/2027

Barclays Bank plc 11.7% annual rate, payable monthly if each index closes at or above coupon barrier level on review date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier: 2,868.5 for S&P, 8,776.98 for Nasdaq, 1,331.77 for Russell; 80% of initial levels due 10/3/2025

Barclays Bank plc 11.7% annual rate, payable monthly if each index closes at or above coupon barrier level on review date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier: 2,509.93 for S&P, 7,679.85 for Nasdaq, 1,165.3 for Russell; 70% of initial levels due 10/3/2024

Barclays Bank plc 8.25% annual rate, payable quarterly if each index closes at or above coupon barrier level on review date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier: 2,151.37 for S&P, 6,582.73 for Nasdaq, 998.83 for Russell; 60% of initial levels due 4/4/2024

Barclays Bank plc 14.5% per year, payable quarterly if each index closes at or above coupon barrier on every trading day during the observation period; Coupon barriers: 6,698.87 for Nasdaq, 1,967.42 for Stoxx, 1,004.96 for Russell; 60% of initial levels due 10/3/2025

Barclays Bank plc 12.1% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 2,509.93 for S&P, 7,679.85 for Nasdaq, 1,165.3 for Russell; 70% of initial levels due 10/5/2027

Barclays Bank plc 12.15% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 2,151.37 for S&P, 6,582.73 for Nasdaq, 998.83 for Russell; 60% of initial levels due 10/3/2025

Barclays Bank plc 12% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 2,509.93 for S&P, 7,679.85 for Nasdaq, 1,165.3 for Russell; 70% of initial levels due 4/4/2024

Barclays Bank plc 10% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 2,509.93 for S&P, 7,679.85 for Nasdaq, 1,165.3 for Russell; 70% of initial levels due 9/11/2025

Barclays Bank plc 9.75% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 2,151.37 for S&P, 6,582.73 for Nasdaq, 998.83 for Russell; 60% of initial levels due 10/3/2025

Barclays Bank plc 13% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 2,509.93 for S&P, 7,679.85 for Nasdaq, 1,165.3 for Russell; 70% of initial levels due 10/3/2025

Barclays Bank plc 11.25% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 2,151.37 for S&P, 6,582.73 for Nasdaq, 998.83 for Russell; 60% of initial levels due 10/3/2025

Barclays Bank plc 9.5% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,151.37 for S&P, 998.83 for Russell and 6,582.73 for Nasdaq, or 60% of initial levels due 10/3/2025

Barclays Bank plc 14.85% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,689.22 for S&P, 1,248.54 for Russell and 8,228.41 for Nasdaq, or 75% of initial levels due 10/5/2026

Barclays Bank plc 9% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,151.37 for S&P, 998.83 for Russell and 6,582.73 for Nasdaq, or 60% of initial levels due 10/3/2025

Barclays Bank plc 15.25% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,509.93 for S&P, 1,165.30 for Russell and 7,679.85 for Nasdaq, or 70% of initial levels due 10/3/2025

Barclays Bank plc 19.1% per year, payable monthly if each ETF closes at or above coupon barrier on the observation date for that period; Coupon barriers: $213.81 for QQQ, $285.74 for SPDR, $131.94 for iShares; 80% of initial levels due 10/3/2025

Barclays Bank plc 0.00% due 10/5/2027

Barclays Bank plc 0.00% due 10/3/2025

Barclays Bank plc 0.00% due 10/3/2024

Barclays Bank plc 30.65% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $82.92 for Apple, $67.80 for Amazon, $159.15 for Tesla; 60% of initial levels due 10/3/2025

Barclays Bank plc 18.7% annualized, payable quarterly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $56.49 for Qualcomm, $222.01 for Broadcom, $31.68 for AMD; 50% of initial levels due 10/3/2024

Barclays Bank plc 0.00% due 10/2/2026

Barclays Bank plc 13.25% annual rate, payable monthly if each index closes at or above coupon barrier level on related observation date; Coupon barrier levels: 2,912.38 for S&P, 1,339.94 for Russell, 8,931.82 for Nasdaq; 80% of initial levels due 10/3/2024

Barclays Bank plc 10.25% annual rate, payable quarterly if each index closes at or above coupon barrier level on related observation date; Coupon barrier levels: 2,912.38 for S&P, 1,339.94 for Russell; 80% of initial levels due 10/2/2025

Barclays Bank plc 0.00% due 10/3/2024

Barclays Bank plc 11.25% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,548.33 for S&P, 7,815.35 for Nasdaq, 1,172.45 for Russell; 70% of initial levels due 10/2/2025

Barclays Bank plc 15.15% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,548.33 for S&P, 7,815.35 for Nasdaq, 1,172.45 for Russell; 70% of initial levels due 4/4/2024

Barclays Bank plc 14.95% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,548.33 for S&P, 7,815.35 for Nasdaq, 1,172.45 for Russell; 70% of initial levels due 1/4/2024

Barclays Bank plc 13.5% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,548.33 for S&P, 7,815.35 for Nasdaq, 1,172.45 for Russell; 70% of initial levels due 10/2/2025

Barclays Bank plc 0.00% due 10/1/2026

Barclays Bank plc 0.00% due 10/2/2025

Barclays Bank plc 0.00% due 3/26/2024

Barclays Bank plc 0.00% due 10/2/2025

Barclays Bank plc 0.00% due 10/1/2026

Barclays Bank plc 12% per year, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 1,029.15 for Russell, 6,896.30 for Nasdaq, 47.32 for Stoxx Banks; 60% of initial levels due 9/30/2027

Barclays Bank plc 12.15% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 6,896.3 for Nasdaq, 2,231.42 for S&P, 1,029.15 for Russell; 60% of initial levels due 10/2/2025

Barclays Bank plc 14.5% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $24.88 for ETF, 2,558.53 for S&P, 2,339.79 for Stoxx; 70% of initial levels due 10/1/2026

Barclays Bank plc 12.5% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,603.33 for S&P, 1,200.67 for Russell and 8,045.68 for Nasdaq, or 70% of initial levels due 10/2/2025

Barclays Bank plc 10.25% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,231.42 for S&P, 1,029.15 for Russell and 6,896.30 for Nasdaq, or 60% of initial levels due 9/30/2027

Barclays Bank plc 11.5% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 2,603.33 for S&P, 20,778.62 for Dow, 1,200.67 for Russell; 70% of initial levels due 10/1/2026

Barclays Bank plc 7.25% due 10/6/2025

Barclays Bank plc Compounded SOFR, subject to maximum rate of 5.15% and minimum rate of 4.15%; payable quarterly due 10/3/2024

Barclays Bank plc two-year U.S. dollar SOFR ICE swap rate plus 150 bps, minimum interest rate of 0%; payable quarterly due 9/30/2025

Barclays Bank plc 11.1% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,193.02 for S&P, 6,752.47 for Nasdaq, 993.53 for Russell; 60% of initial levels due 3/31/2025

Barclays Bank plc 15% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,603.33 for S&P, 8,045.68 for Nasdaq, 1,200.67 for Russell; 70% of initial levels due 4/2/2024

Barclays Bank plc 10.5% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,231.42 for S&P, 6,896.3 for Nasdaq, 1,359.58 for MidCap 400; 60% of initial levels due 10/2/2025

Barclays Bank plc 19.15% annual rate, payable quarterly if each index closes at or above coupon barrier level on review date for that period; Coupon barrier: 22,192.81 for Dow, 8,483.43 for Nasdaq, 1,259.69 for Russell; 75% of initial levels due 10/2/2024

Barclays Bank plc 7% annual rate, payable monthly if each index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1,163.76 for Russell, 2,553.10 for S&P, 70% of initial levels due 9/30/2027

Barclays Bank plc 10.9% annual rate, payable semiannually if the index closes at or above its coupon barrier level on related observation date; Coupon barrier level: 2,917.83, 80% of initial level due 10/1/2026

Barclays Bank plc 0.00% due 9/30/2027

Barclays Bank plc 8.85% per year, payable monthly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 2,553.10 for S&P, 1,163.76 for Russell and 7,890.23 for Nasdaq, or 70% of initial levels due 10/1/2026

Barclays Bank plc 8.5% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,553.1 for S&P, 20,394.49 for Dow, 1,163.76 for Russell; 70% of initial levels due 9/30/2027

Barclays Bank plc 13.65% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,553.1 for S&P, 7,890.23 for Nasdaq, 1,163.76 for Russell; 70% of initial levels due 4/1/2024

Barclays Bank plc 8.5% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,188.37 for S&P, 6,763.05 for Nasdaq, 997.51 for Russell; 60% of initial levels due 9/30/2027

Barclays Bank plc 9.25% annual rate, payable monthly if each index closes at or above coupon barrier level on related observation date; Coupon barrier levels: 2,924.03 for S&P, 1,324.71 for Russell; 80% of initial levels due 9/29/2023

Barclays Bank plc 15.25% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 8,440.58 for Nasdaq, 2,741.28 for S&P, 1,241.91 for Russell; 75% of initial levels due 10/1/2026

Barclays Bank plc 9.25% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 1,159.12 for Russell, 2,558.53 for S&P; 70% of initial levels due 9/30/2027

Barclays Bank plc 9.25% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 993.53 for Russell, 2,193.02 for S&P: 60% of initial levels due 9/30/2027

Barclays Bank plc 12.25% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,558.53 for S&P, 7,877.88 for Nasdaq, 1,159.12 for Russell; 70% of initial levels due 9/30/2027

Barclays Bank plc 4.5% initially, stepping up to 5.5% on Sept. 29, 2024 and to 6.5% on Sept. 29, 2025; payable semiannually due 9/29/2026

Barclays Bank plc 14.1% annual rate, payable monthly if each index closes at or above coupon barrier level on review date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barriers: 2,954.58 for S&P, 9,048.99 for Nasdaq, 1,343.67 for Russell; 80% of initial levels due 9/26/2024

Barclays Bank plc 10% annual rate, payable monthly if each index closes at or above coupon barrier level on review date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barriers: 2,585.26 for S&P, 7,917.87 for Nasdaq, 1,175.71 for Russell; 70% of initial levels due 9/26/2024

Barclays Bank plc 0.00% due 9/25/2025

Barclays Bank plc 12% per year, payable monthly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 2,585.26 for S&P, 1,175.71 for Russell and 7,917.87 for Nasdaq, or 70% of initial levels due 9/26/2025

Barclays Bank plc 0.00% due 9/12/2024

Barclays Bank plc 0.00% due 9/26/2025

Barclays Bank plc 13.5% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,954.58 for S&P, 1,343.67 for Russell and 9,048.99 for Nasdaq, or 80% of initial levels due 10/1/2025

Barclays Bank plc 10.15% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,585.26 for S&P, 1,175.71 for Russell and 7,917.87 for Nasdaq, or 70% of initial levels due 10/1/2025

Barclays Bank plc 13.3% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $77.23; 55% of initial level due 3/28/2024

Barclays Bank plc 10% per year, payable monthly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 2,215.94 for S&P, 1,007.75 for Russell and 17,754.25 for Dow, or 60% of initial levels due 9/26/2025

Barclays Bank plc 14.75% per year, payable monthly if each index closes at or above coupon barrier level on valuation date for that period; Coupon barrier levels: 2,585.26 for S&P, 1,175.71 for Russell and 7,917.87 for Nasdaq, or 70% of initial levels due 12/29/2023

Barclays Bank plc 15% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,585.26 for S&P, 7,917.87 for Nasdaq, 1,175.71 for Russell; 70% of initial levels due 3/28/2024

Barclays Bank plc 14.92% per year, payable quarterly if each index closes at or above its coupon barrier level every day that period; Coupon barrier levels: 2,400.6 for S&P, 1,091.734 for Russell, 7,352.31 for Nasdaq; 65% of initial levels due 3/27/2025

Barclays Bank plc 0.00% due 9/28/2023

Barclays Bank plc 11.05% due 9/27/2023

Barclays Bank plc 15.15% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 8,626.24 for Nasdaq, 2,818.49 for S&P, 1,291.73 for Russell; 75% of initial levels due 9/26/2024

Barclays Bank plc 13.5% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 8,051.16 for Nasdaq, 2,630.59 for S&P, 1,205.62 for Russell; 70% of initial levels due 9/26/2024

Barclays Bank plc 30% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $70.39 for Amazon, $17.15 for Uber, $41.70 for AMD; 60% of initial levels due 9/25/2025

Barclays Bank plc 18% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $144.59 for Microsoft, $83.23 for Boeing, $75.19 for IBM; 60% of initial levels due 9/25/2025

Barclays Bank plc 23.5% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $144.59 for Microsoft, $7.66 for Ford, $74.21 for Qualcomm; 60% of initial levels due 9/25/2025

Barclays Bank plc 10% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,630.59 for S&P, 21,053.68 for Dow, 1,205.62 for Russell; 70% of initial levels due 3/27/2024

Barclays Bank plc 11.15% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,442.69 for S&P, 19,549.84 for Dow, 1,119.5 for Russell; 65% of initial levels due 9/25/2025

Barclays Bank plc 13.05% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,630.59 for S&P, 8,051.15 for Nasdaq, 1,205.62 for Russell; 70% of initial levels due 9/25/2025

Barclays Bank plc 12.35% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,630.59 for S&P, 8,051.16 for Nasdaq, 1,205.62 for Russell; 70% of initial levels due 9/25/2026

Barclays Bank plc 15% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,630.59 for S&P, 8,051.16 for Nasdaq, 1,205.62 for Russell; 70% of initial levels due 12/28/2023

Barclays Bank plc 32% per year annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barrier levels: $173.15 for Tesla, $52.60 for PayPal, $75.37 for Nvidia, 60% of initial levels due 9/25/2025

Barclays Bank plc 15.65% per year, payable quarterly if each index closes at or above its coupon barrier level every day that period; Coupon barrier levels: 2,630.59 for S&P, 1,205.617 for Russell, 8,051.16 for Nasdaq; 70% of initial levels due 9/25/2025

Barclays Bank plc 14.05% per year, payable quarterly if each index closes at or above its coupon barrier level every day that period; Coupon barrier levels: 2,442.69 for S&P, 1,119.502 for Russell, 7,476.07 for Nasdaq; 65% of initial levels due 9/25/2025

Barclays Bank plc 7.35% due 9/3/2026

Barclays Bank plc 0.00% due 9/24/2027

Barclays Bank plc 0.00% due 3/26/2024

Barclays Bank plc 0.00% due 9/25/2025

Barclays Bank plc 0.00% due 9/26/2024

Barclays Bank plc 0.00% due 3/26/2024

Barclays Bank plc 14.6% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 8,146.45 for Nasdaq, 2,652.95 for S&P, 1,233.51 for Russell; 70% of initial levels due 9/25/2025

Barclays Bank plc 14.4% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 2,652.951 for S&P, 8,146.453 for Nasdaq, 1,233.511 for Russell; 70% of initial levels due 9/26/2024

Barclays Bank plc 14.25% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 2,842.45 for S&P, 8,728.34 for Nasdaq, 1,321.619 for Russell; 75% of initial levels due 9/26/2024

Barclays Bank plc 24.35% per year, payable monthly if each asset closes at or above coupon barrier on the observation date for that period; Coupon barriers: $15.49 for Gold Miners, 7,564.56 for Nasdaq, 1,145.4 for Russell; 65% of initial levels due 12/27/2023

Barclays Bank plc 0.00% due 9/25/2025

Barclays Bank plc 11.8% annual rate, payable quarterly if each ETF closes at or above coupon barrier on observation date; Coupon barriers: $226.43 for S&P ETF, $45.58 for Energy ETF; 60% of initial levels due 9/24/2027

Barclays Bank plc 9.44% annual rate, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barriers: 1,636.5 for MidCap, 652.46 for MSCI; 70% of initial levels due 9/24/2027

Barclays Bank plc 0.00% due 3/8/2024

Barclays Bank plc 13.3% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 2,729.92 for S&P, 2,449.64 for Stoxx; 70% of initial levels due 3/25/2025

Barclays Bank plc 12% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 7,703.5 for Nasdaq, 2,506.35 for S&P, 1,161.88 for Russell; 65% of initial levels due 9/23/2027

Barclays Bank plc 0.00% due 10/5/2026

Barclays Bank plc 15.15% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,699.15 for S&P, 8,296.08 for Nasdaq, 1,251.25 for Russell; 70% of initial levels due 3/25/2024

Barclays Bank plc 14.3% per year, payable quarterly if each index closes at or above its coupon barrier level on every day that period; Coupon barrier levels: 2,506.35 for S&P, 1,161.878 for Russell, 7,703.5 for Nasdaq; 65% of initial levels due 9/24/2025

Barclays Bank plc 16.2% per year, payable quarterly if each index closes at or above its coupon barrier level on every day that period; Coupon barrier levels: 2,699.15 for S&P, 1,251.253 for Russell, 8,296.08 for Nasdaq; 70% of initial levels due 9/24/2025

Barclays Bank plc 7.85% due 9/25/2023

Barclays Bank plc 13.15% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 8,964.95 for Nasdaq, 2,924.92 for S&P, 1,359.63 for Russell; 75% of initial levels due 9/19/2025

Barclays Bank plc 13.95% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 8,367.29 for Nasdaq, 2,729.92 for S&P, 1,268.99 for Russell; 70% of initial levels due 9/24/2024

Barclays Bank plc 12.75% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 8,367.29 for Nasdaq, 2,729.92 for S&P, 1,268.99 for Russell; 70% of initial levels due 9/24/2025

Barclays Bank plc 14% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 8,367.29 for Nasdaq, 2,729.92 for S&P, 1,268.99 for Russell; 70% of initial levels due 9/24/2025

Barclays Bank plc 19.85% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 2,905.0 for S&P, 1,348.642 for Russell, 8,896.04 for Nasdaq; 75% of initial levels due 9/11/2024

Barclays Bank plc 17.75% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $120.06; 50% of initial level due 9/22/2025

Barclays Bank plc 9.25% annualized, payable quarterly if index closes at or above coupon barrier on related observation date; Coupon barrier: 2,534.93; 65% of initial level due 9/24/2026

Barclays Bank plc 8.05% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,339.93 for S&P, 7,171.96 for Nasdaq, 1,087.7 for Russell; 60% of initial levels due 9/23/2027

Barclays Bank plc 10.5% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,339.93 for S&P, 7,171.96 for Nasdaq, 1,087.7 for Russell; 60% of initial levels due 9/23/2027

Barclays Bank plc 12.6% per year, payable quarterly if each index closes at or above its coupon barrier level on the observation date that period; Coupon barrier levels: 2,729.92 for S&P, 1,268.99 for Russell, 1,248.7 for MSCI EAFE; 70% of initial levels due 9/19/2024

Barclays Bank plc 15% per year, payable quarterly if each index closes at or above its coupon barrier level every day that period; Coupon barrier levels: 2,905.0 for S&P, 1,348.642 for Russell, 8,896.04 for Nasdaq; 75% of initial levels due 3/21/2024

Barclays Bank plc 15.86% per year, payable quarterly if each index closes at or above its coupon barrier level on every day that period; Coupon barrier levels: 2,729.92 for S&P, 1,268.99 for Russell, 8,367.29 for Nasdaq; 70% of initial levels due 6/18/2026

Barclays Bank plc 0.00% due 9/18/2025

Barclays Bank plc 0.00% due 9/18/2025

Barclays Bank plc 0.00% due 9/19/2025

Barclays Bank plc 14.15% annual rate, payable monthly if each index closes at or above coupon barrier level on related observation date; Coupon barrier levels: 3,098.66 for S&P, 9,489.1 for Nasdaq, 1,438.55 for Russell; 80% of initial levels due 9/19/2025

Barclays Bank plc 12.15% annual rate, payable monthly if each index closes at or above coupon barrier level on related observation date; Coupon barrier levels: 2,905.0 for S&P, 8,896.04 for Nasdaq, 1,348.64 for Russell; 75% of initial levels due 9/19/2025

Barclays Bank plc 10.5% annual rate, payable monthly if each index closes at or above coupon barrier level on related observation date; Coupon barrier levels: 2,711.33 for S&P, 8,302.97 for Nasdaq, 1,258.73 for Russell; 70% of initial levels due 9/19/2025

Barclays Bank plc 0.00% due 9/21/2027

Barclays Bank plc 11% per year, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 1,078.91 for Russell, 7,116.83 for Nasdaq, 51.81 for Stoxx Banks; 60% of initial levels due 9/21/2027

Barclays Bank plc 9% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 8,302.97 for Nasdaq, 2,711.33 for S&P, 1,258.73 for Russell; 70% of initial levels due 9/21/2027

Barclays Bank plc 10% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 7,116.83 for Nasdaq, 2,324 for S&P, 1,078.91 for Russell; 60% of initial levels due 9/21/2027

Barclays Bank plc 10.25% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 8,302.97 for Nasdaq, 2,711.33 for S&P, 1,258.73 for Russell; 70% of initial levels due 9/19/2025

Barclays Bank plc 14.9% per year, payable quarterly if each index closes at or above coupon barrier on every trading day during the observation period; Coupon barriers: 8,302.97 for Nasdaq, 2,711.33 for S&P, 1,258.73 for Russell; 70% of initial levels due 9/18/2025

Barclays Bank plc 19.85% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 8,896.04 for Nasdaq, 2,905.0 for S&P, 1,348.64 for Russell; 75% of initial levels due 9/19/2024

Barclays Bank plc 14.15% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 8,896.04 for Nasdaq, 2,905.0 for S&P, 1,348.64 for Russell; 75% of initial levels due 9/19/2025

Barclays Bank plc 13.15% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 8,896.04 for Nasdaq, 2,905.0 for S&P, 1,348.64 for Russell; 75% of initial levels due 9/19/2025

Barclays Bank plc 13.05% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 9,489.1 for Nasdaq, 3,098.66 for S&P, 1,438.55 for Russell; 80% of initial levels due 9/19/2025

Barclays Bank plc 15.25% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 8,896.04 for Nasdaq, 2,905.0 for S&P, 1,348.64 for Russell; 75% of initial levels due 9/19/2025

Barclays Bank plc 9.6% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 8,302.97 for Nasdaq, 2,711.33 for S&P, 1,258.73 for Russell; 70% of initial levels due 9/19/2025

Barclays Bank plc 15.05% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 8,896.04 for Nasdaq, 2,905.0 for S&P, 1,348.64 for Russell; 75% of initial levels due 9/19/2025

Barclays Bank plc 13.15% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 8,302.97 for Nasdaq, 2,711.33 for S&P, 1,258.73 for Russell; 70% of initial levels due 9/19/2024

Barclays Bank plc 12% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 8,302.97 for Nasdaq, 2,711.33 for S&P, 1,258.73 for Russell; 70% of initial levels due 9/21/2027

Barclays Bank plc 8.5% per year, payable monthly if the index closes at or above coupon barrier on the valuation date for that period; Coupon barrier level: 2,711.33; 70% of initial level due 9/19/2025

Barclays Bank plc 9.5% per year, payable monthly if the index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,711.33; 70% of initial level due 9/21/2027

Barclays Bank plc 11.35% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 2,711.33 for S&P, 21,575.69 for Dow, 1,258.73 for Russell; 70% of initial levels due 9/21/2027

Barclays Bank plc 0.00% due 8/22/2025

Barclays Bank plc 0.00% due 9/19/2024

Barclays Bank plc five-year U.S. dollar SOFR ICE swap rate plus 148 bps, subject to minimum interest rate of 0%; payable quarterly due 9/20/2032

Barclays Bank plc 26.85% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $7.66; 50% of initial level due 9/19/2024

Barclays Bank plc 10.65% per year, payable quarterly if each index closes at or above its coupon barrier level on the observation date that period; Coupon barrier levels: 2,711.33 for S&P, 1,258.732 for Russell, 2,450.29 for Stoxx; 70% of initial levels due 9/20/2029

Barclays Bank plc 11.4% per year, payable quarterly if each index closes at or above its coupon barrier level on the observation date that period; Coupon barrier levels: 2,711.33 for S&P, 1,258.732 for Russell, 1,252.02 for EAFE; 70% of initial levels due 9/21/2027

Barclays Bank plc 14% per year, payable quarterly if each index closes at or above its coupon barrier level every day that period; Coupon barrier levels: 2,517.66 for S&P, 1,168.823 for Russell, 7,709.9 for Nasdaq; 65% of initial levels due 3/19/2026

Barclays Bank plc 15.21% per year, payable quarterly if each index closes at or above its coupon barrier level every day that period; Coupon barrier levels: 2,711.33 for S&P, 1,258.732 for Russell, 8,302.97 for Nasdaq; 70% of initial levels due 6/20/2025

Barclays Bank plc 9.65% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 2,340.81 for S&P, 18,577.09 for Dow, 1,095.14 for Russell; 60% of initial levels due 9/18/2026

Barclays Bank plc 11% per year, payable quarterly if each ETF closes at or above coupon barrier on the observation date for that period; Coupon barriers: $176.22 for QQQ, $235.86 for SPDR, $109.35 for iShares; 70% of initial levels due 9/20/2024

Barclays Bank plc 14.06% per year, payable quarterly if each index closes at or above its coupon barrier level on the observation date that period; Coupon barrier levels: 2,535.88 for S&P, 1,186.402 for Russell, 7,752.87 for Nasdaq; 65% of initial levels due 3/18/2026

Barclays Bank plc 16.7% per year, payable quarterly if each index closes at or above its coupon barrier level on the observation date that period; Coupon barrier levels: 2,730.95 for S&P, 1,277.664 for Russell, 8,349.24 for Nasdaq; 70% of initial levels due 3/18/2026

Barclays Bank plc 15.35% per year, payable quarterly if each index closes at or above its coupon barrier level on the observation date that period; Coupon barrier levels: 2,730.95 for S&P, 1,277.664 for Russell, 8,349.24 for Nasdaq; 70% of initial levels due 6/18/2025

Barclays Bank plc 7.45% due 10/18/2023

Barclays Bank plc 10.1% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 21,794.56 for Dow, 1,286.92 for Russell, 8,494.08 for Nasdaq; 70% of initial levels due 3/19/2025

Barclays Bank plc 13.1% per year, paid quarterly, if each index closes at or above its coupon barrier on any related observation date; Coupon barrier levels: 9,025.22 for Nasdaq, 1,373.681 for Russell, 2,949.52 for S&P; 75% of initial levels due 9/16/2027

Barclays Bank plc 14% per year, paid quarterly, if each index closes at or above its coupon barrier on every day that period; Coupon barrier levels: 7,887.36 for Nasdaq, 1,195.002 for Russell, 2,564.91 for S&P; 65% of initial levels due 3/16/2026

Barclays Bank plc 11.4% per year, payable quarterly if each index closes at or above its coupon barrier level on the observation date that period; Coupon barrier levels: 2,762.21 for S&P, 1,286.925 for Russell, 2,497.29 for Stoxx; 70% of initial levels due 9/19/2029

Barclays Bank plc 15.21% per year, payable quarterly if each index closes at or above its coupon barrier level on every trading day during the observation period; Coupon barrier levels: 2,762.21 for S&P, 1,286.925 for Russell, 8,494.08 for Nasdaq; 70% of initial levels due 6/16/2025

Barclays Bank plc two-year U.S. dollar SOFR ICE swap rate plus 140 bps, capped at 7% and floor of 0%; payable quarterly due 9/16/2025

Barclays Bank plc 4.5% until Sept. 15, 2023; after that, SOFR plus 130 bps with a 0% floor; payable quarterly due 9/15/2025

Barclays Bank plc 16% per year, payable quarterly if each index closes at or above its coupon barrier level on every trading day during the observation period; Coupon barrier levels: 2,877.29 for S&P, 1,334.26 for Russell, 8,917.8 for Nasdaq; 70% of initial levels due 3/17/2026

Barclays Bank plc 10.75% per year, payable monthly if each index closes at or above coupon barrier on valuation date for that period; previously unpaid coupons will also be paid; Coupon barrier levels: 3,288.33 for S&P, 1,524.87 for Russell and 10,191.78 for Nasdaq, or 80% of initial levels due 9/17/2026

Barclays Bank plc 0.00% due 9/16/2027

Barclays Bank plc 5.05% annual rate, payable monthly if each index closes at or above coupon barrier level on related observation date; Coupon barrier levels: 2,055.21 for S&P, 16,190.67 for Dow, 953.04 for Russell; 50% of initial levels due 9/16/2027

Barclays Bank plc 9.25% per year, paid quarterly, if the index closes at or above its coupon barrier on any related observation date; Coupon barrier level: 2,320.53; 65% of initial level due 9/17/2025

Barclays Bank plc 9.35% per year, paid quarterly, if the ETF closes at or above its coupon barrier on any related observation date; Coupon barrier level: $119.41; 65% of initial level due 9/17/2025

Barclays Bank plc 0.00% due 9/14/2027

Barclays Bank plc 18.55% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,253.89 for S&P, 1,506.28 for Russell and 10,070,63 for Nasdaq, or 80% of initial levels due 3/13/2025

Barclays Bank plc 8.05% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,440.42 for S&P, 1,129.71 for Russell and 7,552.97 for Nasdaq, or 60% of initial levels due 9/14/2026

Barclays Bank plc 18% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,253.89 for S&P, 1,506.28 for Russell and 10,070.63 for Nasdaq, or 80% of initial levels due 9/14/2026

Barclays Bank plc 0.00% due 9/11/2025

Barclays Bank plc 8.6% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 923.46 for Russell, 2,003.09 for S&P and 6,160.60 for Nasdaq; 50% of initial levels due 9/12/2024

Barclays Bank plc 8.25% annualized, payable monthly if index closes at or above coupon barrier on related observation date; Coupon barrier: 2,604.02, or 65% of initial level due 9/13/2027

Barclays Bank plc 7.80% due 2/12/2024

Barclays Bank plc 18.25% due 9/10/2027

Barclays Bank plc 10.4% per year, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barrier: 2,785.91 for S&P, 1,282.40 for Russell and 8,581.57 for Nasdaq, or 70% of initial levels due 9/11/2025

Barclays Bank plc 17.60% due 9/11/2024

Barclays Bank plc 40.7% per year, payable quarterly if each stock closes at or above coupon barrier on the observation date for that period; Coupon barriers: $97.56 for Meta, $276.63 for Nvidia; 70% of initial levels due 9/6/2024

Barclays Bank plc 13.75% annual rate, payable monthly if each index closes at or above coupon barrier level on review date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier: 3,191.41 for S&P, 9,678.75 for Nasdaq, 1,447.8 for Russell; 80% of initial levels due 9/6/2024

Barclays Bank plc 0.00% due 9/5/2025

Barclays Bank plc 8.25% per year, payable monthly if each index closes at or above coupon barrier level on observation date for that month; Coupon barrier levels: 3,139.41 for S&P and 1,447.80 for Russell, or 80% of initial levels due 9/11/2023

Barclays Bank plc 0.00% due 9/2/2025

Barclays Bank plc 14.6% per year, payable quarterly if each ETF closes at or above coupon barrier on the observation date for that period; Coupon barriers: $209.49 for QQQ, $276.63 for SPDR, $128.45 for iShares; 70% of initial levels due 9/6/2024

Barclays Bank plc 0.00% due 3/6/2024

Barclays Bank plc 0.00% due 11/29/2023

Barclays Bank plc 12.15% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,776.8 for S&P, 8,592.24 for Nasdaq, 22,159.49 for Dow; 70% of initial levels due 9/6/2024

Barclays Bank plc 10.15% per year, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 2,821.43 for S&P, 8,739.02 for Nasdaq and 22,469.29 for Dow, or 70% of initial levels due 3/5/2026

Barclays Bank plc 24% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $180.15, or 65% of initial share price due 9/5/2025

Barclays Bank plc 0.00% due 9/3/2027

Barclays Bank plc 10.9%, payable semiannually if the index closes at or above its buffer level on related observation date due 9/3/2026

Barclays Bank plc 10% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 18,906.26 for Dow, 2,373.0 for S&P, 1,106.47 for Russell; 60% of initial levels due 9/3/2027

Barclays Bank plc 9% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 7,363.22 for Nasdaq, 2,373 for S&P, 1,106.47 for Russell; 60% of initial levels due 9/5/2025

Barclays Bank plc 13% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 8,590.42 for Nasdaq, 2,768.5 for S&P, 1,290.88 for Russell; 70% of initial levels due 9/5/2025

Barclays Bank plc 11.5% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 8,590.42 for Nasdaq, 2,768.5 for S&P, 1,290.88 for Russell; 70% of initial levels due 9/3/2027

Barclays Bank plc 0.00% due 9/6/2024

Barclays Bank plc 0.00% due 9/5/2024

Barclays Bank plc 0.00% due 9/5/2024

Barclays Bank plc 0.00% due 9/3/2027

Barclays Bank plc 0.00% due 9/5/2025

Barclays Bank plc 18.251% per year, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $138.85 for Tesla, $64.37 for Amazon, $79.46 for Apple; 50% of initial levels due 9/3/2027

Barclays Bank plc 10.25% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 22,057.3 for Dow, 8,590.42 for Nasdaq, 1,290.88 for Russell; 70% of initial levels due 9/3/2026

Barclays Bank plc 16.2% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $97.76; 60% of initial level due 9/6/2024

Barclays Bank plc 13.5% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,768.50 for S&P, 8,590.42 for Nasdaq, 1,290.88 for Russell; 70% of initial levels due 12/5/2023

Barclays Bank plc 13.3% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,768.5 for S&P, 8,590.42 for Nasdaq, 1,290.88 for Russell; 70% of initial levels due 9/6/2024

Barclays Bank plc 14.5% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,768.5 for S&P, 8,590.42 for Nasdaq, 1,290.88 for Russell; 70% of initial levels due 3/5/2024

Barclays Bank plc 12.3% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,768.5 for S&P, 8,590.42 for Nasdaq, 1,290.88 for Russell; 70% of initial levels due 9/3/2026

Barclays Bank plc 13.65% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,768.5 for S&P, 8,590.42 for Nasdaq, 1,290.88 for Russell; 70% of initial levels due 3/5/2024

Barclays Bank plc 13.75% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,768.5 for S&P, 8,590.42 for Nasdaq, 1,290.88 for Russell; 70% of initial levels due 3/5/2024

Barclays Bank plc 0.00% due 9/3/2026

Barclays Bank plc 0.00% due 9/5/2024

Barclays Bank plc 0.00% due 9/5/2024

Barclays Bank plc 0.00% due 9/5/2024

Barclays Bank plc 9.85% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 7,886.15 for Nasdaq, 2,519.47 for S&P, 19,975.07 for Dow; 60% of initial levels due 9/5/2025

Barclays Bank plc 8.35% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 6,171.35 for Nasdaq, 1,993.08 for S&P, 927.80 for Russell; 50% of initial levels due 9/2/2027

Barclays Bank plc 10% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 7,405.62 for Nasdaq, 2,391.70 for S&P, 1,113.36 for Russell; 60% of initial levels due 9/2/2027

Barclays Bank plc 13.25% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 8,639.89 for Nasdaq, 2,790.31 for S&P, 1,298.91 for Russell; 70% of initial levels due 9/5/2023

Barclays Bank plc 0.00% due 7/6/2029

Barclays Bank plc 7.55% annualized, payable quarterly if index closes at or above coupon barrier on related observation date; Coupon barrier: 2,434.60; 60% of initial level due 8/29/2025

Barclays Bank plc 14% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,790.31 for S&P, 8,639.89 for Nasdaq, 1,298.91 for Russell; 70% of initial levels due 3/5/2024

Barclays Bank plc 17.75% per year, payable quarterly if shares close at or above coupon trigger level on a related determination date; coupon payment events will automatically include any previously unpaid coupons; Coupon trigger level: $142.41; 50% of initial share price due 9/3/2025

Barclays Bank plc 17.75% per year, payable quarterly if stock closes at or above coupon barrier level on related observation date; previously unpaid coupons will also be paid; Coupon barrier level: $142.41, 50% of initial share price due 9/3/2025

Barclays Bank plc 0.00% due 10/27/2023

Barclays Bank plc 0.00% due 10/27/2023

Barclays Bank plc 0.00% due 12/22/2023

Barclays Bank plc 9.35% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 2,434.60 for S&P, 1,139.9 for Russell, 19,370.04 for Dow; 60% of initial levels due 9/4/2025

Barclays Bank plc 12% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 8,739.02 for Nasdaq, 54.58 for Banks, 1,318.06 for Russell; 70% of initial levels due 9/2/2027

Barclays Bank plc 10% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 7,490.59 for Nasdaq, 2,418.37 for S&P, 1,129.76 for Russell; 60% of initial levels due 9/2/2027

Barclays Bank plc 8% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 7,490.59 for Nasdaq, 2,418.37 for S&P, 1,129.76 for Russell; 60% of initial levels due 9/2/2027

Barclays Bank plc 10% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 7,490.59 for Nasdaq, 2,418.37 for S&P, 1,129.76 for Russell; 60% of initial levels due 9/2/2027

Barclays Bank plc 0.00% due 9/3/2026

Barclays Bank plc 8.05% annualized, payable monthly if index closes at or above coupon barrier on related observation date; Coupon barrier level: 3,022.96; 75% of initial level due 3/5/2024

Barclays Bank plc 11.35% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,821.43 for S&P, 1,318.06 for Russell, 8,739.02 for Nasdaq; 70% of initial levels due 3/5/2024

Barclays Bank plc 9% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,821.43 for S&P, 1,318.06 for Russell, 8,739.02 for Nasdaq; 70% of initial levels due 3/5/2024

Barclays Bank plc 0.00% due 8/30/2027

Barclays Bank plc 12.75% annual rate, payable quarterly if each index closes at or above coupon barrier level on the determination date for that quarter; Coupon barrier level; 3,246.13 for S&P, 10,084.14 for Nasdaq, 1,519.86 for Russell; 80% of initial levels due 8/29/2024

Barclays Bank plc 12.75% annual rate, payable quarterly if each index closes at or above coupon barrier level on related observation date; Coupon barrier levels: 3,246.13 for S&P, 10,084.14 for Nasdaq, 1,519.86 for Russell; 80% of initial levels due 8/29/2024

Barclays Bank plc 0.00% due 8/31/2027

Barclays Bank plc 0.00% due 8/31/2027

Barclays Bank plc 0.00% due 8/31/2027

Barclays Bank plc 8.5% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 19,370.04 for Dow, 2,434.60 for S&P, 1,139.90 for Russell; 60% of initial levels due 8/31/2027

Barclays Bank plc 17.75% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 10,084.14 for Nasdaq, 3,246.13 for S&P, 1,519.86 for Russell; 80% of initial levels due 8/31/2027

Barclays Bank plc 11% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 9,453.88 for Nasdaq, 3,043.25 for S&P, 1,424.87 for Russell; 75% of initial levels due 8/29/2025

Barclays Bank plc 11.35% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 8,823.62 for Nasdaq, 2,840.36 for S&P, 1,329.88 for Russell; 70% of initial levels due 8/31/2027

Barclays Bank plc 12.5% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 8,823.62 for Nasdaq, 2,840.36 for S&P, 1,329.88 for Russell; 70% of initial levels due 5/30/2025

Barclays Bank plc 15% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 9,453.88 for Nasdaq, 3,043.25 for S&P, 1,424.87 for Russell; 75% of initial levels due 8/31/2023

Barclays Bank plc 4.25% until Sept. 2, 2023; after that, SOFR plus 130 bps with a 0% floor; payable quarterly due 9/2/2025

Barclays Bank plc 4.25% until Sept. 2, 2023; after that, SOFR plus 130 bps with a 0% floor; payable quarterly due 9/2/2025

Barclays Bank plc 20.2% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $65.38 for Amazon, $144.05 for Tesla, $55.17 for Alphabet; 50% of initial levels due 8/29/2025

Barclays Bank plc 33% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $133.97 for Netflix, $172.85 for Tesla, $97.56 for Nvidia; 60% of initial levels due 8/29/2025

Barclays Bank plc 7.5% per year, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 2,840.36 for S&P, 1,329.88 for Russell and 8,823.62 for Nasdaq, or 70% of initial levels due 8/31/2027

Barclays Bank plc 17.75% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,246.13 for S&P, 10,084.14 for Nasdaq, 1,519.86 for Russell; 80% of initial levels due 8/29/2024

Barclays Bank plc 10.2492% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,840.36 for S&P, 8,823.62 for Nasdaq, 1,329.88 for Russell; 70% of initial levels due 8/29/2025

Barclays Bank plc 7.75% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,434.60 for S&P, 7,563.10 for Nasdaq, 1,139.90 for Russell; 60% of initial levels due 8/31/2026

Barclays Bank plc 10.2492% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,840.36 for S&P, 8,823.62 for Nasdaq, 1,329.88 for Russell; 70% of initial levels due 8/29/2025

Barclays Bank plc 12.00% due 8/30/2024

Barclays Bank plc 0.00% due 11/30/2023

Barclays Bank plc 0.00% due 11/30/2023

Barclays Bank plc 0.00% due 2/28/2025

Barclays Bank plc 11.8% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 9,857.69 for Nasdaq, 1,473.48 for Russell; 75% of initial levels due 8/30/2027

Barclays Bank plc 12% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,813.41 for S&P, 8,806.2 for Nasdaq, 1,316.31 for Russell; 67% of initial levels due 8/29/2024

Barclays Bank plc 21.6% per year, payable quarterly if each stock closes at or above coupon barrier on the observation date for that period; Coupon barriers: $30.48 for Verizon, $12.61 for AT&T, $7.64 for Lumen; 70% of initial levels due 8/27/2027

Barclays Bank plc 8.8% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 19,781.54 for Dow, 2,484.46 for S&P, 1,161.17 for Russell; 60% of initial levels due 8/27/2027

Barclays Bank plc 12.1% per year, payable quarterly if each ETF closes at or above coupon barrier on the observation date for that period; Coupon barriers: $188.62 for QQQ, $248.01 for SPDR, $114.38 for iShares; 60% of initial levels due 8/27/2024

Barclays Bank plc 6.75% annualized, payable monthly if index closes at or above coupon barrier on related observation date; Coupon barrier: 2,070.39; 50% of initial level due 8/27/2027

Barclays Bank plc 10% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,898.54 for S&P, 1,354.70 for Russell; 70% of initial levels due 8/28/2025

Barclays Bank plc 11.8% per year, payable quarterly if shares close at or above coupon trigger level on a related determination date; coupon payment events will automatically include any previously unpaid coupons; Coupon trigger level: $351.35; 85% of initial share price due 8/25/2023

Barclays Bank plc 12.3% per year, payable monthly if shares close at or above coupon trigger level on a related determination date; coupon payment events will automatically include any previously unpaid coupons; Coupon trigger level: $351.35; 85% of initial share price due 8/25/2023

Barclays Bank plc 7.5% per year, payable quarterly if the index closes at or above coupon barrier on the valuation date for that period; Coupon barrier level: 2,477.24; 60% of initial level due 8/28/2025

Barclays Bank plc two-year U.S. dollar SOFR ICE swap rate plus 110 bps, minimum interest rate of 0%; payable quarterly due 8/26/2024

Barclays Bank plc 4.25% initially, stepping up to 5.25% on Aug. 25, 2024 and to 6.5% on Aug. 25, 2025; payable semiannually due 8/25/2026

Barclays Bank plc 11% per year, payable monthly if each index closes at or above coupon barrier level observation date for that period; Coupon barrier levels: 1,436.81 for Russell, 9,667.91 for Nasdaq, 3,103.49 for S&P; 75% of initial levels due 2/27/2024

Barclays Bank plc 11.5% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 7,734.32 for Nasdaq, 2,194.93 for Stoxx, 1,149.44 for Russell; 60% of initial levels due 8/27/2025

Barclays Bank plc 10.35% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 7,734.32 for Nasdaq, 2,482.79 for S&P, 1,149.44 for Russell; 60% of initial levels due 2/27/2024

Barclays Bank plc 0.00% due 8/20/2027

Barclays Bank plc 14.65% annualized, payable quarterly if ETF closes at or above coupon barrier on related observation date; Coupon barrier: $21.81; 50% of initial level due 8/26/2027

Barclays Bank plc 11.5% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,991.83 for S&P, 9,429.6 for Nasdaq, 23,786.22 for Dow; 70% of initial levels due 8/27/2024

Barclays Bank plc 7.5% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,482.79 for S&P, 7,734.32 for Nasdaq, 1,149.44 for Russell; 60% of initial levels due 8/27/2025

Barclays Bank plc 12.5% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,896.59 for S&P, 9,023.38 for Nasdaq, 1,341.02 for Russell; 70% of initial levels due 11/28/2023

Barclays Bank plc 30% annualized, payable quarterly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $18.65 for Shopify, $71.05 for Amazon, $61.41 for Disney; 50% of initial levels due 8/22/2024

Barclays Bank plc 14.50% due 8/22/2025

Barclays Bank plc 0.00% due 8/22/2025

Barclays Bank plc 10% per year, payable monthly if each index closes at or above coupon barrier level observation date for that period; Coupon barrier levels: 1,389.72 for Russell, 9,402.46 for Nasdaq; 71% of initial levels due 8/22/2025

Barclays Bank plc 0.00% due 8/24/2027

Barclays Bank plc 14.75% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 10,226.41 for Nasdaq, 3,228.90 for S&P, 1,515.40 for Russell; 75% of initial levels due 8/24/2026

Barclays Bank plc 15.6% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 9,932.18 for Nasdaq, 3,171.36 for S&P, 1,468.01 for Russell; 75% of initial levels due 8/22/2025

Barclays Bank plc 11.85% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 9,270.03 for Nasdaq, 2,959.94 for S&P, 1,370.14 for Russell; 70% of initial levels due 8/22/2024

Barclays Bank plc 14.2% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 9,932.18 for Nasdaq, 3,171.36 for S&P, 1,468.01 for Russell; 75% of initial levels due 2/23/2024

Barclays Bank plc 9.35% per year, payable quarterly if each index closes at or above coupon barrier level observation date for that period; Coupon barrier levels: 1,174.41 for Russell, 2,537.09 for S&P; 60% of initial levels due 8/22/2024

Barclays Bank plc 0.00% due 2/23/2024

Barclays Bank plc 21.5% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $28.62; 60% of initial level due 8/22/2025

Barclays Bank plc 12% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,959.94 for S&P, 9,270.03 for Nasdaq, 1,370.14 for Russell; 70% of initial levels due 8/24/2023

Barclays Bank plc 12.25% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,959.94 for S&P, 9,270.03 for Nasdaq, 1,370.14 for Russell; 70% of initial levels due 2/23/2024

Barclays Bank plc 16% annualized, payable monthly if stock closes at or above coupon barrier level on related observation date; Coupon barrier level: $445.00, 50% of initial level due 11/24/2023

Barclays Bank plc 7.75% annual rate, payable monthly if each index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1,600.58 for Russell, 3,426.99 for S&P, 80% of initial levels due 8/23/2023

Barclays Bank plc 0.00% due 8/23/2027

Barclays Bank plc 0.00% due 8/23/2023

Barclays Bank plc 10% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 20,399.42 for Dow, 8,103.59 for Nasdaq, 1,200.44 for Russell; 60% of initial levels due 8/22/2024

Barclays Bank plc 10% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 21,249.4 for Dow, 2,677.34 for S&P, 1,250.46 for Russell; 62.5% of initial levels due 8/21/2025

Barclays Bank plc 0.00% due 2/1/2028

Barclays Bank plc 9.25% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,564.42 for S&P, 20,388.19 for Dow, 1,192.39 for Russell; 60% of initial levels due 8/21/2025

Barclays Bank plc 0.00% due 8/19/2027

Barclays Bank plc 0.00% due 9/15/2023

Barclays Bank plc 10.15% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 20,347.46 for Dow, 2,578.28 for S&P, 1,212.81 for Russell; 60% of initial levels due 8/19/2027

Barclays Bank plc 10% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 9,567.03 for Nasdaq, 3,008.0 for S&P, 1,414.94 for Russell; 70% of initial levels due 8/19/2027

Barclays Bank plc 5.10% due 2/15/2024

Barclays Bank plc 8.25% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 20,256.63 for Dow, 2,568.09 for S&P, 1,209.97 for Russell; 60% of initial levels due 8/17/2027

Barclays Bank plc 8.3% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 8,139.52 for Nasdaq, 2,568.09 for S&P, 1,209.97 for Russell; 60% of initial levels due 8/17/2023

Barclays Bank plc 11.5% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 9,496.11 for Nasdaq, 2,996.11 for S&P, 1,411.63 for Russell; 70% of initial levels due 2/15/2024

Barclays Bank plc 0.00% due 6/17/2024

Barclays Bank plc 0.00% due 8/14/2025

Barclays Bank plc 13.25% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,996.11 for S&P, 9,496.11 for Nasdaq, 1,411.63 for Russell; 70% of initial levels due 2/15/2024

Barclays Bank plc 12.6% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,996.11 for S&P, 9,496.11 for Nasdaq, 1,411.63 for Russell; 70% of initial levels due 8/17/2023

Barclays Bank plc 11% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,568.09 for S&P, 8,139.52 for Nasdaq, 1,209.97 for Russell; 60% of initial levels due 8/15/2024

Barclays Bank plc 14% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,996.11 for S&P, 9,496.11 for Nasdaq, 1,411.63 for Russell; 70% of initial levels due 8/15/2024

Barclays Bank plc 0.00% due 8/14/2025

Barclays Bank plc 10% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,885.73 for S&P, 22,942.09 for Dow, 1,339.02 for Russell; 70% of initial levels due 8/14/2025

Barclays Bank plc 8% per year, payable monthly if the index closes at or above coupon barrier on the valuation date for that period; Coupon barrier level: 2,947.17; 70% of initial level due 8/14/2025

Barclays Bank plc 3.4% initially, stepping up to 4% on Nov. 23, to 4.5% on Feb. 23, 2023 and to 5% on May 23, 2023; payable quarterly due 8/23/2023

Barclays Bank plc 18.05% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 10,406.54 for Nasdaq, 3,297.98 for S&P, 1,530.31 for Russell; 80% of initial levels due 8/14/2025

Barclays Bank plc 8.5% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barriers: 9,245.38 for Nasdaq, 2,901.63 for S&P, 1,345.28 for Russell; 70% of initial levels due 8/14/2025

Barclays Bank plc 8.5% annual rate, payable monthly if the index closes at or above coupon barrier level on the review date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier: 2,901.63; 70% of initial level due 8/14/2023

Barclays Bank plc 8.25% annual rate, payable quarterly if each index closes at or above coupon barrier level on related observation date; Coupon barrier levels: 2,906.36 for S&P, 9,317.73 for Nasdaq, 1,334.52 for Russell; 70% of initial levels due 8/8/2024

Barclays Bank plc 0.00% due 2/13/2024

Barclays Bank plc 12.15% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 9,317.73 for Nasdaq, 2,906.36 for S&P, 1,334.52 for Russell; 70% of initial levels due 8/7/2025

Barclays Bank plc 13.5% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,898.04 for S&P, 9,211.41 for Nasdaq, 1,358.85 for Russell; 75% of initial levels due 8/11/2023

Barclays Bank plc 10% annual rate, payable quarterly if each index closes at or above coupon barrier level on review date for that period; Coupon barrier: 3,116.38 for S&P, 1,431.69 for Russell; 75% of initial levels due 8/7/2025

Barclays Bank plc 0.00% due 8/8/2024

Barclays Bank plc 0.00% due 8/23/2023

Barclays Bank plc 14.25% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,901.63 for S&P, 9,245.38 for Nasdaq, 1,345.28 for Russell; 70% of initial levels due 2/7/2024

Barclays Bank plc 12% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,901.63 for S&P, 9,245.38 for Nasdaq, 1,345.28 for Russell; 70% of initial levels due 8/8/2025

Barclays Bank plc 10.8% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 21,272.43 for Dow, 1,239.2 for Russell, 2,698.76 for S&P; 65% of initial levels due 8/9/2027

Barclays Bank plc 10% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 7,986.62 for Nasdaq, 1,143.87 for Russell, 2,491.16 for S&P; 60% of initial levels due 8/9/2027

Barclays Bank plc 9.65% per year, payable monthly if each stock closes at or above coupon barrier level observation date for that period; Coupon barrier levels: $353.25 for Costco, $87.20 for Amazon; 65% of initial levels due 8/7/2024

Barclays Bank plc 13.15% per year, payable monthly if each index closes at or above coupon barrier level observation date for that period; Coupon barrier levels: 1,527.14 for Russell, 10,602.61 for Nasdaq; 80% of initial levels due 8/7/2025

Barclays Bank plc 12.55% per year, payable monthly plus any previously unpaid coupons if each stock closes at or above coupon barrier related observation date; Coupon barriers: $419.15 for Tesla, $8.43 for Ford; 50% of initial levels due 3/12/2025

Barclays Bank plc 7.3% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; previously unpaid coupons will also be paid; Coupon barriers: 3,054.44 for S&P, 1,422.69 for Russell, 23,656.26 for Dow; 70% of initial levels due 3/8/2027

Barclays Bank plc 10.10% due 3/10/2023

Barclays Bank plc 6.75% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,940.76 for S&P, 9,323.57 for Nasdaq, 1,365.93 for Russell; 70% of initial levels due 3/11/2027

Barclays Bank plc 10.25% per year, payable quarterly if each index closes at or above its coupon barrier level on the corresponding observation date; Coupon barrier levels: 1,400.63 for Russell, 3,030.21 for S&P, 2,489.21 for Stoxx; 70% of initial levels due 3/9/2027

Barclays Bank plc 0.00% due 3/9/2027

Barclays Bank plc 6.45% due 12/8/2022

Barclays Bank plc 10.75% annualized, payable quarterly if the stock closes at or above coupon barrier on the corresponding review date; Coupon barrier: $40.955; 50% of initial price due 3/7/2025

Barclays Bank plc 10% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 19,976.97 for Dow, 2,583.76 for S&P, 1,205.1 for Russell; 60% of initial levels due 3/6/2025

Barclays Bank plc 4.90% due 3/5/2026

Barclays Bank plc 7.7% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 9,970.58 for Nasdaq, 3,070.58 for S&P, 1,441.21 for Russell; 70% of initial levels due 3/7/2024

Barclays Bank plc 8% per year, payable quarterly if each index closes at or above coupon barrier level on every trading day during the observation period; Coupon barrier levels: 3,070.578 for S&P, 9,970.583 for Nasdaq, 2,674.413 for Stoxx; 70% of initial levels due 3/6/2025

Barclays Bank plc 15.5% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $63.97, 60% of initial level due 9/8/2023

Barclays Bank plc 9% annualized, payable quarterly if each underlier closes at or above coupon barrier on related observation date; Coupon barriers: 9,970.58 for Nasdaq, 1,441.21 for Russell, $51.35 for ETF; 70% of initial levels due 3/6/2025

Barclays Bank plc 12.6% per year, payable quarterly if each index closes at or above its coupon barrier level every day that period; Coupon barriers: 1,441.21 for Russell, 3,070.58 for S&P, 9,970.58 for Nasdaq; 70% of initial levels due 9/5/2025

Barclays Bank plc 7.25% annual rate, payable quarterly if each index closes at or above coupon barrier level on related observation date; previously unpaid coupons will also be paid; Coupon barrier levels: 3,069.26 for S&P, 9,932.41 for Nasdaq, 1,428.65 for Russell; 70% of initial levels due 3/2/2026

Barclays Bank plc 17.75% per year, payable monthly if each stock closes at or above coupon barrier on the observation date for that period; Coupon barriers: $1,845.46 for Amazon, $98.91 for Apple, $126.29 for Meta, $88.78 for JPM; 60% of initial levels due 3/6/2025

Barclays Bank plc 9.45% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 2,630.79 for S&P, 1,224.56 for Russell, 20,435.25 for Dow; 60% of initial levels due 3/6/2025

Barclays Bank plc 12.56% per year, payable quarterly if each index closes at or above its coupon barrier level every day that period; Coupon barriers: 1,405.954 for Russell, 3,014.38 for S&P, 9,804.19 for Nasdaq; 70% of initial levels due 9/5/2025

Barclays Bank plc 0.00% due 3/4/2027

Barclays Bank plc 10% annual rate, payable quarterly if each index closes at or above coupon barrier level on review date for that period; Coupon barrier: 3,061.76 for S&P, 1,433.66 for Russell; 70% of initial levels due 8/31/2023

Barclays Bank plc 0.00% due 3/4/2027

Barclays Bank plc 0.00% due 3/5/2025

Barclays Bank plc 0.00% due 3/4/2027

Barclays Bank plc 0.00% due 9/3/2024

Barclays Bank plc 0.00% due 9/3/2024

Barclays Bank plc 0.00% due 3/4/2027

Barclays Bank plc 0.00% due 3/4/2027

Barclays Bank plc 0.00% due 3/31/2023

Barclays Bank plc 10.1% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 19,934.3 for Dow, 2,573.22 for S&P, 1,197.6 for Russell; 60% of initial levels due 3/5/2025

Barclays Bank plc 10.25% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 9,966.47 for Nasdaq, 3,061.76 for S&P, 1,433.66 for Russell; 70% of initial levels due 3/5/2025

Barclays Bank plc 11.2% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 10,678.36 for Nasdaq, 3,280.46 for S&P, 1,536.07 for Russell; 75% of initial levels due 3/5/2025

Barclays Bank plc 10.5% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 10,678.36 for Nasdaq, 3,280.46 for S&P, 1,536.07 for Russell; 75% of initial levels due 3/5/2025

Barclays Bank plc 10.5% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 9,966.47 for Nasdaq, 3,061.76 for S&P, 1,433.66 for Russell; 70% of initial levels due 12/1/2023

Barclays Bank plc 10% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 9,966.47 for Nasdaq, 3,061.76 for S&P, 1,433.66 for Russell; 70% of initial levels due 12/1/2023

Barclays Bank plc 11.25% per year, payable monthly if the least performing asset closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $52.00 for ETF, 3,061.76 for index; 70% of initial levels due 12/1/2023

Barclays Bank plc 0.00% due 12/3/2027

Barclays Bank plc 11.5% per year, payable quarterly if each index closes at or above coupon barrier on every scheduled trading day during the determination period; Coupon barrier: 1,433.662 for Russell, 3,061.758 for S&P, 9,966.467 for Nasdaq; 70% of initial levels due 3/4/2024

Barclays Bank plc 11.25% annualized, payable quarterly if each underlier closes at or above coupon threshold on observation date for that period; Coupon threshold: $51.996 for ETF, 9,966.467 for Nasdaq, 1,433.6623 for Russell; 70% of initial levels due 2/27/2025

Barclays Bank plc 0.00% due 9/2/2027

Barclays Bank plc 0.00% due 3/4/2027

Barclays Bank plc 13.55% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $158.27; 75% of initial level due 3/4/2024

Barclays Bank plc 5.3% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 8,542.69 for Nasdaq, 1,228.85 for Russell; 60% of initial levels due 8/31/2023

Barclays Bank plc 11% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 10,678.36 for Nasdaq, 1,536.07 for Russell; 75% of initial levels due 8/31/2023

Barclays Bank plc 7.75% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,061.76 for S&P, 23,724.82 for Dow, 1,433.66 for Russell; 70% of initial levels due 3/3/2025

Barclays Bank plc 8% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,061.76 for S&P, 23,724.82 for Dow, 1,433.66 for Russell; 70% of initial levels due 8/31/2023

Barclays Bank plc 14% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $82.54; 70% of initial level due 3/4/2024

Barclays Bank plc 0.00% due 6/2/2023

Barclays Bank plc 9.45% due 5/31/2023

Barclays Bank plc 0.00% due 2/27/2026

Barclays Bank plc 7.75%, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,069.25 for S&P, 1,428.65 for Russell, 70% of initial levels due 2/28/2025

Barclays Bank plc 17.1% per year, payable monthly if each stock closes at or above coupon barrier on the observation date for that period; Coupon barriers: $362.24 for Costco, $139.45 for Target, $2,153.04 for Amazon, $95.47 for Walmart; 70% of initial levels due 2/29/2024

Barclays Bank plc 12% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 23,841.13 for Dow, 9,932.41 for Nasdaq, 1,428.65 for Russell; 70% of initial levels due 2/29/2024

Barclays Bank plc 9.15% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 22,138.19 for Dow, 9,222.95 for Nasdaq, 1,326.6 for Russell; 65% of initial levels due 2/29/2024

Barclays Bank plc 12.28% per year, payable quarterly if each index closes at or above coupon barrier on every trading day during the observation period; Coupon barriers: 2,779.48 for Stoxx, 3,069.26 for S&P, 1,428.65 for Russell; 70% of initial levels due 2/28/2025

Barclays Bank plc 13.4% per year, payable monthly if each index closes at or above coupon barrier on every trading day during the observation period; Coupon barriers: 3,288.49 for S&P, 2,978.02 for Stoxx, 1,530.70 for Russell; 75% of initial levels due 2/29/2024

Barclays Bank plc 8.75% per year, payable quarterly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $15.68 for silver, 3,069.25 for S&P, 1,428.65 for Russell; 70% of initial levels due 2/28/2025

Barclays Bank plc 6.5% per year, payable semiannually if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 2,630.79 for S&P, 8,513.5 for Nasdaq, 1,224.56 for Russell; 60% of initial levels due 2/28/2025

Barclays Bank plc 8.25% per year, payable semiannually if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 2,630.79 for S&P, 8,513.5 for Nasdaq, 1,224.56 for Russell; 60% of initial levels due 2/28/2025

Barclays Bank plc 8.85% annualized, payable quarterly if the stock closes at or above coupon barrier on the corresponding review date; Coupon barrier: $47.992; 70% of initial price due 2/28/2025

Barclays Bank plc 7.5% per year, payable quarterly if each index closes at or above downside threshold level on observation date for that period due 2/29/2024

Barclays Bank plc 25% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $69.81; 50% of initial level due 3/3/2023

Barclays Bank plc 10% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,288.49 for S&P, 10,641.87 for Nasdaq, 1,530.7 for Russell; 75% of initial levels due 2/28/2025

Barclays Bank plc 8% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,069.25 for S&P, 1,428.65 for Russell; 70% of initial levels due 2/28/2025

Barclays Bank plc 9.35% per year, payable quarterly if each index closes at or above its coupon barrier level on the corresponding observation date; Coupon barriers: 1,397.205 for Russell, 3,002.09 for S&P, 2,680.5 for Stoxx; 70% of initial levels due 3/1/2027

Barclays Bank plc 7% per year, payable monthly if each component closes at or above coupon barrier level on the determination date for that month; Coupon barrier levels: 11,878.47 for Nasdaq, 1,696.61 for Russell; 85% of initial levels due 3/1/2027

Barclays Bank plc 5% annual rate, payable quarterly if each underlier closes at or above coupon barrier level on related observation date; Coupon barrier levels: $56.47 for ETF, 3,430.96 for index; 80% of initial levels due 2/29/2024

Barclays Bank plc 15.6% per year, payable quarterly if each index closes at or above coupon barrier on every scheduled trading day during the observation period; Coupon barriers: 10,481.0 for Nasdaq, 3,216.53 for S&P, 1,497.01 for Russell; 75% of initial levels due 2/29/2024

Barclays Bank plc 6.5% per year, payable quarterly if each index closes at or above downside threshold level on observation date for that period due 2/29/2024

Barclays Bank plc 6.25% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,002.09 for S&P, 9,782.27 for Nasdaq, 1,397.2 for Russell; 70% of initial levels due 2/27/2025

Barclays Bank plc 15% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $480.46, 60% of initial level due 2/27/2025

Barclays Bank plc 15.75%, payable quarterly if stock closes at or above downside threshold on observation date for that quarter due 8/28/2023

Barclays Bank plc 8.03% annual rate, payable quarterly if each ETF closes at or above coupon barrier on observation date; Coupon barriers: $105.77 for Invesco, $108.19 for iShares; 70% of initial levels due 2/27/2025

Barclays Bank plc 10.09% annual rate, payable quarterly if each ETF closes at or above coupon barrier on observation date; Coupon barriers: $105.77 for Invesco, $108.19 for iShares; 70% of initial levels due 2/27/2025

Barclays Bank plc 7.75% annual rate, payable monthly if each index closes at or above coupon barrier level on review date for that period; Coupon barrier: 2,957.85 for S&P, 9,456.6 for Nasdaq, 1,360.86 for Russell; 70% of initial levels due 11/29/2023

Barclays Bank plc 4.80% due 2/27/2025

Barclays Bank plc 0.00% due 2/26/2026

Barclays Bank plc 0.00% due 2/26/2027

Barclays Bank plc 0.00% due 2/26/2027

Barclays Bank plc 6% annual rate, payable monthly if each index closes at or above coupon barrier level on related observation date; Coupon barrier levels: 3,169.13 for S&P, 10,132.07 for Nasdaq, 1,458.07 for Russell; 75% of initial levels due 2/27/2025

Barclays Bank plc 0.00% due 2/27/2025

Barclays Bank plc 3.55% due 2/27/2025

Barclays Bank plc 0.00% due 8/28/2023

Barclays Bank plc 0.00% due 2/26/2027

Barclays Bank plc 0.00% due 2/26/2026

Barclays Bank plc 10.5% per year, payable monthly if each index closes at or above coupon barrier on the related observation date; Coupon barriers: 8,781.13 for Nasdaq, 2,582.72 for Stoxx, 1,263.66 for Russell; 65% of initial levels due 2/27/2025

Barclays Bank plc 9.5% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 9,456.6 for Nasdaq, 2,957.85 for S&P, 1,360.86 for Russell; 70% of initial levels due 11/29/2023

Barclays Bank plc 6.25% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 9,456.6 for Nasdaq, 2,957.85 for S&P, 1,360.86 for Russell; 70% of initial levels due 11/29/2024

Barclays Bank plc 9% per year, payable monthly if the least performing asset closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $50.32 for ETF, 2,957.85 for index; 70% of initial levels due 11/29/2023

Barclays Bank plc 0.00% due 8/24/2026

Barclays Bank plc 0.00% due 2/28/2028

Barclays Bank plc 12.2%, payable monthly if each stock closes at or above its barrier price on related quarterly observation date due 2/27/2025

Barclays Bank plc 7% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 9,456.6 for Nasdaq, 1,360.86 for Russell; 70% of initial levels due 8/28/2023

Barclays Bank plc 9.9% annualized, payable quarterly if index closes at or above coupon barrier on related observation date; Coupon barrier level: 1,458.07; 75% of initial level due 2/26/2026

Barclays Bank plc 7.25% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,957.85 for S&P, 9,456.6 for Nasdaq, 1,360.86 for Russell; 70% of initial levels due 2/27/2025

Barclays Bank plc 6% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,957.85 for S&P, 9,456.6 for Nasdaq, 1,360.86 for Russell; 70% of initial levels due 2/26/2027

Barclays Bank plc 7% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,957.85 for S&P, 9,456.6 for Nasdaq, 1,360.86 for Russell; 70% of initial levels due 2/27/2025

Barclays Bank plc 7.75% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,169.13 for S&P, 10,132.07 for Nasdaq, 1,458.07 for Russell; 75% of initial levels due 11/29/2023

Barclays Bank plc 8.25% annualized, payable monthly if each asset closes at or above coupon barrier on related observation date; Coupon barriers: $50.32 for fund, 9,456.6 for Nasdaq, 1,360.86 for Russell; 70% of initial levels due 11/29/2023

Barclays Bank plc 12.49% per year, payable quarterly if each index closes at or above its coupon barrier level on every scheduled trading day for that period; Coupon barrier levels: 9,456.6 for Nasdaq, 1,360.864 for Russell, 2,957.85 for S&P; 70% of initial levels due 8/28/2025

Barclays Bank plc 8.05% per year, payable quarterly if each ETF closes at or above coupon barrier on the corresponding determination date; Coupon barriers: $52.094 for EAFE ETF, $137.662 for Russell ETF, $300.699 for S&P ETF; 70% of initial levels due 8/27/2025

Barclays Bank plc 8.5% per year, payable quarterly if each index closes at or above coupon barrier on the corresponding observation date; Coupon barriers: 2,852.0 for Stoxx, 1,406.533 for Russell, 3,044.21 for S&P; 70% of initial value due 2/23/2027

Barclays Bank plc 0.00% due 2/23/2027

Barclays Bank plc 0.00% due 2/23/2027

Barclays Bank plc 0.00% due 2/23/2028

Barclays Bank plc 0.00% due 2/23/2023

Barclays Bank plc 0.00% due 8/23/2023

Barclays Bank plc 11% per year, payable semiannually if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $27.45 for ETF, 9,806.68 for Nasdaq; 70% of initial levels due 2/21/2025

Barclays Bank plc 9.5% per year, payable semiannually if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $27.45 for ETF, 9,806.68 for Nasdaq; 70% of initial levels due 2/21/2025

Barclays Bank plc 8.75% annualized, payable quarterly if the stock closes at or above coupon barrier on the corresponding review date; Coupon barrier: $171.488; 75% of initial price due 2/21/2025

Barclays Bank plc 7% per year, payable quarterly if each index closes at or above downside threshold level on observation date for that period due 2/23/2026

Barclays Bank plc 15.75% annualized, payable quarterly if the stock closes at or above coupon barrier on the corresponding review date; Coupon barrier: $428.49; 50% of initial price due 2/21/2025

Barclays Bank plc 7.15% annual rate, payable each quarter that index closes at or above its coupon threshold level on the determination date for that quarter; Coupon threshold: 3,261.653, 75% of initial level due 2/23/2024

Barclays Bank plc 7.5% annual rate, payable quarterly if all three indexes close above coupon barrier on related observation date; Coupon barrier levels: 25,559.385 for Dow, 1,506.99975 for Russell, 3,261.6525 for S&P; 75% of initial levels due 8/22/2024

Barclays Bank plc 0.00% due 2/23/2029

Barclays Bank plc 0.00% due 2/24/2027

Barclays Bank plc 0.00% due 2/24/2028

Barclays Bank plc 9.25% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier level: $331.92, 75% of initial level due 3/23/2023

Barclays Bank plc 14.5% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $11.73; 65% of initial level due 3/23/2023

Barclays Bank plc 13.2% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $194.54; 66% of initial level due 3/23/2023

Barclays Bank plc 7.25% annualized, payable quarterly if index closes at or above coupon barrier on related observation date; Coupon barrier level: 3,044.21; 70% of initial level due 2/23/2027

Barclays Bank plc 10.1% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $147.63, 75% of initial level due 3/23/2023

Barclays Bank plc 7.7% annual rate, payable quarterly if each ETF closes at or above coupon barrier on observation date; Coupon barriers: $107.49 for Invesco, $107.72 for iShares; 70% of initial levels due 2/21/2025

Barclays Bank plc 9.6% annual rate, payable quarterly if each ETF closes at or above coupon barrier on observation date; Coupon barriers: $107.49 for Invesco, $109.62 for iShares; 70% of initial levels due 2/21/2025

Barclays Bank plc 9.41%, payable quarterly if stock closes at or above downside threshold on observation date for that quarter due 2/23/2024

Barclays Bank plc 35.5% per year, payable monthly if each stock closes at or above coupon barrier on the observation date for that period; Coupon barriers: $12.28 for Ford, $34.17 for General Motors, $613.44 for Tesla; 70% of initial levels due 2/21/2025

Barclays Bank plc 10% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 3,066.18 for S&P, 9,920.22 for Nasdaq, 1,419.66 for Russell; 70% of initial levels due 2/21/2025

Barclays Bank plc 10% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 9,211.63 for Nasdaq, 2,847.17 for S&P, 1,318.26 for Russell; 65% of initial levels due 2/23/2024

Barclays Bank plc 28.1% per year, payable quarterly if each stock closes at or above coupon barrier on the observation date for that period; Coupon barriers: $20.71 for Paramount, $151.58 for Meta Platforms; 70% of initial levels due 2/21/2025

Barclays Bank plc 5.75% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 25,734.02 for Dow, 1,521.07 for Russell, 3,285.20 for S&P; 75% of initial levels due 2/22/2027

Barclays Bank plc 8.6%, payable quarterly if stock closes at or above downside threshold on observation date for that quarter due 2/24/2023

Barclays Bank plc 8.15% per year, payable monthly if each component closes at or above coupon barrier level on the determination date for that month; Coupon barriers: 24,453.99 for Dow, 10,222.55 for Nasdaq, 1,455.52 for Russell; 70% of initial levels due 2/22/2024

Barclays Bank plc 8.55% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 2,906.20 for S&P, 9,503.53 for Nasdaq, 1,349.70 for Russell; 65% of initial levels due 2/21/2024

Barclays Bank plc 3% for first year; after that, daily compounded SOFR plus 35 bps with a 0.1% floor and a 3% cap; payable quarterly due 2/22/2027

Barclays Bank plc 0.00% due 8/18/2023

Barclays Bank plc 21.5% per year, payable quarterly if each stock closes at or above coupon barrier on the observation date for that period; Coupon barriers: $33.31 for Intel, $152.39 for Meta; 70% of initial levels due 2/20/2024

Barclays Bank plc 30.25% per year, payable quarterly if each stock closes at or above coupon barrier on the observation date for that period; Coupon barriers: $169.87 for Nvidia, $152.39 for Meta; 70% of initial levels due 2/20/2024

Barclays Bank plc 24.35% per year, payable quarterly if each stock closes at or above coupon barrier on the observation date for that period; Coupon barriers: $115.59 for Qualcomm, $152.39 for Meta; 70% of initial levels due 2/20/2024

Barclays Bank plc 7% per year, payable quarterly if the index closes at or above coupon barrier on the valuation date for that period; Coupon barrier level: 3,081.17, 70% of initial level due 2/20/2024

Barclays Bank plc 10.4% per year, payable quarterly if each stock closes at or above coupon barrier on the observation date for that period; Coupon barriers: $74.74 for Disney, $103.95 for salesforce, $109.78 for Meta; 50% of initial levels due 2/15/2024

Barclays Bank plc 26.75% per year, payable quarterly if each stock closes at or above coupon barrier on the observation date for that period; Coupon barriers: $24.52 for ViacomCBS, $152.39 for Meta; 70% of initial levels due 2/20/2024

Barclays Bank plc 13% annualized, payable quarterly if each underlier closes at or above coupon barrier on related observation date; Coupon barriers: 9,988.01 for Nasdaq, 1,414.55 for Russell, $52.63 for ETF; 70% of initial levels due 2/21/2023

Barclays Bank plc 10.1% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,353.3 for S&P, 10,965.62 for Nasdaq, 26,241.63 for Dow; 75% of initial levels due 2/21/2025

Barclays Bank plc 11.9% per year, payable quarterly if each index closes at or above its coupon barrier level on the corresponding observation date; Coupon barriers: 1,453.523 for Russell, 3,129.75 for S&P, 10,234.57 for Nasdaq; 70% of initial levels due 2/21/2025

Barclays Bank plc 8% per year, payable monthly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 24,196.32 for Dow, 9,988.01 for Nasdaq, 1,414.55 for Russell; 70% of initial levels due 2/20/2024

Barclays Bank plc 8% per year, payable monthly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 3,301.25 for S&P, 9,988.01 for Nasdaq, 1,414.55 for Russell; 75% of initial levels due 2/19/2025

Barclays Bank plc 20% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $9.60 for Ford, $481.67 for GM, $26.62 for Tesla; 55% of initial levels due 2/19/2025

Barclays Bank plc 15% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $481.67, 55% of initial level due 2/19/2025

Barclays Bank plc 8% per year, payable quarterly if each index closes at or above its coupon barrier level on the corresponding observation date; Coupon barrier levels: 1,421.102 for Russell, 3,093.05 for S&P, 2,908.66 for Stoxx; 70% of initial levels due 8/14/2025

Barclays Bank plc 0.00% due 2/18/2027

Barclays Bank plc 13.75% per year, payable monthly plus any previously unpaid coupons if each stock closes at or above coupon barrier related observation date; Coupon barriers: $11.14 for Plug, $18.88 for Uber; 50% of initial levels due 2/13/2025

Barclays Bank plc 27.25% annual rate, payable monthly if the lowest stock closes at or above coupon barrier level on related observation date; previously unpaid coupons will also be paid; Coupon barrier levels: $98.36 for Roku, $73.49 for DocuSign, $512.40 for Shopify, 60% of initial levels due 2/15/2024

Barclays Bank plc 9% annual rate, payable monthly if each index closes at or above coupon barrier level on review date for that period; Coupon barrier: 3,093.05 for S&P, 9,977.69 for Nasdaq, 1,421.11 for Russell; 70% of initial levels due 11/16/2023

Barclays Bank plc 0.00% due 9/5/2024

Barclays Bank plc 12% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 9,977.69 for Nasdaq, 3,093.05 for S&P, 1,421.11 for Russell; 70% of initial levels due 11/16/2023

Barclays Bank plc 10.25% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 9,977.69 for Nasdaq, 3,093.05 for S&P, 1,421.11 for Russell; 70% of initial levels due 2/14/2025

Barclays Bank plc 7.5% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 9,977.69 for Nasdaq, 3,093.05 for S&P, 1,421.11 for Russell; 70% of initial levels due 11/14/2024

Barclays Bank plc 7.5% per year, payable quarterly if each index closes at or above coupon barrier related observation date; Coupon barrier levels: 9,977.69 for Nasdaq, 1,421.11 for Russell, 3,093.05 for S&P, 70% of initial levels due 11/14/2024

Barclays Bank plc 10.15% annualized, payable quarterly if the stock closes at or above coupon barrier on the corresponding review date; Coupon barrier: $56.59; 50% of initial price due 2/14/2025

Barclays Bank plc 7.5% per year, payable quarterly if each index closes at or above downside threshold level on observation date for that period due 2/15/2024

Barclays Bank plc 0.00% due 3/3/2028

Barclays Bank plc 0.00% due 2/11/2027

Barclays Bank plc 8.1% per year, payable monthly if each index closes at or above coupon barrier level observation date for that period; Coupon barrier levels: 1,640.93 for Russell, 11,764.51 for Nasdaq, 28,193.27 for Dow; 80% of initial levels due 2/15/2024

Barclays Bank plc 8.4% annualized, payable quarterly if ETF closes at or above coupon barrier on related observation date; Coupon barrier: $118.14; 75% of initial level due 8/15/2023

Barclays Bank plc 20.55% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $30.08; 60% of initial level due 2/16/2023

Barclays Bank plc 18.65% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $542.73; 60% of initial level due 2/16/2023

Barclays Bank plc 8% per year, payable quarterly plus any previously unpaid coupons if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $245.15 for Deere, $109.29 for Apple; 62% of initial levels due 2/13/2025

Barclays Bank plc 11.3% per year, payable quarterly if each stock closes at or above coupon barrier level on the corresponding observation date; Coupon barrier levels: $111.188 for Capital One, $262.171 for Goldman Sachs, $41.342 for Wells Fargo; 70% of initial levels due 2/13/2025

Barclays Bank plc 20.65% annualized, payable quarterly if the stock closes at or above coupon barrier on the corresponding review date; Coupon barrier: $559.20; 60% of initial price due 2/13/2025

Barclays Bank plc 7.05% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier level: $132.21, 75% of initial level due 8/14/2023

Barclays Bank plc 11.3% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier level: $174, 75% of initial level due 8/14/2023

Barclays Bank plc 10.20% due 2/13/2023

Barclays Bank plc 12% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $52.94 for ETF, 1,431.76 for Russell, 10,322.92 for Nasdaq; 70% of initial levels due 2/13/2025

Barclays Bank plc 7.25% per year, payable semiannually if the index closes at or above coupon barrier on the valuation date for that period; Coupon barrier level: 2,712.92; 60% of initial level due 2/13/2025

Barclays Bank plc 9.6% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,138.71 for S&P, 10,199.88 for Nasdaq, 1,408.82 for Russell; 70% of initial levels due 2/12/2025

Barclays Bank plc 7.5%, payable quarterly if stock closes at or above downside threshold on observation date for that quarter due 2/13/2023

Barclays Bank plc 18% per year, payable monthly if each stock closes at or above coupon barrier on the observation date for that period; Coupon barriers: $84.02 for Disney, $142.66 for Meta, $1,666.15 for Amazon.com, $9.94 for American; 60% of initial levels due 2/6/2025

Barclays Bank plc 7.25% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,138.71 for S&P, 10,199.88 for Nasdaq, 1,408.82 for Russell; 70% of initial levels due 2/12/2025

Barclays Bank plc 11.15% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,138.71 for S&P, 10,199.88 for Nasdaq, 1,408.82 for Russell; 70% of initial levels due 11/10/2023

Barclays Bank plc 27.5% per year, payable monthly if each stock closes at or above coupon barrier on the observation date for that period; previously unpaid coupons will also be paid; Coupon barriers: $77.00 for DocuSign, $80.34 for AMD, $266.61 for Netflix, $14.23 for DraftKings; 65% of initial levels due 2/9/2026

Barclays Bank plc 7.85% due 2/8/2024

Barclays Bank plc 7.7% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 10,286.05 for Nasdaq, 3,150.37 for S&P, 1,401.65 for Russell; 70% of initial levels due 2/7/2025

Barclays Bank plc 35% per year, payable monthly if each stock closes at or above coupon barrier on the observation date for that period; Coupon barriers: $7.73 for SoFi, $158.07 for Nvidia, $103.17 for Roku, $17.71 for Pinterest; 65% of initial levels due 2/9/2026

Barclays Bank plc 12.75% annualized, payable quarterly if the stock closes at or above coupon barrier on the corresponding review date; Coupon barrier: $177.818; 75% of initial price due 2/7/2025

Barclays Bank plc 10.5% annualized, payable quarterly if the stock closes at or above coupon barrier on the corresponding review date; Coupon barrier: $266.611; 65% of initial price due 2/7/2025

Barclays Bank plc 10% per year, payable quarterly if each index closes at or above downside threshold level on observation date for that period due 2/8/2024

Barclays Bank plc 10% per year, payable quarterly if each index closes at or above coupon barrier on every scheduled trading day during the determination period; Coupon barrier: 1,401.651 for Russell, 3,150.371 for S&P, 10,286.045 for Nasdaq; 70% of initial levels due 2/8/2024

Barclays Bank plc 8.5% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 1,401.65 for Russell, 3,150.37 for S&P: 70% of initial levels due 2/7/2025

Barclays Bank plc 8.5% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,150.37 for S&P, 1,401.65 for Russell; 70% of initial levels due 2/7/2025

Barclays Bank plc 8.35% annualized, payable monthly if each underlier closes at or above coupon barrier on related observation date; Coupon barriers: 10,286.05 for Nasdaq, 1,401.65 for Russell, $51.42 for ETF; 70% of initial levels due 2/7/2025

Barclays Bank plc 8.75% per year, payable quarterly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: 1,393.72 for Russell, 10,150.78 for Nasdaq, $14.50 for Silver; 70% of initial levels due 2/6/2025

Barclays Bank plc 5.4% per year, payable semiannually if the index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,686.46; 60% of initial levels due 2/6/2025

Barclays Bank plc 14% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barrier levels: $1,654.54 for Alphabet, $191.40 for Meta, $151.20 for FedEx, $70.07 for AMD; 60% of initial levels due 2/6/2025

Barclays Bank plc 0.00% due 2/6/2025

Barclays Bank plc 8.7% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 21,377.6 for Dow, 2,753.63 for S&P, 1,217.71 for Russell; 60% of initial levels due 2/6/2025

Barclays Bank plc 9% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 3,212.57 for S&P, 1,420.66 for Russell, 10,597.82 for Nasdaq; 70% of initial levels due 2/6/2025

Barclays Bank plc 0.00% due 9/28/2027

Barclays Bank plc 9.81%, payable quarterly if stock closes at or above downside threshold on observation date for that quarter due 2/7/2023

Barclays Bank plc 9.5%, payable quarterly if stock closes at or above downside threshold on observation date for that quarter due 2/7/2023

Barclays Bank plc 9.8%, payable quarterly if stock closes at or above downside threshold on observation date for that quarter due 2/6/2023

Barclays Bank plc 14.5%, payable quarterly if stock closes at or above downside threshold on observation date for that quarter due 2/6/2023

Barclays Bank plc 21.5% per year, payable monthly plus any previously unpaid coupons if each stock closes at or above coupon barrier related observation date; Coupon barriers: $34.77 for Trade Desk, $13.67 for Peloton; 50% of initial levels due 2/5/2025

Barclays Bank plc 25.15% per year, payable monthly if each stock closes at or above coupon barrier on the observation date for that period; Coupon barriers: $162.41 for CME, $56.73 for Oracle, $172.47 for Nvidia; 70% of initial levels due 2/7/2024

Barclays Bank plc 9% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 3,182.58 for S&P, 1,435.52 for Russell, 10,513.78 for Nasdaq; 70% of initial levels due 2/6/2025

Barclays Bank plc 10.5% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 3,182.58 for S&P, 1,435.52 for Russell, 10,513.78 for Nasdaq; 70% of initial levels due 11/6/2023

Barclays Bank plc 15.3% per year, payable quarterly if stock closes at or above coupon barrier level on related observation date; Coupon barrier level: $8.03, 65% of initial share price due 2/5/2025

Barclays Bank plc 8% annual rate, payable quarterly if each index closes at or above coupon barrier level on review date for that period; Coupon barriers: 3,160.89 for S&P, 1,419.92 for Russell; 70% of initial levels due 8/3/2023

Barclays Bank plc 14.1% per year, payable quarterly if stock closes at or above coupon barrier level on related observation date; Coupon barrier level: $36.22, 70% of initial share price due 2/5/2025

Barclays Bank plc 0.00% due 2/4/2025

Barclays Bank plc 0.00% due 1/29/2027

Barclays Bank plc 0.00% due 1/29/2027

Barclays Bank plc 8.2% annual rate, payable monthly if each index closes at or above coupon barrier level on related observation date; Coupon barrier levels: 3,612.44 for S&P, 1,622.76 for Russell, 11,944.04 for Nasdaq; 80% of initial levels due 2/5/2024

Barclays Bank plc 7.5%, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,838.22 for S&P, 1,724.19 for Russell, 85% of initial levels due 1/31/2025

Barclays Bank plc 0.00% due 8/5/2024

Barclays Bank plc 0.00% due 8/5/2024

Barclays Bank plc 0.00% due 1/29/2027

Barclays Bank plc 0.00% due 2/28/2023

Barclays Bank plc 17.85% per year, payable monthly if each stock closes at or above coupon barrier on the observation date for that period; Coupon barriers: $2,094.03 for Amazon, $97.87 for Walmart, $353.59 for Costco, $154.30 for Target; 70% of initial levels due 2/5/2025

Barclays Bank plc 11.3% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 26,348.9 for Dow, 11,197.54 for Nasdaq, 1,521.34 for Russell; 75% of initial levels due 2/5/2025

Barclays Bank plc 9% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 3,386.66 for S&P, 1,521.34 for Russell, 11,197.54 for Nasdaq; 75% of initial levels due 1/31/2025

Barclays Bank plc 10.25% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 3,160.89 for S&P, 1,419.92 for Russell, 10,451.04 for Nasdaq; 70% of initial levels due 10/31/2023

Barclays Bank plc 8.75% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 3,386.66 for S&P, 1,521.34 for Russell, 11,197.54 for Nasdaq; 75% of initial levels due 10/30/2026

Barclays Bank plc 9.75% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 3,386.66 for S&P, 1,521.34 for Russell, 11,197.54 for Nasdaq; 75% of initial levels due 10/30/2026

Barclays Bank plc 8.75% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 3,160.89 for S&P, 1,419.92 for Russell, 10,451.04 for Nasdaq; 70% of initial levels due 10/31/2023

Barclays Bank plc 8% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 11,197.54 for Nasdaq, 3,386.66 for S&P, 1,521.34 for Russell; 75% of initial levels due 1/31/2025

Barclays Bank plc 8.25% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 10,451.04 for Nasdaq, 3,160.89 for S&P, 1,419.92 for Russell; 70% of initial levels due 10/31/2023

Barclays Bank plc 13.5% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 3,160.89 for S&P, 10,451.03 for Nasdaq, 1,419.92 for Russell; 70% of initial levels due 2/5/2025

Barclays Bank plc 8.1% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 3,160.89 for S&P, 10,451.03 for Nasdaq, 1,419.92 for Russell; 70% of initial levels due 2/5/2025

Barclays Bank plc 9.5% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $50.12 for ETF, 3,160.89 for S&P; 70% of initial levels due 10/31/2023

Barclays Bank plc 13.5% per year, payable monthly if each asset closes at or above coupon barrier on the observation date for that period; Coupon barriers: $50.12 for ETF, 10,451.03 for Nasdaq, 1,419.92 for Russell; 70% of initial levels due 2/5/2025

Barclays Bank plc 9% per year, payable quarterly if each index closes at or above coupon barrier on each scheduled trading day during the determination period; Coupon barrier: 1,419.917 for Russell, 3,160.885 for S&P, 10,451.035 for Nasdaq; 70% of initial levels due 2/5/2025

Barclays Bank plc 8.75% annualized, payable monthly if each index closes at or above 75% coupon threshold on observation date for that month due 1/27/2023

Barclays Bank plc 0.00% due 2/3/2028

Barclays Bank plc 0.00% due 2/3/2028

Barclays Bank plc 0.00% due 2/3/2027

Barclays Bank plc 0.00% due 8/4/2027

Barclays Bank plc 0.00% due 3/3/2023

Barclays Bank plc 0.00% due 3/3/2023

Barclays Bank plc 23.5%, payable quarterly if each stock closes at or above its barrier price on related quarterly observation date due 2/5/2024

Barclays Bank plc 10% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 24,592.3 for Dow, 10,451.03 for Nasdaq, 1,419.92 for Russell; 70% of initial levels due 11/3/2023

Barclays Bank plc 8.25% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 1,521.34 for Russell, 11,197.54 for Nasdaq; 75% of initial levels due 8/3/2023

Barclays Bank plc 18.8% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $25.09; 75% of initial level due 2/5/2025

Barclays Bank plc 0.00% due 2/5/2024

Barclays Bank plc 11.28% annual rate, payable monthly if each index closes at or above coupon barrier level on review date for that period; coupon payments will automatically include any previously unpaid coupons; Coupon barrier: 3,545.48 for S&P, 11,563.69 for Nasdaq, 1,574.81 for Russell; 80% of initial levels due 2/1/2024

Barclays Bank plc 11.5% annual rate, payable monthly if each index closes at or above coupon barrier level on review date for that period, plus any previously unpaid coupon; Coupon barrier: 3,545.48 for S&P, 11,563.69 for Nasdaq, 1,574.81 for Russell; 80% of initial levels due 2/1/2024

Barclays Bank plc 6% per year, payable monthly if each component closes at or above coupon barrier level on the determination date for that month; Coupon barrier levels: 2,969.34 for S&P, 9,684.59 for Nasdaq, 1,318.90 for Russell; 67% of initial levels due 1/31/2025

Barclays Bank plc 22.25% per year, payable monthly if each stock closes at or above coupon barrier on the observation date for that period; Coupon barriers: $96.97 for Apple, $82.48 for Disney, $140.23 for Nvidia, $232.29 for Netflix; 60% of initial levels due 1/29/2025

Barclays Bank plc 10% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 24,307.83 for Dow, 10,118.23 for Nasdaq, 1,377.96 for Russell; 70% of initial levels due 1/31/2024

Barclays Bank plc 34% per year, payable monthly if each stock closes at or above coupon barrier on the valuation date for that period; Coupon barriers: $13.68 for Ford, $35.17 for GM, $592.44 for Tesla; 70% of initial levels due 2/3/2025

Barclays Bank plc 7.25% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 8,672.77 for Nasdaq, 2,659.11 for S&P, 1,181.10 for Russell; 60% of initial levels due 1/31/2025

Barclays Bank plc 13.5% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 10,118.23 for Nasdaq, 3,102.30 for S&P, 1,377.96 for Russell; 70% of initial levels due 11/2/2023

Barclays Bank plc 13.5% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 10,118.23 for Nasdaq, 3,102.30 for S&P, 1,377.96 for Russell; 70% of initial levels due 1/31/2025

Barclays Bank plc 7% per year, payable semiannually if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 8,672.77 for Nasdaq, 2,659.11 for S&P, 1,181.10 for Russell; 60% of initial levels due 1/31/2025

Barclays Bank plc 8.5% per year, payable semiannually if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 8,672.77 for Nasdaq, 2,659.11 for S&P, 1,181.10 for Russell; 60% of initial levels due 1/31/2025

Barclays Bank plc 12% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 10,840.96 for Nasdaq, 3,323.89 for S&P, 1,476.38 for Russell; 75% of initial levels due 1/31/2025

Barclays Bank plc 10.5% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 10,840.96 for Nasdaq, 3,323.89 for S&P, 1,476.38 for Russell; 75% of initial levels due 1/31/2025

Barclays Bank plc 10.4% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 10,118.23 for Nasdaq, 3,102.30 for S&P, 1,377.96 for Russell; 70% of initial levels due 1/31/2025

Barclays Bank plc 8.6% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 10,118.23 for Nasdaq, 3,102.3 for S&P, 1,377.96 for Russell; 70% of initial levels due 2/2/2027

Barclays Bank plc 12.75% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 10,840.96 for Nasdaq, 3,323.89 for S&P, 1,476.38 for Russell; 75% of initial levels due 11/2/2026

Barclays Bank plc 7.75% per year, payable monthly if the index closes at or above coupon barrier on the valuation date for that period, plus any previously unpaid coupons; Coupon barrier level: 3,102.30; 70% of initial level due 8/1/2024

Barclays Bank plc 7.25% per year, payable monthly if the index closes at or above coupon barrier on the valuation date for that period, plus any previously unpaid coupons; Coupon barrier level: 3,102.30; 70% of initial level due 2/1/2024

Barclays Bank plc 7.25% per year, payable monthly if the index closes at or above coupon barrier on the valuation date for that period, plus any previously unpaid coupons; Coupon barrier level: 3,102.30; 70% of initial level due 8/1/2024

Barclays Bank plc 8.1% annualized, payable quarterly if the stock closes at or above coupon barrier on the corresponding review date; Coupon barrier: $163.415; 70% of initial price due 1/31/2025

Barclays Bank plc 10.65% if the underlying stock closes at or above its 65% downside threshold on the related quarterly observation date due 1/31/2025

Barclays Bank plc 7.6% per year, payable quarterly if each index closes at or above downside threshold level on observation date for that period due 2/1/2024

Barclays Bank plc 8.3% if the underlying stock closes at or above its 70% downside threshold on the related quarterly observation date due 1/31/2025

Barclays Bank plc 0.00% due 8/2/2023

Barclays Bank plc 0.00% due 2/2/2028

Barclays Bank plc 20.85% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $171.30; 75% of initial level due 1/31/2025

Barclays Bank plc 7% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,102.30 for S&P, 1,377.96 for Russell; 70% of initial levels due 1/31/2025

Barclays Bank plc 11.2% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,323.89 for S&P, 10,840.96 for Nasdaq, 1,476.38 for Russell; 75% of initial levels due 8/2/2023

Barclays Bank plc 44.75%, payable monthly if each stock closes at or above its barrier price on related monthly observation date due 11/1/2022

Barclays Bank plc 0.00% due 3/31/2023

Barclays Bank plc 0.00% due 1/30/2025

Barclays Bank plc 0.00% due 1/28/2028

Barclays Bank plc 5.85% annual rate, payable monthly if each underlier closes at or above coupon barrier level on related observation date; Coupon barrier levels: $32.94 for ETF, 23,912.55 for Dow, 9,802.18 for Nasdaq; 70% of initial levels due 2/1/2027

Barclays Bank plc 9.1% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 9,102.02 for Nasdaq, 2,812.23 for S&P, 1,255.34 for Russell; 65% of initial levels due 2/1/2024

Barclays Bank plc 13% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 25,620.59 for Dow, 10,502.33 for Nasdaq, 1,448.47 for Russell; 75% of initial levels due 1/31/2024

Barclays Bank plc 8% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 9,802.18 for Nasdaq, 1,351.90 for Russell, 3,028.56 for S&P; 70% of initial levels due 1/30/2025

Barclays Bank plc 0.00% due 1/30/2032

Barclays Bank plc 8.6% per year, payable quarterly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: 3,044.95 for S&P, 23,917.66 for Dow, $52.01 for fund; 70% of initial levels due 1/31/2024

Barclays Bank plc 7.3% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 8,489.47 for Nasdaq, 2,613.87 for S&P, 2,446.96 for Stoxx; 60% of initial levels due 1/29/2024

Barclays Bank plc 0.00% due 3/30/2023

Barclays Bank plc 9.35% per year, payable quarterly if each index closes at or above downside threshold level on observation date for that period due 1/31/2024

Barclays Bank plc 5.8%, payable quarterly if index closes at or above downside threshold on observation date for that quarter due 1/29/2025

Barclays Bank plc 10% annual rate, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barriers: 3,049.52 for S&P, 9,904.38 for Nasdaq; 70% of initial levels due 1/28/2027

Barclays Bank plc 13.3% annualized, payable monthly if the ETF closes at or above the coupon barrier level on the determination date for that period; Coupon barrier: $373.86, 85% of initial share price due 1/27/2023

Barclays Bank plc 14.25% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 10,156.71 for Nasdaq, 3,087.09 for S&P, 1,423.46 for Russell; 70% of initial levels due 1/29/2025

Barclays Bank plc 8.11% annualized, payable quarterly if each index closes at or above coupon threshold on observation date for that period; Coupon threshold: 1,402.8231 for Russell, 3,049.515 for S&P, 9,904.384 for Nasdaq; 70% of initial levels due 1/29/2026

Barclays Bank plc 10% annualized, payable quarterly if each fund closes at or above coupon barrier on related observation date; Coupon barrier levels: $247.31 for QQQ, $307.89 for S&P; 70% of initial levels due 1/29/2024

Barclays Bank plc 17.8% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $274.82; 75% of initial level due 7/28/2023

Barclays Bank plc 7.35% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,087.09 for S&P, 24,055.15 for Dow; 70% of initial levels due 1/29/2025

Barclays Bank plc 8.1% annual rate, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barriers: 2,646.08 for S&P, 8,705.75 for Nasdaq; 60% of initial levels due 1/29/2024

Barclays Bank plc 9% per year, payable quarterly if each index closes at or above its coupon barrier level on the corresponding observation date; Coupon barriers: 1,423.458 for Russell, 3,087.09 for S&P, 2,838.05 for Stoxx; 70% of initial levels due 7/29/2025

Barclays Bank plc 10.6% per year, payable quarterly if each index closes at or above its coupon barrier level on each scheduled trading day during that observation date; Coupon barriers: 1,423.458 for Russell, 3,087.09 for S&P, 2,838.05 for Stoxx; 70% of initial levels due 7/29/2025

Barclays Bank plc 13.16% per year, payable quarterly if each index closes at or above its coupon barrier level on each trading day during the relevant observation period; Coupon barrier levels: 1,402.823 for Russell, 3,049.52 for S&P, 2,854.78 for Stoxx; 70% of initial levels due 1/30/2025

Barclays Bank plc 11.3% per year, payable quarterly if each index closes at or above its coupon barrier level on each scheduled trading day during that observation date; Coupon barriers: 1,423.458 for Russell, 3,087.09 for S&P, 2,838.05 for Stoxx; 70% of initial levels due 7/27/2023

Barclays Bank plc 9.7% annual rate, payable monthly if each index closes at or above coupon barrier level on review date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier: 3,518.35 for S&P, 11,550.72 for Nasdaq, 1,590.33 for Russell; 80% of initial levels due 1/25/2024

Barclays Bank plc 0.00% due 1/26/2028

Barclays Bank plc 0.00% due 1/26/2027

Barclays Bank plc 0.00% due 2/24/2023

Barclays Bank plc 0.00% due 7/25/2024

Barclays Bank plc 0.00% due 1/25/2024

Barclays Bank plc 7.1% per year, payable quarterly plus any previously unpaid coupons if all assets close at or above coupon barrier levels on corresponding quarterly date; Coupon barrier levels: 995.45 for EM, 1,590.33 for Russell and 11,550.72 for Nasdaq, 80% of initial levels due 1/24/2025

Barclays Bank plc 14.55% per year, payable monthly if each stock closes at or above coupon barrier on the observation date for that period; Coupon barriers: $1,997 for Amazon, $337.13 for Walmart, $152.08 for Costco, $98.13 for Target; 70% of initial levels due 1/24/2025

Barclays Bank plc 10% per year, payable quarterly if each index closes at or above coupon barrier on every trading day during that period; Coupon barriers: 23,900.1 for Dow, 10,070.78 for Nasdaq, 1,386.57 for Russell; 69.75% of initial levels due 1/24/2025

Barclays Bank plc 9.25% per year, payable semiannually if the least performing asset closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $26.74 for ETF, 10,106.88 for index; 70% of initial levels due 1/24/2025

Barclays Bank plc 7.5% per year, payable semiannually if the least performing asset closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $26.74 for ETF, 10,106.88 for index; 70% of initial levels due 1/24/2025

Barclays Bank plc 12.5% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 10,106.88 for Nasdaq, 3,078.56 for S&P, 1,391.54 for Russell; 70% of initial levels due 7/26/2023

Barclays Bank plc 0.00% due 3/24/2023

Barclays Bank plc 7.35% per year, payable quarterly if each index closes at or above downside threshold level on observation date for that period due 1/25/2024

Barclays Bank plc 0.00% due 1/26/2027

Barclays Bank plc 0.00% due 1/25/2029

Barclays Bank plc 8% annualized, payable quarterly if index closes at or above coupon barrier on related observation date; Coupon barrier level: 995.45; 80% of initial level due 1/26/2026

Barclays Bank plc 12.5% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier level: $140.24, 60% of initial level due 4/26/2023

Barclays Bank plc 6.25% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,689.64 for S&P, 20,829.23 for Dow, 1,214.42 for Russell; 60% of initial levels due 1/24/2025

Barclays Bank plc 25.85% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $566.34 for Tesla, $75.61 for Enphase; 60% of initial levels due 1/25/2024

Barclays Bank plc 17.5% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $519.15; 55% of initial level due 1/24/2025

Barclays Bank plc 5.80% due 1/27/2023

Barclays Bank plc 0.00% due 1/28/2027

Barclays Bank plc 0.00% due 1/28/2027

Barclays Bank plc 6.85% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 19,265.76 for Dow, 2,493.02 for S&P, 1,134.53 for Russell; 55% of initial levels due 1/24/2025

Barclays Bank plc 12.25% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 11,877.17 for Nasdaq, 3,586.18 for S&P, 1,619.23 for Russell; 80% of initial levels due 10/25/2023

Barclays Bank plc 12.25% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 10,533.49 for Nasdaq, 3,172.93 for S&P, 1,443.95 for Russell; 70% of initial levels due 1/24/2025

Barclays Bank plc 7% annualized rate, payable monthly if each index closes at or above coupon barrier level on valuation date for that period; previously unpaid coupons will also be paid; Coupon barrier levels: 3,264.00 for S&P, 1,513.72 for Russell, 2,990.53 for Stoxx; 70% of initial levels due 1/17/2025

Barclays Bank plc 9% annualized, payable quarterly if fund closes at or above coupon barrier on related observation date; Coupon barrier level: $39.39, 52% of initial level due 1/24/2025

Barclays Bank plc 6.25% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,946.29 for S&P, 9,781.1 for Nasdaq, 1,340.81 for Russell; 65% of initial levels due 1/22/2027

Barclays Bank plc 10.5% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 10,647.53 for Nasdaq, 3,203.98 for S&P, 1,467.36 for Russell; 70% of initial levels due 1/24/2025

Barclays Bank plc 9.35% per year, payable quarterly if each index closes at or above its coupon barrier level on each scheduled trading day during that observation date; Coupon barriers: 1,467.358 for Russell, 3,203.98 for S&P, 2,980.47 for Stoxx; 70% of initial levels due 4/23/2024

Barclays Bank plc 0.00% due 2/17/2023

Barclays Bank plc 7.8% per year, payable monthly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 25,138.27 for Dow, 10,928.11 for Nasdaq, 1,513.72 for Russell; 70% of initial levels due 1/21/2025

Barclays Bank plc 10.8% per year, payable quarterly if the stock closes at or above coupon barrier on the valuation date for that period; Coupon barrier level: $186.86; 70% of initial level due 1/19/2024

Barclays Bank plc 21% per year, payable monthly if each stock closes at or above coupon barrier on the observation date for that period; Coupon barriers: $232.33 for Meta, $121.15 for Apple, $367.98 for Netflix, $1,952.73 for Alphabet; 70% of initial levels due 1/19/2024

Barclays Bank plc 11% annualized, payable quarterly if the stock closes at or above coupon barrier on the corresponding review date; Coupon barrier: $60.718; 70% of initial price due 1/17/2025

Barclays Bank plc 10.85% annualized, payable quarterly if the stock closes at or above coupon barrier on the corresponding review date; Coupon barrier: $132.083; 70% of initial price due 1/17/2025

Barclays Bank plc 8.4% annualized, payable quarterly if the stock closes at or above coupon barrier on the corresponding review date; Coupon barrier: $40.642; 70% of initial price due 1/17/2025

Barclays Bank plc 0.00% due 5/3/2023

Barclays Bank plc 14.65% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $14.92; 65% of initial level due 1/19/2024

Barclays Bank plc 9.75% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 25,138.27 for Dow, 10,928.11 for Nasdaq, 1,513.72 for Russell; 70% of initial levels due 1/17/2025

Barclays Bank plc 20% annualized, payable quarterly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $14.61 for Ford, $35.44 for GM, $608.77 for Tesla; 58% of initial levels due 1/17/2025

Barclays Bank plc 12.35% annualized, payable quarterly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $28.10 for Mosaic, $46.72 for Exxon; 65% of initial levels due 1/17/2025

Barclays Bank plc 22.8% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $100.49 for Roku, $79.97 for Square, $107.05 for PayPal, $312.36 for Adobe; 60% of initial levels due 1/17/2025

Barclays Bank plc 5.15% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 11,708.69 for Nasdaq, 1,621.84 for Russell, 3,497.14 for S&P; 75% of initial levels due 10/17/2024

Barclays Bank plc 6.4% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,264.0 for S&P, 1,513.72 for Russell; 70% of initial levels due 1/17/2025

Barclays Bank plc 7% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,264.0 for S&P, 10,928.11 for Nasdaq, 1,513.72 for Russell; 70% of initial levels due 1/17/2025

Barclays Bank plc 17.6% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $60.07 for Starbucks, $175.99 for Danaher, $183.77 for Generac, $105.02 for Sea; 60% of initial levels due 1/17/2025

Barclays Bank plc 18.55% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier level: $629.77, 60% of initial level due 1/19/2024

Barclays Bank plc 15% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $608.77; 58% of initial level due 1/17/2025

Barclays Bank plc 0.00% due 1/20/2032

Barclays Bank plc 9% per year, payable quarterly plus any previously unpaid coupons if each stock closes at or above coupon barrier related observation date; Coupon barriers: $66.76 for Hasbro, $14.29 for Mattel; 65% of initial levels due 1/16/2025

Barclays Bank plc 0.00% due 1/26/2024

Barclays Bank plc 0.00% due 1/28/2028

Barclays Bank plc 0.00% due 1/16/2025

Barclays Bank plc 0.00% due 12/18/2023

Barclays Bank plc 21.1% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $618.94; 60% of initial level due 1/19/2024

Barclays Bank plc 19.1% per year, payable monthly if each stock closes at or above barrier level on observation date for that period; Coupon barrier levels: $37.32 for Alcoa, $42.81 for Exxon, $127.97 for Chevron; 60% of initial levels due 1/17/2023

Barclays Bank plc 10.5% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 11,133.57 for Nasdaq, 1,523.24 for Russell, 3,308.44 for S&P; 70% of initial levels due 7/17/2024

Barclays Bank plc 5.25% per year, payable semiannually if the index closes at or above coupon barrier on the valuation date for that period; Coupon barrier level: 2,835.81; 60% of initial level due 1/16/2025

Barclays Bank plc 9.25% per year, payable quarterly if each index closes at or above downside threshold level on observation date for that period due 1/18/2024

Barclays Bank plc 0.00% due 1/15/2027

Barclays Bank plc 9.35% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $249.95; 75% of initial level due 7/17/2023

Barclays Bank plc 8.75% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 11,133.57 for Nasdaq, 1,523.24 for Russell, 3,308.44 for S&P; 70% of initial levels due 1/16/2025

Barclays Bank plc 6% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 11,928.83 for Nasdaq, 1,632.04 for Russell, 3,544.76 for S&P; 75% of initial levels due 1/16/2025

Barclays Bank plc 7% annualized, payable semiannually if each ETF closes at or above coupon barrier on related observation date; Coupon barriers: $325.86 for S&P$150.72 for Russell, $266.08 for QQQ; 70% of initial levels due 1/21/2025

Barclays Bank plc 7.65% annual rate, payable monthly if each index closes at or above coupon barrier level on review date for that period, plus any previously unpaid coupon; Coupon barrier: 3,014.08 for Stoxx, 1,525.87 for Russell, 3,273.92 for S&P; 70% of initial levels due 1/16/2024

Barclays Bank plc 10.4% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 10,930.1 for Nasdaq, 3,269.2 for S&P, 1,519.81 for Russell; 70% of initial levels due 1/15/2025

Barclays Bank plc 6.85% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 11,090.88 for Nasdaq, 1,535.80 for Russell, 3,299.15 for S&P; 70% of initial levels due 1/16/2025

Barclays Bank plc 6.25% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 11,090.88 for Nasdaq, 1,535.80 for Russell, 3,299.15 for S&P; 70% of initial levels due 7/16/2024

Barclays Bank plc 7.85% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,299.15 for S&P 500, 11,090.88 for Nasdaq, 1,964.93 for MidCap 400; 70% of initial levels due 1/15/2025

Barclays Bank plc 23.2% per year, payable quarterly if each stock closes at or above coupon barrier on the observation date for that period, plus any previously unpaid coupons; Coupon barriers: $2,275.76 for Amazon.com, $254.22 for Humana, $190.73 for Nvidia; 70% of initial levels due 1/11/2024

Barclays Bank plc 8.8% annual rate, payable quarterly if each ETF closes at or above coupon barrier on observation date; Coupon barriers: $54.01 for Regional Banking, $325.86 for SPDR S&P 500; 70% of initial levels due 1/15/2025

Barclays Bank plc 9.25% annual rate, payable quarterly if each ETF closes at or above coupon barrier on observation date; Coupon barriers: $54.09 for Banking ETF, $326.26 for S&P ETF; 70% of initial levels due 1/15/2025

Barclays Bank plc 10.55% per year, payable quarterly if each index closes at or above its coupon barrier level on each day during relevant quarterly observation period; Coupon barrier levels: 1,519.805 for Russell, 3,269.2 for S&P, 10,930.1 for Nasdaq; 70% of initial levels due 1/15/2025

Barclays Bank plc 15.2% per year, payable monthly if each stock closes at or above coupon barrier on the observation date for that period; Coupon barriers: $101.42 for Walmart, $42.79 for Cisco, $2,275.76 for Amazon, $161.55 for Target; 70% of initial levels due 1/10/2025

Barclays Bank plc 9% annualized, payable quarterly if the stock closes at or above coupon barrier on the corresponding review date; Coupon barrier: $93.773; 75% of initial price due 1/10/2025

Barclays Bank plc 15.3% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter due 1/10/2025

Barclays Bank plc 0.00% due 7/12/2023

Barclays Bank plc 9% annualized, payable quarterly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $104.95 for Apple, $189.83 for Microsoft, $1,651.84 for Alphabet, $1,972.28 for Amazon; 60% of initial levels due 1/9/2025

Barclays Bank plc 11.1% annualized, payable quarterly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $111.91 for Apple, $67.63 for Morgan, $2,113.20 for Amazon; 65% of initial levels due 1/10/2025

Barclays Bank plc 15.5% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $51.96for Caesars, $1,650.61for Alphabet, $188.33 for Microsoft, $81.74 for AMD; 60% of initial levels due 1/9/2025

Barclays Bank plc 19.8% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $14.66 for Ford $37.36 for GM, $616.18 for Tesla; 60% of initial levels due 1/10/2025

Barclays Bank plc 21.6% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $217.98; 80% of initial level due 1/10/2025

Barclays Bank plc 22% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $667.52; 65% of initial level due 1/12/2023

Barclays Bank plc 6.6% annual rate, payable quarterly if each ETF closes at or above coupon barrier on observation date; Coupon barriers: $110.89 for S&P Value ETF, $116.28 for Russell Value ETF; 70% of initial levels due 1/10/2025

Barclays Bank plc 8.6% annual rate, payable quarterly if each ETF closes at or above coupon barrier on observation date; Coupon barriers: $110.89 for S&P Value ETF, $116.28 for Russell Value ETF; 70% of initial levels due 1/10/2025

Barclays Bank plc 8.03% annual rate, payable quarterly if each ETF closes at or above coupon barrier on observation date; Coupon barriers: $326.26 for S&P ETF, $42.94 for Energy ETF; 70% of initial levels due 1/10/2025

Barclays Bank plc 18.25% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $11.24 for Norwegian, $16.56 for Pinterest; 50% of initial levels due 1/9/2023

Barclays Bank plc 8.65% annual rate, payable monthly if each index closes at or above coupon barrier level on review date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier: 3,837.25 for S&P, 13,201.42 for Nasdaq, 1,818.05 for Russell; 80% of initial levels due 1/8/2024

Barclays Bank plc 5.2% per year, payable quarterly if each index closes at or above coupon barrier on related quarterly observation date; Coupon barriers: 3,357.59 for S&P, 1,590.79 for Russell, 11,551.24 for Nasdaq; 70% of initial levels due 1/6/2023

Barclays Bank plc 38.25% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $124.30 for Apple, $739.75 for Tesla, $176.66 for Coinbase, $90.57 for Blackstone; 70% of initial levels due 1/6/2025

Barclays Bank plc 19.25% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $634.07; 60% of initial level due 1/6/2025

Barclays Bank plc 7.1% per year, payable quarterly if each stock closes at or above coupon barrier on every trading day during the observation period; Coupon barrier levels: $200.408 for McDonald’s, $45.353 for Restaurant, $103.793 for YUM!; 75% of initial levels due 1/6/2025

Barclays Bank plc 3.85% due 1/5/2024

Barclays Bank plc 5.35% due 1/3/2025

Barclays Bank plc 0.00% due 7/6/2023

Barclays Bank plc 8.5% annual rate, payable if all indexes close above downside threshold level on related determination date due 1/5/2024

Barclays Bank plc 15.05% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter due 1/6/2025

Barclays Bank plc 0.00% due 12/31/2026

Barclays Bank plc 0.00% due 12/31/2026

Barclays Bank plc 8%, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 4,074.10 for S&P, 1,911.86 for Russell, 85% of initial levels due 12/31/2024

Barclays Bank plc 0.00% due 12/31/2026

Barclays Bank plc 5% per year, payable quarterly if all assets close at or above coupon barrier level on corresponding quarterly date; Coupon barrier levels: 1,402.84 for EAFE, 1,349.54 for Russell and 930.23 for S&P, 60% of initial levels due 12/31/2024

Barclays Bank plc 6.65% per year, payable quarterly if all assets close at or above coupon barrier level on corresponding quarterly date; Coupon barrier levels: 730.758 for EM, 1,349.546 for Russell and 2,875.836 for S&P, 60% of initial levels due 1/4/2027

Barclays Bank plc 10% per year, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 1,574.47 for Russell, 3,355.14 for S&P, 11,543.71 for Nasdaq; 70% of initial levels due 9/29/2023

Barclays Bank plc 8% per year, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 1,574.47 for Russell, 3,355.14 for S&P, 11,543.71 for Nasdaq; 70% of initial levels due 9/29/2023

Barclays Bank plc 8.5% per year, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 1,686.93 for Russell, 3,594.80 for S&P, 12,368.26 for Nasdaq; 75% of initial levels due 12/31/2024

Barclays Bank plc 7.5% per year, payable monthly if each index closes at or above coupon barrier related observation date; Coupon barrier levels: 3,355.14 for S&P, 11,543.71 for Nasdaq, 1,574.47 for Russell, 70% of initial levels due 9/29/2023

Barclays Bank plc 7.5% per year, payable quarterly if each index closes at or above coupon barrier related observation date; Coupon barrier levels: 3,594.8 for S&P, 12,368.26 for Nasdaq, 1,686.93 for Russell, 75% of initial levels due 12/31/2024

Barclays Bank plc 9.25% per year, payable monthly if the least performing asset closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $49.84 for ETF, 3,355.14 for index; 70% of initial levels due 9/29/2023

Barclays Bank plc 0.00% due 1/3/2028

Barclays Bank plc 0.00% due 1/4/2027

Barclays Bank plc 20% annualized, payable quarterly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $11.72 for Ford $42.72 for GM, $619.13 for Tesla; 57% of initial levels due 12/31/2024

Barclays Bank plc 26.5% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $10.27; 60% of initial level due 1/2/2025

Barclays Bank plc 7.75% annualized, payable monthly if each underlier closes at or above coupon barrier on related observation date; Coupon barriers: 11,543.71 for Nasdaq, 1,574.47 for Russell, $49.84 for ETF; 70% of initial levels due 10/4/2023

Barclays Bank plc 15% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $619.13; 57% of initial level due 12/31/2024

Barclays Bank plc 0.00% due 12/31/2026

Barclays Bank plc 0.00% due 12/31/2026

Barclays Bank plc 4.25% due 12/31/2024

Barclays Bank plc 0.00% due 12/31/2024

Barclays Bank plc 0.00% due 12/31/2026

Barclays Bank plc 3.05% due 12/31/2024

Barclays Bank plc 0.00% due 12/31/2026

Barclays Bank plc 16% per year, payable monthly if each stock closes at or above coupon barrier on the observation date for that period; Coupon barriers: $2,389.25 for Amazon, $44.47 for Cisco, $99.95 for Walmart, $157.44 for Target; 70% of initial levels due 1/2/2025

Barclays Bank plc 29.05% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $14.53 for Ford $39.98 for GM, $761.93 for Tesla; 70% of initial levels due 1/2/2025

Barclays Bank plc 14% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $12.46 for Ford, $37.57 for MetLife, $95.78 for Applied Materials; 60% of initial levels due 12/31/2024

Barclays Bank plc 7.3% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 1,572.55 for Russell, 11,542.06 for Nasdaq; 70% of initial levels due 1/2/2025

Barclays Bank plc 5.25% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,350.45 for S&P, 11,542.06 for Nasdaq, 1,572.55 for Russell; 70% of initial levels due 12/31/2024

Barclays Bank plc 16.55% due 12/30/2022

Barclays Bank plc 13.20% due 12/30/2022

Barclays Bank plc 0.00% due 2/27/2023

Barclays Bank plc 6.88% annual rate, payable quarterly if each underlier closes at or above coupon barrier level on related observation date; Coupon barrier levels: $74.30 for ETF, 3,547.31 for S&P; 75% of initial levels due 12/29/2023

Barclays Bank plc 8.85% annualized, payable quarterly if the stock closes at or above coupon barrier on the corresponding review date; Coupon barrier: $364.568; 80% of initial price due 12/27/2024

Barclays Bank plc 9.15% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 3,308.05 for S&P, 11,415.75 for Nasdaq, 1,569.10 for Russell; 70% of initial levels due 12/29/2023

Barclays Bank plc 7.5% annual rate, payable quarterly if each index closes at or above coupon barrier level on review date for that period; Coupon barriers: 3,287.59 for S&P, 1,555.33 for Russell; 70% of initial levels due 6/27/2023

Barclays Bank plc 0.00% due 12/27/2024

Barclays Bank plc 0.00% due 12/28/2026

Barclays Bank plc 0.00% due 12/28/2027

Barclays Bank plc 0.00% due 12/28/2026

Barclays Bank plc 0.00% due 12/28/2026

Barclays Bank plc 5.25% annual rate, payable monthly if each index closes at or above coupon barrier level on related observation date; Coupon barrier levels: 3,522.42 for S&P, 12,135.11 for Nasdaq, 1,666.43 for Russell; 75% of initial levels due 12/27/2024

Barclays Bank plc 4.5%, payable each six months if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,287.59 for S&P, 1,555.33 for Russell, 70% of initial levels due 12/27/2024

Barclays Bank plc 6%, payable each six months if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,287.59 for S&P, 1,555.33 for Russell, 70% of initial levels due 12/27/2024

Barclays Bank plc 0.00% due 6/27/2024

Barclays Bank plc 0.00% due 6/27/2024

Barclays Bank plc 0.00% due 12/28/2026

Barclays Bank plc 0.00% due 6/27/2024

Barclays Bank plc 0.00% due 6/27/2024

Barclays Bank plc 0.00% due 12/28/2023

Barclays Bank plc 0.00% due 1/26/2023

Barclays Bank plc 0.00% due 12/28/2026

Barclays Bank plc 22.15% per year, payable monthly if each stock closes at or above coupon barrier on the observation date for that period, plus any previously unpaid coupons; Coupon barriers: $107.70 for DocuSign, $231.31 for Meta, $51.63 for JD; 70% of initial levels due 12/27/2023

Barclays Bank plc 5% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 11,326.1 for Nasdaq, 3,287.59 for S&P, 1,555.33 for Russell; 70% of initial levels due 9/26/2024

Barclays Bank plc 10.65% per year, payable each month that each asset closes at or above coupon barrier on the observation date for that period; Coupon barriers: 1,555.33 for Russell, 25,027.72 for Dow, 11,326.10 for Nasdaq; 70% of initial levels due 9/27/2023

Barclays Bank plc 6.25% per year, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 1,666.43 for Russell, 3,522.42 for S&P, 12,135.11 for Nasdaq; 75% of initial levels due 12/27/2024

Barclays Bank plc 6% per year, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 1,666.43 for Russell, 3,522.42 for S&P, 12,135.11 for Nasdaq; 75% of initial levels due 9/27/2023

Barclays Bank plc 6% per year, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 1,555.33 for Russell, 3287.59 for S&P, 11,326.10 for Nasdaq; 70% of initial levels due 9/27/2023

Barclays Bank plc 8% per year, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 1,555.33 for Russell, 3,287.59 for S&P, 11,326.10 for Nasdaq; 70% of initial levels due 9/27/2023

Barclays Bank plc 7.6% per year, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 3,522.42 for S&P, 12,135.11 for Nasdaq, 1,666.43 for Russell; 75% of initial levels due 6/27/2023

Barclays Bank plc 9.85% per year, payable monthly if each index closes at or above coupon barrier related observation date; Coupon barrier levels: 3,052.76 for S&P, 10,517.09 for Nasdaq, 1,444.24 for Russell, 65% of initial levels due 12/27/2024

Barclays Bank plc 6.25%, payable semiannually if each index closes at or above coupon barrier on observation date; Coupon barriers: 1555.33 for Russell, 3287.59 for S&P, 70% of initial levels due 12/27/2024

Barclays Bank plc 5%, payable semiannually if each index closes at or above coupon barrier on observation date; Coupon barriers: 1555.33 for Russell, 3287.59 for S&P, 70% of initial levels due 12/27/2024

Barclays Bank plc 7.75% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $48.57 for ETF, 3,287.59 for S&P; 70% of initial levels due 9/27/2023

Barclays Bank plc 0.00% due 12/28/2028

Barclays Bank plc 0.00% due 6/25/2027

Barclays Bank plc 7.5% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 12,135.10 for Nasdaq, 1,666.43 for Russell; 75% of initial levels due 6/27/2023

Barclays Bank plc 6.1% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,287.59 for S&P, 11,326.10 for Nasdaq, 1,555.33 for Russell; 70% of initial levels due 9/26/2024

Barclays Bank plc 7% annual rate, payable quarterly if each index closes at or above coupon barrier level on review date for that period,; Coupon barriers: 26,619.53 for Dow, 1,652.21 for Russell, 3,486.92 for S&P; 75% of initial levels due 6/26/2023

Barclays Bank plc 4.60% due 1/5/2024

Barclays Bank plc 7.25% due 12/27/2023

Barclays Bank plc 0.00% due 12/26/2025

Barclays Bank plc 7.8% per year, payable each quarter that each index closes at or above coupon barrier level observation date for that period; Coupon barrier levels: 12,789.02 for Nasdaq, 3,719.38 for S&P, 1,762.36 for Russell; 80% of initial levels due 12/27/2024

Barclays Bank plc 0.00% due 6/26/2024

Barclays Bank plc 0.00% due 3/27/2023

Barclays Bank plc 0.00% due 12/29/2025

Barclays Bank plc 0.00% due 6/26/2023

Barclays Bank plc 0.00% due 7/26/2023

Barclays Bank plc 6.5% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,254.46 for S&P, 11,190.40 for Nasdaq, 1,542.06 for Russell; 70% of initial levels due 9/26/2024

Barclays Bank plc 0 due 12/24/2026

Barclays Bank plc 8% per year, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 2,740.81 for S&P, 20,959.30 for Dow, 1,283.93 for Russell; 60% of initial levels due 12/26/2024

Barclays Bank plc 10% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $94.34; 60% of initial level due 1/24/2023

Barclays Bank plc 1% initially, stepping up to 2% on Dec. 22, 2023 and to 2.5% on Dec. 22, 2024; payable semiannually due 12/22/2025

Barclays Bank plc 5.3% annualized rate, payable monthly if each index closes at or above coupon barrier level on valuation date for that period; previously unpaid coupons will also be paid; Coupon barrier levels: 3,234.45 for S&P, 1,521.75 for Russell, 11,061.02 for Nasdaq; 70% of initial levels due 12/21/2023

Barclays Bank plc 3.75% due 12/21/2023

Barclays Bank plc 4.90% due 12/20/2024

Barclays Bank plc 4.80% due 12/20/2024

Barclays Bank plc 12.3% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: 1,521.75 Russell, 11,061.02 for Nasdaq, $47.85 for ETF; 70% of initial levels due 12/20/2024

Barclays Bank plc 9.4% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: 1,521.75 Russell, 11,061.02 for Nasdaq, $47.85 for ETF; 70% of initial levels due 12/20/2024

Barclays Bank plc 11.25% annualized, payable quarterly if the stock closes at or above trigger level on the corresponding review date due 12/20/2024

Barclays Bank plc 8.1% annual rate, payable if the underlying stock closes at or above its coupon barrier level on the related quarterly observation date; Coupon barrier level: $42.175, 70% of initial level due 12/20/2024

Barclays Bank plc 7.3% annual rate, payable if all indexes close above downside threshold level on related determination date due 12/21/2023

Barclays Bank plc 12.5% annual rate, payable if the underlying stock closes at or above its downside threshold on the related quarterly observation date due 12/20/2024

Barclays Bank plc 12.4% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $466.29, 50% of initial level due 12/22/2022

Barclays Bank plc 24.1% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $62.99, 70% of initial level due 12/20/2024

Barclays Bank plc 0.00% due 9/21/2023

Barclays Bank plc 10.25% per year, payable quarterly if each index closes at or above its coupon barrier level on each day during relevant quarterly observation period; Coupon barrier levels: 1,526.347 for Russell, 3,268.07 for S&P, 2,941.31 for Stoxx; 70% of initial levels due 12/19/2024

Barclays Bank plc 11.25% per year, payable quarterly if each index closes at or above its coupon barrier level on each day during relevant quarterly observation period; Coupon barrier levels: 1,526.347 for Russell, 3,268.07 for S&P, 11,104.76 for Nasdaq; 70% of initial levels due 12/19/2024

Barclays Bank plc 8.25% due 12/20/2022

Barclays Bank plc 5.5% per year, payable quarterly if the index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,825.91; 60% of initial levels due 12/19/2024

Barclays Bank plc 0.00% due 4/5/2023

Barclays Bank plc 0.00% due 4/5/2023

Barclays Bank plc 20% annualized, payable quarterly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $11.51 for Ford, $33.41 for GM, $556.31 for Tesla; 57% of initial levels due 12/20/2024

Barclays Bank plc 7% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 3,296.90 for S&P, 11,402.71 for Nasdaq, 1,536.646 for Russell; 70% of initial levels due 12/19/2024

Barclays Bank plc 15% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $556.31; 57% of initial level due 12/20/2024

Barclays Bank plc 5.25% due 12/19/2024

Barclays Bank plc 13.65% due 12/19/2022

Barclays Bank plc 5.25% due 12/19/2024

Barclays Bank plc 6.05% due 12/19/2023

Barclays Bank plc 12.5% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,707.27 for S&P, 12,731.92 for Nasdaq, 1,727.72 for Russell; 80% of initial levels due 12/18/2024

Barclays Bank plc 10.6% per year, payable quarterly if each index closes at or above its coupon barrier level on each day during relevant quarterly observation period; Coupon barrier levels: 1,526.347 for Russell, 3,268.28 for S&P, 11,257.79 for Nasdaq; 70% of initial levels due 9/18/2024

Barclays Bank plc 30% per year, payable monthly if each stock closes at or above coupon barrier on the observation date for that period; Coupon barriers: $676.49 for Tesla, $14.30 for Ford, $41.39 for GM; 70% of initial levels due 12/20/2024

Barclays Bank plc 9% annualized rate, payable monthly if each index closes at or above coupon barrier level on valuation date for that period; previously unpaid coupons will also be paid; Coupon barrier levels: 3,769.62 for S&P, 1,769.44 for Russell, 13,065.58 for Nasdaq; 80% of initial levels due 12/14/2023

Barclays Bank plc 0.00% due 12/15/2026

Barclays Bank plc 0.00% due 12/15/2026

Barclays Bank plc 14.25% per year, payable quarterly if the stock closes at or above coupon barrier on the valuation date for that period; Coupon barrier level: $140.67; 55% of initial level due 12/14/2023

Barclays Bank plc 19% per year, payable monthly if each stock closes at or above barrier level on observation date for that period due 6/13/2024

Barclays Bank plc 18.1% annualized, payable quarterly if the stock closes at or above coupon barrier on the corresponding review date; Coupon barrier: $57.34; 50% of initial price due 12/13/2024

Barclays Bank plc 11.85% annualized, payable quarterly if the stock closes at or above coupon barrier on the corresponding review date; Coupon barrier: $24.40; 50% of initial price due 12/13/2024

Barclays Bank plc 10.5% annualized, payable quarterly if the stock closes at or above coupon barrier on the corresponding review date; Coupon barrier: $87.28; 50% of initial price due 12/13/2024

Barclays Bank plc 10% annualized, payable quarterly if the stock closes at or above coupon barrier on the corresponding review date; Coupon barrier: $458.745; 75% of initial price due 12/13/2024

Barclays Bank plc 5.75% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,298.41 for S&P, 11,432.39 for Nasdaq, 1,548.27 for Russell; 70% of initial levels due 12/13/2024

Barclays Bank plc 30.25% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $25.39 for Devon, $158.35 for Coinbase, $22.52 for Uber; 60% of initial levels due 12/12/2024

Barclays Bank plc 10.6% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $143.81, 75% of initial level due 6/14/2023

Barclays Bank plc 10% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,267.21 for S&P, 11,304.7 for Nasdaq, 1,554.14 for Russell; 70% of initial levels due 12/12/2024

Barclays Bank plc 5.03% due 3/14/2023

Barclays Bank plc 7.03% due 3/14/2023

Barclays Bank plc 32% per year, payable monthly if each stock closes at or above coupon barrier on the observation date for that period; Coupon barriers: $748.27 for Tesla, $13.87 for Ford, $42.55 for GM; 70% of initial levels due 12/12/2024

Barclays Bank plc 32.5% per year, payable monthly if each stock closes at or above coupon barrier level on observation date for that period; Coupon barrier levels: $748.27 for Tesla, $13.87 for Ford, $42.55 for GM; 70% of initial levels due 12/12/2024

Barclays Bank plc 9.5% annualized, payable monthly if each underlier closes at or above coupon barrier on related observation date; Coupon barriers: 3,290.85 for S&P, $49.80 for fund, 11,476.04 for Nasdaq; 70% of initial levels due 9/13/2023

Barclays Bank plc 20.5% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $748.27, 70% of initial level due 6/13/2023

Barclays Bank plc 27.5% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $748.27, 70% of initial level due 6/13/2023

Barclays Bank plc 13.25% due 12/12/2022

Barclays Bank plc 16.5% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $171.85 for Coinbase, $9.97 for SoFi; 60% of initial levels due 12/11/2024

Barclays Bank plc 9% annual rate, payable quarterly if each ETF closes at or above coupon barrier on observation date; Coupon barriers: $80.53 for Biotech ETF, $156.87 for Russell ETF; 70% of initial levels due 12/10/2024

Barclays Bank plc 0.00% due 6/9/2023

Barclays Bank plc 8.55% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 24,658.92 for Dow, 3,214.17 for S&P, 1,542.44 for Russell; 70% of initial levels due 12/11/2024

Barclays Bank plc 12% per year, payable quarterly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: 24,658.92 for Dow, $76.71 for Biotech, $49.75 for Banking; 70% of initial levels due 12/11/2023

Barclays Bank plc 9.5% annualized, payable quarterly if the stock closes at or above coupon barrier on the corresponding review date; Coupon barrier: $41.769; 70% of initial price due 12/11/2024

Barclays Bank plc 9.25% annualized, payable quarterly if the stock closes at or above coupon barrier on the corresponding review date; Coupon barrier: $19.245; 50% of initial price due 12/11/2024

Barclays Bank plc 16.6% annualized, payable quarterly if the stock closes at or above coupon barrier on the corresponding review date; Coupon barrier: $26.943; 70% of initial price due 12/11/2024

Barclays Bank plc 9.33% annualized, payable quarterly if each index closes at or above 75% coupon threshold on observation date for that quarter due 12/11/2024

Barclays Bank plc 10% annual rate, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barriers: 3,443.7525 for S&P, 1,652.60925 for Russell, 11,884.62 for Nasdaq; 75% of initial levels due 12/11/2024

Barclays Bank plc 7% annual rate, payable quarterly if each index closes at or above coupon barrier level on review date for that period; Coupon barrier: 3,403.82 for S&P, 11,784.03 for Nasdaq, 1,619.48 for Russell; 75% of initial level due 9/8/2023

Barclays Bank plc 12% annual rate, payable quarterly if each underlier closes at or above coupon barrier on related observation date; Coupon barrier levels: 10,998.43 for Nasdaq, 2,856.11 for Stoxx and 1,511.52 for Russell, 70% of initial levels due 12/6/2024

Barclays Bank plc 10% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 3,403.82 for S&P, 11,784.03 for Nasdaq, 1,619.48 for Russell; 75% of initial levels due 12/6/2024

Barclays Bank plc 15.4% per year, payable quarterly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $21.48 for fund, 10,998.43 for Nasdaq, 1,511.52 for Russell; 70% of initial levels due 9/8/2023

Barclays Bank plc 8.2% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter due 12/6/2024

Barclays Bank plc 8.8% per year, payable quarterly if each index closes at or above downside threshold level on observation date for that period due 12/7/2023

Barclays Bank plc 15.25% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter due 12/6/2024

Barclays Bank plc 6.1% annual rate, payable each quarter that index closes at or above its coupon threshold level on the determination date for that quarter; Coupon threshold: 3,403.823; 75% of initial level due 12/7/2023

Barclays Bank plc 7.15% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,176.9 for S&P, 10,998.43 for Nasdaq, 1,511.52 for Russell; 70% of initial levels due 12/7/2023

Barclays Bank plc 11.18% per year, payable quarterly if each index closes at or above its coupon barrier level on each day during relevant quarterly observation period; Coupon barrier levels: 1,511.517 for Russell, 3,176.9 for S&P, 10,998.43 for Nasdaq; 70% of initial levels due 12/9/2024

Barclays Bank plc 5.5% annual rate, payable quarterly if each index closes at or above coupon barrier level on related observation date; Coupon barrier levels: 3,661.68 for S&P, 1,765.07 for Russell; 80% of initial levels due 12/5/2024

Barclays Bank plc 8% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 11,114.4 for Nasdaq, 3,159.13 for S&P, 1,503.19 for Russell; 70% of initial levels due 12/6/2024

Barclays Bank plc 12.4% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 11,295.14 for Nasdaq, 3,196.9 for S&P, 1,539.24 for Russell; 70% of initial levels due 12/5/2023

Barclays Bank plc 18.3% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $39.76; 60% of initial level due 12/5/2024

Barclays Bank plc 9% annualized, payable quarterly if each underlier closes at or above coupon barrier on related observation date; Coupon barriers: 1,793.58 for Russell, $280.95 for ETF; 80% of initial levels due 12/4/2024

Barclays Bank plc 9.5% annualized, payable monthly if each underlier closes at or above coupon barrier on related observation date; Coupon barriers: 11,908.29 for Nasdaq, 3,384.78 for S&P, $51.67 for ETF; 75% of initial levels due 9/6/2023

Barclays Bank plc 10.35% per year, payable quarterly if each index closes at or above its coupon barrier level on each day during relevant quarterly observation period; Coupon barrier levels: 1,503.194 for Russell, 3,159.13 for S&P, 2,925.41 for Stoxx; 70% of initial levels due 6/5/2024

Barclays Bank plc 9% annualized rate, payable quarterly if each index closes at or above coupon barrier level, on valuation date for that period; Coupon barrier levels: 3,425.25 for S&P, 1,649.18 for Russell, 25,862.79 for Dow; 75% of initial levels due 6/2/2023

Barclays Bank plc 7.5% per year, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 1,539.24 for Russell, 3,196.90 for S&P; 70% of initial levels due 6/2/2023

Barclays Bank plc 12.60% due 12/6/2022

Barclays Bank plc 0.00% due 12/4/2024

Barclays Bank plc 0.00% due 11/30/2026

Barclays Bank plc 0.00% due 11/30/2026

Barclays Bank plc 7.5%, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,881.95 for S&P, 1,869.07 for Russell, 85% of initial levels due 11/29/2024

Barclays Bank plc 0.00% due 6/4/2024

Barclays Bank plc 0.00% due 6/4/2024

Barclays Bank plc 0.00% due 6/4/2024

Barclays Bank plc 0.00% due 11/30/2026

Barclays Bank plc 0.00% due 11/30/2026

Barclays Bank plc 0.00% due 1/4/2023

Barclays Bank plc 14.95% per year, payable monthly if each stock closes at or above coupon barrier on the observation date for that period; Coupon barriers: $2,454.95 for Amazon, $38.39 for Cisco, $98.44 for Walmart, $170.69 for Target; 70% of initial levels due 12/5/2023

Barclays Bank plc 11.25% per year, payable quarterly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $45.38 for ETF, 22,414.42 for Dow, 10,488.35 for Nasdaq; 65% of initial levels due 6/4/2024

Barclays Bank plc 8.7% per year, payable each month that each asset closes at or above coupon barrier on the observation date for that period; Coupon barriers: 1,539.24 for Russell, 24,138.60 for Dow, 11,295.14 for Nasdaq; 70% of initial levels due 6/2/2023

Barclays Bank plc 6.5% per year, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 3,196.90 for S&P, 11,295.14 for Nasdaq, 24,138.60 for Dow; 70% of initial levels due 12/4/2024

Barclays Bank plc 8.5% per year, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 12,101.94 for Nasdaq, 1,649.18 for Russell, 3,425.25 for S&P; 75% of initial levels due 11/29/2024

Barclays Bank plc 10% per year, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 11,295.14 for Nasdaq, 1,539.24 for Russell, 3,196.90 for S&P; 70% of initial levels due 8/31/2023

Barclays Bank plc 7.25% per year, payable each quarter that each asset closes at or above coupon barrier on the observation date for that period; Coupon barriers: 1,649.18 for Russell, 3,425.25 for S&P, 12,101.94 for Nasdaq; 75% of initial levels due 11/29/2024

Barclays Bank plc 8.25% per year, payable each month that each asset closes at or above coupon barrier on the observation date for that period; Coupon barriers: 1,539.24 for Russell, 3,196.90 for S&P, 11,295.14 for Nasdaq; 70% of initial levels due 8/31/2023

Barclays Bank plc 7.75% per year, payable each month that each asset closes at or above coupon barrier on the observation date for that period; Coupon barriers: 1,539.24 for Russell, 3,196.90 for S&P, 11,295.14 for Nasdaq; 70% of initial levels due 8/31/2023

Barclays Bank plc 9.75% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $48.87 for ETF, 3,196.90 for S&P; 70% of initial levels due 8/31/2023

Barclays Bank plc 9.85% per year, payable quarterly if least-performing shares close at or above downside threshold level on determination date for that quarter due 12/5/2024

Barclays Bank plc 8.05% annualized, payable quarterly if the stock closes at or above coupon barrier on the corresponding review date; Coupon barrier: $117.364; 65% of initial price due 12/5/2024

Barclays Bank plc 20.5% annualized, payable quarterly if the stock closes at or above coupon barrier on the corresponding review date; Coupon barrier: $81.965; 65% of initial price due 12/5/2024

Barclays Bank plc 0.00% due 12/3/2026

Barclays Bank plc 21.25% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $15.31 for ChargePoint, $23.06 for Blink; 60% of initial levels due 12/4/2024

Barclays Bank plc 7.5% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 1,649.18 for Russell, 12,101.94 for Nasdaq; 75% of initial levels due 6/2/2023

Barclays Bank plc 21% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $686.86, 60% of initial level due 6/4/2024

Barclays Bank plc 14% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $24.22; 70% of initial level due 12/3/2024

Barclays Bank plc 10.25% per year, payable quarterly if each index closes at or above its coupon barrier level on each day during relevant quarterly observation period; Coupon barrier levels: 1,539.236 for Russell, 3,196.9 for S&P, 2,844.14 for Stoxx; 70% of initial levels due 6/3/2024

Barclays Bank plc 10.2% per year, payable quarterly if each index closes at or above its coupon barrier level on each day during relevant quarterly observation period; Coupon barrier levels: 1,539.236 for Russell, 3,196.9 for S&P, 11,295.14 for Nasdaq; 70% of initial levels due 6/3/2024

Barclays Bank plc 22.5% per year, payable quarterly if each stock closes at or above coupon barrier on the observation date for that period; Coupon barriers: $25.37 for Delta Air Lines, $28.99 for MGM, $105.54 for Marriott; 70% of initial levels due 12/4/2023

Barclays Bank plc 10.44% per year, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 11,479.47 for Nasdaq, 3,258.69 for S&P, 1,569.39 for Russell; 70% of initial levels due 9/1/2023

Barclays Bank plc 11.5% annualized, payable quarterly if each index closes at or above 75% coupon threshold on observation date for that quarter due 11/29/2024

Barclays Bank plc 7% annualized, payable quarterly if each index closes at or above 75% coupon threshold on observation date for that quarter due 5/30/2024

Barclays Bank plc 0.00% due 1/31/2023

Barclays Bank plc 11.4% annualized, payable quarterly if the stock closes at or above the coupon barrier on the corresponding review date; Coupon barrier: $49.00; 80% of initial price due 12/2/2024

Barclays Bank plc 7.5% per year, payable quarterly if each index closes at or above downside threshold level on observation date for that period due 11/30/2023

Barclays Bank plc 10% annualized, payable quarterly if the stock closes at or above the coupon barrier on the corresponding review date; Coupon barrier: $74.91; 60% of initial price due 12/2/2024

Barclays Bank plc 14.348% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter due 12/2/2024

Barclays Bank plc 6.5% per year, payable quarterly if each stock closes at or above coupon barrier on the observation date for that period; previously unpaid coupons will also be paid; Coupon barriers: $188.93 for Lowe’s, $408.95 for Costco, $306.28 for Home Depot, $109.36 for Walmart; 75% of initial levels due 11/29/2024

Barclays Bank plc 5.5% annual rate, payable quarterly if each underlier closes at or above coupon barrier level on related observation date; Coupon barrier levels: $86.22 for ETF, 28,643.5 for Dow; 80% of initial levels due 11/29/2023

Barclays Bank plc 4.5% annual rate, payable monthly if each index closes at or above coupon barrier level on related observation date; Coupon barrier levels: 12,275.86 for Nasdaq, 3,526.1 for S&P, 1,748.59 for Russell; 75% of initial levels due 11/29/2024

Barclays Bank plc 5.25% due 5/26/2023

Barclays Bank plc 0.00% due 11/30/2026

Barclays Bank plc 30% per year, payable monthly if each stock closes at or above coupon barrier on the observation date for that period; Coupon barriers: $781.20 for Tesla, $14.18 for Ford, $43.53 for GM; 70% of initial levels due 11/29/2024

Barclays Bank plc 9.4% per year, payable quarterly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $52.68 for ETF, 1,632.02 for Russell, 3,291.02 for S&P; 70% of initial levels due 11/29/2023

Barclays Bank plc 30.9% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $14.18 for Ford, $43.53 for GM, $781.20 for Tesla; 70% of initial levels due 11/29/2024

Barclays Bank plc 6% annualized, payable quarterly if each underlier closes at or above coupon barrier on related observation date; Coupon barriers: $74.26 for fund, 11,457.47 for Nasdaq, 1,632.02 for Russell; 70% of initial levels due 11/29/2024

Barclays Bank plc 5.55% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,291.02 for S&P, 11,457.47 for Nasdaq, 1,632.02 for Russell; 70% of initial levels due 5/30/2024

Barclays Bank plc 5.05% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,291.02 for S&P, 11,457.47 for Nasdaq, 1,632.02 for Russell; 70% of initial levels due 11/29/2023

Barclays Bank plc 15% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $669.60; 60% of initial level due 11/29/2024

Barclays Bank plc 20% annualized, payable quarterly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $641.70 for Tesla, $11.64 for Ford, $35.76 for GM; 57.5% of initial levels due 11/30/2023

Barclays Bank plc 6.1% annual rate, payable quarterly if each ETF closes at or above coupon barrier on observation date; Coupon barriers: $92.18 for S&P ETF, $103.07 for Russell ETF; 60% of initial levels due 11/29/2024

Barclays Bank plc 7.11% annual rate, payable quarterly if each ETF closes at or above coupon barrier on observation date; Coupon barriers: $328.61 for S&P 500 ETF, $52.38 for Regional Banking ETF; 70% of initial levels due 11/30/2026

Barclays Bank plc 9.23% annual rate, payable quarterly if each ETF closes at or above coupon barrier on observation date; Coupon barriers: $52.68 for Banking ETF, $328.61 for S&P ETF; 70% of initial levels due 11/30/2026

Barclays Bank plc 0.00% due 1/27/2023

Barclays Bank plc 0.00% due 1/27/2023

Barclays Bank plc 0.00% due 1/27/2023

Barclays Bank plc 0.00% due 1/27/2023

Barclays Bank plc 0.00% due 1/27/2023

Barclays Bank plc 10% per year, payable monthly if the basket closes at or above coupon barrier on the related observation date; Coupon barrier: 70% of initial level due 11/29/2023

Barclays Bank plc 7% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 3,518.02 for S&P, 26,860.35 for Dow, 1,745.89 for Russell; 75% of initial levels due 5/30/2023

Barclays Bank plc 7% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 3,518.02 for S&P, 26,860.35 for Dow, 1,745.89 for Russell; 75% of initial levels due 11/30/2022

Barclays Bank plc 6% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 12,230.04 for Nasdaq, 3,518.02 for S&P, 1,745.89 for Russell; 75% of initial levels due 8/28/2023

Barclays Bank plc 0.00% due 11/29/2024

Barclays Bank plc 0.00% due 11/29/2024

Barclays Bank plc 0.00% due 12/2/2024

Barclays Bank plc 0.00% due 12/2/2024

Barclays Bank plc 0.00% due 11/30/2026

Barclays Bank plc 0.00% due 12/2/2024

Barclays Bank plc 0.00% due 11/29/2027

Barclays Bank plc 0.00% due 12/2/2024

Barclays Bank plc 4.00% due 11/29/2024

Barclays Bank plc 0.00% due 11/28/2025

Barclays Bank plc 0.00% due 11/30/2026

Barclays Bank plc 0.00% due 11/30/2026

Barclays Bank plc 0.00% due 11/29/2023

Barclays Bank plc 0.00% due 5/29/2024

Barclays Bank plc 0.00% due 11/27/2026

Barclays Bank plc 2.95% due 11/29/2024

Barclays Bank plc 0.00% due 11/27/2026

Barclays Bank plc 0.00% due 11/27/2026

Barclays Bank plc 0.00% due 11/27/2026

Barclays Bank plc 0.00% due 5/31/2023

Barclays Bank plc 0.00% due 11/27/2026

Barclays Bank plc 0.00% due 11/27/2026

Barclays Bank plc 0.00% due 11/28/2025

Barclays Bank plc 8% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 3,283.49 for S&P, 11,414.7 for Nasdaq, 1,629.5 for Russell; 70% of initial levels due 8/31/2023

Barclays Bank plc 6% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 3,518.02 for S&P, 12,230.04 for Nasdaq, 1,745.89 for Russell; 75% of initial levels due 11/29/2024

Barclays Bank plc 6% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 3,518.02 for S&P, 12,230.04 for Nasdaq, 1,745.89 for Russell; 75% of initial levels due 8/31/2023

Barclays Bank plc 6% per year, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 11,414.70 for Nasdaq, 3,283.49 for S&P, 1,629.50 for Russell; 70% of initial levels due 8/31/2023

Barclays Bank plc 7.5% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $52.82 for ETF, 3,283.49 for S&P; 70% of initial levels due 8/28/2023

Barclays Bank plc 0.00% due 11/24/2023

Barclays Bank plc 0.00% due 11/24/2023

Barclays Bank plc 0.00% due 1/27/2023

Barclays Bank plc 0.00% due 11/24/2023

Barclays Bank plc 6.1% per year, payable quarterly if each index closes at or above coupon barrier on any scheduled trading day during the determination period; Coupon barriers: 1,513.106 for Russell, 3,048.955 for S&P, 2,784.483 for Stoxx; 65% of initial levels due 11/29/2024

Barclays Bank plc 0.00% due 11/27/2026

Barclays Bank plc 0.00% due 11/29/2028

Barclays Bank plc 6% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 12,230.04 for Nasdaq, 3,518.02 for S&P, 1,745.89 for Russell; 75% of initial levels due 8/31/2023

Barclays Bank plc 6.8% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: $120.25 for ETF, 3,283.49 for S&P, 25,069.66 for Dow; 70% of initial levels due 5/26/2023

Barclays Bank plc 5.5% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,283.49 for S&P, 11,414.7 for Nasdaq, 1,629.5 for Russell; 70% of initial levels due 11/29/2024

Barclays Bank plc 6.15% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,518.02 for S&P, 12,230.04 for Nasdaq, 1,745.89 for Russell; 75% of initial levels due 11/29/2024

Barclays Bank plc 0.00% due 11/29/2027

Barclays Bank plc 7.5% annual rate, payable quarterly if each index closes at or above coupon barrier level on review date for that period; Coupon barrier: 3,512.21 for S&P, 12,285.74 for Nasdaq, 1,748.51 for Russell; 75% of initial level due 8/25/2023

Barclays Bank plc 24.45% due 11/29/2022

Barclays Bank plc 10.1% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $51.99 for ETF, 1,631.94 for Russell, 11,466.69 for Nasdaq; 70% of initial levels due 11/27/2024

Barclays Bank plc 26% annualized, payable quarterly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $2,500.8 for Amazon, $809.81 for Tesla, $238.71 for Meta; 70% of initial levels due 11/28/2023

Barclays Bank plc 22% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $14.34 for Ford, $809.81 for Tesla, $44.84 for GM; 70% of initial levels due 11/27/2024

Barclays Bank plc 7.5% annual rate, payable monthly if each index closes at or above coupon barrier level on review date for that period; Coupon barrier: 3,523.47 for S&P, 12,430.01 for Nasdaq, 1,757.37 for Russell; 75% of initial levels due 8/24/2023

Barclays Bank plc 0.00% due 11/22/2024

Barclays Bank plc 0.00% due 11/24/2027

Barclays Bank plc 0.00% due 11/24/2027

Barclays Bank plc 0.00% due 11/24/2026

Barclays Bank plc 0.00% due 11/24/2026

Barclays Bank plc 9% per year, payable monthly if each underlier closes at or above coupon barrier level observation date for that period; Coupon barrier levels: $38.19 for ETF, 3,267.35 for Stoxx, 1,757.37 for Russell; 75% of initial levels due 11/22/2024

Barclays Bank plc 5.3%, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,758.37 for S&P, 1,874.53 for Russell, 80% of initial levels due 11/22/2024

Barclays Bank plc 0.00% due 5/23/2024

Barclays Bank plc 0.00% due 11/24/2026

Barclays Bank plc 8.3% per year, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 3,288.57 for S&P, 11,601.34 for Nasdaq, 1,640.21 for Russell; 70% of initial levels due 11/22/2024

Barclays Bank plc 5% per year, payable semiannually if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 3,288.57 for S&P, 1,640.21 for Russell; 70% of initial levels due 11/22/2024

Barclays Bank plc 6.5% per year, payable semiannually if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 3,288.57 for S&P, 1,640.21 for Russell; 70% of initial levels due 11/22/2024

Barclays Bank plc 5%, payable semiannually if each index closes at or above coupon barrier on observation date; Coupon barriers: 3,288.57 for S&P, 1,640.21 for Russell, 70% of initial levels due 11/22/2024

Barclays Bank plc 27.55% per year, payable monthly if the stock closes at or above coupon barrier on the valuation date for that period; Coupon barrier level: $795.94; 70% of initial level due 11/24/2023

Barclays Bank plc 30% per year, payable monthly if the stock closes at or above coupon barrier on the valuation date for that period; Coupon barrier level: $795.94; 70% of initial level due 11/24/2023

Barclays Bank plc 20.55% per year, payable monthly if the stock closes at or above coupon barrier on the valuation date for that period; Coupon barrier level: $75.45; 70% of initial level due 11/24/2023

Barclays Bank plc 14.25% per year, payable quarterly if the stock closes at or above the coupon barrier on the valuation date for that period; Coupon barrier level: $48.35; 70% of initial level due 11/24/2023

Barclays Bank plc 14% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter due 11/22/2024

Barclays Bank plc 15.5% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter due 11/22/2024

Barclays Bank plc 10.75% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter due 11/22/2024

Barclays Bank plc 0.00% due 5/24/2027

Barclays Bank plc 0.00% due 11/24/2028

Barclays Bank plc 11.05% annualized, payable monthly if each stock closes at or above 60% coupon barrier on related observation date due 11/22/2024

Barclays Bank plc 7.25% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $96.33 for Apple, $150.42 for Target, $151.17 for McDonald’s; 60% of initial levels due 11/22/2024

Barclays Bank plc 14.1% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $27.19; 75% of initial level due 11/22/2024

Barclays Bank plc 18% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $682.24; 60% of initial level due 11/22/2024

Barclays Bank plc 8% annualized, payable quarterly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $214.27 for Deere, $120.85 for Caterpillar; 60% of initial levels due 11/24/2023

Barclays Bank plc 10.45% per year, payable monthly if each stock closes at or above coupon barrier on the observation date for that period; Coupon barriers: $2,129.40 for Amazon, $85.16 for Walmart, $315.77 for Costco, $152.28 for Target; 60% of initial levels due 11/21/2024

Barclays Bank plc 11.4% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $51.94 for ETF, 1,663.91 for Russell, 11,415.65 for Nasdaq; 70% of initial levels due 11/21/2024

Barclays Bank plc 9.4% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $51.94 for ETF, 1,663.91 for Russell, 11,415.65 for Nasdaq; 70% of initial levels due 11/21/2024

Barclays Bank plc 12.25% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $55.65 for ETF, 3,516.5 for S&P, 12,231.05 for Nasdaq; 75% of initial levels due 8/22/2023

Barclays Bank plc 30% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $13.97 for Ford, $45.23 for GM, $762.31 for Tesla; 70% of initial levels due 11/21/2024

Barclays Bank plc 20.25% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $608.98, 60% of initial level due 12/8/2022

Barclays Bank plc 15.5% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $527.37, 50% of initial level due 5/19/2023

Barclays Bank plc 18% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $544.51; 50% of initial level due 11/21/2024

Barclays Bank plc 6.4% annual rate, payable quarterly if each ETF closes at or above coupon barrier on observation date; Coupon barriers: $110.56 for S&P Value ETF, $124.34 for Russell Value ETF; 72% of initial levels due 11/21/2024

Barclays Bank plc 8.33% annual rate, payable quarterly if each ETF closes at or above coupon barrier on observation date; Coupon barriers: $110.56 for S&P Value ETF, $124.34 for Russell Value ETF; 72% of initial levels due 11/21/2024

Barclays Bank plc 17.3% per year, payable quarterly if stock closes at or above coupon barrier level on related observation date; previously unpaid coupons will also be paid; Coupon barrier level: $16.16, 60% of initial share price due 11/19/2024

Barclays Bank plc 9.65% due 11/21/2023

Barclays Bank plc 11.40% due 11/21/2022

Barclays Bank plc 22% per year, payable monthly if each stock closes at or above coupon barrier on the observation date for that period; Coupon barriers: $151.01 for Nvidia, $527.37 for Tesla, $21.72 for Devon; 50% of initial levels due 11/21/2022

Barclays Bank plc 14.85% per year, payable monthly if each stock closes at or above coupon barrier on the observation date for that period; Coupon barriers: $186.47 for Target, $100.22 for Walmart, $2,478.49 for Amazon, $368.70 for Costco; 70% of initial levels due 11/20/2024

Barclays Bank plc 0.00% due 11/20/2024

Barclays Bank plc 10.5% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $24.43 for ETF, 1,680.65 for Russell, 11,332.38 for Nasdaq; 70% of initial levels due 11/19/2024

Barclays Bank plc 12% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $2,127.41 for Amazon, $608.03 for Tesla, $311.93 for Costco; 60% of initial levels due 11/19/2024

Barclays Bank plc 15% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $13.53; 65% of initial level due 11/19/2024

Barclays Bank plc 8% annualized, payable quarterly if each underlier closes at or above coupon barrier on related observation date; Coupon barriers: 3,277.96 for S&P, $122.36 for fund, 11,332.38 for Nasdaq; 70% of initial levels due 5/18/2023

Barclays Bank plc 13.7% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $506.70; 50% of initial level due 5/18/2023

Barclays Bank plc 15.65%, payable quarterly if stock closes at or above downside threshold on observation date for that quarter; previously unpaid coupons will also be paid due 11/30/2022

Barclays Bank plc 0.00% due 11/17/2026

Barclays Bank plc 9.75% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 12,959.9 for Nasdaq, 3,746.28 for S&P, 1,929.42 for Russell; 80% of initial levels due 11/15/2024

Barclays Bank plc 6.25% per year, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 3,512.14 for S&P, 12,149.91 for Nasdaq, 1,808.84 for Russell; 75% of initial levels due 8/15/2024

Barclays Bank plc 8.5% per year, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 3,512.14 for S&P, 12,149.91 for Nasdaq, 1,808.84 for Russell; 75% of initial levels due 11/15/2024

Barclays Bank plc 8% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter due 11/15/2024

Barclays Bank plc 11.75% per year, payable quarterly if each stock closes at or above its downside threshold level on determination date for that quarter due 11/15/2024

Barclays Bank plc 9.25% per year, payable quarterly if each index closes at or above coupon barrier on any scheduled trading day during the determination period; Coupon barrier: 1,808.832 for Russell, 3,512.138 for S&P, 3,277.748 for Stoxx; 75% of initial levels due 11/16/2023

Barclays Bank plc 0.00% due 2/16/2023

Barclays Bank plc 14.25% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $89.99 for Apple, $205.79 for Coinbase, $71.66 for Discover; 60% of initial levels due 11/15/2024

Barclays Bank plc 15.2% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $12.68; 65% of initial level due 11/17/2022

Barclays Bank plc 6% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,512.14 for S&P, 12,149.91 for Nasdaq, 1,808.84 for Russell; 75% of initial levels due 11/15/2024

Barclays Bank plc 13.75% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $31.58, 70% of initial level due 11/15/2024

Barclays Bank plc 7.30% due 11/15/2023

Barclays Bank plc 0.00% due 11/13/2025

Barclays Bank plc 9.5% per year, payable quarterly if each underlier closes at or above the coupon barrier on the observation date for that period; Coupon barriers: $51.95 for ETF, 1,672.71 for Russell, 3,252.70 for S&P; 70% of initial levels due 11/15/2023

Barclays Bank plc 9.85% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $109.06 for JPM, $133.52 for PayPal, $64.81 for Morgan Stanley; 65% of initial levels due 11/18/2024

Barclays Bank plc 22.35% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $122.78 for PayPal, $197.16 for Coinbase, $136.33 for Square; 60% of initial levels due 11/14/2024

Barclays Bank plc 16.2% per year, payable quarterly if stock closes at or above coupon barrier level on related observation date; previously unpaid coupons will also be paid; Coupon barrier level: $697.77, 60% of initial share price due 11/16/2023

Barclays Bank plc 4.5% per year, payable quarterly if each index closes at or above coupon barrier level on the determination date for that period; Coupon barrier levels: 13,786.95 for Nasdaq, 2,063.20 for Russell; 85% of initial levels due 11/14/2023

Barclays Bank plc 14.4% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $19.46; 70% of initial level due 11/13/2024

Barclays Bank plc 8% annualized, payable monthly if each underlier closes at or above coupon barrier on related observation date; Coupon barriers: 11,353.96 for Nasdaq, 1,699.1 for Russell, $52.09 for ETF; 70% of initial levels due 11/14/2024

Barclays Bank plc 24% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $188.23 for Upstart, $13.28 for SoFi; 60% of initial levels due 11/15/2024

Barclays Bank plc 22.25% per year, payable monthly if each stock closes at or above coupon barrier on the observation date for that period; Coupon barriers: $1,738.50 for Amazon, $141.10 for Zoom, $614.96 for Tesla, $334.20 for Netflix; 50% of initial levels due 11/7/2024

Barclays Bank plc 25% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $137.65 for PayPal, $212.35 for Coinbase, $142.06 for Square; 60% of initial levels due 11/12/2024

Barclays Bank plc 17.5% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $152.00 for Target, $13.64 for SoFi, $132.29 for Visa; 60% of initial levels due 11/14/2024

Barclays Bank plc 14% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $56.91 for Wynn, $24.94 for Sands; 60% of initial levels due 11/13/2024

Barclays Bank plc 13.25% annual rate, payable monthly if the lowest stock closes at or above coupon barrier level on related observation date; Coupon barrier levels: $2,463.29 for Amazon, $95.44 for AMD, $855.46 for Tesla, 70% of initial levels due 11/8/2024

Barclays Bank plc 6.5% annual rate, payable monthly if each index closes at or above coupon barrier level on related observation date; Coupon barrier levels: 3,523.15 for S&P, 12,269.54 for Nasdaq, 27,245.96 for Dow; 75% of initial levels due 11/8/2024

Barclays Bank plc 0.00% due 5/10/2023

Barclays Bank plc 0.00% due 11/17/2022

Barclays Bank plc 7.7% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 23,613.17 for Dow, 3,053.39 for S&P, 1,584.1 for Russell; 65% of initial levels due 11/8/2024

Barclays Bank plc 6% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $313.92 for ETF, 24,339.73 for Dow; 67% of initial levels due 11/8/2024

Barclays Bank plc 20% per year, payable monthly if each stock closes at or above coupon barrier on the observation date for that period; Coupon barriers: $2,238.62 for Alphabet, $255.85 for Meta, $2,639.24 for Amazon, $484.29 for Netflix; 75% of initial levels due 5/9/2024

Barclays Bank plc 6.25% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 12,269.54 for Nasdaq, 3,523.15 for S&P, 1,827.81 for Russell; 75% of initial levels due 8/8/2024

Barclays Bank plc 6% per year, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 3,523.15 for S&P, 12,269.54 for Nasdaq, 1,827.81 for Russell; 75% of initial levels due 8/10/2023

Barclays Bank plc 8% annualized, payable quarterly if the stock closes at or above coupon barrier on the corresponding review date; Coupon barrier: $160.59; 75% of initial price due 11/8/2024

Barclays Bank plc 14.5% annualized, payable quarterly if the stock closes at or above the coupon barrier on the corresponding review date; Coupon barrier: $142.194; 60% of initial price due 11/8/2024

Barclays Bank plc 7.75% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that period; Coupon barriers: 3,523.148 for S&P, 12,269.535 for Nasdaq, 1,827.812 for Russell; 75% of initial levels due 11/8/2024

Barclays Bank plc 10% annualized, payable quarterly if the stock closes at or above coupon barrier on the corresponding review date; Coupon barrier: $31.89; 60% of initial price due 11/8/2024

Barclays Bank plc 9% per year, payable quarterly if each index closes at or above coupon barrier on every day that quarter; Coupon barriers: 1,827.812 for Russell, 3,523.148 for S&P, 3,272.28 for Stoxx; 75% of initial levels due 11/9/2023

Barclays Bank plc 7% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $166.58; 80% of initial level due 11/8/2024

Barclays Bank plc 3.3%, payable quarterly if index closes at or above trigger level on observation date for that quarter due 11/9/2023

Barclays Bank plc 6.65% due 2/9/2023

Barclays Bank plc 12% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $51.67 for ETF, 1,681.7 for Russell, 11,442.37 for Nasdaq; 70% of initial levels due 8/9/2023

Barclays Bank plc 13.5% per year, payable monthly if each stock closes at or above coupon barrier on the observation date for that period; Coupon barriers: $182.31 for Target, $105.90 for Walmart, $2,433.90 for Amazon, $360.93 for Costco; 70% of initial levels due 11/7/2024

Barclays Bank plc 21% per year, payable monthly if each stock closes at or above coupon barrier on the observation date for that period; Coupon barriers: $586.00 for Tesla, $140.15 for Zoom, $1,656.38 for Amazon, $338.86 for Netflix; 50% of initial levels due 11/7/2024

Barclays Bank plc 12.5% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $16.06; 50% of initial level due 5/8/2023

Barclays Bank plc 5.25% due 11/8/2023

Barclays Bank plc 4.00% due 11/8/2023

Barclays Bank plc 0.00% due 11/6/2024

Barclays Bank plc 0.00% due 5/6/2025

Barclays Bank plc 7.75% per year, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,223.77 for S&P, 1,608.03 for Russell; 70% of initial levels due 4/28/2023

Barclays Bank plc 9.5% per year, payable monthly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 3,454.04 for S&P, 26,864.67 for Dow, 1,722.89 for Russell; 75% of initial levels due 11/8/2022

Barclays Bank plc 21.5% per year, payable quarterly if each stock closes at or above downside threshold level on the corresponding observation date due 11/1/2024

Barclays Bank plc 0.00% due 10/31/2024

Barclays Bank plc 0.00% due 10/30/2026

Barclays Bank plc 0.00% due 10/30/2026

Barclays Bank plc 7.5%, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,914.57 for S&P, 1,952.61 for Russell, 85% of initial levels due 10/31/2024

Barclays Bank plc 0.00% due 5/2/2024

Barclays Bank plc 0.00% due 4/30/2024

Barclays Bank plc 0.00% due 4/30/2024

Barclays Bank plc 0.00% due 10/30/2026

Barclays Bank plc 0.00% due 4/30/2024

Barclays Bank plc 0.00% due 12/5/2022

Barclays Bank plc 15% per year, payable quarterly if the stock closes at or above coupon barrier on the valuation date for that period; Coupon barrier level: $186.86; 58.5% of initial level due 11/2/2023

Barclays Bank plc 8% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,223.77 for S&P, 25,073.69 for Dow, 1,608.03 for Russell; 70% of initial levels due 11/1/2024

Barclays Bank plc 8.75% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barrier levels: 3,223.77 for S&P, 11,095.33 for Nasdaq, 1,608.03 for Russell; 70% of initial levels due 7/31/2023

Barclays Bank plc 9% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barrier levels: 3,454.04 for S&P, 11,887.85 for Nasdaq, 1,722.89 for Russell; 75% of initial levels due 10/31/2024

Barclays Bank plc 7.5% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barrier levels: 3,454.04 for S&P, 11,887.85 for Nasdaq, 1,722.89 for Russell; 75% of initial levels due 10/31/2024

Barclays Bank plc 9% per year, payable monthly if each underlier closes at or above coupon barrier on corresponding observation date; Coupon barriers: $38.75 for ETF, 1,723.49 for Russell, 3,175.40 for Euro Stoxx; 75% of initial levels due 5/2/2025

Barclays Bank plc 9% per year, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 3,454.04 for S&P, 11,887.85 for Nasdaq, 1,722.89 for Russell; 75% of initial levels due 10/31/2024

Barclays Bank plc 6% per year, payable biannually if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 2,763.23 for S&P, 9,510.28 for Nasdaq, 1,378.31 for Russell; 60% of initial levels due 11/1/2024

Barclays Bank plc 5% per year, payable biannually if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 2,763.23 for S&P, 9,510.28 for Nasdaq, 1,378.31 for Russell; 60% of initial levels due 11/1/2024

Barclays Bank plc 10.25% per year, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 3,223.77 for S&P, 11,095.33 for Nasdaq, 1,608.03 for Russell; 70% of initial levels due 7/31/2023

Barclays Bank plc 9.5% annual rate, payable quarterly if each underlier closes at or above coupon barrier on related observation date; Coupon barrier levels: 3,454.04 for S&P, 3,187.92 for Stoxx and 1,722.89 for Russell, 75% of initial levels due 11/1/2024

Barclays Bank plc 9% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $124.79 for ETF, 3,454.04 for S&P, 11,887.85 for Nasdaq; 75% of initial levels due 11/1/2024

Barclays Bank plc 17.65% per year, payable monthly if the stock closes at or above coupon barrier on the valuation date for that period; Coupon barrier level: $52.44; 70% of initial level due 11/2/2023

Barclays Bank plc 13.25% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter due 11/1/2024

Barclays Bank plc 8.15% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that period; Coupon barriers: 3,684.304 for S&P, 12,680.376 for Nasdaq, 1,838.153 for Russell; 80% of initial levels due 11/2/2023

Barclays Bank plc 11.25% annualized, payable quarterly if the stock closes at or above coupon barrier on the corresponding review date; Coupon barrier: $612.70; 55% of initial price due 11/1/2024

Barclays Bank plc 0.00% due 2/3/2023

Barclays Bank plc 0.00% due 2/3/2023

Barclays Bank plc 0.00% due 11/3/2026

Barclays Bank plc 7.5% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 11,887.85 for Nasdaq, 1,722.89 for Russell; 75% of initial levels due 4/28/2023

Barclays Bank plc 22.75% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $66.66; 70% of initial level due 11/1/2024

Barclays Bank plc 6.65% due 11/2/2023

Barclays Bank plc 9.80% due 11/2/2023

Barclays Bank plc 7.75% due 11/2/2023

Barclays Bank plc 5.25% annual rate, payable quarterly if each index closes at or above coupon barrier level on related observation date; Coupon barrier levels: 3,677.14 for S&P, 1,838.38 for Russell; 80% of initial levels due 10/31/2024

Barclays Bank plc 9.1% annualized, payable quarterly if each index closes at or above 75% coupon threshold on observation date for that quarter due 10/29/2024

Barclays Bank plc 9.75% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $15.60 for fund, 10,918.87 for Nasdaq, 1,576.74 for Russell; 70% of initial levels due 10/31/2024

Barclays Bank plc 9.6% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 12,478.71 for Nasdaq, 3,641.34 for S&P, 1,801.99 for Russell; 80% of initial levels due 10/31/2024

Barclays Bank plc 19.5% per year, payable monthly if each stock closes at or above coupon barrier level on observation date for that period; Coupon barrier levels: $64.25 for Wynn, $32.60 for Southwest, $15.15 for Carnival; 70% of initial levels due 10/31/2024

Barclays Bank plc 13.7% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $174.92; 60% of initial level due 10/31/2024

Barclays Bank plc 15% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $9.31 for Ford, $32.56 for GM, $622.72 for Tesla; 60% of initial levels due 4/30/2024

Barclays Bank plc 12.25% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $15.04; 60% of initial level due 10/31/2024

Barclays Bank plc 10% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $151.81 for Square, $397.75 for Netflix; 60% of initial levels due 10/30/2024

Barclays Bank plc 20.5% annualized, payable quarterly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $32.89 for Twitter, $55.91 for Zillow, $26.84 for Uber, $31.21 for Snap; 60% of initial levels due 10/31/2024

Barclays Bank plc 7.5% annualized rate, payable monthly if each index closes at or above coupon barrier level, on valuation date for that period; Coupon barrier levels: 1,722.06 for Russell, 3,431.09 for S&P, 26,817.66 for Dow; 75% of initial levels due 11/3/2022

Barclays Bank plc 10% per year, payable monthly if the basket closes at or above coupon barrier on the related observation date; Coupon barrier: 75% of initial level due 10/30/2023

Barclays Bank plc 7.5% per year, payable quarterly if each index closes at or above coupon barrier related observation date; Coupon barriers: 1,722.06 for Russell, 11,669.62 for Nasdaq; 75% of initial levels due 4/28/2023

Barclays Bank plc 7.00% due 11/3/2022

Barclays Bank plc 0.00% due 10/31/2025

Barclays Bank plc 0.00% due 10/30/2026

Barclays Bank plc 0.00% due 10/30/2026

Barclays Bank plc 6.5% per year, payable monthly if each index closes at or above coupon barrier level on the determination date for that month; Coupon barrier levels: 3,659.83 for S&P, 12,447.59 for Nasdaq, 1,836.86 for Russell; 80% of initial levels due 10/31/2023

Barclays Bank plc 0.00% due 1/31/2023

Barclays Bank plc 0.00% due 10/31/2024

Barclays Bank plc 0.00% due 10/31/2023

Barclays Bank plc 0.00% due 4/30/2024

Barclays Bank plc 2.70% due 10/31/2024

Barclays Bank plc 0.00% due 10/29/2026

Barclays Bank plc 0.00% due 10/29/2026

Barclays Bank plc 0.00% due 10/29/2026

Barclays Bank plc 0.00% due 10/31/2024

Barclays Bank plc 0.00% due 10/29/2026

Barclays Bank plc 0.00% due 10/31/2025

Barclays Bank plc 0.00% due 5/1/2023

Barclays Bank plc 0.00% due 10/29/2026

Barclays Bank plc 0.00% due 4/28/2023

Barclays Bank plc 6.25% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 11,669.62 for Nasdaq, 3,431.09 for S&P, 1,722.06 for Russell; 75% of initial levels due 10/31/2024

Barclays Bank plc 8% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $50.70 for ETF, 3,202.35 for S&P; 70% of initial levels due 7/31/2023

Barclays Bank plc 8% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,202.35 for S&P, 10,891.64 for Nasdaq, 1,607.25 for Russell; 70% of initial levels due 7/31/2023

Barclays Bank plc 6% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,431.09 for S&P, 11,669.62 for Nasdaq, 1,722.06 for Russell; 75% of initial levels due 7/31/2023

Barclays Bank plc 6.25% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,202.35 for S&P, 10,891.64 for Nasdaq, 1,607.25 for Russell; 70% of initial levels due 7/31/2023

Barclays Bank plc 0.00% due 10/31/2024

Barclays Bank plc 0.00% due 10/31/2028

Barclays Bank plc 6% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,202.35 for S&P, 10,891.64 for Nasdaq, 1,607.26 for Russell; 70% of initial levels due 10/30/2024

Barclays Bank plc 18% per year, payable quarterly if each stock closes at or above coupon barrier on the determination date for the observation period; Coupon barrier levels: $24.762 for NIO, $614.916 for Tesla; 60% of initial levels due 10/30/2024

Barclays Bank plc 6.00% due 10/28/2022

Barclays Bank plc 10.25% per year, payable monthly if the ETF closes at or above coupon barrier value on observation date for that period; Coupon barrier: $91.36; 75% of initial level due 10/30/2023

Barclays Bank plc 9.6% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 11,617.19 for Nasdaq, 26,702.31 for Dow, 1,722.14 for Russell; 75% of initial levels due 10/28/2024

Barclays Bank plc 16% per year, payable monthly if the stock closes at or above coupon barrier on the valuation date for that period; Coupon barrier level: $717.40; 70% of initial level due 10/30/2023

Barclays Bank plc 6% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 26,805.86 for Dow, 11,635.64 for Nasdaq, 1,734.48 for Russell; 75% of initial levels due 10/30/2024

Barclays Bank plc 9.1% per year, payable quarterly if stock closes at or above downside threshold on observation date for that quarter due 10/30/2023

Barclays Bank plc 9.1% per year, payable quarterly if each index closes at or above its coupon barrier level on each day during relevant quarterly observation period; Coupon barrier levels: 3,196.54 for S&P, 1,618.848 for Russell, 2,931.82 for Stoxx; 70% of initial levels due 4/30/2025

Barclays Bank plc 22.30% due 10/27/2022

Barclays Bank plc 0.00% due 10/27/2026

Barclays Bank plc 0.00% due 10/27/2027

Barclays Bank plc 4.5% annual rate, payable monthly if each index closes at or above coupon barrier level on related observation date; Coupon barrier levels: 1,718.45 for Russell, 11,516.3 for Nasdaq, 3,408.68 for S&P; 75% of initial levels due 10/25/2024

Barclays Bank plc 13.15% per year, payable monthly if each stock closes at or above coupon barrier on the observation date for that period; Coupon barriers: $2,334.88 for Amazon, $103.84 for Walmart, $337.39 for Costco, $179.15 for Target; 70% of initial levels due 10/25/2024

Barclays Bank plc 8.5% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 10,748.55 for Nasdaq, 24,973.91 for Dow, 1,603.89 for Russell; 70% of initial levels due 10/25/2024

Barclays Bank plc 7% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 10,748.55 for Nasdaq, 24,973.91 for Dow, 1,603.89 for Russell; 70% of initial levels due 10/25/2024

Barclays Bank plc 12% per year, payable quarterly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: 3,181.43 for S&P, $86.93 for Biotech, $50.95 for Banking; 70% of initial levels due 10/26/2023

Barclays Bank plc 10% annualized, payable quarterly if the stock closes at or above coupon barrier on the corresponding review date; Coupon barrier: $117.488; 70% of initial price due 10/25/2024

Barclays Bank plc 8.5% annualized, payable quarterly if the stock closes at or above coupon barrier on the corresponding review date; Coupon barrier: $53.528; 75% of initial price due 10/25/2024

Barclays Bank plc 8.5% annualized, payable quarterly if the stock closes at or above coupon barrier on the corresponding review date; Coupon barrier: $46.109; 70% of initial price due 10/25/2024

Barclays Bank plc 7.75% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that period; Coupon barriers: 3,408.675 for S&P, 11,516.303 for Nasdaq, 1,718.45 for Russell; 75% of initial levels due 10/26/2023

Barclays Bank plc 0.00% due 4/29/2027

Barclays Bank plc 0.00% due 10/26/2028

Barclays Bank plc 5.65% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,408.68 for S&P, 11,516.3 for Nasdaq, 1,718.45 for Russell; 75% of initial levels due 10/24/2024

Barclays Bank plc 10% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $87.09; 75% of initial level due 10/25/2024

Barclays Bank plc 8% per year, payable quarterly if stock closes at or above downside threshold on observation date for that quarter due 10/25/2024

Barclays Bank plc 8% per year, payable quarterly if stock closes at or above downside threshold on observation date for that quarter due 10/25/2024

Barclays Bank plc 9.00% due 10/24/2024

Barclays Bank plc 0.00% due 5/25/2023

Barclays Bank plc 11.3% annualized, payable quarterly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $2,126.54 for Alphabet, $468.86 for Netflix; 75% of initial levels due 10/25/2024

Barclays Bank plc 10% per year, payable quarterly plus any previously unpaid coupons if each stock closes at or above coupon barrier related observation date; Coupon barriers: $97.35 for Alibaba, $81.82 for Apple; 55% of initial levels due 4/24/2023

Barclays Bank plc 7% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $49.46 for ETF, 3,163.74 for S&P, 10,787.5 for Nasdaq; 70% of initial levels due 4/24/2024

Barclays Bank plc 8.25% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $15.66 for Halliburton, $19.76 for Occidental, $33.13 for Intel; 60% of initial levels due 10/24/2024

Barclays Bank plc 10.25% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $100.09; 60% of initial level due 10/23/2024

Barclays Bank plc 6.2% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,140.52 for S&P, 10,710.62 for Nasdaq, 1,587.49 for Russell; 70% of initial levels due 10/21/2024

Barclays Bank plc 7.85% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $22.33; 60% of initial level due 10/23/2024

Barclays Bank plc 10% annualized, payable quarterly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $164.54 for Zoom, $382.78 for Netflix; 60% of initial levels due 10/23/2024

Barclays Bank plc 8.75% annual rate, payable quarterly if each ETF closes at or above coupon barrier on observation date; Coupon barriers: $110.06 for SPDR, $157.52 for iShares; 70% of initial levels due 10/23/2024

Barclays Bank plc 0.00% due 10/21/2026

Barclays Bank plc 0.00% due 10/19/2023

Barclays Bank plc 0.00% due 10/19/2023

Barclays Bank plc 9% per year, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 3,353.53 for S&P, 11,360.19 for Nasdaq, 1,699.24 for Russell; 75%of initial levels due 10/18/2024

Barclays Bank plc 8% per year, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 3,129.96 for S&P, 10,602.84 for Nasdaq, 1,585.96 for Russell; 70% of initial levels due 7/20/2023

Barclays Bank plc 10.25% per year, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 3,129.96 for S&P, 10,602.84 for Nasdaq, 1,585.96 for Russell; 70% of initial levels due 7/20/2023

Barclays Bank plc 6.5% per year, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 3,353.53 for S&P, 11,360.19 for Nasdaq, 1,699.24 for Russell; 75% of initial levels due 7/18/2024

Barclays Bank plc 12% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $49.29 for ETF, 1,585.96 for Russell, 10,602.84 for Nasdaq; 70% of initial levels due 10/21/2024

Barclays Bank plc 8.5% annualized, payable quarterly if the stock closes at or above coupon barrier on the corresponding review date; Coupon barrier: $60.675; 75% of initial price due 10/18/2024

Barclays Bank plc 10% annualized, payable quarterly if the stock closes at or above coupon barrier on the corresponding review date; Coupon barrier: $154.643; 75% of initial price due 10/18/2024

Barclays Bank plc 8.85% annualized, payable quarterly if the stock closes at or above coupon barrier on the corresponding review date; Coupon barrier: $243.570; 75% of initial price due 10/18/2024

Barclays Bank plc 8% annualized, payable quarterly if the stock closes at or above coupon barrier on the corresponding review date; Coupon barrier: $37.70; 65% of initial price due 10/18/2024

Barclays Bank plc 8.85% annualized, payable quarterly if the stock closes at or above coupon barrier on the corresponding review date; Coupon barrier: $33.866; 70% of initial price due 10/18/2024

Barclays Bank plc 0.00% due 2/3/2023

Barclays Bank plc 20% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $78.48, 60% of initial level due 11/18/2022

Barclays Bank plc 10% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $255.68; 50% of initial level due 10/18/2024

Barclays Bank plc 15% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $9.42 for Ford, $34.80 for GM, $505.82 for Tesla; 60% of initial levels due 4/18/2024

Barclays Bank plc 30% annualized, payable quarterly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $131.17 for Nvidia, $11.63 for SoFi, $30.95 for Lyft, $148.44 for Spotify; 60% of initial levels due 10/18/2024

Barclays Bank plc 6.3% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 3,129.96 for S&P, 10,602.84 for Nasdaq, 1,585.96 for Russell; 70% of initial levels due 10/18/2024

Barclays Bank plc 21% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $11.63 for SoFi, $88.04 for Affirm; 60% of initial levels due 10/18/2024

Barclays Bank plc 23.25% per year, payable quarterly if each stock closes at or above coupon barrier on the observation date for that period; Coupon barriers: $156.00 for Coinbase, $86.26 for Apple, $54.98 for Wynn; 60% of initial levels due 10/17/2024

Barclays Bank plc 11.15% due 10/18/2022

Barclays Bank plc 9.80% due 4/17/2023

Barclays Bank plc 0.00% due 10/17/2024

Barclays Bank plc 6.10% due 10/18/2022

Barclays Bank plc 12% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $197.40 for Deere, $377.86 for Netflix, $65.50 for AMD; 60% of initial levels due 10/18/2024

Barclays Bank plc 12% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $486.65 for Tesla, $100.44 for Alibaba; 60% of initial levels due 10/17/2024

Barclays Bank plc 8.22% annual rate, payable quarterly if each ETF closes at or above coupon barrier on observation date; Coupon barriers: $103.33 for S&P Value ETF, $114.85 for Russell Value ETF; 70% of initial levels due 10/18/2024

Barclays Bank plc 6.24% annual rate, payable quarterly if each ETF closes at or above coupon barrier on observation date; Coupon barriers: $103.33 for S&P Value ETF, $114.85 for Russell Value ETF; 70% of initial levels due 10/18/2024

Barclays Bank plc 9.25% per year, payable quarterly if each stock closes at or above coupon barrier on the valuation date for that period; previously unpaid coupons will also be paid; Coupon barriers: $167.40 for salesforce, $8.82 for HP and $303.14 for Palo Alto; 60% of initial levels due 10/18/2024

Barclays Bank plc 9.10% due 10/17/2024

Barclays Bank plc 16% per year, payable monthly if each stock closes at or above coupon barrier on observation date; Coupon barriers: $74.99 for Chevron, $57.43 for Phillips 66 and $51.78 for ConocoPhillips; 70% of initial levels due 10/16/2024

Barclays Bank plc 11.5% per year, payable quarterly if each underlier closes at or above coupon barrier on the corresponding observation date; Coupon barriers: $48.90 for ETF, 1,563.99 for Russell, 10,263.48 for Nasdaq; 70% of initial levels due 10/17/2024

Barclays Bank plc 0.00% due 10/18/2024

Barclays Bank plc 5% annual rate, payable monthly if each index closes at or above coupon barrier level on related observation date; Coupon barrier levels: 1,776.51 for Russell, 11,770.98 for Nasdaq, 27,596.85 for Dow; 80% of initial levels due 10/16/2023

Barclays Bank plc 9.5% per year, payable monthly if each underlier closes at or above coupon barrier level on observation date for that period; Coupon barrier levels: $38.04 for ETF, 3,054.39 for Stoxx, 1,665.48 for Russell; 75% of initial levels due 10/17/2024

Barclays Bank plc 8.8% annual rate, payable quarterly if each index closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 19,948.74 for Nikkei, 1,554.449 for Russell; 70% of initial levels due 10/16/2024

Barclays Bank plc 6.82% annual rate, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barriers: 19,948.74 for Nikkei, 1,554.449 for Russell; 70% of initial levels due 10/16/2024

Barclays Bank plc 0.00% due 10/14/2025

Barclays Bank plc 11.00% due 10/13/2022

Barclays Bank plc 7.5% annualized, payable quarterly if the stock closes at or above the coupon barrier on the corresponding review date; Coupon barrier: $83.385; 75% of initial price due 10/11/2024

Barclays Bank plc 8.2% annualized, payable quarterly if the stock closes at or above coupon barrier on the corresponding review date; Coupon barrier: $73.304; 70% of initial price due 10/11/2024

Barclays Bank plc 8% annualized, payable quarterly if the stock closes at or above coupon barrier on the corresponding review date; Coupon barrier: $45.493; 70% of initial price due 10/11/2024

Barclays Bank plc 11% annualized, payable quarterly if the stock closes at or above the coupon barrier on the corresponding review date; Coupon barrier: $392.745; 50% of initial price due 10/11/2024

Barclays Bank plc 6.35% annual rate, payable each quarter that index closes at or above its coupon threshold level on the determination date for that quarter; Coupon threshold: 3,293.505; 75% of initial level due 10/12/2023

Barclays Bank plc 20% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $113.06; 70% of initial level due 10/11/2024

Barclays Bank plc 14.25% per year, payable quarterly if the stock closes at or above coupon barrier on the valuation date for that period; Coupon barrier level: $14.69; 60% of initial level due 10/10/2024

Barclays Bank plc 13% per year, payable quarterly if the stock closes at or above coupon barrier on the valuation date for that period; Coupon barrier level: $14.69; 60% of initial level due 10/10/2024

Barclays Bank plc 10% per year, payable quarterly if each index closes at or above coupon barrier on every trading day for the observation period; Coupon barriers: 877.3 for MSCI EM, 3,079.83 for S&P, 1,575.06 for Russell; 70% of initial levels due 10/10/2024

Barclays Bank plc 10.35% per year, payable quarterly if stock closes at or above coupon barrier level on related observation date; Coupon barrier level: $304.54, 60% of initial share price due 10/11/2022

Barclays Bank plc 10% per year, payable monthly if each underlier closes at or above coupon barrier on every trading day for the observation period; Coupon barriers: $34.96 for ETF, 1,559.85 for Russell, 10,271.91 for Nasdaq; 70% of initial levels due 10/10/2024

Barclays Bank plc 12% per year, payable monthly if each underlier closes at or above coupon barrier on the corresponding observation date; Coupon barriers: $48.84 for ETF, 1,550.47 for Russell, 10,336.73 for Nasdaq; 70% of initial levels due 10/10/2024

Barclays Bank plc 8 % annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $2,283.41 for Amazon, $205.18 for Microsoft, $1,922.96 for Alphabet; 70% of initial levels due 10/15/2024

Barclays Bank plc 7.25% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,054.49 for S&P, 10,336.73 for Nasdaq, 1,550.47 for Russell; 70% of initial levels due 10/10/2024

Barclays Bank plc 6% annualized, payable semiannually if each ETF closes at or above coupon barrier on related observation date; Coupon barriers: $257.18 for S&P, $132.16 for Russell, $211.57 for QQQ; 60% of initial levels due 10/10/2023

Barclays Bank plc 13.15% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $469.65; 60% of initial level due 10/10/2024

Barclays Bank plc 0.00% due 2/9/2023

Barclays Bank plc 0.00% due 3/9/2023

Barclays Bank plc 0.00% due 1/10/2023

Barclays Bank plc 8.7% per year, payable each quarter that each underlying asset closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $252.13 for QQQ, $155.60 for Russell, $303.97 for S&P; 70% of initial levels due 10/8/2024

Barclays Bank plc 9% per year, payable quarterly if each stock closes at or above coupon barrier level on observation date for that quarter; previously unpaid coupons will also be paid; Coupon barrier levels: $139.15 for AmEx, $288.14 for Mastercard, $184.37 for Visa; 80% of initial levels due 10/9/2024

Barclays Bank plc 9% per year, payable quarterly if each stock closes at or above coupon barrier on observation date plus all previously unpaid coupons; Coupon barriers: $139.15 for American Express, $288.14 for Mastercard and $184.37 for Visa; 80% of initial levels due 10/9/2024

Barclays Bank plc 19.5% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $13.93 for Palantir, $30 for Pinterest; 60% of initial levels due 10/9/2024

Barclays Bank plc 4% annual rate, payable semiannually if ETF closes above downside threshold on related observation date; previously unpaid coupons will also be paid due 10/6/2023

Barclays Bank plc 11.60% due 10/6/2022

Barclays Bank plc 0.00% due 10/6/2026

Barclays Bank plc 10% per year, payable quarterly if the stock closes at or above coupon barrier on the valuation date for that period; Coupon barrier level: $34.94; 70% of initial level due 10/5/2023

Barclays Bank plc 7.65% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that period; Coupon barriers: 3,267.78 for S&P, 11,093.903 for Nasdaq, 1,681.224 for Russell; 75% of initial levels due 10/5/2023

Barclays Bank plc 8.7% annualized, payable quarterly if the stock closes at or above coupon barrier on the corresponding review date; Coupon barrier: $69.128; 80% of initial price due 10/4/2024

Barclays Bank plc 8.35% annualized, payable quarterly if the stock closes at or above coupon barrier on the corresponding review date; Coupon barrier: $32.914; 70% of initial price due 10/11/2024

Barclays Bank plc 6.75% per year, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 1,543.06 for Russell, 3,015.28 for S&P; 70% of initial levels due 3/31/2023

Barclays Bank plc 0.00% due 9/30/2024

Barclays Bank plc 0.00% due 9/30/2026

Barclays Bank plc 6.25%, payable monthly if each index closes at or above coupon barrier on observation date; Coupon barriers: 3,661.41 for S&P, 1,873.72 for Russell, 85% of initial levels due 9/30/2024

Barclays Bank plc 0.00% due 3/29/2024

Barclays Bank plc 0.00% due 4/4/2024

Barclays Bank plc 0.00% due 4/3/2024

Barclays Bank plc 0.00% due 9/30/2026

Barclays Bank plc 0.00% due 3/29/2024

Barclays Bank plc 0.00% due 11/4/2022

Barclays Bank plc 0.00% due 9/30/2024

Barclays Bank plc 0.00% due 10/31/2022

Barclays Bank plc 8.25% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 11,017.22 for Nasdaq, 3,230.66 for S&P, 1,653.28 for Russell; 75% of initial levels due 9/30/2024

Barclays Bank plc 8.5% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $47.43 for ETF, 3,015.28 for S&P; 70% of initial levels due 6/30/2023

Barclays Bank plc 8% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,015.28 for S&P, 10,282.73 for Nasdaq, 1,543.06 for Russell; 70% of initial levels due 6/30/2023

Barclays Bank plc 9% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,015.28 for S&P, 10,282.73 for Nasdaq, 1,543.06 for Russell; 70% of initial levels due 6/30/2023

Barclays Bank plc 6.75% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,230.66 for S&P, 11,017.22 for Nasdaq, 1,653.28 for Russell; 75% of initial levels due 9/30/2024

Barclays Bank plc 7% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,015.28 for S&P, 10,282.73 for Nasdaq, 1,543.06 for Russell; 70% of initial levels due 6/30/2023

Barclays Bank plc 7.8% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,015.28 for S&P, 10,282.73 for Nasdaq, 1,543.06 for Russell; 70% of initial levels due 10/3/2024

Barclays Bank plc 16% annualized, payable quarterly if the stock closes at or above the coupon barrier on the corresponding review date; Coupon barrier: $542.836; 70% of initial price due 10/3/2024

Barclays Bank plc 14.25% annualized, payable quarterly if the stock closes at or above the coupon barrier on the corresponding review date; Coupon barrier: $52.928; 75% of initial price due 10/3/2024

Barclays Bank plc 0.00% due 10/6/2025

Barclays Bank plc 0.00% due 9/30/2026

Barclays Bank plc 13.65% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $89.98; 60% of initial level due 10/5/2022

Barclays Bank plc 7% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 11,017.22 for Nasdaq, 1,653.28 for Russell; 75% of initial levels due 3/31/2023

Barclays Bank plc 7% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,015.28 for S&P, 23,690.74 for Dow, 1,543.06 for Russell; 70% of initial levels due 10/3/2024

Barclays Bank plc 7.9% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,015.28 for S&P, 10,282.73 for Nasdaq, 1,543.06 for Russell; 70% of initial levels due 10/3/2024

Barclays Bank plc 7% annualized, payable quarterly if each ETF closes at or above coupon barrier on related observation date; Coupon barriers: $303.60 for S&P, $154.90 for Russell, $251.91 for QQQ; 70% of initial levels due 10/3/2023

Barclays Bank plc 17.25% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $59.32; 70% of initial level due 10/3/2024

Barclays Bank plc 10% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 11,064.67 for Nasdaq, 25,793.04 for Dow, 1,668.98 for Russell; 75% of initial levels due 10/4/2023

Barclays Bank plc 10% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 10,327.02 for Nasdaq, 3,051.62 for S&P, 1,557.72 for Russell; 70% of initial levels due 10/3/2024

Barclays Bank plc 17.8% annualized, payable quarterly if the stock closes at or above the coupon barrier on the corresponding review date; Coupon barrier: $56.385; 50% of initial price due 10/4/2022

Barclays Bank plc 0.00% due 10/4/2027

Barclays Bank plc 19% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $12.26 for ChargePoint, $13.12 for Steel; 60% of initial levels due 10/3/2024

Barclays Bank plc 13.1% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $89.04; 60% of initial level due 10/4/2022

Barclays Bank plc 12.5% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $468.79 for Tesla, $100.84 for Airbnb; 60% of initial levels due 1/4/2023

Barclays Bank plc 10.05% per year, payable quarterly if each index closes at or above its coupon barrier level on each day during relevant quarterly observation period; Coupon barrier levels: 3,051.62 for S&P, 1,557.716 for Russell, 2,856.15 for Stoxx; 70% of initial levels due 10/3/2024

Barclays Bank plc 10% per year, payable quarterly if each index closes at or above its coupon barrier level on each day during relevant quarterly observation period; Coupon barrier levels: 3,051.62 for S&P, 1,557.716 for Russell, 10,327.02 for Nasdaq; 70% of initial levels due 10/3/2024

Barclays Bank plc 5.85% annual rate, payable quarterly if each index closes at or above coupon barrier level on review date for that period, plus any previously unpaid coupon; Coupon barriers: 2,707.56 for Stoxx, 7,599.27 for Swiss, 2,888.02 for S&P; 65% of initial levels due 10/2/2024

Barclays Bank plc 0.00% due 3/30/2029

Barclays Bank plc 28% annualized, payable monthly if each asset closes at or above coupon barrier on observation date for that month; Coupon barrier levels: $2,321.17 for Amazon, $958.52 for Shopify, $160.89 for Coinbase, $1,177.41 for MercadoLibre, $169.89 for Square, 70% of initial levels due 10/3/2024

Barclays Bank plc 15% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $8.59 for Ford, $466.54 for Tesla, $31.71 for GM; 60% of initial levels due 3/28/2024

Barclays Bank plc 15.25% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $45.33; 60% of initial level due 10/3/2022

Barclays Bank plc 15.25% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $388.19; 60% of initial level due 1/31/2024

Barclays Bank plc 27.5% annualized, payable quarterly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $37.47 for Twitter, $101.15 for Airbnb, $29.96 for DraftKings, $44.65 for Snap; 60% of initial levels due 9/30/2024

Barclays Bank plc 8.27% annual rate, payable quarterly if each ETF closes at or above coupon barrier on observation date; Coupon barriers: $312.28 for S&P 500, $259.11 for QQQ; 72% of initial levels due 10/3/2024

Barclays Bank plc 6.35% annual rate, payable quarterly if each ETF closes at or above coupon barrier on observation date; Coupon barriers: $312.28 for S&P 500, $259.11 for QQQ; 72% of initial levels due 10/3/2024

Barclays Bank plc 7.11% annual rate, payable quarterly if each ETF closes at or above coupon barrier on observation date; Coupon barriers: $303.60 for S&P 500, $47.51 for Regional Banking; 70% of initial levels due 9/30/2026

Barclays Bank plc 7% annual rate, payable monthly if each index closes at or above coupon barrier level on review date for that period; Coupon barrier: 3,332.33 for S&P, 26,152.03 for Dow, 1,710.75 for Russell; 75% of initial levels due 3/31/2023

Barclays Bank plc 6.6% annual rate, payable monthly if each index closes at or above coupon barrier level on review date for that period; Coupon barrier: 3,332.33 for S&P, 11,403.62 for Nasdaq, 1,710.75 for Russell; 75% of initial level due 6/30/2023

Barclays Bank plc 6.65% annual rate, payable quarterly if each index closes at or above coupon barrier level on review date for that period; Coupon barrier: 11,403.62 for Nasdaq, 1,710.75 for Russell; 75% of initial levels due 3/31/2023

Barclays Bank plc 0.00% due 9/30/2025

Barclays Bank plc 0.00% due 9/30/2026

Barclays Bank plc 6% annual rate, payable monthly if the lowest ETF closes at or above coupon barrier level on related observation date; Coupon barrier levels: $25.23 for Gold and $17.80 for Silver, 85% of initial levels due 9/30/2024

Barclays Bank plc 0.00% due 12/30/2022

Barclays Bank plc 0.00% due 9/29/2023

Barclays Bank plc 0.00% due 3/29/2024

Barclays Bank plc 2.50% due 9/30/2024

Barclays Bank plc 0.00% due 9/30/2026

Barclays Bank plc 0.00% due 9/30/2026

Barclays Bank plc 0.00% due 9/30/2026

Barclays Bank plc 0.00% due 9/30/2026

Barclays Bank plc 0.00% due 3/31/2023

Barclays Bank plc 6% per year, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 3,110.18 for S&P, 10,643.38 for Nasdaq, 1,596.70 for Russell; 70% of initial levels due 6/30/2023

Barclays Bank plc 5.25% per year, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 3,332.33 for S&P, 11,403.62 for Nasdaq, 1,710.75 for Russell; 75% of initial levels due 9/30/2024

Barclays Bank plc 5.25% per year, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 3,554.49 for S&P, 12,163.86 for Nasdaq, 1,824.80 for Russell; 80% of initial levels due 6/30/2023

Barclays Bank plc 6.75% per year, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 3,110.18 for S&P, 10,643.38 for Nasdaq, 1,596.70 for Russell; 70% of initial levels due 6/30/2023

Barclays Bank plc 9% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $47.87 for ETF, 1,596.70 for Russell, 10,643.38 for Nasdaq; 70% of initial levels due 3/30/2023

Barclays Bank plc 6% per year, payable each month if each asset closes at or above coupon barrier value on observation date for that period; Coupon barriers: 3,110.18 for index, $47.87 for ETF; 70% of initial levels due 6/30/2023

Barclays Bank plc 6.75% due 9/30/2022

Barclays Bank plc 0.00% due 9/29/2028

Barclays Bank plc 12% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $245.30 for Moderna, $355.58 for Netflix; 60% of initial levels due 9/30/2024

Barclays Bank plc 5.5% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 3,110.18 for S&P, 10,643.38 for Nasdaq, 1,596.70 for Russell; 70% of initial levels due 9/29/2023

Barclays Bank plc 20% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $474.82 for Tesla, $104.56 for Airbnb, $245.30 for Moderna; 60% of initial levels due 9/30/2024

Barclays Bank plc 5.05% annual rate, payable quarterly if each index closes at or above coupon barrier level on related observation date; Coupon barrier levels: 3,564.38 for S&P, 1,798.46 for Russell; 80% of initial levels due 9/27/2024

Barclays Bank plc 0.00% due 9/28/2023

Barclays Bank plc 17.8% per year, payable quarterly if each stock closes at or above barrier level on observation date for that quarter due 9/30/2024

Barclays Bank plc 8.35% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 3,341.61 for S&P, 11,497.26 for Nasdaq, 1,686.06 for Russell; 75% of initial levels due 9/27/2024

Barclays Bank plc 6% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 2,758.37 for S&P, 9,496.28 for Nasdaq, 1,400.61 for Russell; 62% of initial levels due 9/26/2024

Barclays Bank plc 12% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $46.14 for ETF, 1,573.66 for Russell, 10,730.78 for Nasdaq; 70% of initial levels due 9/27/2024

Barclays Bank plc 8.5% per year, payable quarterly if each fund closes at or above coupon barrier on the valuation date for that period; Coupon barriers: $91.26 for S&P Biotech, $15.58 for Clean Energy and $190.67 for Semiconductor; 70% of initial levels due 9/29/2026

Barclays Bank plc 11.2% annualized, payable quarterly if the stock closes at or above coupon barrier on the corresponding review date; Coupon barrier: $425.915; 55% of initial price due 9/27/2024

Barclays Bank plc 12.5% annualized, payable quarterly if the stock closes at or above coupon barrier on the corresponding review date; Coupon barrier: $34.153; 70% of initial price due 9/27/2024

Barclays Bank plc 10.85% per year, payable quarterly if each index closes at or above coupon barrier on every day that quarter; Coupon barriers: 1,798.46 for Russell, 3,564.384 for S&P, 3,326.808 for Stoxx; 80% of initial levels due 9/27/2024

Barclays Bank plc 6.8% per year, payable quarterly if each index closes at or above downside threshold on every day that quarter due 9/27/2024

Barclays Bank plc 0.00% due 9/29/2026

Barclays Bank plc 14% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $193.13 for Roku, $89.75 for NIKE, $135.98 for FedEx; 60% of initial levels due 9/27/2024

Barclays Bank plc 6.5% annualized, payable quarterly if each underlier closes at or above coupon barrier on related observation date; Coupon barriers: 10,730.78 for Nasdaq, 1,573.66 for Russell, 3,118.84 for S&P; 70% of initial levels due 9/27/2024

Barclays Bank plc 10.2% per year, payable quarterly if shares close at or above coupon trigger level on a related determination date, plus any previously unpaid coupons; Coupon trigger level: $105.83; 70% of initial share price due 9/28/2022

Barclays Bank plc 0.00% due 9/24/2026

Barclays Bank plc 0.00% due 9/27/2024

Barclays Bank plc 0.00% due 9/26/2024

Barclays Bank plc 0.00% due 9/25/2026

Barclays Bank plc 0.00% due 9/27/2024

Barclays Bank plc 7.8%, payable quarterly if each underlier closes at or above coupon barrier on related observation date; Coupon barriers: 3,114.29 for S&P, 2,936.44 for Stoxx and 1,581.33 for Russell, 70% of initial levels due 9/26/2024

Barclays Bank plc 19% per year, payable quarterly if each stock closes at or above coupon barrier on the observation date for that period; Coupon barriers: $27.84 for ViacomCBS, $38.07 for Intel; 72% of initial levels due 9/28/2023

Barclays Bank plc 0.00% due 11/25/2022

Barclays Bank plc 0.00% due 9/24/2027

Barclays Bank plc 0.00% due 9/24/2027

Barclays Bank plc 8.6% per year, payable quarterly if each index closes at or above downside threshold level on observation date for that period due 9/28/2023

Barclays Bank plc 8.5% per year, payable quarterly if each index closes at or above downside threshold level on observation date for that period due 9/28/2023

Barclays Bank plc 6.00% due 9/27/2022

Barclays Bank plc 6.00% due 9/27/2022

Barclays Bank plc 6% per year, payable quarterly if the ETF closes at or above coupon barrier value on observation date for that period; Coupon barrier: $237.71; 65% of initial level due 9/23/2024

Barclays Bank plc 10.5% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $38.24 for ETF, 1,663.92 for Russell, 11,382.38 for Nasdaq; 75% of initial levels due 9/26/2024

Barclays Bank plc 6.15% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,857.17 for S&P, 9,864.73 for Nasdaq; 65% of initial levels due 9/26/2024

Barclays Bank plc 6% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 3,076.95 for S&P, 10,623.56 for Nasdaq, 1,552.99 for Russell; 70% of initial levels due 9/27/2023

Barclays Bank plc 26.25% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $451.16 for Tesla, $145.11 for Coinbase, $101.98 for Airbnb, $194.86 for Roku; 60% of initial levels due 9/26/2024

Barclays Bank plc 9% annual rate, payable quarterly if index closes at or above coupon barrier on related quarterly observation date; Coupon barrier: 1,663.921; 75% of initial level due 9/27/2023

Barclays Bank plc 6.85% annual rate, payable quarterly if the index closes at or above coupon barrier on observation date; Coupon barrier: 1,663.921; 75% of initial level due 9/27/2023

Barclays Bank plc 9% annual rate, payable quarterly if the index closes at or above coupon barrier on observation date; Coupon barrier: 1,663.921; 75% of initial levels due 9/27/2023

Barclays Bank plc 0.00% due 9/24/2027

Barclays Bank plc 20% per year, payable quarterly if each stock closes at or above coupon barrier on the observation date for that period; Coupon barriers: $93.23 for Apple, $82.92 for Blackstone, $480.60 for Tesla, $2,173.36 for Amazon; 65% of initial levels due 9/26/2024

Barclays Bank plc 11.35% annual rate, payable monthly if fund closes at or above downside threshold level on observation date that month; previously unpaid coupons will also be paid due 9/26/2022

Barclays Bank plc 0.00% due 10/3/2022

Barclays Bank plc 9.85% due 9/26/2022

Barclays Bank plc 11.65% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier level: $50.37, 50% of initial level due 9/25/2024

Barclays Bank plc 17.25% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $191.40 for Roku, $9.10 for SoFi, $101.57 for Airbnb; 60% of initial levels due 9/25/2024

Barclays Bank plc 6.6% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,050.41 for S&P, 23,779.33 for Dow, 1,527.54 for Russell; 70% of initial levels due 9/25/2024

Barclays Bank plc 7.75% annualized, payable quarterly if each ETF closes at or above coupon barrier on related observation date; Coupon barriers: $303.83 for S&P 500, $152.03 for Russell, $255.99 for QQQ; 70% of initial levels due 9/25/2023

Barclays Bank plc 6.75% annualized, payable monthly if each underlier closes at or above coupon barrier on related observation date; Coupon barriers: 10,519.44 for Nasdaq, 1,530.33 for Russell, $43.25 for ETF; 70% of initial levels due 6/26/2023

Barclays Bank plc 17.75%, payable quarterly if each stock closes above coupon barrier level on related observation date; Coupon barrier levels: $51.86 for Wynn, $16.25 for Palantir, $4.97 for DiDi, 60% of initial levels due 9/20/2023

Barclays Bank plc 17% per year, payable monthly if the stock closes at or above coupon barrier on the valuation date for that period; Coupon barrier level: $517.97; 70% of initial level due 9/25/2023

Barclays Bank plc 10% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $22.29; 60% of initial level due 9/25/2023

Barclays Bank plc 5.3% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 1,309.32 for Russell, 9,007.31 for Nasdaq and 2,614.64 for S&P; 60% of initial levels due 9/25/2024

Barclays Bank plc 5.7% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 1,309.32 for Russell, 9,007.31 for Nasdaq and 2,614.64 for S&P; 60% of initial levels due 9/25/2023

Barclays Bank plc 0.00% due 9/22/2027

Barclays Bank plc 0.00% due 9/22/2026

Barclays Bank plc 4% per year, payable monthly if each component closes at or above coupon barrier level on the determination date for that month; Coupon barrier levels: 3,324.74 for S&P, 11,500.10 for Nasdaq, 1,677.65 for Russell; 75% of initial levels due 9/20/2024

Barclays Bank plc 11.6% per year, payable quarterly if the stock closes at or above coupon barrier on the valuation date for that period; Coupon barrier level: $111.70; 70% of initial level due 9/21/2023

Barclays Bank plc 14.1% per year, payable quarterly if the stock closes at or above the coupon barrier on the valuation date for that period; Coupon barrier level: $28.08; 70% of initial level due 9/21/2023

Barclays Bank plc 8.75% per year, payable quarterly if each index closes at or above coupon barrier on each day of related observation period; Coupon barriers: 2,891.59 for Stoxx, 3,103.09 for S&P, 1,565.81 for Russell; 70% of initial levels due 9/20/2024

Barclays Bank plc 11.85% per year, payable quarterly if the stock closes at or above coupon barrier on the valuation date for that period; Coupon barrier level: $426.29; 70% of initial level due 9/21/2023

Barclays Bank plc 7.55% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 11,500.10 for Nasdaq, 3,324.74 for S&P, 1,677.65 for Russell; 75% of initial levels due 9/20/2024

Barclays Bank plc 8% per year, payable monthly if each asset closes at or above coupon barrier on the observation date for that period; Coupon barriers: $35.96 for ETF, 1,565.81 for Russell, 10,733.43 for Nasdaq; 70% of initial levels due 9/20/2024

Barclays Bank plc 9% per year, payable each month that each underlying asset closes at or above coupon barrier on observation date for that month; Coupon barrier levels: 24,209.42 for Dow, 1,565.81 for Russell, 3,103.09 for S&P, 70% of initial levels due 9/20/2024

Barclays Bank plc 15.15% annualized, payable quarterly if the stock closes at or above coupon barrier on the corresponding review date; Coupon barrier: $49.572; 60% of initial price due 9/20/2024

Barclays Bank plc 15% annualized, payable quarterly if the stock closes at or above coupon barrier on the corresponding review date; Coupon barrier: $539.238; 71% of initial price due 9/20/2024

Barclays Bank plc 0.00% due 9/21/2028

Barclays Bank plc 0.00% due 3/22/2027

Barclays Bank plc 18% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $301.04, 70% of initial level due 3/22/2023

Barclays Bank plc 19.5% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $455.69 for Tesla, $99.95 for Airbnb, $194.46 for Roku; 60% of initial levels due 9/20/2024

Barclays Bank plc 8.4% annual rate, payable quarterly if each ETF closes at or above coupon barrier on corresponding observation date; Coupon barriers: $261.68 for Invesco and $340.87 for MidCap, 70% of initial levels due 9/20/2024

Barclays Bank plc 6.31% annual rate, payable quarterly if each ETF closes at or above coupon barrier on observation date; Coupon barriers: $340.87 for S&P, $261.68 for Invesco; 70% of initial levels due 9/20/2024

Barclays Bank plc 0.00% due 9/22/2026

Barclays Bank plc 7.5% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 1,563.04 for Russell, 10,861.14 for Nasdaq and 3,131.62 for S&P; 70% of initial levels due 9/19/2024

Barclays Bank plc 8.65% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $208.29; 80% of initial level due 9/19/2024

Barclays Bank plc 9% annualized, payable quarterly if each ETF closes at or above coupon barrier on related observation date; Coupon barriers: $358.30 for S&P 500, $177.62 for Russell, $302.44 for QQQ; 80% of initial levels due 9/21/2023

Barclays Bank plc 8.25% annualized, payable quarterly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $51.86 for Wynn, $16.25 for Palantir, $4.97 for DiDi; 60% of initial levels due 9/20/2023

Barclays Bank plc 6.25% annual rate, payable monthly if each index closes at or above coupon barrier level on review date for that period; Coupon barrier: 3,136.49 for S&P, 1,564.11 for Russell, 10,852.47 for Nasdaq; 70% of initial levels due 6/20/2023

Barclays Bank plc 10.5% per year, payable monthly if CF Industries shares close at or above barrier price on valuation date for that period due 9/19/2024

Barclays Bank plc 8% per year, payable quarterly if each index closes at or above coupon barrier related observation date; Coupon barrier levels: 3,360.53 for S&P, 1,675.84 for Russell, 11,627.65 for Nasdaq; 75% of initial levels due 9/19/2024

Barclays Bank plc 5.5% per year, payable monthly if each index closes at or above coupon barrier related observation date; Coupon barrier levels: 3,136.49 for S&P, 1,564.11 for Russell, 10,852.47 for Nasdaq; 70% of initial levels due 6/20/2023

Barclays Bank plc 5.5% per year, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 3,360.53 for S&P, 1,675.84 for Russell, 11,627.65 for Nasdaq; 75% of initial levels due 6/20/2024

Barclays Bank plc 11.15% per year, payable monthly if each asset closes at or above coupon barrier related observation date; Coupon barrier levels: $44.74 for ETF, 1,564.11 for Russell, 10,852.47 for Nasdaq; 70% of initial levels due 9/19/2024

Barclays Bank plc 15.5% annualized, payable quarterly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $7.93 for Ford, $453.50 for Tesla, $31.09 for GM; 60% of initial levels due 3/20/2024

Barclays Bank plc 10.35% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $159.37; 50% of initial level due 9/19/2024

Barclays Bank plc 6% annualized, payable semiannually if each ETF closes at or above coupon barrier on related observation date; Coupon barriers: $266.50 for SPDR, $132.02 for iShares, $225.16 for QQQ; 60% of initial levels due 9/20/2024

Barclays Bank plc 13.35% due 3/17/2023

Barclays Bank plc 10.75% due 9/18/2023

Barclays Bank plc 7.5% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 1,546.99 for Russell, 10,768.03 for Nasdaq and 1,546.99 for S&P; 70% of initial levels due 9/19/2024

Barclays Bank plc 7.5% annualized, payable monthly if each underlier closes at or above coupon barrier on related observation date; Coupon barriers: 10,768.03 for Nasdaq, 1,546.99 for Russell, $44.02 for ETF; 70% of initial levels due 9/18/2024

Barclays Bank plc 8.7% per year, payable monthly if each underlier closes at or above coupon barrier level observation date for that period; Coupon barrier levels: $39.37 for ETF, 3,127.76 for Stoxx, 1,670.66 for Russell; 75% of initial levels due 9/18/2024

Barclays Bank plc 7% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 11,580.56 for Nasdaq, 3,343.94 for S&P, 1,670.66 for Russell; 75% of initial levels due 9/18/2024

Barclays Bank plc 7.25% annual rate, payable monthly if each index closes at or above coupon barrier level on review date for that period, plus any previously unpaid coupons; Coupon barrier: 3,566.86 for S&P, 1,782.04 for Russell, 12,352.60 for Nasdaq; 80% of initial levels due 3/15/2023

Barclays Bank plc 9.55% annual rate, payable monthly if each index closes at or above coupon barrier level on related observation date; Coupon barrier levels: 1,893.41 for Russell, 13,124.64 for Nasdaq, 29,416.56 for Dow; 85% of initial levels due 9/13/2024

Barclays Bank plc 5.10% due 3/15/2023

Barclays Bank plc 0.00% due 9/13/2024

Barclays Bank plc 7% per year, payable quarterly plus any previously unpaid coupons if each index closes at or above coupon barrier level on the observation date for that period; Coupon barriers: 1,047.15 for EM, 12,352.60 for Nasdaq and 1,782.04 for Russell; 80% of initial levels due 9/13/2024

Barclays Bank plc 6.3% annualized, payable quarterly if the stock closes at or above coupon barrier on the corresponding review date; Coupon barrier: $2,254.016; 80% of initial price due 9/13/2024

Barclays Bank plc 12% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $269.63, 60% of initial level due 3/15/2023

Barclays Bank plc 15.85% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $269.63, 60% of initial level due 9/15/2022

Barclays Bank plc 20% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $269.63, 60% of initial level due 3/15/2023

Barclays Bank plc 18% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $18.40, 70% of initial level due 9/13/2024

Barclays Bank plc 19% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $50.95, 70% of initial level due 9/13/2024

Barclays Bank plc 0.00% due 3/14/2023

Barclays Bank plc 3% initially; beginning Sept. 15, 2022, five-year U.S. dollar ICE swap rate plus 4 bps, capped at 4% and with a floor of 0% due 9/15/2031

Barclays Bank plc 0.00% due 9/26/2024

Barclays Bank plc 0.00% due 9/25/2026

Barclays Bank plc 15.05% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $253.74, 60% of initial levels due 9/13/2022

Barclays Bank plc 27% annual rate, payable quarterly if each stock closes at or above coupon barrier level on review date for that period; Coupon barrier: $26.53 for Las Vegas Sands, $35.97 for DraftKings, $59.77 for Wynn; 70% of initial levels due 9/30/2022

Barclays Bank plc 9.25% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 3,151.48 for Stoxx, 3,401.57 for S&P, 1,719.04 for Russell; 75% of initial levels due 9/6/2024

Barclays Bank plc 9.75% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $28.65, 71% of initial level due 10/12/2022

Barclays Bank plc Quarterly at 3% per year if each component closes at or above coupon barrier level on the determination date for that quarter; Coupon barrier levels: 3,166.86 for S&P, 10,928.10 for Nasdaq, 1,600.94 for Russell; 70% of initial levels due 9/6/2024

Barclays Bank plc 12.1% per year, payable quarterly if the stock closes at or above coupon barrier on the valuation date for that period; Coupon barrier level: $26.16; 65% of initial level due 9/8/2023

Barclays Bank plc 8% annualized, payable quarterly if the stock closes at or above the coupon barrier on the corresponding review date; Coupon barrier: $38.295; 75% of initial price due 9/6/2024

Barclays Bank plc 11.3% annualized, payable quarterly if the stock closes at or above coupon barrier on the corresponding review date; Coupon barrier: $366.785; 50% of initial price due 9/6/2024

Barclays Bank plc 14.05% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $13.56, 70% of initial level due 9/6/2024

Barclays Bank plc 11.35%, payable quarterly if stock closes at or above downside threshold on observation date for that quarter due 9/6/2024

Barclays Bank plc 21% per year, payable monthly if each stock closes at or above coupon barrier on the observation date for that period; Coupon barriers: $350.58 for Tesla, $176.00 for Roku, $73.77 for Apple, $275.06 for Netflix; 50% of initial levels due 8/29/2024

Barclays Bank plc 5.25% per year, payable quarterly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $28.73 for ETF, 1,728.01 for Russell, 3,402.71 for S&P; 75% of initial levels due 9/8/2023

Barclays Bank plc 20.25% per year, payable monthly if each stock closes at or above coupon barrier on the observation date for that period; Coupon barriers: $350.58 for Tesla, $170.32 for Zoom, $1,658.00 for Amazon, $275.06 for Netflix; 50% of initial levels due 8/29/2024

Barclays Bank plc 9.65% annualized, payable quarterly if the stock closes at or above coupon barrier on the corresponding review date; Coupon barrier: $120.045; 75% of initial price due 9/6/2024

Barclays Bank plc 16.55% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $238.60; 60% of initial level due 9/7/2022

Barclays Bank plc 8% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 12,484.07 for Nasdaq, 3,623.03 for S&P, 1,812.79 for Russell; 80% of initial levels due 8/30/2024

Barclays Bank plc 8.9375% annualized, payable quarterly if the stock closes at or above coupon barrier on the corresponding review date; Coupon barrier: $170.108; 75% of initial price due 9/7/2023

Barclays Bank plc 8% annual rate, payable monthly if each index closes at or above coupon barrier level on review date for that period; Coupon barrier: 3,392.01 for S&P, 26,520.55 for Dow, 1,705.33 for Russell; 75% of initial levels due 2/28/2023

Barclays Bank plc 6.70% annual rate, payable quarterly if each index closes at or above coupon barrier level on review date for that period; Coupon barrier: 3,165.88 for S&P, 1,591.64 for Russell; 70% of initial levels due 2/28/2023

Barclays Bank plc 0.00% due 8/30/2024

Barclays Bank plc 0.00% due 2/29/2024

Barclays Bank plc 0.00% due 9/3/2026

Barclays Bank plc 0.00% due 3/5/2024

Barclays Bank plc 0.00% due 2/29/2024

Barclays Bank plc 0.00% due 8/31/2026

Barclays Bank plc 0.00% due 9/30/2022

Barclays Bank plc 0.00% due 8/30/2024

Barclays Bank plc 8%, payable monthly if each index closes above its coupon barrier on the related observation date; Coupon barrier levels: 1,591.64 for Russell, 3,165.88 for S&P, 10,907.76 for Nasdaq; 70% of initial levels due 5/31/2023

Barclays Bank plc 9.25%, payable monthly if each index closes above its coupon barrier on the related observation date; Coupon barrier levels: 1,591.64 for Russell, 3,165.88 for S&P, 10,907.76 for Nasdaq; 70% of initial levels due 2/28/2023

Barclays Bank plc 8.25%, payable quarterly if each index closes above its coupon barrier on the related observation date; Coupon barrier levels: 1,705.33 for Russell, 3,392.01 for S&P, 11,686.88 for Nasdaq; 75% of initial levels due 8/30/2024

Barclays Bank plc 7.35%, payable monthly if each index closes above its coupon barrier on the related observation date; Coupon barrier levels: 1,591.64 for Russell, 3,165.88 for S&P, 10,907.76 for Nasdaq; 70% of initial levels due 5/31/2023

Barclays Bank plc 6.75%, payable quarterly if each index closes above its coupon barrier on the related observation date; Coupon barrier levels: 1,705.33 for Russell, 3,392.01 for S&P, 11,686.88 for Nasdaq; 75% of initial levels due 8/30/2024

Barclays Bank plc 8.25% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 11,686.88 for Nasdaq, 3,392.01 for S&P, 1,705.33 for Russell; 75% of initial levels due 8/30/2024

Barclays Bank plc 8.5% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $46.12 for ETF, 3,165.88 for S&P; 70% of initial levels due 5/31/2023

Barclays Bank plc 0.00% due 9/5/2024

Barclays Bank plc 0.00% due 3/4/2024

Barclays Bank plc 0.00% due 9/3/2026

Barclays Bank plc 15% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $2,082.47 for Amazon, $441.43 for Tesla, $1,745.54 for Alphabet; 60% of initial levels due 9/6/2024

Barclays Bank plc 6.5% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 11,686.88 for Nasdaq, 1,705.33 for Russell; 75% of initial levels due 2/28/2023

Barclays Bank plc 15% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier price: $441.43, 60% of initial share price due 9/6/2023

Barclays Bank plc 14% per year, payable quarterly if shares close at or above coupon trigger level on a related determination date, plus any previously unpaid coupon; Coupon trigger level: $62.60, or 60% of initial share price due 9/2/2022

Barclays Bank plc 9% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 11,703.82 for Nasdaq, 3,396.59 for S&P, 1,699.49 for Russell; 75% of initial levels due 9/5/2024

Barclays Bank plc 0.00% due 9/2/2027

Barclays Bank plc 12.6% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $7.83 for Ford, $29.50 for General Motors, $438.55 for Tesla; 60% of initial levels due 9/5/2024

Barclays Bank plc 0.00% due 9/2/2025

Barclays Bank plc 0.00% due 9/1/2026

Barclays Bank plc 0.00% due 10/31/2022

Barclays Bank plc 0.00% due 8/30/2024

Barclays Bank plc 0.00% due 9/1/2026

Barclays Bank plc 21% per year, payable monthly if each stock closes at or above coupon barrier on the observation date for that period; Coupon barriers: $265.64 for Deere.com, $238.57 for Zoom, $114.14 for JPMorgan; 70% of initial levels due 8/30/2024

Barclays Bank plc 9.5% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 28,364.64 for Dow, 12,346.36 for Nasdaq, 1,821.72 for Russell; 80% of initial levels due 6/2/2023

Barclays Bank plc 8.15% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 24,819.06 for Dow, 10,803.07 for Nasdaq, 1,594.01 for Russell; 70% of initial levels due 6/1/2023

Barclays Bank plc 11.55% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 12,346.36 for Nasdaq, 3,607.5 for S&P, 1,821.72 for Russell; 80% of initial levels due 8/31/2023

Barclays Bank plc 8% annualized, payable quarterly if the stock closes at or above the downside threshold level on the corresponding review date due 8/30/2024

Barclays Bank plc 18% annualized, payable quarterly if the stock closes at or above downside threshold level on the corresponding review date due 8/30/2024

Barclays Bank plc 6.75% per year, payable quarterly if each index closes at or above downside threshold level on observation date for that period due 8/31/2023

Barclays Bank plc 12.25% annualized, payable quarterly if the stock closes at or above the downside threshold level on the corresponding review date due 8/30/2024

Barclays Bank plc 6.35% annualized, payable quarterly if the stock closes at or above coupon barrier on the corresponding review date; Coupon barrier: $335.008; 80% of initial price due 8/30/2024

Barclays Bank plc 7.5% per year, payable quarterly if each index closes at or above downside threshold level on every trading day during the observation period due 8/30/2024

Barclays Bank plc 18.3% annualized, payable quarterly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $81.61 for Marriott, $92.51 for Airbnb, $24.41 for Uber, $28.63 for United; 60% of initial levels due 8/30/2024

Barclays Bank plc 6% annualized, payable quarterly if each ETF closes at or above coupon barrier on related observation date; Coupon barriers: $290.07 for S&P 500, $143.13 for Russell, $242.07 for QQQ; 65% of initial levels due 9/1/2023

Barclays Bank plc 0.00% due 8/30/2024

Barclays Bank plc 0.00% due 8/31/2026

Barclays Bank plc 0.00% due 8/31/2026

Barclays Bank plc 0.00% due 8/31/2026

Barclays Bank plc 0.00% due 10/28/2022

Barclays Bank plc 6.5% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 11,458.89 for Nasdaq, 1,660.48 for Russell; 75% of initial levels due 2/28/2023

Barclays Bank plc 6.35% annual rate, payable monthly if each index closes at or above coupon barrier level on review date for that period; Coupon barrier: 3,352.5 for S&P, 11,458.89 for Nasdaq, 1,660.49 for Russell; 75% of initial levels due 5/31/2023

Barclays Bank plc 13.1497% annual rate, payable monthly if stock closes at or above coupon barrier on review date for that quarter; coupon payment events will also include any previously unpaid coupons; Coupon barrier: $118.10; 80% of initial price due 8/30/2022

Barclays Bank plc 0.00% due 8/28/2026

Barclays Bank plc 0.00% due 8/30/2024

Barclays Bank plc 0.00% due 8/29/2025

Barclays Bank plc 0.00% due 8/28/2026

Barclays Bank plc 6% annual rate, payable monthly if the lowest ETF closes at or above coupon barrier level on related observation date; Coupon barrier levels: $26.76 for Gold and $18.57 for Silver, 85% of initial levels due 8/29/2024

Barclays Bank plc 7% annual rate, payable monthly if each underlier closes at or above coupon barrier level on related observation date; Coupon barrier levels: $25.18 for ETF, 1,771.18 for Russell; 80% of initial levels due 8/29/2024

Barclays Bank plc 5% annual rate, payable quarterly if each underlier closes at or above coupon barrier level on related observation date; Coupon barrier levels: $25.18 for ETF, 1,771.18 for Russell; 80% of initial levels due 8/31/2023

Barclays Bank plc 7.75% annual rate, payable monthly if each ETF closes at or above coupon barrier level on related observation date; Coupon barrier levels: $26.76 for VanEck, $36.46 for SPDR; 85% of initial levels due 5/31/2024

Barclays Bank plc 0.00% due 8/29/2024

Barclays Bank plc 0.00% due 8/31/2023

Barclays Bank plc 2.40% due 8/29/2024

Barclays Bank plc 0.00% due 8/31/2026

Barclays Bank plc 0.00% due 8/31/2026

Barclays Bank plc 0.00% due 8/31/2026

Barclays Bank plc 0.00% due 2/28/2023

Barclays Bank plc 6% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 10,694.96 for Nasdaq, 3,129.0 for S&P, 1,549.79 for Russell; 70% of initial levels due 5/31/2023

Barclays Bank plc 5.05% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 12,222.82 for Nasdaq, 3,576.0 for S&P, 1,771.18 for Russell; 80% of initial levels due 5/31/2023

Barclays Bank plc 6.85% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 10,694.96 for Nasdaq, 3,129.0 for S&P, 1,549.79 for Russell; 70% of initial levels due 5/31/2023

Barclays Bank plc 7% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $33.62 for ETF, 3,129.0 for S&P; 70% of initial levels due 8/31/2024

Barclays Bank plc 5.75% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 11,458.89 for Nasdaq, 1,660.49 for Russell, 3,352.50 for S&P; 75% of initial levels due 8/30/2024

Barclays Bank plc 6% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $45.49 for ETF, 3,129.00 for S&P; 70% of initial levels due 5/31/2023

Barclays Bank plc 0.00% due 8/25/2023

Barclays Bank plc 0.00% due 10/28/2022

Barclays Bank plc 0.00% due 8/28/2026

Barclays Bank plc 0.00% due 8/31/2028

Barclays Bank plc 18.5% per year if Carnival shares close at or above coupon barrier price on observation date for that month; Coupon barrier price: $14.08, 60% of initial share price due 8/30/2024

Barclays Bank plc 7% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,352.50 for S&P, 1,660.49 for Russell, 26,409.84 for Dow; 75% of initial levels due 2/28/2023

Barclays Bank plc 5.75% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 886.29 for MSCI EM, 10,694.96 for Nasdaq, 1,549.79 for Russell; 70% of initial levels due 8/30/2024

Barclays Bank plc 6.5% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,352.5 for S&P, 11,458.89 for Nasdaq, 1,660.48 for Russell; 75% of initial levels due 8/31/2023

Barclays Bank plc 5.25% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 10,694.96 for Nasdaq, 1,549.79 for Russell, 3,129.00 for S&P; 70% of initial levels due 8/29/2024

Barclays Bank plc 17% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $420.70; 60% of initial level due 8/30/2024

Barclays Bank plc 10.25% annualized, payable monthly if the basket closes at or above coupon barrier on related observation date; Coupon barrier: 70% of initial level due 5/30/2024

Barclays Bank plc 7% annual rate, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barriers: 2,947.69 for Stoxx, 1,578.685 for Russell, 10,835.09 for Nasdaq; 70.5% of initial levels due 8/29/2024

Barclays Bank plc 15.5% per year, payable quarterly plus any previously unpaid coupons if each stock closes at or above coupon barrier related observation date; Coupon barriers: $388.47 for Tesla, $120.77 for Nvidia; 55% of initial levels due 8/28/2023

Barclays Bank plc 0.00% due 8/28/2026

Barclays Bank plc 6% annual rate, payable monthly if each index closes at or above coupon barrier level on related observation date; Coupon barrier levels: 3,596.95 for S&P, 12,295.14 for Nasdaq, 1,791.42 for Russell; 80% of initial levels due 8/30/2023

Barclays Bank plc 18.75% per year, payable quarterly if each asset closes at or above coupon barrier on the observation date for that period; Coupon barriers: $103.85 for Apple, $247.43 for Roku, $383.31 for Netflix; 70% of initial levels due 8/29/2024

Barclays Bank plc 12.05% per year, payable monthly if each asset closes at or above coupon barrier on the observation date for that period; Coupon barriers: $103.85 for Apple, $155.49 for Nvidia, $2,309.43 for Amazon; 70% of initial levels due 8/29/2024

Barclays Bank plc 22.5% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $13.34 for ChargePoint, $23.37 for NIO; 60% of initial levels due 8/29/2024

Barclays Bank plc 7.1% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 24,783.85 for Dow, 10,758.24 for Nasdaq, 1,567.49 for Russell; 70% of initial levels due 8/29/2024

Barclays Bank plc 7.4% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,147.33 for S&P, 10,758.24 for Nasdaq, 1,567.49 for Russell; 70% of initial levels due 8/30/2023

Barclays Bank plc 6.5% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,147.33 for S&P, 10,758.24 for Nasdaq, 1,567.49 for Russell; 70% of initial levels due 8/30/2023

Barclays Bank plc 7% annualized, payable quarterly if each ETF closes at or above coupon barrier on related observation date; Coupon barriers: $313.58 for SPDR, $155.25 for iShares, $262.06 for QQQ; 70% of initial levels due 9/1/2023

Barclays Bank plc 10% annualized, payable quarterly if each ETF closes at or above coupon barrier on related observation date; Coupon barriers: $358.38 for SPDR, $177.42 for iShares, $299.50 for QQQ; 80% of initial levels due 9/1/2023

Barclays Bank plc 15.15% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $355.60; 50% of initial level due 8/30/2023

Barclays Bank plc 13% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $355.60; 50% of initial level due 8/30/2023

Barclays Bank plc 15.15% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $355.60; 50% of initial level due 8/30/2023

Barclays Bank plc 13% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $355.60; 50% of initial level due 8/30/2023

Barclays Bank plc 7.8% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 10,750.38 for Nasdaq, 889.01 for MSCI EM, 1,561.64 for Russell; 70% of initial levels due 8/29/2023

Barclays Bank plc 5.5% for the first year; then 5.6 times the spread of the 30-year ICE swap rate minus the five-year ICE swap rate, floor of 0% and cap of 6%; payable quarterly due 8/27/2036

Barclays Bank plc 20% per year, payable monthly if the stock closes at or above coupon barrier on the valuation date for that period; Coupon barrier level: $494.41; 70% of initial levels due 8/28/2023

Barclays Bank plc 8.75% annual rate, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barriers: 12,074.06 for Nasdaq, 1,734.08 for Russell, 3,553.34 for S&P; 80% of initial levels due 8/23/2024

Barclays Bank plc 0.00% due 8/23/2024

Barclays Bank plc 0.00% due 8/23/2024

Barclays Bank plc 0.00% due 8/25/2027

Barclays Bank plc 0.00% due 8/25/2026

Barclays Bank plc 5.15% due 10/24/2022

Barclays Bank plc 8.25% annualized, payable quarterly if the stock closes at or above the downside threshold level on the corresponding review date due 8/24/2023

Barclays Bank plc 8% annualized, payable quarterly if the stock closes at or above the downside threshold level on the corresponding review date due 8/23/2024

Barclays Bank plc 0.00% due 2/25/2027

Barclays Bank plc 0.00% due 8/24/2028

Barclays Bank plc 18% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $173.77; 70% of initial level due 2/24/2023

Barclays Bank plc 10.01% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $24.22; 55% of initial level due 2/24/2023

Barclays Bank plc 14.45% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $28.62; 65% of initial level due 8/23/2024

Barclays Bank plc 7.5% per year, payable quarterly if each index closes at or above its coupon barrier level on each scheduled trading day during that observation period; Coupon barrier levels: 1,386.073 for Russell, 2,863.77 for S&P, 9,707.06 for Nasdaq; 65% of initial levels due 8/22/2024

Barclays Bank plc 0.00% due 8/27/2026

Barclays Bank plc 0.00% due 8/27/2026

Barclays Bank plc 17.25% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $182.88; 70% of initial level due 2/24/2023

Barclays Bank plc 10% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $148.94; 60% of initial level due 8/22/2024

Barclays Bank plc 14.7% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $200.79; 70% of initial level due 8/24/2022

Barclays Bank plc 7.2% annualized, payable quarterly if each underlier closes at or above coupon barrier on related observation date; Coupon barriers: 10,453.76 for Nasdaq, 1,492.69 for Russell, $44.17 for ETF; 70% of initial levels due 5/24/2023

Barclays Bank plc 10% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $27.35; 69% of initial level due 9/22/2022

Barclays Bank plc 0.00% due 8/22/2024

Barclays Bank plc 10% per year, payable quarterly if shares close at or above coupon trigger level on a related determination date; previously unpaid coupons will also be paid; Coupon trigger level: $9.10, 70% of initial share price due 8/23/2022

Barclays Bank plc 6% per year, payable monthly if each stock closes at or above barrier level on the observation date for that period due 8/25/2023

Barclays Bank plc 7.7% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $44.78 for ETF, 1,511.15 for Russell, 10,400.54 for Nasdaq; 70% of initial levels due 5/23/2023

Barclays Bank plc 11.5% annualized, payable quarterly if the stock closes at or above the downside threshold on the corresponding review date due 8/22/2024

Barclays Bank plc 3.5% annualized, payable monthly if index closes at or above coupon barrier on related observation date; Coupon barrier: 2,420.15; 55% of initial level due 8/22/2024

Barclays Bank plc 16.75% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $447.84; 65% of initial level due 8/23/2022

Barclays Bank plc 22% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $482.29 for Tesla, $2,240.85 for Amazon, $1,911.98 for Alphabet; 70% of initial levels due 8/23/2023

Barclays Bank plc 22% annualized, payable quarterly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $482.29 for Tesla, $2,240.85 for Amazon, $1,911.98 for Alphabet; 70% of initial levels due 8/23/2023

Barclays Bank plc 10% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $26.31; 65% of initial level due 9/22/2022

Barclays Bank plc 0.00% due 8/22/2024

Barclays Bank plc 0.00% due 8/22/2024

Barclays Bank plc 9% per year, payable quarterly if each index closes at or above its coupon barrier level on each scheduled trading day during that observation period; Coupon barrier levels: 1,511.146 for Russell, 3,080.19 for S&P, 2,932.59 for Stoxx; 70% of initial levels due 8/22/2024

Barclays Bank plc 8.7% per year, payable quarterly if each index closes at or above its coupon barrier level on each scheduled trading day during that observation period; Coupon barrier levels: 1,511.146 for Russell, 3,080.19 for S&P, 2,932.59 for Stoxx; 70% of initial levels due 8/22/2024

Barclays Bank plc 11.7% per year, payable quarterly if the stock closes at or above coupon barrier on the valuation date for that period, plus any previously unpaid coupon; Coupon barrier level: $184.38; 70% of initial level due 8/21/2023

Barclays Bank plc SOFR plus 72 bps, capped at 3% and floor of 0%; payable quarterly due 8/20/2026

Barclays Bank plc 8.00% due 8/19/2022

Barclays Bank plc 8.1% per year, payable monthly if each underlier closes at or above coupon barrier level on observation date for that period; Coupon barrier levels: $38.80 for ETF, 3,172.27 for Stoxx, 1,667.33 for Russell; 75% of initial levels due 8/21/2024

Barclays Bank plc 19.5% per year, payable quarterly if each stock closes at or above downside threshold level on the corresponding observation date due 8/16/2024

Barclays Bank plc 7.75% due 11/17/2022

Barclays Bank plc 6.50% due 8/18/2022

Barclays Bank plc 0.00% due 2/16/2029

Barclays Bank plc 0.00% due 2/16/2023

Barclays Bank plc 0.00% due 8/18/2026

Barclays Bank plc 8.5% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 3,172.28 for Stoxx, 3,351.0 for S&P, 1,667.33 for Russell; 75% of initial levels due 8/16/2024

Barclays Bank plc 7.1% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 10,595.68 for Nasdaq, 3,127.6 for S&P, 1,556.18 for Russell; 70% of initial levels due 5/18/2023

Barclays Bank plc 8.25% per year, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 3,351.00 for S&P, 11,352.51 for Nasdaq, 1,667.33 for Russell; 75% of initial levels due 8/16/2024

Barclays Bank plc 8.25% per year, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 3,351.00 for S&P, 11,352.51 for Nasdaq, 1,667.33 for Russell; 75% of initial levels due 8/16/2024

Barclays Bank plc 9.25% per year, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 3,127.60 for S&P, 10,595.68 for Nasdaq, 1,556.18 for Russell; 70% of initial levels due 2/16/2023

Barclays Bank plc 5.6% per year, payable quarterly if each asset closes at or above coupon barrier level on the valuation date for that period; Coupon barriers: 3,351.00 for S&P, 11,352.51 for Nasdaq, 1,667.33 for Russell; 75% of initial levels due 5/16/2024

Barclays Bank plc 26% per year, payable monthly if each stock closes at or above coupon barrier on the observation date for that period; Coupon barriers: $66.86 for Wynn, $35.29 for Southwest, $16 for Carnival; 70% of initial levels due 8/16/2024

Barclays Bank plc 8% annualized, payable each quarter that stock closes at or above downside threshold on related quarterly determination date due 8/17/2023

Barclays Bank plc 14% annualized, payable each quarter that stock closes at or above downside threshold on related quarterly determination date due 8/16/2024

Barclays Bank plc 10% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $23.94; 60% of initial level due 8/16/2024

Barclays Bank plc 11.25% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $115.25; 60% of initial level due 8/17/2023

Barclays Bank plc 12.8% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $151.41; 75% of initial level due 8/16/2024

Barclays Bank plc 12.8% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $151.41; 75% of initial level due 8/16/2024

Barclays Bank plc 21.75% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $192.44 for PayPal, $182.88 for Coinbase, $187.52 for Square; 70% of initial levels due 8/16/2024

Barclays Bank plc 16.75% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier level: $430.30, 60% of initial level due 8/17/2023

Barclays Bank plc 17.45% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $430.30; 60% of initial level due 8/19/2024

Barclays Bank plc 13% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $45.37; 70% of initial level due 8/18/2022

Barclays Bank plc 11% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $26.24; 67% of initial level due 9/16/2022

Barclays Bank plc 8%, payable quarterly if stock closes at or above downside threshold on observation date for that quarter due 8/16/2024

Barclays Bank plc 8%, payable quarterly if stock closes at or above downside threshold on observation date for that quarter due 8/16/2024

Barclays Bank plc 8%, payable quarterly if stock closes at or above downside threshold on observation date for that quarter due 8/16/2024

Barclays Bank plc 0.00% due 8/17/2026

Barclays Bank plc 0.00% due 8/17/2026

Barclays Bank plc 0.00% due 9/6/2023

Barclays Bank plc 4.45% annual rate, payable quarterly if each index closes at or above coupon barrier level on related observation date; Coupon barrier levels: 3,568.66 for S&P, 1,795.26 for Russell; 80% of initial levels due 8/15/2024

Barclays Bank plc 10% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 11,316.74 for Nasdaq, 3,345.62 for S&P, 1,683.05 for Russell; 75% of initial levels due 2/15/2024

Barclays Bank plc 14.65% annualized, payable quarterly if the stock closes at or above the trigger level on the corresponding review date due 8/15/2024

Barclays Bank plc 14.4% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $32.77 for GM, $8.34 for Ford, $433.35 for Tesla; 60% of initial levels due 8/15/2024

Barclays Bank plc 16.91% per year, payable quarterly plus any previously unpaid coupons if each stock closes at or above coupon barrier related observation date; Coupon barriers: $28.91 for Delta, $33.75 for United, $14.86 for American; 70% of initial levels due 8/16/2022

Barclays Bank plc 5.45% due 9/15/2022

Barclays Bank plc 7% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 11,270.82 for Nasdaq, 3,335.77 for S&P, 1,687.76 for Russell; 75% of initial levels due 2/15/2024

Barclays Bank plc 0.00% due 10/3/2024

Barclays Bank plc 0.00% due 8/14/2025

Barclays Bank plc 18% annualized, payable quarterly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $64.61 for AMD, $36.89 for ZoomInfo, $140.69 for Okta; 60% of initial levels due 8/15/2024

Barclays Bank plc 6.5% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,113.39 for S&P, 10,519.43 for Nasdaq, 1,575.24 for Russell; 70% of initial levels due 8/16/2023

Barclays Bank plc 10.20% due 2/16/2023

Barclays Bank plc 7.25% annual rate, payable monthly if each index closes at or above coupon barrier level on related observation date; Coupon barrier levels: 1,800.27 for Russell, 12,022.2 for Nasdaq; 80% of initial levels due 8/15/2024

Barclays Bank plc SOFR plus 40 bps, capped at 3%; payable quarterly due 8/13/2024

Barclays Bank plc 5.4% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 1,679.52 for Russell, 11,290.19 for Nasdaq, 26,448.50 for Dow; 75% of initial levels due 2/14/2024

Barclays Bank plc 9.6% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $137.56; 69% of initial level due 11/15/2022

Barclays Bank plc 5.4% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 11,290.19 for Nasdaq, 1,679.52 for Russell, 3,327.56 for S&P; 75% of initial levels due 8/15/2024

Barclays Bank plc 15.4% per year, payable quarterly if shares close at or above coupon trigger level on a related determination date due 8/14/2023

Barclays Bank plc 10.5% annual rate, payable monthly if the lowest stock closes at or above coupon barrier level on related observation date; Coupon barrier levels: $13.36 for American $150.98 for Boeing and $30.79 for United Airlines, 65% of initial levels due 8/14/2024

Barclays Bank plc 7% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: 3,545.88 for S&P, 28,081.48 for Dow; 80% of initial levels due 8/14/2024

Barclays Bank plc 15.25% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $349.55; 50% of initial level due 8/14/2023

Barclays Bank plc 5% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 9,065.62 for Nasdaq, 2,661.91 for S&P; 60% of initial levels due 8/10/2023

Barclays Bank plc 6.55% per year, payable monthly if each asset closes at or above coupon barrier level on the valuation date for that period; Coupon barriers: 904.77 for MSCI Emerging Market, 10,576.55 for Nasdaq, 1,573.43 for Russell; 70% of initial levels due 5/16/2024

Barclays Bank plc 8.5% annualized, payable quarterly if the stock closes at or above 75% coupon barrier on the corresponding review date due 8/9/2024

Barclays Bank plc 14.25% annualized, payable quarterly if the stock closes at or above coupon barrier on the corresponding review date; Coupon barrier: $30.288; 60% of initial price due 8/9/2024

Barclays Bank plc 9% annualized, payable quarterly if the stock closes at or above 75% coupon barrier on the corresponding review date due 8/9/2024

Barclays Bank plc 8.5% per year, payable quarterly if each index closes at or above coupon barrier on any quarterly determination date; Coupon barrier: 1,685.821 for Russell, 3,327.39 for S&P, 3,130.905 for Stoxx; 75% of initial levels due 8/10/2023

Barclays Bank plc 16.15% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $13.85 for Carnival, $84.95 for Marriott, $312.33 for Netflix; 60% of initial levels due 8/9/2024

Barclays Bank plc 16.1% annualized, payable quarterly if the stock closes at or above the trigger level on the corresponding review date due 8/8/2024

Barclays Bank plc 10.35% due 8/8/2022

Barclays Bank plc 15.00% due 8/8/2022

Barclays Bank plc 14.50% due 8/8/2022

Barclays Bank plc 6% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 24,581.48 for Dow, 3,096.2 for S&P; 70% of initial levels due 2/9/2024

Barclays Bank plc 7% annualized, payable quarterly if each index closes at or above coupon threshold on observation date for that period; Coupon threshold: 1,667.68575 for Russell, 3,317.3625 for S&P, 11,296.065 for Nasdaq; 75% of initial levels due 8/8/2024

Barclays Bank plc 12% annual rate, payable quarterly if stock closes at or above coupon barrier on review date for that quarter; previously unpaid coupons will also be paid; Coupon barrier: $2,994.83; 90% of initial price due 8/4/2022

Barclays Bank plc 18.25% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $32.74; 80% of initial level due 8/2/2024

Barclays Bank plc 18.25% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $32.74; 80% of initial level due 8/2/2024

Barclays Bank plc Paid monthly at 7.15% per year if each component closes at or above coupon barrier level on the determination date for that month; Coupon barrier levels: 26,201.60 for Dow, 1,669.68 for Russell, 3,296.44 for S&P; 75% of initial levels due 1/31/2023

Barclays Bank plc 6.5% annual rate, payable quarterly if each index closes at or above interest barrier level on review date for that period; Interest barriers: 3,076.68 for S&P, 1,558.37 for Russell; 70% of initial levels due 1/31/2023

Barclays Bank plc 0.00% due 7/31/2024

Barclays Bank plc 0.00% due 8/4/2026

Barclays Bank plc 0.00% due 1/31/2024

Barclays Bank plc 0.00% due 8/31/2022

Barclays Bank plc 0.00% due 8/4/2026

Barclays Bank plc 0.00% due 8/4/2026

Barclays Bank plc 12.5% per year, payable quarterly if the stock closes at or above coupon barrier on the valuation date for that period; Coupon barrier level: $27.93; 70% of initial level due 8/3/2023

Barclays Bank plc 9% per year, payable quarterly if each index closes at or above coupon barrier level on each day of that quarter; Coupon barriers: 3,296.45 for S&P, 1,669.69 for Russell and 3,066.98 for Stoxx; 75% of initial levels due 8/2/2024

Barclays Bank plc 24% per year, payable monthly if each stock closes at or above coupon barrier on the observation date for that period; Coupon barriers: $481.04 for Tesla, $9.76 for Ford, $39.79 for GM; 70% of initial levels due 8/2/2024

Barclays Bank plc 8.75%, payable monthly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 10,471.93 Nasdaq, 894.46 for MSCI EM, 1,558.37 for Russell; 70% of initial levels due 7/31/2024

Barclays Bank plc 6.4% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 11,219.93 for Nasdaq, 3,296.45 for S&P, 1,669.68 for Russell; 75% of initial levels due 7/31/2024

Barclays Bank plc 7% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 10,471.93 for Nasdaq, 3,076.68 for S&P, 1,558.37 for Russell; 70% of initial levels due 5/3/2023

Barclays Bank plc 7.85% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 11,219.93 for Nasdaq, 3,296.45 for S&P, 1,669.68 for Russell; 75% of initial levels due 7/31/2024

Barclays Bank plc 7% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 10,471.93 for Nasdaq, 3,076.68 for S&P, 1,558.37 for Russell; 70% of initial levels due 1/31/2023

Barclays Bank plc 9% per year, payable quarterly if each index closes at or above coupon barrier on each day of that quarter; Coupon barriers: 3,296.45 for S&P, 1,669.69 for Russell, 3,066.98 for Stoxx; 75% of initial levels due 8/2/2024

Barclays Bank plc 9% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 23,711.97 for Dow, 1,612.43 for Russell, 9,991.97 for Nasdaq; 70% of initial levels due 1/31/2023

Barclays Bank plc 7% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 3,296.45 for S&P, 1,669.68 for Russell, 11,219.93 for Nasdaq; 75% of initial levels due 8/2/2024

Barclays Bank plc 5% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 2,637.16 for S&P, 1,335.75 for Russell; 60% of initial levels due 8/3/2023

Barclays Bank plc 15.25% annualized, payable quarterly if the stock closes at or above the trigger price on the corresponding review date due 8/2/2024

Barclays Bank plc 0.00% due 1/31/2024

Barclays Bank plc 0.00% due 8/3/2028

Barclays Bank plc 0.00% due 8/4/2027

Barclays Bank plc 0.00% due 7/31/2026

Barclays Bank plc 10.5% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $102.10 for Apple, $174.24 for Fiverr, $104.89 for Xilinx; 70% of initial levels due 8/3/2023

Barclays Bank plc 10.2% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $42.05; 75% of initial level due 8/2/2024

Barclays Bank plc 11.85% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $27.93; 70% of initial level due 8/3/2023

Barclays Bank plc 10% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $9.76; 70% of initial level due 8/31/2022

Barclays Bank plc 15.6% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $14.42; 60% of initial level due 8/2/2024

Barclays Bank plc 12.6% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $146.24; 75% of initial level due 8/2/2024

Barclays Bank plc 5.75% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 11,219.93 for Nasdaq, 1,669.68 for Russell; 75% of initial levels due 1/31/2023

Barclays Bank plc 16.25% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $412.32; 60% of initial level due 8/2/2024

Barclays Bank plc 13.6% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $28.65; 70% of initial level due 8/2/2024

Barclays Bank plc 12% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $28.65; 70% of initial level due 8/31/2022

Barclays Bank plc 7.4% annual rate, payable monthly if each index closes at or above coupon barrier level on related observation date; Coupon barrier levels: 1,792.02 for Russell, 12,038.69 for Nasdaq; 80% of initial levels due 8/1/2024

Barclays Bank plc 0.00% due 2/2/2023

Barclays Bank plc 6% per year, payable quarterly if each index closes at or above coupon barrier on observation date for that period; Coupon barriers: 3,093.41 for S&P, 1,568.02 for Russell, 10,533.85 for Nasdaq; 70% of initial levels due 7/31/2024

Barclays Bank plc 5.00% due 1/31/2023

Barclays Bank plc 0.00% due 9/30/2022

Barclays Bank plc 9.1% annualized, payable monthly if the ETF closes at or above the 80% coupon barrier on the corresponding review date due 8/2/2022

Barclays Bank plc 18.75% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $85.98 for Airbnb, $388.19 for Tesla; 60% of initial levels due 7/30/2024

Barclays Bank plc 8.85% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $9.01; 65% of initial level due 7/31/2024

Barclays Bank plc 9.05% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $79.25; 65% of initial level due 8/2/2023

Barclays Bank plc 21.5% annualized, payable quarterly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $61.30 for Wynn, $27.68 for Uber, $85.98 for Airbnb, $12.98 for American; 60% of initial levels due 7/31/2024

Barclays Bank plc 10.25% per year, payable quarterly if stock closes at or above downside threshold on observation date for that quarter due 8/1/2023

Barclays Bank plc 0.00% due 11/2/2022

Barclays Bank plc Contingent quarterly coupon of 5.25% if each component closes at or above coupon barrier level on the determination date for that quarter; Coupon barrier levels: 26,293.89 for Dow, 1,643.87 for Russell, 3,301.10 for S&P; 75% of initial levels due 1/31/2023

Barclays Bank plc 7.5% per year, payable monthly if the basket closes at or above coupon barrier on the related observation date; Coupon barrier: 70% of initial level due 8/1/2023

Barclays Bank plc Contingent quarterly coupon of 5.5% if each component closes at or above coupon barrier level on the determination date for that quarter; Coupon barrier levels: 11,217.73 for Nasdaq, 1,643.87 for Russell, 3,301.10 for S&P; 75% of initial levels due 4/28/2023

Barclays Bank plc 5.75% annual rate, payable quarterly if each index closes at or above coupon barrier level on review date for that period; Coupon barrier: 11,217.73 for Nasdaq, 1,643.87 for Russell; 75% of initial levels due 1/31/2023

Barclays Bank plc 9.5% per year, payable quarterly if each stock closes at or above coupon barrier level on the corresponding observation date; Coupon barrier levels: $31.024 for Citizens, $25.466 for Fifth Third, $161.028 for Signature; 70% of initial levels due 8/1/2024

Barclays Bank plc 0.00% due 7/31/2025

Barclays Bank plc 0.00% due 7/30/2026

Barclays Bank plc 0.00% due 7/30/2026

Barclays Bank plc 0.00% due 7/30/2026

Barclays Bank plc 7% annual rate, payable monthly if each underlier closes at or above coupon barrier level on related observation date; Coupon barrier levels: $26.94 for ETF, 1,753.47 for Russell; 80% of initial levels due 4/30/2024

Barclays Bank plc 5% annual rate, payable quarterly if each underlier closes at or above coupon barrier level on related observation date; Coupon barrier levels: $26.94 for ETF, 1,753.47 for Russell; 80% of initial levels due 7/31/2023

Barclays Bank plc 7.5% annual rate, payable monthly if each ETF closes at or above coupon barrier level on related observation date; Coupon barrier levels: $26.94 for VanEck, $34.27 for SPDR; 80% of initial levels due 4/30/2024

Barclays Bank plc 0.00% due 7/31/2025

Barclays Bank plc 0.00% due 7/31/2024

Barclays Bank plc 0.00% due 7/31/2023

Barclays Bank plc 2.40% due 7/31/2024

Barclays Bank plc 0.00% due 7/31/2023

Barclays Bank plc 0.00% due 7/30/2026

Barclays Bank plc 0.00% due 1/31/2023

Barclays Bank plc 5% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 11,965.58 for Nasdaq, 3,521.17 for S&P, 1,753.47 for Russell; 80% of initial levels due 4/28/2023

Barclays Bank plc 6.6% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 10,469.88 for Nasdaq, 3,081.02 for S&P, 1,534.28 for Russell; 70% of initial levels due 4/28/2023

Barclays Bank plc 5.65% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 11,217.73 for Nasdaq, 3,301.1 for S&P, 1,643.87 for Russell; 75% of initial levels due 7/31/2024

Barclays Bank plc 7% per year, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 3,081.02 for S&P, 1,534.28 for Russell 10,469.88 for Nasdaq; 70% of initial levels due 5/2/2023

Barclays Bank plc 5.45% per year, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 3,081.02 for S&P, 1,534.28 for Russell 10,469.88 for Nasdaq; 70% of initial levels due 4/28/2023

Barclays Bank plc 5% annual rate, payable monthly if each index closes at or above coupon barrier level on related observation date; Coupon barrier levels: 1,643.87 for Russell, 11,217.73 for Nasdaq; 75% of initial levels due 4/28/2023

Barclays Bank plc 6.25% per year, payable each month if each asset closes at or above coupon barrier value on observation date for that period; Coupon barriers: 3,081.02 for index, $34.48 for ETF; 70% of initial levels due 4/30/2024

Barclays Bank plc 0.00% due 7/31/2023

Barclays Bank plc 0.00% due 7/31/2028

Barclays Bank plc 5% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 24,540.96 for Dow, 10,469.88 for Nasdaq, 1,534.28 for Russell; 70% of initial levels due 7/31/2024

Barclays Bank plc 13.5% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $7.58 for Ford, $50.88 for Caesars, $109.71 for Etsy; 55% of initial levels due 7/31/2024

Barclays Bank plc 5.5% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 876.70 for MSCI EM, 10,469.88 for Nasdaq, 1,534.28 for Russell; 70% of initial levels due 7/31/2024

Barclays Bank plc 18.65% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $322.39 for Tesla, $19.68 for NIO; 50% of initial levels due 8/1/2024

Barclays Bank plc 10.75% per year, payable quarterly if shares close at or above coupon trigger level on a related determination date; Coupon trigger level: $179.62; 50% of initial share price due 7/26/2024

Barclays Bank plc 10.05% annual rate, payable quarterly if stock closes at or above coupon barrier on review date for that quarter; previously unpaid coupons will also be paid; Coupon barrier: $126.02; 80% of initial price due 7/21/2022

Barclays Bank plc 13.65% due 7/28/2022

Barclays Bank plc 13.65% due 7/28/2022

Barclays Bank plc 3.65% due 7/28/2025

Barclays Bank plc 0.00% due 6/3/2024

Barclays Bank plc 7% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 11,333.84 for Nasdaq, 26,296.16 for Dow, 1,657.24 for Russell; 75% of initial levels due 1/28/2025

Barclays Bank plc 7.5% annualized, payable quarterly if each asset closes at or above its coupon barrier on observation date for that period; Coupon barriers: $39.38 for ETF, 1,657.24 for Russell and 11,333.84 for Nasdaq; 75% of initial levels due 7/26/2024

Barclays Bank plc 8% annualized, payable monthly if each asset closes at or above its coupon barrier on observation date for that period; Coupon barriers: $36.76 for ETF, 1,546.75 for Russell and 3,088.25 for S&P; 70% of initial levels due 7/26/2024

Barclays Bank plc 6% per year, payable quarterly if each ETF closes at or above coupon barrier level on the observation date for that period; Coupon barriers: $304.82 for SPDR, $152.97 for iShares; 70% of initial levels due 7/25/2024

Barclays Bank plc 9.1% annualized, payable quarterly if the stock closes at or above the trigger level on the corresponding review date due 7/26/2024

Barclays Bank plc 8% per year, payable quarterly if each index closes at or above downside threshold level on observation date for that period due 7/26/2024

Barclays Bank plc 0.00% due 7/29/2027

Barclays Bank plc 0.00% due 7/30/2026

Barclays Bank plc 0.00% due 1/27/2028

Barclays Bank plc 0.00% due 7/27/2028

Barclays Bank plc 9.35% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $118.85; 80% of initial level due 7/28/2022

Barclays Bank plc 17.25% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $10.59 for Cleveland-Cliffs, $7.10 for Ford; 50% of initial levels due 7/26/2024

Barclays Bank plc 5.2% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 12,089.43 for Nasdaq, 1,767.72 for Russell, 3,529.43 for S&P; 80% of initial levels due 7/27/2023

Barclays Bank plc 10.45% per year, payable quarterly if the ETF closes at or above its coupon barrier on related observation date; Coupon barrier: $57.53; 70% of initial price due 1/26/2023

Barclays Bank plc 8.25%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barriers: 1,546.754 for Russell and 10,578.25 for Nasdaq-100, 70% of initial levels due 7/26/2024

Barclays Bank plc 6.25%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barriers: 1,546.754 for Russell and 10,578.25 for Nasdaq-100, 70% of initial levels due 7/26/2024

Barclays Bank plc 0.00% due 7/25/2024

Barclays Bank plc 8.35% per year, payable monthly if each stock closes at or above coupon barrier on the observation date for that period; Coupon barriers: $185.99 for Microsoft, $95.42 for Apple, $2,364.72 for Amazon; 65% of initial levels due 7/25/2024

Barclays Bank plc 26% per year, payable monthly if each stock closes at or above coupon barrier on the observation date for that period; Coupon barriers: $454.48 for Tesla, $9.74 for Ford, $38.95 for GM; 70% of initial levels due 7/25/2024

Barclays Bank plc 7% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 26,117.51 for Dow, 1,649.61 for Russell, 11,205.13 for Nasdaq; 75% of initial levels due 7/24/2023

Barclays Bank plc 6.05% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 3,493.98 for S&P, 1,759.58 for Russell, 11,952.14 for Nasdaq; 80% of initial levels due 7/25/2024

Barclays Bank plc 6.6% per year, payable quarterly if the index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,458.45; 80% of initial levels due 1/25/2023

Barclays Bank plc 9.43% per year, payable quarterly if each index closes at or above coupon barrier on any quarterly determination date; Coupon barrier: 1,649.606 for Russell, 3,275.61 for S&P, 3,044.288 for Stoxx; 75% of initial levels due 1/25/2024

Barclays Bank plc 15% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $174.92; 66.5% of initial level due 7/26/2023

Barclays Bank plc 15% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $72.46; 65.75% of initial level due 7/26/2023

Barclays Bank plc 9.13%, payable quarterly if stock closes at or above downside threshold on observation date for that quarter due 7/27/2023

Barclays Bank plc 8% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barrier levels: 3,051.08 for S&P, 1,563.83 for Russell, 2,818.68 for Stoxx; 70% of initial levels due 7/25/2024

Barclays Bank plc 5.25% per year, payable quarterly if each stock closes at or above downside threshold level on the corresponding observation date due 7/25/2024

Barclays Bank plc 0.00% due 8/17/2022

Barclays Bank plc 0.00% due 5/5/2026

Barclays Bank plc 13.5% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $87.69 for Apple, $250.32 for Roku, $130.29 for Boeing; 60% of initial levels due 7/25/2024

Barclays Bank plc 10.5% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $151.34; 60% of initial level due 7/25/2024

Barclays Bank plc 2% initially, stepping up to 3% on July 22, 2028; payable semiannually due 7/22/2033

Barclays Bank plc 8.25% per year, payable quarterly if each index closes at or above its coupon barrier level on each scheduled trading day during that observation date; Coupon barriers: 1,491.476 for Russell, 922.05 for MSCI EM, 2,980.94 for S&P; 70% of initial levels due 1/24/2025

Barclays Bank plc 0.00% due 1/22/2024

Barclays Bank plc 11.6% per year, payable quarterly if each stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier levels: $95.15 for Apple, $2,322.86 for Amazon and $344.70 for Netflix; 65% of initial levels due 7/19/2024

Barclays Bank plc 10.45% per year, payable quarterly if each stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier levels: $95.15 for Apple, $2,322.86 for Amazon and $344.70 for Netflix; 65% of initial levels due 7/19/2024

Barclays Bank plc 10.55% due 7/19/2024

Barclays Bank plc 0.00% due 7/21/2026

Barclays Bank plc 20% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $1,786.82 for Amazon, $180.98 for Zoom, $322.11 for Tesla, $265.16 for Netflix; 50% of initial levels due 7/19/2024

Barclays Bank plc 9.35% per year, payable quarterly if each underlying closes at or above coupon barrier level on observation date for that period; Coupon barrier levels: 11,096.02 for Nasdaq, $59.18 for ETF, 1,642.72 for Russell; 75% of initial levels due 7/20/2023

Barclays Bank plc 9% per year, payable monthly if each underlying closes at or above barrier level on observation date for that period due 7/19/2024

Barclays Bank plc 8% annualized, payable monthly if each asset closes at or above its coupon barrier on observation date for that period; Coupon barriers: $40.19 for ETF, 1,622.43 for Russell and 3,245.37 for S&P; 75% of initial levels due 7/20/2023

Barclays Bank plc 8% annualized, payable quarterly if the stock closes at or above the trigger level on the corresponding review date due 7/19/2024

Barclays Bank plc 10.5% annualized, payable quarterly if the stock closes at or above the trigger level on the corresponding review date due 7/19/2024

Barclays Bank plc 9% annualized, payable quarterly if the stock closes at or above the trigger level on the corresponding review date due 7/19/2024

Barclays Bank plc 7.75% per year, payable quarterly if each index closes at or above downside threshold level on observation date for that period due 7/20/2023

Barclays Bank plc 12.5% annualized, payable quarterly if the stock closes at or above the trigger level on the corresponding review date due 7/19/2024

Barclays Bank plc 12.25% annualized, payable quarterly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $73.19 for Apple, $143.22 for Moderna and $363.22 for Nvidia; 50% of initial levels due 1/22/2024

Barclays Bank plc 0.00% due 7/25/2024

Barclays Bank plc 0.00% due 7/25/2024

Barclays Bank plc 8%, payable quarterly if stock closes at or above downside threshold on observation date for that quarter due 7/19/2024

Barclays Bank plc 7%, payable quarterly if stock closes at or above downside threshold on observation date for that quarter due 7/19/2024

Barclays Bank plc 6.05% annual rate, payable quarterly if each ETF closes at or above coupon barrier on observation date; Coupon barriers: $150.47 for Russell and $250.32 for QQQ, 70% of initial levels due 7/19/2024

Barclays Bank plc 8.05% annual rate, payable quarterly if each ETF closes at or above coupon barrier on observation date; Coupon barriers: $150.47 for Russell and $250.32 for QQQ, 70% of initial levels due 7/19/2024

Barclays Bank plc 8%, payable quarterly if stock closes at or above downside threshold on observation date for that quarter due 7/19/2024

Barclays Bank plc 9.9% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 3,270.02 for S&P, 1,642.72 for Russell, 1,011.36 for MSCI EM; 75% of initial levels due 7/18/2024

Barclays Bank plc 7.5% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 3,052.02 for S&P, 1,533.21 for Russell, 10,356.28 for Nasdaq; 70% of initial levels due 7/18/2024

Barclays Bank plc 9.5% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $37.81 for ETF, 1,533.21 for Russell, 10,356.28for Nasdaq; 70% of initial levels due 7/18/2024

Barclays Bank plc 6% per year, payable quarterly if each ETF closes at or above coupon barrier on the observation date for that period; Coupon barriers: $283.56 for SPDR, $142.27 for iShares; 65% of initial levels due 7/22/2024

Barclays Bank plc 14% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $12.88; 60% of initial level due 7/18/2024

Barclays Bank plc 5.5% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 10,356.28 for Nasdaq, 1,533.21 for Russell, 3,052.02 for S&P; 70% of initial levels due 7/19/2023

Barclays Bank plc 0.00% due 7/31/2026

Barclays Bank plc 8.6%, payable quarterly if stock closes at or above downside threshold on observation date for that quarter due 7/20/2022

Barclays Bank plc 8.6% per year, payable quarterly if stock closes at or above downside threshold on observation date for that quarter due 7/20/2022

Barclays Bank plc 5.65% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 3,280.73 for S&P, 1,651.77 for Russell, 11,175.33 for Nasdaq; 75% of initial levels due 7/18/2024

Barclays Bank plc 9.4% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $40.41 for ETF, 1,651.77 for Russell, 3,280.73 for S&P; 75% of initial levels due 7/18/2024

Barclays Bank plc 12% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $392.03; 60% of initial level due 1/16/2024

Barclays Bank plc 8.5% per year, payable quarterly if each index closes at or above its coupon barrier level on each scheduled trading day during that observation date; Coupon barriers: 1,541.651 for Russell, 3,062.01 for S&P, 10,430.31 for Nasdaq; 70% of initial levels due 7/18/2024

Barclays Bank plc 8.9% per year, payable quarterly plus any previously unpaid coupons if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $41.11 for GM, $10.09 for Ford; 75% of initial levels due 7/18/2022

Barclays Bank plc 6.75% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 3,058.45 for S&P, 1,567.2 for Russell, 10,412.18 for Nasdaq; 70% of initial levels due 7/18/2023

Barclays Bank plc 11.35% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $24.00 for ETF, 1,567.2 for Russell, 10,412.18 for Nasdaq; 70% of initial levels due 4/18/2023

Barclays Bank plc 8% per year, payable quarterly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $45.44 for ETF, 1,597.28 for Russell, 928.78 for MSCI EM; 70% of initial levels due 7/17/2023

Barclays Bank plc 5% per year, payable monthly if each index closes at or above its coupon barrier on the observation date for that period; Coupon barriers: 23,097.48 for Dow, 2,893.86 for S&P, 9,819.41 for Nasdaq; 66% of initial levels due 7/17/2024

Barclays Bank plc 24.15% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $111.43 for Enphase, $411.42 for Tesla; 60% of initial levels due 7/15/2022

Barclays Bank plc 10.65% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $9.93; 68% of initial level due 8/17/2022

Barclays Bank plc 8.75% per year, payable monthly if each stock closes at or above coupon barrier related observation date; Coupon barriers: $72.85 for Chevron, $39.25 for Verizon, $54.59 for Merck; 70% of initial levels due 7/12/2024

Barclays Bank plc 8% per year, payable quarterly if each index closes at or above its coupon barrier on the observation date for that period; Coupon barriers: 3,277.16 for S&P, 1,710.0 for Russell, 11,119.57 for Nasdaq; 75% of initial levels due 7/12/2024

Barclays Bank plc 11.05% per year, payable monthly if each asset closes at or above its coupon barrier on the observation date for that period; Coupon barriers: $22.34 for Gold Miners, 1,482.0 for Russell, 9,636.96 for Nasdaq; 65% of initial levels due 10/13/2022

Barclays Bank plc 8.4% per year, payable monthly if each asset closes at or above coupon barrier on the observation date for that period; Coupon barriers: $37.48 for iShares MSCI Emerging Markets, 1,596.0 for Russell, 3,058.68 for S&P; 70% of initial levels due 7/12/2024

Barclays Bank plc 8% per year, payable monthly if each asset closes at or above its coupon barrier on the observation date for that period; Coupon barriers: $37.48 for iShares MSCI Emerging Markets, 1,596.0 for Russell, 3,058.68 for S&P; 70% of initial levels due 1/12/2024

Barclays Bank plc 20% per year, payable monthly if each stock closes at or above coupon barrier on the observation date for that period; Coupon barriers: $328.48 for Tesla, $192.54 for Zoom, $1,859.67 for Amazon, $267.99 for Netflix; 50% of initial levels due 7/12/2024

Barclays Bank plc 10% annualized, payable quarterly if the stock closes at or above the downside threshold on the corresponding review date due 7/12/2024

Barclays Bank plc 8.75% annualized, payable quarterly if the stock closes at or above the downside threshold on the corresponding review date due 7/12/2024

Barclays Bank plc 10.45%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 7/12/2024

Barclays Bank plc 20%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 7/12/2024

Barclays Bank plc 16.75%, payable monthly if stock closes at or above trigger price on observation date for that month due 7/14/2022

Barclays Bank plc 18.75%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 7/14/2022

Barclays Bank plc 8.5% per year, payable quarterly if each index closes at or above its coupon barrier level on each scheduled trading day during that observation period; Coupon barrier levels: 1,596.004 for Russell, 3,058.69 for S&P, 922.72 for MSCI EM; 70% of initial levels due 1/12/2024

Barclays Bank plc 8.35% per year, payable quarterly if each index closes at or above its coupon barrier level on each scheduled trading day during that observation date; Coupon barrier levels: 1,596.004 for Russell, 3,058.69 for S&P, 922.72 for MSCI EM; 70% of initial levels due 7/12/2024

Barclays Bank plc 8.2% per year, payable quarterly if each index closes at or above its coupon barrier level on each scheduled trading day during that observation date; Coupon barrier levels: 1,596.004 for Russell, 3,058.69 for S&P, 10,378.26 for Nasdaq; 70% of initial levels due 7/12/2024

Barclays Bank plc 7.25% due 7/13/2022

Barclays Bank plc 13.35% per year, payable monthly if each stock closes at or above coupon barrier on the observation date for that period; Coupon barriers: $120.96 for Disney, $62.82 for AMD; 70% of initial levels due 7/11/2024

Barclays Bank plc 8.4% annual rate, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barriers: 1,053.0 for EM, 1,785.342 for Russell, 3,456.66 for S&P; 80% of initial levels due 7/11/2024

Barclays Bank plc 5.75% annual rate, payable quarterly if each index closes at or above coupon barrier level on review date for that period; Coupon barrier: 3,050.69 for S&P, 10,367.38 for Nasdaq, 1,577.0 for Russell; 70% of initial levels due 7/11/2024

Barclays Bank plc 8.1% per year, payable quarterly if each index closes at or above the downside threshold on every trading day during the relevant observation period due 1/11/2024

Barclays Bank plc 28.5% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $419.02 for Tesla, $144.24 for Moderna, $173.89 for CrowdStrike; 65% of initial levels due 7/11/2024

Barclays Bank plc 13.3% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $29.96; 70% of initial level due 7/11/2024

Barclays Bank plc 8% per year, payable quarterly if each index closes at or above its coupon barrier level on every scheduled trading day during that observation period; Coupon barrier levels: 1,576.993 for Russell, 3,050.69 for S&P, 938.48 for MSCI Emerging Markets; 70% of initial levels due 1/11/2024

Barclays Bank plc 0.00% due 7/8/2026

Barclays Bank plc 9% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 3,059.17 for Stoxx, 3,239.96 for S&P, 1,747.02 for Russell; 75% of initial levels due 7/10/2024

Barclays Bank plc 5.65% annualized, payable monthly if each underlier closes at or above coupon barrier on related observation date; Coupon barriers: 10,192.03 for Nasdaq, 1,630.55 for Russell, $38.37 for ETF; 70% of initial levels due 7/11/2024

Barclays Bank plc 14.1% per year, payable quarterly if the stock closes at or above the coupon barrier on the valuation date for that period; Coupon barrier levels: $39.80; 75% of initial levels due 7/7/2023

Barclays Bank plc 6.75% annualized, payable quarterly if the stock closes at or above downside threshold on the corresponding review date due 7/8/2024

Barclays Bank plc 7.65% annualized, payable quarterly if the stock closes at or above the downside threshold on the corresponding review date due 7/7/2023

Barclays Bank plc 8.25% annualized, payable quarterly if the stock closes at or above downside threshold on the corresponding review date due 7/8/2024

Barclays Bank plc 10% annualized, payable quarterly if the stock closes at or above the downside threshold on the corresponding review date due 7/8/2024

Barclays Bank plc 10.15% annualized, payable quarterly if the stock closes at or above the downside threshold on the corresponding review date due 7/8/2024

Barclays Bank plc 19.5% per year, payable quarterly if each stock closes at or above downside threshold level on the corresponding observation date due 7/8/2024

Barclays Bank plc 13% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $22.43 for Blink, $30.24 for NIO; 60% of initial levels due 7/7/2023

Barclays Bank plc 11.2% per year, payable monthly if each underlier closes at or above its coupon barrier on the observation date for that period; Coupon barriers: $22.07 for ETF, 1,514.08 for Russell, 9,464.03 for Nasdaq; 65% of initial levels due 10/6/2022

Barclays Bank plc 21% per year, payable monthly if each stock closes at or above its coupon barrier on the observation date for that period; Coupon barriers: $338.96 for Tesla, $193.24 for Zoom, $1,716.49 for Amazon, $266.77 for Netflix; 50% of initial levels due 7/7/2023

Barclays Bank plc 4.25% due 7/7/2023

Barclays Bank plc 7.15% per year, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,008.25 for S&P, 1,617.38 for Russell; 70% of initial levels due 12/30/2022

Barclays Bank plc 0.00% due 6/28/2024

Barclays Bank plc 0.00% due 6/30/2026

Barclays Bank plc 0.00% due 7/5/2024

Barclays Bank plc 0.00% due 1/5/2023

Barclays Bank plc 0.00% due 12/29/2023

Barclays Bank plc 0.00% due 6/30/2026

Barclays Bank plc 0.00% due 7/29/2022

Barclays Bank plc 0.00% due 6/30/2023

Barclays Bank plc 6.55%, payable quarterly if each index closes above its coupon barrier on the related observation date; Coupon barriers: 3,008.25 for S&P, 10,188.36 for Nasdaq, 1,617.38 for Russell; 70% of initial levels due 7/5/2024

Barclays Bank plc 10.6% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 1,099.71 for MSCI Emerging Markets, 1,848.44 for Russell, 11,643.84 for Nasdaq; 80% of initial levels due 7/3/2024

Barclays Bank plc 9.6% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 962.25 for MSCI Emerging Markets, 1,617.38 for Russell, 10,188.36 for Nasdaq; 70% of initial levels due 6/28/2024

Barclays Bank plc 9% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 962.25 for MSCI Emerging Markets, 1,617.38 for Russell, 10,188.36 for Nasdaq; 70% of initial levels due 3/31/2023

Barclays Bank plc 8% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 3,008.25 for S&P, 1,617.38 for Russell, 10,188.36 for Nasdaq; 70% of initial levels due 6/28/2024

Barclays Bank plc 8.3% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 3,008.25 for S&P, 1,617.38 for Russell, 10,188.36 for Nasdaq; 70% of initial levels due 12/30/2022

Barclays Bank plc 6% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 3,223.13 for S&P, 1,732.91 for Russell, 10,916.1 for Nasdaq; 75% of initial levels due 3/31/2023

Barclays Bank plc 7% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 3,008.25 for S&P, 1,617.38 for Russell, 10,188.36 for Nasdaq; 70% of initial levels due 7/5/2024

Barclays Bank plc 10.3% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 3,008.25 for S&P, 1,617.38 for Russell, 10,188.36 for Nasdaq; 70% of initial levels due 12/30/2022

Barclays Bank plc 8.25% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 3,008.25 for S&P, 1,617.38 for Russell, 10,188.36 for Nasdaq; 70% of initial levels due 4/4/2023

Barclays Bank plc 8.15% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $41.36 for ETF, 1,732.91 for Russell, 3,223.13 for S&P; 75% of initial levels due 7/6/2023

Barclays Bank plc 9% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $44.12 for ETF, 1,848.44 for Russell, 3,438.0 for S&P; 80% of initial levels due 7/5/2024

Barclays Bank plc 20.25% per year, payable monthly if each stock closes at or above coupon barrier on the observation date for that period; Coupon barriers: $353.57 for Thermo Fisher, $144.33 for NXP, $178.56 for CrowdStrike; 70% of initial levels due 7/6/2023

Barclays Bank plc 11.2% annualized, payable quarterly if the ETF closes at or above coupon barrier on the corresponding review date; Coupon barrier: $67.683; 70% of initial price due 7/5/2024

Barclays Bank plc 0.00% due 7/6/2028

Barclays Bank plc 0.00% due 10/6/2022

Barclays Bank plc 0.00% due 7/6/2027

Barclays Bank plc 0.00% due 6/30/2026

Barclays Bank plc 0.00% due 10/5/2022

Barclays Bank plc 11%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 7/6/2023

Barclays Bank plc 13.1%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 7/5/2024

Barclays Bank plc 7.1% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 10,916.10 for Nasdaq, 1,732.91 for Russell; 75% of initial levels due 12/30/2022

Barclays Bank plc 6% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,223.12 for S&P, 1,732.91 for Russell; 75% of initial levels due 9/30/2022

Barclays Bank plc 18.6% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $407.82; 60% of initial level due 7/5/2024

Barclays Bank plc 0.00% due 7/6/2027

Barclays Bank plc 0.00% due 7/5/2023

Barclays Bank plc 6.5% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; coupon payment events will include any previously unpaid coupons; Coupon barriers: 10,929.56 for Nasdaq, 3,218.85 for S&P, 1,731.63 for Russell; 75% of initial levels due 7/5/2022

Barclays Bank plc 5.75% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 10,200.92 for Nasdaq, 3,004.26 for S&P, 1,616.19 for Russell; 70% of initial levels due 7/3/2024

Barclays Bank plc 12% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $70.38; 56% of initial level due 8/3/2022

Barclays Bank plc 8.45% due 7/5/2022

Barclays Bank plc 10.00% due 7/5/2022

Barclays Bank plc 0.00% due 7/2/2026

Barclays Bank plc Contingent quarterly coupon of 4.4% if each component closes at or above 80% coupon barrier level on the determination date for that quarter due 7/3/2024

Barclays Bank plc 0.00% due 1/3/2023

Barclays Bank plc 6.35% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barrier levels: 3,003.43 for S&P, 10,167.49 or Nasdaq, 1,625.64 for Russell; 70% of initial levels due 7/3/2024

Barclays Bank plc 8% per month, payable monthly if each underlying asset closes at or above coupon barrier level on the related monthly observation date; Coupon barriers: 3,003.43 for S&P, 1,625.64 for Russell and $23.79 for ETF, 70% of initial levels due 1/3/2023

Barclays Bank plc 10.35% annualized, payable quarterly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $8.98 for Ford, $143.98 for Boeing, $82.86 for Walmart, $221.23 for Goldman Sachs; 60% of initial levels due 7/3/2024

Barclays Bank plc 10.45% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier level: $10.72, 60% of initial level due 1/3/2023

Barclays Bank plc 5.05% annualized, payable quarterly if the index closes at or above coupon barrier on related observation date; Coupon barrier: 3,003.43;70% of initial level due 6/28/2024

Barclays Bank plc 16% annualized, payable quarterly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $1,031.48 for Shopify, $260.73 for Zoom and $153.19 for Zscaler; 70% of initial levels due 6/29/2023

Barclays Bank plc 8.76% per year, payable quarterly if each index closes at or above its downside threshold level on every scheduled trading day during that observation period due 4/3/2024

Barclays Bank plc 0.00% due 6/30/2031

Barclays Bank plc 8.25% per year, payable monthly if the basket closes at or above coupon barrier on the related observation date; Coupon barrier: 70% of initial levels due 6/29/2023

Barclays Bank plc 5.15% annual rate, payable quarterly if each index closes at or above coupon barrier level on review date for that period; Coupon barrier: 2,996.49 for S&P, 1,634.08 for Russell; 70% of initial levels due 12/30/2022

Barclays Bank plc 6% per year, payable quarterly if each stock closes at or above downside threshold level on the corresponding observation date due 6/28/2024

Barclays Bank plc 0.00% due 6/28/2024

Barclays Bank plc 0.00% due 6/30/2025

Barclays Bank plc 0.00% due 6/30/2026

Barclays Bank plc 6.35% annual rate, payable monthly if each ETF closes at or above coupon barrier level on related observation date; Coupon barrier levels: $27.49 for VanEck, $19.34 for iShares; 80% of initial levels due 6/28/2024

Barclays Bank plc 7.5% annual rate, payable monthly if each underlier closes at or above coupon barrier level on related observation date; Coupon barrier levels: $27.49 for ETF, 1,867.52 for Russell; 80% of initial levels due 3/28/2024

Barclays Bank plc 9.05% annual rate, payable monthly if each ETF closes at or above coupon barrier level on related observation date; Coupon barrier levels: $27.49 for VanEck, $34.42 for SPDR; 80% of initial levels due 3/28/2024

Barclays Bank plc 0.00% due 6/30/2025

Barclays Bank plc 0.00% due 6/28/2024

Barclays Bank plc 0.00% due 6/29/2023

Barclays Bank plc 0.00% due 12/30/2022

Barclays Bank plc 0.00% due 6/30/2026

Barclays Bank plc 0.00% due 6/30/2023

Barclays Bank plc 0.00% due 6/30/2027

Barclays Bank plc 0.00% due 7/29/2022

Barclays Bank plc 6.5% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 10,041.63 for Nasdaq, 965.71 for MSCI EM, 1,634.08 for Russell; 70% of initial levels due 3/31/2023

Barclays Bank plc 7% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 10,041.63 for Nasdaq, 2,996.49 for S&P, 1,634.08 for Russell; 70% of initial levels due 6/28/2024

Barclays Bank plc 6% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 10,041.63 for Nasdaq, 2,996.49 for S&P, 1,634.08 for Russell; 70% of initial levels due 3/30/2023

Barclays Bank plc 5.65% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 10,758.89 for Nasdaq, 3,210.52 for S&P, 1,750.8 for Russell; 75% of initial levels due 3/27/2023

Barclays Bank plc 5.4% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 10,758.89 for Nasdaq, 3,210.53 for S&P, 1,750.8 for Russell; 75% of initial levels due 3/28/2024

Barclays Bank plc 5% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 9,683.0 for Nasdaq, 2,889.47 for S&P, 1,575.72 for Russell; 67.5% of initial levels due 6/28/2024

Barclays Bank plc 6.15% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 3,210.52 for S&P, 1,750.8 for Russell, 10,758.89 for Nasdaq; 75% of initial levels due 3/28/2024

Barclays Bank plc 7.55% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 2,996.49 for S&P, 1,634.08 for Russell, 10,041.63 for Nasdaq; 70% of initial levels due 12/30/2022

Barclays Bank plc 3.5% per year multiplied by proportion of days on which index closes at or above coupon barrier; payable monthly; Coupon barrier: 1,984.24, 85% of initial level due 6/28/2024

Barclays Bank plc 0.00% due 8/31/2022

Barclays Bank plc 9% annualized, payable quarterly if the stock closes at or above downside threshold on the corresponding review date due 6/28/2024

Barclays Bank plc 11.75% annualized, payable quarterly if the stock closes at or above downside threshold on the corresponding review date due 6/28/2024

Barclays Bank plc 0.00% due 6/30/2028

Barclays Bank plc 6% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 965.71 for MSCI EM, 10,041.63 for Nasdaq, 1,634.08 for Russell; 70% of initial levels due 6/28/2024

Barclays Bank plc 5.1% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 10,758.89 for Nasdaq, 1,750.8 for Russell; 75% of initial levels due 12/30/2022

Barclays Bank plc 5.5% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,210.52 for S&P, 10,758.89 for Nasdaq, 1,750.8 for Russell; 75% of initial levels due 12/30/2022

Barclays Bank plc 5.25% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 10,041.63 for Nasdaq, 1,634.08 for Russell, 2,996.49 for S&P; 70% of initial levels due 6/29/2023

Barclays Bank plc 9%, payable monthly if basket closes at or above coupon barrier on observation date for that month; Coupon barrier: 70% of initial level due 12/29/2023

Barclays Bank plc 6.65% annual rate, payable quarterly if each ETF closes at or above coupon barrier on observation date; Coupon barriers: $298.63 for S&P 500 ETF, $38.74 for Energy; 70% of initial levels due 6/28/2024

Barclays Bank plc 9.9% annual rate, payable monthly if stock closes at or above coupon barrier on review date for that quarter; previously unpaid coupons will also be paid; Coupon barrier: $34.17; 85% of initial price due 6/28/2022

Barclays Bank plc 0.00% due 6/27/2024

Barclays Bank plc 0.00% due 6/28/2024

Barclays Bank plc 0.00% due 6/28/2024

Barclays Bank plc 0.00% due 6/29/2026

Barclays Bank plc 6% annual rate, payable quarterly if each underlier closes at or above coupon barrier level on related observation date; Coupon barrier levels: $27.55 for ETF, 1,866.9 for Russell; 80% of initial levels due 6/1/2023

Barclays Bank plc 0.00% due 12/30/2022

Barclays Bank plc 0.00% due 8/26/2022

Barclays Bank plc 9% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $530.07; 69% of initial level due 6/26/2022

Barclays Bank plc 16.78% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier level: $407.89, 60% of initial level due 6/28/2024

Barclays Bank plc 0.00% due 6/25/2027

Barclays Bank plc 9.15% annual rate, payable quarterly if stock closes at or above coupon barrier on review date for that quarter; previously unpaid coupons will also be paid; Coupon barrier: $123.91; 80% of initial price due 6/27/2022

Barclays Bank plc 5.10% due 7/27/2022

Barclays Bank plc 6.15% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 23,711.97 for Dow, 1,612.43 for Russell, 9,991.97 for Nasdaq; 70% of initial levels due 6/27/2024

Barclays Bank plc 7% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 23,711.97 for Dow, 1,612.43 for Russell, 9,991.97 for Nasdaq; 70% of initial levels due 6/27/2024

Barclays Bank plc 13.05% per year, payable quarterly if each index closes at or above coupon barrier on related quarterly observation date; Coupon barriers: 3,802.31 for S&P, 2,057.49 for Russell, 12,723.51 for Nasdaq; 90% of initial levels due 6/29/2022

Barclays Bank plc 9.85% annualized, payable monthly if the stock closes at or above coupon barrier on the corresponding review date; previously unpaid coupons will also be paid; Coupon barrier: $2,285.991; 90% of initial price due 6/28/2022

Barclays Bank plc 6.1% annualized, payable monthly if the stock closes at or above coupon barrier on the corresponding coupon date; previously unpaid coupons will also be paid; Coupon barrier: $2,804.352; 80% of initial price due 6/28/2022

Barclays Bank plc 11.35% annualized, payable monthly if the stock closes at or above coupon barrier on the corresponding review date; previously unpaid coupons will also be paid; Coupon barrier: $3,154.896; 90% of initial price due 6/28/2022

Barclays Bank plc 9% annualized, payable monthly if the stock closes at or above coupon barrier on the corresponding review date; previously unpaid coupons will also be paid; Coupon barrier: $229.400; 80% of initial price due 6/28/2022

Barclays Bank plc 14% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $10.96; 73.5% of initial level due 6/27/2024

Barclays Bank plc 7.72% annual rate, payable quarterly if each ETF closes at or above coupon barrier on observation date; Coupon barriers: $160.06 for Russell and $243.42 for QQQ, 70% of initial levels due 6/27/2024

Barclays Bank plc 7% annual rate, payable monthly if each underlier closes at or above coupon barrier level on related observation date; Coupon barrier levels: $43.37 for ETF, 3,397.15 for S&P; 80% of initial levels due 6/27/2024

Barclays Bank plc 8% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 3,184.83 for S&P, 1,721.96 for Russell, 10,702.82 for Nasdaq; 75% of initial levels due 6/26/2024

Barclays Bank plc 8.3% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 2,972.51 for S&P, 1,607.16 for Russell, 9,989.29 for Nasdaq; 70% of initial levels due 6/27/2024

Barclays Bank plc 9.5% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $16.70 for ETF, 1,607.16 for Russell, 9,989.29 for Nasdaq; 70% of initial levels due 6/26/2024

Barclays Bank plc 0.00% due 7/5/2022

Barclays Bank plc 22% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $12.16 for Cleveland-Cliffs, $33.40 for Intel; 60% of initial levels due 6/21/2024

Barclays Bank plc 6% annualized, payable monthly if each underlier closes at or above coupon barrier on related observation date; Coupon barriers: 9,989.29 for Nasdaq, 1,607.16 for Russell, $38.10 for ETF; 70% of initial levels due 7/1/2024

Barclays Bank plc 12% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $70.30; 60% of initial level due 12/28/2022

Barclays Bank plc 7.55% annualized, payable quarterly if index closes at or above coupon barrier on related observation date; Coupon barrier: 1,721.961; 75% of initial level due 6/27/2023

Barclays Bank plc 0.00% due 6/25/2026

Barclays Bank plc 8.3% per year, payable quarterly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $37.85 for ETF, 1,600.26 for Russell, 9,896.06 for Nasdaq; 70% of initial levels due 6/26/2023

Barclays Bank plc 7% per year, payable quarterly if each ETF closes at or above coupon barrier on the observation date for that period; Coupon barriers: $239.84 for QQQ, $290.44 for SPDR, $155.49 for iShares; 70% of initial levels due 6/24/2024

Barclays Bank plc 11.55%, payable monthly if stock closes above coupon barrier on related observation date; Coupon barrier: $33.83; 85% of initial share price due 6/22/2022

Barclays Bank plc 0.00% due 6/23/2027

Barclays Bank plc 0.00% due 6/23/2026

Barclays Bank plc 6.5% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 23,303.06 for Dow, 1,566.43 for Russell; 70% of initial levels due 6/21/2024

Barclays Bank plc 5% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 23,303.06 for Dow, 1,566.43 for Russell; 70% of initial levels due 6/21/2024

Barclays Bank plc 7.75% per year, payable each six months that each index closes at or above coupon barrier on observation date for that period; Coupon barriers: 23,303.06 for Dow, 9,834.71 for Nasdaq, 1,566.43 for Russell; 70% of initial levels due 6/21/2024

Barclays Bank plc 6.25% per year, payable each six months that each index closes at or above coupon barrier on observation date for that period; Coupon barriers: 23,303.06 for Dow, 9,834.71 for Nasdaq, 1,566.43 for Russell; 70% of initial levels due 6/21/2024

Barclays Bank plc 8.75% per year, payable quarterly if each index closes at or above coupon barrier level on the observation date for that period; Coupon barriers: 1,020.94 for EM, 10,537.19 for Nasdaq and 1,678.31 for Russell, 75% of initial levels due 6/21/2024

Barclays Bank plc 6% per year, payable biannually if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 2,499.87 for S&P, 1,342.65 for Russell, 8,429.75 for Nasdaq; 60% of initial levels due 6/21/2024

Barclays Bank plc 4.5% per year, payable biannually if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 2,499.87 for S&P, 1,342.65 for Russell, 8,429.75 for Nasdaq; 60% of initial levels due 6/21/2024

Barclays Bank plc 7.75% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 3,124.84 for S&P, 1,678.31 for Russell, 10,537.19 for Nasdaq; 75% of initial levels due 6/23/2026

Barclays Bank plc 8.25% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 3,124.84 for S&P, 1,678.31 for Russell, 10,537.19 for Nasdaq; 75% of initial levels due 6/21/2024

Barclays Bank plc 8% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 3,124.84 for S&P, 1,678.31 for Russell, 10,537.19 for Nasdaq; 75% of initial levels due 6/21/2024

Barclays Bank plc 5.5% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 3,124.84 for S&P, 1,678.31 for Russell, 10,537.19 for Nasdaq; 75% of initial levels due 6/23/2026

Barclays Bank plc 8.75% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 3,124.84 for S&P, 1,678.31 for Russell, 10,537.19 for Nasdaq; 75% of initial levels due 6/23/2026

Barclays Bank plc 8.5% per year, payable monthly plus any previously unpaid coupons if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $43.38 for ETF, 1,790.20 for Russell, 3,333.16 for S&P; 80% of initial levels due 6/21/2024

Barclays Bank plc 8.5% per year, payable quarterly if each asset closes at or above coupon barrier on the observation date for that period; Coupon barriers: $276.27 for QQQ, $337.58 for SPDR, $181.83 for iShares; 80% of initial levels due 6/24/2024

Barclays Bank plc 9.5% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter due 6/21/2024

Barclays Bank plc 11% annualized, payable quarterly if the stock closes at or above the downside threshold level on the corresponding review date due 6/21/2024

Barclays Bank plc 12.5% annualized, payable quarterly if the stock closes at or above the downside threshold level on the corresponding review date due 6/21/2024

Barclays Bank plc 8.25% annualized, payable quarterly if the stock closes at or above the downside threshold level on the corresponding review date due 6/21/2024

Barclays Bank plc 6% annual rate, payable each quarter that index closes at or above its coupon threshold level on the determination date for that quarter; Coupon threshold: 3,333.16; 80% of initial level due 6/22/2023

Barclays Bank plc 0.00% due 12/23/2026

Barclays Bank plc 0.00% due 6/22/2028

Barclays Bank plc 20% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $10.16 for Ballard, $17.50 for Plug; 60% of initial levels due 6/22/2023

Barclays Bank plc 6% annualized, payable monthly if each underlier closes at or above coupon barrier on related observation date; Coupon barriers: 9,834.71 for Nasdaq, 1,566.42 for Russell, $36.67 for ETF; 70% of initial levels due 6/21/2024

Barclays Bank plc 16% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $10.34 for Ford, $64.02 for Dick's and $167.45 for Boeing; 70% of initial levels due 6/21/2024

Barclays Bank plc 10.8% annualized, payable quarterly if the stock closes at or above coupon barrier on related observation date; Coupon barrier: $44.07; 75% of initial level due 6/23/2022

Barclays Bank plc 12% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier level: $10.03, 60% of initial level due 6/22/2023

Barclays Bank plc 8%, payable monthly if basket closes at or above coupon barrier on observation date for that month; Coupon barrier: 70% of initial level due 6/22/2023

Barclays Bank plc 8.25% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $44.48 for Dow Inc., 1,601.22 for Russell, 9,914.67 for Nasdaq; 70% of initial levels due 6/22/2023

Barclays Bank plc 0.00% due 6/28/2024

Barclays Bank plc 8.65% per year, payable quarterly if each index closes at or above its coupon barrier level on each scheduled trading day during that observation date; Coupon barriers: 1,601.222 for Russell, 2,955.30 for S&P, 9,914.67 for Nasdaq; 70% of initial levels due 6/20/2024

Barclays Bank plc 13% per year, payable quarterly if each stock closes at or above coupon barrier level on the corresponding observation date; Coupon barrier levels: $156.99 for Alibaba, $138.456 for Baidu, $53.616 for JD.com; 75% of initial levels due 6/20/2024

Barclays Bank plc 9.75% due 6/21/2022

Barclays Bank plc 13.00% due 6/21/2022

Barclays Bank plc 6.5% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 9,788.11 for Nasdaq, 2,956.59 for S&P, 1,620.28 for Russell; 70% of initial levels due 6/20/2024

Barclays Bank plc 7% annualized, payable quarterly if each index closes at or above coupon threshold on observation date for that period; Coupon threshold: 1,736.01825 for Russell, 3,167.775 for S&P, 10,487.2575 for Nasdaq; 75% of initial levels due 6/20/2024

Barclays Bank plc 11% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $27.07; 71% of initial level due 9/23/2022

Barclays Bank plc 11.75% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $45.28; 65% of initial level due 7/21/2022

Barclays Bank plc 5.25% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 1,620.28 for Russell, 9,788.11 for Nasdaq and 2,956.59 for S&P; 70% of initial levels due 6/20/2024

Barclays Bank plc 18% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $362.92; 60% of initial level due 12/21/2022

Barclays Bank plc 7% annual rate, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barriers: 959.0 for EM, 9,788.11 for Nasdaq, 2,956.59 for S&P; 70% of initial levels due 6/20/2024

Barclays Bank plc 8.65% per year, payable quarterly if each index closes at or above its coupon barrier level on each scheduled trading day during that observation date; Coupon barrier levels: 1,620.284 for Russell, 2,956.59 for S&P, 9,788.11 for Nasdaq-100; 70% of initial levels due 6/20/2024

Barclays Bank plc 0.00% due 6/18/2026

Barclays Bank plc 0.00% due 11/18/2022

Barclays Bank plc 7.1% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $38.54 for ETF, 1,624.05 for Russell, 9,821.29 for Nasdaq; 70% of initial levels due 6/20/2024

Barclays Bank plc 7% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 2,972.61 for S&P, 1,624.05 for Russell, 9,821.29 for Nasdaq; 70% of initial levels due 6/20/2024

Barclays Bank plc 0.00% due 6/20/2023

Barclays Bank plc 9.65% annualized, payable monthly if the stock closes at or above the trigger level on the corresponding review date; previously unpaid coupons will also be paid due 6/20/2022

Barclays Bank plc 10.5% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $32.57 for Vegas Sands, $43.52 for Schwab, $97.27 for Capital One; 60% of initial levels due 6/20/2024

Barclays Bank plc 12.5% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $42.32; 60% of initial level due 12/20/2022

Barclays Bank plc 14% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $359.62; 60% of initial level due 12/20/2023

Barclays Bank plc 11.55% per year, payable monthly if each underlier closes at or above its coupon barrier on the observation date for that period; Coupon barriers: $24.72 for ETF, 1,511.99 for Russell, 2,765.85 for S&P; 65% of initial levels due 9/19/2022

Barclays Bank plc 11.55% per year, payable monthly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 1,511.99 for Russell, $24.72 for ETF, 2,765.85 for S&P, 65% of initial levels due 9/19/2022

Barclays Bank plc 10.20% due 6/19/2024

Barclays Bank plc 10.20% due 6/19/2024

Barclays Bank plc 10% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $89.06; 60% of initial level due 6/19/2023

Barclays Bank plc 10% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $89.06; 60% of initial level due 6/19/2023

Barclays Bank plc 0.00% due 6/18/2031

Barclays Bank plc 0.00% due 6/18/2031

Barclays Bank plc 12% per year, payable quarterly if shares close at or above coupon trigger level on a related determination date; previously unpaid coupons will also be paid; Coupon trigger level: $42.35; 70% of initial share price due 6/16/2022

Barclays Bank plc 15% per year, payable quarterly if shares close at or above coupon trigger level on a related determination date; Coupon trigger level: $142.25; 65% of initial share price due 6/15/2023

Barclays Bank plc 7.2% per year, payable quarterly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $38.77 for ETF, 1,635.07 for Russell, 1,655.89 for EAFE; 70% of initial levels due 6/15/2023

Barclays Bank plc 10% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 3,185.58 for S&P, 1,751.86 for Russell, 10,498.73 for Nasdaq; 75% of initial levels due 6/15/2023

Barclays Bank plc 8.5% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,973.21 for S&P, 1,635.07 for Russell, 9,798.81 for Nasdaq; 70% of initial levels due 6/14/2024

Barclays Bank plc 7.25% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 9,098.9 for Nasdaq, 2,760.84 for S&P, 1,518.28 for Russell; 65% of initial levels due 6/14/2024

Barclays Bank plc 7.35% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 9,798.81 for Nasdaq, 2,973.21 for S&P, 1,635.07 for Russell; 70% of initial levels due 6/14/2024

Barclays Bank plc 10% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 10,498.73 for Nasdaq, 3,185.58 for S&P, 1,751.86 for Russell; 75% of initial levels due 6/15/2023

Barclays Bank plc 8.25% annualized, payable quarterly if stock closes at or above trigger level on review date for that quarter due 6/14/2024

Barclays Bank plc 10.25% annualized, payable quarterly if stock closes at or above trigger level on review date for that quarter due 6/14/2024

Barclays Bank plc 8% annualized, payable quarterly if the stock closes at or above trigger level on review date for that quarter due 6/16/2022

Barclays Bank plc 0.00% due 10/5/2022

Barclays Bank plc 0.00% due 10/5/2022

Barclays Bank plc 10.25% per year, payable quarterly if the stock closes at or above its coupon barrier on the related observation date; Coupon barrier: $499.11; 70% of initial price due 6/14/2024

Barclays Bank plc 12% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier level: $14.80, 60% of initial level due 12/15/2022

Barclays Bank plc 12.5% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier level: $65.61, 58% of initial level due 7/14/2022

Barclays Bank plc 6.1% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 1,635.07 for Russell, 9,798.81 for Nasdaq and 2,973.21 for S&P; 70% of initial levels due 12/14/2023

Barclays Bank plc 5% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 9,798.81 for Nasdaq, 1,635.07 for Russell, 2,973.21 for S&P; 70% of initial levels due 6/16/2026

Barclays Bank plc 12.83% per year, payable quarterly if the ETF closes at or above its coupon barrier on the related observation date; Coupon barrier: $73.02; 75% of initial price due 6/14/2024

Barclays Bank plc 10% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier level: $32.51, 65% of initial level due 9/15/2022

Barclays Bank plc 0.00% due 6/15/2026

Barclays Bank plc 0.00% due 12/15/2022

Barclays Bank plc 10.15% per year, payable monthly if each asset closes at or above coupon barrier on the observation date for that period; Coupon barriers: $75.67 for Apple, $199.48 for Facebook, $60.05 for Chevron; 60% of initial levels due 6/13/2024

Barclays Bank plc 7.7% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 10,470.26 for Nasdaq, 3,179.39 for S&P, 1,733.56 for Russell; 75% of initial levels due 6/13/2024

Barclays Bank plc 6% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 10,470.26 for Nasdaq, 3,179.39 for S&P, 1,733.56 for Russell; 75% of initial levels due 6/13/2024

Barclays Bank plc 13.9% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $42.92; 75% of initial level due 6/15/2023

Barclays Bank plc 8.25% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 9,670.46 for Nasdaq, 24,113.0 for Dow, 1,628.99 for Russell; 70% of initial levels due 6/13/2024

Barclays Bank plc 8.3% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 10,361.21 for Nasdaq, 3,164.66 for S&P, 1,745.35 for Russell; 75% of initial levels due 6/13/2024

Barclays Bank plc 5.5% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 9,670.46 for Nasdaq, 2,953.69 for S&P, 1,628.99 for Russell; 70% of initial levels due 12/14/2023

Barclays Bank plc 7% per year, payable quarterly if each asset closes at or above coupon barrier on the observation date for that period; Coupon barriers: $218.89 for QQQ, $274.48 for SPDR, $151.38 for iShares; 65% of initial levels due 11/10/2023

Barclays Bank plc 10.4% per year, payable monthly if shares close at or above downside threshold level on determination date for that month, plus any previously unpaid coupon due 6/10/2022

Barclays Bank plc 0.00% due 6/7/2023

Barclays Bank plc 9% per year, payable monthly if shares close at or above downside threshold level on determination date for that month, plus any previously unpaid coupon due 6/13/2022

Barclays Bank plc 7.5% annualized, payable quarterly if fund closes at or above coupon barrier on related observation date; Coupon barrier level: $79.19, 70% of initial level due 6/13/2024

Barclays Bank plc 10% annualized, payable monthly if each asset closes at or above coupon barrier level on observation date for that month; Coupon barrier levels: 9,667.60 for Nasdaq, $163.02 for ETF, $176.93 for Boeing; 70% of initial levels due 6/13/2024

Barclays Bank plc 7% annual rate, payable quarterly if each index closes at or above coupon barrier level on review date for that period; Coupon barriers: 3,169.89 for S&P, 10,352.17 for Nasdaq, 1,739.38 for Russell; 75% of initial levels due 3/10/2023

Barclays Bank plc 0.00% due 6/11/2024

Barclays Bank plc 0.00% due 2/15/2023

Barclays Bank plc 8.5% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 9,662.02 for Nasdaq, 2,958.56 for S&P, 1,623.42 for Russell; 70% of initial levels due 3/10/2023

Barclays Bank plc 6.2% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 10,352.17 for Nasdaq, 3,169.89 for S&P, 1,739.38 for Russell; 75% of initial levels due 3/10/2023

Barclays Bank plc 9% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 10,352.17 for Nasdaq, 3,169.89 for S&P, 1,739.38 for Russell; 75% of initial levels due 3/12/2024

Barclays Bank plc 0.00% due 12/12/2023

Barclays Bank plc 20% per year, payable quarterly plus any previously unpaid coupons if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $105.51 for Airbnb, $149.58 for Square; 70% of initial levels due 6/9/2022

Barclays Bank plc 16% per year, payable monthly plus any previously unpaid coupons if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $31.69 for GM, $7.99 for Ford, $20.97 for NIO; 50% of initial levels due 6/7/2024

Barclays Bank plc 3.1% annual rate, payable quarterly if each index closes at or above coupon barrier level on related observation date; Coupon barrier levels: 1,943.45 for Russell, 11,705.15 for Nasdaq; 85% of initial levels due 9/9/2022

Barclays Bank plc 11.75% per year, payable quarterly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $39.19 for EM ETF, $57.18 for EAFE ETF, 69.48 for Stoxx Banks; 70% of initial levels due 6/7/2024

Barclays Bank plc 6.25% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 24,329.47 for Dow, 1,600.49 for Russell, 9,639.54 for Nasdaq; 70% of initial levels due 3/9/2023

Barclays Bank plc 8% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 2,960.92 for S&P, 1,600.49 for Russell, 9,639.54 for Nasdaq; 70% of initial levels due 6/7/2024

Barclays Bank plc 8% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 3,172.42 for S&P, 1,714.81 for Russell, 10,328.08 for Nasdaq; 75% of initial levels due 6/10/2024

Barclays Bank plc 10% per year, payable quarterly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $18.05 for ETF, 1,600.49 for Russell, 9,639.54 for Nasdaq; 70% of initial levels due 6/7/2024

Barclays Bank plc 9.25% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 3,172.42 for S&P, 1,714.81 for Russell, 10,328.08 for Nasdaq; 75% of initial levels due 6/8/2023

Barclays Bank plc 6.25% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 24,329.47 for Dow, 1,600.49 for Russell, 2,960.92 for S&P; 70% of initial levels due 3/9/2023

Barclays Bank plc 9% per year, payable quarterly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $39.19 for ETF, 1,600.49 for Russell, 2,960.92 for S&P; 70% of initial levels due 6/7/2024

Barclays Bank plc 9.25% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 10,328.08 for Nasdaq, 3,172.42 for S&P, 1,714.81 for Russell; 75% of initial levels due 6/8/2023

Barclays Bank plc 0.00% due 6/22/2022

Barclays Bank plc 8.35% annualized, payable quarterly if the stock closes at or above the downside threshold level on the corresponding review date due 6/8/2023

Barclays Bank plc 8.25% annualized, payable quarterly if the stock closes at or above 75% coupon barrier on the corresponding review date due 6/7/2024

Barclays Bank plc 8.25% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter due 6/7/2024

Barclays Bank plc 9.5% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter due 6/7/2024

Barclays Bank plc 10.75% annualized, payable quarterly if the stock closes at or above the downside threshold on the corresponding review date due 6/7/2024

Barclays Bank plc 12% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $359.43; 60% of initial level due 12/8/2022

Barclays Bank plc 7%, payable quarterly if stock closes at or above downside threshold on observation date for that quarter due 6/7/2024

Barclays Bank plc 7%, payable quarterly if ETF closes at or above downside threshold on observation date for that quarter due 6/8/2026

Barclays Bank plc 7%, payable quarterly if stock closes at or above downside threshold on observation date for that quarter due 6/7/2024

Barclays Bank plc 8.3% per year, payable quarterly if each index closes at or above its coupon barrier level on each scheduled trading day during that observation date; Coupon barriers: 1,600.488 for Russell, 2,960.92 for S&P, 9,639.54 for Nasdaq-100; 70% of initial levels due 6/8/2023

Barclays Bank plc 8.5% per year, payable quarterly if each index closes at or above its coupon barrier level on each scheduled trading day during that observation date; Coupon barriers: 1,600.488 for Russell, 2,960.92 for S&P, 9,639.54 for Nasdaq-100; 70% of initial levels due 3/7/2024

Barclays Bank plc 0.00% due 8/22/2025

Barclays Bank plc 8% annual rate, payable monthly if each index closes at or above coupon barrier level on related observation date; Coupon barrier levels: 1,838.27 for Russell, 10,940.63 for Nasdaq, 27,680.3 for Dow; 80% of initial levels due 6/6/2024

Barclays Bank plc 10% annual rate, payable monthly if each index closes at or above coupon barrier level on related observation date; Coupon barrier levels: 1,953.16 for Russell, 11,624.42 for Nasdaq, 29,410.32 for Dow; 85% of initial levels due 6/6/2024

Barclays Bank plc 7% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 971.93 for MSCI EM, 1,608.48 for Russell, 9,573.05 for Nasdaq; 70% of initial levels due 6/6/2024

Barclays Bank plc 7% per year, payable quarterly if each ETF closes at or above coupon barrier on the observation date for that period; Coupon barriers: $217.05 for QQQ, $273.03 for SPDR, $146.58 for iShares; 65% of initial levels due 6/7/2024

Barclays Bank plc 8.65% per year, payable quarterly if each ETF closes at or above coupon barrier on the observation date for that period; Coupon barriers: $267.14 for QQQ, $336.03 for SPDR, $180.40 for iShares; 80% of initial levels due 6/7/2024

Barclays Bank plc 13.6% per year, payable quarterly if the stock closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $302.56; 50% of initial levels due 6/7/2023

Barclays Bank plc 7.5% annualized, payable monthly if each ETF closes at or above coupon barrier on related observation date; Coupon barriers: $315.25 for SPDR, $128.81 for iShares, $250.10 for QQQ; 75% of initial levels due 6/6/2024

Barclays Bank plc 9.10% due 7/7/2022

Barclays Bank plc 0.00% due 5/26/2023

Barclays Bank plc 7.8% annual rate, payable quarterly if each index closes at or above interest barrier level on review date for that period; any previously unpaid coupons will also be paid; Interest barrier: 3,363.29 for S&P, 10,949.21 for Nasdaq, 1,815.18 for Russell; 80% of initial levels due 6/3/2024

Barclays Bank plc 6.10% due 6/2/2023

Barclays Bank plc 6.75% due 6/2/2023

Barclays Bank plc 0.00% due 12/5/2023

Barclays Bank plc 0.00% due 12/5/2023

Barclays Bank plc 0.00% due 6/5/2023

Barclays Bank plc 0.00% due 5/29/2026

Barclays Bank plc 9.75% per year, payable quarterly if the stock closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $55.10; 70% of initial levels due 6/2/2023

Barclays Bank plc 8.5% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 24,170.62 for Dow, 1,588.28 for Russell, 9,580.56 for Nasdaq; 70% of initial levels due 2/27/2023

Barclays Bank plc 9.1% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 3,153.08 for S&P, 1,701.73 for Russell, 10,264.88 for Nasdaq; 75% of initial levels due 5/31/2024

Barclays Bank plc 12% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $25.62 for ETF, 1,474.83 for Russell, 8,896.23 for Nasdaq; 65% of initial levels due 9/1/2022

Barclays Bank plc 9.85% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: $25.62 for ETF, 1,474.83 for Russell, 8,896.23 for Nasdaq; 65% of initial levels due 9/1/2022

Barclays Bank plc 5% per year, payable quarterly if the index closes at or above the coupon barrier on the valuation date for that period; Coupon barrier level: 3,153.08; 75% of initial level due 5/31/2024

Barclays Bank plc 7.5% per year, payable quarterly if each ETF closes at or above coupon barrier on the observation date for that period; Coupon barriers: $217.19 for QQQ, $272.40 for SPDR, $145.18 for iShares; 65% of initial levels due 5/31/2024

Barclays Bank plc Six times the spread of the 30-year ICE swap rate minus the five-year ICE swap rate, floor of 0%; maximum interest rate is 6.25% until June 3, 2026, then 7% until maturity; payable quarterly due 6/3/2036

Barclays Bank plc 11% per year, payable quarterly if stock closes at or above downside threshold level on determination date for that quarter due 5/31/2024

Barclays Bank plc 11% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter due 5/31/2024

Barclays Bank plc 10% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter due 5/31/2024

Barclays Bank plc 8.05% per year, payable quarterly if shares close at or above downside threshold level on each day of that quarter due 5/31/2024

Barclays Bank plc 12% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter due 5/31/2024

Barclays Bank plc 11.25% per year, payable quarterly if stock closes at or above downside threshold level on determination date for that quarter due 5/31/2024

Barclays Bank plc 10.65% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $58.90; 70% of initial level due 5/31/2024

Barclays Bank plc 6.5% annualized, payable monthly if index closes at or above coupon barrier on related observation date; Coupon barrier: 1,815.18; 80% of initial level due 6/3/2022

Barclays Bank plc 9.85% annualized, payable quarterly if index closes at or above coupon barrier on related observation date; Coupon barrier: 1,928.63; 85% of initial level due 5/30/2025

Barclays Bank plc 22.65% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $33.94; 80% of initial level due 5/31/2024

Barclays Bank plc 0.00% due 6/5/2023

Barclays Bank plc 0.00% due 7/29/2022

Barclays Bank plc 0.00% due 5/26/2023

Barclays Bank plc 0.00% due 7/29/2022

Barclays Bank plc 6.10% due 5/31/2022

Barclays Bank plc 0.00% due 6/3/2024

Barclays Bank plc 0.00% due 6/1/2026

Barclays Bank plc 0.00% due 5/31/2024

Barclays Bank plc 0.00% due 6/3/2024

Barclays Bank plc 0.00% due 6/3/2024

Barclays Bank plc 0.00% due 5/31/2024

Barclays Bank plc 0.00% due 5/29/2026

Barclays Bank plc 0.00% due 11/30/2023

Barclays Bank plc 0.00% due 5/29/2026

Barclays Bank plc 0.00% due 11/30/2022

Barclays Bank plc 0.00% due 6/30/2022

Barclays Bank plc 0.00% due 5/31/2023

Barclays Bank plc 0.00% due 1/13/2023

Barclays Bank plc 9% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 2,940.62 for S&P, 1,591.15 for Russell, 9,560.49 for Nasdaq; 70% of initial levels due 5/31/2024

Barclays Bank plc 5.25% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 1,591.15 for Russell, 2,940.62 for S&P; 70% of initial levels due 5/31/2024

Barclays Bank plc 7% per year, payable semiannually if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 1,591.15 for Russell, 2,940.62 for S&P; 70% of initial levels due 5/31/2024

Barclays Bank plc 8.05% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 1,591.15 for Russell, 2,940.62 for S&P, 24,125.25 for Dow; 70% of initial levels due 5/31/2023

Barclays Bank plc 7.25% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 1,704.8 for Russell, 3,150.66 for S&P, 10,243.39 for Nasdaq; 75% of initial levels due 5/31/2023

Barclays Bank plc 9.35% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 1,591.15 for Russell, 2,940.62 for S&P, 9,560.5 for Nasdaq; 70% of initial levels due 11/30/2022

Barclays Bank plc 9% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 1,591.15 for Russell, 2,940.62 for S&P, 9,560.5 for Nasdaq; 70% of initial levels due 5/31/2024

Barclays Bank plc 11.25% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 1,591.15 for Russell, 2,940.62 for S&P, 9,560.5 for Nasdaq; 70% of initial levels due 11/30/2022

Barclays Bank plc 9.5% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 1,591.15 for Russell, 2,940.62 for S&P, 9,560.5 for Nasdaq; 70% of initial levels due 11/30/2022

Barclays Bank plc 7.75% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 1,591.15 for Russell, 2,940.62 for S&P, 9,560.5 for Nasdaq; 70% of initial levels due 3/3/2023

Barclays Bank plc 9% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 1,591.15 for Russell, 2,940.62 for S&P, 9,560.49 for Nasdaq; 70% of initial levels due 3/3/2023

Barclays Bank plc 7.25% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 1,591.15 for Russell, 2,940.62 for S&P, 9,560.49 for Nasdaq; 70% of initial levels due 6/3/2024

Barclays Bank plc 9.5% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,940.62 for S&P, 9,560.5 for Nasdaq, 1,591.15 for Russell; 70% of initial levels due 5/31/2024

Barclays Bank plc 0.00% due 7/29/2022

Barclays Bank plc 0.00% due 7/29/2022

Barclays Bank plc 0.00% due 5/26/2023

Barclays Bank plc 0.00% due 5/29/2026

Barclays Bank plc 9.5% annualized, payable quarterly if each index closes at or above coupon threshold on observation date for that period; Coupon threshold: 1,704.80475 for Russell, 3,150.66 for S&P, 73.7625 for Stoxx Banks; 75% of initial levels due 5/30/2024

Barclays Bank plc 0.00% due 6/2/2026

Barclays Bank plc 9% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier level: $185.52, 74% of initial level due 6/30/2022

Barclays Bank plc 6% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 9,560.5 for Nasdaq, 1,591.15 for Russell, 24,125.25 for Dow; 70% of initial levels due 5/31/2024

Barclays Bank plc 8% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 10,243.39 for Nasdaq, 1,704.8 for Russell, 25,848.48 for Dow; 75% of initial levels due 6/2/2023

Barclays Bank plc 11.1% annualized, payable quarterly if each asset closes at or above coupon barrier on related observation date; Coupon barriers: 10,243.39 for Nasdaq, 1,704.8 for Russell, $53.04 for ETF; 75% of initial levels due 6/2/2023

Barclays Bank plc 9.5% per year, payable quarterly if the stock closes at or above its coupon barrier on related observation date; Coupon barrier: $446.05, 72% of initial price due 6/30/2022

Barclays Bank plc 7.5% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 10,243.39 for Nasdaq, 1,704.8 for Russell; 75% of initial levels due 11/30/2022

Barclays Bank plc 7.5% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,150.66 for S&P, 1,704.8 for Russell; 75% of initial levels due 8/31/2022

Barclays Bank plc 7% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 10,926.28 for Nasdaq, 1,818.46 for Russell, 3,360.7 for S&P; 80% of initial levels due 6/2/2023

Barclays Bank plc 11% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $33.98; 67% of initial level due 6/30/2022

Barclays Bank plc 7.50% due 6/10/2022

Barclays Bank plc 8.6% per year, payable quarterly if each index closes at or above its coupon barrier level on each scheduled trading day during that observation period; Coupon barriers: 1,591.151 for Russell, 2,940.62 for S&P, 948.02 for MSCI Emerging Markets; 70% of initial levels due 3/1/2024

Barclays Bank plc 7.50% due 5/31/2022

Barclays Bank plc 8.75% per year, payable quarterly plus any previously unpaid coupons if each stock closes at or above coupon barrier related observation date; Coupon barriers: $44.20 for Exxon, $78.09 for Chevron; 75% of initial levels due 5/31/2024

Barclays Bank plc 5% annual rate, payable monthly if each underlier closes at or above coupon barrier level on related observation date; Coupon barrier levels: $31.57 for ETF, 3,356.79 for S&P; 80% of initial levels due 6/1/2023

Barclays Bank plc 0.00% due 12/1/2022

Barclays Bank plc 12.45% per year, payable quarterly if the stock closes at or above the coupon barrier on the valuation date for that period; Coupon barrier level: $122.38; 70% of initial level due 6/1/2023

Barclays Bank plc 5% per year, payable monthly if index closes at or above its coupon barrier level on the observation date for that period; Coupon barrier: 2,937.19, 70% of initial level due 5/31/2024

Barclays Bank plc 7% per year, payable quarterly if each underlier closes at or the above coupon barrier on the observation date for that period; Coupon barriers: $271.86 for S&P 500, $142.52 for Russell, $216.43 for QQQ; 65% of initial levels due 12/1/2023

Barclays Bank plc 4.5% per year, payable quarterly if the ETF closes at or above the coupon barrier on the valuation date for that period; Coupon barrier levels: $292.77; 70% of initial level due 6/3/2024

Barclays Bank plc 11.65% per year, payable quarterly if the stock closes at or above its coupon barrier on related observation date; Coupon barrier: $408.20; 65% of initial price due 12/1/2022

Barclays Bank plc 18%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 5/31/2024

Barclays Bank plc 18%, payable monthly if stock closes at or above trigger price on observation date for that month due 11/29/2023

Barclays Bank plc 32% annualized, payable quarterly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $371.48 for Tesla, $36.35 for Snap, $29.68 for DraftKings and $743.30 for Shopify; 60% of initial levels due 5/31/2024

Barclays Bank plc 9% per year, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barriers: 1,081.56 for EM, 1,799.419 for Russell and 3,356.79 for S&P 500 , 80% of initial levels due 5/29/2024

Barclays Bank plc 0.00% due 5/29/2026

Barclays Bank plc 0.00% due 5/29/2026

Barclays Bank plc 0.00% due 5/29/2026

Barclays Bank plc 0.00% due 5/31/2024

Barclays Bank plc 0.00% due 5/30/2025

Barclays Bank plc 0.00% due 5/29/2026

Barclays Bank plc 0.00% due 5/29/2025

Barclays Bank plc 0.00% due 5/30/2024

Barclays Bank plc 0.00% due 5/30/2023

Barclays Bank plc 2.40% due 5/30/2024

Barclays Bank plc 0.00% due 6/6/2022

Barclays Bank plc 0.00% due 5/31/2024

Barclays Bank plc 0.00% due 5/31/2023

Barclays Bank plc 0.00% due 8/30/2022

Barclays Bank plc 0.00% due 6/30/2022

Barclays Bank plc 0.00% due 11/30/2023

Barclays Bank plc 7% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 3,141.1 for S&P, 1,654.31 for Russell, 10,243.3 for Nasdaq; 75% of initial levels due 2/29/2024

Barclays Bank plc 6.5% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 2,937.19 for S&P, 1,574.49 for Russell, 8,877.52 for Nasdaq; 70% of initial levels due 5/31/2024

Barclays Bank plc 5.25% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 2,722.28 for S&P, 1,433.74 for Russell, 8,877.52 for Nasdaq; 65% of initial levels due 5/31/2024

Barclays Bank plc 8.5% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 2,931.69 for S&P, 1,544.02 for Russell, 9,560.41 for Nasdaq; 70% of initial levels due 11/30/2022

Barclays Bank plc 7.05% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 2,931.69 for S&P, 1,544.02 for Russell, 9,560.41 for Nasdaq; 70% of initial levels due 2/28/2023

Barclays Bank plc 6.5% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 3,141.1 for S&P, 1,654.31 for Russell, 10,243.3 for Nasdaq; 75% of initial levels due 2/29/2024

Barclays Bank plc 6.5% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 3,141.1 for S&P, 1,654.31 for Russell, 10,243.3 for Nasdaq; 75% of initial levels due 2/28/2023

Barclays Bank plc 8.15% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 2,931.69 for S&P, 1,544.02 for Russell, 9,560.41 for Nasdaq; 70% of initial levels due 5/31/2024

Barclays Bank plc 3.75% per year multiplied by proportion of days on which index closes at or above coupon barrier; payable monthly; Coupon barrier: 1,874.89, 85% of initial level due 5/31/2024

Barclays Bank plc 0.00% due 5/31/2023

Barclays Bank plc 0.00% due 5/30/2025

Barclays Bank plc 0.00% due 5/31/2028

Barclays Bank plc 5.5% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 10,243.3 for Nasdaq, 1,654.21 for Russell; 75% of initial levels due 11/30/2022

Barclays Bank plc 8% annualized, payable quarterly if each underlier closes at or above coupon barrier on related observation date; Coupon barriers: $27.66 for Gold Miners, $18.19 for silver; 70% of initial levels due 5/31/2024

Barclays Bank plc 13.25% due 5/26/2022

Barclays Bank plc 10.75% due 5/30/2024

Barclays Bank plc 6.90% due 5/30/2023

Barclays Bank plc 10.95% due 5/30/2024

Barclays Bank plc 0.00% due 11/30/2022

Barclays Bank plc 0.00% due 11/29/2024

Barclays Bank plc 0.00% due 6/3/2022

Barclays Bank plc 15% per year, payable quarterly if stock closes at or above its barrier level on the observation date for that period due 5/30/2023

Barclays Bank plc 9.25% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 24,075.79 for Dow, 1,559.14 for Russell, 9,549.22 for Nasdaq; 70% of initial levels due 5/28/2024

Barclays Bank plc 0.00% due 3/22/2027

Barclays Bank plc 12% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $56.65; 56% of initial level due 8/29/2022

Barclays Bank plc 7.85% due 5/31/2022

Barclays Bank plc 6.40% due 5/31/2022

Barclays Bank plc 8.55% due 5/31/2022

Barclays Bank plc 8.4% per year, payable quarterly if each index closes at or above downside threshold level on observation date for that quarter due 5/25/2023

Barclays Bank plc 14.50% due 5/26/2022

Barclays Bank plc 14.00% due 5/26/2022

Barclays Bank plc 0.00% due 5/27/2026

Barclays Bank plc 0.00% due 5/26/2027

Barclays Bank plc 7% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 23,945.49 for Dow, 1,550.699 for Russell; 70% of initial levels due 5/24/2024

Barclays Bank plc 5.5% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 23,945.49 for Dow, 1,550.699 for Russell; 70% of initial levels due 5/24/2024

Barclays Bank plc 10% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 9,388.22 for Nasdaq, 23,945.49 for Dow, 1,550.69 for Russell; 70% of initial levels due 5/25/2023

Barclays Bank plc 8.4% per year, payable semiannual if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 23,945.49 for Dow, 2,909.1 for S&P, 1,550.69 for Russell; 70% of initial levels due 5/24/2024

Barclays Bank plc 6.5% per year, payable semiannual if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 8,047.04 for Nasdaq, 2,493.52 for S&P, 1,329.16 for Russell; 60% of initial levels due 5/24/2024

Barclays Bank plc 10% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 8,047.04 for Nasdaq, 2,493.52 for S&P, 1,329.16 for Russell; 60% of initial levels due 5/24/2024

Barclays Bank plc 8% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter due 5/24/2024

Barclays Bank plc 11% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter due 5/24/2024

Barclays Bank plc 0.00% due 6/3/2022

Barclays Bank plc 0.00% due 11/27/2026

Barclays Bank plc 0.00% due 5/25/2028

Barclays Bank plc 9.8% annualized, payable quarterly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $2,562.46 for Amazon.com, $1,835.30 for Apple; 80% of initial levels due 5/24/2024

Barclays Bank plc 14% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $26.78 for DraftKings, $80.83 for Airbnb; 60% of initial levels due 5/25/2023

Barclays Bank plc Notes will pay contingent coupon at rate of 8.05% per year if HCA shares close at or above barrier price on observation date for that quarter due 5/25/2023

Barclays Bank plc 7.75% annualized, payable monthly if each ETF closes at or above coupon barrier on related observation date; Coupon barriers: $31.19 for Metals, $27.50 for Gold Miners; 70% of initial levels due 2/26/2024

Barclays Bank plc Notes will pay contingent coupon at rate of 15.25% per year if Tesla shares close at or above coupon barrier price on observation date for that month; Coupon barrier price: $348.53, 60% of initial share price due 11/25/2022

Barclays Bank plc 19.5% per year, payable monthly if Tesla shares close at or above coupon barrier price on observation date for that month; Coupon barrier price: $348.53, 60% of initial share price due 11/25/2022

Barclays Bank plc 21% annual rate, payable quarterly if stock closes at or above coupon barrier on review date for that quarter; previously unpaid coupons will also be paid; Coupon barrier level: $161.39; 70% of initial price due 6/7/2022

Barclays Bank plc 0.00% due 6/23/2022

Barclays Bank plc 0.00% due 11/25/2022

Barclays Bank plc 0.00% due 5/26/2026

Barclays Bank plc 9.3% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 1,655.82 for Russell, $52.19 for Banking, 25,563.11 for Dow; 75% of initial levels due 5/25/2023

Barclays Bank plc 7.7% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 25,563.11 for Dow, 3,119.34 for S&P, 1,655.82 for Russell; 75% of initial levels due 5/23/2024

Barclays Bank plc 10.75% due 5/23/2022

Barclays Bank plc 10% per year, payable quarterly plus any previously unpaid coupons if shares close at or above downside threshold level on determination date for that quarter due 5/24/2023

Barclays Bank plc 10% per year, payable quarterly plus any previously unpaid coupons if shares close at or above downside threshold level on determination date for that quarter due 5/24/2023

Barclays Bank plc 10.25% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 23,727.23 for Dow, 1,535.55 for Russell, 9,266.54 for Nasdaq; 70% of initial levels due 11/24/2023

Barclays Bank plc 6.5% per year, payable quarterly if each ETF closes at or above coupon barrier level on the observation date for that period; Coupon barriers: $288.36 for SPDR, $153.75 for iShares; 70% of initial levels due 5/24/2024

Barclays Bank plc 8.85% per year, payable quarterly if each index closes at or above coupon barrier level on every day that quarter; Coupon barriers: 1,645.232 for Russell, 3,086.76 for S&P, 9,928.433 for Nasdaq-100; 75% of initial levels due 11/24/2023

Barclays Bank plc 11.65% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier level: $25.40, 64% of initial level due 6/23/2022

Barclays Bank plc 9% annual rate, payable quarterly if each ETF closes at or above coupon barrier on observation date; Coupon barriers: $152.57 for Russell and $94.06 for Technology, 70% of initial levels due 5/23/2024

Barclays Bank plc 7% annual rate, payable quarterly if each ETF closes at or above coupon barrier on observation date; Coupon barriers: $152.57 for Russell and $94.06 for Technology, 70% of initial levels due 5/23/2024

Barclays Bank plc 5.10% due 11/23/2022

Barclays Bank plc 9.75% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barrier levels: 23,842.46 for Dow, 9,252.38 for Nasdaq, 1,547.61 for Russell; 70% of initial levels due 11/21/2024

Barclays Bank plc 10.65% per year, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 3,095.87 for S&P, 9,913.26 for Nasdaq, 1,658.16 for Russell; 75% of initial levels due 11/22/2022

Barclays Bank plc 8% per year, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 3,095.87 for S&P, 9,913.26 for Nasdaq, 1,658.16 for Russell; 75% of initial levels due 5/23/2023

Barclays Bank plc 10% per year, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 2,889.48 for S&P, 9,252.38 for Nasdaq, 1,547.61 for Russell; 70% of initial levels due 5/23/2024

Barclays Bank plc 9% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier level: $398.05, 71% of initial level due 6/23/2022

Barclays Bank plc 10% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier level: $33.44, 68% of initial level due 6/23/2022

Barclays Bank plc 0.00% due 5/22/2024

Barclays Bank plc 8% annual rate, payable quarterly if each index closes at or above interest barrier level on review date for that period; previously unpaid coupons will also be paid; Interest barrier levels: 3,213.95 for Stoxx, 3,339.08 for S&P, 1,779.704 for Russell; 80% of initial levels due 5/18/2023

Barclays Bank plc 0.00% due 5/19/2026

Barclays Bank plc 0.00% due 5/19/2026

Barclays Bank plc 8% per year, payable monthly if ETF closes at or above 80% of initial price on related observation date due 5/18/2023

Barclays Bank plc 0.00% due 12/5/2023

Barclays Bank plc 6.85% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 9,375.18 for Nasdaq, 24,067.49 for Dow, 1,557.24 for Russell; 70% of initial levels due 5/19/2025

Barclays Bank plc 9.15% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 9,375.18 for Nasdaq, 915.27 for MSCI EM, 1,557.24 for Russell; 70% of initial levels due 5/17/2024

Barclays Bank plc 7.1% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barrier levels: 2,921.7 for S&P, 1,557.24 for Russell, 9,375.18 for Nasdaq; 70% of initial levels due 5/18/2023

Barclays Bank plc 9% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 10,044.84 for Nasdaq, 3,130.39 for S&P, 1,668.47 for Russell; 75% of initial levels due 5/17/2024

Barclays Bank plc 6.5% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 9,375.18 for Nasdaq, 2,921.7 for S&P, 1,557.24 for Russell; 70% of initial levels due 11/17/2023

Barclays Bank plc 8.5% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 9,375.18 for Nasdaq, 2,921.7 for S&P, 1,557.24 for Russell; 70% of initial levels due 5/17/2024

Barclays Bank plc 7.5% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 9,375.18 for Nasdaq, 2,921.7 for S&P, 1,557.24 for Russell; 70% of initial levels due 5/17/2024

Barclays Bank plc 17.85% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter due 5/17/2024

Barclays Bank plc 7% per year, payable quarterly if each index closes at or above coupon barrier on any quarterly determination date; Coupon barrier levels: 1,557.241 for Russell, 2,921.695 for S&P, 24,067.491 for Dow; 70% of initial levels due 5/18/2023

Barclays Bank plc 7.5% per year, payable quarterly if each index closes at or above coupon barrier level on the observation date during that quarter; Coupon barriers: 1,557.241 for Russell, 2,921.695 for S&P, 9,375.184 for Nasdaq-100; 70% of initial levels due 5/17/2024

Barclays Bank plc 9% per year, payable quarterly if each index closes at or above coupon barrier level on each trading day during that quarter; Coupon barriers: 1,668.473 for Russell, 3,130.388 for S&P, 10,044.84 for Nasdaq-100; 75% of initial levels due 2/20/2024

Barclays Bank plc 9.25% per year, payable quarterly if each index closes at or above coupon barrier level on each trading day during that quarter; Coupon barriers: 1,668.473 for Russell, 3,130.388 for S&P, 10,044.84 for Nasdaq-100; 75% of initial levels due 5/18/2023

Barclays Bank plc 5% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 9,375.18 for Nasdaq, 1,557.24 for Russell, 24,067.49 for Dow; 70% of initial levels due 5/17/2024

Barclays Bank plc 15% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier level: $56.98; 59% of initial level due 6/17/2022

Barclays Bank plc 7.05% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 9,375.18 for Nasdaq, 1,557.24 for Russell, 2,921.7 for S&P; 70% of initial levels due 5/18/2023

Barclays Bank plc 7.5% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier level: $83.78; 71% of initial level due 6/17/2022

Barclays Bank plc 14% annual rate, payable quarterly if stock closes at or above coupon barrier on review date for that quarter; previously unpaid coupons will also be paid; Coupon barrier level: $44.61; 80% of initial price due 5/18/2023

Barclays Bank plc 0.00% due 6/3/2024

Barclays Bank plc 0.00% due 6/1/2026

Barclays Bank plc 0.00% due 6/3/2024

Barclays Bank plc 9.5% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 9,831.86 for Nasdaq, 25,516.09 for Dow, 1,628.21 for Russell; 75% of initial levels due 5/16/2024

Barclays Bank plc 9% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 7,865.49 for Nasdaq, 2,467.5 for S&P, 1,302.57 for Russell; 60% of initial levels due 2/16/2023

Barclays Bank plc 25.85% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barrier levels: $68.77 for Enphase, $343.01 for Tesla; 60% of initial levels due 5/18/2022

Barclays Bank plc 10.5% per year, payable quarterly if each index closes at or above its coupon barrier level on each scheduled trading day during that observation date; Coupon barriers: 1,519.665 for Russell, 2,878.75 for S&P, 9,176.41 for Nasdaq-100; 70% of initial levels due 5/16/2024

Barclays Bank plc 9.3% per year, payable quarterly if each index closes at or above its coupon barrier level on each scheduled trading day during that observation period; Coupon barrier levels: 1,411.118 for Russell, 2,673.13 for S&P, 8,520.95 for Nasdaq; 65% of initial levels due 5/16/2024

Barclays Bank plc 14.75% per year, payable quarterly if shares close at or above coupon trigger level on a related determination date; previously unpaid coupons will also be paid; Coupon trigger level: $105.19; 75% of initial share price due 5/17/2022

Barclays Bank plc 17.75% per year, payable monthly if shares close at or above coupon trigger level on a related determination date; Coupon trigger level: $294.94; 50% of initial share price due 8/17/2022

Barclays Bank plc 6.05% annual rate, payable quarterly if each index closes at or above interest barrier level on review date for that period; previously unpaid coupons will also be paid; Interest barrier levels: 2,763.2 for Stoxx, 2,844.13 for S&P, 1,494.597 for Russell; 70% of initial levels due 5/31/2022

Barclays Bank plc 5.00% due 6/16/2022

Barclays Bank plc 9.25% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barrier levels: 23,511.36 for Dow, 1,494.6 for Russell, 9,101.14 for Nasdaq; 70% of initial levels due 5/17/2023

Barclays Bank plc 12.75% per year, payable quarterly if each fund closes at or above coupon barrier on the observation date for that period; Coupon barrier levels: $102.61 for iShares, $44.01 for SPDR, $32.55 for VanEck; 65% of initial levels due 5/10/2024

Barclays Bank plc 6.1% per year, payable quarterly if each index closes at or above coupon barrier on any related determination date; Coupon barrier levels: 1,494.597 for Russell, 2,844.128 for S&P, 9,101.141 for Nasdaq; 70% of initial levels due 11/16/2023

Barclays Bank plc 19% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier level: $353.93; 60% of initial level due 11/16/2023

Barclays Bank plc 7.5% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barrier levels: 23,988.41 for Dow, 930.36 for MSCI EM, 9,345.89 for Nasdaq; 70% of initial levels due 5/16/2024

Barclays Bank plc 8.2% per year, payable monthly if each underlying closes at or above coupon barrier on the observation date for that period; Coupon barrier levels: $37.49 for EM ETF, 1,544.89 for Russell, 2,906.47 for S&P; 70% of initial levels due 5/14/2024

Barclays Bank plc 18.5% annualized, payable quarterly if each stock closes at or above coupon barrier on related observation date; Coupon barrier levels: $16.76 for Barrick, $31.21 for Wheaton, $28.92 for Alcoa, $56.49 for BHP; 70% of initial levels due 11/16/2023

Barclays Bank plc 10% per year, payable monthly if each underlier closes at or above the coupon barrier on the observation date for that period; Coupon barriers: $38.38 for ETF, 1,590.14 for Russell, 2,823.98 for Stoxx; 70% of initial levels due 5/15/2024

Barclays Bank plc 8.35% per year, payable quarterly if each stock closes at or above downside threshold level on observation date for that quarter due 5/10/2024

Barclays Bank plc 0.00% due 5/10/2024

Barclays Bank plc 0.00% due 11/10/2022

Barclays Bank plc 0.00% due 11/10/2022

Barclays Bank plc 15.1% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 1,817.30 for Russell, $56.64 for Banking, 10,975.70 for Nasdaq, 80% of initial levels due 5/11/2023

Barclays Bank plc 9% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barrier levels: 24,344.43 for Dow, 9,603.74 for Nasdaq, 1,590.14 for Russell; 70% of initial levels due 5/12/2023

Barclays Bank plc 6% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barrier levels: 24,344.43 for Dow, 9,603.74 for Nasdaq, 1,590.14 for Russell; 70% of initial levels due 11/10/2022

Barclays Bank plc 6% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,962.82 for S&P, 24,344.43 for Dow, 1,590.140 for Russell; 70% of initial levels due 11/10/2023

Barclays Bank plc 11.1% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,174.45 for S&P, 10,289.72 for Nasdaq, 1,703.72 for Russell; 75% of initial levels due 5/11/2023

Barclays Bank plc 9.4% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,174.45 for S&P, 10,289.72 for Nasdaq, 1,703.72 for Russell; 75% of initial levels due 5/10/2024

Barclays Bank plc 9.4% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,962.82 for S&P, 9,603.74 for Nasdaq, 1,590.140 for Russell; 70% of initial levels due 11/10/2022

Barclays Bank plc 0.00% due 5/25/2022

Barclays Bank plc 10.1% per year, payable quarterly if each index closes at or above coupon barrier level on the observation date during that quarter; Coupon barrier levels: 3,174.450 for S&P, 10,289.723 for Nasdaq, 1,703.722 for Russell; 75% of initial levels due 11/10/2023

Barclays Bank plc 6.75% per year, payable quarterly if each index closes at or above coupon barrier level on each trading day during that quarter; Coupon barriers: 1,476.559 for Russell, 2,751.19 for S&P, 8,917.76 for Nasdaq-100; 65% of initial levels due 11/10/2023

Barclays Bank plc 0.00% due 8/11/2022

Barclays Bank plc 17.75% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $403.42 for Tesla, $22.16 for NIO; 60% of initial levels due 5/10/2024

Barclays Bank plc 20.2% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier level: $403.42, 60% of initial level due 5/12/2022

Barclays Bank plc 11.55% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier level: $24.82, 63% of initial level due 6/10/2022

Barclays Bank plc 13.5% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier level: $23.63, 60% of initial level due 8/11/2022

Barclays Bank plc 6.15% annual rate, payable quarterly if each ETF closes at or above coupon barrier on observation date; Coupon barriers: $38.28 for EM and $353.37 for MidCap, 70% of initial levels due 5/10/2024

Barclays Bank plc 8.15% annual rate, payable quarterly if each ETF closes at or above coupon barrier on observation date; Coupon barriers: $38.28 for EM and $353.37 for MidCap, 70% of initial levels due 5/10/2024

Barclays Bank plc 10% per year, payable quarterly if each index closes at or above its coupon barrier level on each scheduled trading day during that observation date; Coupon barriers: 1,590.14 for Russell, 2,962.82 for S&P, 9,603.74 for Nasdaq-100; 70% of initial levels due 5/10/2024

Barclays Bank plc 6.75% per year, payable semiannually if shares close at or above coupon trigger level on a related determination date; previously unpaid coupons will also be paid; Coupon trigger level: $89.50; 70% of initial share price due 5/9/2024

Barclays Bank plc 8.3% per year, payable semiannually if shares close at or above coupon trigger level on a related determination date; previously unpaid coupons will also be paid; Coupon trigger level: $93.88; 70% of initial share price due 5/9/2024

Barclays Bank plc 8.5% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barrier levels: 9,452.36 for Nasdaq, 2,801.95 for Stoxx, 2,917.31 for S&P; 70% of initial levels due 5/10/2024

Barclays Bank plc 6.75% per year, payable quarterly if each asset closes at or above coupon barrier on the observation date for that period; Coupon barriers: $37.89 for EM ETF, 1,568.99 for Russell; 70% of initial levels due 5/9/2024

Barclays Bank plc 7.35% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 20,479.2 for Dow, 1,348.97 for Russell, 2,498.8 for S&P; 60% of initial levels due 5/9/2024

Barclays Bank plc 9% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barrier levels: 23,893.12 for Dow, 1,573.8 for Russell, 2,915.26 for S&P; 70% of initial levels due 5/11/2023

Barclays Bank plc 7% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 10,890.98 for Nasdaq, 1,793.14 for Russell; 80% of initial levels due 11/10/2022

Barclays Bank plc 0.00% due 5/8/2026

Barclays Bank plc 0.00% due 7/15/2022

Barclays Bank plc 6.1% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 10,127.53 for Nasdaq, 25,672.76 for Dow, 1,681.02 for Russell; 75% of initial levels due 2/10/2023

Barclays Bank plc 7% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 8,102.02 for Nasdaq, 20,538.2 for Dow, 1,344.82 for Russell; 60% of initial levels due 11/9/2023

Barclays Bank plc 7.85% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,917.31 for S&P, 23,961.24 for Dow, 1,568.96 for Russell; 70% of initial levels due 5/10/2023

Barclays Bank plc 7% per year, payable semiannually if each fund closes at or above coupon barrier on the observation date for that period; Coupon barriers: $214.61 for QQQ, $270.15 for SPDR, $145.14 for iShares; 65% of initial levels due 11/10/2023

Barclays Bank plc 9.3% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter due 5/10/2022

Barclays Bank plc 6.8% annualized rate, payable monthly if each underlying closes at or above coupon barrier on related observation date; Coupon barrier levels: 9,452.36 for Nasdaq, 1,568.96 for Russell, $36.69 for SPDR; 70% of initial levels due 5/10/2024

Barclays Bank plc 9% per year, payable for each quarter that each index closes at or above its coupon barrier on each trading day during that quarter; Coupon barrier: 9,452.36 for Nasdaq, 1,568.956 for Russell, 2,917.31 for S&P; 70% of initial level due 11/9/2023

Barclays Bank plc 0.00% due 5/7/2026

Barclays Bank plc 11.75% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 9,481.27 for Nasdaq, 63.72 for Stoxx Banks, 1,573.8 for Russell; 70% of initial levels due 2/8/2023

Barclays Bank plc 9% annual rate, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 9,481.27 for Nasdaq, 63.72 for Stoxx Banks, 1,573.8 for Russell; 70% of initial levels due 2/8/2023

Barclays Bank plc 10% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 25,941.1 for Dow, 1,708.7 for Russell, 10,293.95 for Nasdaq; 76% of initial levels due 11/10/2023

Barclays Bank plc 6.35% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 9,481.27 for Nasdaq, 2,915.26 for S&P, 1,573.8 for Russell; 70% of initial levels due 5/9/2024

Barclays Bank plc 8.8% per year, payable monthly if shares close at or above downside threshold level on determination date for that month, plus any previously unpaid coupon due 5/9/2022

Barclays Bank plc 11.5% per year, payable monthly if shares close at or above downside threshold level on determination date for that month, plus any previously unpaid coupon due 5/9/2022

Barclays Bank plc 6.75%, payable monthly due 1/31/2022

Barclays Bank plc 12.75% due 5/3/2024

Barclays Bank plc 0.00% due 4/30/2024

Barclays Bank plc 0.00% due 4/30/2024

Barclays Bank plc 0.00% due 4/30/2026

Barclays Bank plc 0.00% due 10/31/2023

Barclays Bank plc 0.00% due 11/3/2023

Barclays Bank plc 0.00% due 5/5/2023

Barclays Bank plc 0.00% due 5/5/2026

Barclays Bank plc 0.00% due 4/30/2026

Barclays Bank plc 0.00% due 5/31/2022

Barclays Bank plc 0.00% due 4/28/2023

Barclays Bank plc 9.45% per year, payable quarterly if each asset closes at or above coupon barrier on the observation date for that period; Coupon barriers: $47.87 for S&P, 1,586.52 for Russell, 943.33 for MSCI; 70% of initial levels due 5/4/2023

Barclays Bank plc 9% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 23,712.39 for Dow, 1,586.51 for Russell, 9,702.53 for Nasdaq; 70% of initial levels due 11/3/2022

Barclays Bank plc 8% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 23,712.39 for Dow, 1,586.51 for Russell, 9,702.53 for Nasdaq; 70% of initial levels due 11/2/2023

Barclays Bank plc 9% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 2,926.82 for S&P, 1,586.51 for Russell, 9,702.53 for Nasdaq; 70% of initial levels due 4/30/2024

Barclays Bank plc 8.05% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 2,926.82 for S&P, 1,586.51 for Russell, 9,702.53 for Nasdaq; 70% of initial levels due 5/3/2024

Barclays Bank plc 6.75% per year, payable semiannually if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 2,508.7 for S&P, 1,359.87 for Russell, 8,316.46 for Nasdaq; 60% of initial levels due 5/3/2024

Barclays Bank plc 5.25% per year, payable semiannually if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 2,508.7 for S&P, 1,359.87 for Russell, 8,316.46 for Nasdaq; 60% of initial levels due 5/3/2024

Barclays Bank plc 10% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 2,926.82 for S&P, 1,586.51 for Russell, 9,702.53 for Nasdaq; 70% of initial levels due 11/2/2023

Barclays Bank plc 8.25% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 2,926.82 for S&P, 1,586.51 for Russell, 9,702.53 for Nasdaq; 70% of initial levels due 10/31/2022

Barclays Bank plc 10.3% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 3,135.88 for S&P, 1,699.84 for Russell, 10,395.57 for Nasdaq; 75% of initial levels due 5/3/2024

Barclays Bank plc 10% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 2,926.82 for S&P, 1,586.52 for Russell, 9,702.53 for Nasdaq; 70% of initial levels due 11/2/2023

Barclays Bank plc 7.75% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter due 5/3/2024

Barclays Bank plc 12.75% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter due 5/5/2022

Barclays Bank plc 7.1% per year, payable quarterly if each index closes at or above downside threshold level on observation date for that quarter due 5/4/2023

Barclays Bank plc 6% per year, payable quarterly if each index closes at or above downside threshold level on observation date for that quarter due 5/4/2023

Barclays Bank plc 0.00% due 1/23/2048

Barclays Bank plc 0.00% due 5/5/2026

Barclays Bank plc 0.00% due 8/4/2022

Barclays Bank plc 0.00% due 8/3/2022

Barclays Bank plc 20.75% annualized rate, payable quarterly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $28.37 for BofA, $92.18 for Beyond Meat, $359.43 for Netflix; 70% of initial levels due 5/4/2023

Barclays Bank plc 20.75% annualized, payable quarterly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $28.37 for Bank of America, $92.18 for Beyond Meat and $359.43 for Netflix; 70% of initial levels due 5/4/2023

Barclays Bank plc 9% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 10,395.57 for Nasdaq, 1,699.84 for Russell; 75% of initial levels due 10/31/2022

Barclays Bank plc 12% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $53.47 for Penn National and $34.00 for DraftKings; 60% of initial levels due 5/4/2023

Barclays Bank plc 12.2% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier level: $39.82, 60% of initial level due 5/5/2022

Barclays Bank plc 7.65% annualized, payable monthly if index closes at or above coupon barrier on related observation date; Coupon barrier level: 1,813.16, 80% of initial level due 5/5/2022

Barclays Bank plc 7.05% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,135.88 for S&P, 1,699.84 for Russell; 75% of initial levels due 5/31/2022

Barclays Bank plc 5.25% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,135.88 for S&P, 1,699.84 for Russell, 23,712.4 for Dow; 70% of initial levels due 5/3/2024

Barclays Bank plc 28.8% annualized, payable quarterly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $89.88 for Wynn Resorts, $68.85 for Peloton and $126.93 for Skyworks Solutions; 70% of initial levels due 5/4/2023

Barclays Bank plc 8%, payable quarterly if stock closes at or above downside threshold on observation date for that quarter due 5/3/2024

Barclays Bank plc 8%, payable quarterly if stock closes at or above downside threshold on observation date for that quarter due 5/3/2024

Barclays Bank plc 0.00% due 5/5/2027

Barclays Bank plc 8% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 3,158.6 for S&P, 1,721.59 for Russell, 10,477.66 for Nasdaq; 75% of initial levels due 4/30/2024

Barclays Bank plc 9.15% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 3,158.6 for S&P, 1,721.59 for Russell, 10,477.66 for Nasdaq; 75% of initial levels due 5/2/2024

Barclays Bank plc 6.75% due 5/2/2022

Barclays Bank plc 6% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 2,928.23 for S&P, 1,612.91 for Russell; 70% of initial levels due 4/30/2024

Barclays Bank plc 5.25% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 18,723.92 for Dow, 2,299.09 for S&P, 1,249.52 for Russell; 55% of initial levels due 5/2/2024

Barclays Bank plc 5.5% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 18,723.92 for Dow, 2,299.09 for S&P, 1,249.52 for Russell; 55% of initial levels due 5/2/2024

Barclays Bank plc 6.5% per year, payable quarterly if each ETF closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $271.39 for SPDR, $148.49 for Russell; 65% of initial levels due 5/2/2024

Barclays Bank plc 22% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter due 5/3/2024

Barclays Bank plc 10% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter due 5/2/2024

Barclays Bank plc 34% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $37.04 for Vegas, $14.31 for Palantir, $35.81 for DraftKings, $416.64 for Tesla; 60% of initial levels due 4/30/2024

Barclays Bank plc 20% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $416.64; 60% of initial level due 10/30/2023

Barclays Bank plc 20% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier level: $416.64, 60% of initial level due 10/30/2023

Barclays Bank plc 13.5% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier level: $24.86; 60% of initial level due 5/3/2023

Barclays Bank plc 9.13% per year, payable quarterly if each index closes at or above its coupon barrier level on each scheduled trading day during that observation date; 9,731.13 for Nasdaq, 1,612.911 for Russell and 2,928.23 for S&P, 70% of initial levels due 10/31/2024

Barclays Bank plc 4.43% due 8/2/2022

Barclays Bank plc 6.39% due 8/2/2022

Barclays Bank plc 0.00% due 4/30/2026

Barclays Bank plc 0.00% due 4/30/2024

Barclays Bank plc 0.00% due 4/30/2024

Barclays Bank plc 0.00% due 4/30/2025

Barclays Bank plc 0.00% due 4/30/2026

Barclays Bank plc 0.00% due 4/30/2025

Barclays Bank plc 0.00% due 4/28/2023

Barclays Bank plc 2.85% due 4/30/2024

Barclays Bank plc 5.75% due 4/28/2022

Barclays Bank plc 0.00% due 10/31/2023

Barclays Bank plc 0.00% due 4/30/2026

Barclays Bank plc 0.00% due 5/31/2022

Barclays Bank plc 8.25% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 25,488.70 for Dow, 10,470.21 for Nasdaq, 1,725.95 for Russell; 75% of initial levels due 4/28/2023

Barclays Bank plc 9.5% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 23,789.45 for Dow, 9,772.20 for Nasdaq, 1,610.89 for Russell; 70% of initial levels due 10/31/2023

Barclays Bank plc 9.4% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 23,789.45 for Dow, 9,772.20 for Nasdaq, 1,610.89 for Russell; 70% of initial levels due 10/31/2024

Barclays Bank plc 5.5% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barrier levels: 2,930.70 for S&P, 23,789.45 for Dow; 70% of initial levels due 1/31/2023

Barclays Bank plc 7.05% per year, payable monthly if each underlier closes at or above coupon barrier on the observation date for that period; Coupon barriers: 9,772.20 for Nasdaq, 1,610.89 for Russell, $38.27 for ETF; 70% of initial levels due 1/31/2023

Barclays Bank plc 6.6% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 10,470.21 for Nasdaq, 3,140.04 for S&P, 1,725.95 for Russell; 75% of initial levels due 1/31/2023

Barclays Bank plc 5.5% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 10,470.21 for Nasdaq, 3,140.04 for S&P, 1,725.95 for Russell; 75% of initial levels due 1/31/2023

Barclays Bank plc 5.25% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 10,470.21 for Nasdaq, 3,140.04 for S&P, 1,725.95 for Russell; 75% of initial levels due 1/31/2024

Barclays Bank plc 3.25% due 4/30/2024

Barclays Bank plc 3.5% per year, payable monthly based on a calculation that multiplies the proportion of days on which the index closes at or above its coupon barrier level during the valuation period; Coupon barrier: 1,956.08, 85% of initial level due 10/31/2022

Barclays Bank plc 0.00% due 4/30/2025

Barclays Bank plc 0.00% due 4/28/2028

Barclays Bank plc 6.75% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 10,470.21 for Nasdaq, 1,725.95 for Russell; 75% of initial levels due 10/31/2022

Barclays Bank plc 6% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 9,772.20 for Nasdaq, 1,610.89 for Russell; 70% of initial levels due 4/30/2024

Barclays Bank plc 5% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,140.04 for S&P, 1,725.95 for Russell; 75% of initial levels due 10/31/2022

Barclays Bank plc 9.6% per year, payable quarterly if each index closes at or above its coupon barrier level on each scheduled trading day during that observation date; Coupon barrier levels: 1,610.887 for Russell, 2,930.7 for S&P, 9,772.2 for Nasdaq, 70% of initial levels due 10/31/2024

Barclays Bank plc 23.3% per year, payable quarterly if stock closes at or above 85% of initial share price on related observation date due 4/29/2022

Barclays Bank plc 6.5% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,931.33 for S&P, 23,787.1 for Dow; 70% of initial levels due 10/31/2023

Barclays Bank plc 8.75% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,931.33 for S&P, 23,787.1 for Dow, 1,608.6 for Russell; 70% of initial levels due 4/28/2023

Barclays Bank plc 11.5% per year, payable monthly if shares close at or above downside threshold level on determination date for that month, plus any previously unpaid coupon due 4/29/2022

Barclays Bank plc 5.75% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 23,787.1 for Dow, 9,818.31 for Nasdaq, 1,608.6 for Russell; 70% of initial levels due 10/31/2023

Barclays Bank plc 0.00% due 4/28/2026

Barclays Bank plc 0.00% due 4/28/2027

Barclays Bank plc 0.00% due 2/28/2023

Barclays Bank plc 6.5% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,590.30 for Russell, 23,830.44 for Dow; 70% of initial levels due 4/26/2024

Barclays Bank plc 9.1% per year, payable each quarter that each index closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 23,830.44 for Dow, 1,590.30 for Russell, 9,759.01 for Nasdaq; 70% of initial levels due 4/26/2024

Barclays Bank plc 8.15% per year, payable each quarter that each index closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 23,830.44 for Dow, 1,590.30 for Russell, 9,759.01 for Nasdaq; 70% of initial levels due 4/26/2024

Barclays Bank plc 9.25% per year, payable each month that each index closes at or above coupon barrier on observation date for that month; Coupon barriers: 23,830.44 for Dow, 1,590.30 for Russell, 9,759.01 for Nasdaq; 70% of initial levels due 10/27/2022

Barclays Bank plc 9.25% per year, payable quarterly if each underlying closes at or above coupon barrier level on observation date for that period; Coupon barrier levels: 9,759.01 for Nasdaq, $24.77 for ETF, 1,590.30 Russell; 70% of initial levels due 4/30/2024

Barclays Bank plc 5.65% per year, payable semiannually if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 2,508.10 for S&P, 1,363.11 for Russell, 8,364.86 for Nasdaq; 60% of initial levels due 4/26/2024

Barclays Bank plc 9.15% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 2,508.10 for S&P, 1,363.11 for Russell, 8,364.86 for Nasdaq; 60% of initial levels due 1/26/2023

Barclays Bank plc 6.4% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 2,926.12 for S&P, 1,590.30 for Russell, 9,759.01 for Nasdaq; 70% of initial levels due 1/26/2023

Barclays Bank plc 6.8% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 23,830.44 for Dow, 2,926.12 for S&P, 2,809.34 for Stoxx; 70% of initial levels due 1/26/2023

Barclays Bank plc 7.25% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 8,364.86 for Nasdaq, 2,508.1 for S&P, 1,363.12 for Russell; 60% of initial levels due 4/26/2024

Barclays Bank plc 10.75% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter due 4/26/2024

Barclays Bank plc 7% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter due 4/26/2024

Barclays Bank plc 19.25% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter due 4/26/2024

Barclays Bank plc 6.15% annual rate, payable each quarter that index closes at or above its coupon threshold level on the determination date for that quarter; Coupon threshold: 3,014.903, 80% of initial level due 4/27/2023

Barclays Bank plc 7.25% per year, payable quarterly if each index closes at or above downside threshold level on determination date that quarter due 4/27/2023

Barclays Bank plc 8.35% per year, payable quarterly if each index closes at or above downside threshold level on each trading day during that quarter due 4/27/2023

Barclays Bank plc 6.6% per year, payable quarterly if each index closes at or above coupon barrier level on each trading day during that quarter; Coupon barriers: 2,926.119 for S&P, 1,590.299 for Russell, 9,759.008 for Nasdaq; 70% of initial levels due 4/26/2024

Barclays Bank plc 0.00% due 10/28/2026

Barclays Bank plc 0.00% due 10/28/2026

Barclays Bank plc 13% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $57.93 for Advanced Micro, $60.22 for Micron; 70% of initial levels due 4/26/2024

Barclays Bank plc 6.75% annualized, payable quarterly if the index closes at or above the coupon barrier on the related observation date; Coupon barrier: 1,014.77; 70% of initial level due 4/28/2025

Barclays Bank plc 15.75% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $14.05 for Palantir, $437.64 for Tesla; 60% of initial levels due 4/26/2024

Barclays Bank plc 14.1% per year, payable quarterly if the stock closes at or above coupon barrier on the valuation date for that period; Coupon barrier level: $16.15; 60% of initial level due 4/27/2023

Barclays Bank plc 8% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 8,601.48 for Nasdaq, 2,584.36 for S&P, 1,395.38 for Russell; 62.5% of initial levels due 4/25/2024

Barclays Bank plc 7.7% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 9,057.85 for Nasdaq, 2,712.72 for S&P, 1,455.76 for Russell; 65% of initial levels due 4/29/2024

Barclays Bank plc 8.1% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 9,666.51 for Nasdaq, 2,894.46 for S&P, 1,531.75 for Russell; 70% of initial levels due 4/25/2024

Barclays Bank plc 9.3% per year, payable quarterly if each index closes at or above its coupon barrier level for every scheduled trading day for that period; Coupon barrier levels: 9,633.65 for Nasdaq, 1,562.830 for Russell, 2,894.49 for S&P; 70% of initial levels due 4/25/2024

Barclays Bank plc 5.75% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 23,896.12 for Dow, 1,567.74 for Russell, 2,921.39 for S&P; 70% of initial levels due 4/26/2023

Barclays Bank plc 11.5% annualized, payable quarterly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $80.10 for Apple, $109.87 for Walt Disney $2,017.21 for Amazon; 60% of initial levels due 4/25/2024

Barclays Bank plc 21.5% annualized, payable quarterly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $63.46 for Micron, $133.07 for Oracle, $55.27 for Teledoc; 70% of initial levels due 4/20/2023

Barclays Bank plc 11.40% due 4/22/2022

Barclays Bank plc 9.25% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 23,674.91 for Dow, 9,666.51 for Nasdaq, 1,531.75 for Russell; 70% of initial levels due 10/5/2022

Barclays Bank plc 8% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 23,674.91 for Dow, 2,894.46 for S&P, 1,531.75 for Russell; 70% of initial levels due 4/25/2024

Barclays Bank plc 10% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 10,356.98 for Nasdaq, 3,101.21 for S&P, 1,641.16 for Russell; 75% of initial levels due 4/24/2024

Barclays Bank plc 4.5% per year, payable monthly if the index closes at or above coupon barrier on the valuation date for that period; Coupon barrier level: 2,721.37; 65% of initial level due 4/28/2023

Barclays Bank plc 5.35% per year, payable monthly if the index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,122.45; 75% of initial levels due 10/25/2023

Barclays Bank plc 9.55% annualized, payable monthly if each underlier closes at or above coupon barrier on related observation date; Coupon barriers: $30.60 for Energy, 55.71 for index, $41.99 for Banking; 65% of initial levels due 4/25/2024

Barclays Bank plc 23.25% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $431.39; 60% of initial level due 4/25/2023

Barclays Bank plc 10.1% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 3,122.45 for S&P, $26.48 for financial, $50.47 for banking; 75% of initial levels due 4/24/2023

Barclays Bank plc 0.00% due 4/29/2022

Barclays Bank plc 9% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $140.63; 67% of initial level due 5/24/2022

Barclays Bank plc 12.25% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $8.52; 49% of initial level due 5/24/2022

Barclays Bank plc 10% annualized, payable monthly if the basket closes at or above the coupon barrier on the related observation date; Coupon barrier: 60% of initial level due 4/24/2023

Barclays Bank plc 7% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,330.61 for S&P, 11,126.14 for Nasdaq, 1,785.60 for Russell; 80% of initial levels due 7/22/2022

Barclays Bank plc 11.00% due 10/20/2021

Barclays Bank plc 5.5% per year, payable quarterly if each component closes at or above its 85% coupon barrier level on the determination date for that quarter due 1/22/2024

Barclays Bank plc 8.15% per year, payable each month that each index closes at or above coupon barrier on observation date for that month; Coupon barriers: 23,940.47 for Dow, 1,583.87 for Russell, 9,829.34 for Nasdaq; 70% of initial levels due 7/21/2022

Barclays Bank plc 11.75% per year, payable each month that each index closes at or above coupon barrier on observation date for that month; Coupon barriers: 27,360.54 for Dow, 1,810.14 for Russell, 11,233.53 for Nasdaq; 80% of initial levels due 4/20/2023

Barclays Bank plc 10.75% per year, payable quarterly if each underlying closes at or above barrier level on observation date for that period due 4/20/2023

Barclays Bank plc 8.5% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 23,940.47 for Dow, 1,583.87 for Russell, 2,929.83 for S&P; 70% of initial levels due 10/20/2022

Barclays Bank plc 6.5% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 23,940.47 for Dow, 1,583.87 for Russell, 2,929.83 for S&P; 70% of initial levels due 1/20/2023

Barclays Bank plc 6.55% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 8,425.15 for Nasdaq, 1,357.60 for Russell, 2,511.28 for S&P; 60% of initial levels due 4/19/2024

Barclays Bank plc 5.75% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 9,829.34 for Nasdaq, 1,583.87 for Russell, 2,929.83 for S&P; 70% of initial levels due 1/19/2024

Barclays Bank plc 7.5% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 10,531.43 for Nasdaq, 1,697.00 for Russell, 3,139.10 for S&P; 75% of initial levels due 1/20/2023

Barclays Bank plc 8% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 9,829.34 for Nasdaq, 1,583.87 for Russell, 2,929.83 for S&P; 70% of initial levels due 1/20/2023

Barclays Bank plc 10.5% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 9,829.34 for Nasdaq, 1,583.87 for Russell, 2,929.83 for S&P; 70% of initial levels due 10/20/2022

Barclays Bank plc 6.25% per year, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 9,829.34 for Nasdaq, 1,583.87 for Russell, 2,929.83 for S&P; 70% of initial levels due 4/19/2024

Barclays Bank plc 9% per year, payable quarterly if each index closes at or above its coupon barrier on the valuation date for that period; Coupon barrier levels: 9,829.34 for Nasdaq, 2,929.83 for S&P, 1,583.87 for Russell; 70% of initial levels due 4/19/2024

Barclays Bank plc 8.5% per year, payable monthly if each index closes at or above its coupon barrier on the valuation date for that period; Coupon barrier levels: 10,531.43 for Nasdaq, 3,139.1 for S&P, 1,697.0 for Russell; 75% of initial levels due 1/20/2023

Barclays Bank plc 14% per year, payable quarterly if the ETF closes at or above the coupon barrier value on the observation date for that period; Coupon barrier: $54.26; 70% of initial level due 4/20/2023

Barclays Bank plc 9.3% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter due 4/19/2024

Barclays Bank plc 26.5% annualized, payable quarterly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $367.56 for Adobe, $134.74 for Zscaler and $225.15 for Wayfair; 70% of initial levels due 4/19/2023

Barclays Bank plc 9.25% annualized, payable quarterly if fund closes at or above coupon barrier on related observation date; Coupon barrier: $33.88; 70% of initial level due 10/20/2022

Barclays Bank plc 12.25% annualized, payable quarterly if fund closes at or above coupon barrier on related observation date; Coupon barrier: $38.72; 80% of initial level due 4/19/2024

Barclays Bank plc 11.5% annualized, payable monthly if fund closes at or above coupon barrier on related observation date; Coupon barrier: $33.88; 70% of initial level due 7/21/2022

Barclays Bank plc 14.75% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier level: $56.60, 56% of initial level due 5/26/2022

Barclays Bank plc 14.25% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier level: $63.92, 55% of initial level due 5/19/2022

Barclays Bank plc 5.25% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 9,829.34 for Nasdaq, 1,583.87 for Russell, 2,929.83 for S&P; 70%of initial levels due 4/19/2024

Barclays Bank plc 5% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 10,531.43 for Nasdaq, 1,697.00 for Russell, 3,139.10 for S&P; 75% of initial levels due 4/19/2024

Barclays Bank plc 9% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 9,829.34 for Nasdaq, 1,583.87 for Russell, 2,929.83 for S&P; 70% of initial levels due 1/20/2023

Barclays Bank plc 6.25% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 9,829.34 for Nasdaq, 1,583.87 for Russell, 2,929.83 for S&P; 70% of initial levels due 1/20/2023

Barclays Bank plc 6.25% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 9,829.34 for Nasdaq, 1,583.87 for Russell, 2,929.83 for S&P; 70% of initial levels due 1/19/2024

Barclays Bank plc 13.75% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier level: $36.32, 65% of initial level due 4/21/2022

Barclays Bank plc 12% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier level: $28.75, 60% of initial level due 4/19/2024

Barclays Bank plc 7.5% annual rate, payable quarterly if the lowest stock closes at or above coupon barrier level on related observation date; previously unpaid coupons will also be paid; Coupon barrier levels: $78.55 for Taiwan and $140.57 for Baidu, 65% of initial levels due 4/20/2023

Barclays Bank plc 9.1% per year, payable quarterly if each index closes at or above coupon barrier on observation date for that period; Coupon barrier levels: 2,783.40 for Stoxx, 2,887.26 for S&P, 1,573.40 for Russell; 70% of initial levels due 4/18/2024

Barclays Bank plc 5.75% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 23,825.19 for Dow, 2,919.29 for S&P, 1,579.95 for Russell; 70% of initial levels due 4/21/2025

Barclays Bank plc 8.05% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 9,818.33 for Nasdaq, 2,919.29 for S&P, 1,579.95 for Russell; 70% of initial levels due 10/20/2022

Barclays Bank plc 0.00% due 4/20/2023

Barclays Bank plc 2.5% annualized, payable monthly if the index closes at or above coupon barrier on related observation date; Coupon barrier: 2,502.25; 60% of initial level due 1/11/2024

Barclays Bank plc 10.25% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $124.15; 66% of initial level due 5/19/2022

Barclays Bank plc 20% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $439.34; 60% of initial level due 10/19/2023

Barclays Bank plc 9.7% per year, payable quarterly if each index closes at or above its coupon barrier level on any quarterly observation date; Coupon barrier levels: 1,560.246 for Russell, 2,899.11 for S&P, 9,790.54 for Nasdaq, 70% of initial levels due 1/19/2024

Barclays Bank plc 10.15% per year, payable quarterly if each index closes at or above its coupon barrier level on any quarterly observation date; Coupon barrier levels: 1,573.402 for Russell, 2,887.26 for S&P, 9,662.74 for Nasdaq, 70% of initial levels due 1/19/2024

Barclays Bank plc 10% per year, payable quarterly if each index closes at or above its barrier level on any quarterly observation date due 1/19/2024

Barclays Bank plc 4.10% due 7/19/2022

Barclays Bank plc 6.10% due 7/19/2022

Barclays Bank plc 9.35% per year, payable quarterly if each index closes at or above its barrier level on any quarterly observation date due 1/19/2024

Barclays Bank plc 8.00% due 4/18/2022

Barclays Bank plc 10.15% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 10,364.51 for Nasdaq, 3,095.99 for S&P, 1,675.34 for Russell; 75% of initial levels due 4/17/2024

Barclays Bank plc 0.00% due 4/22/2022

Barclays Bank plc 0.00% due 4/22/2022

Barclays Bank plc 0.00% due 4/22/2022

Barclays Bank plc 17.25% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier level: $59.48, 50% of initial level due 4/17/2024

Barclays Bank plc 13.5% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier level: $23.86, 60% of initial level due 4/17/2024

Barclays Bank plc 5.30% due 10/14/2022

Barclays Bank plc 9% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 9,691.53 for Nasdaq, 2,890.16 for S&P, 1,570.43 for Russell; 70% of initial levels due 4/13/2023

Barclays Bank plc 12.50% due 4/14/2022

Barclays Bank plc 8% per year, payable quarterly if stock closes at or above downside threshold level on observation date that period due 4/12/2024

Barclays Bank plc 6.05% annual rate, payable each quarter that index closes at or above its coupon threshold level on the determination date for that period; Coupon threshold: 3,096.6; 75% of initial level due 4/13/2023

Barclays Bank plc 0.00% due 4/14/2025

Barclays Bank plc 0.00% due 4/14/2028

Barclays Bank plc 8% annual rate, payable quarterly if each ETF closes at or above coupon barrier on observation date; Coupon barriers: $155.81 for Russell ETF and $99.24 for SPDR, 70% of initial levels due 4/12/2024

Barclays Bank plc 6% annual rate, payable quarterly if each ETF closes at or above coupon barrier on related observation date; Coupon barriers: $155.81 for Russell ETF and $99.24 for SPDR, 70% of initial levels due 4/12/2024

Barclays Bank plc 17% per year, payable monthly if shares close at or above coupon trigger level on a related determination date; previously unpaid coupons will also be paid; Coupon trigger level: $51.18; 50% of initial share price due 4/11/2024

Barclays Bank plc 14.5% per year, payable quarterly if shares close at or above coupon barrier level on a related determination date; previously unpaid coupons will also be paid; Coupon barrier level: $29.85; 68% of initial share price due 4/13/2022

Barclays Bank plc 10.5% annual rate, payable quarterly if the stock closes at or above downside threshold on review date for that quarter due 4/11/2024

Barclays Bank plc 10% annualized, payable quarterly if index closes at or above coupon barrier on related observation date; Coupon barrier level: 1,074.69; 80% of initial level due 4/11/2024

Barclays Bank plc 5.75% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 18,439.95 for Dow, 2,242.85 for S&P, 1,245.69 for Russell; 55% of initial levels due 4/11/2024

Barclays Bank plc 20% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $56.76 for AMD, $96.45 for Qualcomm, $153.79 for Baidu; 70% of initial levels due 4/12/2022

Barclays Bank plc 5.35% due 10/6/2022

Barclays Bank plc 6.5% annual rate, payable each quarter that index closes at or above its coupon threshold level on the determination date for that quarter; Coupon threshold: 1,001.43, 75% of initial level due 4/6/2022

Barclays Bank plc 6.5% annual rate, payable each quarter that index closes at or above its coupon threshold level on the determination date for that quarter; Coupon threshold: 3,014.903, 75% of initial level due 4/6/2023

Barclays Bank plc 11.25% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 3,014.9 for S&P, 9,997.13 for Nasdaq, 1,690.43 for Russell, 75% of initial levels due 10/6/2022

Barclays Bank plc 15.05% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier level: $397.05, 60% of initial level due 10/6/2022

Barclays Bank plc 9.5%, payable monthly due 12/31/2021

Barclays Bank plc 0.00% due 4/3/2024

Barclays Bank plc 0.00% due 3/31/2026

Barclays Bank plc 3.925% due 3/5/2025

Barclays Bank plc 0.00% due 9/29/2023

Barclays Bank plc 0.00% due 4/5/2023

Barclays Bank plc 6.5% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 9,818.58 for Nasdaq, 24,736.16 for Dow, 1,665.39 for Russell; 75% of initial levels due 3/31/2025

Barclays Bank plc 7.25%, payable semiannually if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 2,781.02 for S&P, 1,554.36 for Russell, 70% of initial levels due 4/4/2024

Barclays Bank plc 8.5%, payable semiannually if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 2,781.02 for S&P, 1,554.36 for Russell, 70% of initial levels due 4/4/2024

Barclays Bank plc 10.75% per year, payable monthly if each index closes at or above barrier level on the valuation date for that period due 9/30/2022

Barclays Bank plc 10.75% per year, payable each quarter that each index closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 2,781.02 for S&P, 1,554.36 for Russell, 9,164.01 for Nasdaq; 70% of initial levels due 4/5/2024

Barclays Bank plc 10.5% per year, payable each quarter that each index closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 2,781.02 for S&P, 1,554.36 for Russell, 9,164.01 for Nasdaq; 70% of initial levels due 9/30/2022

Barclays Bank plc 13% per year, payable each quarter that each index closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 2,781.02 for S&P, 1,554.36 for Russell, 9,164.01 for Nasdaq; 70% of initial levels due 9/30/2022

Barclays Bank plc 8.75% per year, payable each month that each index closes at or above coupon barrier on observation date for that month; Coupon barriers: 2,781.02 for S&P, 1,554.36 for Russell, 9,164.01 for Nasdaq; 70% of initial levels due 4/5/2022

Barclays Bank plc 7% per year, payable each month that each index closes at or above coupon barrier on observation date for that month; Coupon barriers: 2,383.73 for S&P, 1,332.31 for Russell, 7,854.86 for Nasdaq; 60% of initial levels due 3/29/2024

Barclays Bank plc 8.4% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter due 4/4/2024

Barclays Bank plc 13% annualized, payable monthly if fund closes at or above coupon barrier on related observation date; Coupon barrier: $34.34; 70% of initial level due 6/30/2022

Barclays Bank plc 10.5% annualized, payable quarterly if each index closes at or above barrier level on related observation date due 10/5/2022

Barclays Bank plc 11.25% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,781.02 for S&P, 9,164.01 for Nasdaq, 1,554.363 for Russell, 70% of initial levels due 3/31/2022

Barclays Bank plc 0.00% due 4/5/2027

Barclays Bank plc 8.75% annualized, payable quarterly if each index closes at or above 70% downside threshold on observation date for that quarter due 9/29/2022

Barclays Bank plc 0.00% due 4/6/2026

Barclays Bank plc 0.00% due 4/6/2026

Barclays Bank plc 0.00% due 4/5/2027

Barclays Bank plc 7.00% due 4/3/2023

Barclays Bank plc 11.5% per year, payable monthly if each index closes at or above coupon barrier related observation date; Coupon barriers: 2,779.76 for S&P, 1,511.08 for Russell, 9,076.02 for Nasdaq; 70% of initial levels due 9/29/2023

Barclays Bank plc 6% per year initially, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; rate steps up to 7% in the second year and 10% in the third; Coupon barrier levels: 2,779.76 for S&P, 9,076.02 for Nasdaq, 1,511.08 for Russell, 70% of initial levels due 3/29/2024

Barclays Bank plc 8.5%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barriers: 1,511.077 for Russell and 982.542 for S&P 500 Value, 70% of initial levels due 3/28/2024

Barclays Bank plc 6.5%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barriers: 1,511.077 for Russell and 982.542 for S&P 500 Value, 70% of initial levels due 3/28/2024

Barclays Bank plc 7.35% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 18,124.40 for Dow, 2,182.92 for S&P, 1,298.10 for Russell; 55% of initial levels due 3/20/2023

Barclays Bank plc 0.00% due 3/28/2024

Barclays Bank plc 0.00% due 3/31/2025

Barclays Bank plc 0.00% due 3/31/2026

Barclays Bank plc 5.00% due 9/30/2022

Barclays Bank plc 3.75% due 3/29/2024

Barclays Bank plc 0.00% due 3/31/2025

Barclays Bank plc 0.00% due 3/30/2023

Barclays Bank plc 0.00% due 3/31/2026

Barclays Bank plc 0.00% due 3/31/2026

Barclays Bank plc 0.00% due 6/30/2022

Barclays Bank plc 0.00% due 3/31/2026

Barclays Bank plc 0.00% due 4/29/2022

Barclays Bank plc 0.00% due 3/31/2027

Barclays Bank plc 0.00% due 9/29/2023

Barclays Bank plc 10% per year, payable monthly if each index closes at or above coupon barrier related observation date; Coupon barriers: 2,980.91 for S&P, 1,666.11 for Russell, 9,734.34 for Nasdaq; 75% of initial levels due 12/30/2022

Barclays Bank plc 8% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,782.18 for S&P, 23,151.02 for Dow, 1,555.04 for Russell, 70% of initial levels due 9/30/2022

Barclays Bank plc 7% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,782.18 for S&P, 9,085.38 for Nasdaq, 1,555.04 for Russell, 70% of initial levels due 12/29/2023

Barclays Bank plc 8.1% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,384.72 for S&P, 7,787.47 for Nasdaq, 1,332.89 for Russell, 60% of initial levels due 9/29/2023

Barclays Bank plc 5.00% due 3/31/2023

Barclays Bank plc 4% per year multiplied by proportion of days on which index closes at or above coupon barrier; payable monthly; Coupon barrier: 3,378.36, 85% of initial level due 9/29/2022

Barclays Bank plc 0.00% due 5/31/2022

Barclays Bank plc 10% per year, payable quarterly if stock closes at or above downside threshold level on observation date that period due 4/1/2024

Barclays Bank plc 9.85% per year, payable quarterly if each index closes at or above downside threshold level on each trading day during that quarter due 3/30/2023

Barclays Bank plc 0.00% due 3/31/2025

Barclays Bank plc 0.00% due 3/30/2028

Barclays Bank plc 9.85% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier level: $27.08, 70% of initial level due 4/1/2024

Barclays Bank plc 7% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 24,804.66 for Dow, 9,734.34 for Nasdaq; 75% of initial levels due 3/31/2022

Barclays Bank plc 11.25% annualized, payable quarterly if fund closes at or above coupon barrier on related observation date; Coupon barrier level: $35.30, 70% of initial level due 9/30/2022

Barclays Bank plc 11% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $31.09 for General Motors, $102.92 for Eli Lilly and $110.52 for Target; 55% of initial levels due 3/29/2024

Barclays Bank plc 8% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 1,555.04 for Russell, 9,085.38 for Nasdaq; 70% of initial levels due 3/30/2023

Barclays Bank plc 8.26% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 1,666.11 for Russell, 9,734.34 for Nasdaq; 75% of initial levels due 9/30/2022

Barclays Bank plc 6.5% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 1,555.04 for Russell, 2,782.18 for S&P; 70% of initial levels due 3/30/2023

Barclays Bank plc 7.75% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 2,782.18 for S&P, 1,555.04 for Russell, 9,085.38 for Nasdaq; 70% of initial levels due 12/29/2023

Barclays Bank plc 7% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 1,443.96 for Russell, 2,583.45 for S&P, 8,436.43 for Nasdaq; 65% of initial levels due 3/28/2024

Barclays Bank plc 8.5% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 1,555.04 for Russell, 2,782.18 for S&P, 9,085.38 for Nasdaq; 70% of initial levels due 9/30/2022

Barclays Bank plc 20% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier level: $305.64, 50% of initial level due 9/29/2023

Barclays Bank plc 25% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier level: $309.36, 50% of initial level due 3/29/2024

Barclays Bank plc 10.1% per year, payable quarterly if each index closes at or above its coupon barrier level on any quarterly observation date; Coupon barrier levels: 1,443.963 for Russell, 2,583.45 for S&P, 8,436.43 for Nasdaq, 65% of initial levels due 3/28/2024

Barclays Bank plc 0.00% due 5/27/2022

Barclays Bank plc 0.00% due 3/28/2024

Barclays Bank plc 0.00% due 3/25/2024

Barclays Bank plc 0.00% due 3/31/2023

Barclays Bank plc 5% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 1,249.84 for Russell, $37.91 for Banking, 7,316.84 for Nasdaq, 57.25% of initial levels due 12/27/2021

Barclays Bank plc 0.00% due 3/31/2023

Barclays Bank plc 0.00% due 3/31/2023

Barclays Bank plc 10.55%, payable quarterly if each asset closes at or above coupon barrier level on quarterly observation date; Coupon barrier levels: $31.99 for Energy, 56.58 for Stoxx Banks, $43.04 for Regional Banking; 65% of initial levels due 3/30/2026

Barclays Bank plc 8.4% per year, payable quarterly if each index closes at or above downside threshold level on observation date for that quarter due 3/29/2023

Barclays Bank plc 9.5% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 7,999.30 for index, $40.24 for ETF, 62.5% of initial levels due 3/29/2023

Barclays Bank plc 9% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier level: $203.44, 70% of initial level due 3/29/2022

Barclays Bank plc 14.55% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; previously unpaid coupons will also be paid; Coupon barrier level: $85.09, 60% of initial level due 3/21/2024

Barclays Bank plc 9.5% per year, payable monthly if each asset closes at or above coupon barrier on the valuation date for that period; previously unpaid coupons will also be paid; Coupon barriers: 1,830.04 for Russell, 10,293.59 for Nasdaq and 3,130.48 for S&P; 80% of initial levels due 3/23/2023

Barclays Bank plc 0.00% due 3/24/2026

Barclays Bank plc 0.00% due 3/24/2027

Barclays Bank plc 5.25% per year, payable quartelry if each index closes at or above 80% coupon barrier level on the determination date for that quarter due 3/23/2023

Barclays Bank plc 7.5% per year, payable quarterly if each index closes at or above its coupon barrier on the valuation date for that period; Coupon barrier levels: 22,839.58 for Dow, 1,601.29 for Russell, 70% of initial levels due 3/25/2024

Barclays Bank plc 6% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 22,839.58 for Dow, 1,601.29 for Russell, 70% of initial levels due 3/25/2024

Barclays Bank plc 15% per year, payable quarterly if stock closes at or above its coupon barrier level, 67.75% of its initial share price, on the observation date for that period due 3/23/2023

Barclays Bank plc 10.75% per year, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 2,740.82 for S&P, 23,003.61 for Dow, 1,587.31 for Russell, 70% of initial levels due 3/23/2023

Barclays Bank plc 9.5% per year, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 2,740.82 for S&P, 2,707.28 for Stoxx, 1,587.31 for Russell, 70% of initial levels due 3/22/2024

Barclays Bank plc 10.75% per year, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 2,739.17 for S&P, 9,006.89 for Nasdaq, 1,601.29 for Russell, 70% of initial levels due 3/23/2023

Barclays Bank plc 9.75% per year, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 2,739.17 for S&P, 9,006.89 for Nasdaq, 1,601.29 for Russell, 70% of initial levels due 3/22/2024

Barclays Bank plc 11.15% per year, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 2,934.83 for S&P, 9,650.24 for Nasdaq, 1,715.66 for Russell, 75% of initial levels due 3/22/2024

Barclays Bank plc 9.35% per year, payable monthly if each index closes at or above coupon barrier related observation date; Coupon barrier levels: 2,739.17 for S&P, 9,006.89 for Nasdaq, 1,601.29 for Russell, 70% of initial levels due 3/21/2024

Barclays Bank plc 8.15% per year, payable quarterly if stock closes at or above 80% coupon threshold level on observation date that period due 3/22/2024

Barclays Bank plc 7% annual rate, payable each quarter that index closes at or above its coupon threshold level on the determination date for that quarter; Coupon threshold: 2,934.825, 75% of initial level due 3/23/2023

Barclays Bank plc 9.50% due 3/24/2022

Barclays Bank plc 0.00% due 9/24/2026

Barclays Bank plc 0.00% due 3/23/2028

Barclays Bank plc 12.5% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier level: $30.55, 65% of initial level due 3/23/2023

Barclays Bank plc 16.3% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier level: $11.54, 50% of initial level due 3/22/2024

Barclays Bank plc 10.75% annualized, payable monthly if the index closes at or above coupon barrier on related observation date; Coupon barrier: 1,830.04; 80% of initial level due 3/24/2022

Barclays Bank plc 7.05% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 1,601.28 for Russell, 2,739.17 for S&P, 9,006.89 for Nasdaq; 70% of initial levels due 3/23/2023

Barclays Bank plc 23% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier level: $327.44, 50% of initial level due 3/23/2023

Barclays Bank plc 8.6% per year, payable quarterly if each index closes at or above coupon barrier related observation date; Coupon barrier levels: 2,740.82 for S&P, 23,003.61.48 for Dow, 1,587.31 for Russell, 70% of initial levels due 3/21/2024

Barclays Bank plc 6.35% due 3/25/2022

Barclays Bank plc 0.00% due 9/22/2022

Barclays Bank plc 11.5% annualized, payable each quarter that each index closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 23,067.42 for Dow, 2,778.26 for S&P, 1,652.12 for Russell; 70% of initial levels due 3/20/2023

Barclays Bank plc 10% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 70% of initial levels due 3/20/2023

Barclays Bank plc 6.5% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 18,124.40 for Dow, 2,182.92 for S&P, 1,298.10 for Russell, 55% of initial levels due 3/20/2023

Barclays Bank plc 0.00% due 9/22/2022

Barclays Bank plc 9.01%, payable quarterly if each ETF closes at or above coupon barrier on observation date; Coupon barriers: $162.62 for Russell and $340.32 for MidCap, 70% of initial levels due 3/21/2024

Barclays Bank plc 7.03% annual rate, payable quarterly if each ETF closes at or above coupon barrier on observation date; Coupon barriers: $162.62 for Russell and $340.32 for MidCap, 70% of initial levels due 3/21/2024

Barclays Bank plc 10.25% annualized, payable quarterly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $1,545.93 for Amazon, $62.79 for Apple, $262.02 for Netflix and $97.12 for Disney; 50% of initial levels due 3/19/2026

Barclays Bank plc 6.5% annualized, payable quarterly if the index closes at or above coupon barrier on related observation date; Coupon barrier: 3,368.30; 85% of initial level due 3/20/2024

Barclays Bank plc 11.4% per year, payable quarterly if each index closes at or above its coupon barrier level on each day during relevant quarterly observation period; Coupon barrier levels: 8,548.98 for Nasdaq, 1,507.687 for Russell, 2,575.76 for S&P; 65% of initial levels due 12/21/2023

Barclays Bank plc 10.4% per year, payable quarterly if each index closes at or above its coupon barrier level on each day during relevant quarterly observation period; Coupon barrier levels: 8,548.98 for Nasdaq, 1,507.687 for Russell, 2,575.76 for S&P; 65% of initial levels due 12/21/2023

Barclays Bank plc 18% per year, payable monthly if stock closes at or above downside threshold level on observation date that period due 3/18/2022

Barclays Bank plc 25%, payable each quarter that stock closes at or above coupon barrier on review date for that quarter, in which case any previously unpaid coupons will also be paid; Coupon barrier level: $128.85; 80% of initial price due 3/17/2022

Barclays Bank plc 14.25% due 3/20/2023

Barclays Bank plc 11.40% due 3/20/2023

Barclays Bank plc 13.1096% per year, payable each quarter that each index closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 23,067.42 for Dow, 1,652.12 for Russell, 9,157.78 for Nasdaq; 70% of initial levels due 3/20/2024

Barclays Bank plc 11.75% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,976.71 for S&P, 9,811.91 for Nasdaq, 1,770.13 for Russell, 75% of initial levels due 3/20/2024

Barclays Bank plc 10.5% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,778.26 for S&P, 9,157.78 for Nasdaq, 1,652.12 for Russell, 70% of initial levels due 9/20/2022

Barclays Bank plc 7% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,778.26 for S&P, 9,157.78 for Nasdaq, 1,652.12 for Russell, 70% of initial levels due 12/20/2023

Barclays Bank plc 10% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,976.71 for S&P, 9,811.91 for Nasdaq, 1,770.13 for Russell, 75% of initial levels due 12/20/2022

Barclays Bank plc 10.75% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,778.26 for S&P, 9,157.78 for Nasdaq, 1,652.12 for Russell, 70% of initial levels due 3/19/2024

Barclays Bank plc 11.95% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier level: $22.70, 60% of initial level due 3/20/2023

Barclays Bank plc 8.25% per year, payable monthly plus any previously unpaid coupons if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,760.34 for S&P, 1,646.95 for Russell, 9,056.10 for Nasdaq; 70% of initial levels due 3/16/2023

Barclays Bank plc 10.25% per year, payable quarterly if stock closes at or above downside threshold level on observation date that period due 3/15/2024

Barclays Bank plc 11.25% per year, payable quarterly if stock closes at or above downside threshold level on observation date that period due 3/15/2024

Barclays Bank plc 8.5% per year, payable quarterly if stock closes at or above downside threshold level on observation date that period due 3/15/2024

Barclays Bank plc 8.5% per year, payable quarterly if stock closes at or above downside threshold level on observation date that period due 3/15/2024

Barclays Bank plc 0.00% due 3/28/2024

Barclays Bank plc Contingent coupon paid quarterly if each index closes at or above coupon barrier on valuation date for that quarter; contingent coupon rate is initially 6% per year, stepping up to 7% after one year and to 10% after two years; Coupon barriers: 1,646.95 for Russell, 9,056.10 for Nasdaq; 70% of initial levels due 3/15/2024

Barclays Bank plc 7% per year, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,760.34 for S&P, 1,646.95 for Russell, 9,056.10 for Nasdaq; 70% of initial levels due 9/15/2023

Barclays Bank plc 9.5% per year, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,760.34 for S&P, 1,646.95 for Russell, 9,056.10 for Nasdaq; 70% of initial levels due 9/15/2023

Barclays Bank plc 11% per year, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,760.34 for S&P, 1,646.95 for Russell, 9,056.10 for Nasdaq; 70% of initial levels due 3/14/2024

Barclays Bank plc 9.25% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 19,667.18 for Dow, 2,366.00 for S&P, 1,411.67 for Russell; 60% of initial levels due 3/15/2024

Barclays Bank plc 11% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 22,945.05 for Dow, 2,760.34 for S&P, 1,646.95 for Russell; 70% of initial levels due 3/16/2023

Barclays Bank plc 14.75% annual rate, payable monthly if fund closes at or above downside threshold level on observation date that month; previously unpaid coupons will also be paid due 3/17/2022

Barclays Bank plc 11%, payable quarterly if least-performing stock closes at or above trigger price on observation date for that quarter due 3/15/2024

Barclays Bank plc 6.5% annual rate, payable each quarter that index closes at or above its coupon threshold level on the determination date for that quarter; Coupon threshold: 2,760.338, 70% of initial level due 3/16/2023

Barclays Bank plc 0.00% due 7/6/2022

Barclays Bank plc 11.55% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier level: $174.97, 65% of initial level due 3/17/2022

Barclays Bank plc 19.7% annualized, payable quarterly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $35.25 for Coca-Cola, $169.48 for Square and $120.09 for Lowe's; 70% of initial levels due 3/16/2023

Barclays Bank plc 26.5% annualized, payable quarterly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $165.03 for Microsoft, $251.97 for Roku and $231.80 for Costco; 70% of initial levels due 3/16/2023

Barclays Bank plc 18.5% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $68.57 for Applied Materials, $150.21 for PayPal, $310.81 for Netflix, $161.51 for Boeing; 60% of initial levels due 3/15/2024

Barclays Bank plc 11% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier level: $339.40, 60% of initial level due 4/18/2022

Barclays Bank plc 20% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier level: $346.86, 50% of initial level due 9/15/2023

Barclays Bank plc 7.35%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barriers: 1,646.952 for Russell and 2,760.34 for S&P 500, 70% of initial levels due 3/14/2024

Barclays Bank plc 19.65%, payable each month that stock closes at or above coupon barrier on review date for that month, in which case any previously unpaid coupons will also be paid; Coupon barrier: $38.24, 80% of initial level due 3/15/2022

Barclays Bank plc 12.4%, payable each month that ETF closes at or above coupon barrier on review date for that month, in which case any previously unpaid coupons will also be paid; Coupon barrier: $264.25, 85% of initial level due 3/15/2022

Barclays Bank plc 0.00% due 3/28/2024

Barclays Bank plc 0.00% due 3/22/2022

Barclays Bank plc 0.00% due 3/16/2026

Barclays Bank plc 12.75% per year, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 9,137.03 for Nasdaq, 2,757.54 for S&P, 1,636.98 for Russell, 70% of initial levels due 12/15/2022

Barclays Bank plc 11.25% per year, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 9,137.03 for Nasdaq, 2,757.54 for S&P, 1,636.98 for Russell, 70% of initial levels due 9/16/2024

Barclays Bank plc 9.65% per year, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 7,831.74 for Nasdaq, 2,363.60 for S&P, 1,403.13 for Russell, 60% of initial levels due 3/16/2023

Barclays Bank plc 0.00% due 4/7/2022

Barclays Bank plc 0.00% due 3/17/2025

Barclays Bank plc 10% per year, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 2,729.17 for S&P, 8,926.45 for Nasdaq, 1,599.98 for Russell, 70% of initial levels due 3/14/2024

Barclays Bank plc 5.4% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,339.29 for S&P, 19,378.21 for Dow, 1,371.41 for Russell, 60% of initial levels due 3/13/2026

Barclays Bank plc 10.6% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,729.17 for S&P, 22,607.91 for Dow, 1,599.98 for Russell, 70% of initial levels due 12/15/2022

Barclays Bank plc 0.00% due 9/14/2023

Barclays Bank plc 10% per year, payable each quarter if index closes at or above coupon barrier value on observation date for that period; Coupon barrier: 8,956.14; 70% of initial level due 3/14/2023

Barclays Bank plc 11%, payable semiannually if each underlier closes at or above coupon barrier on observation date for that period; Coupon barriers: 2,712.81 for S&P, 1,571.54 for Russell, 70% of initial levels due 3/29/2030

Barclays Bank plc 7.25% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 22,282.92 for Dow, 1,571.54 for Russell, 2,712.81 for S&P; 70% of initial levels due 3/13/2024

Barclays Bank plc 9.5% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier level: $344.38, 68% of initial level due 6/14/2022

Barclays Bank plc 0.00% due 3/22/2024

Barclays Bank plc 15.25% due 9/13/2022

Barclays Bank plc 13.2% per year, payable each month that each asset closes at or above coupon barrier on the observation date for that period; Coupon barriers: 1,644.16 for Russell, 23,622.23 for Dow, 2,881.46 for S&P; 75% of initial levels due 9/11/2023

Barclays Bank plc 9.6% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 1,542.09 for Russell, 2,674.95 for S&P and 22,261.71 for Dow; 70% of initial levels due 3/11/2022

Barclays Bank plc 7.25% annualized, payable quarterly if the index closes at or above coupon barrier on related observation date; Coupon barrier: 2,674.94; 70% of initial level due 3/13/2023

Barclays Bank plc 9.25% per year, payable quarterly if each index closes at or above its coupon barrier level on any quarterly observation date; Coupon barrier levels: 1,534.548 for Russell, 2,689.36 for S&P, 8,867.96 for Nasdaq, 70% of initial levels due 3/13/2025

Barclays Bank plc 10.25% per year, payable quarterly if stock closes at or above downside threshold level on observation date that period due 3/8/2024

Barclays Bank plc 17.5% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $22.25 for VanEck, 8,867.96 for Nasdaq and 1,534.55 for Russell, 70% of initial levels due 3/8/2024

Barclays Bank plc 6.25% per year, payable each month that each asset closes at or above coupon barrier on the observation date for that period; Coupon barriers: 1,315.33 for Russell, 718,897.78 for Dow, 2,305.16 for S&P; 60% of initial levels due 3/8/2024

Barclays Bank plc 13.1% per year, payable each quarter that each asset closes at or above coupon barrier on the observation date for that period; Coupon barriers: 1,502.84 for Russell, 2,593.4 for Stoxx, 2,637.93 for S&P; 70% of initial levels due 3/9/2023

Barclays Bank plc 11.25% per year, payable each month that each asset closes at or above coupon barrier on the observation date for that period; Coupon barriers: 1,534.55 for Russell, 8,867.96 for Nasdaq, 2,689.36 for S&P; 70% of initial levels due 9/8/2023

Barclays Bank plc 10.5% per year, payable each quarter that each asset closes at or above coupon barrier on the observation date for that period; Coupon barriers: 1,534.55 for Russell, 8,867.96 for Nasdaq, 2,689.36 for S&P; 70% of initial levels due 3/8/2024

Barclays Bank plc 14% per year, payable each quarter that each asset closes at or above coupon barrier on the observation date for that period; Coupon barriers: 1,644.16 for Russell, 9,501.38 for Nasdaq, 2,881.46 for S&P; 75% of initial levels due 3/8/2024

Barclays Bank plc 11.5% per year, payable each quarter that each asset closes at or above coupon barrier on the observation date for that period; Coupon barriers: 1,644.16 for Russell, 9,501.38 for Nasdaq, 2,881.46 for S&P; 75% of initial levels due 3/8/2024

Barclays Bank plc 13.35% per year, payable each quarter that each asset closes at or above coupon barrier on the observation date for that period; Coupon barriers: 1,502.84 for Russell, 8,724.8 for Nasdaq, 2,637.93 for S&P; 70% of initial levels due 3/7/2024

Barclays Bank plc 8.15% per year, payable each month that each asset closes at or above coupon barrier on the observation date for that month; Coupon barriers: 1,545.46 for Russell, 6,334.26 for Nasdaq, 1,920.97 for S&P; 50% of initial levels due 9/8/2023

Barclays Bank plc 10.75% per year, payable quarterly if stock closes at or above its coupon barrier level, 65% of its initial share price, on the observation date for that period due 3/9/2023

Barclays Bank plc 8.35% annual rate, payable each quarter that index closes at or above its coupon threshold level on the determination date for that quarter; Coupon threshold: 1,534.548, 70% of initial level due 3/10/2022

Barclays Bank plc 12.53% per year, payable quarterly if each index closes at or above its coupon barrier level on each day during relevant quarterly observation period; Coupon barrier levels: 8,101.6 for Nasdaq, 1,395.501 for Russell, 2,449.51 for S&P; 65% of initial levels due 12/7/2023

Barclays Bank plc 10% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,502.85 for Russell, 8,724.80 for Nasdaq and 2,637.93 for S&P; 70% of initial levels due 9/9/2022

Barclays Bank plc 12.35% due 3/7/2024

Barclays Bank plc 0.00% due 9/9/2022

Barclays Bank plc 11.35% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,545.46 for Russell, 8,878.33 for Nasdaq and 21,889.06 for Dow; 70% of initial levels due 3/7/2024

Barclays Bank plc 11.25% per year, payable monthly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,502.85 for Russell, 8,724.80 for Nasdaq and 21,646.90 for Dow; 70% of initial levels due 6/9/2022

Barclays Bank plc 11.25% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,502.85 for Russell, 8,724.80 for Nasdaq and 2,637.93 for S&P; 70% of initial levels due 3/9/2023

Barclays Bank plc 9% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 1,502.85 for Russell, 2,637.93 for S&P, 21,646.9 for Dow; 70% of initial levels due 3/9/2022

Barclays Bank plc 9.35% annualized, payable quarterly if index closes at or above coupon barrier on related observation date; Coupon barrier level: 927.97, 70% of initial level due 9/9/2022

Barclays Bank plc 10.15% per year, payable quarterly if each index closes at or above its coupon barrier level on each day during relevant quarterly observation period; Coupon barrier levels: 20,100.69 for Dow, 1,395.501 for Russell, 2,449.51 for S&P; 65% of initial levels due 9/9/2024

Barclays Bank plc 18.5% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $21.95 for VanEck, 8,878.33 for Nasdaq and 1,545.46 for Russell, 70% of initial levels due 9/6/2024

Barclays Bank plc 12.1% per year, payable each quarter that each asset closes at or above coupon barrier on the observation date for that quarter; Coupon barriers: 1,655.84 for Russell, 9,512.5 for Nasdaq, 2,864.79 for S&P; 75% of initial levels due 3/7/2024

Barclays Bank plc 11% per year, payable each quarter that each asset closes at or above coupon barrier on the observation date for that quarter; Coupon barriers: 1,545.46 for Russell, 8,878.33 for Nasdaq, 2,673.80 for S&P; 70% of initial levels due 9/6/2024

Barclays Bank plc 16.33% per year, payable quarterly if each asset closes at or above coupon barrier on each day of that period; Coupon barriers: 9,512.50 for Nasdaq, 1,655.84 for Russell, 2,864.79 for S&P; 75% of initial levels due 3/8/2023

Barclays Bank plc 30.5% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $192.77 for Spotify, $134.63 for Boeing and $245.80 for Zoom; 60% of initial levels due 3/6/2024

Barclays Bank plc 10.45% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier level: $30.96, 65% of initial level due 3/8/2023

Barclays Bank plc 9.69% per year, payable quarterly if each index closes at or above its coupon barrier level on each day during relevant quarterly observation period; Coupon barrier levels: 20,325.56 for Dow, 1,435.065 for Russell, 2,482.82 for S&P; 65% of initial levels due 9/6/2024

Barclays Bank plc 9.69% per year, payable quarterly if each index closes at or above its coupon barrier level on each day during relevant quarterly observation period; Coupon barrier levels: 20,325.56 for Dow, 1,435.065 for Russell, 2,482.82 for S&P; 65% of initial levels due 9/6/2024

Barclays Bank plc 7.01% due 6/8/2022

Barclays Bank plc 5.09% due 6/8/2022

Barclays Bank plc 9% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 18,834.91 for Dow, 7,835.97 for Nasdaq, 1,338.91 for Russell, 60% of initial levels due 3/7/2024

Barclays Bank plc 9.25% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 18,921.31 for Dow, 2,341.09 for S&P, 1,365.19 for Russell, 60% of initial levels due 3/5/2024

Barclays Bank plc 7.75% per year, payable each quarter that each asset closes at or above coupon barrier on the observation date for that quarter; Coupon barriers: 1,562.06 for Russell, 9,141.97 for Nasdaq, 2,709.20 for S&P; 70% of initial levels due 3/7/2024

Barclays Bank plc 8.1% per year, payable quarterly if each index closes at or above downside threshold level on each trading day during that quarter due 3/7/2023

Barclays Bank plc 17.15% due 9/13/2022

Barclays Bank plc 8.1% per year, payable quarterly if each index closes at or above coupon barrier related observation date; Coupon barrier levels: 2,286.69 for S&P, 7,745.664 for Nasdaq, 1,320.631 for Russell, 60% of initial levels due 3/6/2024

Barclays Bank plc 11.5% per year, payable monthly if each index closes at or above coupon barrier related observation date; Coupon barrier levels: 2,731.27 for S&P, 9,298.07 for Nasdaq, 1,592.72 for Russell, 70% of initial levels due 9/7/2023

Barclays Bank plc 7% per year, payable monthly if each index closes at or above coupon barrier related observation date; Coupon barrier levels: 1,950.91 for S&P, 6,641.48 for Nasdaq, 1,137.66 for Russell, 50% of initial levels due 3/6/2024

Barclays Bank plc 15.85% annualized, payable if stock closes at or above coupon barrier on related observation date; observation dates are first of March, May, August and November; Coupon barrier level: $199.55, 75% of initial level due 3/1/2023

Barclays Bank plc 10.8% per year, payable monthly if each asset closes at or above coupon barrier on the valuation date for that period; previously unpaid coupons will also be paid; Coupon barriers: 1,760.84 for Russell, 10,327.55 for Nasdaq and 3,048.92 for S&P; 80% of initial levels due 2/29/2024

Barclays Bank plc 10.25% per year, payable quarterly if stock closes at or above downside threshold level on observation date that period due 2/29/2024

Barclays Bank plc 5.4625% per year, payable quarterly if stock closes at or above downside threshold level on observation date that period due 2/29/2024

Barclays Bank plc 7.15% due 8/31/2022

Barclays Bank plc 0.00% due 2/27/2026

Barclays Bank plc 0.00% due 2/29/2024

Barclays Bank plc 0.00% due 8/31/2023

Barclays Bank plc 0.00% due 3/31/2022

Barclays Bank plc 0.00% due 2/27/2026

Barclays Bank plc 0.00% due 2/28/2023

Barclays Bank plc 10.5% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 21,652.66 for Dow, 2,667.81 for S&P, 1,540.74 for Russell, 70% of initial levels due 3/2/2023

Barclays Bank plc 10.75% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 21,652.66 for Dow, 2,667.81 for S&P, 1,540.74 for Russell, 70% of initial levels due 3/2/2023

Barclays Bank plc 10.5% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 21,652.66 for Dow, 2,667.81 for S&P, 1,540.74 for Russell, 70% of initial levels due 8/31/2022

Barclays Bank plc 9% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 8,591.63 for Nasdaq, $47.90 for ETF, 1,397.58 for Russell, 63% of initial levels due 2/23/2024

Barclays Bank plc 12.5% per year, payable each month that each asset closes at or above coupon barrier on the observation date for that period; Coupon barriers: 1,540.74 for Russell, 21,652.66 for Dow, 9,036.61 for Nasdaq; 70% of initial levels due 8/31/2022

Barclays Bank plc 12.75% per year, payable each month that each asset closes at or above coupon barrier on the observation date for that period; Coupon barriers: 1,540.74 for Russell, 21,652.66 for Dow, 9,036.61 for Nasdaq; 70% of initial levels due 8/31/2022

Barclays Bank plc 11.25% per year, payable each quarter that each asset closes at or above coupon barrier on the observation date for that period; Coupon barriers: 1,540.74 for Russell, 9,036.61 for Nasdaq, 2,667.81 for S&P; 70% of initial levels due 3/2/2023

Barclays Bank plc 9% per year, payable semiannually if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 1,320.63 for Russell, 7,745.66 for Nasdaq, 2,286.69 for S&P; 60% of initial levels due 2/29/2024

Barclays Bank plc 7% per year, payable semiannually if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 1,320.63 for Russell, 7,745.66 for Nasdaq, 2,286.69 for S&P; 60% of initial levels due 2/29/2024

Barclays Bank plc 11.25% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 1,540.74 for Russell, 9,036.61 for Nasdaq, 2,667.81 for S&P; 70% of initial levels due 9/5/2023

Barclays Bank plc 9.75% per year, payable quarterly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 1,540.74 for Russell, 9,036.61 for Nasdaq, 2,667.81 for S&P; 70% of initial levels due 8/31/2022

Barclays Bank plc 12.25% per year, payable monthly if each index closes at or above coupon barrier on the observation date for that period; Coupon barriers: 1,540.74 for Russell, 9,036.61 for Nasdaq, 2,667.81 for S&P; 70% of initial levels due 9/6/2022

Barclays Bank plc 7% per year, payable quarterly if index closes at or above coupon barrier on the valuation date for that period; previously unpaid coupons will also be paid; Coupon barrier: 2,747.80; 70% of initial level due 3/2/2023

Barclays Bank plc 10.25% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,667.81 for S&P, 9,036.61 for Nasdaq, 1,540.74 for Russell, 70% of initial levels due 2/29/2024

Barclays Bank plc 10.85% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,858.36 for S&P, $341.14 for ETF, 1,650.79 for Russell, 75% of initial levels due 3/2/2023

Barclays Bank plc 8% per year, payable quarterly if each index closes at or above coupon barrier level on observation date that period; Coupon barrier levels: 20,160.041 for Dow, 1,430.683 for Russell, 2,477.248 for S&P 500; 65% of initial levels due 3/2/2023

Barclays Bank plc 10% per year, payable quarterly if stock closes at or above downside threshold level on observation date that period due 2/29/2024

Barclays Bank plc 6.5% annual rate, payable each quarter that index closes at or above its coupon threshold level on the determination date for that quarter; Coupon threshold: 2,667.805, 70% of initial level due 3/2/2023

Barclays Bank plc 0.00% due 3/3/2027

Barclays Bank plc 11.5% annualized, payable monthly if the fund closes at or above coupon barrier on related observation date; Coupon barrier: $33.70; 70% of initial level due 5/31/2022

Barclays Bank plc 8.5% annualized, payable quarterly if each index closes at or above barrier level on related observation date due 2/29/2024

Barclays Bank plc 9.25% annualized, payable quarterly if each index closes at or above 75% coupon barrier on related observation date due 8/31/2022

Barclays Bank plc 10% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier level: $371.81, 69% of initial level due 3/31/2022

Barclays Bank plc 11.5% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier level: $351.09, 64% of initial level due 3/31/2022

Barclays Bank plc 0.00% due 3/2/2026

Barclays Bank plc 15.15% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: $38.12 for MSCI EM, $52.55 for MSCI EAFE and 60.01 for Stoxx, 70% of initial levels due 2/29/2024

Barclays Bank plc 7.6% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,328.82 for S&P, 2,213.46 for Stoxx, 1,338.79 for Russell, 60% of initial levels due 2/27/2025

Barclays Bank plc 13.5% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,680.54 for S&P, 8,979.82 for Nasdaq, 1,540.12 for Russell, 70% of initial levels due 8/31/2022

Barclays Bank plc 12% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,716.96 for S&P, 9,236.30 for Nasdaq, 1,561.92 for Russell, 70% of initial levels due 8/30/2023

Barclays Bank plc 12% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,716.96 for S&P, 9,236.30 for Nasdaq, 1,561.92 for Russell, 70% of initial levels due 8/30/2023

Barclays Bank plc 12% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 9,236.30 for Nasdaq, 2,716.96 for S&P, 1,561.92 for Russell; 70% of initial levels due 8/30/2023

Barclays Bank plc 9.1% annualized, payable quarterly if each index closes at or above 70% coupon threshold on observation date for that quarter due 8/29/2022

Barclays Bank plc 0.00% due 3/2/2027

Barclays Bank plc 20% annualized, payable quarterly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $40.82 for Southwest and $43.79 for Las Vegas; 70% of initial levels due 8/30/2022

Barclays Bank plc 7.35% annual rate, payable quarterly if each ETF closes at or above coupon barrier on observation date; Coupon barriers: $158.90 for Russell and $328.85 for MidCap, 70% of initial levels due 2/29/2024

Barclays Bank plc 7% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,747.80 for S&P, 9,311.53 for Nasdaq, 1,599.07 for Russell, 70% of initial levels due 8/31/2023

Barclays Bank plc 9.5% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,747.80 for S&P, 9,311.53 for Nasdaq, 1,599.07 for Russell, 70% of initial levels due 8/31/2023

Barclays Bank plc 8% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,355.26 for S&P, 7,981.31 for Nasdaq, 1,370.63 for Russell, 60% of initial levels due 8/31/2023

Barclays Bank plc 13.85% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,561.92 for Russell, 9,236.30 for Nasdaq and 2,716.96 for S&P; 70% of initial levels due 2/28/2023

Barclays Bank plc 12% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,944.07 for S&P, 9,976.64 for Nasdaq, 1,713.29 for Russell, 70% of initial levels due 3/1/2023

Barclays Bank plc 11.2% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 1,575.75 for Russell, 2,713.55 for S&P, 2,589.90 for Euro Stoxx; 70% of initial levels due 2/25/2022

Barclays Bank plc 6.75% annual rate, payable quarterly if the ETF closes at or above the coupon barrier on the related observation date; Coupon barrier: $147.55, 65% of initial level due 2/29/2024

Barclays Bank plc 0.00% due 2/27/2026

Barclays Bank plc 22% per year, payable quarterly if each stock closes at or above coupon barrier on the valuation date for that period; previously unpaid coupons will also be paid; Coupon barrier levels: $429.72 for Tesla and $297.12 for Netflix; 55% of initial levels due 2/25/2022

Barclays Bank plc 0.00% due 2/27/2026

Barclays Bank plc 0.00% due 2/9/2024

Barclays Bank plc 0.00% due 2/28/2025

Barclays Bank plc 0.00% due 2/27/2025

Barclays Bank plc 0.00% due 2/28/2023

Barclays Bank plc 3.40% due 2/28/2023

Barclays Bank plc 0.00% due 2/26/2026

Barclays Bank plc 0.00% due 5/31/2022

Barclays Bank plc 0.00% due 2/26/2026

Barclays Bank plc 0.00% due 2/26/2027

Barclays Bank plc 0.00% due 8/26/2022

Barclays Bank plc 0.00% due 5/26/2022

Barclays Bank plc 0.00% due 2/26/2027

Barclays Bank plc 0.00% due 3/28/2022

Barclays Bank plc 0.00% due 8/31/2023

Barclays Bank plc 0.00% due 2/26/2026

Barclays Bank plc 6.5% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,716.96 for S&P, 9,236.3 for Nasdaq, 1,561.92 for Russell, 70% of initial levels due 11/28/2023

Barclays Bank plc 9% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,911.03 for S&P, 9,896.03 for Nasdaq, 1,673.49 for Russell, 75% of initial levels due 11/29/2022

Barclays Bank plc 5.10% due 2/28/2023

Barclays Bank plc 4% per year multiplied by proportion of days on which index closes at or above coupon barrier; payable monthly; Coupon barrier: 3,299.17, 85% of initial level due 2/28/2023

Barclays Bank plc 0.00% due 4/29/2022

Barclays Bank plc 0.00% due 2/28/2025

Barclays Bank plc 0.00% due 2/28/2028

Barclays Bank plc 10.25% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barrier levels: $121.49 for Eli Lilly, $339.41 for Nvidia and $210.25 for Mastercard; 60% of initial levels due 2/28/2024

Barclays Bank plc 9.15% annualized, payable quarterly if the fund closes at or above coupon barrier on related observation date; Coupon barrier: $34.00; 70% of initial level due 8/31/2022

Barclays Bank plc 7% annualized, payable quarterly if each index closes at or above barrier level on related observation date due 8/26/2022

Barclays Bank plc 6.4% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 22,076.14 for Dow, 2,716.96 for S&P; 70% of initial levels due 5/26/2022

Barclays Bank plc 7% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 1,561.92 for Russell, 2,716.96 for S&P, 9,236.30 for Nasdaq; 70% of initial levels due 11/30/2023

Barclays Bank plc 7.75% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 1,561.92 for Russell, 2,716.96 for S&P, 9,236.30 for Nasdaq; 70% of initial levels due 11/30/2022

Barclays Bank plc 6.5% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 1,450.35 for Russell, 2,522.89 for S&P, 8,576.56 for Nasdaq; 65% of initial levels due 2/28/2024

Barclays Bank plc 7% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 1,561.92 for Russell, 2,716.96 for S&P, 9,236.30 for Nasdaq; 70% of initial levels due 2/28/2023

Barclays Bank plc 6.5% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 1,450.35 for Russell, 2,522.89 for S&P, 8,576.56 for Nasdaq; 65% of initial levels due 2/28/2024

Barclays Bank plc 15% per year, payable quarterly if each index closes at or above its coupon barrier level on each day during relevant quarterly observation period; Coupon barrier levels: 9,256.62 for Nasdaq, 1,575.75 for Russell, 2,713.55 for S&P; 70% of initial levels due 8/25/2023

Barclays Bank plc 0.00% due 2/24/2023

Barclays Bank plc 15% per year, payable quarterly if stock closes at or above its coupon barrier level on the observation date for that period; Coupon barrier level: $38.24, 69.8% of initial price due 2/27/2023

Barclays Bank plc 12.5% annualized, payable quarterly if each stock closes at or above coupon barrier on related observation date; Coupon barrier levels: $63.38 for Wynn and $30.87 for Las Vegas; 50% of initial levels due 2/27/2024

Barclays Bank plc 10.75% per year, payable quarterly if each stock closes at or above coupon barrier on the valuation date for that period; previously unpaid coupons will also be paid; Coupon barriers: $119.60 for CrowdStrike and $143.46 for PayPal; 50% of initial levels due 2/23/2024

Barclays Bank plc 10% per year, payable quarterly if stock closes at or above downside threshold level on observation date that period due 2/23/2024

Barclays Bank plc 12.5% per year, payable quarterly if stock closes at or above downside threshold level on observation date that period due 2/23/2024

Barclays Bank plc 10.4% per year, payable quarterly if stock closes at or above downside threshold level on observation date that period due 2/23/2024

Barclays Bank plc 0.00% due 2/24/2027

Barclays Bank plc 0.00% due 2/24/2026

Barclays Bank plc 0.00% due 2/24/2026

Barclays Bank plc 0.00% due 2/24/2027

Barclays Bank plc 0.00% due 5/24/2022

Barclays Bank plc 9% per year, payable quarterly if each index closes at or above its barrier level on the valuation date for that period due 2/23/2024

Barclays Bank plc 7.25% per year, payable quarterly if each asset closes at or above barrier level on the valuation date for that period due 2/23/2024

Barclays Bank plc 13.25% per year, payable quarterly if stock closes at or above its coupon barrier level, 55% of its initial share price, on the observation date for that period due 2/24/2023

Barclays Bank plc 12% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,734.70 for S&P, 2,599.42 for Stoxx, 1,586.68 for Russell, 70% of initial levels due 2/23/2024

Barclays Bank plc 11.25% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,734.70 for S&P, 9,506.55 for Nasdaq, 1,586.68 for Russell, 70% of initial levels due 8/24/2022

Barclays Bank plc 8.6% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,344.03 for S&P, 8,148.47 for Nasdaq, 1,360.01 for Russell, 60% of initial levels due 8/24/2023

Barclays Bank plc 8% per year, payable semiannually if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,344.03 for S&P, 8,148.47 for Nasdaq, 1,360.01 for Russell, 60% of initial levels due 2/23/2024

Barclays Bank plc 5% per year, payable quarterly if fund closes at or above its coupon barrier level, 60% of its initial share price, on the observation date for that period due 2/23/2024

Barclays Bank plc 8.3% per year, payable each quarter that each index closes at or above coupon barrier on determination date for that quarter; Coupon barriers: 2,413.749 for Stoxx, 1,473.348 for Russell and 2,539.362 for S&P; 65% of initial levels due 2/24/2023

Barclays Bank plc 6.5% annual rate, payable each quarter that index closes at or above its coupon threshold level on the determination date for that quarter; Coupon threshold: 2,734.697, 70% of initial level due 2/24/2023

Barclays Bank plc 0.00% due 2/25/2028

Barclays Bank plc 0.00% due 7/23/2026

Barclays Bank plc 10% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier level: $130.48, 60% of initial level due 2/24/2026

Barclays Bank plc 13.74% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier level: $405.17, 75% of initial level due 2/23/2024

Barclays Bank plc 5.65% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 1,586.68 for Russell, 2,734.70 for S&P, 9,506.55 for Nasdaq; 70% of initial levels due 2/25/2022

Barclays Bank plc 10.35% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier level: $31.69, 60% of initial level due 2/24/2023

Barclays Bank plc 9.7%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barriers: 1,586.682 for Russell and 2,599.42 for Stoxx, 70% of initial levels due 2/23/2024

Barclays Bank plc 7.6%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barriers: 1,586.682 for Russell and 2,599.42 for Stoxx, 70% of initial levels due 2/23/2024

Barclays Bank plc 7.51% annual rate, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barriers: 1,774.77 for S&P and 1,001.02 for MSCI, 70% of initial levels due 2/23/2024

Barclays Bank plc 11.01% per year, payable quarterly if each index closes at or above its coupon barrier level on each day during relevant quarterly observation period; Coupon barrier levels: 22,046.02 for Dow, 1,586.682 for Russell, 2,734.7 for S&P; 70% of initial levels due 11/24/2023

Barclays Bank plc 12.6% per year, payable monthly if stock closes at or above downside threshold level on observation date that period due 2/24/2022

Barclays Bank plc 28.35% per year, payable monthly if stock closes at or above downside threshold level on observation date that period due 2/24/2022

Barclays Bank plc 14.15%, payable each month that stock closes at or above coupon barrier on review date for that month, in which case any previously unpaid coupons will also be paid; Coupon barrier: $93.62, 80% of initial level due 2/24/2022

Barclays Bank plc 9.75%, payable each month that ETF closes at or above coupon barrier on review date for that month, in which case any previously unpaid coupons will also be paid; Coupon barrier: $180.66, 80% of initial level due 2/22/2022

Barclays Bank plc 0.00% due 2/20/2026

Barclays Bank plc 0.00% due 5/19/2022

Barclays Bank plc 0.00% due 1/23/2048

Barclays Bank plc 6.5% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 1,466.47 for Russell, 8,904.81 for Nasdaq and 2,555.36 for S&P; 65% of initial levels due 2/23/2024

Barclays Bank plc 20.75% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier level: $399.08, 50% of initial level due 2/22/2022

Barclays Bank plc 9.00% due 2/22/2022

Barclays Bank plc 9% annualized, payable quarterly if each component closes at or above coupon barrier on observation date for that period; Coupon barrier levels: 2,752.81 for S&P 500, $53.80 for EAFE, $40.56 for EM; 70% of initial levels due 2/21/2023

Barclays Bank plc 0.00% due 1/23/2048

Barclays Bank plc 6% annualized, payable monthly if each index closes at or above barrier level on related observation date due 2/22/2024

Barclays Bank plc 10.1%, payable each quarter that each index closes at or above barrier level on review date for that quarter, in which case any previously unpaid coupons will also be paid due 2/15/2023

Barclays Bank plc 7.50% due 5/17/2022

Barclays Bank plc 0.00% due 9/6/2023

Barclays Bank plc 0.00% due 1/19/2023

Barclays Bank plc 0.00% due 8/17/2023

Barclays Bank plc 10.5% per year, payable quarterly if stock closes at or above its coupon barrier level, 75% of its initial share price, on the observation date for that period due 2/16/2023

Barclays Bank plc 8.75% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,754.38 for S&P, 22,020.88 for Dow, 1,602.55 for Russell, 70% of initial levels due 2/20/2024

Barclays Bank plc 10.5% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,754.38 for S&P, 9,665.39 for Nasdaq, 1,602.55 for Russell, 70% of initial levels due 8/17/2023

Barclays Bank plc 8.7% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,349.83 for S&P, 8,240.61 for Nasdaq, 1,371.19 for Russell, 60% of initial levels due 2/15/2024

Barclays Bank plc 7.25% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,754.38 for S&P, 1,602.55 for Russell, 70% of initial levels due 2/15/2024

Barclays Bank plc 10% annual rate, payable quarterly if stock closes at or above downside threshold level on observation date that quarter due 2/15/2024

Barclays Bank plc 13.8% annualized, payable quarterly if each fund closes at or above coupon barrier on related observation date; Coupon barrier levels: $115.02 for Biotech, $22.06 for Financial; 70% of initial levels due 2/15/2024

Barclays Bank plc 9.6% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier level: $384.00, 69% of initial level due 3/17/2022

Barclays Bank plc 20.35% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier level: $405.83, 50% of initial level due 11/17/2021

Barclays Bank plc 9.1%, payable quarterly if each ETF closes at or above coupon barrier on observation date; Coupon barriers: $159.08 for Russell and $324.51 for MidCap, 70% of initial levels due 2/15/2024

Barclays Bank plc 7.1% per year, payable quarterly if each ETF closes at or above coupon barrier on observation date; Coupon barriers: $159.08 for Russell and $324.51 for MidCap, 70% of initial levels due 2/15/2024

Barclays Bank plc 11.65% per year, payable quarterly if each index closes at or above its coupon barrier level on each day during relevant quarterly observation period; Coupon barrier levels: 8,975.01 for Nasdaq, 1,488.082 for Russell, 2,7557.64 for S&P; 65% of initial levels due 5/16/2024

Barclays Bank plc 10.8% per year, payable quarterly if each index closes at or above its coupon barrier level on each day during relevant quarterly observation period; Coupon barrier levels: 8,975.01 for Nasdaq, 1,488.082 for Russell, 2,7557.64 for S&P; 65% of initial levels due 5/16/2024

Barclays Bank plc 7% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,741.47 for S&P, 9,614.05 for Nasdaq, 1,599.72 for Russell, 70% of initial levels due 8/16/2023

Barclays Bank plc 7% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,741.47 for S&P, 9,614.05 for Nasdaq, 1,599.72 for Russell, 70% of initial levels due 8/16/2023

Barclays Bank plc 10% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,741.47 for S&P, 9,614.05 for Nasdaq, 1,599.72 for Russell, 70% of initial levels due 8/16/2023

Barclays Bank plc 20% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier level: $405.83, 50% of initial level due 8/16/2023

Barclays Bank plc 11.4% per year, payable quarterly if stock closes at or above coupon threshold level on observation date that period; Coupon barrier: $804.331, 55% of initial share price due 2/15/2024

Barclays Bank plc 9.1% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier level: $94.77, 70% of initial level due 3/15/2022

Barclays Bank plc 9% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier level: $190.31, 70% of initial level due 3/15/2022

Barclays Bank plc 19% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier level: $58.93, 50% of initial level due 2/15/2023

Barclays Bank plc 9.6% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier level: $388.88, 69% of initial level due 3/15/2022

Barclays Bank plc 10% per year, payable quarterly if stock closes at or above coupon threshold level on observation date that quarter; Coupon barrier: $95.797, 65% of initial share price due 2/13/2024

Barclays Bank plc 7% per year, payable semiannually if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 8,842.57 for Nasdaq, 2,526.44 for S&P and 20,246.36 for Dow, 65% of initial levels due 2/12/2026

Barclays Bank plc 9% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 9,586.51 for Nasdaq, 1,602.83 for Russell, 70% of initial levels due 11/13/2024

Barclays Bank plc 5.25% per year, payable each month that index closes at or above coupon barrier on the observation date for that period; Coupon barrier level: 2,740.91; 70% of initial level due 2/13/2025

Barclays Bank plc 4.5% per year, payable each month that index closes at or above coupon barrier on the observation date for that period; Coupon barrier: 2,740.91; 70% of initial level due 2/13/2023

Barclays Bank plc 10.3% per year, payable quarterly if each index closes at or above its coupon barrier level on each day during relevant quarterly observation period; Coupon barrier levels: 8,901.76 for Nasdaq-100, 1,488.341 for Russell, 2,545.13 for S&P; 65% of initial levels due 2/13/2024

Barclays Bank plc 8.5% per year, payable monthly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 9,522.77 for Nasdaq and 2,720.78 for S&P; 70% of initial levels due 8/10/2023

Barclays Bank plc 18% per year, payable quarterly if fund closes at or above coupon threshold level on observation date that quarter; Coupon barrier: $52.508, 75% of initial share price due 2/8/2024

Barclays Bank plc 16.85%, payable each quarter that stock closes at or above coupon barrier on review date for that quarter, in which case any previously unpaid coupons will also be paid; Coupon barrier: $98.98, 70% of initial level due 2/24/2022

Barclays Bank plc 9.50% due 2/9/2023

Barclays Bank plc 9.50% due 2/9/2023

Barclays Bank plc 10.5% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 1,275.7 for Russell, 2,264.32 for S&P and 18,127.15 for Dow; 60% of initial levels due 2/8/2024

Barclays Bank plc 12.45% per year, payable quarterly if stock closes at or above its coupon barrier level on the observation date for that period; Coupon barrier level: $364.62, 66.2% of initial price due 2/9/2023

Barclays Bank plc 10% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 1,563.33 for Russell, 9,522.77 for Nasdaq; 70% of initial levels due 2/9/2023

Barclays Bank plc 15% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 1,675 for Russell, 10,202.97 for Nasdaq and 2,915.12 for S&P; 75% of initial levels due 2/8/2024

Barclays Bank plc 11% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 1,675 for Russell, 10,202.97 for Nasdaq and 2,915.12 for S&P; 75% of initial levels due 2/9/2023

Barclays Bank plc 8% per year, payable monthly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 1,563.33 for Russell, 9,522.77 for Nasdaq and 2,720.78 for S&P; 70% of initial levels due 2/9/2023

Barclays Bank plc 11.25% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 1,563.33 for Russell, 9,522.77 for Nasdaq and 2,720.78 for S&P; 70% of initial levels due 2/8/2024

Barclays Bank plc 7.5% per year, payable semiannually if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 1,321.45 for Russell, 8,136.53 for Nasdaq and 2,323.04 for S&P; 60% of initial levels due 8/9/2022

Barclays Bank plc 12% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,915.12 for S&P, 10,202.97 for Nasdaq, 1,675.0 for Russell, 75% of initial levels due 2/8/2024

Barclays Bank plc 10% per year, payable quarterly if stock closes at or above coupon threshold level on observation date that quarter; Coupon barrier: $43.806, 70% of initial share price due 2/8/2024

Barclays Bank plc 8.65% per year, payable quarterly if stock closes at or above coupon threshold level on observation date that quarter; Coupon barrier: $243.383, 75% of initial share price due 2/8/2024

Barclays Bank plc 6.15% per year, payable each quarter that the index closes at or above coupon barrier on every day that quarter; Coupon barrier: 2,526.44; 65% of initial level due 2/9/2023

Barclays Bank plc 12.5% annualized rate, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier level: $172.69, 65% of initial level due 5/10/2022

Barclays Bank plc 9.47% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier level: $2,514.11, 75% of initial level due 2/8/2024

Barclays Bank plc 10.6% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier level: $103.04, 75% of initial level due 2/10/2023

Barclays Bank plc 5.75% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 21,803.77 for Dow and 2,720.78 for S&P; 70% of initial levels due 8/10/2022

Barclays Bank plc 5.4% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barrier level: 21,803.77 for Dow and 2,720.78 for S&P; 70% of initial levels due 2/9/2023

Barclays Bank plc 9.25% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier level: $179.23, 74% of initial level due 5/10/2022

Barclays Bank plc 15% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $197.36, 73.25% of initial level due 2/9/2023

Barclays Bank plc 9% per year, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barriers: 4,542.53 for FTSE, 2,720.78 for S&P, 70% of initial levels due 2/8/2024

Barclays Bank plc 6.42% annual rate, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barrier levels: 4,542.53 for FTSE, 2,720.78 for S&P, 70% of initial levels due 2/8/2024

Barclays Bank plc 13.75% due 2/8/2024

Barclays Bank plc 14% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,710.22 for S&P, 9,492.62 for Nasdaq, 1,541.69 for Russell, 70% of initial levels due 2/9/2023

Barclays Bank plc 12% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,710.22 for S&P, 9,492.62 for Nasdaq, 1,541.69 for Russell, 70% of initial levels due 2/9/2023

Barclays Bank plc 9.2% per year payable quarterly plus any previously unpaid coupons if each stock closes at or above coupon barrier level on the determination date for that quarter; Coupon barrier levels: $38.73 for Citi, $86.85 for JPMorgan and $20.17 for BofA; 65% of initial levels due 2/8/2024

Barclays Bank plc 11.1% per year, payable monthly if stock closes at or above coupon threshold level on observation date that month; Coupon barrier: $1,521.08, 80% of initial share price due 2/8/2022

Barclays Bank plc 11.75% per year, payable monthly if stock closes at or above coupon threshold level on observation date that month; Coupon barrier: $2,674.304, 80% of initial share price due 2/8/2022

Barclays Bank plc 11.7% per year, payable monthly if fund closes at or above coupon threshold level on observation date that month; Coupon barrier: $257.936, 80% of initial share price due 2/8/2022

Barclays Bank plc 10.55% per year, payable monthly if stock closes at or above coupon threshold level on observation date that month, plus any previously unpaid coupon; Coupon barrier: $191.72, 80% of initial share price due 2/8/2022

Barclays Bank plc 9.3%, payable each month that stock closes at or above coupon barrier on review date for that month, in which case any previously unpaid coupons will also be paid; Coupon barrier: $1,542.01, 80% of initial level due 2/7/2022

Barclays Bank plc 12%, payable each month that stock closes at or above coupon barrier on review date for that month, in which case any previously unpaid coupons will also be paid; Coupon barrier level: $107.99; 80% of initial price due 2/7/2022

Barclays Bank plc 26.4%, payable each month that stock closes at or above coupon barrier on review date for that month, in which case any previously unpaid coupons will also be paid; Coupon barrier: $108.90, 80% of initial level due 2/7/2022

Barclays Bank plc 9.3%, payable each month that ETF closes at or above coupon barrier on review date for that month, in which case any previously unpaid coupons will also be paid; Coupon barrier: $262.14, 80% of initial level due 2/7/2022

Barclays Bank plc 0.00% due 2/18/2022

Barclays Bank plc 7% per year, payable each quarter that each index closes at or above coupon barrier on every day that quarter; Coupon barriers: 2,165.85 for Euro Stoxx, 1,295.822 for Russell and 2,298.102 for S&P; 60% of initial levels due 2/8/2024

Barclays Bank plc 6.71% due 5/6/2022

Barclays Bank plc 4.62% due 5/6/2022

Barclays Bank plc 5.5% per year, payable monthly if each underlying asset closes at or above coupon barrier level observation date for that period; Coupon barriers: 1,398.44 for index, $48.09 for ETF, 65% of initial levels due 2/7/2023

Barclays Bank plc 15.35% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,613.58 for Russell, 10,092.09 for Nasdaq and 2,869.73 for S&P; 75% of initial levels due 2/7/2023

Barclays Bank plc SOFR plus 59 bps, floor of 0.2% per annum; payable quarterly due 2/5/2027

Barclays Bank plc 10.75% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 1,474.63 for Russell, 2,651.17 for S&P and 21,422.35 for Dow; 70% of initial levels due 2/6/2023

Barclays Bank plc 10.75% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 21,422.35 for Dow, 2,651.17 for S&P, 1,474.63 for Russell, 70% of initial levels due 2/6/2023

Barclays Bank plc 7.8% per year, payable each quarter that each asset closes at or above coupon barrier on the observation date for that period; Coupon barriers: 1,474.63 for Russell, 2,489.93 for Stoxx, 2,651.17 for S&P; 70% of initial levels due 2/1/2024

Barclays Bank plc 10.75% per year, payable each quarter that each underlying asset closes at or above coupon barrier on observation date for that quarter; Coupon barrier levels: 21,422.35 for Dow, 1,474.63 for Russell, 2,651.17 for S&P, 70% of initial levels due 2/6/2023

Barclays Bank plc 10.25% per year, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 7,920.92 for Nasdaq, 1,263.97 for Russell, 2,272.43 for S&P; 60% of initial levels due 2/1/2024

Barclays Bank plc 10.75% per year, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 9,274.23 for Nasdaq, 1,488.31 for Russell, 2,641.70 for S&P; 70% of initial levels due 2/6/2023

Barclays Bank plc 12.25% per year, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 9,274.23 for Nasdaq, 1,488.31 for Russell, 2,641.70 for S&P; 70% of initial levels due 8/4/2022

Barclays Bank plc 7.75% per year, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 9,274.23 for Nasdaq, 1,488.31 for Russell, 2,641.70 for S&P; 70% of initial levels due 2/6/2024

Barclays Bank plc 10.3%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 2/6/2023

Barclays Bank plc 5.5% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 2,471.59 for Stoxx, 2,641.70 for S&P; 70% of initial levels due 8/4/2022

Barclays Bank plc 23.10% due 1/31/2022

Barclays Bank plc 6.5%, payable monthly due 7/29/2022

Barclays Bank plc 0.00% due 1/31/2024

Barclays Bank plc 0.00% due 1/30/2026

Barclays Bank plc 0.00% due 7/31/2023

Barclays Bank plc 0.00% due 8/3/2023

Barclays Bank plc 0.00% due 8/3/2023

Barclays Bank plc 0.00% due 8/3/2022

Barclays Bank plc 0.00% due 2/28/2022

Barclays Bank plc 0.00% due 1/30/2026

Barclays Bank plc 0.00% due 1/31/2023

Barclays Bank plc 0.00% due 2/3/2027

Barclays Bank plc 9.35% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 1,451.55 for Russell, 9,047.77 for Nasdaq and 18,127.15 for Dow; 70% of initial levels due 2/1/2024

Barclays Bank plc 8% per year, payable monthly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 9,047.77 for Nasdaq, 20,987.83 for Dow and 2,599.97 for S&P; 70% of initial levels due 2/2/2023

Barclays Bank plc 5.75% per year, payable semiannually if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 1,244.18 for Russell, 17,989.57 for Dow and 2,228.54 for S&P; 60% of initial levels due 1/31/2024

Barclays Bank plc 7.5% per year, payable semiannually if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 1,244.18 for Russell, 17,989.57 for Dow and 2,228.54 for S&P; 60% of initial levels due 1/31/2024

Barclays Bank plc 9.5% per year, payable monthly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 1,451.55 for Russell, 20,987.83 for Dow and 2,599.97 for S&P; 70% of initial levels due 7/29/2022

Barclays Bank plc 7.75% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 1,451.55 for Russell, 2,599.97 for Stoxx and 2,437.01 for S&P; 70% of initial levels due 2/2/2023

Barclays Bank plc 8.5% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 1,451.55 for Russell, 9,047.77 for Nasdaq and 2,599.97 for S&P; 70% of initial levels due 7/29/2022

Barclays Bank plc 7.6% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 1,555.23 for Russell, 9,694.04 for Nasdaq and 2,785.68 for S&P; 75% of initial levels due 2/1/2024

Barclays Bank plc 7.75% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 1,451.55 for Russell, 9,047.77 for Nasdaq and 2,599.97 for S&P; 70% of initial levels due 8/3/2021

Barclays Bank plc 11% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 1,555.23 for Russell, 9,694.04 for Nasdaq and 2,785.68 for S&P; 75% of initial levels due 10/31/2022

Barclays Bank plc 10.5% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 1,451.55 for Russell, 9,047.77 for Nasdaq and 2,599.97 for S&P; 70% of initial levels due 1/31/2024

Barclays Bank plc 14% per year, payable monthly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 1,451.55 for Russell, 9,047.77 for Nasdaq and 2,599.97 for S&P; 70% of initial levels due 2/2/2023

Barclays Bank plc 11% per year, payable monthly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 1,451.55 for Russell, 9,047.77 for Nasdaq and 2,599.97 for S&P; 70% of initial levels due 7/29/2022

Barclays Bank plc 8.7% annual rate, if each stock closes at or above coupon barrier level on a quarterly determination date; Coupon barrier levels: $2,244.34 for Amazon, $1,279.152 for Alphabet, 70% of initial levels due 2/1/2024

Barclays Bank plc 11.5% annual rate, payable quarterly if stock closes at or above downside threshold level on observation date that period due 2/1/2024

Barclays Bank plc 8.75% per year, payable quarterly if each index closes at or above coupon barrier level on every day during that quarter; Coupon barrier levels: 2,414.256 for S&P, 1,347.867 for Russell and 2,262.936 for Stoxx; 65% of initial levels due 8/3/2023

Barclays Bank plc 0.00% due 8/3/2023

Barclays Bank plc 0.00% due 11/4/2024

Barclays Bank plc 0.00% due 2/3/2027

Barclays Bank plc 11.9% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier level: $2,404.65; 75% of initial level due 2/3/2022

Barclays Bank plc 8% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $22.53, 76% of initial level due 2/28/2022

Barclays Bank plc 6.3% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 1,451.55 for Russell, 9,047.77 for Nasdaq and 20,987.83 for Dow; 70% of initial levels due 2/3/2022

Barclays Bank plc 11% annualized, payable monthly if the fund closes at or above coupon barrier on related observation date; Coupon barrier: $27.52; 70% of initial level due 7/29/2022

Barclays Bank plc 8.5% annualized, payable quarterly if each index closes at or above 75% coupon barrier on related observation date due 7/29/2022

Barclays Bank plc 8% annualized, payable monthly if each index closes at or above barrier level on related observation date due 2/3/2023

Barclays Bank plc 11.5% annualized, payable monthly if the index closes at or above coupon barrier on related observation date; Coupon barrier: 1,658.91; 80% of initial level due 2/3/2022

Barclays Bank plc 10% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 1,451.55 for Russell, 9,047.77 for Nasdaq and 2,599.97 for S&P; 70% of initial levels due 2/2/2023

Barclays Bank plc 35% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $108.50 for UPS, $260.45 for Zoom and $85.06 for Taiwan Semiconductor; 70% of initial levels due 2/2/2023

Barclays Bank plc 12.07% per year, payable quarterly if each index closes at or above its coupon barrier level on each day during relevant quarterly observation period; Coupon barrier levels: 8,401.5 for Nasdaq-100, 1,347.867 for Russell, 2,414.26 for S&P; 65% of initial levels due 2/1/2024

Barclays Bank plc 0.00% due 1/25/2024

Barclays Bank plc 0.00% due 1/30/2026

Barclays Bank plc 0.00% due 1/30/2026

Barclays Bank plc 12.8% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 1,467.09 for Russell, 21,212.22 for Dow and 2,625.54 for S&P; 70% of initial levels due 1/31/2023

Barclays Bank plc 10% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 1,474.63 for Russell, 9,241.07 for Nasdaq and 2,651.17 for S&P; 70% of initial levels due 2/1/2024

Barclays Bank plc 11.4% per year, payable quarterly if stock closes at or above its coupon barrier level, 70% of its initial share price, on the observation date for that period due 2/2/2023

Barclays Bank plc 0.00% due 1/27/2023

Barclays Bank plc 0.00% due 1/27/2023

Barclays Bank plc 0.00% due 1/27/2023

Barclays Bank plc 9.25% annual rate, payable quarterly if fund closes at or above downside threshold level on observation date that period; previously unpaid coupons will also be paid due 2/2/2022

Barclays Bank plc 10.3% annual rate, payable monthly if fund closes at or above downside threshold level on observation date that month; previously unpaid coupons will also be paid due 2/2/2022

Barclays Bank plc 10.55% annual rate, payable monthly if stock closes at or above downside threshold level on observation date that month; previously unpaid coupons will also be paid due 2/2/2022

Barclays Bank plc 12.15% annual rate, payable monthly if stock closes at or above downside threshold level on observation date that month; previously unpaid coupons will also be paid due 2/2/2022

Barclays Bank plc 0.00% due 2/2/2027

Barclays Bank plc 7.15% due 2/3/2022

Barclays Bank plc 10.30% due 2/3/2022

Barclays Bank plc 12% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: $114.23 for Biotech, $98.63 for Technology Select; 75% of initial levels due 1/31/2023

Barclays Bank plc 8.65% per year, payable quarterly if stock closes at or above coupon threshold level on observation date that quarter; Coupon barrier: $61.74, 70% of initial share price due 2/1/2024

Barclays Bank plc 7% per year, payable monthly if each index closes at or above its coupon barrier on the valuation date for that period; Coupon barrier levels: 1,476.09 for Russell, 9,178.86 for Nasdaq, 2,625.54 for S&P; 70% of initial levels due 7/31/2023

Barclays Bank plc 8.25% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 1,476.09 for Russell, $38.00 for ETF; 70% of initial levels due 2/1/2024

Barclays Bank plc 10% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 1,476.09 for Russell, 2,475.47 for Stoxx and 2,625.54 for S&P; 70% of initial levels due 8/1/2023

Barclays Bank plc 11.15% per year, payable monthly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 1,581.52 for Russell, 9,834.49 for Nasdaq and 2,813.08 for S&P; 75% of initial levels due 2/1/2023

Barclays Bank plc 9.5% per year, payable quarterly if each index closes at or above coupon barrier level on determination date for that quarter; Coupon barriers: 2,625.539 for S&P, 1,476.087 for Russell and 9,178.855 for Nasdaq; 70% of initial levels due 2/1/2023

Barclays Bank plc 6.3% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 1,581.52 for Russell, 9,834.49 for Nasdaq and 2,813.08 for S&P; 75% of initial levels due 2/1/2022

Barclays Bank plc 11.8% per year, payable quarterly if each index closes at or above its coupon barrier level on each day during relevant quarterly observation period; Coupon barrier levels: 8,523.22 for Nasdaq-100, 1,370.652 for Russell, 2,438.0 for S&P; 65% of initial levels due 8/1/2023

Barclays Bank plc 0.00% due 1/30/2026

Barclays Bank plc 10.8%, payable each quarter that ETF closes at or above coupon barrier on review date for that quarter, in which case any previously unpaid coupons will also be paid; Coupon barrier level: $278.89; 85% of initial price due 1/31/2022

Barclays Bank plc 5.00% due 7/29/2022

Barclays Bank plc 4.00% due 1/31/2023

Barclays Bank plc 0.00% due 1/30/2026

Barclays Bank plc 0.00% due 1/31/2025

Barclays Bank plc 6%, payable monthly if each index closes at or above coupon barrier on observation date; Coupon barriers: 3,079.70 for S&P, 1,719.88 for Russell, 80% of initial levels due 1/31/2024

Barclays Bank plc 0.00% due 1/31/2023

Barclays Bank plc 3.25% due 1/31/2023

Barclays Bank plc 0.00% due 1/29/2026

Barclays Bank plc 0.00% due 1/29/2026

Barclays Bank plc 0.00% due 1/29/2026

Barclays Bank plc 0.00% due 4/29/2022

Barclays Bank plc 0.00% due 7/31/2028

Barclays Bank plc 0.00% due 1/30/2026

Barclays Bank plc 0.00% due 1/29/2027

Barclays Bank plc 0.00% due 1/29/2026

Barclays Bank plc 0.00% due 7/31/2023

Barclays Bank plc 6% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 9,443.13 for Nasdaq, 1,504.90 for Russell, 21,655.93 for Dow; 70% of initial levels due 10/31/2023

Barclays Bank plc 10.35% per year, payable quarterly if each stock closes at or above barrier level on observation date for that quarter due 1/29/2026

Barclays Bank plc 7.25% per year, payable monthly if each index closes at or above coupon barrier level on observation date for that month; Coupon barriers: 23,202.78 for Dow, 1,612.39 for Russell, 2,887.22 for S&P; 75% of initial levels due 10/31/2022

Barclays Bank plc 7.3% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barriers: 10,117.64 for Nasdaq, 1,612.39 for Russell, 2,887.22 for S&P; 75% of initial levels due 10/31/2022

Barclays Bank plc 11% per year, payable monthly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 1,504.9 for Russell, 9,443.13 for Nasdaq and 2,694.73 for S&P; 70% of initial levels due 1/31/2023

Barclays Bank plc 7.35% due 4/29/2022

Barclays Bank plc 4% per year multiplied by proportion of days on which index closes at or above coupon barrier; payable monthly; Coupon barrier: 1,827.38, 85% of initial level due 1/31/2023

Barclays Bank plc 0.00% due 1/31/2023

Barclays Bank plc 0.00% due 3/31/2022

Barclays Bank plc 0.00% due 1/31/2025

Barclays Bank plc 10.7% annualized, payable quarterly if stock closes at or above barrier level on related observation date due 1/31/2024

Barclays Bank plc 9.5% annualized, payable quarterly if fund closes at or above barrier price on related observation date due 7/29/2022

Barclays Bank plc 6.5% annualized, payable quarterly if each index closes at or above barrier level on related observation date due 7/29/2022

Barclays Bank plc 7.25% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 10,117.64 for Nasdaq, 1,612.39 for Russell, 23,202.78 for Dow; 75% of initial levels due 1/31/2023

Barclays Bank plc 6.1% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 9,443.13 for Nasdaq, 1,504.90 for Russell, 21,655.93 for Dow; 70% of initial levels due 7/29/2022

Barclays Bank plc 6% annualized, payable quarterly if each index closes at or above barrier level on related observation date due 1/31/2023

Barclays Bank plc 6.5% annualized, payable quarterly if each index closes at or above barrier level on related observation date due 10/31/2023

Barclays Bank plc 7.25% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 9,443.13 for Nasdaq, 1,504.90 for Russell, 2,694.73 for S&P; 75% of initial levels due 10/31/2022

Barclays Bank plc 9.5% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier level: $389.75, 70% of initial level due 2/28/2022

Barclays Bank plc 8% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 1,514.29 for Russell, 9,438.30 for Nasdaq and 2,698.75 for S&P; 70% of initial levels due 1/30/2023

Barclays Bank plc 8% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 1,514.29 for Russell, 2,698.75 for S&P, 9,438.30 for Nasdaq; 70% of initial levels due 1/30/2023

Barclays Bank plc 4.55% annual rate, payable quarterly if the index closes at or above coupon barrier on related observation date; Coupon barrier: 2,341.57, 65% of initial level due 1/25/2024

Barclays Bank plc 14.75% per year, payable quarterly if each stock closes at or above coupon barrier level on observation date for that quarter; previously unpaid coupons will also be paid; Coupon barrier levels: $126.87 for Boeing, $510.27 for Tesla and $19.48 for Wells Fargo; 60% of initial levels due 1/27/2022

Barclays Bank plc 11.85% per year, payable quarterly if stock closes at or above downside threshold level on observation date that quarter due 1/25/2024

Barclays Bank plc 11.50% due 1/27/2022

Barclays Bank plc 0.00% due 1/27/2026

Barclays Bank plc 0.00% due 1/27/2027

Barclays Bank plc Contingent monthly coupon of 6.25% if each component closes at or above its coupon barrier level on the determination date for that month; Coupon barrier levels: $33.66 for Energy Select Sector and 1,735.01 for Russell 2000; 80% of initial levels due 1/27/2026

Barclays Bank plc 17.00% due 1/27/2022

Barclays Bank plc 8% per year, payable quarterly if each stock closes at or above barrier level on observation date for that quarter due 1/26/2023

Barclays Bank plc 9.5% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 21,697.89 for Dow, 9,356.48 for Nasdaq, 1,518.13 for Russell, 70% of initial levels due 1/25/2024

Barclays Bank plc 6% per year, payable quarterly if each index closes at or above barrier level on the valuation date for that period due 1/25/2024

Barclays Bank plc 7% per year, payable quarterly if each index closes at or above barrier level on the valuation date for that period due 1/25/2024

Barclays Bank plc 8% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,689.03 for S&P, 21,697.89 for Dow, 1,518.13 for Russell, 70% of initial levels due 1/25/2024

Barclays Bank plc 10.3% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,881.10 for S&P, 23,247.74 for Dow, 1,626.57 for Russell, 75% of initial levels due 1/25/2024

Barclays Bank plc 10.85% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,689.03 for S&P, 9,356.48 for Nasdaq, 1,518.13 for Russell, 70% of initial levels due 7/27/2022

Barclays Bank plc 9% per year, payable each quarter that each index closes at or above coupon barrier on determination date for that quarter; Coupon barriers: 10,024.800 for Nasdaq, 1,626.569 for Russell and 2,881.103 for S&P; 75% of initial levels due 1/25/2024

Barclays Bank plc 0.00% due 6/26/2026

Barclays Bank plc 0.00% due 1/27/2028

Barclays Bank plc 10% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier level: $98.74, 71% of initial level due 1/27/2022

Barclays Bank plc 13% annualized, payable quarterly if stock closes at or above 75% coupon barrier on related observation date due 1/27/2022

Barclays Bank plc 11.5% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier level: $46.00, 75% of initial level due 1/24/2023

Barclays Bank plc 9.15% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier level: $34.15, 72% of initial level due 4/27/2022

Barclays Bank plc 10.5% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 1,518.13 for Russell, 2,689.03 for S&P, 9,356.48 for Nasdaq; 70% of initial levels due 1/27/2023

Barclays Bank plc 8.75% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: $336.36 for SPDR, 1,626.57 for Russell and 2,881.10 for S&P; 75% of initial levels due 1/26/2023

Barclays Bank plc 9.55% per year, payable quarterly if each index closes at or above its coupon barrier level on each day during relevant quarterly observation period; Coupon barrier levels: 4,686.55 for FTSE 100, 1,518.131 for Russell, 2,689.03 for S&P; 70% of initial levels due 7/27/2023

Barclays Bank plc 6.45% due 4/26/2022

Barclays Bank plc 9.1% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 21,823.21 for Dow, 9,383.49 for Nasdaq, 1,498.99 for Russell, 70% of initial levels due 1/25/2024

Barclays Bank plc 6.2% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 1,498.99 for Russell, 9,383.49 for Nasdaq and 21,823.21 for Dow; 70% of initial levels due 1/25/2024

Barclays Bank plc 9.1% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 1,498.99 for Russell, 9,383.49 for Nasdaq and 21,823.21 for Dow; 70% of initial levels due 1/25/2024

Barclays Bank plc 7.25% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 1,498.99 for Russell, 9,383.49 for Nasdaq and 2,697.15 for S&P; 70% of initial levels due 1/25/2024

Barclays Bank plc 7.75% annual rate, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barrier levels: 9,383.49 for Nasdaq, 1,498.995 for Russell, 70% of initial levels due 1/25/2024

Barclays Bank plc 16%, payable each month that stock closes at or above coupon barrier on review date for that month, in which case any previously unpaid coupons will also be paid; Coupon barrier level: $230.72; 60% of initial price due 1/21/2022

Barclays Bank plc 12.2% per year, payable quarterly if stock closes at or above its coupon barrier level, 54.5% of its initial share price, on the observation date for that period due 1/25/2023

Barclays Bank plc 12% per year, payable monthly if each asset closes at or above barrier level on the valuation date for that period due 7/25/2022

Barclays Bank plc 9.2% per year, payable quarterly if each asset closes at or above coupon barrier on each day of that period; Coupon barriers: 1,512.43 for Russell 2,536.83 for Stoxx and 2,696.30 for S&P, 70% of initial levels due 7/20/2023

Barclays Bank plc 9.5% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 7,797.92 for Nasdaq, 1,290.68 for Russell, 2,279.35 for S&P; 60% of initial levels due 7/25/2023

Barclays Bank plc 9.05% per year, payable quarterly if each asset closes at or above coupon barrier on each day of that period; Coupon barriers: 1,512.43 for Russell, 9,307.52 for Nasdaq and 2,696.29 for S&P, 70% of initial levels due 1/25/2024

Barclays Bank plc 8% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 1,512.43 for Russell, 21,831.87 for Dow, 9,307.52 for Nasdaq; 70% of initial levels due 1/25/2024

Barclays Bank plc 5.05% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,696.29 for S&P 500 and 21,831.87 for Dow; 70% of initial levels due 4/25/2022

Barclays Bank plc 25.25% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $467.75, 55% of initial level due 1/25/2024

Barclays Bank plc 12.15% per year, payable each quarter that each index closes at or above its coupon barrier level on each day during that quarter; Coupon barrier levels: 8,642.69 for Nasdaq, 1,404.401 for Russell, 2,503.70 for S&P; 65% of initial levels due 4/25/2023

Barclays Bank plc Contingent quarterly coupon of 9% plus any previously unpaid coupons if the stock closes at or above coupon barrier level on the determination date for that quarter; Coupon barrier level: $413.08; 50% of initial level due 7/22/2021

Barclays Bank plc 11.47%, payable each quarter that stock closes at or above coupon barrier on review date for that quarter, in which case any previously unpaid coupons will also be paid; Coupon barrier level: $128.96; 80% of initial price due 1/24/2022

Barclays Bank plc 8% per year, payable quarterly if each asset closes at or above barrier on the valuation date for that period due 7/22/2022

Barclays Bank plc 8% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 10,397.23 for Nasdaq, 3,039.13 for S&P, 24,744.42 for Dow; 70% of initial levels due 1/24/2023

Barclays Bank plc 9% per year, payable quarterly if each index closes at or above downside threshold level on determination date for that quarter due 1/24/2024

Barclays Bank plc Contingent monthly coupon of 9% plus any previously unpaid coupons if each index closes at or above coupon barrier level on the determination date for that month; Coupon barrier levels: 2,637.78 for S&P, 1,486.24 for Russell and 8,962.75 for Nasdaq; 70% of initial levels due 1/20/2023

Barclays Bank plc 7% per year, payable each month that each index closes at or above coupon barrier level observation date for that period; Coupon barrier levels: 9,602.95 for Nasdaq, 23,110.70 for Dow; 75% of initial levels due 1/19/2024

Barclays Bank plc 5.1%, payable quarterly if indexes close above coupon barrier on observation date for that quarter due 1/19/2024

Barclays Bank plc 0.00% due 1/21/2026

Barclays Bank plc 0.00% due 9/20/2022

Barclays Bank plc 8.5% per year, payable monthly if each index closes at or above its barrier level on the valuation date for that period due 7/20/2022

Barclays Bank plc 6.5% per year, payable monthly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,592.4 for Russell, 23,110.7 for Dow, 2,862.19 for S&P, 75% of initial levels due 10/20/2022

Barclays Bank plc 8.8% per year, payable monthly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,380.8 for Russell, $27.79 for Energy, 65% of initial levels due 10/18/2024

Barclays Bank plc 8.05% per year, payable monthly if each index closes at or above barrier level on the valuation date for that period due 7/20/2022

Barclays Bank plc 9% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,486.24 for Russell, 8,962.75 for Nasdaq, 2,637.78 for S&P, 70% of initial levels due 7/18/2024

Barclays Bank plc 10.25% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,486.24 for Russell, 8,962.75 for Nasdaq, 2,637.78 for S&P, 70% of initial levels due 7/20/2022

Barclays Bank plc 8.4% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,486.24 for Russell, 8,962.75 for Nasdaq, 2,637.78 for S&P, 70% of initial levels due 1/20/2023

Barclays Bank plc 9%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barriers: 2,637.77 for S&P, 21,569.98 for Dow, 70% of initial levels due 10/20/2022

Barclays Bank plc 9.7% per year, payable quarterly if each asset closes at or above barrier level on the valuation date for that period due 1/20/2023

Barclays Bank plc 9.3% annualized, payable each quarter that stock closes at or above downside threshold level on observation date that quarter due 1/19/2024

Barclays Bank plc 8% annualized, payable each quarter that stock closes at or above downside threshold level on observation date that quarter due 1/19/2024

Barclays Bank plc 8.2% annual rate, payable quarterly if each index closes at or above coupon barrier level on determination date for that quarter; Coupon barrier levels: 9,602.948 for Nasdaq, 1,592.401 for Russell and 2,826.188 for S&P, 75% of initial level due 1/19/2024

Barclays Bank plc 8.2% annual rate, payable quarterly if each stock closes at or above coupon barrier level on determination date for that quarter; Coupon barrier levels: $21.989 for Delta, $8.212 for JetBlue and $25.663 for Southwest, 55% of initial level due 1/20/2023

Barclays Bank plc 21.5% annualized, payable each quarter that stock closes at or above downside threshold level on observation date that quarter due 1/19/2024

Barclays Bank plc 6% per year, payable quarterly if each index closes at or above coupon barrier level on every day that quarter; Coupon barriers: 2,449.363 for S&P, 1,380.01 for Russell and 2,339.708 for Stoxx; 65% of initial levels due 1/19/2024

Barclays Bank plc 10.1% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $2,235.06, 72% of initial level due 4/21/2022

Barclays Bank plc 11.5% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $25.59, 64% of initial level due 2/18/2022

Barclays Bank plc 11.85% annualized, payable quarterly if fund closes at or above barrier level on related observation date due 1/20/2023

Barclays Bank plc 10.5% annualized, payable quarterly if fund closes at or above barrier level on related observation date due 7/20/2022

Barclays Bank plc 10.25% annualized, payable quarterly if fund closes at or above 70% coupon barrier on related observation date due 7/20/2022

Barclays Bank plc 7.75% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 8,962.75 for Nasdaq, 1,486.24 for Russell, 2,637.77 for S&P; 70% of initial levels due 10/20/2022

Barclays Bank plc 11.35% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $348.59, 70% of initial level due 1/19/2024

Barclays Bank plc 12% annualized, payable quarterly if stock closes at or above barrier level on related observation date due 1/19/2023

Barclays Bank plc 14.25% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $41.85, 60% of initial level due 7/21/2022

Barclays Bank plc 6% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 1,486.24 for Russell, 2,123.2 for S&P, 8,962.75 for Nasdaq; 70% of initial levels due 10/19/2023

Barclays Bank plc 6.5% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 1,486.24 for Russell, 8,962.75 for Nasdaq and 2,637.77 for S&P; 70% of initial levels due 7/20/2022

Barclays Bank plc 6.25% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 1,486.24 for Russell, 8,962.75 for Nasdaq and 2,637.77 for S&P; 70% of initial levels due 10/20/2022

Barclays Bank plc 9.6% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $159.86, 75% of initial level due 1/19/2024

Barclays Bank plc 31.75% annualized, payable quarterly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $34.43 for Verizon, $33.31 for Uber and $495.70 for Tesla; 60% of initial levels due 1/20/2023

Barclays Bank plc 6.44%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barriers: 2,519.69 for Stoxx, 1,486.241 for Russell, 70% of initial levels due 1/19/2024

Barclays Bank plc 8.53%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barriers: 2,519.69 for Stoxx, 1,486.241 for Russell, 70% of initial levels due 1/19/2024

Barclays Bank plc 0.00% due 1/30/2026

Barclays Bank plc 0.00% due 1/17/2025

Barclays Bank plc 9.6% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 1,508.74 for Russell, 9,029.08 for Nasdaq and 21,694.06 for Dow; 70% of initial levels due 7/19/2022

Barclays Bank plc 0.00% due 1/19/2024

Barclays Bank plc 18.10% due 1/20/2022

Barclays Bank plc 7.10% due 1/19/2022

Barclays Bank plc Contingent quarterly coupon of 12.1% plus any previously unpaid coupons if each stock closes at or above coupon barrier level on the determination date for that quarter; Coupon barrier levels: $2,179.95 for Amazon, $75.37 for Yum and $159.16 for Alibaba; 70% of initial levels due 1/18/2024

Barclays Bank plc 9.9% annualized, payable quarterly if stock closes at or above barrier level on related observation date due 1/19/2023

Barclays Bank plc 12.75% annualized, payable quarterly if stock closes at or above barrier level on related observation date due 1/19/2023

Barclays Bank plc 8.25% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 1,478.38 for Russell, 9,081.54 for Nasdaq and 2,666.89 for S&P; 70% of initial levels due 1/19/2024

Barclays Bank plc 7.7% annual rate, payable quarterly if the lowest ETF closes at or above coupon barrier level on related observation date; previously unpaid coupons will also be paid; Coupon barrier levels: $23.27 for Financial Select and $31.55 for Energy Select, 75% of initial levels due 1/17/2023

Barclays Bank plc 10% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; previously unpaid coupons will also be paid; Coupon barrier: $47.68, 60% of initial level due 1/17/2024

Barclays Bank plc 13% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $96.60, 75% of initial level due 1/17/2023

Barclays Bank plc 10% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 1,463.71 for Russell, 9,031.74 for Nasdaq; 70% of initial levels due 1/17/2023

Barclays Bank plc 25.5% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $509.66, 60% of initial level due 7/17/2023

Barclays Bank plc 9.15% per year, payable quarterly if each index closes at or above its coupon barrier level on each day during relevant quarterly observation period; Coupon barrier levels: 9,024.46 for Nasdaq-100, 4,727.88 for FTSE, 2,660.83 for S&P; 70% of initial levels due 4/17/2023

Barclays Bank plc 10.07% per year, payable quarterly if each index closes at or above its coupon barrier level on each day during relevant quarterly observation period; Coupon barrier levels: 9,024.46 for Nasdaq-100, 1,489.571 for Russell, 2,660.83 for S&P; 70% of initial levels due 4/17/2023

Barclays Bank plc 13.35% due 1/13/2022

Barclays Bank plc 8.75% payable quarterly if stock closes at or above 70% of initial level on related observation date; previously unpaid coupons are also paid due 1/12/2023

Barclays Bank plc 0.00% due 7/14/2022

Barclays Bank plc 13% per year, payable quarterly if each fund closes at or above coupon barrier on the valuation date for that period; Coupon barriers: $111.05 for Biotech, $88.46 for Health Care and $284.02 for S&P; 75% of initial levels due 1/17/2023

Barclays Bank plc 12.50% due 1/14/2022

Barclays Bank plc 9.65% per year, payable quarterly if each index closes at or above its coupon barrier level on each day during relevant quarterly observation period; Coupon barrier levels: 4,758.94 for FTSE 100, 1,463.706 for Russell, 2,659.73 for S&P; 70% of initial levels due 7/14/2022

Barclays Bank plc 11.25% per year, payable quarterly if stock closes at or above downside threshold level on observation date that quarter due 1/11/2024

Barclays Bank plc 12.5% per year, payable quarterly if stock closes at or above downside threshold level on observation date that quarter due 1/11/2024

Barclays Bank plc 8.05% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,464.16 for Russell, 9,173.64 for Nasdaq, 2,677.28 for S&P, 70% of initial levels due 7/13/2022

Barclays Bank plc 0.00% due 1/12/2026

Barclays Bank plc 10.25% annualized, payable each quarter that stock closes at or above downside threshold level on observation date that quarter due 1/11/2024

Barclays Bank plc 5.55% annual rate, payable each quarter that index closes at or above its coupon threshold level on the determination date for that quarter; Coupon threshold: 2,868.510, 75% of initial level due 1/13/2022

Barclays Bank plc 0.00% due 10/12/2022

Barclays Bank plc 7.25% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 21,768.58 for Dow, 9,173.64 for Nasdaq and 2,677.28 for S&P; 70% of initial levels due 7/13/2022

Barclays Bank plc 6.20% due 4/13/2022

Barclays Bank plc 4.10% due 4/13/2022

Barclays Bank plc 11.65%, payable each quarter that ETF closes at or above coupon barrier on review date for that quarter, in which case any previously unpaid coupons will also be paid; Coupon barrier level: $276.79; 90% of initial price due 1/12/2022

Barclays Bank plc 7.15%, payable each quarter that ETF closes at or above coupon barrier on review date for that quarter, in which case any previously unpaid coupons will also be paid; Coupon barrier level: $163.62; 80% of initial price due 1/12/2022

Barclays Bank plc 7.1%, payable each month that stock closes at or above coupon barrier on review date for that month, in which case any previously unpaid coupons will also be paid; Coupon barrier level: $169.80; 80% of initial price due 1/12/2022

Barclays Bank plc 8.9%, payable each quarter that ETF closes at or above coupon barrier on review date for that quarter, in which case any previously unpaid coupons will also be paid; Coupon barrier level: $336.20; 90% of initial price due 1/12/2022

Barclays Bank plc 10.75% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,337.65 for Russell, 20,039.11 for Dow and 2,436.29 for S&P, 65% of initial levels due 1/12/2023

Barclays Bank plc 8.6% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,467.82 for Russell, 2,535.69 for Stoxx and 2,662.65 for S&P, 70% of initial levels due 1/12/2023

Barclays Bank plc 9% per year, payable quarterly if each asset closes at or above coupon barrier on each day of that period; Coupon barriers: 1,476.82 for Russell, 9,057.7 for Nasdaq and 2,662.65 for S&P, 70% of initial levels due 1/12/2023

Barclays Bank plc 9% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,467.82 for Russell, 9,057.70 for Nasdaq and 2,662.65 for S&P, 70% of initial levels due 1/12/2023

Barclays Bank plc 7.90% due 1/12/2022

Barclays Bank plc 10% per year, payable quarterly if each index closes at or above its coupon barrier level on each day during relevant quarterly observation period; Coupon barrier levels: 8,410.72 for Nasdaq-100, 1,362.975 for Russell, 2,472.46 for S&P; 65% of initial levels due 7/12/2023

Barclays Bank plc 3.75% due 1/11/2023

Barclays Bank plc 12.75% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 2,998.51 for S&P, 1,646.34 for Russell, 1,052.26 for EM; 80% of initial levels due 1/11/2023

Barclays Bank plc 12.75% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 2,998.51 for S&P, 1,646.34 for Russell and 1,052.26 for MSCI; 80% of initial levels due 1/11/2023

Barclays Bank plc 24.25% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $54.59, 50% of initial level due 1/11/2022

Barclays Bank plc 19% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $12.00, 60% of initial level due 1/11/2024

Barclays Bank plc 6.3%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barriers: 4,789.3 for FTSE, 1,440.554 for Russell, 70% of initial levels due 1/11/2024

Barclays Bank plc 8.1%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barriers: 4,789.3 for FTSE, 1,440.554 for Russell, 70% of initial levels due 1/11/2024

Barclays Bank plc 7.5% per year, payable monthly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 1,385.38 for Russell, 8,961.67 for Nasdaq and 2,608.80 for S&P; 70% of initial levels due 10/11/2022

Barclays Bank plc 6.25% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 1,385.38 for Russell, 8,961.67 for Nasdaq and 2,608.80 for S&P; 70% of initial levels due 10/11/2022

Barclays Bank plc 11% per year, payable quarterly if each index closes at or above its coupon barrier level on each day during relevant quarterly observation period; Coupon barrier levels: 8,321.55 for Nasdaq-100, 1,286.42 for Russell, 2,422.46 for S&P; 65% of initial levels due 7/10/2023

Barclays Bank plc 9.55% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barrier levels: 2,817.05 for S&P, 1,481.15 for Russell and $97.52 for fund; 75% of initial levels due 1/6/2023

Barclays Bank plc 21% annualized, payable each quarter that stock closes at or above downside threshold level on observation date that quarter due 1/5/2024

Barclays Bank plc 16.5% annual rate, payable monthly if stock closes at or above downside threshold level on observation date for that month due 7/6/2021

Barclays Bank plc 9.75% per year, payable quarterly if each index closes at or above coupon barrier level on every day that quarter; Coupon barriers: 2,799.03 for S&P, 1,484.994 for Russell and 2,678.693 for Stoxx; 75% of initial levels due 1/6/2023

Barclays Bank plc 0.00% due 1/3/2024

Barclays Bank plc 8.50% due 1/3/2022

Barclays Bank plc 7.1% annualized, payable quarterly if each index closes at or above 75% coupon threshold on observation date for that quarter due 12/29/2023

Barclays Bank plc 13% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $140.56, 65% of initial level due 1/4/2022

Barclays Bank plc 10% per year, payable quarterly if stock closes at or above downside threshold level on observation date that quarter, plus any previously unpaid coupon due 1/3/2023

Barclays Bank plc 0.00% due 12/30/2022

Barclays Bank plc 0.00% due 2/28/2022

Barclays Bank plc 0.00% due 2/28/2022

Barclays Bank plc 0.00% due 12/29/2023

Barclays Bank plc 8.50% due 12/30/2021

Barclays Bank plc 11.40% due 12/30/2021

Barclays Bank plc 7% annual rate, payable quarterly if each asset closes at or above coupon barrier on related observation date; Coupon barriers: $32.68 for fund, 48.65 for index; 65% of initial levels due 12/31/2025

Barclays Bank plc 30% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $55.70 for Moderna, $331.85 for Tesla; 50% of initial levels due 12/29/2023

Barclays Bank plc 9.8% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $168.48, 75% of initial level due 12/30/2022

Barclays Bank plc 8.15% annual rate, payable quarterly if stock closes at or above downside threshold level on observation date that quarter due 12/29/2023

Barclays Bank plc 9.3% per year, payable quarterly if each fund closes at or above coupon barrier level on related determination date; Coupon barrier levels: $24.778 for Energy Select, $18.818 for Financial Select and $57.2 for Industrial Select; 65% of initial levels due 12/30/2022

Barclays Bank plc 0.00% due 6/29/2022

Barclays Bank plc 0.00% due 6/29/2022

Barclays Bank plc 11.35% due 12/27/2021

Barclays Bank plc 12.75% due 12/27/2021

Barclays Bank plc 0.00% due 2/25/2022

Barclays Bank plc 10.25% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,404.97 for Russell, 8,857.2 for Nasdaq and 2,583.01 for S&P; 70% of initial levels due 9/29/2022

Barclays Bank plc 12.40% due 12/29/2021

Barclays Bank plc 4.50% due 6/30/2022

Barclays Bank plc 6.5%, payable monthly due 6/30/2022

Barclays Bank plc 0.00% due 12/28/2026

Barclays Bank plc 0.00% due 1/2/2024

Barclays Bank plc 0.00% due 12/29/2023

Barclays Bank plc 0.00% due 12/29/2023

Barclays Bank plc 0.00% due 12/31/2025

Barclays Bank plc 0.00% due 12/31/2025

Barclays Bank plc 0.00% due 12/29/2023

Barclays Bank plc 0.00% due 6/27/2024

Barclays Bank plc 0.00% due 12/27/2024

Barclays Bank plc 0.00% due 3/28/2022

Barclays Bank plc 2.40% due 12/27/2023

Barclays Bank plc 0.00% due 12/29/2025

Barclays Bank plc 0.00% due 1/31/2022

Barclays Bank plc 0.00% due 3/31/2022

Barclays Bank plc 0.00% due 12/31/2025

Barclays Bank plc 0.00% due 12/30/2022

Barclays Bank plc 0.00% due 12/29/2026

Barclays Bank plc 0.00% due 6/30/2023

Barclays Bank plc 8.75% per year, payable quarterly if each index closes at or above its coupon barrier on the valuation date for that period; Coupon barrier levels: 1,404.97 for Russell, 8,857.20 for Nasdaq and 21,090.88 for Dow; 70% of initial levels due 12/29/2022

Barclays Bank plc 8.25% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,404.97 for Russell, 8,857.2 for Nasdaq and 21,090.88 for Dow; 70% of initial levels due 6/28/2024

Barclays Bank plc 0.00% due 12/23/2022

Barclays Bank plc 0.00% due 12/19/2025

Barclays Bank plc 0.00% due 12/27/2024

Barclays Bank plc 0.00% due 6/27/2024

Barclays Bank plc 5.25% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 1,404.97 for Russell, 8,857.2 for Nasdaq and 21,090.88 for Dow; 70% of initial levels due 12/29/2023

Barclays Bank plc 6% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 1,505.33 for Russell, 9,489.86 for Nasdaq and 22,597.37 for Dow; 75% of initial levels due 9/28/2022

Barclays Bank plc 5.25% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 1,404.97 for Russell, 8,857.2 for Nasdaq and 21,090.88 for Dow; 70% of initial levels due 9/28/2022

Barclays Bank plc 7.5% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 1,404.97 for Russell, 8,857.2 for Nasdaq and 21,090.88 for Dow; 70% of initial levels due 9/28/2022

Barclays Bank plc 7.5% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barrier levels: 9,489.86 for Nasdaq and 1,505.33 for Russell; 75% of initial levels due 6/29/2022

Barclays Bank plc 5.5% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 1,505.33 for Russell, 9,489.86 for Nasdaq; 75% of initial levels due 6/30/2022

Barclays Bank plc 6.15% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 1,455.15 for Russell, 9,173.53 for Nasdaq and 2,675.26 for S&P; 72.5% of initial levels due 12/29/2022

Barclays Bank plc 16% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $387.59, 60% of initial level due 6/28/2022

Barclays Bank plc 0.00% due 6/27/2023

Barclays Bank plc 2.85% due 12/25/2022

Barclays Bank plc 12.25% due 1/26/2022

Barclays Bank plc 20.00% due 12/27/2021

Barclays Bank plc 44% annualized, payable monthly if each asset closes at or above coupon barrier on related observation date; Coupon barriers: $9.66 for American, $14.87 for Norwegian, $212.40 for Roku and $245.38 for Zoom; 60% of initial levels due 12/27/2022

Barclays Bank plc 7.55% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,586.44 for S&P, 8,883.18 for Nasdaq and 21,151.52 for Dow; 70% of initial levels due 6/24/2022

Barclays Bank plc 7.75% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 1,477.75 for Russell, 9,517.7 for Nasdaq; 75% of initial levels due 6/26/2023

Barclays Bank plc 0.00% due 12/23/2026

Barclays Bank plc 0.00% due 12/23/2025

Barclays Bank plc 0.00% due 6/23/2022

Barclays Bank plc 0.00% due 12/23/2025

Barclays Bank plc 6% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 8,916.73 for Nasdaq, 1,378.99 for Russell, or 70% of initial levels due 12/21/2023

Barclays Bank plc 7.5% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 8,916.73 for Nasdaq, 1,378.99 for Russell, or 70% of initial levels due 12/21/2023

Barclays Bank plc 6.2% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,083.49 for Russell, 7,006.0 for Nasdaq and 2,040.18 for S&P; 55% of initial levels due 12/21/2023

Barclays Bank plc 8% annual rate, payable quarterly if stock closes at or above downside threshold level on observation date that quarter due 12/21/2023

Barclays Bank plc 7.50% due 12/23/2021

Barclays Bank plc 7.50% due 12/23/2021

Barclays Bank plc 25% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $8.40, 50% of initial levels due 12/21/2023

Barclays Bank plc 11.15% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $36.18, 65% of initial level due 12/22/2022

Barclays Bank plc 9% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $104.67, 71% of initial levels due 1/21/2022

Barclays Bank plc 9.85% annualized, payable monthly if index closes at or above coupon barrier on related observation date; Coupon barrier: 1,575.99, 80% of initial level due 12/23/2021

Barclays Bank plc 13.25% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $36.15, 66% of initial levels due 1/21/2022

Barclays Bank plc 0.00% due 12/22/2025

Barclays Bank plc 5.85% due 3/22/2022

Barclays Bank plc 0.00% due 1/21/2022

Barclays Bank plc 41% annualized, payable quarterly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $17.79 for Norwegian , $15.14 for Carnival, or 70% of initial share prices due 12/22/2022

Barclays Bank plc 0.00% due 12/21/2022

Barclays Bank plc 0.00% due 12/21/2026

Barclays Bank plc 0.00% due 12/21/2022

Barclays Bank plc 8% annual rate, payable quarterly if stock closes at or above downside threshold level on observation date that quarter due 12/21/2023

Barclays Bank plc 0.00% due 12/23/2026

Barclays Bank plc 19.5% annualized, payable quarterly if each asset closes at or above coupon barrier on related observation date; Coupon barriers: $28.32 for fund, $160.65 for Boeing, $21.41 for AT&T; 70% of initial levels due 12/21/2023

Barclays Bank plc 11.5% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $80.40, 60% of initial level due 6/21/2022

Barclays Bank plc 12.75% due 12/20/2021

Barclays Bank plc 18% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $393.54, 60% of initial level due 6/22/2022

Barclays Bank plc 17.75% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $379.95, 60% of initial level due 6/20/2022

Barclays Bank plc 0.00% due 12/18/2025

Barclays Bank plc 3.15% due 12/19/2023

Barclays Bank plc 0.00% due 1/14/2022

Barclays Bank plc 8% per year, payable quarterly if each index closes at or above coupon barrier level on determination date for that quarter; Coupon barrier levels: 1,433.773 for Russell and 2,747.595 for S&P, 75% of initial levels due 12/15/2022

Barclays Bank plc 18.5% annual rate, payable monthly if stock closes at or above downside threshold level on observation date that month due 6/16/2021

Barclays Bank plc 10% annualized, payable monthly if the basket closes at or above coupon barrier on related observation date; Coupon barrier: 70% of initial level due 12/15/2022

Barclays Bank plc 5.15% due 12/15/2021

Barclays Bank plc 0.00% due 9/29/2022

Barclays Bank plc 8.75% due 12/15/2021

Barclays Bank plc 20.50% due 12/15/2021

Barclays Bank plc 9.3% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $28.73, 60% of initial level due 12/14/2023

Barclays Bank plc 33.25% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $78.30 for Moderna, $302.24 for Tesla, or 50% of initial share prices due 12/14/2022

Barclays Bank plc 13% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $41.08, 60% of initial level due 6/14/2022

Barclays Bank plc 11.5% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $15.42, 66% of initial level due 1/13/2022

Barclays Bank plc 8% per year, payable monthly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 8,845 for Nasdaq, $98.08 for S&P Biotech and $20.14 for Financial Select; 70% of initial levels due 12/11/2025

Barclays Bank plc 10.25% per year, payable quarterly if each fund closes at or above coupon barrier on the valuation date for that period; Coupon barriers: $91.08 for S&P Biotech, $26.18 for Energy Select and $23.63 for Gold Miners; 65% of initial levels due 12/11/2025

Barclays Bank plc 10.25% per year, payable monthly if the stock closes at or above its coupon barrier price on a related observation date; Coupon barrier price: $56.68, 61% of initial share price due 3/11/2022

Barclays Bank plc 10% per year, payable quarterly if stock closes at or above downside threshold level on observation date that quarter due 12/7/2023

Barclays Bank plc 8.35% per year, payable quarterly if stock closes at or above downside threshold level on observation date that quarter, plus any previously unpaid coupon due 12/22/2021

Barclays Bank plc 13.50% due 12/9/2021

Barclays Bank plc 10.50% due 12/9/2021

Barclays Bank plc 11.2% per year, payable each quarter that stock closes at or above coupon barrier on the observation date for that quarter; Coupon barrier: $93.78; 75% of initial level due 12/8/2022

Barclays Bank plc 0.00% due 12/8/2025

Barclays Bank plc 0.00% due 6/7/2023

Barclays Bank plc 15% per year, payable quarterly if stock closes at or above downside threshold level on observation date that quarter due 12/6/2023

Barclays Bank plc 9.50% due 12/6/2022

Barclays Bank plc 7.25% due 8/31/2021

Barclays Bank plc 0.00% due 11/30/2023

Barclays Bank plc 0.00% due 11/30/2023

Barclays Bank plc 0.00% due 11/30/2023

Barclays Bank plc 0.00% due 6/5/2023

Barclays Bank plc 0.00% due 6/5/2023

Barclays Bank plc 0.00% due 12/31/2021

Barclays Bank plc 0.00% due 11/28/2025

Barclays Bank plc 0.00% due 11/30/2022

Barclays Bank plc 9% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,273.87 for Russell, 8,587.82 for Nasdaq and 20,747.05 for Dow; 70% of initial levels due 5/31/2024

Barclays Bank plc 0.00% due 8/31/2023

Barclays Bank plc 0.00% due 5/31/2024

Barclays Bank plc 8.5% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 1,273.87 for Russell, 8,587.82 for Nasdaq and 20,747.05 for Dow; 70% of initial levels due 8/31/2022

Barclays Bank plc 6% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 1,273.87 for Russell, 8,587.82 for Nasdaq and 20,747.05 for Dow; 70% of initial levels due 8/31/2022

Barclays Bank plc 8% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 9,210.24 for Nasdaq and 22,228.98 for Dow; 75% of initial levels due 5/31/2022

Barclays Bank plc 11.55% due 12/1/2021

Barclays Bank plc 10% per year, payable quarterly if stock closes at or above downside threshold level on observation date that quarter due 11/30/2023

Barclays Bank plc 10% per year, payable quarterly if stock closes at or above downside threshold level on observation date that quarter due 11/30/2023

Barclays Bank plc 8.05% per year, payable quarterly if stock closes at or above downside threshold level on observation date that quarter due 11/30/2023

Barclays Bank plc 20% per year, payable quarterly if stock closes at or above downside threshold level on observation date that quarter due 11/30/2023

Barclays Bank plc 12.1% per year, payable quarterly if stock closes at or above downside threshold level on observation date that quarter due 12/1/2021

Barclays Bank plc 0.00% due 11/28/2025

Barclays Bank plc 0.00% due 12/1/2025

Barclays Bank plc 0.00% due 11/30/2022

Barclays Bank plc 6.35% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,291.51 for Russell, 20,910.73 for Dow, 8,506.55 for Nasdaq; 70% of initial levels due 9/1/2023

Barclays Bank plc 0.00% due 11/30/2022

Barclays Bank plc 12% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $40.45, 60% of initial level due 5/31/2022

Barclays Bank plc 18.4% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $315.70, 55% of initial level due 11/30/2023

Barclays Bank plc 0.00% due 1/28/2022

Barclays Bank plc 0.00% due 11/25/2022

Barclays Bank plc 0.00% due 1/28/2022

Barclays Bank plc 0.00% due 1/28/2022

Barclays Bank plc 0.00% due 1/28/2022

Barclays Bank plc 5.50% due 7/30/2021

Barclays Bank plc 0.00% due 11/28/2022

Barclays Bank plc 0.00% due 11/28/2022

Barclays Bank plc 0.00% due 11/27/2023

Barclays Bank plc 0.00% due 11/30/2026

Barclays Bank plc 0.00% due 11/30/2026

Barclays Bank plc 0.00% due 11/27/2023

Barclays Bank plc 0.00% due 11/30/2023

Barclays Bank plc 7.80% due 12/31/2021

Barclays Bank plc 9% per year, payable monthly if the stock closes at or above its coupon barrier level on a related observation date; Coupon barrier price: $347.27, 67% of initial share price due 12/31/2021

Barclays Bank plc 0.00% due 5/31/2024

Barclays Bank plc 0.00% due 11/29/2024

Barclays Bank plc 0.00% due 11/29/2024

Barclays Bank plc 0.00% due 2/28/2022

Barclays Bank plc 2.50% due 11/29/2023

Barclays Bank plc 5%, payable quarterly if indexes close above coupon barriers on observation date for that quarter; Coupon barriers: 9,059.86 for Nasdaq and 1,390.15 for Russell, 75% of initial levels due 11/29/2023

Barclays Bank plc 0.00% due 11/28/2025

Barclays Bank plc 0.00% due 11/28/2025

Barclays Bank plc 0.00% due 2/28/2022

Barclays Bank plc 0.00% due 11/28/2025

Barclays Bank plc 0.00% due 5/30/2023

Barclays Bank plc 0.00% due 11/28/2025

Barclays Bank plc 0.00% due 11/30/2026

Barclays Bank plc 0.00% due 1/28/2022

Barclays Bank plc 0.00% due 11/29/2024

Barclays Bank plc 0.00% due 11/30/2026

Barclays Bank plc 0.00% due 11/30/2026

Barclays Bank plc 0.00% due 11/30/2027

Barclays Bank plc 6.25% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 9,059.86 for Nasdaq, 22,534.68 for Dow; 75% of initial levels due 5/31/2022

Barclays Bank plc 6% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 8,455.871 for Nasdaq, 1,297.47 for Russell and 21,032.37 for Dow; 70% of initial levels due 11/29/2023

Barclays Bank plc 6% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 8,455.871 for Nasdaq, 1,297.47 for Russell and 21,032.37 for Dow; 70% of initial levels due 8/31/2022

Barclays Bank plc 9.3% annualized, payable quarterly if the stock closes at or above coupon barrier on related observation date; Coupon barrier: $133.90, 65% of initial level due 5/27/2022

Barclays Bank plc 10% annualized, payable monthly if the basket closes at or above coupon barrier on related observation date; Coupon barrier: 50% of initial level due 11/30/2022

Barclays Bank plc 0.00% due 11/29/2021

Barclays Bank plc 10% per year, payable quarterly if stock closes at or above downside threshold level on observation date that quarter due 11/24/2023

Barclays Bank plc 16.5% per year, payable quarterly if stock closes at or above downside threshold level on observation date that quarter due 11/25/2022

Barclays Bank plc 0.00% due 11/25/2026

Barclays Bank plc 0.00% due 11/25/2026

Barclays Bank plc 6% per year, payable semiannually if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 2,490.278 for S&P, 1,249.739 for Russell, or 70% of initial levels due 11/24/2023

Barclays Bank plc 7.5% per year, payable semiannually if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 2,490.278 for S&P, 1,249.739 for Russell, or 70% of initial levels due 11/24/2023

Barclays Bank plc 9.5% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 8,334.51 for Nasdaq, 1,249.74 for Russell and 2,490.28 for S&P; 70% of initial levels due 2/25/2022

Barclays Bank plc 15.25% annualized, payable quarterly if the stock closes at or above coupon barrier on related observation date; Coupon barrier: $47.65; 50% of initial level due 11/25/2022

Barclays Bank plc 8% per year, payable quarterly if index closes at or above barrier level on observation date for that quarter due 11/24/2021

Barclays Bank plc 16.75% due 11/23/2021

Barclays Bank plc 8.55% due 11/22/2021

Barclays Bank plc 13.25% due 11/22/2021

Barclays Bank plc 9.99% due 11/19/2021

Barclays Bank plc 15.25% annualized, payable quarterly if the stock closes at or above coupon barrier on related observation date; Coupon barrier: $46.10; 50% of initial level due 11/21/2022

Barclays Bank plc 19% annual rate, payable quarterly if stock closes at or above barrier price on review date for that quarter; previously unpaid coupons will also be paid due 11/30/2021

Barclays Bank plc 9.5% annual rate, payable monthly if the stock closes at or above its coupon barrier level on a related observation date; Coupon barrier price: $185.20, 71% of initial share price due 12/16/2021

Barclays Bank plc 14.5% annual rate, payable monthly if the stock closes at or above its coupon barrier level on a related observation date; Coupon barrier price: $13.81, 47% of initial share price due 2/17/2022

Barclays Bank plc 10% per year, payable monthly if the stock closes at or above its coupon barrier level on a related observation date; Coupon barrier price: $27.19, 66% of initial share price due 12/16/2021

Barclays Bank plc 0.00% due 5/18/2028

Barclays Bank plc 0.00% due 3/30/2022

Barclays Bank plc 13.85% due 11/18/2021

Barclays Bank plc 7.3% annualized, payable quarterly if the stock closes at or above coupon barrier on related observation date; Coupon barrier: $36.80; 65% of initial level due 11/17/2022

Barclays Bank plc 0.00% due 12/1/2025

Barclays Bank plc 0.00% due 11/27/2023

Barclays Bank plc 0.00% due 11/30/2026

Barclays Bank plc 0.00% due 11/30/2026

Barclays Bank plc 0.00% due 11/27/2023

Barclays Bank plc 0.00% due 11/17/2023

Barclays Bank plc 13.00% due 11/16/2021

Barclays Bank plc 10.00% due 2/8/2022

Barclays Bank plc 10.50% due 12/8/2021

Barclays Bank plc 8.5% per year, payable monthly if stock closes above coupon barrier on observation date; Coupon barrier: $76.14, 70% of initial share price due 12/7/2021

Barclays Bank plc 8.4% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 2,151.66 for S&P, 1,019.58 for Russell, 65% of initial levels due 11/7/2023

Barclays Bank plc 10% per year payable quarterly if each component closes at or above coupon barrier level on the determination date for that quarter; Coupon barrier levels: 19,876.2 for Dow, 8,289.71 for Nasdaq; 75% of initial levels due 4/29/2022

Barclays Bank plc 7.5% per year payable quarterly if each component closes at or above coupon barrier level on the determination date for that quarter; Coupon barrier levels: 1,076.94 for Russell, 2,288.97 for S&P; 70% of initial levels due 7/29/2022

Barclays Bank plc 10% per year, payable quarterly if stock closes at or above downside threshold level on observation date that quarter due 11/2/2023

Barclays Bank plc 8.5% per year, payable quarterly if each index closes at or above downside threshold level on observation date for that quarter due 11/2/2023

Barclays Bank plc 20% per year, payable quarterly if stock closes at or above downside threshold level on observation date that quarter due 11/2/2023

Barclays Bank plc 7.75% due 7/30/2021

Barclays Bank plc 0.00% due 10/31/2023

Barclays Bank plc 0.00% due 10/31/2023

Barclays Bank plc 0.00% due 10/31/2023

Barclays Bank plc 0.00% due 11/4/2022

Barclays Bank plc 6% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,076.94 for Russell, 18,551.12 for Dow, 7,737.07 for Nasdaq; 70% of initial levels due 10/31/2023

Barclays Bank plc 9.5% per year, payable each quarter that each index closes at or above coupon barrier on the observation date for that quarter; Coupon barriers: 18,551.12 for Dow, 1,076.94 for Russell, 7,737.07 for Nasdaq, 70% of initial levels due 4/30/2024

Barclays Bank plc 8.1% annual rate, if each index closes at or above coupon barrier level on a quarterly determination date; Coupon barrier levels: 1,153.859 for Russell and 2,452.470 for S&P, 75% of initial levels due 11/3/2022

Barclays Bank plc 6.25% per year, payable quarterly if each index closes at or above coupon barrier level on every day that quarter; Coupon barriers: 1,961.976 for S&P, 923.087 for Russell and 1,774.926 for Stoxx; 60% of initial levels due 11/3/2022

Barclays Bank plc 5.5% per year, payable each quarter that index closes at or above its coupon threshold level on the determination date for that quarter; Coupon threshold: 2,288.972, 70% of initial level due 11/4/2021

Barclays Bank plc 0.00% due 7/31/2023

Barclays Bank plc 0.00% due 4/30/2024

Barclays Bank plc 0.00% due 10/31/2023

Barclays Bank plc 0.00% due 10/31/2023

Barclays Bank plc 9.25% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 18,551.12 for Dow, 1,076.94 for Russell, 7,737.07 for Nasdaq, 70% of initial levels due 7/29/2022

Barclays Bank plc 7% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 18,551.12 for Dow, 1,076.94 for Russell, 7,737.07 for Nasdaq, 70% of initial levels due 7/29/2022

Barclays Bank plc 9% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 18,816.14 for Dow, 2,321.67 for S&P, 1,092.32 for Russell; 71% of initial levels due 11/4/2021

Barclays Bank plc 14% annual rate, payable monthly if index closes at or above coupon barrier on observation date for that month; Coupon barrier; 2,615.97, 80% of initial price due 11/4/2021

Barclays Bank plc 0.00% due 12/31/2021

Barclays Bank plc 11% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,080.30 for Russell, 18,563.97 for Dow, 2,289.72 for S&P; 70% of initial levels due 10/31/2022

Barclays Bank plc 6% payable monthly if the index closes at or above its coupon barrier on a monthly observation date; Coupon barrier: 7,799.93, 70% of initial level due 10/31/2023

Barclays Bank plc 0.00% due 11/3/2026

Barclays Bank plc 7.25% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 18,551.12 for Dow, 7,737.07 for Nasdaq, 2,288.97 for S&P; 70% of initial levels due 11/2/2022

Barclays Bank plc 12.3% per year, payable each quarter that shares close at or above coupon barrier on review date for that quarter, in which case any previously unpaid coupons will also be paid; Coupon barrier: $245.50, 80% of initial price due 11/1/2021

Barclays Bank plc 16.5% per year, payable each quarter that stock closes at or above coupon barrier on review date for that quarter, in which case any previously unpaid coupons will also be paid; Coupon barrier: $65.13, 80% of initial price due 11/1/2021

Barclays Bank plc 16.75% due 1/31/2022

Barclays Bank plc 0.00% due 10/31/2022

Barclays Bank plc 11.15% payable monthly if the stock closes at or above its knock-in level on a monthly observation date due 1/31/2022

Barclays Bank plc 6.02% due 2/2/2022

Barclays Bank plc 8.03% due 2/2/2022

Barclays Bank plc 8% per year payable quarterly if each component closes at or above coupon barrier level on the determination date for that quarter; Coupon barrier levels: 20,597.39 for Dow, 8,699.21 for Nasdaq; 75% of initial levels due 4/29/2022

Barclays Bank plc 6.25% due 10/29/2021

Barclays Bank plc 0.00% due 10/31/2023

Barclays Bank plc 0.00% due 10/31/2024

Barclays Bank plc 0.00% due 10/30/2025

Barclays Bank plc 0.00% due 4/30/2024

Barclays Bank plc 2.55% due 10/31/2023

Barclays Bank plc 0.00% due 10/30/2025

Barclays Bank plc 0.00% due 10/30/2025

Barclays Bank plc 0.00% due 1/31/2022

Barclays Bank plc 0.00% due 10/31/2025

Barclays Bank plc 0.00% due 10/31/2025

Barclays Bank plc 0.00% due 10/30/2026

Barclays Bank plc 0.00% due 4/28/2023

Barclays Bank plc 0.00% due 10/30/2025

Barclays Bank plc 6% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,113.49 for Russell, 8,119.27 for Nasdaq; 70% of initial levels due 10/31/2023

Barclays Bank plc 3.75% per year multiplied by proportion of days on which index closes at or above coupon barrier, payable monthly; Coupon barrier: 2,882.08, 85% of initial level due 10/31/2023

Barclays Bank plc 0.00% due 10/31/2024

Barclays Bank plc 18% per year, payable quarterly due 10/29/2021

Barclays Bank plc 0.00% due 10/29/2027

Barclays Bank plc 6.25% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barrier: 19,224.23 for Dow, 1,113.49 for Russell, 8,119.26 for Nasdaq, 70% of initial levels due 10/30/2023

Barclays Bank plc 6.25% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 19,224.23 for Dow, 1,113.49 for Russell, 8,119.26 for Nasdaq, 70% of initial levels due 4/29/2022

Barclays Bank plc 8% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 8,119.27 for Nasdaq, 1,113.49 for Russell and 2,373.48 for S&P; 70% of initial levels due 10/31/2022

Barclays Bank plc 6% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 1,113.49 for Russell and 2,373.48 for S&P; 70% of initial levels due 10/31/2022

Barclays Bank plc 10.5% annualized rate, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 8,053.16 for Nasdaq, 2,380.68 for S&P, 1,123.65 for Russell; 70% of initial levels due 10/30/2022

Barclays Bank plc 7.55% due 11/1/2021

Barclays Bank plc 7.30% due 11/1/2021

Barclays Bank plc 10.50% due 11/1/2021

Barclays Bank plc 12.5% per year, payable quarterly if stock closes at or above downside threshold level on observation date that quarter due 10/26/2023

Barclays Bank plc 18.65% annual rate, payable quarterly if stock closes at or above coupon barrier on review date for that quarter; previously unpaid coupons will also be paid; Coupon barrier: $226.85, 80% of initial price due 11/10/2021

Barclays Bank plc 13.25% annual rate, payable quarterly if stock closes at or above coupon barrier on review date for that quarter; previously unpaid coupons will also be paid; Coupon barrier: $164.03, 80% of initial price due 11/10/2021

Barclays Bank plc 0.00% due 10/27/2022

Barclays Bank plc 0.00% due 10/27/2022

Barclays Bank plc 0.00% due 4/27/2023

Barclays Bank plc 9.5% per year, payable each quarter that each index closes at or above coupon barrier on the valuation date for that quarter; Coupon barriers: 2,425.77 for S&P, 8,184.80 for Nasdaq, 1,148.35 for Russell; 70% of initial levels due 4/26/2024

Barclays Bank plc 6.5% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 19,834.90 for Dow, 1,148.35 for Russell, 70% of initial levels due 10/26/2023

Barclays Bank plc 8% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 19,834.90 for Dow, 1,148.35 for Russell, 70% of initial levels due 10/26/2023

Barclays Bank plc 7.00% due 10/27/2022

Barclays Bank plc 0.00% due 10/28/2025

Barclays Bank plc 0.00% due 10/28/2026

Barclays Bank plc 31% payable quarterly if stock closes at or above 75% of initial level on related observation date due 10/28/2021

Barclays Bank plc 6.50% due 10/26/2021

Barclays Bank plc 16.5% annualized, payable quarterly if the stock closes at or above coupon barrier on related observation date; Coupon barriers: $4.37; 60% of initial levels due 10/25/2022

Barclays Bank plc 8.65% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 7,590.60 for Nasdaq, 2,238.03 for S&P, 1,051.51 for Russell; 65% of initial levels due 10/26/2021

Barclays Bank plc 9.5% payable monthly if the stock closes at or above its knock-in level on a monthly observation date due 11/24/2021

Barclays Bank plc 9.75% payable monthly if the stock closes at or above its knock-in level on a monthly observation date due 11/24/2021

Barclays Bank plc 9.45% per year, payable quarterly if each index closes at or above its coupon barrier level on each day during relevant quarterly observation period; Coupon barrier levels: 1,324.97 for MSCI EAFE, 1,129.54 for Russell, 2,398.84 for S&P; 70% of initial levels due 4/22/2022

Barclays Bank plc 2.00% due 4/15/2021

Barclays Bank plc 9.85% due 11/19/2021

Barclays Bank plc 9.65% per year, payable each quarter that each asset closes at or above coupon barrier on the observation date for that quarter; Coupon barriers: 1,143.67 for Russell, 8,296.52 for Nasdaq, 2,483.67 for S&P; 70% of initial levels due 7/19/2024

Barclays Bank plc 12% per year, payable each quarter that stock closes at or above coupon barrier on the observation date for that quarter; Coupon barrier: $16.00; 70% of initial level due 10/20/2022

Barclays Bank plc 0.00% due 10/20/2022

Barclays Bank plc 6.25% annual rate, payable each quarter that index closes at or above its downside threshold level on the determination date for that quarter due 10/21/2021

Barclays Bank plc 8.40% due 10/21/2021

Barclays Bank plc 0.00% due 2/3/2022

Barclays Bank plc 0.00% due 10/19/2023

Barclays Bank plc 0.00% due 10/19/2023

Barclays Bank plc 9.5% payable monthly if the ETF closes at or above 80% of initial level on related observation date due 10/20/2022

Barclays Bank plc 0.00% due 3/4/2022

Barclays Bank plc 11% per year, payable each quarter that each index closes at or above coupon barrier on the observation date for that quarter; Coupon barriers: 1,147.22 for Russell, 8,329.0 for Nasdaq, 19,945.94 for Dow; 70% of initial levels due 4/18/2024

Barclays Bank plc 11% per year, payable each quarter that each index closes at or above coupon barrier on the observation date for that quarter; Coupon barriers: 1,147.22 for Russell, 8,329.0 for Nasdaq, 19,945.94 for Dow; 70% of initial levels due 4/17/2024

Barclays Bank plc 9% per year, payable each month that each index closes at or above coupon barrier on the observation date for that month; Coupon barriers: 1,147.22 for Russell, 8,329.0 for Nasdaq, 19,945.94 for Dow; 70% of initial levels due 4/20/2022

Barclays Bank plc 7% per year, payable each quarter that each index closes at or above coupon barrier on the observation date for that quarter; Coupon barriers: 1,147.22 for Russell, 8,329.0 for Nasdaq, 19,945.94 for Dow; 70% of initial levels due 7/18/2024

Barclays Bank plc 7.5% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 8,329.0 for Nasdaq, 19,945.94 for Dow, 1,147.22 for Russell; 70% of initial levels due 10/19/2023

Barclays Bank plc 11% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 8,329.0 for Nasdaq, 19,945.94 for Dow, 1,147.22 for Russell; 70% of initial levels due 7/20/2022

Barclays Bank plc 8% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 8,329.0 for Nasdaq, 19,945.94 for Dow, 1,147.22 for Russell; 70% of initial levels due 4/21/2022

Barclays Bank plc 9.40% due 9/30/2021

Barclays Bank plc 0.00% due 11/17/2021

Barclays Bank plc 12% per year, payable each month that each index closes at or above coupon barrier on the observation date for that month; Coupon barriers: 2,458.35 for S&P, 8,458.22 for Nasdaq, 20,075.87 for Dow; 70% of initial levels due 4/18/2022

Barclays Bank plc 9.40% due 9/30/2021

Barclays Bank plc 12.00% due 10/18/2021

Barclays Bank plc About 13.3% per year, monthly payment of $11.0833 per note due 10/18/2021

Barclays Bank plc 9% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,459.39 for Stoxx, 1,227.64 for Russell, 2,633.95 for S&P; 75% of initial levels due 10/17/2023

Barclays Bank plc 10.75% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 8,458.22 for Nasdaq, 1,145.80 for Russell, 2,458.35 for S&P; 70% of initial levels due 10/18/2022

Barclays Bank plc About 12.35% per year, monthly payment of 1.02917% due 10/15/2021

Barclays Bank plc 10.3% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 2,260.13 for S&P, 1,064.41 for Russell and $25.78 for SPDR; 65% of initial levels due 10/14/2022

Barclays Bank plc 11% per year, payable quarterly if each index closes at or above downside threshold level on determination date for that quarter due 10/12/2023

Barclays Bank plc 9% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 8,208.1 for Nasdaq, 2,433.99 for S&P, 1,146.282 for Russell; 70% of initial levels due 7/14/2022

Barclays Bank plc 9% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 8,208.10 for Nasdaq, 1,146.29 for Russell, 2,433.99 for S&P; 70% of initial levels due 7/14/2022

Barclays Bank plc 9.75%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barriers: 20,010.83 for Dow, 1,146.282 for Russell, 70% of initial levels due 10/14/2022

Barclays Bank plc 7.5%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barriers: 20,010.83 for Dow, 1,146.282 for Russell, 70% of initial levels due 10/14/2022

Barclays Bank plc 15% annual rate, payable quarterly if underlier finishes above 60% of initial level on related observation date; previously unpaid coupons will also be paid due 10/13/2021

Barclays Bank plc 0.00% due 11/12/2021

Barclays Bank plc 24.5% per year, payable quarterly if each stock closes at or above coupon barrier on the valuation date for that period; Coupon barriers: $30.82 for Intel, $115.00 for PayPal and $66.79 for Peloton; 70% of initial levels due 10/14/2021

Barclays Bank plc 8% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 8,052.23 for Nasdaq, 2,393.62 for S&P, 1,127.73 for Russell; 70% of initial levels due 1/12/2022

Barclays Bank plc 10.1% per year, payable quarterly if each index closes at or above its coupon barrier level on each day during relevant quarterly observation period; Coupon barrier levels: 8,052.23 for Nasdaq, 1,127.729 for Russell, 2,393.62 for S&P; 70% of initial levels due 10/13/2022

Barclays Bank plc 4.75% due 10/13/2021

Barclays Bank plc 7.00% due 10/13/2021

Barclays Bank plc 9.1% per year, payable quarterly if the ETF closes at or above 85% of the initial level on the related observation date, plus any previously unpaid coupon due 10/6/2022

Barclays Bank plc 9.40% due 10/8/2021

Barclays Bank plc 11.75% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 8,056.34 for Nasdaq, 1,107.38 for Russell, 2,386.04 for S&P; 70% of initial levels due 10/11/2022

Barclays Bank plc 8.5% per year, payable monthly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 2,343.91 for S&P, 1,077.51 for Russell, 7,878.98 for Nasdaq; 70% of initial levels due 7/8/2022

Barclays Bank plc 10.75%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 7,878.98 for Nasdaq, 2,343.91 for S&P, 70% of initial levels due 10/6/2022

Barclays Bank plc 8.1%, payable each quarter that each index closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 7,878.98 for Nasdaq, 2,343.91 for S&P, 70% of initial levels due 10/6/2022

Barclays Bank plc 7% per year, payable semiannually if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 2,366.56 for S&P, 1,071.84 for Russell; 70% of initial levels due 10/5/2023

Barclays Bank plc 8.5% per year, payable semiannually if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 2,366.56 for S&P, 1,071.84 for Russell, 70% of initial levels due 10/5/2023

Barclays Bank plc 30.00% due 10/6/2021

Barclays Bank plc 9.5% per year, payable quarterly if each index closes at or above coupon barrier level on the determination date for that quarter; Coupon barrier levels: 20,836.28 for Dow, 8,563.55 for Nasdaq; 75% of initial levels due 3/31/2022

Barclays Bank plc 7% per year, payable quarterly if each index closes at or above coupon barrier level on the determination date for that quarter; Coupon barrier levels: 2,354.10 for S&P, 1,055.38 for Russell; 75% of initial levels due 6/30/2022

Barclays Bank plc 11.5% annualized, payable monthly if stock closes at or above its coupon barrier on observation date for that month; Coupon barrier level: $68.96, 67% of initial level due 11/4/2021

Barclays Bank plc 7.75% due 6/30/2021

Barclays Bank plc 0.00% due 9/30/2025

Barclays Bank plc 0.00% due 9/30/2024

Barclays Bank plc 0.00% due 10/29/2021

Barclays Bank plc 0.00% due 9/30/2024

Barclays Bank plc 0.00% due 9/30/2025

Barclays Bank plc 0.00% due 9/30/2025

Barclays Bank plc 0.00% due 9/30/2022

Barclays Bank plc 10% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,055.38 for Russell, 19,477.19 for Dow, 7,992.64 for Nasdaq; 70% of initial levels due 3/29/2024

Barclays Bank plc 8.5% per year, payable monthly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,055.38 for Russell, 19,447.19 for Dow, 7,992.64 for Nasdaq; 70% of initial levels due 3/31/2022

Barclays Bank plc 6.5% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,055.38 for Russell, 19,477.19 for Dow, 7,992.64 for Nasdaq; 70% of initial levels due 7/5/2024

Barclays Bank plc 8.5% per year, payable monthly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,055.38 for Russell, 19,447.19 for Dow, 7,992.64 for Nasdaq; 70% of initial levels due 3/31/2022

Barclays Bank plc 0.00% due 4/1/2022

Barclays Bank plc 9.5% per year, payable quarterly if shares of each stock close at or above downside threshold level on determination date for that quarter due 4/4/2023

Barclays Bank plc 0.00% due 6/30/2023

Barclays Bank plc 0.00% due 3/28/2024

Barclays Bank plc 10.25% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon/final barriers: 19,477.19 for Dow, 1,055.38 for Russell, 7,992.64 for Nasdaq, 70% of initial levels due 6/30/2022

Barclays Bank plc 0.00% due 10/4/2022

Barclays Bank plc 0.00% due 4/1/2022

Barclays Bank plc 11.75% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,053.31 for Russell, 19,216.86 for Dow, 7,926.07 for Nasdaq; 70% of initial levels due 10/4/2023

Barclays Bank plc 0.00% due 10/2/2026

Barclays Bank plc 8% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 7,926.07 for Nasdaq, 1,053.31 for Russell, 19,216.86 for Dow; 70% of initial levels due 4/4/2022

Barclays Bank plc 11.45% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 7,926.07 for Nasdaq, 1,053.31 for Russell, 19,216.86 for Dow; 70% of initial levels due 10/3/2022

Barclays Bank plc 13.48% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 8,492.21 for Nasdaq, 1,128.55 for Russell, 20,589.5 for Dow; 75% of initial levels due 10/3/2022

Barclays Bank plc 10.5% annualized, payable monthly if stock closes at or above its coupon barrier on observation date for that month; Coupon barrier level: $79.32, 69% of initial level due 12/31/2021

Barclays Bank plc Contingent semiannual coupon of 16.5% per year if each stock closes at or above coupon barrier level on the determination date for that period; Coupon barrier levels: $149.80 for PayPal, $126.18 for Square, $157.80 for Visa; 80% of initial levels due 9/30/2021

Barclays Bank plc 0.00% due 10/2/2025

Barclays Bank plc 15.5% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $87.63, 60% of initial level due 9/30/2024

Barclays Bank plc 7% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 20,380.47 for Dow, 8,363.35 for Nasdaq; 75% of initial levels due 3/31/2022

Barclays Bank plc 7.25% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 20,380.47 for Dow, 1,032.44 for Russell; 75% of initial levels due 9/29/2022

Barclays Bank plc Contingent quarterly coupon of 7.5% if each component closes at or above coupon barrier level on the determination date for that quarter; Coupon barrier levels: 7,805.79 for Nasdaq, 2,308.92 for S&P, 19,021.77 for Dow; 70% of initial levels due 3/30/2022

Barclays Bank plc 6% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 2,308.92 for S&P, 1,032.44 for Russell; 70% of initial levels due 9/29/2023

Barclays Bank plc 6% per year payable quarterly if each component closes at or above coupon barrier level on the determination date for that quarter; Coupon barrier levels: 2,473.85 for S&P, 1,106.18 for Russell; 75% of initial levels due 9/30/2024

Barclays Bank plc 22.75% per year, payable quarterly if stock closes at or above downside threshold level on observation date that quarter due 9/28/2023

Barclays Bank plc 9.6%, payable each quarter that stock closes at or above coupon barrier price on review date for that quarter, in which case any previously unpaid coupons will also be paid; Coupon barrier price: $2,166.59; 70% of initial price due 10/14/2021

Barclays Bank plc 11.2%, payable each quarter that stock closes at or above coupon barrier price on review date for that quarter, in which case any previously unpaid coupons will also be paid; Coupon barrier price: $16.44; 70% of initial price due 10/14/2021

Barclays Bank plc 20%, payable each quarter that stock closes at or above coupon barrier price on review date for that quarter, in which case any previously unpaid coupons will also be paid; Coupon barrier price: $13.26; 60% of initial price due 9/29/2022

Barclays Bank plc 6.50% due 9/30/2021

Barclays Bank plc 5.00% due 9/30/2022

Barclays Bank plc 0.00% due 9/30/2025

Barclays Bank plc 2.50% due 9/29/2023

Barclays Bank plc 0.00% due 9/30/2025

Barclays Bank plc 0.00% due 9/30/2025

Barclays Bank plc 0.00% due 9/30/2025

Barclays Bank plc 0.00% due 9/30/2025

Barclays Bank plc 0.00% due 9/30/2025

Barclays Bank plc 0.00% due 3/31/2023

Barclays Bank plc 0.00% due 9/30/2026

Barclays Bank plc 0.00% due 9/29/2022

Barclays Bank plc 0.00% due 10/14/2021

Barclays Bank plc 0.00% due 11/30/2021

Barclays Bank plc 0.00% due 9/28/2023

Barclays Bank plc 8% per year, payable quartelry if index closes at or above downside threshold level on determination date for that quarter due 3/30/2022

Barclays Bank plc 0.00% due 10/14/2021

Barclays Bank plc 0.00% due 10/14/2021

Barclays Bank plc 0.00% due 10/14/2021

Barclays Bank plc 0.00% due 10/14/2021

Barclays Bank plc 0.00% due 10/14/2021

Barclays Bank plc 0.00% due 3/28/2024

Barclays Bank plc 0.00% due 9/30/2024

Barclays Bank plc 8.50% due 9/30/2022

Barclays Bank plc 0.00% due 9/30/2027

Barclays Bank plc 7% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 7,805.79 for Nasdaq, 1,032.44 for Russell, 19,021.77 for Dow; 70% of initial levels due 3/30/2022

Barclays Bank plc 7% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 19,021.77 for Dow, 1,032.44 for Russell, 7,805.79 for Nasdaq, 70% of initial levels due 9/29/2023

Barclays Bank plc 7% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 7,805.79 for Nasdaq, 1,032.44 for Russell, 19,021.77 for Dow; 70% of initial levels due 9/29/2023

Barclays Bank plc 11% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $112.35 for PayPal, $145.64 for salesforce $124.69 for Microsoft; 60% of initial levels due 9/28/2023

Barclays Bank plc 16.25%, payable monthly if basket closes at or above 50% coupon barrier on observation date for that month due 9/14/2023

Barclays Bank plc 13% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $99.67 for UPS, $100.88.67 for United Rentals $205.55 for Costco; 60% of initial levels due 9/29/2023

Barclays Bank plc 0.00% due 11/6/2021

Barclays Bank plc 0.00% due 9/28/2023

Barclays Bank plc 0.00% due 9/29/2023

Barclays Bank plc 0.00% due 9/27/2022

Barclays Bank plc 0.00% due 9/30/2022

Barclays Bank plc 9.60% due 9/29/2021

Barclays Bank plc 13.25% annual rate, payable quarterly if stock closes at or above barrier price on observation date for that quarter due 9/29/2021

Barclays Bank plc 0.00% due 3/25/2022

Barclays Bank plc 0.00% due 9/28/2021

Barclays Bank plc 9.7% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 2,320.9 for S&P, 19,101.73 for Dow, 7,830.46 for Nasdaq; 70% of initial levels due 9/26/2024

Barclays Bank plc 20.35% due 9/22/2021

Barclays Bank plc 9.1% per year, payable quarterly if stock closes at or above downside threshold level on observation date that quarter due 9/21/2023

Barclays Bank plc 10.35% per year, payable each quarter that stock closes at or above coupon barrier on review date for that quarter, in which case any previously unpaid coupons will also be paid; Coupon barrier: $134.96, 80% of initial price due 10/6/2021

Barclays Bank plc 0.00% due 9/23/2026

Barclays Bank plc 0.00% due 9/23/2025

Barclays Bank plc 0.00% due 3/23/2023

Barclays Bank plc 0.00% due 9/22/2022

Barclays Bank plc 0.00% due 3/23/2022

Barclays Bank plc 7% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 19,360.194 for Dow, 1,075.7453 for Russell, 70% of initial levels due 9/21/2023

Barclays Bank plc 9% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 19,360.194 for Dow, 1,075.7453 for Russell, 70% of initial levels due 9/21/2023

Barclays Bank plc 7.75% per year, payable each quarter that each underlying index closes at or above coupon barrier on observation date for that quarter; Coupon barrier levels: 2,489.6 for S&P, 1,152.59 for Russell and 20,743.07 for Dow, 75% of initial levels due 9/21/2023

Barclays Bank plc 0.00% due 10/6/2021

Barclays Bank plc 0.00% due 10/19/2021

Barclays Bank plc 20.50% due 9/23/2021

Barclays Bank plc 6.5% per year, payable monthly if each index closes at or above coupon barrier on determination date; Coupon barriers: 22,321.58 for Dow, 8,864.76 for Nasdaq; 80% of initial levels due 9/22/2022

Barclays Bank plc 0.00% due 9/22/2022

Barclays Bank plc 9.05% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 7,756.67 for Nasdaq, 1,079.82 for Russell, 19,531.39 for Dow; 70% of initial levels due 6/22/2022

Barclays Bank plc 0.00% due 10/21/2021

Barclays Bank plc 8.10% due 9/21/2021

Barclays Bank plc 7.25% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 1,086.63 for Russell, 19,622.67 for Dow and 7,873.32 for Nasdaq; 70% of initial levels due 6/21/2022

Barclays Bank plc 5.25% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,200.57 for S&P 500 index, 18,221.105 for Dow; 65% of initial levels due 6/21/2022

Barclays Bank plc Contingent monthly coupon of 9% if each component closes at or above coupon barrier level on the determination date for that month; Coupon barrier levels: 8,007.21 for Nasdaq, 1,093.32 for Russell, 19,569.92 for Dow; 70% of initial levels due 6/20/2022

Barclays Bank plc Contingent quarterly coupon of 6.5% if each component closes at or above coupon barrier level on the determination date for that quarter; Coupon barrier levels: 8,007.21 for Nasdaq, 2,380.84 for S&P, 19,569.92 for Dow; 70% of initial levels due 9/20/2023

Barclays Bank plc Contingent quarterly coupon of 9% if each component closes at or above coupon barrier level on the determination date for that quarter; Coupon barrier levels: 8,007.21 for Nasdaq, 2,380.84 for S&P, 19,569.92 for Dow; 70% of initial levels due 3/20/2024

Barclays Bank plc 0.00% due 9/20/2023

Barclays Bank plc 0.00% due 9/20/2023

Barclays Bank plc 7% per year, payable monthly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,076.71 for Russell, 19,596.92 for Dow, 8,007.21 for Nasdaq; 70% of initial levels due 3/18/2022

Barclays Bank plc 6% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,076.71 for Russell, 19,596.92 for Dow, 8,007.21 for Nasdaq; 70% of initial levels due 6/20/2024

Barclays Bank plc 5% per year, payable monthly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 2,380.84 for S&P, 19,596.92 for Dow, 8,007.21 for Nasdaq; 70% of initial levels due 6/20/2022

Barclays Bank plc 9% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 2,346.83 for S&P, 1,061.32 for Russell, 7,892.82 for Nasdaq; 70% of initial levels due 6/20/2022

Barclays Bank plc 8% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 7,761.18 for Nasdaq, 1,048.09 for Russell; 70% of initial levels due 9/19/2023

Barclays Bank plc 10.25% per year, payable each quarter that each underlying asset closes at or above coupon barrier on observation date for that quarter; Coupon barrier levels: 2,338.68 for S&P, 7,761.18 for Nasdaq and 19,365.95 for Dow, 70% of initial levels due 9/14/2023

Barclays Bank plc 8.25% per year, payable each quarter that each underlying asset closes at or above coupon barrier on observation date for that quarter; Coupon barrier levels: 2,379.27 for S&P, 1,068.54 for Russell, 70% of initial levels due 9/14/2023

Barclays Bank plc 8.85% annual rate, payable quarterly if stock closes above downside threshold level on related determination date due 9/14/2023

Barclays Bank plc 17.5% annual rate, payable quarterly if stock closes above downside threshold level on related determination date due 9/14/2023

Barclays Bank plc 7.1% per year, payable quarterly if each index closes at or above coupon barrier level every day that quarter; Coupon barriers: 2,038.296 for S&P, 931.486 for Russell and 1,989.486 for Stoxx; 60% of initial levels due 3/16/2023

Barclays Bank plc 10% per year, payable quarterly if each index closes at or above coupon barrier level on every day that quarter; Coupon barriers: 2,038.296 for S&P, 931.486 for Russell and 6,652.44 for Nasdaq; 60% of initial levels due 9/15/2022

Barclays Bank plc 8.1% per year, payable quarterly if each index closes at or above coupon barrier level on observation date that quarter; Coupon barriers: 2,171.631 for S&P, 973.226 for Russell and 7,206.81 for Nasdaq; 65% of initial levels due 3/16/2023

Barclays Bank plc 5% per year, payable each quarter that index closes at or above its downside threshold level on the determination date for that quarter due 9/16/2021

Barclays Bank plc 20% per year, payable quarterly if stock closes at or above barrier price on observation date for that quarter due 9/14/2023

Barclays Bank plc 0.00% due 9/15/2022

Barclays Bank plc 9.00% due 9/14/2021

Barclays Bank plc 17.85% due 9/14/2021

Barclays Bank plc 16.85% due 9/14/2021

Barclays Bank plc 12.5% per year, payable quarterly if index closes at or above 70% coupon barrier on review date for that quarter due 9/22/2021

Barclays Bank plc 5.75% per year, payable monthly if each index closes at or above coupon barrier on determination date for that month; Coupon barriers: 9,297.70 for Nasdaq, 22,506.65 for Dow; 85% of initial levels due 9/8/2023

Barclays Bank plc 12.1% per year, payable quarterly if each index closes at or above downside threshold level on determination date for that quarter due 3/11/2022

Barclays Bank plc 14.15% due 9/13/2021

Barclays Bank plc 0.00% due 9/8/2025

Barclays Bank plc 17.50% due 9/9/2021

Barclays Bank plc 12% per year, payable each quarter that stock closes at or above coupon barrier price on review date for that quarter, in which case any previously unpaid coupons will also be paid; Coupon barrier price: $18.58; 70% of initial price due 9/22/2021

Barclays Bank plc 5.75% per year, payable monthly if each index closes at or above coupon barrier on determination date for that month; Coupon barriers: 22,506.65 for Dow, 9,297.7 for Nasdaq; 85% of initial levels due 9/8/2023

Barclays Bank plc 0.00% due 9/9/2022

Barclays Bank plc 11.5% per year, payable quarterly if Apple shares close at or above downside threshold level on determination date for that quarter due 9/8/2023

Barclays Bank plc 14.00% due 9/9/2022

Barclays Bank plc 14.00% due 9/9/2022

Barclays Bank plc 13.53% per year, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barriers: 19,693.32 for Dow, 1,074.713 for Russell, 70% of initial levels due 9/9/2022

Barclays Bank plc 10.5% per year, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barriers: 19,693.32 for Dow, 1,074.713 for Russell, 70% of initial levels due 9/9/2022

Barclays Bank plc 11% per year, payable quarterly if each index closes at or above its coupon barrier level on each day during relevant quarterly observation period; Coupon barrier levels: 1,215.69 for EAFE, 997.948 for Russell, 2,227.52 for S&P; 65% of initial levels due 9/9/2022

Barclays Bank plc 13.06% per year, payable quarterly if each index closes at or above its coupon barrier level on each day during relevant quarterly observation period; Coupon barrier levels: 1,309.2 for EAFE, 1,074.713 for Russell, 2,398.87 for S&P; 70% of initial levels due 9/9/2022

Barclays Bank plc 5.58% due 9/10/2021

Barclays Bank plc 8.20% due 9/10/2021

Barclays Bank plc 0.00% due 9/9/2022

Barclays Bank plc 0.00% due 9/8/2022

Barclays Bank plc 0.00% due 9/5/2025

Barclays Bank plc 9.5% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 8,694.38 for Nasdaq, 2,506.59 for S&P and 20,370.35 for Dow; 70% of initial levels due 6/6/2024

Barclays Bank plc 0.00% due 9/5/2025

Barclays Bank plc 0.00% due 9/7/2022

Barclays Bank plc 8.05% per year, payable monthly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 8,605.0 for Nasdaq, 1,105.01 for Russell and 20,051.96 for Dow; 70% of initial levels due 6/6/2022

Barclays Bank plc 10.25% due 9/7/2021

Barclays Bank plc 0.00% due 9/4/2026

Barclays Bank plc 10% per year, payable monthly if each stock closes at or above coupon barrier level on the determination date for that month; Coupon barrier levels: $97.55 for Cigna, $124.04 for Microsoft, $19.54 for Schwab; 55% of initial levels due 9/6/2023

Barclays Bank plc 10% per year, payable monthly if each index closes at or above coupon barrier level on the determination date for that month; Coupon barrier levels: 8,477.49 for Nasdaq, 1,093.32 for Russell, 19,901.04 for Dow; 70% of initial levels due 5/31/2022

Barclays Bank plc 9.5% per year, payable monthly if each index closes at or above coupon barrier level on the determination date for that month; Coupon barrier levels: 8,477.49 for Nasdaq, 2,450.22 for S&P, 19,901.04 for Dow; 70% of initial levels due 5/31/2022

Barclays Bank plc 7.25% per year, payable quarterly if each index closes at or above coupon barrier level on the determination date for that quarter; Coupon barrier levels: 2,625.23 for S&P, 1,171.41 for Russell; 75% of initial levels due 5/31/2022

Barclays Bank plc 7.75% due 4/30/2021

Barclays Bank plc 0.00% due 8/31/2023

Barclays Bank plc 0.00% due 8/29/2025

Barclays Bank plc 0.00% due 8/30/2024

Barclays Bank plc 0.00% due 8/31/2022

Barclays Bank plc 0.00% due 3/4/2021

Barclays Bank plc 0.00% due 3/3/2023

Barclays Bank plc 0.00% due 9/30/2021

Barclays Bank plc 0.00% due 8/29/2025

Barclays Bank plc 0.00% due 8/30/2024

Barclays Bank plc 8% per year, payable each quarter that each index closes at or above coupon barrier on observation date for that quarter; Coupon barrier levels: 2,100.19 for S&P, 937.13 for Russell and 17,058.03 for Dow, 60% of initial levels due 9/5/2024

Barclays Bank plc 8.5% per year, payable each quarter that each index closes at or above coupon barrier on observation date for that quarter; Coupon barrier levels: 2,450.22 for S&P, 1,093.32 for Russell and 19,901.04 for Dow, 70% of initial levels due 8/31/2023

Barclays Bank plc 10% per year, payable each quarter that each index closes at or above coupon barrier on observation date for that quarter; Coupon barrier levels: 2,450.22 for S&P, 1,093.32 for Russell and 19,901.04 for Dow, 70% of initial levels due 9/5/2023

Barclays Bank plc 13% per year, payable semiannually if each ETF closes at or above coupon barrier level observation date for that period; Coupon barriers: $78.27 for biotech, $86.49 for tech, 70% of initial levels due 9/5/2023

Barclays Bank plc 14.1% annual rate, payable monthly if underlier closes above downside threshold level on related determination date due 3/3/2022

Barclays Bank plc 0.00% due 12/1/2021

Barclays Bank plc 0.00% due 5/31/2023

Barclays Bank plc 0.00% due 2/29/2024

Barclays Bank plc 0.00% due 3/3/2022

Barclays Bank plc 12.65% due 9/2/2021

Barclays Bank plc 7.25% annualized, payable quarterly if each index closes at or above downside threshold on observation date for that quarter due 8/29/2024

Barclays Bank plc 0.00% due 9/3/2026

Barclays Bank plc 0.00% due 9/3/2027

Barclays Bank plc 9% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,450.22 for S&P 500, 1,093.32 for Russell, 19,901.04 for Dow; 70% of initial levels due 6/3/2021

Barclays Bank plc 10.75% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,450.22 for S&P, 1,093.32 for Russell and 19,901.04 for Dow; 70% of initial levels due 12/3/2021

Barclays Bank plc 11.65% annualized, payable quarterly if ETF closes at or above 75% coupon barrier on observation date for that quarter due 9/3/2021

Barclays Bank plc 0.00% due 9/3/2026

Barclays Bank plc 0.00% due 9/5/2025

Barclays Bank plc 0.00% due 3/3/2023

Barclays Bank plc 0.00% due 9/1/2022

Barclays Bank plc 8.6% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 20,057.71 for Dow, 8,397.1 for Nasdaq and 1,104.84 for Russell, 70% of initial levels due 9/3/2025

Barclays Bank plc 7% per year, payable monthly if each index closes at or above 73% coupon barrier value on observation date for that month due 8/31/2023

Barclays Bank plc 9.5% per year, payable quarterly if Deere shares close at or above downside threshold level on determination date for that quarter due 8/31/2023

Barclays Bank plc 11.55% due 9/2/2021

Barclays Bank plc 0.00% due 10/29/2021

Barclays Bank plc 0.00% due 10/29/2021

Barclays Bank plc 0.00% due 10/29/2021

Barclays Bank plc 0.00% due 8/26/2022

Barclays Bank plc 0.00% due 8/25/2023

Barclays Bank plc 0.00% due 8/25/2023

Barclays Bank plc 11.5% per year, payable each quarter that each underlying asset closes at or above coupon barrier on observation date for that quarter; Coupon barrier levels: 19,832.34 for Dow, 1,092.13 for Russell, 2,435.11 for S&P, 70% of initial levels due 8/31/2021

Barclays Bank plc 0.00% due 8/26/2022

Barclays Bank plc 0.00% due 8/26/2022

Barclays Bank plc 0.00% due 8/26/2022

Barclays Bank plc 0.00% due 8/29/2025

Barclays Bank plc 8.5% per year, payable quarterly if each component closes at or above coupon barrier level on the determination date for that quarter; Coupon barrier levels: 21,248.94 for Dow, 8,978.96 for Nasdaq; 75% of initial levels due 2/28/2022

Barclays Bank plc 7% per year, payable monthly if each index closes at or above coupon barrier level on the determination date for that month; Coupon barrier levels: 19,832.34 for Dow, 8,380.36 for Nasdaq, 2,435.11 for S&P; 70% of initial levels due 5/31/2022

Barclays Bank plc 7% per year, payable quarterly if each index closes at or above coupon barrier level on the determination date for that quarter; Coupon barrier levels: 19,832.34 for Dow, 1,092.13 for Russell, 2,435.11 for S&P; 70% of initial levels due 8/31/2023

Barclays Bank plc 6.5% per year, payable quarterly if each component closes at or above coupon barrier level on the determination date for that quarter; Coupon barrier levels: 19,832.34 for Dow, 1,092.13 for Russell; 70% of initial levels due 8/30/2023

Barclays Bank plc 7.5% per year, payable quarterly if each index closes at or above coupon barrier level on the determination date for that quarter; Coupon barrier levels: 19,832.34 for Dow, 1,092.13 for Russell; 70% of initial levels due 8/31/2022

Barclays Bank plc 6% per year, payable quarterly if each index closes at or above coupon barrier level on the determination date for that quarter; Coupon barrier levels: 1,014.12 for Russell, 2,261.17 for S&P; 65% of initial levels due 8/31/2022

Barclays Bank plc 6% per year payable quarterly if each index closes at or above coupon barrier level on the determination date for that quarter; Coupon barrier levels: 1,092.13 for Russell, 2,435.11 for S&P; 70% of initial levels due 8/31/2023

Barclays Bank plc 6.25% per year payable quarterly if each index closes at or above coupon barrier level on the determination date for that quarter; Coupon barrier levels: 1,170.14 for Russell, 2,609.05 for S&P; 75% of initial levels due 8/29/2025

Barclays Bank plc 5.5% per year, payable quarterly if each index closes at or above coupon barrier level on the determination date for that quarter; Coupon barrier levels: 1,170.14 for Russell, 2,609.05 for S&P; 75% of initial levels due 5/31/2022

Barclays Bank plc 9.25% per year, payable monthly if each ETF closes at or above coupon barrier level on the determination date for that month; Coupon barrier levels: $29.12 for gold ETF, $17.90 for silver ETF; 70% of initial levels due 8/30/2024

Barclays Bank plc 6.50% due 8/31/2021

Barclays Bank plc 4.50% due 8/31/2022

Barclays Bank plc 0.00% due 8/31/2023

Barclays Bank plc 0.00% due 8/29/2025

Barclays Bank plc 0.00% due 8/31/2023

Barclays Bank plc 0.00% due 2/29/2024

Barclays Bank plc 3.00% due 8/31/2023

Barclays Bank plc 0.00% due 8/29/2025

Barclays Bank plc 0.00% due 8/29/2025

Barclays Bank plc 0.00% due 8/29/2025

Barclays Bank plc 0.00% due 8/29/2025

Barclays Bank plc 0.00% due 2/28/2023

Barclays Bank plc 0.00% due 2/28/2023

Barclays Bank plc 0.00% due 8/29/2025

Barclays Bank plc 6.5% per year, payable each month that each underlying asset closes at or above coupon barrier on observation date for that month; Coupon barrier levels: 18,415.75 for Dow, 1,014.12 for Russell, 2,261.17 for S&P, 65% of initial levels due 8/31/2023

Barclays Bank plc 6.25% per year, payable each quarter that each underlying index closes at or above coupon barrier on observation date for that quarter; Coupon barrier levels: 19,832.34 for Dow, 1,092.13 for Russell, 2,435.11 for S&P, 70% of initial levels due 8/31/2023

Barclays Bank plc 10% per year, payable semiannually if each underlying ETF closes at or above coupon barrier level on observation date for that period; Coupon barriers: $76.13 for biotech, $85.39 for tech, 70% of initial levels due 8/31/2023

Barclays Bank plc 4% per year multiplied by proportion of days on which index closes at or above coupon barrier; payable monthly; Coupon barrier: 1,326.16, 85% of initial level due 8/29/2024

Barclays Bank plc 1.5% initially, stepping up to 2.5% on Aug. 28, 2027; payable semiannually due 8/28/2030

Barclays Bank plc 0.00% due 4/3/2025

Barclays Bank plc 0.00% due 8/31/2023

Barclays Bank plc 8.4% per year, payable quarterly if each index closes at or above downside threshold level on determination date for that quarter due 8/4/2022

Barclays Bank plc 0.00% due 9/10/2021

Barclays Bank plc 0.00% due 2/29/2024

Barclays Bank plc 12.50% due 8/31/2021

Barclays Bank plc 16.50% due 8/31/2021

Barclays Bank plc 11.25% per year, payable monthly if each underlier closes at or above coupon barrier on determination date; Coupon barriers: $32.46 for gold, 2,754.9 for index; 80% of initial levels due 8/29/2022

Barclays Bank plc 0.00% due 12/28/2021

Barclays Bank plc 8.65% due 8/30/2021

Barclays Bank plc 12.15%, payable each quarter that stock closes at or above coupon barrier price on review date for that quarter, in which case any previously unpaid coupons will also be paid; Coupon barrier price: $17.49; 70% of initial price due 9/9/2021

Barclays Bank plc 0.00% due 8/26/2025

Barclays Bank plc 0.00% due 2/26/2024

Barclays Bank plc 0.00% due 8/26/2025

Barclays Bank plc 0.00% due 8/26/2026

Barclays Bank plc 0.00% due 2/25/2028

Barclays Bank plc 11.75% per year, payable monthly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 19,551.23 for Dow, 8,088.61 for Nasdaq and 1,086.74 for Russell 70% of initial levels due 5/25/2022

Barclays Bank plc 7.75% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,086.74 for Russell, 19,551.23 for Dow; 70% of initial levels due 8/28/2023

Barclays Bank plc 9.5% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,086.74 for Russell, 19,551.23 for Dow; 70% of initial levels due 8/28/2023

Barclays Bank plc 10.5% per year, payable semiannually if each underlying fund closes at or above coupon barrier level on observation date for that period; Coupon barriers: $78.02 for biotech, $82.56 for tech, 70% of initial levels due 8/28/2023

Barclays Bank plc 12% per year, payable semiannually if each ETF closes at or above coupon barrier level on observation date for that period; Coupon barriers: $78.02 for biotech, $82.56 for tech, 70% of initial levels due 8/28/2023

Barclays Bank plc 10% per year, payable quarterly if stock closes at or above downside threshold level on determination date for that quarter due 8/24/2023

Barclays Bank plc 10.55% per year, payable quarterly if BofA shares close at or above downside threshold level on determination date for that quarter due 8/24/2023

Barclays Bank plc 10% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter due 8/24/2023

Barclays Bank plc 20% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter due 8/24/2023

Barclays Bank plc 6.8% per year, payable quarterly if each index closes at or above coupon barrier level on coupon observation date that quarter; Coupon barriers: 2,038.296 for S&P, 931.486 for Russell and 6,933.096 for Nasdaq; 60% of initial levels due 8/25/2022

Barclays Bank plc 9.5% per year, payable quarterly if each index closes at or above coupon barrier level on coupon observation date that quarter; Coupon barriers: 2,378.012 for S&P, 1,086.7332 for Russell and 8,088.612 for Nasdaq; 70% of initial levels due 2/24/2023

Barclays Bank plc 0.00% due 9/9/2021

Barclays Bank plc 0.00% due 8/26/2026

Barclays Bank plc 0.00% due 8/26/2027

Barclays Bank plc 0.00% due 2/25/2022

Barclays Bank plc 0.00% due 8/25/2025

Barclays Bank plc 0.00% due 8/24/2023

Barclays Bank plc 0.00% due 9/23/2021

Barclays Bank plc 0.00% due 2/23/2022

Barclays Bank plc Contingent monthly coupon of 8% if each component closes at or above coupon barrier level on the determination date for that month; Coupon barrier levels: 19,551.71 for Dow, 1,104.52 for Russell, 2,361.0 for S&P; 70% of initial levels due 5/18/2022

Barclays Bank plc Contingent quarterly coupon of 7.25% if each component closes at or above coupon barrier level on the determination date for that quarter; Coupon barrier levels: 19,551.71 for Dow, 1,104.52 for Russell, 2,361.0 for S&P; 70% of initial levels due 8/17/2023

Barclays Bank plc Contingent monthly coupon of 11% if each component closes at or above coupon barrier level on the determination date for that month; Coupon barrier levels: 19,551.71 for Dow, 1,104.52 for Russell, 2,361.0 for S&P; 70% of initial levels due 5/18/2022

Barclays Bank plc 0.00% due 8/17/2023

Barclays Bank plc 0.00% due 8/17/2023

Barclays Bank plc 9.5% per year, payable monthly if each underlier closes at or above coupon barrier on determination date for that month; Coupon barriers: $28.25 for gold, $17.21 for silver; 80% of initial levels due 8/19/2024

Barclays Bank plc 6.75% due 8/19/2021

Barclays Bank plc 0.00% due 8/18/2022

Barclays Bank plc 9% per year, payable each quarter that each underlying asset closes at or above coupon barrier on observation date for that quarter; Coupon barrier levels: 19,551.71 for Dow, 1,104.52 for Russell, 2,361.0 for S&P, 70% of initial levels due 8/17/2023

Barclays Bank plc 6% per year, payable each quarter that each underlying asset closes at or above coupon barrier on observation date for that quarter; Coupon barrier levels: 19,551.71 for Dow, 1,104.52 for Russell, 2,361.0 for S&P, 70% of initial levels due 8/17/2023

Barclays Bank plc 10% per year, payable each quarter that each underlying asset closes at or above coupon barrier on observation date for that quarter; Coupon barrier levels: 19,551.71 for Dow, 1,104.52 for Russell, 2,361.0 for S&P, 70% of initial levels due 8/17/2023

Barclays Bank plc 12.00% due 8/16/2021

Barclays Bank plc 11.00% due 8/16/2021

Barclays Bank plc 7.1% annualized, payable quarterly if each index closes at or above 70% coupon threshold on observation date for that quarter due 8/19/2024

Barclays Bank plc 5.9% annualized, payable quarterly if each index closes at or above 65% coupon threshold on observation date for that quarter due 8/19/2024

Barclays Bank plc 0.00% due 8/21/2023

Barclays Bank plc 0.00% due 2/19/2026

Barclays Bank plc 12% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $89.04, 50% of initial levels due 8/19/2025

Barclays Bank plc 8% annualized, payable monthly if each asset closes at or above coupon barrier on related observation date; Coupon barriers: 2,361.0 for S&P 500, 7,815.12 for Nasdaq, 19,551.71 for Dow; 70% of initial levels due 5/19/2022

Barclays Bank plc 10% annualized, payable monthly if each asset closes at or above coupon barrier on related observation date; Coupon barriers: 2,361.0 for S&P 500, 7,815.12 for Nasdaq, 19,551.71 for Dow; 70% of initial levels due 5/19/2022

Barclays Bank plc 0.00% due 8/25/2023

Barclays Bank plc 6.50% due 8/16/2023

Barclays Bank plc 9.85% annualized, payable quarterly if each asset closes at or above coupon barrier on related observation date; Coupon barriers: $17.50 for BofA, $67.48 for JPMorgan, $67.11 for American Express; 65% of initial levels due 8/16/2023

Barclays Bank plc 0.00% due 9/10/2021

Barclays Bank plc 0.00% due 9/10/2021

Barclays Bank plc 0.00% due 9/10/2021

Barclays Bank plc 0.00% due 9/10/2021

Barclays Bank plc 0.00% due 9/10/2021

Barclays Bank plc 0.00% due 9/10/2021

Barclays Bank plc 0.00% due 9/10/2021

Barclays Bank plc 0.00% due 9/10/2021

Barclays Bank plc 0.00% due 9/10/2021

Barclays Bank plc 0.00% due 11/12/2021

Barclays Bank plc 9.25% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter due 8/17/2023

Barclays Bank plc 10.5% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter due 8/10/2023

Barclays Bank plc 33.75% annualized, payable monthly if each asset closes at or above coupon barrier on related observation date; Coupon barriers: $77.21 for CrowdStrike, $60.70 for Advanced Micro Devices $67.07 for American Express; 70% of initial levels due 8/11/2022

Barclays Bank plc 0.00% due 8/21/2026

Barclays Bank plc 0.00% due 8/10/2023

Barclays Bank plc 7.90% due 8/10/2021

Barclays Bank plc Contingent monthly coupon of 13% if each component closes at or above coupon barrier level on the determination date for that month; Coupon barrier levels: 18,499.82 for Dow, 1,036.30 for Russell, 2,289.78 for S&P; 70% of initial levels due 1/31/2022

Barclays Bank plc Contingent quarterly coupon of 11.5% if each component closes at or above coupon barrier level on the determination date for that quarter; Coupon barrier levels: 19,821.24 for Dow, 8,179.41 for Nasdaq; 75% of initial levels due 1/31/2022

Barclays Bank plc 12% per year, payable monthly if each index closes at or above coupon barrier level on the determination date for that month; Coupon barrier levels: 18,499.82 for Dow, 7,634.12 for Nasdaq, 2,289.78 for S&P; 70% of initial levels due 4/29/2022

Barclays Bank plc 12.25% per year, payable monthly if each component closes at or above coupon barrier level on the determination date for that month; Coupon barrier levels: 2,453.34 for S&P, 1,110.32 for Russell; 75% of initial levels due 1/31/2022

Barclays Bank plc 8.50% due 4/30/2021

Barclays Bank plc 0.00% due 7/31/2023

Barclays Bank plc 0.00% due 8/5/2025

Barclays Bank plc 0.00% due 7/31/2024

Barclays Bank plc 0.00% due 2/3/2023

Barclays Bank plc 0.00% due 1/31/2022

Barclays Bank plc 0.00% due 8/31/2021

Barclays Bank plc 0.00% due 7/31/2025

Barclays Bank plc 0.00% due 7/31/2025

Barclays Bank plc 0.00% due 7/29/2022

Barclays Bank plc 0.00% due 8/5/2025

Barclays Bank plc 8% per year, payable semiannually if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 2,289.78 for S&P, 1,036.30 for Russell, 70% of initial levels due 8/3/2023

Barclays Bank plc 10% per year, payable semiannually if each index closes at or above coupon barrier on observation date; Coupon barriers: 2,289.78 for S&P, 1,036.30 for Russell, 70% of initial levels due 8/3/2023

Barclays Bank plc 11% per year, payable each quarter that each underlying asset closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 18,499.82 for Dow, 1,036.30 for Russell, 2,289.78 for S&P; 70% of initial values due 4/30/2024

Barclays Bank plc 10% per year, payable each quarter that each underlying asset closes at or above barrier value on observation date for that quarter due 7/31/2024

Barclays Bank plc 14% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: $122.38 for gold, $14.95 for silver; 66% of initial levels due 8/4/2022

Barclays Bank plc 11.6% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter due 8/3/2023

Barclays Bank plc 13.8% per year, payable quarterly if each index closes at or above its coupon barrier every day that quarter; Coupon barriers: 19,821.24 for Dow, 1,110.32 for Russell, 2,453.34 for S&P, or 75% of initial levels due 8/4/2022

Barclays Bank plc 8% per year, payable quarterly if each index closes at or above its downside threshold level on every day that quarter due 2/3/2023

Barclays Bank plc 0.00% due 2/3/2023

Barclays Bank plc 0.00% due 5/3/2023

Barclays Bank plc 0.00% due 5/3/2023

Barclays Bank plc 7.8% annualized, payable quarterly if each index closes at or above 70% coupon threshold on observation date for that quarter due 7/27/2023

Barclays Bank plc 0.00% due 8/7/2023

Barclays Bank plc 0.00% due 2/5/2024

Barclays Bank plc 6% per year, payable monthly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 13,156.83 for Dow, 747.55 for Russell, 5,357.76 for Nasdaq; 50% of initial levels due 7/31/2023

Barclays Bank plc 11.1% per year, payable quarterly if each index closes at or above its downside threshold every day that quarter due 8/4/2022

Barclays Bank plc 9.80% due 8/3/2021

Barclays Bank plc 6.85% due 8/3/2021

Barclays Bank plc 7.20% due 8/3/2021

Barclays Bank plc 11.25% annualized, payable quarterly if stock closes at or above its coupon barrier on observation date for that quarter; Coupon barrier level: $36.51, 55% of initial level due 7/31/2025

Barclays Bank plc 0.00% due 8/3/2023

Barclays Bank plc 0.00% due 8/1/2025

Barclays Bank plc 8% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,050.44 for Russell, 18,577.7 for Dow; 70% of initial levels due 7/31/2023

Barclays Bank plc 8% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,050.44 for Russell, 18,577.7 for Dow; 70% of initial levels due 8/1/2025

Barclays Bank plc 0.00% due 10/3/2025

Barclays Bank plc Libor plus 106 basis points with floor of 0.75%; payable quarterly due 7/31/2026

Barclays Bank plc 0.00% due 7/31/2025

Barclays Bank plc Contingent quarterly coupon of 7.25% if each component closes at or above coupon barrier level on the determination date for that quarter; Coupon barrier levels: 17,146.53 for Dow, 955.34 for Russell; 65% of initial levels due 4/29/2022

Barclays Bank plc Contingent monthly coupon of 6% if each component closes at or above coupon barrier level on the determination date for that month; Coupon barrier levels: 21,103.42 for Dow, 1,175.81 for Russell; 80% of initial levels due 7/31/2024

Barclays Bank plc Contingent monthly coupon of 10% if each component closes at or above coupon barrier level on the determination date for that month; Coupon barrier levels: 18,465.5 for Dow, 1,028.83 for Russell, 2,252.91 for S&P; 70% of initial levels due 1/31/2022

Barclays Bank plc Contingent quarterly coupon of 7.5% if each component closes at or above coupon barrier level on the determination date for that quarter; Coupon barrier levels: 18,465.5 for Dow, 1,028.83 for Russell, 2,252.91 for S&P; 70% of initial levels due 4/30/2024

Barclays Bank plc 9.25% per year, payable monthly if each index closes at or above coupon barrier level on the determination date for that month; Coupon barrier levels: 19,784.46 for Dow, 7,899.38 for Nasdaq; 75% of initial levels due 1/31/2022

Barclays Bank plc 9% per year, payable monthly if each index closes at or above its coupon barrier level on the determination date for that month; Coupon barrier levels: 18,465.5 for Dow, 7,372.75 for Nasdaq, 2,252.91 for S&P; 70% of initial levels due 4/29/2022

Barclays Bank plc 10% per year, payable quarterly if each index closes at or above coupon barrier level on the determination date for that quarter; Coupon barrier levels: 1,028.83 for Russell, 18,465.5 for S&P; 70% of initial levels due 7/29/2022

Barclays Bank plc 10% per year, payable quarterly if each index closes at or above coupon barrier level on the determination date for that quarter; Coupon barrier levels: 1,102.32 for Russell, 2,413.83 for S&P; 75% of initial levels due 7/31/2025

Barclays Bank plc 6.5% per year, payable quartelry if each index closes at or above coupon barrier level on the determination date for that quarter; Coupon barrier levels: 881.86 for Russell, 1,931.06 for S&P; 60% of initial levels due 7/29/2022

Barclays Bank plc 10% per year, payable quarterly if each index closes at or above coupon barrier level on the determination date for that quarter; Coupon barrier levels: 2,413.83 for S&P, 1,102.32 for Russell; 75% of initial levels due 4/29/2022

Barclays Bank plc 7.00% due 7/30/2021

Barclays Bank plc 0.00% due 7/31/2023

Barclays Bank plc 0.00% due 7/31/2025

Barclays Bank plc 0.00% due 7/31/2025

Barclays Bank plc 0.00% due 7/31/2025

Barclays Bank plc 0.00% due 7/31/2023

Barclays Bank plc 0.00% due 7/31/2025

Barclays Bank plc 3.15% due 7/31/2023

Barclays Bank plc 0.00% due 7/31/2025

Barclays Bank plc 0.00% due 7/31/2025

Barclays Bank plc 0.00% due 7/31/2025

Barclays Bank plc 0.00% due 7/31/2025

Barclays Bank plc 0.00% due 7/31/2025

Barclays Bank plc 0.00% due 1/31/2023

Barclays Bank plc 0.00% due 7/31/2025

Barclays Bank plc 0.00% due 7/31/2025

Barclays Bank plc 6% per year, payable quarterly if index closes at or above coupon barrier on the valuation date for that period; Coupon barrier: 15,827.57; 60% of initial level due 7/31/2024

Barclays Bank plc 5.1% per year multiplied by proportion of days on which index closes at or above coupon barrier; payable monthly; Coupon barrier: 22,422.39, 85% of initial level due 7/31/2024

Barclays Bank plc 0.00% due 8/2/2023

Barclays Bank plc 0.00% due 1/31/2024

Barclays Bank plc 0.00% due 1/31/2024

Barclays Bank plc 0.00% due 7/30/2027

Barclays Bank plc 0.00% due 7/31/2025

Barclays Bank plc 7.5% annualized, payable quarterly if the index closes at or above the coupon barrier on the related observation date; Coupon barrier: 19,938.58, 75% of initial level due 7/31/2024

Barclays Bank plc 0.00% due 1/27/2022

Barclays Bank plc 0.00% due 7/29/2026

Barclays Bank plc 0.00% due 7/27/2023

Barclays Bank plc 0.00% due 1/27/2022

Barclays Bank plc 0.00% due 7/29/2025

Barclays Bank plc 10% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,027.29 for Russell, 18,528.92 for Dow; 70% of initial levels due 7/29/2024

Barclays Bank plc 12% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,027.29 for Russell, 18,528.92 for Dow; 70% of initial levels due 7/29/2024

Barclays Bank plc 6% per year, payable semiannually if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 807.16 for Russell, 1,768.6 for S&P; 55% of initial levels due 7/29/2024

Barclays Bank plc 8% per year, payable semiannually if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 807.16 for Russell, 1,768.6 for S&P; 55% of initial levels due 7/29/2024

Barclays Bank plc 8.75% per year, payable monthly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 18,528.92 for Dow, 1,027.29 for Russell, 2,250.94 for S&P; 70% of initial levels due 7/29/2021

Barclays Bank plc 8% per year, payable quarterly if each index closes at or above downside threshold level on determination date for that quarter due 7/28/2022

Barclays Bank plc 0.00% due 7/29/2025

Barclays Bank plc 0.00% due 7/29/2027

Barclays Bank plc 9.7% per year, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 18,528.92 for Dow, 1,027.289 for Russell, 70% of initial levels due 7/27/2023

Barclays Bank plc 0.00% due 7/25/2025

Barclays Bank plc 0.00% due 7/25/2024

Barclays Bank plc 0.00% due 7/25/2025

Barclays Bank plc 13.30% due 7/27/2021

Barclays Bank plc 0.00% due 1/26/2022

Barclays Bank plc 11% annualized, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barriers: $22.35, 60% of initial levels due 1/26/2022

Barclays Bank plc 6.15% annualized, payable quarterly if each asset closes at or above coupon barrier on related observation date; Coupon barriers: 2,113.7 for S&P 500, 954.17 for Russell, 17,342.57 for Dow; 65% of initial levels due 7/25/2023

Barclays Bank plc 14% per year, payable monthly if each stock closes at or above coupon barrier level on the determination date for that month; Coupon barrier levels: $222.47 for Humana, $74.06 for PepsiCo and $33.94 for State Street; 55% of initial levels due 7/20/2023

Barclays Bank plc 11% per year, payable monthly if each index closes at or above coupon barrier level on the determination date for that month; Coupon barrier levels: 18,670.37 for Dow, 7,451.65 for Nasdaq, 2,257.31 for S&P; 70% of initial levels due 4/21/2022

Barclays Bank plc 8% per year, payable monthly if each index closes at or above coupon barrier level on the determination date for that month; Coupon barrier levels: 18,670.37 for Dow, 7,451.65 for Nasdaq, 2,257.31 for S&P; 70% of initial levels due 4/21/2022

Barclays Bank plc 9.50% due 7/20/2023

Barclays Bank plc 7.00% due 1/21/2022

Barclays Bank plc 0.00% due 7/20/2023

Barclays Bank plc 0.00% due 7/20/2023

Barclays Bank plc 11.75% per year, payable monthly if each asset closes at or above its coupon barrier, 80% of its initial level, on the related observation date due 1/21/2028

Barclays Bank plc 0.00% due 2/3/2023

Barclays Bank plc 8.5% per year, payable monthly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 18,670.37 for Dow, 1,031.32 for Russell, 2,257.31 for S&P; 70% of initial levels due 7/20/2023

Barclays Bank plc 8.5% per year, payable monthly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 18,670.37 for Dow, 1,031.32 for Russell, 2,257.31 for S&P; 70% of initial levels due 4/22/2024

Barclays Bank plc 11.5% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 16,003.17 for Dow, 883.99 for Russell, 1,934.84 for S&P; 60% of initial levels due 7/22/2024

Barclays Bank plc 10% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter due 7/20/2023

Barclays Bank plc 8% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter due 7/20/2023

Barclays Bank plc 8.25% annualized, payable quarterly if each index closes at or above 70% coupon threshold on observation date for that quarter due 7/22/2024

Barclays Bank plc 0.00% due 1/22/2024

Barclays Bank plc 0.00% due 1/23/2023

Barclays Bank plc 0.00% due 7/22/2022

Barclays Bank plc 0.00% due 7/22/2026

Barclays Bank plc 50% per year, payable quarterly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $302.69 for Adobe, $11.06 for Rite Aid, $134.04 for McDonald's; 70% of initial levels due 7/21/2022

Barclays Bank plc 11.35% annualized, payable quarterly if each asset closes at or above coupon barrier on related observation date; Coupon barriers: 2,257.31 for S&P 500, 7,451.65 for Nasdaq, $234.21 for ETF; 70% of initial levels due 7/21/2022

Barclays Bank plc 13% annualized, payable monthly if each asset closes at or above coupon barrier on related observation date; Coupon barriers: 2,257.31 for S&P 500, 1,031.32 for Russell, 18,670.37 for Dow; 70% of initial levels due 1/21/2022

Barclays Bank plc 10% annualized, payable monthly if each asset closes at or above coupon barrier on related observation date; Coupon barriers: 2,257.31 for S&P 500, 1,031.32 for Russell, 18,670.37 for Dow; 70% of initial levels due 1/21/2022

Barclays Bank plc 9% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,257.31 for S&P, 1,031.32 for Russell, 18,670.37 for Dow; 70% of initial levels due 4/22/2024

Barclays Bank plc 0.00% due 8/5/2025

Barclays Bank plc 0.00% due 8/5/2026

Barclays Bank plc 0.00% due 7/21/2022

Barclays Bank plc 13.75% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $263.70 for Netflix, $1,499.95 for Amazon, $120.47 for Facebook, $193.05 for Apple; 50% of initial levels due 7/20/2023

Barclays Bank plc 11.4% per year, payable quarterly if each index closes at or above its coupon barrier level on each day during relevant quarterly observation period; Coupon barrier levels: 18,714.3 for Dow, 1,027.295 for Russell, 2,250.9 for S&P; 70% of initial levels due 7/20/2023

Barclays Bank plc 10.5% per year, payable quarterly if each index closes at or above coupon barrier value on observation date for that quarter; Coupon barriers: 34.29 for Stoxx, 763.23 for Russell, 14,083.05 for Dow; 55% of initial levels due 6/20/2028

Barclays Bank plc 9% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 18,809.07 for Dow, 1,034.79 for Russell, 2,258.59 for S&P; 70% of initial levels due 7/18/2024

Barclays Bank plc 0.00% due 7/20/2022

Barclays Bank plc 6.7%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 7,491.176 for Nasdaq, 1,034.789 for Russell, 70% of initial levels due 7/18/2024

Barclays Bank plc 9.15%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 7,491.176 for Nasdaq, 1,034.789 for Russell, 70% of initial levels due 7/18/2024

Barclays Bank plc 0.00% due 7/18/2025

Barclays Bank plc 19% annualized, payable quarterly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $149.15 for Alibaba, $18.56 for Uber, $125.01 for Microsoft; 60% of initial levels due 7/17/2025

Barclays Bank plc 4.25%, payable monthly if each index closes at or above coupon barrier on observation date; Coupon barriers: 20,868.64 for Dow, 1,122.86 for Russell, 80% of initial levels due 7/18/2022

Barclays Bank plc 5.25% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,050.89 for S&P, 912.32 for Russell, 16,955.77 for Dow; 65% of initial levels due 7/17/2030

Barclays Bank plc 0.00% due 7/13/2023

Barclays Bank plc 0.00% due 8/31/2021

Barclays Bank plc 10.9% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter due 7/13/2023

Barclays Bank plc 8.6% per year, payable quarterly if each index closes at or above coupon barrier level on the determination date for that quarter; Coupon barrier levels: 18,400.92 for Dow, 7,422.84 for Nasdaq, 2,225.8 for S&P; 70% of initial levels due 7/9/2024

Barclays Bank plc 14.80% due 7/11/2023

Barclays Bank plc 0.00% due 7/11/2022

Barclays Bank plc 0.00% due 7/11/2023

Barclays Bank plc 0.00% due 3/4/2022

Barclays Bank plc 7.5% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,225.8 for S&P, 1,010.02 for Russell, 18,400.92 for Dow; 70% of initial levels due 7/10/2025

Barclays Bank plc 0.00% due 7/7/2023

Barclays Bank plc 17.5% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter due 7/7/2023

Barclays Bank plc 14.35% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter due 7/7/2023

Barclays Bank plc 8.05% due 7/8/2021

Barclays Bank plc 19.25% annualized, payable quarterly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $333.82 for Netflix, $2,023.21 for Amazon, $254.88 for Apple, $1,025.29 for Alphabet; 70% of initial levels due 7/7/2023

Barclays Bank plc 0.00% due 7/17/2026

Barclays Bank plc 9.75% per year, payable monthly if each index closes at or above coupon barrier level on the determination date for that month; Coupon barrier levels: 18,014.48 for Dow, 999.12 for Russell, 2,181.10 for S&P; 70% of initial levels due 4/4/2024

Barclays Bank plc 0.00% due 7/7/2025

Barclays Bank plc 7% per year, payable semiannually if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 785.02 for Russell, 1,713.72 for S&P; 55% of initial levels due 7/5/2024

Barclays Bank plc 8.5% per year, payable semiannually if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 785.02 for Russell, 1,713.72 for S&P; 55% of initial levels due 7/5/2024

Barclays Bank plc 10.25% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $1,742.25 for Amazon, $190.40 for Mastercard, $906.73 for Alphabet; 65% of initial levels due 8/3/2021

Barclays Bank plc 8%, payable quarterly if stock closes at or above coupon barrier level on related quarterly observation date; Coupon barrier: $91.75, 67.5% of initial price due 7/7/2023

Barclays Bank plc 9%, payable quarterly if stock closes at or above coupon barrier level on related quarterly observation date; Coupon barrier: $110.18, 64.25% of initial price due 7/7/2023

Barclays Bank plc 9%, payable quarterly if stock closes at or above coupon barrier level on related quarterly observation date; Coupon barrier: $91.87, 55% of initial price due 7/7/2023

Barclays Bank plc Contingent monthly coupon of 13.5% if each component closes at or above coupon barrier level on the determination date for that month; Coupon barrier levels: 18,069.02 for Dow, 7,109.8 for Nasdaq, 2,170.2 for S&P; 70% of initial levels due 6/30/2021

Barclays Bank plc Contingent monthly coupon of 13.5% if each component closes at or above coupon barrier level on the determination date for that month; Coupon barrier levels: 18,069.02 for Dow, 1,008.96 for Russell, 2,170.2 for S&P; 70% of initial levels due 6/30/2021

Barclays Bank plc 9.5% per year, payable monthly if each stock closes above its barrier level, 60% of its initial level, on the related observation date due 7/5/2023

Barclays Bank plc 0.00% due 6/30/2023

Barclays Bank plc 0.00% due 6/28/2024

Barclays Bank plc 6.1% per year, payable monthly if each underlier closes at or above coupon barrier on determination date; Coupon barriers: 20,650.3 for Dow, 8,125.48 for Nasdaq; 80% of initial levels due 7/5/2024

Barclays Bank plc 0.00% due 6/30/2025

Barclays Bank plc 0.00% due 6/30/2025

Barclays Bank plc 0.00% due 6/28/2024

Barclays Bank plc 12.5% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 15,357.48 for Dow, 852.73 for Russell, 1,831.94 for S&P; 60% of initial levels due 7/5/2024

Barclays Bank plc 12% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,170.20 for S&P, 1,008.96 for Russell, 18,069.02 for Dow; 70% of initial levels due 3/28/2024

Barclays Bank plc 0.00% due 3/31/2023

Barclays Bank plc 0.00% due 3/31/2023

Barclays Bank plc 0.00% due 7/6/2023

Barclays Bank plc 0.00% due 7/6/2027

Barclays Bank plc 0.00% due 6/28/2024

Barclays Bank plc 0.00% due 7/6/2023

Barclays Bank plc 12.5% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 19,359.66 for Dow, 7,617.64 for Nasdaq; 75% of initial levels due 12/31/2021

Barclays Bank plc 0.00% due 1/6/2022

Barclays Bank plc 0.00% due 6/5/2023

Barclays Bank plc 0.00% due 7/3/2025

Barclays Bank plc 0.00% due 12/31/2021

Barclays Bank plc 0.00% due 6/30/2023

Barclays Bank plc 12.5% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $30.96 for Raytheon, $16.38 for Charles Schwab, $18.48 for Bank of New York Mellon; 50% of initial levels due 7/5/2023

Barclays Bank plc 10.25% annualized, payable quarterly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $223.62 for Netflix, $1340.19 for Amazon, $110.32 for Facebook, $697.49 for Alphabet; 50% of initial levels due 7/3/2025

Barclays Bank plc 10.75%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: $219.02 for MidCap, $210.04 for S&P, 70% of initial levels due 6/29/2023

Barclays Bank plc 10% annualized, payable quarterly if stock closes at or above 75% coupon barrier on review date that quarter, including previously unpaid contingent coupons due 6/30/2022

Barclays Bank plc 10.6% annualized, payable quarterly if stock closes at or above 61% coupon barrier on review date that quarter, including previously unpaid contingent coupons due 7/14/2021

Barclays Bank plc 10.15% due 7/3/2023

Barclays Bank plc 0.00% due 3/18/2025

Barclays Bank plc 8% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,805.43 for S&P, 827.27 for Russell, 15,009.33 for Dow; 60% of initial levels due 6/28/2024

Barclays Bank plc 10.15% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,820.48 for S&P, 834.16 for Russell, 15,134.41 for Dow; 60.5% of initial levels due 6/29/2023

Barclays Bank plc 12% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 7,502.03 for Nasdaq, 2,287.75 for S&P and 19,084.46 for Dow; 70% of initial levels due 6/30/2023

Barclays Bank plc 16.8% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter due 6/29/2023

Barclays Bank plc 10.75% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter due 6/29/2023

Barclays Bank plc 0.00% due 1/3/2022

Barclays Bank plc 15% annualized, payable quarterly if each asset closes at or above coupon barrier on related observation date; Coupon barriers: 2,151.17 for S&P, $223.68 for ETF, 7,041.31 for Nasdaq; 71.49% of initial levels due 6/30/2022

Barclays Bank plc 17.25% annualized, payable quarterly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $13.06 for Wells Fargo, $16.90 for Charles Schwab, $25.41 for Citi; 50% of initial levels due 7/1/2025

Barclays Bank plc 0.00% due 6/30/2022

Barclays Bank plc 0.00% due 6/30/2025

Barclays Bank plc 0.00% due 8/27/2021

Barclays Bank plc 0.00% due 7/30/2021

Barclays Bank plc 0.00% due 8/27/2021

Barclays Bank plc 0.00% due 8/27/2021

Barclays Bank plc 13.75% per year, payable quartelry if ETF closes at or above its coupon barrier level on the observation date for that quarter; Coupon barrier level: $18.87, 80% of initial level due 6/29/2023

Barclays Bank plc Contingent monthly coupon of 9% if each component closes at or above coupon barrier level on the determination date for that month; Coupon barrier levels: 18,021.92 for Dow, 7,071.28 for Nasdaq, 2,158.63 for S&P; 70% of initial levels due 6/30/2021

Barclays Bank plc Contingent quarterly coupon of 9% if each component closes at or above coupon barrier level on the determination date for that quarter; Coupon barrier levels: 18,021.92 for Dow, 989.32 for Russell, 2,158.63 for S&P; 70% of initial levels due 3/28/2024

Barclays Bank plc Contingent quarterly coupon of 10% if each component closes at or above coupon barrier level on the determination date for that quarter; Coupon barrier levels: 18,021.92 for Dow, 989.32 for Russell, 2,158.63 for S&P; 70% of initial levels due 6/30/2021

Barclays Bank plc Contingent quarterly coupon of 11.25% if each component closes at or above coupon barrier level on the determination date for that quarter; Coupon barrier levels: 18,021.92 for Dow, 989.32 for Russell, 2,158.63 for S&P; 70% of initial levels due 3/30/2022

Barclays Bank plc 8.50% due 6/30/2021

Barclays Bank plc 0.00% due 6/30/2023

Barclays Bank plc 0.00% due 6/27/2025

Barclays Bank plc 0.00% due 6/26/2026

Barclays Bank plc 0.00% due 6/30/2027

Barclays Bank plc 0.00% due 6/29/2023

Barclays Bank plc 0.00% due 6/30/2025

Barclays Bank plc 0.00% due 6/30/2023

Barclays Bank plc 0.00% due 6/30/2025

Barclays Bank plc 3.40% due 6/30/2023

Barclays Bank plc 0.00% due 6/30/2025

Barclays Bank plc 0.00% due 6/30/2025

Barclays Bank plc 0.00% due 6/30/2025

Barclays Bank plc 0.00% due 6/30/2025

Barclays Bank plc 0.00% due 7/30/2021

Barclays Bank plc 0.00% due 6/30/2025

Barclays Bank plc 0.00% due 6/30/2025

Barclays Bank plc 0.00% due 6/30/2025

Barclays Bank plc 0.00% due 6/30/2025

Barclays Bank plc 0.00% due 12/30/2022

Barclays Bank plc 6% per year, payable quarterly if the index closes at or above coupon barrier value on observation date for that period; Coupon barrier: 16,734.64; 65% of initial level due 6/28/2024

Barclays Bank plc 0.00% due 6/30/2022

Barclays Bank plc 0.00% due 6/30/2023

Barclays Bank plc 0.00% due 6/24/2022

Barclays Bank plc 0.00% due 12/29/2023

Barclays Bank plc 0.00% due 12/29/2023

Barclays Bank plc 12.50% due 6/30/2021

Barclays Bank plc 0.00% due 6/30/2027

Barclays Bank plc 0.00% due 6/30/2025

Barclays Bank plc 3.5% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 18,021.92 for Dow, 2,158.63 for S&P and 989.32 for Russell; 70% of initial levels due 6/28/2024

Barclays Bank plc 8.25% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 918.66 for Russell, 16,734.64 for Dow; 65% of initial levels due 6/30/2022

Barclays Bank plc 7% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 918.66 for Russell, 16,734.64 for Dow; 65% of initial levels due 6/28/2024

Barclays Bank plc 9.5% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 19,309.20 for Dow, 7,576.37 for Nasdaq; 75% of initial levels due 12/31/2021

Barclays Bank plc 6% annualized, payable quarterly if each index closes at or above barrier level on related observation date due 6/30/2022

Barclays Bank plc 7.5% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,312.82 for S&P, 1,059.99 for Russell, 75% of initial levels due 6/30/2025

Barclays Bank plc 0.00% due 7/12/2021

Barclays Bank plc 0.00% due 6/30/2025

Barclays Bank plc 0.00% due 6/30/2025

Barclays Bank plc 6.10% due 6/27/2024

Barclays Bank plc 8.00% due 6/30/2021

Barclays Bank plc 0.00% due 6/27/2025

Barclays Bank plc 12.85% per year, payable quarterly if the stock closes at or above coupon barrier value on observation date for that period; Coupon barrier: $36.41; 70% of initial level due 6/29/2022

Barclays Bank plc 6.25% per year, payable monthly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 20,356.75 for Dow, 1,111.79 for Russell; 80% of initial levels due 6/27/2024

Barclays Bank plc 7.5% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,830.20 for S&P, 833.84 for Russell, 15,267.56 for Dow; 60% of initial levels due 6/27/2024

Barclays Bank plc 10.75% per year, payable quarterly if least-performing shares close at or above downside threshold level on determination date for that quarter due 12/30/2022

Barclays Bank plc 5% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 1,982.72 for S&P, 903.33 for Russell, 16,539.86 for Dow; 65% of initial levels due 6/27/2030

Barclays Bank plc 0.00% due 8/27/2021

Barclays Bank plc 11.05%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: $220.60 for MidCap, $212.86 for S&P, 70% of initial levels due 6/30/2023

Barclays Bank plc 7.50% due 6/30/2021

Barclays Bank plc 0.00% due 6/26/2025

Barclays Bank plc 10% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,878.77 for S&P, 863.6 for Russell, 15,693.66 for Dow; 60% of initial levels due 6/28/2022

Barclays Bank plc 0.00% due 6/26/2025

Barclays Bank plc 6% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,095.63 for Russell, 1,790.67 for S&P; 65% of initial levels due 6/26/2025

Barclays Bank plc 13% per year, payable monthly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 2,182.5 for S&P, 1,003.47 for Russell, 18,217.47 for Dow; 70% of initial levels due 6/27/2024

Barclays Bank plc 11.5% annualized, payable quarterly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $155.49 for Facebook, $1,763.98 for Amazon.com, $130.37 for Microsoft, $943.71 for Alphabet; 65% of initial levels due 6/26/2025

Barclays Bank plc 10.00% due 6/22/2023

Barclays Bank plc 0.00% due 6/23/2022

Barclays Bank plc 0.00% due 6/20/2023

Barclays Bank plc 0.00% due 6/24/2026

Barclays Bank plc 0.00% due 6/24/2025

Barclays Bank plc 11% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 18,110.02 for Dow, 993.04 for Russell, 70% of initial levels due 6/24/2024

Barclays Bank plc 13% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 18,110.02 for Dow, 993.04 for Russell, 70% of initial levels due 6/24/2024

Barclays Bank plc 9% per year, payable each quarter that each index closes at or above 65% of its initial level on observation date for that period due 6/24/2030

Barclays Bank plc 6.5% per year, payable semiannually if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 780.25 for Russell, 1,703.76 for S&P; 55% of initial levels due 6/24/2024

Barclays Bank plc 8% per year, payable semiannually if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 780.25 for Russell, 1,703.76 for S&P; 55% of initial levels due 6/24/2024

Barclays Bank plc 9.6% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 18,110.02 for Dow, 993.04 for Russell, 2,168.42 for S&P; 70% of initial levels due 6/24/2024

Barclays Bank plc 0.00% due 6/8/2021

Barclays Bank plc 10.15% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter due 6/22/2023

Barclays Bank plc 8% per year, payable quarterly if each index closes at or above downside threshold level on determination date for that quarter due 6/23/2022

Barclays Bank plc 22.75% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter due 6/22/2023

Barclays Bank plc 15% per year, payable quarterly if each index closes at or above its coupon barrier every day that quarter; Coupon barriers: 18,110.022 for Dow, 993.044 for Russell, 2,168.418 for S&P, or 70% of initial levels due 6/23/2022

Barclays Bank plc 0.00% due 6/24/2022

Barclays Bank plc 13.5% annualized, payable quarterly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $1,605.01 for Amazon.com, $38.69 for CVS Health, $143.22 for Amgen; 60% of initial levels due 6/22/2023

Barclays Bank plc 12% annualized, payable quarterly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $1,605.01 for Amazon.com, $38.69 for CVS Health, $143.22 for Amgen; 60% of initial levels due 6/22/2023

Barclays Bank plc 23% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $15.15 for BofA, $53.29 for Qualcomm, $15.95 for General Motors; 60% of initial levels due 6/23/2022

Barclays Bank plc 21% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $15.15 for BofA, $53.29 for Qualcomm, $215.95 for General Motors; 60% of initial levels due 6/23/2022

Barclays Bank plc 10% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,168.42 for S&P, 993.04 for Russell, 18,110.02 for Dow; 70% of initial levels due 6/24/2024

Barclays Bank plc 9% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,168.42 for S&P, 993.04 for Russell, 18,110.02 for Dow; 70% of initial levels due 6/24/2025

Barclays Bank plc 7.3%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: $42.73 for Dow, $98.69 for Russell, 70% of initial levels due 6/24/2024

Barclays Bank plc 0.00% due 6/23/2026

Barclays Bank plc 0.00% due 4/21/2022

Barclays Bank plc 7% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,869.20 for S&P, 856.25 for Russell, 15,648.06 for Dow; 60% of initial levels due 6/21/2024

Barclays Bank plc 14.75% due 6/23/2021

Barclays Bank plc 9.00% due 6/23/2021

Barclays Bank plc 8.00% due 6/23/2021

Barclays Bank plc 20.00% due 6/23/2021

Barclays Bank plc 7.5% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,180.74 for S&P, 998.96 for Russell, 18,256.07 for Dow; 70% of initial levels due 6/21/2024

Barclays Bank plc 0.00% due 6/23/2025

Barclays Bank plc 8.40% due 6/22/2023

Barclays Bank plc 10% per year, payable monthly if each stock closes above its barrier level on the observation date for that month due 6/22/2023

Barclays Bank plc 0.00% due 6/20/2025

Barclays Bank plc 0.00% due 6/20/2025

Barclays Bank plc 0.00% due 12/22/2022

Barclays Bank plc 9% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,179.44 for S&P, 998.57 for Russell, 18,283.73 for Dow; 70% of initial levels due 12/22/2021

Barclays Bank plc 8.25% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,335.12 for S&P, 1,069.90 for Russell, 19,589.71 for Dow; 75% of initial levels due 6/20/2025

Barclays Bank plc 9% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,179.44 for S&P, 998.57 for Russell, 18,283.73 for Dow, 6,987.74 for Nasdaq; 70% of initial levels due 6/20/2024

Barclays Bank plc 9% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,179.44 for S&P, 998.57 for Russell, 18,283.73 for Dow, 6,987.74 for Nasdaq; 70% of initial levels due 6/20/2024

Barclays Bank plc 7.75% per year, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 18,283.73 for Dow, 998.572 for Russell, 70% of initial levels due 6/20/2024

Barclays Bank plc 0.00% due 12/30/2025

Barclays Bank plc 12.85% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 16,643.6 for Dow, 6,281.45 for Nasdaq, 1,976.85 for S&P; 65% of initial levels due 6/20/2024

Barclays Bank plc 13.2% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 17,088.49 for Dow, 943.97 for Russell, 2,031.08 for S&P; 65% of initial levels due 6/21/2022

Barclays Bank plc 10.75% per year, payable monthly if each asset closes at or above coupon barrier on the valuation date for that period, plus any previously unpaid coupon; Coupon barriers: 20,610.52 for Dow, 1,135.69 for Russell, 2,453.27 for S&P; 80% of initial levels due 6/20/2024

Barclays Bank plc 17.75% per year, payable quarterly if each index closes at or above its downside threshold every day that quarter due 6/21/2022

Barclays Bank plc 8.3% per year, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 15,457.9 for Dow, 851.764 for Russell, 60% of initial levels due 6/20/2023

Barclays Bank plc 10.5% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 33.92 for Stoxx, 780.79 for Russell, 14,169.74 for Dow; 55% of initial levels due 6/20/2028

Barclays Bank plc 12.5% per year, payable quarterly if each index closes at or above its coupon barrier on observation date for that quarter; Coupon barriers: 2,128.92 for S&P, 1,387.69 for Russell, 17,923.88 for Dow, 70% of initial levels due 6/18/2021

Barclays Bank plc 0.00% due 6/20/2023

Barclays Bank plc 3.40% due 6/20/2024

Barclays Bank plc 10% per year, payable quarterly if index closes at or above downside threshold level on determination date for that quarter due 6/18/2021

Barclays Bank plc 15.65% per year, payable quarterly if each index closes at or above its coupon barrier level on each day during relevant quarterly observation period; Coupon barrier levels: 6,354.797 for Nasdaq, 922.745 for Russell, 1,993.28 for S&P; 65% of initial levels due 12/20/2022

Barclays Bank plc 9% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 2,128.92 for S&P, 971.38 for Russell, 17,923.88 for Dow; 70% of initial levels due 3/18/2024

Barclays Bank plc 0.00% due 6/15/2023

Barclays Bank plc 0.00% due 6/15/2023

Barclays Bank plc 10% per year, payable quarterly if each index closes at or above its coupon barrier on the observation date for that quarter; Coupon barriers: 2,128.92 for S&P, 971.38 for Russell, 17,923.88 for Dow, 70% of initial levels due 6/17/2021

Barclays Bank plc 0.00% due 6/16/2022

Barclays Bank plc 0.00% due 6/17/2025

Barclays Bank plc 6% per year, payable each month that each asset closes at or above coupon barrier level on observation date for that period; Coupon barrier levels: 1,110.15 for Russell, 20,484.43 for Dow; 80% of initial levels due 6/17/2024

Barclays Bank plc 0.00% due 12/16/2021

Barclays Bank plc 10% per year, payable monthly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 17,923.88 for Dow, 971.38 for Russell, 2,128.92 for S&P; 70% of initial levels due 6/17/2024

Barclays Bank plc 11% per year, payable monthly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 17,923.88 for Dow, 971.38 for Russell, 2,128.92 for S&P; 70% of initial levels due 6/17/2024

Barclays Bank plc 11% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 15,363.32 for Dow, 836.61 for Russell, 1,824.79 for S&P; 60% of initial levels due 6/17/2024

Barclays Bank plc 12% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 2,128.92 for S&P, 971.38 for Russell, 17,923.88 for Dow; 70% of initial levels due 3/15/2024

Barclays Bank plc 6.25% per year multiplied by proportion of days on which index closes at or above coupon barrier; payable monthly; Coupon barrier: 2,443.05, 80% of initial level due 6/17/2024

Barclays Bank plc 12.65% per year, payable quarterly if least-performing shares close at or above downside threshold level on determination date for that quarter due 12/15/2022

Barclays Bank plc 10.25% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter due 6/15/2023

Barclays Bank plc 0.00% due 2/23/2022

Barclays Bank plc 11.25% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,128.92 for S&P, 971.38 for Russell, 17,923.88 for Dow; 70% of initial levels due 3/17/2022

Barclays Bank plc 13.5% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,128.92 for S&P, 971.38 for Russell, 17,923.88 for Dow; 70% of initial levels due 6/17/2021

Barclays Bank plc 25% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date for that period; Coupon barrier levels: $150.67 for Alibaba, $981.33 for Alphabet, $1,790.57 for Amazon.com, $157.10 for Facebook, 70% of initial levels due 6/15/2023

Barclays Bank plc 0.00% due 6/17/2025

Barclays Bank plc 7% per year, payable each month that each asset closes at or above coupon barrier level on observation date for that period; Coupon barrier levels: $46.40 for EAFE, 19,348.69 for Dow; 77% of initial levels due 6/15/2023

Barclays Bank plc 0.00% due 6/14/2024

Barclays Bank plc 0.00% due 6/15/2023

Barclays Bank plc 23.5% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date for that period; Coupon barrier levels: $156.58 for Alibaba, $1,025.29 for Alphabet, $1,853.22 for Amazon.com, $165.71 for Facebook, 70% of initial levels due 6/15/2023

Barclays Bank plc 0.00% due 6/13/2025

Barclays Bank plc 9.5% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,914.08 for S&P, 880.43 for Russell, 16,193.99 for Dow; 60% of initial levels due 6/15/2023

Barclays Bank plc 0.00% due 6/15/2022

Barclays Bank plc 29% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $6.19 for Invesco, $34.46 Advanced Micro, $221.11 for Trade Desk; 60% of initial levels due 6/13/2025

Barclays Bank plc 9.75%, payable quarterly if laggard index closes at or above coupon barrier on related observation date; Coupon barrier: 1,027.173 for Russell and 2,233.1 for S&P, or 70% of initial levels due 6/15/2023

Barclays Bank plc 12.25%, payable quarterly if laggard index closes at or above coupon barrier on related observation date; Coupon barrier: 1,027.173 for Russell and 2,233.1 for S&P, or 70% of initial levels due 6/15/2023

Barclays Bank plc 6.4% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 19,090.61 for Dow, 6,977.02 for Nasdaq, 2,245.03 for S&P; 70% of initial levels due 6/14/2024

Barclays Bank plc 27% per year, payable quarterly if least-performing stock closes at or above downside threshold level on determination date for that quarter due 6/21/2021

Barclays Bank plc 9.75% per year, payable quarterly if least-performing stock closes at or above downside threshold level on determination date for that quarter due 6/21/2021

Barclays Bank plc 0.00% due 6/19/2026

Barclays Bank plc 15.85% annualized, payable quarterly if stock closes at or above 50% coupon barrier on review date that quarter, including previously unpaid contingent coupons due 6/23/2021

Barclays Bank plc 30.7% annualized, payable quarterly if stock closes at or above 50% coupon barrier on review date that quarter, including previously unpaid contingent coupons due 6/23/2021

Barclays Bank plc 0.00% due 6/12/2025

Barclays Bank plc 0.00% due 6/13/2023

Barclays Bank plc 10.8% annualized, payable quarterly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $209.75 for Netflix, $1,262.53 for Amazon.com, $166.73 for Apple, $723.31 for Alphabet; 50% of initial levels due 6/12/2025

Barclays Bank plc 12% annualized, payable quarterly if stock closes at or above coupon barrier on review date that quarter, including previously unpaid contingent coupons; Coupon barrier: $94.62, 76.5% of initial level due 6/22/2021

Barclays Bank plc 0.00% due 6/10/2024

Barclays Bank plc 10.5% per year, payable quarterly if shares of each stock close at or above downside threshold level on determination date for that quarter due 6/8/2023

Barclays Bank plc 10.4% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter due 6/8/2023

Barclays Bank plc 10% per year, payable quarterly if each index closes at or above downside threshold level on determination date for that quarter due 6/9/2022

Barclays Bank plc 0.00% due 6/5/2026

Barclays Bank plc 0.00% due 7/6/2023

Barclays Bank plc 0.00% due 7/6/2026

Barclays Bank plc 13.25% annualized, payable quarterly if each asset closes at or above coupon barrier on related observation date; Coupon barriers: 7,368.29 for Nasdaq, $261.35 for ETF, 20,333.24 for Dow; 75% of initial levels due 6/9/2022

Barclays Bank plc 0.00% due 12/8/2022

Barclays Bank plc 0.00% due 12/8/2021

Barclays Bank plc 0.00% due 12/8/2021

Barclays Bank plc 0.00% due 6/9/2022

Barclays Bank plc 0.00% due 6/6/2025

Barclays Bank plc 6.5% per year, payable semiannually if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 5,337.58 for Nasdaq, 14,448.44for Dow; 55% of initial levels due 6/6/2024

Barclays Bank plc 8% per year, payable semiannually if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 5,337.58 for Nasdaq, 14,448.44for Dow; 55% of initial levels due 6/6/2024

Barclays Bank plc 10.5% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 15,761.93 for Dow, 5,822.81 for Nasdaq, 1,873.72 for S&P; 60% of initial levels due 6/6/2024

Barclays Bank plc 17.5% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barriers: $381.01, 50% of initial levels due 6/8/2023

Barclays Bank plc 8.35% due 6/7/2021

Barclays Bank plc 8.10% due 6/7/2021

Barclays Bank plc 0.00% due 6/6/2022

Barclays Bank plc 0.00% due 12/6/2021

Barclays Bank plc 0.00% due 5/31/2024

Barclays Bank plc 0.00% due 6/3/2025

Barclays Bank plc 0.00% due 6/9/2021

Barclays Bank plc 0.00% due 11/30/2022

Barclays Bank plc 0.00% due 5/31/2022

Barclays Bank plc 0.00% due 5/30/2025

Barclays Bank plc 0.00% due 5/30/2025

Barclays Bank plc 0.00% due 6/3/2025

Barclays Bank plc 0.00% due 6/3/2025

Barclays Bank plc 10% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 15,229.87 for Dow, 836.42 for Russell, 1,826.59 for S&P; 60% of initial levels due 6/3/2024

Barclays Bank plc 10% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,826.59 for S&P, 836.42 for Russell, 15,229.87 for Dow; 60% of initial levels due 6/3/2024

Barclays Bank plc 15% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 2,131.02 for S&P, 975.83 for Russell, 17,768.18 for Dow; 70% of initial levels due 2/29/2024

Barclays Bank plc 10.75% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter due 6/2/2023

Barclays Bank plc 9.75% per year, payable quarterly if each index closes at or above its downside threshold every day that quarter due 12/2/2022

Barclays Bank plc 0.00% due 2/28/2023

Barclays Bank plc 0.00% due 6/5/2023

Barclays Bank plc 0.00% due 6/3/2026

Barclays Bank plc 0.00% due 6/3/2027

Barclays Bank plc 0.00% due 6/3/2022

Barclays Bank plc 5% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 17,768.18 for Dow, 2,131.02 for S&P and 975.83 for Russell; 70% of initial levels due 5/31/2024

Barclays Bank plc 0.00% due 6/1/2023

Barclays Bank plc 13.75% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 7,166.64 for Nasdaq, 1,045.53 for Russell, 19,037.33 for Dow; 75% of initial levels due 6/3/2022

Barclays Bank plc 16% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,131.02 for S&P, 975.83 for Russell, 17,768.18 for Dow; 70% of initial levels due 5/28/2021

Barclays Bank plc 14% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 19,037.33 for Dow, 7,166.64 for Nasdaq; 75% of initial levels due 11/30/2021

Barclays Bank plc 28% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $213.04 for Nvidia, $251.84 Netflix, $21.79 for Uber; 60% of initial levels due 6/4/2026

Barclays Bank plc 0.00% due 6/3/2026

Barclays Bank plc 0.00% due 7/30/2021

Barclays Bank plc 0.00% due 5/27/2022

Barclays Bank plc 0.00% due 5/26/2023

Barclays Bank plc 0.00% due 5/27/2022

Barclays Bank plc 10% per year, payable monthly if each stock closes above barrier level on observation date for that month due 5/31/2023

Barclays Bank plc 0.00% due 7/30/2021

Barclays Bank plc 8.30% due 6/3/2021

Barclays Bank plc 0.00% due 5/30/2025

Barclays Bank plc 7.85% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,120.81 for S&P, 980.47 for Russell, 17,780.45 for Dow; 70% of initial levels due 3/3/2022

Barclays Bank plc 12.50% due 6/11/2021

Barclays Bank plc 0.00% due 6/18/2021

Barclays Bank plc 0.00% due 5/30/2025

Barclays Bank plc 0.00% due 5/30/2025

Barclays Bank plc 8.3% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 15,328.96 for Dow, 861.82 for Russell and 1,821.68 for S&P; 60% of initial levels due 6/3/2024

Barclays Bank plc 8%, payable quarterly if stock closes at or above coupon barrier level on related quarterly observation date; Coupon barrier: $917.50, 64.6% of initial price due 6/2/2023

Barclays Bank plc 10.4%, payable quarterly if stock closes at or above coupon barrier level on related quarterly observation date; Coupon barrier: $150.09, 52.25% of initial price due 6/2/2023

Barclays Bank plc 10.2% per year, payable quarterly if laggard index closes at or above coupon barrier on related observation date; Coupon barrier: 6,609.432 for Nasdaq and 2,125.29 for S&P, or 70% of initial levels due 6/2/2023

Barclays Bank plc 8%, payable quarterly if stock closes at or above coupon barrier level on related quarterly observation date; Coupon barrier: $130.43, 75.6% of initial price due 6/2/2023

Barclays Bank plc 0.00% due 5/31/2024

Barclays Bank plc 13.5% per year, payable quarterly if each index closes at or above its coupon barrier on observation date for that quarter; Coupon barriers: 975.15 for Russell, 2,094.24 for S&P, 17,496.58 for Dow, 70% of initial levels due 5/28/2021

Barclays Bank plc 0.00% due 5/30/2025

Barclays Bank plc 0.00% due 5/30/2025

Barclays Bank plc 0.00% due 5/29/2023

Barclays Bank plc 3.25% due 5/29/2023

Barclays Bank plc 0.00% due 5/29/2025

Barclays Bank plc 0.00% due 11/30/2022

Barclays Bank plc 0.00% due 11/30/2022

Barclays Bank plc 0.00% due 5/29/2025

Barclays Bank plc 0.00% due 5/30/2025

Barclays Bank plc 0.00% due 5/29/2025

Barclays Bank plc 6% per year, payable quarterly if the index closes at or above coupon barrier value on observation date for that period; Coupon barrier: 14,997.07; 60% of initial level due 5/31/2023

Barclays Bank plc 5.5% per year multiplied by proportion of days on which index closes at or above coupon barrier; payable monthly; Coupon barrier: 21,245.84, 85% of initial level due 5/30/2024

Barclays Bank plc 0.00% due 5/30/2023

Barclays Bank plc 0.00% due 6/9/2021

Barclays Bank plc 0.00% due 5/26/2022

Barclays Bank plc 27% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter due 6/1/2021

Barclays Bank plc 0.00% due 11/30/2023

Barclays Bank plc 3.5% annually, payable quarterly if each index closes at or above barrier level on related observation date due 5/31/2024

Barclays Bank plc 11.5% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 7,042.49 for Nasdaq, 18,746.33 for Dow; 75% of initial levels due 11/30/2021

Barclays Bank plc 7% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 905.5 for Russell, 16,246.82 for Dow; 65% of initial levels due 5/30/2024

Barclays Bank plc 8% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 905.5 for Russell, 16,246.82 for Dow; 65% of initial levels due 5/31/2022

Barclays Bank plc 11.5% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,094.24 for S&P, 975.15 for Russell, 17,496.58 for Dow; 70% of initial levels due 2/29/2024

Barclays Bank plc 14.5% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,094.24 for S&P, 975.15 for Russell, 17,496.58 for Dow; 70% of initial levels due 2/28/2022

Barclays Bank plc 6% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 835.84 for Russell, 1,795.06 for S&P; 60% of initial levels due 5/31/2022

Barclays Bank plc 0.00% due 5/31/2023

Barclays Bank plc 0.00% due 7/29/2021

Barclays Bank plc 11.25% due 5/25/2023

Barclays Bank plc 7.25% per year, payable semiannually if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 2,216.59 for S&P, 18,348.87 for Dow; 75% of initial levels due 5/28/2024

Barclays Bank plc 6.25% per year, payable semiannually if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 2,216.59 for S&P, 18,348.87 for Dow; 75% of initial levels due 5/28/2024

Barclays Bank plc 0.00% due 5/28/2025

Barclays Bank plc 0.00% due 5/25/2023

Barclays Bank plc 0.00% due 11/28/2025

Barclays Bank plc 0.00% due 5/28/2025

Barclays Bank plc 13.5% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 948.87 for Russell, 17,125.61 for Dow; 70% of initial levels due 5/28/2024

Barclays Bank plc 11.5% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 948.87 for Russell, 17,125.61 for Dow; 70% of initial levels due 5/28/2024

Barclays Bank plc 20.85% per year, payable quarterly if least-performing shares close at or above downside threshold level on determination date for that quarter due 5/27/2021

Barclays Bank plc 10.6% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter due 5/27/2021

Barclays Bank plc 0.00% due 6/4/2025

Barclays Bank plc 0.00% due 5/28/2025

Barclays Bank plc 0.00% due 5/28/2025

Barclays Bank plc 12% per year, payable quarterly if each index closes at or above its coupon barrier level on each day during relevant quarterly observation period; Coupon barrier levels: 6,119.092 for Nasdaq, 881.095 for Russell, 1,921.04 for S&P; 65% of initial levels due 5/27/2021

Barclays Bank plc 0.00% due 5/25/2023

Barclays Bank plc 10.75% due 5/25/2023

Barclays Bank plc 12.35% annualized, payable quarterly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $36.43 for Applied, $182.29 for Broadcom; 70% of initial levels due 5/25/2023

Barclays Bank plc 0.00% due 11/24/2023

Barclays Bank plc 10% per year, payable quarterly if laggard index closes at or above coupon barrier on related observation date; Coupon barrier: 942.849 for Russell and 2,080.13 for S&P, or 70% of initial levels due 5/25/2023

Barclays Bank plc 0.00% due 5/25/2023

Barclays Bank plc 0.00% due 3/23/2022

Barclays Bank plc 0.00% due 6/4/2021

Barclays Bank plc 7.5%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $1,592.06, 65% of initial price due 11/23/2021

Barclays Bank plc 8.5% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 6,508.99 for Nasdaq, 915.40 for Russell, 16,944.80 for Dow; 70% of initial levels due 5/23/2024

Barclays Bank plc 10.00% due 5/22/2023

Barclays Bank plc 0.00% due 5/23/2022

Barclays Bank plc 13% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,772.35 for S&P, 800.21 for Russell, 14,758.42 for Dow; 60% of initial levels due 5/23/2024

Barclays Bank plc 0.00% due 6/3/2021

Barclays Bank plc 0.00% due 6/3/2021

Barclays Bank plc 14% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $38.24 for CVS, $24.17 for MS; 60% of initial levels due 5/23/2023

Barclays Bank plc 10.75% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,067.74 for S&P, 933.58 for Russell, 17,218.16 for Dow; 70% of initial levels due 2/23/2024

Barclays Bank plc 11% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barrier: $52.42, 55% of initial level due 5/22/2025

Barclays Bank plc 11% annualized, payable quarterly if the stock closes at or above coupon barrier on related observation date; Coupon barrier: $52.42, 55% of initial level due 5/22/2025

Barclays Bank plc 12% annualized, payable quarterly if index closes at or above 70% coupon barrier on review date that quarter, including previously unpaid contingent coupons due 6/2/2021

Barclays Bank plc 0.00% due 5/20/2027

Barclays Bank plc 0.00% due 2/21/2023

Barclays Bank plc 0.00% due 11/20/2023

Barclays Bank plc 0.00% due 5/20/2025

Barclays Bank plc 0.00% due 5/18/2023

Barclays Bank plc 0.00% due 5/20/2024

Barclays Bank plc 0.00% due 5/20/2025

Barclays Bank plc 0.00% due 5/19/2022

Barclays Bank plc 0.00% due 11/18/2021

Barclays Bank plc 0.00% due 11/18/2022

Barclays Bank plc 0.00% due 5/19/2022

Barclays Bank plc 0.00% due 11/18/2021

Barclays Bank plc 0.00% due 5/19/2022

Barclays Bank plc 0.00% due 11/18/2022

Barclays Bank plc 0.00% due 5/20/2027

Barclays Bank plc 0.00% due 5/21/2025

Barclays Bank plc 0.00% due 11/18/2021

Barclays Bank plc 3% initially; beginning May 19, 2021, Libor plus 50 bps, capped at 3% and with a floor of 0% due 5/19/2023

Barclays Bank plc 10% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 6,406.85 for Nasdaq, 16,579.79 for Dow; 70% of initial levels due 5/18/2023

Barclays Bank plc 13% per year, payable monthly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 2,004.59 for S&P, 879.89 for Russell, 16,579.79 for Dow; 70% of initial levels due 5/20/2024

Barclays Bank plc 9% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 16,579.79 for Dow, 2,004.59 for S&P and 879.89 for Russell; 70% of initial levels due 5/18/2023

Barclays Bank plc 10% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 16,579.79 for Dow, 2,004.59 for S&P and 879.89 for Russell; 70% of initial levels due 5/18/2023

Barclays Bank plc 11%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 1,718.22 for S&P, 1,662.42 for Stoxx and 754.19 for Russell, 60% of initial levels due 5/19/2022

Barclays Bank plc 10.25% per year, payable quarterly if index closes at or above downside threshold level on determination date for that quarter; Downside threshold: 879.894, 70% of initial level due 5/19/2022

Barclays Bank plc 21.5% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter; Downside threshold: $399.585; 50% of initial share price due 5/18/2023

Barclays Bank plc 10.3% per year, payable quarterly if each index closes at or above its coupon barrier every day that quarter; Coupon barriers: 1,662.42 for Stoxx, 754.195 for Russell, 1,718.22 for S&P, or 60% of initial levels due 5/19/2022

Barclays Bank plc 0.00% due 5/20/2022

Barclays Bank plc 0.00% due 5/20/2022

Barclays Bank plc 0.00% due 5/20/2027

Barclays Bank plc 8% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 6,406.85 for Nasdaq, 16,579.79 for Dow; 70% of initial levels due 5/20/2024

Barclays Bank plc 13% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 6,864.48 for Nasdaq, 16,647.07 for Dow; 75% of initial levels due 11/18/2021

Barclays Bank plc 10.5% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 6,864.48 for Nasdaq, 16,647.07 for Dow; 75% of initial levels due 11/18/2021

Barclays Bank plc 10.05% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,004.59 for S&P, 879.89 for Russell, 16,579.79 for Dow; 70% of initial levels due 5/20/2024

Barclays Bank plc 12.5% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,004.59 for S&P, 879.89 for Russell, 16,579.79 for Dow; 70% of initial levels due 2/18/2022

Barclays Bank plc 9% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,004.59 for S&P, 879.89 for Russell, 16,579.79 for Dow; 70% of initial levels due 2/21/2024

Barclays Bank plc 11% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,004.59 for S&P, 879.89 for Russell, 16,579.79 for Dow; 70% of initial levels due 2/18/2022

Barclays Bank plc 0.00% due 5/20/2025

Barclays Bank plc 0.00% due 5/20/2025

Barclays Bank plc 0.00% due 5/20/2025

Barclays Bank plc 9.20% due 6/17/2021

Barclays Bank plc 17.5% per year, payable monthly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 19,011.82 for Dow, 2,296.10 for S&P and 1,020.43 for Russell; 80% of initial levels due 5/17/2024

Barclays Bank plc 0.00% due 6/1/2021

Barclays Bank plc 7% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 1,996.75 for S&P, 16,537.74 for Dow, 6,366.10 for Nasdaq-100; 70% of initial levels due 2/20/2025

Barclays Bank plc 19% annualized, payable quarterly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $55.97 for Medtronic, $66.64 for Zimmer, $46.24 for Gilead; 60% of initial levels due 5/18/2023

Barclays Bank plc 8.9%, payable quarterly if laggard index closes at or above coupon barrier on related observation date; Coupon barrier: 863.2757 for Russell and 1,874.00 for S&P, or 70% of initial levels due 5/18/2023

Barclays Bank plc 0.00% due 11/17/2021

Barclays Bank plc 0.00% due 5/15/2025

Barclays Bank plc 14.25% annualized, payable quarterly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $264.31 for Netflix, $1,445.40 for Amazon.com, $189.01 for Apple, $841.96 for Alphabet; 60% of initial levels due 5/16/2023

Barclays Bank plc 0.00% due 5/13/2025

Barclays Bank plc 0.00% due 11/13/2025

Barclays Bank plc 8% per year, payable monthly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 17,031.92 for Dow, 2,050.86 for S&P and 6,454.25 for Nasdaq; 70% of initial levels due 5/13/2024

Barclays Bank plc 12% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 17,031.92 for Dow, 2,050.86 for S&P and 930.75 for Russell; 70% of initial levels due 5/13/2024

Barclays Bank plc 12% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 17,031.92 for Dow, 2,050.86 for S&P and 930.75 for Russell; 70% of initial levels due 5/13/2024

Barclays Bank plc 13.15% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 17,031.92 for Dow, 2,050.86 for S&P and 930.75 for Russell; 70% of initial levels due 2/11/2021

Barclays Bank plc 10% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 17,031.92 for Dow, 2,050.86 for S&P and 930.75 for Russell; 70% of initial levels due 5/13/2024

Barclays Bank plc 11.75% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter; Downside threshold: $25.005; 75% of initial share price due 5/11/2023

Barclays Bank plc 15.5% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter; Downside threshold: $17.61; 50% of initial share price due 5/11/2023

Barclays Bank plc 15.1% per year, payable quarterly if each index closes at or above its coupon barrier every day that quarter; Coupon barriers: 15,815.358 for Dow, 864.265 for Russell, 1,904.37 for S&P, or 65% of initial levels due 5/12/2022

Barclays Bank plc 3.5% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 17,031.92 for Dow, 2,050.86 for S&P and 930.75 for Russell; 70% of initial levels due 5/13/2024

Barclays Bank plc 4.5% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 17,031.92 for Dow, 2,050.86 for S&P and 930.75 for Russell; 70% of initial levels due 5/13/2024

Barclays Bank plc 8% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 17,031.92 for Dow, 2,050.86 for S&P and 930.75 for Russell; 70% of initial levels due 2/13/2024

Barclays Bank plc 12.75% annualized, payable quarterly if the stock closes at or above coupon barrier on related observation date; Coupon barrier: $138.51, 75% of initial level due 5/12/2022

Barclays Bank plc 9.85%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 15,815.36 for Dow, 5,993.23 for Nasdaq, 65% of initial levels due 5/11/2023

Barclays Bank plc 0.00% due 5/13/2027

Barclays Bank plc 14.04996% due 11/13/2020

Barclays Bank plc 12.5% annualized, payable monthly if each asset closes at or above coupon barrier on related observation date; Coupon barriers: 2,007.91 for S&P, $68.25 for ETF, 891.46 for Russell; 70% of initial levels due 2/8/2024

Barclays Bank plc 12.10% due 5/6/2021

Barclays Bank plc 0.00% due 11/5/2021

Barclays Bank plc 10.00% due 5/6/2021

Barclays Bank plc 9% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter; Downside threshold: $52.75; 50% of initial share price due 5/4/2023

Barclays Bank plc 0.00% due 5/5/2023

Barclays Bank plc 0.00% due 4/30/2024

Barclays Bank plc 0.00% due 5/5/2025

Barclays Bank plc 12.5% per year, payable monthly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 2,038.70 for S&P, 917.46 for Russell, 17,042 for Dow; 70% of initial levels due 1/31/2024

Barclays Bank plc 0.00% due 4/30/2025

Barclays Bank plc 0.00% due 4/30/2024

Barclays Bank plc 14% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,038.70 for S&P, 917.46 for Russell, 17,042 for Dow; 70% of initial levels due 1/31/2022

Barclays Bank plc 13% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,184.32 for S&P, 983 for Russell; 75% of initial levels due 10/29/2021

Barclays Bank plc 0.00% due 11/4/2021

Barclays Bank plc 0.00% due 5/2/2024

Barclays Bank plc 10.00% due 11/3/2020

Barclays Bank plc 9.25% due 11/3/2020

Barclays Bank plc 9% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,057.66 for S&P, 952.53 for Russell, 17,423.70 for Dow; 70% of initial levels due 1/31/2024

Barclays Bank plc 6.5% per year, payable monthly if each underlier closes at or above coupon barrier on determination date; Coupon barriers: 2,290.71 for S&P, 1,038.46 for Russell; 80% of initial levels due 5/3/2022

Barclays Bank plc 6% per year, payable quarterly if the index closes at or above coupon barrier value on observation date for that period; Coupon barrier: 14,780.32; 60% of initial level due 5/3/2023

Barclays Bank plc 3% a year for first two years, then Libor plus 100 basis points with floor of 0.5%; payable quarterly due 4/30/2025

Barclays Bank plc 33.5% annualized, payable quarterly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $33.96 for Square, $24.73 for Exxon Mobil, $16.57 for Uber, $160.25 for Nvidia; 55% of initial levels due 5/3/2023

Barclays Bank plc 0.00% due 4/28/2023

Barclays Bank plc 0.00% due 10/29/2021

Barclays Bank plc 0.00% due 4/29/2022

Barclays Bank plc 0.00% due 4/30/2025

Barclays Bank plc 10%, payable monthly if stock closes at or above coupon barrier level on related monthly observation date; Coupon barrier: $47.05, 53.35% of initial price due 5/1/2025

Barclays Bank plc 10.35%, payable quarterly if the index closes at or above coupon barrier on related observation date; Coupon barrier: 14,460.93, 60% of initial level due 4/29/2022

Barclays Bank plc 9%, payable monthly if stock closes at or above coupon barrier level on related monthly observation date; Coupon barrier: $255.27, 66.35% of initial price due 5/1/2025

Barclays Bank plc 9%, payable monthly if stock closes at or above coupon barrier level on related monthly observation date; Coupon barrier: $130.43, 70.15% of initial price due 5/1/2025

Barclays Bank plc 32% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date for that period; Coupon barriers: $143.052 for Alibaba, $893.62 for Alphabet, $1,687.154 for Amazon.com, $198.079 for Apple, $133.049 for Facebook, $122.185 for Microsoft, 70% of initial levels due 4/27/2023

Barclays Bank plc 22.00% due 5/3/2021

Barclays Bank plc 0.00% due 4/30/2025

Barclays Bank plc 0.00% due 4/30/2025

Barclays Bank plc 3.70% due 4/28/2023

Barclays Bank plc 0.00% due 4/30/2025

Barclays Bank plc 0.00% due 4/28/2023

Barclays Bank plc 0.00% due 4/30/2025

Barclays Bank plc 0.00% due 4/30/2025

Barclays Bank plc 8% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 14,480.27 for Dow, 769.13 for Russell; 60% of initial levels due 4/30/2024

Barclays Bank plc 6.5% per year multiplied by proportion of days on which index closes at or above coupon barrier; payable monthly; Coupon barrier: 20,513.71, 85% of initial level due 4/30/2024

Barclays Bank plc 0.00% due 4/30/2025

Barclays Bank plc 0.00% due 4/30/2025

Barclays Bank plc 7% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 1,727.09 for S&P, 14,480.27 for Dow, 769.13 for Russell; 60% of initial levels due 4/30/2024

Barclays Bank plc 11% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,014.94 for S&P, 16,893.65 for Dow, 897.32 for Russell; 70% of initial levels due 1/31/2022

Barclays Bank plc 10% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,014.94 for S&P, 16,893.65 for Dow, 897.32 for Russell; 70% of initial levels due 1/31/2024

Barclays Bank plc 6.75% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,014.94 for S&P, 16,893.65 for Dow, 897.32 for Russell; 70% of initial levels due 4/30/2030

Barclays Bank plc 9% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,158.86 for S&P, 18,100.34 for Dow; 75% of initial levels due 10/29/2021

Barclays Bank plc 0.00% due 5/1/2023

Barclays Bank plc 0.00% due 4/28/2023

Barclays Bank plc 0.00% due 4/30/2025

Barclays Bank plc 6% per year, payable monthly if each index closes at or above its coupon barrier, 75% of its initial level, on the related observation date due 4/29/2024

Barclays Bank plc 15% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,958.46 for S&P, 16,460.68 for Dow, 849.85 for Russell; 70% of initial levels due 4/29/2024

Barclays Bank plc 18% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,985.72 for S&P, 863.14 for Russell, 16,642.69 for Dow; 70% of initial levels due 4/29/2024

Barclays Bank plc 15% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,985.72 for S&P, 863.14 for Russell, 16,642.69 for Dow; 70% of initial levels due 4/29/2024

Barclays Bank plc 8% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 14,265.16 for Dow, 739.83 for Russell; 60% of initial levels due 4/29/2024

Barclays Bank plc 6%, payable semiannually if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 1,560.21 for S&P and 678.18 for Russell, 55% of initial levels due 4/29/2024

Barclays Bank plc 11% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 14,265.16 for Dow, 1,702.04 for S&P and 739.83 for Russell; 60% of initial levels due 4/29/2024

Barclays Bank plc 10% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter; Downside threshold: $32.988; 65% of initial share price due 4/27/2023

Barclays Bank plc 12% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter; Downside threshold: $51.766; 65% of initial share price due 4/27/2023

Barclays Bank plc 0.00% due 5/2/2022

Barclays Bank plc 4% annually, payable quarterly if each index closes at or above barrier level on related observation date; Barrier levels: 16,642.69 for Dow, 863.14 for S&P and 863.14 for Russell; 70% of initial levels due 4/29/2025

Barclays Bank plc 5% annually, payable quarterly if each index closes at or above barrier level on related observation date; Barrier levels: 16,642.69 for Dow, 863.14 for S&P and 863.14 for Russell; 70% of initial levels due 4/29/2025

Barclays Bank plc 11% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 6,150.62 for Nasdaq, 863.14 for Russell, 16,642.69 for Dow; 70% of initial levels due 4/28/2023

Barclays Bank plc 9.5%, payable quarterly if the index closes at or above coupon barrier on related observation date; Coupon barrier: 14,265.16, 60% of initial level due 4/28/2022

Barclays Bank plc 0.00% due 5/5/2026

Barclays Bank plc 23% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter; Downside threshold: $352.815; 50% of initial share price due 4/27/2023

Barclays Bank plc 0.00% due 4/28/2025

Barclays Bank plc 11% per year, payable monthly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,679.59 for S&P, 720.91 for Russell, 14,085.49 for Dow; 60% of initial levels due 4/25/2024

Barclays Bank plc 16% per year, payable monthly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,959.52 for S&P, 841.06 for Russell, 16,433.07 for Dow; 70% of initial levels due 4/25/2024

Barclays Bank plc 8.8% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 1,679.59 for S&P, 720.91 for Russell, 14,085.49 for Dow; 60% of initial levels due 4/27/2023

Barclays Bank plc 0.00% due 4/25/2025

Barclays Bank plc 0.00% due 10/26/2027

Barclays Bank plc 0.00% due 4/25/2025

Barclays Bank plc 9.25% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 5,882.10 for Nasdaq, 829.56 for Russell, 16,113.22 for Dow; 70% of initial levels due 1/24/2023

Barclays Bank plc 12% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 5,882.10 for Nasdaq, 829.56 for Russell, 16,113.22 for Dow; 70% of initial levels due 1/24/2023

Barclays Bank plc 15% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,679.73 for S&P, 706.85 for Russell, 14,122.61 for Dow; 60% of initial levels due 4/20/2023

Barclays Bank plc 0.00% due 4/25/2023

Barclays Bank plc 0.00% due 5/6/2021

Barclays Bank plc 0.00% due 4/26/2027

Barclays Bank plc 9% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 1,915.59 for S&P, 829.56 for Russell, 16,113.22 for Dow; 70% of initial levels due 1/26/2022

Barclays Bank plc 0.00% due 10/25/2021

Barclays Bank plc 0.00% due 5/5/2021

Barclays Bank plc 33% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that period; Coupon barrier: $26.55; 50% of initial share price due 4/25/2022

Barclays Bank plc 13.5% annualized, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $90.90 for Walmart, $1,675.53 for Amazon.com, $106.17 for Johnson & Johnson, $144.24 for Home Depot; 70% of initial levels due 4/25/2023

Barclays Bank plc 0.00% due 4/20/2023

Barclays Bank plc 0.00% due 11/3/2022

Barclays Bank plc 0.00% due 4/23/2025

Barclays Bank plc 0.00% due 4/23/2025

Barclays Bank plc 9% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,724.74 for S&P, 14,545.49 for Dow, 737.46 for Russell; 60% of initial levels due 4/22/2024

Barclays Bank plc 11% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,724.74 for S&P, 14,545.49 for Dow, 737.46 for Russell; 60% of initial levels due 4/22/2024

Barclays Bank plc 8% per year, payable quarterly if each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 14,102.61 for Dow, 710.39 for Russell; 60% of initial levels due 4/22/2024

Barclays Bank plc 0.00% due 4/21/2022

Barclays Bank plc 0.00% due 4/20/2023

Barclays Bank plc 10% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter; Downside threshold: $53.315; 50% of initial share price due 4/20/2023

Barclays Bank plc 0.00% due 5/5/2027

Barclays Bank plc 0.00% due 4/22/2027

Barclays Bank plc 0.00% due 4/22/2027

Barclays Bank plc 9.75% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 6,182.69 for Nasdaq, 860.37 for Russell, 16,969.74 for Dow; 70% of initial levels due 4/20/2023

Barclays Bank plc 10% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,155.92 for S&P, 921.83 for Russell, 18,181.87 for Dow; 75% of initial levels due 4/23/2030

Barclays Bank plc 6.25% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 1,868.46 for S&P, 798.92 for Russell, 65% of initial levels due 4/22/2024

Barclays Bank plc 9% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,155.92 for S&P, 921.83 for Russell; 75% of initial levels due 4/22/2027

Barclays Bank plc 0.00% due 4/20/2023

Barclays Bank plc 0.00% due 11/20/2036

Barclays Bank plc 0.00% due 4/19/2027

Barclays Bank plc 0.00% due 4/21/2025

Barclays Bank plc 0.00% due 4/20/2023

Barclays Bank plc 0.00% due 4/20/2023

Barclays Bank plc 12.08% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,809.18 for S&P, 15,277.83 for Dow, 769.59 for Russell; 65% of initial levels due 4/21/2022

Barclays Bank plc 6% per year, payable quarterly if the index closes at or above coupon barrier value on observation date for that period; Coupon barrier: 14,102.61; 60% of initial level due 4/20/2023

Barclays Bank plc 0.00% due 4/19/2023

Barclays Bank plc 9.85% due 4/20/2021

Barclays Bank plc 18.00% due 4/20/2021

Barclays Bank plc 0.00% due 4/21/2025

Barclays Bank plc 9.5% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 6,014.37 for Nasdaq, 1,948.35 for S&P, 16,453.05 for Dow; 70% of initial levels due 4/18/2024

Barclays Bank plc 9% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,087.52 for S&P, 17,628.26 for Dow; 75% of initial levels due 10/20/2021

Barclays Bank plc 11% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,087.52 for S&P, 887.99 for Russell, 75% of initial levels due 10/20/2021

Barclays Bank plc 0.00% due 4/18/2024

Barclays Bank plc 0.00% due 4/17/2025

Barclays Bank plc 0.00% due 4/18/2024

Barclays Bank plc 13% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,846.06 for S&P, 1,237.33 for Russell, 75% of initial levels due 10/19/2021

Barclays Bank plc 0.00% due 4/14/2025

Barclays Bank plc 0.00% due 4/19/2022

Barclays Bank plc 0.00% due 4/17/2025

Barclays Bank plc 11% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,732.92 for S&P, 14,677.71 for Dow, 760.56 for Russell; 62.75% of initial levels due 4/19/2022

Barclays Bank plc 0.00% due 4/13/2023

Barclays Bank plc 0.00% due 4/13/2023

Barclays Bank plc 0.00% due 4/14/2025

Barclays Bank plc 0.00% due 4/14/2025

Barclays Bank plc 0.00% due 4/14/2025

Barclays Bank plc 0.00% due 4/14/2025

Barclays Bank plc 0.00% due 4/14/2025

Barclays Bank plc 0.00% due 4/14/2025

Barclays Bank plc 0.00% due 4/14/2025

Barclays Bank plc 0.00% due 4/14/2025

Barclays Bank plc 11% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 5,766.97 for Nasdaq, 16,603.56 for Dow, 872.71 for Russell; 70% of initial levels due 1/12/2023

Barclays Bank plc 14% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 5,766.97 for Nasdaq, 16,603.56 for Dow, 872.71 for Russell; 70% of initial levels due 1/12/2023

Barclays Bank plc 0.00% due 4/13/2023

Barclays Bank plc 11.5% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter; Downside threshold: $174.194; 65% of initial share price due 4/13/2023

Barclays Bank plc 12% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter; Downside threshold: $61.656; 60% of initial share price due 10/14/2021

Barclays Bank plc 13.1% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter; Downside threshold: $222.432; 60% of initial share price due 4/14/2021

Barclays Bank plc 11% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter; Downside threshold: $16.60; 50% of initial share price due 10/14/2021

Barclays Bank plc 13.5% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter; Downside threshold: $19.92; 60% of initial share price due 10/14/2021

Barclays Bank plc 17% per year, payable quarterly if each index closes at or above its downside threshold every day that quarter; Downside thresholds: 15,417.591 for Dow, 810.372 for Russell, 1,813.383 for S&P, or 65% of initial levels due 4/14/2022

Barclays Bank plc 0.00% due 10/15/2025

Barclays Bank plc 12.5% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 1,952.87 for S&P, 872.71 for Russell, 16,603.56 for Dow; 70% of initial levels due 1/13/2022

Barclays Bank plc 10.5% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 1,952.87 for S&P, 872.71 for Russell, 16,603.56 for Dow; 70% of initial levels due 1/13/2022

Barclays Bank plc 0.00% due 4/14/2025

Barclays Bank plc 0.00% due 4/14/2026

Barclays Bank plc 15% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 1,924.99 for S&P, 16,403.5 for Dow, 834.16 for Russell; 70% of initial levels due 4/11/2024

Barclays Bank plc 17%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 1,924.99 for S&P, 834.16 for Russell, 16,403.5 for Dow, 70% of initial levels due 4/11/2024

Barclays Bank plc 0.00% due 4/26/2021

Barclays Bank plc 0.00% due 4/13/2023

Barclays Bank plc 0.00% due 4/26/2021

Barclays Bank plc 0.00% due 4/12/2022

Barclays Bank plc 0.00% due 4/6/2023

Barclays Bank plc 0.00% due 4/11/2023

Barclays Bank plc Libor plus 250 basis points, floor of 2.25%; payable quarterly due 4/11/2023

Barclays Bank plc 0.00% due 4/10/2025

Barclays Bank plc 0.00% due 4/6/2023

Barclays Bank plc 0.00% due 4/7/2022

Barclays Bank plc 0.00% due 4/8/2025

Barclays Bank plc 9% per year, payable semiannually if the index closes at or above coupon barrier value on observation date for that period; Coupon barrier: 14,736.77; 70% of initial level due 4/6/2023

Barclays Bank plc 7% per year, payable semiannually if the index closes at or above coupon barrier value on observation date for that period; Coupon barrier: 14,736.77; 70% of initial level due 4/6/2023

Barclays Bank plc 12%, payable semiannually if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 1,742.06 for S&P, 736.44 for Russell, 70% of initial levels due 4/6/2023

Barclays Bank plc 10%, payable semiannually if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 1,742.06 for S&P, 736.44 for Russell, 70% of initial levels due 4/6/2023

Barclays Bank plc 0.00% due 4/6/2023

Barclays Bank plc 0.00% due 4/8/2027

Barclays Bank plc 12% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 1,742.06 for S&P, 736.44 for Russell, 14,736.77 for Dow; 70% of initial levels due 1/8/2024

Barclays Bank plc 10% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 1,742.06 for S&P, 736.44 for Russell, 14,736.77 for Dow; 70% of initial levels due 1/8/2024

Barclays Bank plc 0.00% due 4/6/2023

Barclays Bank plc 0.00% due 4/8/2025

Barclays Bank plc 0.00% due 4/9/2026

Barclays Bank plc 0.00% due 4/8/2025

Barclays Bank plc 0.00% due 10/7/2021

Barclays Bank plc 0.00% due 4/6/2023

Barclays Bank plc 0.00% due 4/6/2023

Barclays Bank plc 11%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 1,729.35 for S&P, 750.39 for Russell, 14,660.46 for Dow, 70% of initial levels due 1/6/2025

Barclays Bank plc 0.00% due 4/5/2023

Barclays Bank plc 0.00% due 10/6/2022

Barclays Bank plc 11.00% due 4/7/2021

Barclays Bank plc 0.00% due 3/31/2025

Barclays Bank plc 0.00% due 3/31/2025

Barclays Bank plc 0.00% due 3/31/2023

Barclays Bank plc 0.00% due 3/31/2025

Barclays Bank plc 0.00% due 3/29/2024

Barclays Bank plc 0.00% due 3/31/2025

Barclays Bank plc 0.00% due 4/3/2024

Barclays Bank plc 0.00% due 3/31/2023

Barclays Bank plc 0.00% due 3/31/2025

Barclays Bank plc 0.00% due 3/31/2025

Barclays Bank plc 0.00% due 3/29/2024

Barclays Bank plc 9.25%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 807.17 for Russell, 5,469.45 for Nasdaq, 15,342.01 for Dow; 70% of initial levels due 12/30/2022

Barclays Bank plc 8%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 807.17 for Russell, 1,809.21 for S&P, 15,342.01 for Dow; 70% of initial levels due 12/29/2023

Barclays Bank plc 11.1% per year, payable quarterly if each index closes at or above coupon barrier level on each day of that quarter; Coupon bararier levels: 749.517 for Russell, 1,679.984 for S&P and 1,811.485 for Stoxx, or 65% of initial levels due 4/5/2022

Barclays Bank plc 0.00% due 4/6/2026

Barclays Bank plc 0.00% due 3/29/2024

Barclays Bank plc 0.00% due 3/31/2023

Barclays Bank plc 0.00% due 7/6/2021

Barclays Bank plc 0.00% due 7/6/2021

Barclays Bank plc 9% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 5,469.45 for Nasdaq, 807.17 for Russell, 15,342.01 for Dow; 70% of initial levels due 3/31/2025

Barclays Bank plc 15% annualized, payable quarterly if each ETF closes at or above coupon barrier on related observation date; Coupon barriers: $39.49 for Biotech, $13.75 for Bank, $40.99 for Technology; 51% of initial levels due 4/5/2022

Barclays Bank plc 0.00% due 7/3/2025

Barclays Bank plc 12% per year, payable quarterly if each index closes at or above its coupon barrier value on the observation date for that quarter; Coupon barriers: 864.83 for Russell, 5,860.13 for Nasdaq, 75% of initial levels due 3/31/2021

Barclays Bank plc 0.00% due 4/4/2022

Barclays Bank plc 0.00% due 4/2/2026

Barclays Bank plc 6.25%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 1,524.88 for S&P, 679.19 for Russell, 60% of initial levels due 3/29/2030

Barclays Bank plc 0.00% due 3/31/2022

Barclays Bank plc 0.00% due 3/31/2023

Barclays Bank plc 8.75% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter; Downside threshold: $87.664; 80% of initial share price due 3/30/2023

Barclays Bank plc 12% per year, payable quarterly if each index closes at or above its downside threshold every day that quarter; Downside thresholds: 735.792 for Russell, 1,651.956 for S&P, 1,773.623 for Stoxx, or 65% of initial levels due 3/31/2022

Barclays Bank plc 0.00% due 5/28/2021

Barclays Bank plc 0.00% due 3/31/2023

Barclays Bank plc 0.00% due 3/27/2026

Barclays Bank plc 0.00% due 3/31/2027

Barclays Bank plc 11.75% per year, payable quarterly if each index closes above its coupon barrier on the related observation date; Coupon barriers: 16,437.87 for Dow, 5,860.13 for Nasdaq, 75% of initial levels due 3/31/2021

Barclays Bank plc 12% per year, payable quarterly if each index closes above its coupon barrier on the related observation date; Coupon barriers: 16,914.13 for Dow, 5,922.85 for Nasdaq, 75% of initial levels due 3/31/2021

Barclays Bank plc 12% per year, payable quarterly if each index closes at or above its coupon barrier on the observation date for that quarter; Coupon barriers: 826.22 for Russell, 1,841.05 for S&P, 15,786.52 for Dow, 70% of initial levels due 12/31/2021

Barclays Bank plc 10% per year, payable quarterly if each index closes at or above its coupon barrier value on the observation date for that quarter; Coupon barriers: 885.24 for Russell, 5,922.85 for Nasdaq, 75% of initial levels due 3/31/2021

Barclays Bank plc 0.00% due 3/31/2025

Barclays Bank plc 0.00% due 3/31/2025

Barclays Bank plc 0.00% due 3/31/2025

Barclays Bank plc 0.00% due 3/31/2025

Barclays Bank plc 3.15% due 3/31/2025

Barclays Bank plc 3.75% due 9/29/2023

Barclays Bank plc 0.00% due 3/31/2025

Barclays Bank plc 0.00% due 3/31/2025

Barclays Bank plc 0.00% due 9/30/2022

Barclays Bank plc 0.00% due 3/31/2025

Barclays Bank plc 0.00% due 3/31/2025

Barclays Bank plc 0.00% due 3/31/2025

Barclays Bank plc 0.00% due 3/31/2025

Barclays Bank plc 10% per year, payable quarterly if each asset closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 4,738.28 for Nasdaq, 13,531.30 for Dow, 708.19 for Russell; 60% of initial levels due 3/29/2030

Barclays Bank plc 7%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 1,841.05 for S&P, 826.22 for Russell, 15,786.52 for Dow, 70% of initial levels due 3/31/2025

Barclays Bank plc 10%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 1,578.04 for S&P, 708.19 for Russell, 4,738.28 for Nasdaq, 60% of initial levels due 9/29/2023

Barclays Bank plc 9%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 826.223 for Russell, 5,527.99 for Nasdaq, 15,786.519 for Dow; 70% of initial levels due 12/30/2022

Barclays Bank plc 7%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 1,709.55 for S&P, 767.21 for Russell, 65% of initial levels due 3/31/2025

Barclays Bank plc 7%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 1,841.05 for S&P, 826.22 for Russell, 70% of initial levels due 3/29/2030

Barclays Bank plc 7% per year, payable quarterly if index closes at or above coupon barrier level on observation date for that quarter; Coupon barriers: 1,972.55; 75% of initial level due 3/29/2030

Barclays Bank plc 0.00% due 5/28/2021

Barclays Bank plc 0.00% due 3/31/2026

Barclays Bank plc 9.5% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 5,922.85 for Nasdaq, 885.24 for Russell, 16,914.13 for Dow; 75% of initial levels due 3/29/2030

Barclays Bank plc 6.5% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 5,527.99 for Nasdaq, 826.22 for Russell, 15,786.52 for Dow; 70% of initial levels due 3/31/2025

Barclays Bank plc 10% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 5,527.99 for Nasdaq, 826.09 for Russell, 15,786.52 for Dow; 70% of initial levels due 3/29/2030

Barclays Bank plc 7.5% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 1,758.04 for S&P, 708.19 for Russell, 13,531.3 for Dow; 60% of initial levels due 3/29/2030

Barclays Bank plc 8% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 1,972.55 for S&P, 885.24 for Russell, 75% of initial levels due 3/31/2027

Barclays Bank plc 7% per year, payable monthly if each underlier closes at or above coupon barrier on determination date; Coupon barriers: 1,856.67 for S&P, 832.78 for Russell; 75% of initial levels due 9/30/2027

Barclays Bank plc 8%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 13,780.36 for Dow, 721.74 for Russell, 1,609.11 for S&P, 65% of initial levels due 3/28/2030

Barclays Bank plc 13%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 12,720.33 for Dow, 666.22 for Russell, 1,485.34 for S&P, 60% of initial levels due 3/28/2025

Barclays Bank plc 10.75%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 36.38 for Stoxx, 666.22 for Russell, 60% of initial levels due 3/28/2030

Barclays Bank plc 14% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 4,758.91 for Nasdaq, 690.83 for Russell, 13,044.09 for Dow; 63% of initial levels due 9/29/2022

Barclays Bank plc 20% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 5,287.68 for Nasdaq, 767.59 for Russell, 1,713.13 for S&P; 70% of initial levels due 3/29/2022

Barclays Bank plc 13% per year, payable quarterly if each component closes at or above coupon barrier level on the determination date for that quarter; Coupon barrier levels: 4,896 for Nasdaq, 709.72 for Russell, 13,421.79 for Dow; 70% of initial levels due 9/16/2022

Barclays Bank plc 0.00% due 3/23/2024

Barclays Bank plc 0.00% due 3/25/2026

Barclays Bank plc 0.00% due 3/25/2025

Barclays Bank plc 0.00% due 3/25/2025

Barclays Bank plc 0.00% due 3/25/2026

Barclays Bank plc 12.5%, payable quarterly if each index closes at or above coupon barrier value on observation date for that period; Coupon barriers: 14,380.49 for Dow, 760.42 for Russell, 1,728.69 for S&P, 75% of initial levels due 3/25/2025

Barclays Bank plc 46%, payable semiannually if each component closes at or above barrier level on observation date for that period; Barrier levels: 1,498.2 for S&P 500, $5.36 for oil and gas ETF, 65% of initial levels due 3/23/2023

Barclays Bank plc 49%, payable semiannually if each component closes at or above barrier level on observation date for that period; Barrier levels: 1,498.2 for S&P 500, $5.36 for oil and gas ETF, 65% of initial levels due 3/23/2023

Barclays Bank plc 21.55% per year, payable quarterly if each index closes at or above its downside threshold every day that quarter; Downside thresholds: 608.333 for Russell, 1,013.889 for S&P, 4,196.575 for Nasdaq, or 60% of initial levels due 9/23/2022

Barclays Bank plc 0.00% due 3/25/2026

Barclays Bank plc 0.00% due 3/25/2025

Barclays Bank plc 10.5% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 4,896 for Nasdaq, 709.72 for Russell, 13,421.79 for Dow; 70% of initial levels due 3/25/2030

Barclays Bank plc 10.5% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 4,896 for Nasdaq, 709.72 for Russell, 13,421.79 for Dow; 70% of initial levels due 3/25/2030

Barclays Bank plc 10.5% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 4,896 for Nasdaq, 709.72 for Russell, 13,421.79 for Dow; 70% of initial levels due 3/25/2030

Barclays Bank plc 12% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 1,807.04 for S&P, 794.06 for Russell, 75% of initial levels due 3/22/2030

Barclays Bank plc 0.00% due 3/21/2025

Barclays Bank plc 0.00% due 8/23/2021

Barclays Bank plc 14%, payable monthly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 1,431.68 for S&P, 622.45 for Russell, 12,113.11 for Dow, 60% of initial levels due 3/21/2023

Barclays Bank plc 23.15% annualized, payable quarterly if each index closes at or above coupon threshold on observation date for that quarter; Coupon thresholds: 14,924.19 for Dow, 743.370 for Russell, 1,798.575 for S&P; 75% of initial levels due 3/21/2024

Barclays Bank plc 26.6% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 1,678.67 for S&P, 693.81 for Russell, 13,929.24 for Dow; 70% of initial levels due 12/23/2021

Barclays Bank plc 0.00% due 3/27/2026

Barclays Bank plc 9.15%, payable quarterly if the index closes at or above coupon barrier on related observation date; Coupon barrier: 1,678.67, 70% of initial level due 3/21/2030

Barclays Bank plc 19.5% per year, payable quarterly if each index closes at or above its coupon barrier level on each day during relevant quarterly observation period; Coupon barrier levels: 578.68 for EM, 774.554 for Russell, 1,770.43 for S&P; 70% of initial levels due 3/21/2030

Barclays Bank plc 29% per year, payable quarterly if each index closes at or above its coupon barrier level on each day during relevant quarterly observation period; Coupon barrier levels: 4,305.106 for Nasdaq, 594.696 for Russell, 1,438.86 for S&P; 60% of initial levels due 6/23/2022

Barclays Bank plc 0.00% due 3/23/2022

Barclays Bank plc 13.5%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 15,928.04 for Dow, 5,605.46 for Nasdaq, 829.88 for Russell, 75% of initial levels due 12/20/2024

Barclays Bank plc 10.5%, payable semiannually if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 12,742.43 for Dow, 1,517.51 for S&P, 663.91 for Russell, 60% of initial levels due 3/22/2022

Barclays Bank plc 11.6%, payable semiannually if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 12,742.43 for Dow, 1,517.51 for S&P, 663.91 for Russell, 60% of initial levels due 3/22/2022

Barclays Bank plc 8.85%, payable monthly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 1,517.51 for S&P, 663.91 for Russell, 60% of initial levels due 3/21/2030

Barclays Bank plc 14% per year, payable quarterly if each index closes at or above its downside threshold every day that quarter; Downside thresholds: 608.578 for Russell, 1,391.055 for S&P, 1,391.775 for Stoxx, or 55% of initial levels due 3/22/2023

Barclays Bank plc 11.75% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 1,517.51 for S&P, 663.91 for Russell, 12,742.43 for Dow; 60% of initial levels due 3/21/2030

Barclays Bank plc 11.75% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 1,517.51 for S&P, 663.91 for Russell, 12,742.43 for Dow; 60% of initial levels due 3/31/2030

Barclays Bank plc 0.00% due 3/20/2025

Barclays Bank plc 15% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 4,914.26 for Nasdaq, 726.19 for Russell, 14,131.96 for Dow; 70% of initial levels due 9/21/2022

Barclays Bank plc 14% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 4,914.26 for Nasdaq, 726.19 for Russell, 14,131.96 for Dow; 70% of initial levels due 9/21/2021

Barclays Bank plc 18% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 1,908.9 for S&P, 829.94 for Russell, 80% of initial levels due 3/20/2025

Barclays Bank plc 0.00% due 3/18/2025

Barclays Bank plc 0.00% due 10/5/2022

Barclays Bank plc 11.5%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 16,229.93 for Dow, 5,596.68 for Nasdaq, 847.10 for Russell, 70% of initial levels due 3/18/2027

Barclays Bank plc 9.5%, payable quarterly if each index closes at or above coupon barrier value on observation date for that period; Coupon barriers: 13,911.37 for Dow, 726.08 for Russell, 1,626.61 for S&P, 60% of initial levels due 3/18/2025

Barclays Bank plc 11.5%, payable quarterly if each index closes at or above coupon barrier value on observation date for that period; Coupon barriers: 16,229.93 for Dow, 847.10 for Russell, 1,897.71 for S&P, 70% of initial levels due 3/18/2025

Barclays Bank plc 9.5%, payable quarterly if each index closes at or above coupon barrier value on observation date for that period; Coupon barriers: 13,911.37 for Dow, 726.08 for Russell, 1,626.61 for S&P, 60% of initial levels due 3/18/2025

Barclays Bank plc 10%, payable monthly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 1,762.16 for S&P, 786.59 for Russell, 65% of initial levels due 3/19/2025

Barclays Bank plc 10% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter; Downside threshold: $971.416; 80% of initial share price due 3/16/2023

Barclays Bank plc 10% per year, payable quarterly if each index closes at or above downside threshold on determination date for that quarter; Downside thresholds: 5,596.684 for Nasdaq, 847.095 for Russell and 1,897.714 for S&P, or 70% of initial levels due 3/17/2022

Barclays Bank plc 14% per year, payable quarterly if each index closes at or above coupon barrier on determination date quarter; Coupon barriers: 968.108 for Russell, 2,168.816 for S&P, or 80% of initial levels due 3/18/2025

Barclays Bank plc 9% per year, payable quarterly if index closes at or above downside threshold level on determination date for that quarter; Downside threshold: 2,168.816; 80% of initial share price due 3/18/2021

Barclays Bank plc 10.5% per year, payable quarterly if each index closes at or above its coupon barrier on the determination date that quarter; Coupon barriers: 847.095 for Russell, 1,897.714 for S&P, 1,036.182 for EAFE, or 70% of initial levels due 3/18/2025

Barclays Bank plc 8% per year, payable quarterly if each index closes at or above its downside threshold every day that quarter; Downside thresholds: 726.081 for Russell, 1,626.612 for S&P, 4,797.158 for Nasdaq, or 60% of initial levels due 3/16/2023

Barclays Bank plc 23% per year, payable quarterly if each index closes at or above its coupon barrier every day that quarter; Coupon barriers: 847.095 for Russell, 1,897.714 for S&P, 5,596.684 for Nasdaq, or 70% of initial levels due 3/18/2021

Barclays Bank plc 11% annualized, payable biannually if each index closes at or above coupon barrier on related observation date; Coupon barriers: 1,897.71 for S&P, 847.10 for Russell, 16,229.93 for Dow; 70% of initial levels due 3/18/2024

Barclays Bank plc 16.65%, payable quarterly if each index closes at or above coupon barrier value on observation date for that period; Coupon barriers: 16,960.50 for Dow, 898.34 for Russell, 5,810.92 for Nasdaq, 80% of initial levels due 3/18/2025

Barclays Bank plc 9.75%, payable quarterly if each asset closes at or above coupon barrier value on observation date for that period; Coupon barriers: $26.22 for ETF, 2,033.89 for Stoxx, 1,918.97 for S&P, 70% of initial levels due 3/14/2025

Barclays Bank plc 0.00% due 5/28/2021

Barclays Bank plc 9.10% due 4/15/2021

Barclays Bank plc 0.00% due 6/17/2021

Barclays Bank plc 25% per year, payable quarterly if each index closes at or above its downside threshold every day that quarter; Downside thresholds: 945.629 for Russell, 2,017.561 for S&P, 2,037.014 for Stoxx, or 70% of initial levels due 3/16/2021

Barclays Bank plc 18.65% per year, payable quarterly if each index closes at or above its downside threshold level every day during that quarter; Downside thresholds: 948.222 for Russell, 2,056.035 for S&P, 2,179.170 for Stoxx, or 75% of initial levels due 9/15/2022

Barclays Bank plc 18% per year, payable quarterly if each index closes at or above its downside threshold level every day during that quarter; Downside thresholds: 885.007 for Russell, 1,918.966 for S&P, 2,033.892 for Stoxx, or 60% of initial levels due 9/15/2022

Barclays Bank plc 0.00% due 2/28/2025

Barclays Bank plc 6.25%, payable quarterly if each index closes at or above coupon barrier value on observation date for that period; Coupon barriers: 869.53 for Russell, 5,118.2 for Nasdaq; 60% of initial levels due 9/11/2025

Barclays Bank plc 9.5%, payable quarterly if each index closes at or above coupon barrier value on observation date for that period; Coupon barriers: 17,512.71 for Dow, 945.63 for Russell, 5,860.59 for Nasdaq, 70% of initial levels due 3/18/2025

Barclays Bank plc 11.25% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 5,971.24 for Nasdaq, 1,014.45 for Russell, 18,105.35 for Dow; 70% of initial levels due 9/9/2022

Barclays Bank plc 18% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 1,867.66 for S&P, 893.14 for Russell, 16,218.69 for Dow; 68% of initial levels due 12/14/2020

Barclays Bank plc 6.85%, payable monthly if each index closes at or above coupon barrier on observation date; Coupon barriers: 1,785.26 for S&P, 853.74 for Russell, 80% of initial levels due 9/14/2027

Barclays Bank plc 8.8%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 1,785.26 for S&P, 853.74 for Russell, 65% of initial levels due 3/14/2030

Barclays Bank plc 9.6%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 1,922.59 for S&P, 919.41 for Russell, 70% of initial levels due 3/14/2030

Barclays Bank plc 9.75% per year, payable quarterly if stock closes at or above downside threshold level on observation date that quarter; Downside threshold: $29.624, 80% of initial share price due 3/9/2023

Barclays Bank plc 0.00% due 3/11/2026

Barclays Bank plc 6.5% per year, payable each quarter that each index closes at or above coupon barrier level on observation date for that period; Coupon barrier levels: 20,691.82 for Dow, 1,159.38 for Russell; 80% of initial levels due 3/9/2023

Barclays Bank plc 7.5%, payable quarterly if each index closes at or above coupon barrier value on observation date for that period; Coupon barriers: 19,398.59 for Dow, 1,086.92 for Russell, 6,397.76 for Nasdaq, 75% of initial levels due 12/11/2024

Barclays Bank plc 8.6%, payable quarterly if each index closes at or above coupon barrier value on observation date for that period; Coupon barriers: 16,812.11 for Dow, 941.99 for Russell, 1,932.04 for S&P, 65% of initial levels due 3/11/2026

Barclays Bank plc 7.1% initially, payable quarterly if each index closes at or above coupon barrier value on observation date for that period; Coupon barrier values: 1,634.80 for S&P, 797.07 for Russell, 1,634.80 for Nasdaq; 55% of initial levels due 3/11/2025

Barclays Bank plc 9.5% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter; Downside threshold: $1,520.872; 80% of initial share price due 3/9/2023

Barclays Bank plc 8.75% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter; Downside threshold: $121.178; 75% of initial share price due 3/9/2023

Barclays Bank plc 9.35% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter; Downside threshold: $92.216; 80% of initial share price due 3/9/2023

Barclays Bank plc 9.5% per year, payable quarterly if each index closes at or above its coupon barrier every day during that quarter; Coupon barriers: 1,014.455 for Russell, 2,080.659 for S&P, 2,262.449 for Stoxx, or 70% of initial levels due 3/10/2022

Barclays Bank plc 7.5% per year, payable quarterly if each index closes at or above its coupon barrier on the determination date that quarter; Coupon barriers: 1,014.455 for Russell, 2,080.659 for S&P, 2,262.449 for Stoxx, or 70% of initial levels due 9/9/2022

Barclays Bank plc 9.25% per year, payable quarterly if each index closes at or above coupon barrier level on determination date that quarter; Coupon barriers: 1,014.455 for Russell, 2,080.659 for S&P, 2,262.449 for Stoxx, or 70% of initial levels due 9/9/2022

Barclays Bank plc 7.65% per year, payable quarterly if each index closes at or above its coupon barrier on the determination date that quarter; Coupon barriers: 1,014.455 for Russell, 2,080.659 for S&P, 1,269.541 for MSCI EAFE, or 70% of initial levels due 9/11/2025

Barclays Bank plc 7.25% annualized, payable quarterly if index closes at or above coupon barrier on related observation date; Coupon barriers: 1,086.92, 75% of initial levels due 3/11/2025

Barclays Bank plc 6.5%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 1,014.455 for Russell, 2,080.66 for S&P, 70% of initial levels due 3/11/2030

Barclays Bank plc 8.5%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 1,014.455 for Russell, 2,080.66 for S&P, 70% of initial levels due 3/11/2030

Barclays Bank plc 8.1%, payable quarterly if each index closes at or above coupon barrier value on observation date for that period; Coupon barriers: 19,590.96 for Dow, 1,109.12 for Russell, 6,503.74 for Nasdaq, 75% of initial levels due 12/8/2023

Barclays Bank plc Notes pay a coupon if each index closes at or above its coupon barrier value on the observation date for that period; coupon rate will be 8% per year for the first five years and will step up to 10% per year in June 2025; Coupon barriers: 18,963.60 for Dow, 1,071.84 for Russell, 6,664.50 for Nasdaq, 70% of initial levels due 3/8/2030

Barclays Bank plc 9.05% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 6,070.16 for Nasdaq, 1,035.18 for Russell, 18,284.90 for Dow; 70% of initial levels due 9/9/2022

Barclays Bank plc 11% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 6,070.16 for Nasdaq, 1,035.18 for Russell, 18,284.90 for Dow; 70% of initial levels due 9/9/2022

Barclays Bank plc 6% annualized, payable quarterly if each asset closes at or above coupon barrier on related observation date; Coupon barriers: 6,070.16 for Nasdaq, $28.68 for ETF, 18,284.9 for Dow; 70% of initial levels due 3/10/2025

Barclays Bank plc 0.00% due 3/13/2026

Barclays Bank plc 6.65%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 6,264.496 for Nasdaq, 1,071.838 for Russell, 2,191.08 for S&P, 70% of initial levels due 3/7/2030

Barclays Bank plc 9.35%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 1,301.61 for EAFE, 1,071.838 for Russell, 2,191.08 for S&P, 70% of initial levels due 3/7/2025

Barclays Bank plc 0.00% due 3/7/2024

Barclays Bank plc 0.00% due 11/5/2021

Barclays Bank plc 7% annually, payable quarterly if each index closes at or above coupon barrier value on observation date for that period; Coupon barriers: 16,254.52 for Dow, 1,878.07 for S&P, 918.72 for Russell, 60% of initial levels due 3/7/2025

Barclays Bank plc 7.55% yearly, payable quarterly if each index closes at or above coupon barrier value on observation date for that period; Coupon barriers: 20,318.15 for Dow, 6,711.96 for Nasdaq, 1,148.40 for Russell, 75% of initial levels due 3/7/2025

Barclays Bank plc 0.00% due 4/18/2041

Barclays Bank plc 0.00% due 1/23/2048

Barclays Bank plc 0.00% due 1/23/2048

Barclays Bank plc 0.00% due 3/9/2023

Barclays Bank plc 18.15% per year, payable quarterly if index closes at or above coupon barrier level on observation date for that period; Coupon barrier: 5,740.14; 80% of initial level due 3/23/2023

Barclays Bank plc 8.5% per year, payable semiannually if index closes at or above coupon barrier level on observation date for that period; Coupon barrier: 2,3102.36; 70% of initial level due 3/9/2023

Barclays Bank plc 7.38%, payable quarterly if the index closes at or above coupon barrier on related observation date; Coupon barrier: 2,347.59, 75% of initial level due 3/9/2022

Barclays Bank plc 8%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 2,102.36 for S&P, 1,040.26 for Russell, 70% of initial levels due 3/7/2030

Barclays Bank plc 9.25% per year, payable quarterly if each underlying asset closes at or above coupon barrier level observation date for that period; Coupon barriers: $31.77 for EM ETF, $240.19 for S&P ETF, 80% of initial levels due 3/8/2023

Barclays Bank plc 8.5% per year, payable quarterly if each index closes at or above coupon barrier on determination date quarter; Coupon barriers: 20,733.928 for Dow, 1,188.866 for Russell, 2,402.696 for S&P, or 80% of initial levels due 3/6/2025

Barclays Bank plc 9.7% per year, payable quarterly if index closes at or above downside threshold level on determination date for that quarter; Downside threshold: 2,402.696; 80% of initial share price due 3/22/2021

Barclays Bank plc 0.00% due 3/6/2025

Barclays Bank plc 8%, payable quarterly if each index closes at or above coupon barrier value on observation date for that period; Coupon barriers: 18,692.32 for Dow, 1,062.94 for Russell, 6,214.59 for Nasdaq, 70% of initial levels due 3/6/2025

Barclays Bank plc 7.55% per year, payable quarterly if each index closes at or above coupon barrier level on determination date that quarter; Coupon barrier levels: 1,062.944 for Russell, 1,854.138 for S&P, 1,280.93 for EAFE, 70% of initial levels due 9/6/2024

Barclays Bank plc 8.7% annualized, payable each month that each index closes at or above coupon barrier on observation date for that month; Coupon barriers: 18,692.32 for Dow, 6,214.58 for Nasdaq, 1,062.94 for Russell; 70% of initial levels due 3/6/2025

Barclays Bank plc 8.7% annualized, payable each month that each index closes at or above coupon barrier on observation date for that month; Coupon barriers: 18,692.32 for Dow, 6,214.58 for Nasdaq, 1,062.94 for Russell; 70% of initial levels due 3/6/2025

Barclays Bank plc 0.00% due 3/4/2025

Barclays Bank plc 11.1% per year, payable quarterly if each index closes at or above its barrier level on relevant observation date; Coupon barrier levels: 703.86 for EM, 1,033.502 for Russell, 2,067.95 for S&P; 70% of initial levels due 3/5/2030

Barclays Bank plc 8.75% per year, payable quarterly if stock closes at or above downside threshold level on observation date that quarter; Downside threshold: $79.928, 75% of initial share price due 3/3/2023

Barclays Bank plc 11.5% per year, payable monthly if each index closes above its coupon barrier on the related observation date; Coupon barriers: 19,057.02 for Dow, 6,346.37 for Nasdaq, 75% of initial levels due 2/26/2021

Barclays Bank plc 11.75%, payable monthly if each index closes above its coupon barrier on the related observation date; Coupon barriers: 17,786.55 for Dow, 1,1033.5 for Russell, 2,2067.95 for S&P, 70% of initial levels due 11/30/2021

Barclays Bank plc 0.00% due 2/28/2025

Barclays Bank plc 0.00% due 2/28/2025

Barclays Bank plc 0.00% due 2/28/2023

Barclays Bank plc 0.00% due 9/6/2022

Barclays Bank plc 0.00% due 2/28/2025

Barclays Bank plc 0.00% due 3/3/2023

Barclays Bank plc 0.00% due 2/28/2025

Barclays Bank plc 0.00% due 2/28/2023

Barclays Bank plc 0.00% due 2/28/2025

Barclays Bank plc 0.00% due 5/3/2023

Barclays Bank plc 0.00% due 3/4/2024

Barclays Bank plc 0.00% due 2/28/2022

Barclays Bank plc 0.00% due 2/28/2025

Barclays Bank plc 9.25% per year, payable semiannually if each underlying asset closes at or above coupon barrier level observation date for that period; Coupon barriers: $24.31 for EM ETF, $53.51 for biotech ETF, 60% of initial levels due 3/3/2023

Barclays Bank plc 7.75%, payable quarterly if each index closes at or above coupon barrier value on observation date for that period; Coupon barriers: 17,786.55 for Dow, 1,033.50 for Russell, 2,067.95 for S&P, 70% of initial levels due 11/29/2024

Barclays Bank plc 7.5%, payable quarterly if each index closes at or above coupon barrier value on observation date for that period; Coupon barriers: 17,786.552 for Dow, 1,033.502 for Russell, 2,067.95 for S&P, 70% of initial levels due 11/30/2023

Barclays Bank plc 11% initially, payable quarterly if each index closes at or above coupon barrier value on observation date for that period; Coupon barriers: 2,215.67 for S&P, 1,107.32 for Russell, 6,346.38 for Nasdaq; 75% of initial levels due 3/3/2022

Barclays Bank plc 14% per year, payable monthly if each underlying asset closes at or above coupon barrier level observation date for that period; Coupon barriers: 1,772.53 for index, $9.23 for ETF, 60% of initial levels due 2/28/2023

Barclays Bank plc 10.75% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter; Downside threshold: $8.16, 75% of initial share price due 3/3/2022

Barclays Bank plc 5.7% per year, payable quarterly if each index closes at or above downside threshold on determination date that quarter; Downside thresholds: 885.859 for Russell, 1,772.532 for S&P, 1,997.694 for Stoxx, or 60% of initial levels due 3/3/2023

Barclays Bank plc 6.45% per year, payable quarterly if each index closes at or above coupon barrier level on determination date that quarter; Coupon barrier levels: 959.68 for Russell, 1,920.243 for S&P, 2,164.169 for Stoxx, 65% of initial levels due 8/31/2023

Barclays Bank plc 16.03% per year, payable quarterly if each index closes at or above coupon barrier level on determination date that quarter; Coupon barrier levels: 1,107.323 for Russell, 2,215.665 for S&P, 63.15 for Stoxx, 75% of initial levels due 9/1/2022

Barclays Bank plc 6.2% per year, payable quarterly if index closes at or above coupon barrier level on determination date for that quarter; Coupon barrier: 2,215.665, 75% of initial level due 3/5/2030

Barclays Bank plc 0.00% due 3/19/2021

Barclays Bank plc 0.00% due 3/5/2025

Barclays Bank plc 0.00% due 3/4/2026

Barclays Bank plc 0.00% due 3/4/2026

Barclays Bank plc 0.00% due 3/4/2024

Barclays Bank plc 0.00% due 3/3/2023

Barclays Bank plc 0.00% due 8/31/2023

Barclays Bank plc 7.25% annualized, payable each month that each index closes at or above coupon barrier on observation date for that month; Coupon barriers: 17,786.55 for Dow, 5,923.28 for Nasdaq, 1,033.5 for Russell; 70% of initial levels due 2/28/2025

Barclays Bank plc 8.6% annualized, payable each quarter that each index closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 17,786.55 for Dow, 5,923.28 for Nasdaq, 1,033.5 for Russell; 70% of initial levels due 3/4/2025

Barclays Bank plc 10% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 5,923.28 for Nasdaq, 1,033.50 for Russell, 17,786.55 for Dow; 70% of initial levels due 11/30/2022

Barclays Bank plc 8.1% annualized, payable each quarter that each index closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 17,786.55 for Dow, 5,923.28 for Nasdaq, 2,067.95 for S&P; 70% of initial levels due 3/4/2025

Barclays Bank plc 8%, payable semiannually if each ETF closes at or above its coupon barrier on related observation date; Coupon barriers: $202.48 for SPDR, $140.71 for QQQ, $100.43 for Russell ETF and $24.26 for Stoxx ETF; 65% of initial prices due 3/5/2025

Barclays Bank plc 0.00% due 3/5/2026

Barclays Bank plc 0.00% due 3/4/2025

Barclays Bank plc 0.00% due 3/2/2023

Barclays Bank plc 0.00% due 3/3/2022

Barclays Bank plc 0.00% due 3/3/2022

Barclays Bank plc 6.25% per year, payable quarterly if each underlying asset closes at or above coupon barrier level observation date for that period; Coupon barriers: 15,459.98 for index, $24.40 for ETF, 60% of initial levels due 3/4/2025

Barclays Bank plc 8.05% initially, payable quarterly if each index closes at or above coupon barrier value on observation date for that period; Coupon barriers: 943.14 for Russell, 1,876.93 for S&P, 16,248.82 for Dow, 60% of initial levels due 3/2/2023

Barclays Bank plc 9.75% initially, payable quarterly if each index closes at or above coupon barrier value on observation date for that period; Coupon barriers: 19,572.56 for Dow, 6,355.74 for Nasdaq, 1,139.67 for Russell, 70% of initial levels due 2/28/2030

Barclays Bank plc 9% initially, payable quarterly if each index closes at or above coupon barrier value on observation date for that period; Coupon barriers: 1,100.33 for Russell, 18,956.95 for Dow, 6,184.41 for Nasdaq, 70% of initial levels due 3/4/2025

Barclays Bank plc 9% per year, payable each quarter if each asset closes at or above coupon barrier value on observation date for that period; Coupon barriers: 5,905.67 for Nasdaq, 1,048.51 for Russell, $28.47 for ETF; 70% of initial levels due 3/3/2026

Barclays Bank plc 6.9996% due 4/1/2021

Barclays Bank plc 7.25% due 4/1/2021

Barclays Bank plc 0.00% due 3/3/2026

Barclays Bank plc 0.00% due 3/3/2026

Barclays Bank plc 8.5% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 5,905.66 for Nasdaq, 1,048.51 for Russell, 18,036.65 for Dow; 70% of initial levels due 3/4/2026

Barclays Bank plc 13.35%, payable quarterly if each asset closes at or above coupon barrier on related observation date; Coupon barriers: $110.73 for Microsoft, $191.46 for Apple, $39.08 for Intel and $157.31 for Home Depot; 70% of initial levels due 3/4/2026

Barclays Bank plc 6.75% annualized, payable each quarter that each index closes at or above coupon barrier on observation date for that period; Coupon barriers: 21,904.64 for Dow, 1,273.19 for Russell; 85% of initial levels due 3/4/2025

Barclays Bank plc 8% annualized, payable quarterly if each asset closes at or above coupon barrier on related observation date; Coupon barriers: 2,085.13 for S&P, $28.47 for ETF, 1,048.51 for Russell; 70% of initial levels due 3/4/2025

Barclays Bank plc 2.25% initially; beginning Feb. 28, 2021, Libor plus 25 bps, capped at 3% and with a floor of 0% due 2/28/2025

Barclays Bank plc 7.65% per year, payable quarterly if each index closes at or above coupon barrier level on determination date that quarter; Coupon barrier levels: 1,009.295 for Russell, 2,025.654 for S&P, 59.514 for Stoxx, 65% of initial levels due 9/1/2022

Barclays Bank plc 0.00% due 3/15/2021

Barclays Bank plc 8% annualized, payable each quarter that each index closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 18,870.31 for Dow, 6,211.63 for Nasdaq, 1,086.93 for Russell; 70% of initial levels due 3/3/2026

Barclays Bank plc 4.3% annualized, payable each quarter that each index closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 2,181.47 for S&P, 1,086.93 for Russell; 70% of initial levels due 3/2/2023

Barclays Bank plc 7.05% annualized, payable quarterly if each asset closes at or above 65% coupon barrier on observation date for quarter due 3/1/2023

Barclays Bank plc 11.5% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barriers: $259.15, 55% of initial levels due 2/28/2023

Barclays Bank plc 9.33% annualized, payable each quarter that each asset closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $202.31 for ETF, 1,164.57 for Russell, 6,655.32 for Nasdaq; 75% of initial values due 3/3/2022

Barclays Bank plc 0.00% due 2/28/2025

Barclays Bank plc 0.00% due 2/26/2026

Barclays Bank plc 8.75%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 18,870.31 for Dow, 1,086.933 for Russell, 70% of initial levels due 3/2/2023

Barclays Bank plc 7.3%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 730.32 for EM, 1,086.933 for Russell, 70% of initial levels due 2/28/2025

Barclays Bank plc 7.65% per year, payable quarterly if each index closes at or above its coupon barrier level on any quarterly observation date; Coupon barrier levels: 1,336.01 for EAFE, 1,086.933 for Russell, 2,181.47 for S&P; 70% of initial levels due 8/29/2024

Barclays Bank plc 8.18% per year, payable quarterly if each index closes at or above its coupon barrier level on any quarterly observation date; Coupon barrier levels: 1,336.01 for EAFE, 1,086.933 for Russell, 2,181.47 for S&P; 70% of initial levels due 8/29/2025

Barclays Bank plc 8.05% per year, payable quarterly if each index closes at or above its coupon barrier level on any quarterly observation date; Coupon barrier levels: 1,336.01 for EAFE, 1,086.933 for Russell, 2,181.47 for S&P; 70% of initial levels due 3/3/2025

Barclays Bank plc 8.18% per year, payable quarterly if each index closes at or above its coupon barrier level on each trading day during the quarterly observation period; Coupon barrier levels: 1,336.01 for EAFE, 1,086.933 for Russell, 2,181.47 for S&P; 70% of initial levels due 8/29/2025

Barclays Bank plc 0.00% due 2/26/2027

Barclays Bank plc 7% per year, payable monthly if each index closes above coupon barrier on observation date for that month; Coupon barriers: 20,311.02 for Dow, 6,626.15 for Nasdaq, 75% of initial levels due 5/28/2021

Barclays Bank plc 6.3% per year, payable quarterly if each index closes at or above 70% of its initial level on the observation date for that period due 8/31/2021

Barclays Bank plc 0.00% due 2/28/2025

Barclays Bank plc 11% per year, payable monthly if fETF closes above its coupon barrier on observation date for that month; Coupon barrier: $11.70, 70% of initial level due 8/31/2021

Barclays Bank plc 0.00% due 2/28/2025

Barclays Bank plc 0.00% due 2/28/2025

Barclays Bank plc 0.00% due 2/28/2025

Barclays Bank plc 5.05% due 8/31/2021

Barclays Bank plc 3.15% due 2/28/2025

Barclays Bank plc 3.75% due 8/31/2023

Barclays Bank plc 0.00% due 2/28/2025

Barclays Bank plc 0.00% due 2/28/2025

Barclays Bank plc 0.00% due 2/28/2025

Barclays Bank plc 0.00% due 2/28/2025

Barclays Bank plc 0.00% due 2/28/2025

Barclays Bank plc 0.00% due 2/28/2025

Barclays Bank plc 0.00% due 2/28/2025

Barclays Bank plc 6% initially, payable quarterly if each index closes at or above coupon barrier value on observation date for that period; Coupon barriers: 16,248.82 for Dow, 5,300.92 for Nasdaq, 943.14 for Russell, 60% of initial levels due 2/28/2030

Barclays Bank plc 6% initially, payable quarterly if each index closes at or above coupon barrier value on observation date for that period; Coupon barriers: 18,956.95 for Dow, 2,189.75 for S&P, 1,100.33 for Russell, 70% of initial levels due 2/28/2025

Barclays Bank plc 9% per year, payable quarterly if index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier: 63.9; 70%of initial level due 2/28/2030

Barclays Bank plc 8.35% initially, payable quarterly if each index closes at or above coupon barrier value on observation date for that period; Coupon barriers: 2,189.75 for S&P, 1,100.33 for Russell, 739.58 for EM, 70% of initial levels due 8/29/2023

Barclays Bank plc 5.15%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 2,033.34 for S&P, 1,021.374 for Russell, 65% of initial levels due 2/28/2025

Barclays Bank plc 7%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 2,189.75 for S&P, 1,100.33 for Russell, 70% of initial levels due 2/28/2030

Barclays Bank plc 6%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 2,189.75 for S&P, 1,100.33 for Russell, 70% of initial levels due 2/28/2030

Barclays Bank plc 10.25% per year, payable monthly if each underlying asset closes at or above coupon barrier level observation date for that period; Coupon barriers: 2,033.34 for index, $10.87 for ETF, 65% of initial levels due 2/28/2023

Barclays Bank plc 6% per year, payable quarterly if index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier: 2,346.16; 75% of initial level due 2/28/2030

Barclays Bank plc Each quarter, notes pay contingent coupon unless any index closes below coupon barrier level on observation date for that quarter; coupon is 7% for first five years, stepping up to 10% beginning in May 2025; Coupon barriers: 20,311.02 for Dow, 1,178.93 for Russell and 6,626.15 for Nasdaq; 75% of initial levels due 2/28/2030

Barclays Bank plc Each quarter, notes pay contingent coupon unless any index closes below coupon barrier level on observation date for that quarter; coupon is 6% for the first five years, stepping up to 8% beginning in May 2025 and to 9% in May 2028; Coupon barrier levels: 2,346.16 for S&P, 1,178.92 for Russell; 75% of initial level due 2/28/2030

Barclays Bank plc 0.00% due 2/28/2022

Barclays Bank plc 0.00% due 2/28/2025

Barclays Bank plc 7% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 6,626.15 for Nasdaq, 1,178.92 for Russell, 20,311.02 for Dow; 75% of initial levels due 2/28/2030

Barclays Bank plc 5.5% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 18,956.95 for Dow, 1,100.33 for Russell, 6,184.41 for Nasdaq; 70% of initial levels due 2/28/2025

Barclays Bank plc 6.25% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 6,184.41 for Nasdaq, 1,100.33 for Russell, 18,956.95 for Dow; 70% of initial levels due 11/30/2022

Barclays Bank plc 5% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 5,300.92 for Nasdaq, 943.14 for Russell, 1,876.93 for S&P; 60% of initial levels due 2/28/2030

Barclays Bank plc 5% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barriers: 2,189.75 for S&P and 1,100.33 for Russell; 70% of initial levels due 2/28/2030

Barclays Bank plc 6% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barriers: 2,346.16 for S&P and 1,178.92 for Russell; 75% of initial levels due 2/26/2027

Barclays Bank plc 10.26%, payable quarterly if each ETF closes at or above its coupon barrier on related observation date; Coupon barriers: $29.88 for retail ETF, $67.99 for health care ETF, $94.45 for semiconductor ETF; 70% of initial prices due 3/2/2022

Barclays Bank plc 0.00% due 2/28/2023

Barclays Bank plc 0.00% due 3/4/2025

Barclays Bank plc 4.35% initially, payable quarterly if each index closes at or above coupon barrier value on observation date for that period; Coupon barriers: 1,139.67 for Russell, 2,258.12 for S&P, 19,572.56 for Dow, 70% of initial levels due 2/27/2025

Barclays Bank plc 5%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 1,935.53 for S&P, 976.86 for Russell, 60% of initial levels due 2/28/2030

Barclays Bank plc 25.25% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter; Downside threshold: $18.50, 50% of initial share price due 5/27/2022

Barclays Bank plc 9.6% per year, payable quarterly if each index closes at or above coupon barrier level on determination date that quarter; Coupon barrier levels: 1,139.673 for Russell, 2,258.123 for S&P, 66.003 for Stoxx, 70% of initial levels due 3/1/2023

Barclays Bank plc 0.00% due 2/26/2024

Barclays Bank plc 26%, payable quarterly if each asset closes at or above coupon barrier on related observation date; Coupon barriers: $12.27 for American Airlines, $19.05 for Twitter, $18.95 for Uber, $28.80 for Micron; 55% of initial levels due 2/28/2023

Barclays Bank plc 5.5% annualized, payable quarterly if each asset closes at or above coupon barrier on related observation date; Coupon barriers: 6,355.74 for Nasdaq, $29.17 for ETF, 1,139.67 for Russell; 70% of initial levels due 2/27/2025

Barclays Bank plc 5.5% annualized, payable quarterly if each asset closes at or above coupon barrier on related observation date; Coupon barriers: 6,355.74 for Nasdaq, $29.17 for ETF, 1,139.67 for Russell; 70% of initial levels due 2/27/2025

Barclays Bank plc 7.75% annualized, payable quarterly if each asset closes at or above coupon barrier on related observation date; Coupon barriers: 6,355.74 for Nasdaq, $29.17 for ETF, 1,139.67 for Russell; 70% of initial levels due 2/27/2025

Barclays Bank plc 0.00% due 2/27/2025

Barclays Bank plc 1.5% initially, stepping up to 1.8% on Feb. 27, 2021; payable semiannually due 2/28/2022

Barclays Bank plc 5.3%, payable quarterly if the ETF closes at or above coupon barrier on related observation date; Coupon barrier: $116.97, 70% of initial level due 2/24/2023

Barclays Bank plc 9.22% per year, payable quarterly if each index closes at or above its coupon barrier level on each trading day during the quarterly observation period; Coupon barrier levels: 6,355.742 for Nasdaq, 1,139.673 for Russell, 2,258.12 for S&P; 70% of initial levels due 11/28/2023

Barclays Bank plc 7% per year, payable quarterly if each index closes above its coupon barrier on the observation date for that quarter; Coupon barriers: 6,612.68 for Nasdaq, 1,175.03 for Russell, 20,294.69 for Dow, 70% of initial levels due 11/26/2021

Barclays Bank plc 0.00% due 2/25/2027

Barclays Bank plc 0.00% due 2/26/2024

Barclays Bank plc 0.00% due 2/26/2024

Barclays Bank plc 0.00% due 2/24/2023

Barclays Bank plc 0.00% due 2/25/2025

Barclays Bank plc 0.00% due 11/28/2025

Barclays Bank plc 0.00% due 2/26/2025

Barclays Bank plc 10% per year, payable quarterly if each underlying asset closes at or above coupon barrier level observation date for that period; Coupon barriers: $4.40 for Alerian, $10.81 for Oil & Gas, 57.5% of initial levels due 8/24/2023

Barclays Bank plc 10.75%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 73.83 for Stoxx, 1,258.96 for Russell, 75% of initial levels due 2/26/2030

Barclays Bank plc 10.5% per year, payable semiannually if each underlying asset closes at or above coupon barrier level observation date for that period; Coupon barriers: 2,169.54 for index, $12.22 for ETF, 65% of initial levels due 2/24/2023

Barclays Bank plc 12% per year, payable semiannually if each underlying asset closes at or above coupon barrier level observation date for that period; Coupon barriers: 2,169.54 for index, $12.22 for ETF, 65% of initial levels due 2/24/2023

Barclays Bank plc 8.15% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter; Downside threshold: $57.33, 75% of initial share price due 2/24/2023

Barclays Bank plc 6.75% per year, payable quarterly if each index closes at or above coupon barrier on determination date quarter; Coupon barriers: 8,029.685 for Nasdaq, 1,426.818 for Russell, 2,837.088 for S&P, or 85% of initial levels due 2/25/2022

Barclays Bank plc 5.3% per year, payable quarterly if each index closes at or above coupon barrier level on determination date that quarter; Coupon barrier levels: 1,091.096 for Russell, 2,169.538 for S&P, 2,470.247 for Stoxx, 65% of initial levels due 2/24/2023

Barclays Bank plc 9.6% per year, payable quarterly if each index closes at or above coupon barrier level on determination date that quarter; Coupon barrier levels: 1,175.026 for Russell, 2,336.425 for S&P, 68.908 for Stoxx Banks, 70% of initial levels due 8/25/2022

Barclays Bank plc 0.00% due 2/26/2025

Barclays Bank plc 0.00% due 8/26/2025

Barclays Bank plc 8.75% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 20,294.69 for Dow, 1,175.03 for Russell, 68.91 for Stoxx; 70% of initial levels due 2/26/2025

Barclays Bank plc 5.25% annualized, payable each quarter that each index closes at or above coupon barrier on observation date for that period; Coupon barriers: 20,453.99 for Dow, 6,739.48 for Nasdaq, 1,187.25 for Russell; 70% of initial levels due 2/25/2022

Barclays Bank plc 7.05% initially, payable quarterly if each index closes at or above coupon barrier value on observation date for that period; Coupon barrier levels: 1,015.54 for Russell, 2,031.69 for S&P, 17,608.82 for Dow, 5,831.24 for Nasdaq, 60% of initial levels due 2/25/2030

Barclays Bank plc 9% per year, payable quarterly if each index closes at or above its barrier level on each trading day during the quarterly observation period; Coupon barrier levels: 6,803.109 for Nasdaq, 1,184.801 for Russell, 2,370.31 for S&P; 70% of initial levels due 11/24/2023

Barclays Bank plc 8.05% per year, payable quarterly if each index closes at or above its barrier level on each day during that quarter; Coupon barrier levels: 2,676.09 for Stoxx, 1,187.248 for Russell, 2,361.26 for S&P; 70% of initial levels due 2/23/2024

Barclays Bank plc 10.8% per year, payable quarterly if each asset closes at or above its coupon barrier, 60% of its initial level, on the related observation date due 2/25/2022

Barclays Bank plc 7.25%, payable quarterly if each index closes at or above coupon barrier value on observation date for that period; Coupon barriers: 2,370.31 for S&P, 1,184.80 for Russell, 20,543.62 for Dow; 70% of initial levels due 2/24/2026

Barclays Bank plc 9.6%, payable quarterly if each ETF closes at or above its coupon barrier on related observation date; Coupon barriers: $140.78 for QQQ ETF, $28.63 for Mexico ETF, $26.32 for Brazil ETF; 60% of initial prices due 2/24/2023

Barclays Bank plc 8% per year, payable quarterly if each index closes at or above its barrier level on each trading day during the quarterly observation period; Coupon barrier levels: 2,705.63 for Stoxx, 1,184.801 for Russell, 2,370.31 for S&P; 70% of initial levels due 11/24/2023

Barclays Bank plc 7.5% per year, payable quarterly if each index closes at or above its barrier level on each trading day during the quarterly observation period; Coupon barrier levels: 6,317.173 for Nasdaq, 1,100.172 for Russell, 2,201.00 for S&P; 65% of initial levels due 11/24/2023

Barclays Bank plc 0.00% due 2/20/2024

Barclays Bank plc 0.00% due 2/17/2022

Barclays Bank plc 0.00% due 2/20/2025

Barclays Bank plc 10%, payable quarterly if each index closes at or above coupon barrier value on observation date for that period; Coupon barriers: 70.83 for Stoxx Banks, 1,181.31 for Russell, 20,578.66 for Dow; 70% of initial levels due 2/20/2025

Barclays Bank plc 7.25% initially, payable quarterly if each index closes at or above coupon barrier value on observation date for that period; Coupon barriers: 20,578.66 for Dow, 1,181.31 for Russell, 6,736.51 for Nasdaq; 70% of initial levels due 2/20/2025

Barclays Bank plc 6.05% initially, payable quarterly if each index closes at or above coupon barrier value on observation date for that period; Coupon barriers: 17,638.85 for Dow, 1,012.55 for Russell, 2,028.10 for S&P; 60% of initial levels due 2/20/2025

Barclays Bank plc 10% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter; Downside threshold: $202.853, 70% of initial share price due 2/19/2021

Barclays Bank plc 6.2% per year, payable quarterly if each index closes at or above coupon barrier level on determination date that quarter; Coupon barrier levels: 1,181.309 for Russell, 2,366.112 for S&P, 2,688.679 for Stoxx, 70% of initial levels due 2/17/2023

Barclays Bank plc 13% per year, payable quarterly if each index closes at or above coupon barrier on every day that quarter; Coupon barriers: 1,265.688 for Russell, 2,535.12 for S&P, 75.885 for Stoxx Banks, or 75% of initial levels due 2/17/2023

Barclays Bank plc 9%, payable monthly if each asset closes at or above coupon barrier on related observation date; Coupon barriers: $159.27 for AvalonBay, $60.52 for Equity Residential, $97.24 for Simon Property; 70% of initial levels due 2/17/2023

Barclays Bank plc 20%, payable monthly if each asset closes at or above coupon barrier on related observation date; Coupon barriers: $22.15 for Twitter, $23.80 for Uber, $179.27 for UnitedHealth; 60% of initial levels due 2/20/2026

Barclays Bank plc 6.05%, payable quarterly if each underlier closes at or above coupon barrier on related observation date; Coupon barriers: $117.53 for Russell ETF, $32.07 for S&P Bank ETF, 70% of initial levels due 2/17/2023

Barclays Bank plc 7.55%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 6,736.506 for Nasdaq, 1,181.309 for Russell, 70% of initial levels due 2/20/2025

Barclays Bank plc 6.15% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,361.76 for S&P, 1,185.62 for Russell, 20,596.32 for Dow; 70% of initial levels due 2/19/2030

Barclays Bank plc 9% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barriers: $22.05, 55% of initial levels due 2/19/2025

Barclays Bank plc 0.00% due 2/18/2025

Barclays Bank plc 10% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter; Downside threshold: $6.18, 75% of initial share price due 2/18/2021

Barclays Bank plc 2.1% initially, stepping up to 2.2% on Feb. 18, 2023; payable semiannually due 2/18/2025

Barclays Bank plc 0.00% due 8/16/2027

Barclays Bank plc 12%, payable quarterly if each index closes at or above coupon barrier value on observation date for that period; Coupon barriers: 74.94 for Stoxx Banks, 1,258.14 for Russell, 2,518.31 for S&P; 75% of initial levels due 2/14/2030

Barclays Bank plc 9%, payable semiannually if each ETF closes at or above coupon barrier value on observation date for that period; Coupon barriers: $25.79 for Brazil, $99.49 for Russell, $200.81 for S&P; 60% of initial levels due 2/16/2023

Barclays Bank plc 6.5% annualized, payable quarterly if each asset closes at or above coupon barrier on related observation date; Coupon barriers: 7.138.4 for Nasdaq, 1,258.14 for Russell, $23.34 for ETF; 70% of initial levels due 11/18/2022

Barclays Bank plc 2.25% initially, stepping up to 2.5% on Feb. 13, 2023 and to 3.5% on Feb. 13, 2025; payable semiannually due 2/13/2026

Barclays Bank plc 6.25% per year, payable monthly if each ETF closes at or above its coupon barrier, 80% of its initial level, on the related observation date due 2/13/2026

Barclays Bank plc 0.00% due 2/9/2023

Barclays Bank plc 8.05% per year, payable monthly if each asset closes at or above its coupon barrier, 80% of its initial level, on the related observation date due 2/12/2025

Barclays Bank plc 6% initially, payable quarterly if each index closes at or above coupon barrier value on observation date for that period; Coupon barriers: 2,163.01 for S&P, 1,076.96 for Russell, 6,110.72 for Nasdaq; 65% of initial levels due 2/12/2025

Barclays Bank plc 9% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter; Downside threshold: $30.76, 80% of initial share price due 2/10/2023

Barclays Bank plc 8.25% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter; Downside threshold: $35.978, 75% of initial share price due 2/10/2023

Barclays Bank plc 9% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter; Downside threshold: $53.67, 75% of initial share price due 2/10/2023

Barclays Bank plc 11.15% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter; Downside threshold: $31.284, 55% of initial share price due 2/10/2023

Barclays Bank plc 12% per year, payable monthly if shares close at or above downside threshold level on determination date for that month; Downside threshold: $11.991, 70% of initial share price due 8/12/2020

Barclays Bank plc 0.00% due 1/23/2048

Barclays Bank plc 0.00% due 2/11/2025

Barclays Bank plc 6.5% annualized, payable semiannually if each ETF closes at or above 70% coupon barrier on observation date for that period due 2/12/2025

Barclays Bank plc 0.00% due 2/11/2025

Barclays Bank plc 8.15% per year, payable quarterly if each index closes at or above its barrier level on each trading day during the quarterly observation period; Coupon barrier levels: 6,612.141 for Nasdaq, 1,174.22 for Russell, 2,342.05 for S&P; 70% of initial levels due 11/9/2023

Barclays Bank plc 6.70% due 2/10/2021

Barclays Bank plc 0.00% due 2/14/2022

Barclays Bank plc 7.5% per year, payable monthly if each asset closes at or above its coupon barrier on the related observation date; Coupon barriers: $13.17 for Silver, $22.44 for Gold; 80% of initial levels due 2/10/2025

Barclays Bank plc 7.5% initially, payable quarterly if each index closes at or above coupon barrier value on observation date for that period; Coupon barriers: 2,334.28 for S&P, 1,177.34 for Russell, 1,415.5 for EAFE; 70% of initial levels due 2/10/2025

Barclays Bank plc 5.7% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 6,557.2367 for Nasdaq, 1,177.3447 for Russell, 20,503.595 for Dow; 70% of initial levels due 11/9/2023

Barclays Bank plc 8.1% annualized, payable monthly if each asset closes at or above coupon barrier on related observation date; Coupon barriers: 2,334.28 for S&P, 1,177.3447 for Russell, $30.75 for ETF; 70% of initial levels due 2/10/2025

Barclays Bank plc 8.25% per year, payable quarterly if each index closes at or above its barrier level on each trading day during the quarterly observation period; Coupon barrier levels: 6,557.237 for Nasdaq, 1,177.345 for Russell, 2,334.28 for S&P; 70% of initial levels due 11/9/2023

Barclays Bank plc 0.00% due 2/8/2024

Barclays Bank plc 0.00% due 5/9/2024

Barclays Bank plc 0.00% due 8/8/2023

Barclays Bank plc 5.9% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 6,844.67 for Nasdaq, 1,224.15 for Russell, 21,299.86 for Dow; 75% of initial levels due 11/7/2024

Barclays Bank plc 7% per year, payable quarterly if each index closes at or above its barrier level on each trading day during the quarterly observation period; Coupon barrier levels: 1,390.41 for EAFE, 1,142.544 for Russell, 2,274.24 for S&P; 70% of initial levels due 2/6/2025

Barclays Bank plc 7.25% per year, payable quarterly if each index closes at or above its barrier level on each trading day during the quarterly observation period; Coupon barrier levels: 1,390.41 for EAFE, 1,142.544 for Russell, 2,274.24 for S&P; 70% of initial levels due 2/6/2025

Barclays Bank plc 7.4% per year, payable quarterly if each index closes at or above its barrier level on each trading day during the quarterly observation period; Coupon barrier levels: 1,390.41 for MSCI EAFE, 1,142.544 for Russell, 2,274.24 for S&P; 70% of initial levels due 2/6/2025

Barclays Bank plc 7% per year, payable quarterly if each index closes above its coupon barrier on the related observation date; Coupon barriers: 21,192.02 for Dow, 6,743.63 for Nasdaq, 75% of initial levels due 1/29/2021

Barclays Bank plc 7.5% per year, payable monthly if each index closes above its coupon barrier on the related observation date; Coupon barriers: 19,779.22 for Dow, 1,129.84 for Russell, 2,257.86 for S&P, 70% of initial levels due 7/30/2021

Barclays Bank plc 0.00% due 1/31/2023

Barclays Bank plc 12% per year, payable monthly if the ETF closes above its coupon barrier ($12.45, or 65% of its initial level), on the observation date that month due 4/30/2021

Barclays Bank plc 0.00% due 1/31/2025

Barclays Bank plc 0.00% due 1/31/2025

Barclays Bank plc 0.00% due 8/3/2022

Barclays Bank plc 0.00% due 7/29/2022

Barclays Bank plc 0.00% due 8/4/2022

Barclays Bank plc 0.00% due 1/31/2025

Barclays Bank plc 0.00% due 1/26/2023

Barclays Bank plc 0.00% due 1/31/2025

Barclays Bank plc 0.00% due 1/31/2023

Barclays Bank plc 0.00% due 2/5/2025

Barclays Bank plc 0.00% due 1/31/2025

Barclays Bank plc 0.00% due 1/31/2024

Barclays Bank plc 0.00% due 1/31/2022

Barclays Bank plc 6.15% per year, payable quarterly if each index closes at or above coupon barrier value on observation date for that period; Coupon barriers: 6,294.06 for Nasdaq, 1,129.84 for Russell and 19,779.22 for Dow; 70% of initial levels due 2/5/2025

Barclays Bank plc 6.75% per year, payable quarterly if each index closes at or above coupon barrier value on observation date for that period; Coupon barriers: 19,779.22 for Dow, 1,129.84 for Russell, 2,257.86 for S&P; 70% of initial levels due 10/31/2023

Barclays Bank plc 7.5% per year, payable quarterly if each index closes at or above coupon barrier value on observation date for that period; Coupon barriers: 19,779.22 for Dow, 1,129.84 for Russell, 2,257.86 for S&P; 70% of initial levels due 1/31/2025

Barclays Bank plc 11% per year, payable monthly if each underlying asset closes at or above coupon barrier level observation date for that period; Coupon barriers: 1,935.31 for index, $11.50 for ETF, 60% of initial levels due 1/31/2023

Barclays Bank plc 8.5% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter; Downside threshold: $126.928, 80% of initial share price due 2/3/2023

Barclays Bank plc 8.6% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter; Downside threshold: $154.943, 75% of initial share price due 2/3/2023

Barclays Bank plc 8.1% per year, payable quarterly if each index closes at or above downside threshold on determination date for that quarter; Downside thresholds: 7,193.210 for Nasdaq, 1,291.249 for Russell and 2,580.416 for S&P, or 80% of initial levels due 2/3/2023

Barclays Bank plc 8.4% per year, payable quarterly if each index closes at or above downside threshold on every day that quarter; Downside thresholds: 17,403.885 for Nikkei, 1,210.546 for Russell and 2,419.1 for S&P, or 75% of initial levels due 8/4/2022

Barclays Bank plc 8% per year, payable quarterly if each index closes at or above downside threshold on determination date quarter; Downside thresholds: 1,246.485 for Topix, 2,694.273 for Stoxx and 2,386.885 for S&P, or 74% of initial levels due 2/3/2022

Barclays Bank plc 12.25% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter; Downside threshold: $21.774, 60% of initial share price due 2/3/2023

Barclays Bank plc 14% per year, payable quarterly if each index closes at or above downside threshold level on every day that quarter; Downside threshold levels: 968.437 for Russell, 2,184.546 for Stoxx, 1,935.312 for S&P, or 60% of initial levels due 2/3/2023

Barclays Bank plc 10% per year, payable quarterly if each index closes at or above coupon barrier on every day that quarter; Coupon barriers: 1,210.546 for Russell, 2,730.683 for Stoxx, 2,419.14 for S&P, or 75% of initial levels due 8/3/2023

Barclays Bank plc 14.4% per year, payable quarterly if each index closes at or above coupon barrier on every day that quarter; Coupon threshold levels: 1,210.546 for Russell, 68.543 for Stoxx Banks, 2,419.140 for S&P, or 75% of initial levels due 8/4/2022

Barclays Bank plc 9.1% per year, payable quarterly if each index closes at or above coupon barrier on every day that quarter; Coupon barriers: 1,210.546 for Russell, 6,743.634 for Nasdaq, 2,419.14 for S&P, or 75% of initial levels due 11/3/2023

Barclays Bank plc 6% per year, payable quarterly if index closes at or above coupon barrier level on determination date for that quarter; Coupon barrier: 2,419.14, 75% of initial level due 2/5/2030

Barclays Bank plc 0.00% due 2/5/2026

Barclays Bank plc 0.00% due 2/5/2025

Barclays Bank plc 0.00% due 1/26/2023

Barclays Bank plc 0.00% due 7/31/2023

Barclays Bank plc 7.25% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 6,294.06 for Nasdaq, 1,129.84 for Russell, 19,779.22 for Dow; 70% of initial levels due 1/31/2025

Barclays Bank plc 0.00% due 3/26/2021

Barclays Bank plc 0.00% due 1/31/2025

Barclays Bank plc 0.00% due 8/4/2021

Barclays Bank plc 0.00% due 3/26/2021

Barclays Bank plc 0.00% due 1/28/2022

Barclays Bank plc 0.00% due 2/4/2026

Barclays Bank plc 0.00% due 1/28/2022

Barclays Bank plc 0.00% due 1/27/2023

Barclays Bank plc 20.5%, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $208.78 for Netflix, $22.01 for Uber and $39.05 for Spirit, or 60% of initial share prices due 2/4/2026

Barclays Bank plc 9.35% per year, payable quarterly if each index closes at or above its coupon barrier level on each trading day during the quarterly observation period; Coupon barrier levels: 6,371.129 for Nasdaq, 1,154.455 for Russell, 2,291.38 for S&P; 70% of initial levels due 11/2/2023

Barclays Bank plc 6.25%, payable quarterly if each index closes above 75% of initial level on observation date due 1/26/2021

Barclays Bank plc 8.1% per year, payable quarterly if each index closes at or above coupon barrier level on determination date; Coupon barriers: 20,114.12 for Dow, 1,154.45 for Russell, 6,371.13 for Nasdaq, 70% of initial levels due 2/3/2025

Barclays Bank plc 6.5% per year, payable semiannually if each index closes at or above coupon barrier level on determination date; Coupon barriers: 20,114.12 for Dow, 1,154.45 for Russell, 2,291.42 for S&P, 70% of initial levels due 2/3/2025

Barclays Bank plc 7.1% per year, payable quarterly if each index closes at or above coupon barrier level on determination date; Coupon barriers: 17,121.48 for Dow, 986.48 for Russell, 1,946.18 for S&P, 60% of initial levels due 2/1/2023

Barclays Bank plc 0.00% due 3/31/2021

Barclays Bank plc 12.4% per year, payable quarterly if each index closes at or above downside threshold on every day that quarter; Downside threshold levels: 1,236.916 for Russell, 2,802.27 for Stoxx, 2,455.05 for S&P, or 75% of initial levels due 8/3/2023

Barclays Bank plc 7.75% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 6,371.13 for Nasdaq, 1,154.45 for Russell, 20,114.12 for Dow; 70% of initial levels due 2/3/2025

Barclays Bank plc 8.75% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 7,281.29 for Nasdaq, 1,319.38 for Russell, 22,987.56 for Dow; 80% of initial levels due 2/3/2026

Barclays Bank plc 6.5% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 5,460.97 for Nasdaq, 989.53 for Russell, 1,964.07 for S&P; 60% of initial levels due 2/3/2025

Barclays Bank plc 15.4% annualized, payable quarterly if each asset closes at or above coupon barrier on observation date for that quarter; Coupon barrier levels: $8.78 for Plains, $6.43 for Energy Transfer, $84.02 for Microsoft, 50% of initial levels due 2/1/2024

Barclays Bank plc 8% annualized, payable quarterly if each asset closes at or above coupon barrier on observation date for that period; Coupon barriers: 2,291.42 for S&P, $48.09 MSCI EAFE, $28.84 China Large-Cap, 70% of initial levels due 1/29/2027

Barclays Bank plc 0.00% due 1/31/2025

Barclays Bank plc 0.00% due 1/31/2025

Barclays Bank plc 8.4%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 20,114.12 for Dow, 6,371.12 for Nasdaq, 70% of initial levels due 2/2/2023

Barclays Bank plc 8.05%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 1,154.455 for Russell, 6,371.129 for Nasdaq, 70% of initial levels due 1/29/2030

Barclays Bank plc 8%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 1,649.221 for Russell, 3,273.40 for S&P, 70% of initial levels due 2/2/2023

Barclays Bank plc 0.00% due 1/29/2027

Barclays Bank plc 0.00% due 1/29/2027

Barclays Bank plc 5.5% per year, payable monthly if each index closes above its coupon barrier on the related observation date; Coupon barriers: 20,106.0 for Dow, 1,100.35 for Russell, 2,293.37 for S&P, 70% of initial levels due 7/30/2021

Barclays Bank plc 0.00% due 1/31/2025

Barclays Bank plc 10% per year, payable monthly if the ETF closes at or above its coupon barrier on the observation date for that month; Coupon barrier: $12.98, 65% of initial level due 4/30/2021

Barclays Bank plc 0.00% due 1/31/2025

Barclays Bank plc 0.00% due 1/31/2025

Barclays Bank plc 0.00% due 1/28/2025

Barclays Bank plc 3.50% due 7/26/2023

Barclays Bank plc 3.40% due 1/31/2025

Barclays Bank plc 3.60% due 1/29/2027

Barclays Bank plc 0.00% due 1/31/2025

Barclays Bank plc 0.00% due 1/31/2025

Barclays Bank plc 0.00% due 1/31/2025

Barclays Bank plc 0.00% due 1/31/2025

Barclays Bank plc 0.00% due 1/31/2025

Barclays Bank plc 0.00% due 1/31/2025

Barclays Bank plc 0.00% due 1/28/2025

Barclays Bank plc 0.00% due 7/26/2022

Barclays Bank plc 0.00% due 1/31/2025

Barclays Bank plc 10%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 65.08 for Stoxx, 1,160.82 for Russell, 70% of initial levels due 1/31/2030

Barclays Bank plc 7% initially, payable quarterly if each index closes at or above coupon barrier value on observation date for that period; Coupon barriers: 6,363.65 for Nasdaq, 1,160.82 for Russell, 20,106.00 for Dow; 70% of initial levels due 1/31/2030

Barclays Bank plc 7.5%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 1,160.82 for Russell, 2,293.37 for S&P, 70% of initial levels due 1/31/2030

Barclays Bank plc 6%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 1,160.82 for Russell, 2,293.37 for S&P, 70% of initial levels due 1/31/2030

Barclays Bank plc 6%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 994.99 for Russell, 1,965.74 for S&P, 60% of initial levels due 1/31/2030

Barclays Bank plc 6% per year, payable quarterly if each index closes at or above coupon barrier value on observation date for that period; Coupon barriers: 20,106.00 for Dow, 1,160.82 for Russell, 2,293.37 for S&P; 70% of initial levels due 1/31/2025

Barclays Bank plc 8.2% initially, payable quarterly if each index closes at or above coupon barrier value on observation date for that period; Coupon barriers: 2,293.37 for S&P, 1,160.82 for Russell, 771.20 for EM; 70% of initial levels due 8/1/2023

Barclays Bank plc 9.5% per year, payable monthly if each underlying asset closes at or above coupon barrier level observation date for that period; Coupon barriers: 1,965.74 for index, $11.98 for ETF, 60% of initial levels due 1/31/2023

Barclays Bank plc 6% per year, payable quarterly if index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier: 2,457.18; 75%of initial level due 1/31/2030

Barclays Bank plc Each quarter, notes pay contingent coupon unless any index closes below coupon barrier level on observation date for that quarter; coupon is 6.25% for the first five years, stepping up to 8.5% beginning in April 2025 and to 10% in April 2028; Coupon barrier levels: 2,457.18 for S&P, 1,243.73 for Russell; 75% of initial level due 1/31/2030

Barclays Bank plc 0.00% due 1/31/2024

Barclays Bank plc 9.5%, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $40.39 for Intel, $69.96 for Walmart and $40.39 for Morgan Stanley, or 60% of initial share prices due 1/31/2023

Barclays Bank plc 5.25% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 6,363.65 for Nasdaq, 1,160.82 for Russell, 20,106.00 for Dow; 70% of initial levels due 1/31/2025

Barclays Bank plc 6.2% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 6,363.65 for Nasdaq, 1,160.82 for Russell, 2,293.37 for S&P; 70% of initial levels due 1/31/2030

Barclays Bank plc 7% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 6,818.20 for Nasdaq, 1,243.74 for Russell, 2,457.18 for S&P; 75% of initial levels due 1/31/2030

Barclays Bank plc 5% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barriers: 2,129.56 for S&P and 1,077.90 for Russell; 65% of initial levels due 1/31/2030

Barclays Bank plc 6% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barriers: 2,457.18 for S&P and 1,243.74 for Russell; 75% of initial levels due 1/29/2027

Barclays Bank plc 8.4% per year, payable quarterly if each index closes at or above its barrier level on each trading day during the quarterly observation period; Coupon barrier levels: 5,818.916 for Nasdaq, 1,068.690 for Russell, 2,108.36 for S&P; 65% of initial levels due 11/1/2023

Barclays Bank plc 9.35% per year, payable quarterly if each index closes at or above its coupon barrier level on each trading day during the quarterly observation period; Coupon barrier levels: 6,266.525 for Nasdaq, 1,150.897 for Russell, 2,270.54 for S&P; 70% of initial levels due 11/1/2023

Barclays Bank plc 0.00% due 1/31/2030

Barclays Bank plc 0.00% due 1/31/2025

Barclays Bank plc 0.00% due 1/31/2024

Barclays Bank plc 9.5% per year, payable monthly if each underlier closes at or above coupon barrier on determination date; Coupon barriers: $23.26 for gold ETF, $32.54 for China ETF; 80% of initial levels due 7/29/2027

Barclays Bank plc 6.55%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 1,233.1 for Russell, 2,432.72 for S&P, 75% of initial levels due 1/31/2030

Barclays Bank plc 5.3% yearly, payable quarterly if index closes at or above coupon barrier value on observation date for that period; Coupon barrier: 2,270.54; 70% of initial level due 1/31/2030

Barclays Bank plc 5.85% per year, payable quarterly if each underlying asset closes at or above coupon barrier level observation date for that period; Coupon barriers: 6,266.53 for Nasdaq, 1,150.9 for Russell, $30.14 for ETF, 70% of initial levels due 1/30/2025

Barclays Bank plc 12%, payable semiannually if each fund closes at or above barrier level on observation date; Coupon barrier levels: $210.28 for S&P ETF, $141.77 for Invesco, $9.24 for Petrobras, $5.15 for Bradesco, $5.15 for Itau; 65% of initial levels due 2/2/2023

Barclays Bank plc 7.7%, payable monthly due 1/27/2021

Barclays Bank plc 7.22%, payable monthly due 10/28/2020

Barclays Bank plc 0.00% due 1/29/2024

Barclays Bank plc 0.00% due 1/29/2024

Barclays Bank plc 9.25% per year, payable quarterly if each underlier closes at or above coupon barrier on determination date; Coupon barriers: 60.55 for index, $13.29 for ETF; 65% of initial levels due 7/29/2027

Barclays Bank plc 6% per year, payable monthly if each asset closes at or above its coupon barrier on the related observation date; Coupon barriers: $13.53 for Silver, $23.38 for Gold; 80% of initial levels due 1/29/2025

Barclays Bank plc 5.5% per year, payable monthly if each underlier closes at or above coupon barrier on determination date; 7,609.35 for index, $36.60 for ETF; 85% of initial levels due 1/31/2023

Barclays Bank plc 0.00% due 7/29/2025

Barclays Bank plc 0.00% due 7/29/2024

Barclays Bank plc 7.5% per year, payable semiannually if each index closes at or above coupon barrier value on observation date for that period; Coupon barriers: 2,471.6 for S&P, 1,246.67 for Russell, 21,742.30 for Dow; 75% of initial levels due 1/29/2026

Barclays Bank plc 9%, payable monthly if each asset closes at or above coupon barrier level on observation date for that period; Coupon barriers: 1,163.56 for Russell, 2,306.83 for S&P, $31.22 for ETF, 70% of initial levels due 1/28/2026

Barclays Bank plc 12.5% per year, payable semiannually if each underlying asset closes at or above coupon barrier level observation date for that period; Coupon barriers: 2,142.06 for index, $13.29 for ETF, 65% of initial levels due 1/27/2023

Barclays Bank plc 11% per year, payable semiannually if each underlying asset closes at or above coupon barrier level observation date for that period; Coupon barriers: 2,142.06 for index, $13.29 for ETF, 65% of initial levels due 1/27/2023

Barclays Bank plc 8% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter; Downside threshold: $1,489.312, 80% of initial share price due 1/27/2023

Barclays Bank plc 9.75% per year, payable quarterly if worst performing shares close at or above downside threshold level on determination date for that quarter; Downside thresholds: $23.478 for BofA, $54.894 for Citi, $93.205 for JPMorgan, 70% of initial share price due 7/28/2022

Barclays Bank plc 9% per year, payable quarterly if worst performing shares close at or above downside threshold level on determination date for that quarter; Downside thresholds: $162.40 for Home Depot, $84.161 for Lowe’s, 70% of initial share price due 1/27/2023

Barclays Bank plc 6% per year, payable quarterly if each index closes at or above downside threshold level on observation date that quarter; Downside threshold levels: 1,080.451 for Russell, 2,456454 for Stoxx, 2,456.454 for S&P, or 65% of initial levels due 7/28/2022

Barclays Bank plc 7.05% per year, payable quarterly if each index closes at or above downside threshold level on every day that quarter; Downside threshold levels: 1,163.562 for Russell, 2,645.412 for Stoxx, 2,306.829 for S&P, or 70% of initial levels due 7/28/2022

Barclays Bank plc 6.25% per year, payable quarterly if each index closes at or above coupon barrier on every day that quarter; Coupon barriers: 1,163.562 for Russell, 2,645.412 for Stoxx, 2,306.829 for S&P, or 70% of initial levels due 1/27/2023

Barclays Bank plc 10.75% per year, payable quarterly if each index closes at or above downside threshold level on observation date that quarter; Downside threshold levels: 1,163.562 for Russell, 65.205 for Stoxx, 2,306.829 for S&P, or 70% of initial levels due 1/27/2023

Barclays Bank plc 8% per year, payable quarterly if each index closes at or above downside threshold level on determination date that quarter; Downside threshold levels: 1,246.674 for Russell, 839.543 for MSCI Emerging Markets, 2,471.603 for S&P, or 75% of initial levels due 7/28/2022

Barclays Bank plc 0.00% due 4/29/2020

Barclays Bank plc 0.00% due 7/29/2025

Barclays Bank plc 0.00% due 1/29/2025

Barclays Bank plc 7% payable semiannually if each ETF closes at or above its coupon barrier on related observation date; Coupon barriers: $232.20 for S&P ETF, $117.122 for Russell ETF; 70% of initial prices due 1/29/2025

Barclays Bank plc 8.25% per year, payable monthly if each underlying asset closes at or above coupon barrier level observation date for that period; Coupon barriers: 2,306.83 for S&P, 1,163.56 for Russell, $31.22 for ETF, 70% of initial levels due 1/29/2025

Barclays Bank plc 17.5%, payable quarterly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $21.11 for Occidental, $22.75 for Kohl's and $26.57 for Wesco or 50% of initial share prices due 1/29/2024

Barclays Bank plc 8.5% per year, payable quarterly if each index closes at or above its coupon barrier level on every day that quarter; Coupon barrier levels: 6,399.027 for Nasdaq, 1,163.562 for Russell, 2,306.83 for S&P; 70% of initial levels due 10/27/2023

Barclays Bank plc 7.5% yearly, payable quarterly if each index closes at or above coupon barrier value on observation date for that period; Coupon barriers: 6,451.89 for Nasdaq, 1,179.51 for Russell, 20,412.06 for Dow; 70% of initial levels due 1/28/2025

Barclays Bank plc 5%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 1,995.32 for S&P, 1,011.01 for Russell, 60% of initial levels due 1/28/2030

Barclays Bank plc 0.00% due 1/29/2026

Barclays Bank plc 8.65% per year, payable each quarter that each index closes at or above its coupon barrier level on each day during that quarter; Coupon barrier levels: 6,451.889 for Nasdaq, 1,179.508 for Russell, 2,327.88 for S&P; 70% of initial levels due 1/26/2024

Barclays Bank plc 0.00% due 1/27/2025

Barclays Bank plc 0.00% due 1/26/2023

Barclays Bank plc 6%, payable quarterly if ETF closes at or above coupon barrier level on related quarterly observation date; Coupon barrier: $31.54, 70% of initial price due 1/27/2023

Barclays Bank plc 7% contingent monthly coupon if each index closes above 70% coupon barrier on relevant observation date due 7/26/2021

Barclays Bank plc 9% contingent monthly coupon, payable if each index closes above 70% coupon barrier value on relevant observation data due 7/26/2021

Barclays Bank plc 7% per year, payable quarterly when each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 19,269.39 for Dow, 6,387.5 for S&P, 1,112.69 for Russell; 66% of initial levels due 1/23/2026

Barclays Bank plc 11% per year, payable quarterly if each index closes at or above downside threshold level on observation date that quarter; Downside threshold levels: 1,180.129 for Russell, 66.08 for Stoxx, 2,324.553 for S&P, or 70% of initial levels due 1/26/2023

Barclays Bank plc 0.00% due 1/21/2022

Barclays Bank plc 10.35% per year, payable monthly if each ETF closes at or above coupon barrier on observation date for that month; Coupon barrier: $8.63 for U.S. Oil Fund and $15.66 for SPDR ETF, or 70% of initial share prices due 1/23/2025

Barclays Bank plc 0.00% due 2/22/2021

Barclays Bank plc 0.00% due 2/3/2022

Barclays Bank plc 0.00% due 7/20/2023

Barclays Bank plc 8.3% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter; Downside threshold: $36.638, 75% of initial share price due 1/27/2023

Barclays Bank plc 8% per year, payable quarterly if ETF closes at or above downside threshold level on determination date for that quarter; Downside threshold: $32.732, 70% of initial share price due 1/20/2023

Barclays Bank plc 8.75% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter; Downside threshold: $238.776, 80% of initial share price due 1/20/2023

Barclays Bank plc 0.00% due 1/27/2023

Barclays Bank plc 0.00% due 1/20/2023

Barclays Bank plc 11%, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $62.71 for NIKE, $228.00 for Northrup Grumman, $56.17 for Starbucks, $100.26 for Microsoft and $194.14 for Mastercard, or 60% of initial share prices due 1/20/2023

Barclays Bank plc 7.7% annualized, payable each quarter that each index closes at or above coupon barrier on observation date for that period; Coupon barriers: 23,478.48 for Dow, 7,338.99 for Nasdaq, 1,359.71 for Russell; 80% of initial levels due 1/23/2030

Barclays Bank plc 7.7% annualized, payable each quarter that each index closes at or above coupon barrier on observation date for that period; Coupon barriers: 23,478.48 for Dow, 7,338.99 for Nasdaq, 1,359.71 for Russell; 80% of initial levels due 1/23/2030

Barclays Bank plc 0.00% due 7/22/2021

Barclays Bank plc 6.25%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 1,189.745 for Russell, 6,421.612 for Nasdaq, 70% of initial levels due 1/23/2025

Barclays Bank plc 0.00% due 1/31/2025

Barclays Bank plc 5.35% per year, payable quarterly when each index closes at or above coupon barrier on the valuation date for that period; Coupon barriers: 20,508.35 for Dow, 6,387.5 for Nasdaq, 1,193.65 for Russell; 70% of initial levels due 1/22/2025

Barclays Bank plc 8.1% initially, payable quarterly if each index closes at or above coupon barrier value on observation date for that period; Coupon barriers: 6,387.50 for Nasdaq, 1,193.65 for Russell, 20,508.35 for Dow; 70% of initial levels due 1/22/2025

Barclays Bank plc 6.15% per year, payable quarterly if each underlying asset closes at or above coupon barrier level observation date for that period; Coupon barriers: 1,023.13 for index, $27.58 for ETF, 60% of initial levels due 1/22/2025

Barclays Bank plc 6% annualized, payable each quarter that each index closes at or above coupon barrier on observation date for that period; Coupon barriers: 21,973.23 for Dow, 6,843.75 for Nasdaq, 1,278.91 for Russell; 75% of initial levels due 10/18/2024

Barclays Bank plc 6.5% initially, payable quarterly if each index closes at or above coupon barrier value on observation date for that period; Coupon barrier/barrier levels: 5,421.40 for Nasdaq, 17,418.13 for Dow, 1,009.44 for Russell, 60% of initial levels due 1/19/2024

Barclays Bank plc Contingent quarterly coupon of 8.3% if each component closes at or above coupon barrier level on the determination date for that quarter; Coupon barrier levels: 1,177.68 for Russell, 6,324.97 for Nasdaq, 20,321.15 for Dow; 70% of initial levels due 1/21/2026

Barclays Bank plc 7.1%, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $56.53 for NIKE, $64.53 for Medtronic and $475.80 for Chipotle or 55% of initial share prices due 7/21/2021

Barclays Bank plc 6.8% annualized, payable each month that each index closes at or above coupon barrier on observation date for that period; Coupon barriers: 5,873.18 for Nasdaq, 18,869.64 for Dow, 1,093.56 for Russell; 65% of initial levels due 12/20/2023

Barclays Bank plc 0.00% due 1/20/2023

Barclays Bank plc 0.00% due 1/17/2025

Barclays Bank plc 8.5% per year, payable monthly if each underlier closes at or above coupon barrier on determination date; Coupon barriers: $13.30 for Silver, $22.61 for Gold; 80% of initial levels due 1/17/2025

Barclays Bank plc 6.35%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 1,173.019 for Russell, 6,323.394 for Nasdaq, 70% of initial levels due 1/17/2023

Barclays Bank plc 8.4% per year, payable quarterly if each index closes at or above its barrier level on the observation date for that quarter; Coupon barrier levels: 6,323.394 for Nasdaq, 1,173.019 for Russell, 2,298.21 for S&P; 70% of initial levels due 1/18/2024

Barclays Bank plc 5.22% due 3/15/2021

Barclays Bank plc 0.00% due 1/13/2022

Barclays Bank plc 13% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barriers: $64.58; 70% of initial level due 1/13/2022

Barclays Bank plc 7% per year, payable quarterly if each index closes at or above coupon barrier value on observation date for that period; Coupon barriers: 20,176.64 for Dow, 1,160.35 for Russell, 2,285.75 for S&P; 70% of initial levels due 1/15/2025

Barclays Bank plc 5.55% per year, payable quarterly if each index closes at or above coupon barrier value on observation date for that period; Coupon barriers: 20,176.64 for Dow, 1,160.35 for Russell, 2,285.75 for S&P; 70% of initial levels due 10/16/2024

Barclays Bank plc 6.5% per year, payable quarterly if each index closes at or above coupon barrier value on observation date for that period; Coupon barriers: 4,931.65 for Nasdaq, 911.7 for Russell, 1,795.94 for S&P; 55% of initial levels due 1/15/2025

Barclays Bank plc 8.8% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter; Downside threshold: $59.438, 75% of initial share price due 1/13/2023

Barclays Bank plc 6.7%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 1,243.232 for Russell, 21,617.83 for Dow, 75% of initial levels due 1/13/2022

Barclays Bank plc 8.55%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 1,160.35 for Russell, 6,276.646 for Nasdaq, 70% of initial levels due 1/12/2023

Barclays Bank plc 9.16% per year, payable each quarter that each index closes at or above its barrier level on each day during that quarter; Coupon barrier levels: 6,292.741 for Nasdaq, 1,165.492 for Russell, 2,292.29 for S&P; 70% of initial levels due 10/13/2023

Barclays Bank plc 9.5% per year, payable quarterly if each index closes at or above its barrier level on each day during that quarter; Coupon barrier levels: 6,238.659 for Nasdaq, 1,164.515 for Russell, 2,277.14 for S&P; 70% of initial levels due 10/13/2023

Barclays Bank plc 8.85% per year, payable quarterly if each index closes at or above its barrier level on each day during that quarter; Coupon barrier levels: 6,238.659 for Nasdaq, 1,164.515 for Russell, 2,277.14 for S&P; 70% of initial levels due 10/13/2023

Barclays Bank plc 9.55% per year, payable quarterly if each index closes at or above its barrier level on each day during that quarter; Coupon barrier levels: 6,238.659 for Nasdaq, 1,164.515 for Russell, 2,277.14 for S&P; 70% of initial levels due 10/13/2023

Barclays Bank plc 10.05% per year, payable quarterly if each index closes at or above its barrier level on each day during that quarter; Coupon barrier levels: 6,192.514 for Nasdaq, 1,160.814 for Russell, 2,266.03 for S&P; 70% of initial levels due 1/11/2024

Barclays Bank plc 7% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 18,579.39 for Dow, 1,077.9 for Russell, 2,104.17 for S&P; 65% of initial levels due 1/10/2025

Barclays Bank plc 9.05% per year, payable quarterly if each index closes at or above its barrier level on each day during that quarter; Coupon barrier levels: 6,155.733 for Nasdaq, 1,162.609 for Russell, 2,264.4 for S&P; 70% of initial levels due 7/7/2023

Barclays Bank plc 0.00% due 1/8/2025

Barclays Bank plc 6% per year, payable monthly if each underlier closes at or above coupon barrier on determination date; Coupon barriers: $13.47 for Silver, $23.34 for Gold; 80% of initial levels due 1/6/2023

Barclays Bank plc 0.00% due 1/8/2024

Barclays Bank plc 0.00% due 1/8/2024

Barclays Bank plc 8% per year, payable quarterly if each index closes at or above coupon barrier value on observation date for that period; Coupon barriers: 20,044.42 for Dow, 1,162.61 for Russell, 6,155.73 for Nasdaq; 70% of initial levels due 1/8/2025

Barclays Bank plc 8.75% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter; Downside threshold: $156.503, 75% of initial share price due 1/6/2023

Barclays Bank plc 8% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter; Downside threshold: $126.896, 80% of initial share price due 1/6/2023

Barclays Bank plc 18.05%, payable semiannually if each asset closes at or above coupon barrier on related observation date; Coupon barriers: $9.42 for Vale, $11.39 for Petrobras, $6.46 for Banco Bradesco, $6.57 for Itau, 70% of initial values due 1/6/2023

Barclays Bank plc 8.25% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter; Downside threshold: $29.295, 75% of initial share price due 1/6/2023

Barclays Bank plc 7.5% per year, payable quarterly if each index closes above coupon barrier on related observation date; Coupon barriers: 21,346.61 for Dow, 6,532.30 for Nasdaq, 75% of initial levels due 1/5/2021

Barclays Bank plc 8.5%, payable monthly if each index closes above coupon barrier on related observation date after three months; Coupon barriers: 1,164.91 for Russell, 2,254.90 for S&P, 19,923.50 for Dow, 70% of initial levels due 6/30/2021

Barclays Bank plc 0.00% due 12/30/2022

Barclays Bank plc 12%, payable monthly if ETF closes above barrier level on observation date; Barrier level: $14.02, 60% of initial level due 3/30/2021

Barclays Bank plc 0.00% due 12/31/2024

Barclays Bank plc 0.00% due 12/31/2024

Barclays Bank plc 0.00% due 6/30/2022

Barclays Bank plc 0.00% due 6/30/2022

Barclays Bank plc 0.00% due 1/3/2025

Barclays Bank plc 0.00% due 1/3/2025

Barclays Bank plc 0.00% due 12/29/2021

Barclays Bank plc 0.00% due 12/29/2022

Barclays Bank plc 0.00% due 1/4/2024

Barclays Bank plc 0.00% due 1/3/2025

Barclays Bank plc 0.00% due 12/31/2021

Barclays Bank plc 0.00% due 12/31/2024

Barclays Bank plc 7.25% per year, payable quarterly if each index closes at or above coupon barrier value on observation date for that period; Coupon barriers: 19,923.5 for Dow, 1,164.91 for Russell, 2,254.9 for S&P; 70% of initial levels due 9/29/2023

Barclays Bank plc 7.5% per year, payable quarterly if each index closes at or above coupon barrier value on observation date for that period; Coupon barriers: 19,923.5 for Dow, 1,164.91 for Russell, 2,254.9 for S&P; 70% of initial levels due 12/31/2024

Barclays Bank plc 12.25% per year, payable monthly if each underlying asset closes at or above coupon barrier level observation date for that period; Coupon barriers: 1,932.77 for index, $14.02 for ETF, 60% of initial levels due 12/30/2022

Barclays Bank plc 7.5% per year, payable quarterly if each index closes at or above coupon barrier level on observation date that quarter; Coupon barrier levels: 2,811.353 for Stoxx 50, 2,415.968 for S&P, or 75% of initial levels due 1/7/2030

Barclays Bank plc 0.00% due 1/5/2026

Barclays Bank plc 0.00% due 1/4/2027

Barclays Bank plc 0.00% due 1/3/2025

Barclays Bank plc 0.00% due 12/30/2022

Barclays Bank plc 13.65%, payable quarterly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $237.94 for Apple, $118.75 for Caterpillar, or 80% of initial share prices due 1/6/2023

Barclays Bank plc 7.75% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 19,923.50 for Dow, 1,164.91 for Russell, 6,096.81 for Nasdaq; 70% of initial levels due 12/31/2024

Barclays Bank plc Monthly coupon at an annualized rate of 2% if index closes at or above its 80% coupon barrier on each day during that month due 7/23/2024

Barclays Bank plc 6.3% per year, payable monthly if each underlier closes at or above 85% coupon barrier level on determination date due 12/30/2022

Barclays Bank plc 5.30% due 4/29/2021

Barclays Bank plc 0.00% due 12/30/2022

Barclays Bank plc 0.00% due 1/2/2025

Barclays Bank plc 0.00% due 1/2/2025

Barclays Bank plc 0.00% due 12/30/2021

Barclays Bank plc 0.00% due 1/2/2025

Barclays Bank plc 8% initially, payable quarterly if each index closes at or above coupon barrier value on observation date for that period; Coupon barriers: 20,051.68 for Dow, 6,139.69 for Nasdaq, 1,168.32 for Russell, 70% of initial levels due 12/31/2029

Barclays Bank plc 0.00% due 12/30/2022

Barclays Bank plc 9.25% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter; Downside threshold: $193.224, 80% of initial share price due 12/30/2022

Barclays Bank plc 8.5% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter; Downside threshold: $82.40, 80% of initial share price due 12/30/2022

Barclays Bank plc 7% annualized, payable quarterly if each index closes at or above 75% coupon threshold on observation date for that quarter due 12/29/2023

Barclays Bank plc 0.00% due 1/2/2026

Barclays Bank plc 0.00% due 1/2/2025

Barclays Bank plc 8%, payable monthly if stock closes at or above coupon barrier level on related monthly observation date; Coupon barrier/threshold: $27.40, 53.75% of initial price due 1/2/2025

Barclays Bank plc 8%, payable monthly if stock closes at or above coupon barrier level on related monthly observation date; Coupon barrier/threshold: $32.70, 64% of initial price due 1/2/2025

Barclays Bank plc 6.7% per year, payable quarterly if each index closes at or above downside threshold on observation date for that quarter; Downside thresholds: 6,139.685 for Nasdaq-100 and 1,168.323 for Russell 2000, or 70% of initial levels due 12/30/2022

Barclays Bank plc 8%, payable monthly if stock closes at or above coupon barrier level on related monthly observation date; Coupon barrier/threshold: $43.72, 72.75% of initial price due 1/2/2025

Barclays Bank plc 8.6% per year, payable quarterly if each index closes at or above its barrier level on each day during that quarter; Coupon barrier levels: 6,139.685 for Nasdaq, 1,168.323 for Russell, 2,268.01 for S&P; 70% of initial levels due 9/29/2023

Barclays Bank plc 3.50% due 6/27/2023

Barclays Bank plc 0.00% due 3/1/2021

Barclays Bank plc 8.35% initially, payable quarterly if each index closes at or above coupon barrier value on observation date for that period; Coupon barriers: 1,174.369 for Russell, 2,267.937 for S&P, 6,583. 73475 for Nasdaq, 70% of initial levels due 6/29/2023

Barclays Bank plc 0.00% due 12/31/2021

Barclays Bank plc 0.00% due 12/31/2024

Barclays Bank plc 0.00% due 12/27/2024

Barclays Bank plc 8% initially, payable quarterly if each index closes at or above coupon barrier value on observation date for that period; Coupon barriers: 6,087.21 for Nasdaq, 1,171.90 for Russell, 19,986.07 for Dow; 70% of initial levels due 12/28/2029

Barclays Bank plc 6.4% initially, payable quarterly if each index closes at or above coupon barrier value on observation date for that period; Coupon barriers: 2,256.81 for S&P, 1,171.90 for Russell, 6,087.21 for Nasdaq; 70% of initial levels due 12/29/2021

Barclays Bank plc 7%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 2,418.01 for S&P, 1,255.61 for Russell, 75% of initial levels due 12/28/2029

Barclays Bank plc 11.25%, payable quarterly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $208.87 for Northrop, $202.53 for Boeing, $107.84 for General Dynamics, or 60% of initial share prices due 12/29/2022

Barclays Bank plc 7.85% per year, payable quarterly if each index closes at or above its barrier level on observation date for that quarter; Coupon barrier levels: 6,074.944 for Nasdaq, 1,170.331 for Russell, 2,254.85 for S&P; 70% of initial levels due 12/26/2024

Barclays Bank plc 0.00% due 12/24/2026

Barclays Bank plc For the first year, notes will pay a contingent monthly coupon of 7% if the index closes at or above its 90% buffer level on each day during that month; if the index ever closes below buffer level, no remaining coupon payments will be made due 12/26/2023

Barclays Bank plc 5.8% per year, payable monthly if each underlier closes at or above coupon barrier level on determination date; Barrier levels: 19,918.56 for index, $18.99 for fund, 70% of initial levels due 6/25/2027

Barclays Bank plc 5.75% per year, payable monthly if each underlier closes at or above coupon barrier on determination date; Coupon barriers: 6,942.79 for Nasdaq, 22,764.07 for Dow; 80% of initial levels due 6/24/2027

Barclays Bank plc 3.35% due 12/26/2024

Barclays Bank plc 0.00% due 12/26/2024

Barclays Bank plc 0.00% due 3/25/2021

Barclays Bank plc 0.00% due 3/25/2021

Barclays Bank plc 0.00% due 6/25/2025

Barclays Bank plc 0.00% due 6/25/2024

Barclays Bank plc 8% per year, payable monthly if each index closes at or above coupon barrier value on observation date for that period; Coupon barriers: 19,918.56 for Dow, 1,170.33 for Russell, 2,254.85 for S&P; 70% of initial levels due 12/26/2029

Barclays Bank plc 8.1% initially, payable monthly if each index closes at or above coupon barrier value on observation date for that period; Coupon barriers: 2,254.85 for S&P, 1,170.33 for Russell, 19,918.56 for Dow; 70% of initial levels due 12/26/2024

Barclays Bank plc 8% initially, payable monthly if each index closes at or above coupon barrier value on observation date for that period; Coupon barriers: 2,254.85 for Russell, 1,170.33 for Russell, 19,918.56 for Dow; 70% of initial levels due 12/26/2029

Barclays Bank plc 12.25% per year, payable each six months if each asset closes at or above coupon barrier value on observation date for that period; Coupon barriers: 2,093.79 for index, $15.09 for ETF; 65% of initial levels due 12/23/2022

Barclays Bank plc 13.75% per year, payable each six months if each asset closes at or above coupon barrier value on observation date for that period; Coupon barriers: 2,093.79 for index, $15.09 for ETF; 65% of initial levels due 12/23/2022

Barclays Bank plc 10.2% per year, payable quarterly if each index closes at or above coupon barrier value on observation date for that period; Coupon barriers: 2,415.92 for S&P, 108,79 for Stoxx, 1,521.19 for EAFE; 70% of initial levels due 6/23/2023

Barclays Bank plc 10.25% per year, payable quarterly if worse performing shares close at or above downside threshold level on determination date for that quarter; Downside thresholds: $54.957 for Citi, $96.068 for JPM, 70% of initial share price due 12/23/2022

Barclays Bank plc 8% per year, payable quarterly if ETF closes at or above downside threshold level on determination date for that quarter; Downside threshold: $32.375, 70% of initial share price due 12/23/2022

Barclays Bank plc 0.00% due 12/26/2024

Barclays Bank plc 0.00% due 6/25/2025

Barclays Bank plc 9.5%, payable quarterly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $176.90 for Costco, $59.98 for Nike, $38.11 for Bristol-Myers, or 60% of initial share prices due 12/23/2022

Barclays Bank plc 9.5%, payable quarterly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $176.90 for Costco, $59.98 for Nike, $38.11 for Bristol-Myers, or 60% of initial share prices due 12/23/2022

Barclays Bank plc 15% payable quarterly if the stock closes at or above its coupon barrier on related observation date; Coupon barrier: $9.87, 67.5% of initial price due 12/23/2021

Barclays Bank plc 7% payable semiannually if each ETF closes at or above its coupon barrier on related observation date; Coupon barriers: $224.51 for S&P ETF, $116.18 for Russell ETF; 70% of initial prices due 12/26/2024

Barclays Bank plc 7.65% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 6,942.79 for Nasdaq, 1,337.52 for Russell, 22,764.07 for Dow; 80% of initial levels due 12/26/2029

Barclays Bank plc 7.5% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 6,508.87 for Nasdaq, 1,253.93 for Russell, 2,415.92 for S&P; 75% of initial levels due 12/26/2029

Barclays Bank plc 5.75% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 5,207.09 for Nasdaq, 1,003.14 for Russell, 1,932.73 for S&P; 60% of initial levels due 12/26/2029

Barclays Bank plc 5% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barriers/triggers: 1,003.14 for S&P and 1,932.73 for Russell; 60% of initial levels due 12/26/2029

Barclays Bank plc 8.85% per year, payable quarterly if each index closes at or above its barrier level on each day during that quarter; Coupon barrier levels: 775.35 for EM, 1,170.331 for Russell, 2,254.85 for S&P; 70% of initial levels due 9/25/2023

Barclays Bank plc 8.6% per year, payable quarterly if each index closes at or above its barrier level on each day during that quarter; Coupon barrier levels: 6,074.944 for Nasdaq, 1,170.331 for Russell, 2,254.85 for S&P; 70% of initial levels due 9/25/2023

Barclays Bank plc 0.00% due 12/19/2024

Barclays Bank plc 0.00% due 12/24/2026

Barclays Bank plc 5.5% per year, payable quarterly if each index closes above coupon barrier on related observation date; Coupon barriers: 21,282.72 for Dow, 6,480.97 for Nasdaq, 75% of initial levels due 12/24/2020

Barclays Bank plc 6.25% per year, payable monthly if each index closes at or above barrier value on observation date for that month; Barrier values: 1,166.96 for Russell 2000, 2,243.76 for S&P 500 and 19,863.87 for Dow, or 70% of initial levels due 6/24/2021

Barclays Bank plc 10%, payable monthly if ETF closes above barrier level on observation date; Barrier level: $14.04, 60% of initial level due 3/25/2021

Barclays Bank plc 0.00% due 1/22/2021

Barclays Bank plc 0.00% due 12/24/2024

Barclays Bank plc 0.00% due 12/24/2024

Barclays Bank plc 0.00% due 12/24/2024

Barclays Bank plc 0.00% due 12/24/2024

Barclays Bank plc 3.65% due 12/23/2026

Barclays Bank plc 3.50% due 12/24/2024

Barclays Bank plc 0.00% due 12/24/2024

Barclays Bank plc 0.00% due 12/24/2024

Barclays Bank plc 0.00% due 6/27/2022

Barclays Bank plc 0.00% due 12/24/2024

Barclays Bank plc 0.00% due 12/24/2024

Barclays Bank plc 0.00% due 6/27/2022

Barclays Bank plc 0.00% due 12/24/2024

Barclays Bank plc 0.00% due 12/24/2024

Barclays Bank plc 0.00% due 12/24/2024

Barclays Bank plc 0.00% due 6/27/2022

Barclays Bank plc 0.00% due 12/24/2024

Barclays Bank plc 5% initially, payable quarterly if each underlier closes at or above coupon barrier on observation date; coupon steps up to 7% in March 2021 and to 10% in March 2022; Coupon barriers: 6,048.90 for Nasdaq, 1,166.96 for Russell, 70% of initial levels due 12/23/2022

Barclays Bank plc 7% initially, payable quarterly if each index closes at or above coupon barrier value on observation date for that period; Coupon barriers: 18,445.02 for Dow, 1,083.61 for Russell, 5,616.84 for Nasdaq; 65% of initial levels due 12/24/2029

Barclays Bank plc 7%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 2,243.76 for S&P, 1,166.96 for Russell, 70% of initial levels due 12/20/2029

Barclays Bank plc 7% initially, payable quarterly if each underlier closes at or above coupon barrier on observation date; coupon steps up to 8.5% in March 2025 and to 10% in March 2028; Coupon barriers: 2,404.03 for S&P, 1,250.32 for Russell, 75% of initial levels due 12/24/2029

Barclays Bank plc 6% per year, payable quarterly if each index closes at or above coupon barrier value on observation date for that period; Coupon barriers: 19,863.87 for Dow, 1,166.96 for Russell, 2,243.76 for S&P; 70% of initial levels due 12/24/2024

Barclays Bank plc 10.75% per year, payable monthly if each underlying asset closes at or above coupon barrier level observation date for that period; Coupon barriers: 1,923.22 for index, $14.0 for ETF, 60% of initial levels due 12/23/2022

Barclays Bank plc 6% per year, payable quarterly if index closes at or above coupon barrier level on observation date for that quarter; Coupon barriers: 2,404.03; 75% of initial level due 12/20/2029

Barclays Bank plc 6% per year, payable quarterly if index closes at or above coupon barrier level on observation date for that quarter; Coupon barriers: 2,243.76; 70%of initial level due 12/20/2029

Barclays Bank plc Each quarter, notes pay contingent coupon unless any index closes below coupon barrier level on observation date for that quarter; coupon is 8% for first five years, stepping up to 10% beginning in March 2025 and to 12% in March 2028; Coupon barriers: 21,282.72 for Dow, 1,250.32 for Russell and 6,480.97 for Nasdaq; 75% of initial levels due 12/24/2029

Barclays Bank plc 0.00% due 12/31/2021

Barclays Bank plc 0.00% due 12/30/2022

Barclays Bank plc 0.00% due 12/22/2023

Barclays Bank plc 0.00% due 12/30/2022

Barclays Bank plc 6% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 19,863.87 for Dow, 1,166.96 for Russell, 6,048.90 for Nasdaq; 70% of initial levels due 6/23/2022

Barclays Bank plc 7% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 19,863.87 for Dow, 1,166.96 for Russell, 6,048.90 for Nasdaq; 70% of initial levels due 12/24/2029

Barclays Bank plc 5.75% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 19,863.87 for Dow, 1,166.96 for Russell, 6,048.90 for Nasdaq; 70% of initial levels due 12/24/2024

Barclays Bank plc 6% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barriers: 2,404.03 for S&P and 1,250.32 for Russell; 75% of initial levels due 12/24/2026

Barclays Bank plc 2.5% in years one through four and 3% in years five through seven; payable semiannually due 12/23/2026

Barclays Bank plc 7.1% initially, payable monthly if each index closes at or above coupon barrier value on observation date for that period; Coupon barriers: 5,148.37 for Nasdaq, 997.04 for Russell, 16,943.57 for Dow; 60% of initial levels due 12/23/2025

Barclays Bank plc 8.5% per year, payable monthly if each underlier closes at or above coupon barrier on determination date; Coupon barriers: 6,860.56 for Nasdaq, 22,613.73 for Dow; 80% of initial levels due 6/21/2027

Barclays Bank plc 12% per year, payable monthly if each underlier closes at or above coupon barrier level on determination date; Barrier levels: 6,431.78 for index, $17.23 for fund, 75% of initial levels due 6/21/2027

Barclays Bank plc 7.65% initially, payable quarterly if each index closes at or above coupon barrier value on observation date for that period; Coupon barriers: 18,373.65 for Dow, 1,077.41 for Russell, 5,574.21 for Nasdaq; 65% of initial levels due 12/22/2026

Barclays Bank plc 8% initially, payable quarterly if each index closes at or above coupon barrier value on observation date for that period; Coupon barriers: 5,517.01 for Nasdaq, 1,064.69 for Russell, 18,288.00 for Dow; 65% of initial levels due 12/14/2029

Barclays Bank plc 12.15%, payable monthly if each asset closes at or above coupon barrier on related observation date; Coupon barriers: $68.92 for P&G, $49.15 for United, $80.50 for Caterpillar, $30.40 for Norwegian, 55% of initial values due 12/22/2022

Barclays Bank plc 6.25% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 19,787.01 for Dow, 1,160.29 for Russell, 2,234.76 for S&P; 70% of initial levels due 12/20/2024

Barclays Bank plc 5% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 5,574.21 for Nasdaq, 1,077.41 for Russell, 2,075.14 for S&P; 65% of initial levels due 12/20/2024

Barclays Bank plc 0.00% due 12/18/2024

Barclays Bank plc 0.00% due 12/15/2022

Barclays Bank plc 9.25% annualized, payable each quarter that each index closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 19,692.44 for Dow, 5,926.83 for Nasdaq, 1,151.37 for Russell; 70% of initial levels due 12/17/2029

Barclays Bank plc 9.05% per year, payable quarterly if each index closes at or above its barrier level on each day during that quarter; Coupon barrier levels: 5,881.826 for Nasdaq, 1,142.348 for Russell, 2,199.14 for S&P; 70% of initial levels due 9/14/2023

Barclays Bank plc 8.9% per year, payable quarterly if each index closes at or above its barrier level on each day during that quarter; Coupon barrier levels: 5,461.696 for Nasdaq, 1,060.752 for Russell, 2,042.06 for S&P; 65% of initial levels due 9/14/2023

Barclays Bank plc 10% per year, payable quarterly if each index closes at or above its barrier level on each day during that quarter; Coupon barrier levels: 5,881.826 for Nasdaq, 1,142.348 for Russell, 2,199.14 for S&P; 70% of initial levels due 9/14/2023

Barclays Bank plc 0.00% due 6/15/2023

Barclays Bank plc 0.00% due 12/16/2024

Barclays Bank plc 6.75% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 19,537.91 for Dow, 1,142.35 for Russell, 5,881.83 for Nasdaq; 70% of initial levels due 12/14/2029

Barclays Bank plc 6% annualized, payable each month that each index closes at or above coupon barrier on observation date for that month; Coupon barriers: 2,199.14 for S&P, 5,881.83 for Nasdaq, 1,142.35 for Russell; 70% of initial levels due 12/13/2024

Barclays Bank plc 6% annualized, payable each quarter that each index closes at or above coupon barrier on observation date for that period; Coupon barriers: 5,041.57 for Nasdaq, 16,746.78 for Dow, 979.16 for Russell; 60% of initial levels due 12/14/2029

Barclays Bank plc 6.2% annualized, payable each quarter that each index closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 19,517.2 for Dow, 2,192.76 for S&P, 1,142.2 for Russell; 70% of initial levels due 9/13/2024

Barclays Bank plc 6% annualized, payable each quarter that each index closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 13,940.86 for Dow, 1,566.26 for S&P, 815.86 for Russell; 50% of initial levels due 12/15/2025

Barclays Bank plc 8.75% per year, payable quarterly if each index closes at or above downside threshold level on every day that quarter; Downside threshold levels: 1,142.2 for Russell, 2,570.246 for Stoxx, 2,192.764 for S&P, or 70% of initial levels due 6/15/2022

Barclays Bank plc 10.5%, payable quarterly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $74.56 for P&G, $36.74 for Verizon and $31.94 for General Mills, or 60% of initial share prices due 12/12/2025

Barclays Bank plc 23% payable quarterly if the stock closes at or above its coupon barrier on related observation date; Coupon barrier: $73.55, 50% of initial price due 12/15/2022

Barclays Bank plc 9.1% annualized, payable each month that each index closes at or above coupon barrier on observation date for that period; Coupon barriers: 65.43 for Stoxx Banks, 19,517.2 for Dow, 1,142.2 for Russell; 70% of initial levels due 12/18/2024

Barclays Bank plc 4% for the first two years; beginning Dec. 11, 2021, equal to 10-year swap rate plus 25 bps, subject to a floor of 0%; payable quarterly due 12/11/2029

Barclays Bank plc 0.00% due 12/14/2025

Barclays Bank plc 7% per year, payable each quarter that each index closes at or above coupon barrier level observation date for that period; Coupon barrier levels: 4,618.55 for Nasdaq, 1,730.25 for S&P, 898.61 for Russell; 55% of initial levels due 12/11/2024

Barclays Bank plc 6.1%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 1,143.686 for Russell, 19,610.54 for Dow, 70% of initial levels due 12/11/2029

Barclays Bank plc 6.8%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 1,130.383 for Russell, 2,182.2 for S&P, 70% of initial levels due 12/10/2029

Barclays Bank plc 8.3% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter; Downside threshold: $1,401.28, 80% of initial share price due 12/9/2022

Barclays Bank plc 8% per year, payable quarterly if each index closes at or above downside threshold on determination date for that quarter; Downside thresholds: 6,298.025 for Nasdaq, 1,225.378 for Russell and 2,359.433 for S&P, or 75% of initial levels due 12/9/2022

Barclays Bank plc 8.75% per year, payable quarterly if each index closes at or above downside threshold level on every day that quarter; Downside threshold levels: 1,143.686 for Russell, 2,584.638 for Stoxx, 2,202.137 for S&P, or 70% of initial levels due 6/9/2022

Barclays Bank plc 6.2% per year, payable quarterly if each index closes at or above downside threshold level on every day that quarter; Downside threshold levels: 980.302 for Russell, 1,887.546 for Stoxx, 2,215.404 for S&P, or 60% of initial levels due 12/9/2022

Barclays Bank plc 6%, payable monthly if each asset closes at or above coupon barrier on related observation date; Coupon barriers: 5,848.0 for Nasdaq, 19,517.2 for Russell and $257.11 for ETF, or 70% of initial share prices due 9/14/2023

Barclays Bank plc 0.00% due 1/22/2026

Barclays Bank plc 0.00% due 12/11/2023

Barclays Bank plc 7% per year, payable each quarter that each index closes at or above coupon barrier level observation date for that period; Coupon barrier levels: 2,474.56 for S&P, 1,282.1 for Russell; 80% of initial levels due 12/8/2022

Barclays Bank plc 8.14% per year, payable quarterly if each index closes at or above coupon barrier value on observation date for that quarter; Coupon barriers: 2,026.33 for S&P, 1,049.64 for Russell, 677.85 for EM, or 65% of initial levels due 6/8/2023

Barclays Bank plc 14.25% per year, payable quarterly if each index closes at or above coupon barrier level on each day that quarter; Coupon barriers: 64.946 for Stoxx Banks, 2,182.201 for S&P, 1,130.383 for Russell, or 70% of initial levels due 6/9/2022

Barclays Bank plc 6.2% annualized, payable each quarter that each index closes at or above coupon barrier on valuation date for that period; Coupon barriers: 2,338.07 for S&P, 20,758.34 for Dow; 75% of initial levels due 12/10/2024

Barclays Bank plc 0.00% due 12/10/2024

Barclays Bank plc 8% per year, payable quarterly if each index closes at or above its barrier level on observation date for that quarter; Coupon barrier levels: 1,378.84 for EAFE, 1,130.383 for Russell, 2,182.20 for S&P; 70% of initial levels due 12/10/2024

Barclays Bank plc 0.00% due 12/8/2022

Barclays Bank plc 0.00% due 12/7/2021

Barclays Bank plc 0.00% due 12/8/2021

Barclays Bank plc 9%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 1,121.841 for Russell, 2,165.24 for S&P, 70% of initial levels due 12/7/2022

Barclays Bank plc 8.15% annualized, payable each quarter that each index closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 728.15 for EM, 2,179.71 for S&P, 1,125.31 for Russell; 70% of initial levels due 12/7/2021

Barclays Bank plc 0.00% due 6/3/2022

Barclays Bank plc 0.00% due 12/3/2021

Barclays Bank plc 0.00% due 12/4/2024

Barclays Bank plc 7.25% per year, payable quarterly if each index closes at or above downside threshold on determination date for that quarter; Downside thresholds: 5,882.579 for Nasdaq, 1,137.152 for Russell and 2,198.686 for S&P, or 70% of initial levels due 12/2/2021

Barclays Bank plc 0.00% due 12/5/2022

Barclays Bank plc 0.00% due 12/10/2020

Barclays Bank plc 24.5%, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $188.80 for Netflix, $197.96 for Tesla and $120.00 for Alibaba, or 60% of initial share prices due 11/30/2025

Barclays Bank plc 6.1%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 1,137.152 for Russell, 5,882.580 for Nasdaq, 70% of initial levels due 12/4/2029

Barclays Bank plc 0.00% due 12/3/2025

Barclays Bank plc 14.5% per year, payable each six months if each asset closes at or above coupon barrier value on observation date for that period; Coupon barriers: 2,021.69 for index, $13.68 for ETF; 65% of initial levels due 11/28/2022

Barclays Bank plc 13% per year, payable each six months if each asset closes at or above coupon barrier value on observation date for that period; Coupon barriers: 2,021.69 for index, $13.68 for ETF; 65% of initial levels due 11/28/2022

Barclays Bank plc 7.00% due 8/31/2020

Barclays Bank plc 8% per year, payable quarterly if each index closes above coupon barrier on related observation date; Coupon barriers: 21,123.00 for Dow, 6,333.53 for Nasdaq, 75% of initial levels due 12/2/2020

Barclays Bank plc 10%, payable monthly if each index closes above coupon barrier on related observation date after three months; Coupon barriers: 1,143.87 for Russell, 5,911.30 for Nasdaq, 19,714.80 for Dow, 70% of initial levels due 6/2/2021

Barclays Bank plc 0.00% due 12/1/2022

Barclays Bank plc 0.00% due 12/3/2024

Barclays Bank plc 0.00% due 12/3/2024

Barclays Bank plc 0.00% due 12/1/2022

Barclays Bank plc 0.00% due 12/1/2022

Barclays Bank plc 0.00% due 11/30/2021

Barclays Bank plc 0.00% due 12/1/2022

Barclays Bank plc 0.00% due 12/2/2021

Barclays Bank plc 0.00% due 11/30/2023

Barclays Bank plc 0.00% due 11/30/2023

Barclays Bank plc 0.00% due 12/3/2024

Barclays Bank plc 7.25% annualized, payable each month that each index closes at or above coupon barrier on observation date for that month; Coupon barriers: 19,714.80 for Dow, 2,207.54 for S&P, 1,143.87 for Russell; 70% of initial levels due 8/31/2023

Barclays Bank plc 7%, payable semiannually if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 2,049.86 for S&P, 1,062.17 for Russell, 65% of initial levels due 11/30/2023

Barclays Bank plc 7%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 2,207.54 for S&P, 1,143.87 for Russell, 70% of initial levels due 11/30/2029

Barclays Bank plc 6.5% per year, payable quarterly if each index closes at or above coupon barrier value on observation date for that quarter; Coupon barriers: 1,892.18 for S&P 500, 980.46for Russell 2000 and 16,898.4 for Dow industrials, or 60% of initial levels due 12/3/2024

Barclays Bank plc 0.00% due 12/3/2024

Barclays Bank plc 0.00% due 5/31/2022

Barclays Bank plc 0.00% due 12/1/2022

Barclays Bank plc 0.00% due 12/1/2022

Barclays Bank plc 8.3% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 19,714.80 for Dow, 1,143.87 for Russell, 5,911.30 for Nasdaq; 70% of initial levels due 12/3/2024

Barclays Bank plc 8% annualized, payable each month that each index closes at or above coupon barrier on observation date for that period; Coupon barriers: 5,911.3 for Nasdaq, 19,714.8 for Dow, 1,143.87 for Russell; 70% of initial levels due 12/3/2024

Barclays Bank plc 8.25% annualized, payable each quarter that each index closes at or above coupon barrier on observation date for that period; Coupon barriers: 5,911.3 for Nasdaq, 19,714.8 for Dow, 1,143.87 for Russell; 70% of initial levels due 12/3/2024

Barclays Bank plc 10.5% annualized, payable each quarter that each asset closes at or above coupon barrier on observation date for that period; Coupon barriers: 2,049.86 for S&P, $60.72 for ETF; 65% of initial levels due 12/1/2022

Barclays Bank plc 0.00% due 11/19/2021

Barclays Bank plc 0.00% due 1/29/2021

Barclays Bank plc 0.00% due 11/29/2024

Barclays Bank plc 0.00% due 11/29/2024

Barclays Bank plc 0.00% due 11/28/2025

Barclays Bank plc 0.00% due 1/29/2021

Barclays Bank plc 6% per year, payable quarterly if the index closes at or above coupon barrier value on observation date for that period; Coupon barrier: 19,646.53; 70% of initial level due 11/29/2029

Barclays Bank plc 8% annualized, payable each month that each index closes at or above coupon barrier on observation date for that month; Coupon barriers: 19,685.18 for Dow, 2,198.36 for S&P, 1,136.96 for Russell; 70% of initial levels due 11/30/2029

Barclays Bank plc 7.9%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 1,136.962 for Russell, 733.49 for Emerging Markets, 70% of initial levels due 12/2/2024

Barclays Bank plc 8.7%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 1,136.962 for Russell, 5,870.022 for Nasdaq, 70% of initial levels due 12/2/2024

Barclays Bank plc 8% per year, payable each quarter if each asset closes at or above coupon barrier value on observation date for that period; Coupon barrier values: 1,884.31 for index, 974.54 for Russell, $12.42 for ETF; 75% of initial levels due 11/30/2023

Barclays Bank plc 8% per year, payable quarterly if each index closes at or above coupon barrier value on observation date for that period; Coupon barriers: 681.1 for Emerging, 1,055.75 for Russell, 2,041.34 for S&P; 65% of initial levels due 6/1/2023

Barclays Bank plc 6.5% per year, payable quarterly if each index closes at or above coupon barrier value on observation date for that quarter; Coupon barriers: 2,072.74 for S&P 500, 1,071.99 for Russell 2000 and 18,560.31 for Dow industrials, or 66% of initial levels due 12/2/2024

Barclays Bank plc 8% per year, payable quarterly if each index closes at or above coupon barrier value on observation date for that quarter; Coupon barriers: 2,512.42 for S&P 500, 1,299.38 for Russell 2000 and 2,964.44 for Euro Stoxx 50, or 80% of initial levels due 12/2/2024

Barclays Bank plc 3.25% until Dec. 2, 2020; after that, Libor, capped at 3.25%, 0% floor; payable quarterly due 6/2/2023

Barclays Bank plc 0.00% due 11/29/2024

Barclays Bank plc 0.00% due 11/29/2024

Barclays Bank plc 0.00% due 11/29/2024

Barclays Bank plc 0.00% due 11/29/2024

Barclays Bank plc 0.00% due 12/2/2025

Barclays Bank plc 0.00% due 11/25/2022

Barclays Bank plc 5% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barriers/triggers: 1,880.18 for S&P and 973.14 for Russell; 60% of initial levels due 11/29/2029

Barclays Bank plc 8%, payable monthly if stock closes at or above coupon barrier level on related monthly observation date; Coupon barrier/threshold: $231.58, 62% of initial price due 12/2/2024

Barclays Bank plc 8%, payable monthly if stock closes at or above coupon barrier level on related monthly observation date; Coupon barrier/threshold: $30.09, 66.4% of initial price due 12/2/2024

Barclays Bank plc 6.05%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 1,136.962 for Russell, 2,198.36 for S&P, 70% of initial levels due 11/29/2029

Barclays Bank plc 7%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 5,450.734 for Nasdaq, 1,055.75 for Russell, 2,172.48 for S&P, 65% of initial levels due 11/30/2022

Barclays Bank plc 9%, payable quarterly if each underlier closes at or above coupon barrier on every day that quarter; Coupon barriers: 5,870.22 for Nasdaq, 1,136.962 for Russell, 2,198.36 for S&P, 70% of initial levels due 11/30/2023

Barclays Bank plc 9.3%, payable quarterly if each underlier closes at or above coupon barrier on every day that quarter; Coupon barriers: 5,870.22 for Nasdaq, 1,136.962 for Russell, 2,198.36 for S&P, 70% of initial levels due 2/28/2023

Barclays Bank plc 6% per year, payable quarterly if each index closes above coupon barrier on related observation date due 12/1/2020

Barclays Bank plc 7%, payable monthly if each index closes above coupon barrier on related observation date after three months; Coupon barriers: 19,646.53 for Dow, 1,135.33 for Russell, 5,860.35 for Nasdaq, 70% of initial levels due 5/28/2021

Barclays Bank plc 0.00% due 11/29/2024

Barclays Bank plc 0.00% due 11/29/2024

Barclays Bank plc 0.00% due 11/29/2024

Barclays Bank plc 0.00% due 11/29/2024

Barclays Bank plc 0.00% due 11/29/2024

Barclays Bank plc 3.75% due 11/30/2026

Barclays Bank plc 3.60% due 11/29/2024

Barclays Bank plc 3.40% due 11/28/2022

Barclays Bank plc 0.00% due 11/29/2024

Barclays Bank plc 0.00% due 11/29/2024

Barclays Bank plc 0.00% due 11/29/2024

Barclays Bank plc 0.00% due 11/24/2029

Barclays Bank plc 0.00% due 11/29/2024

Barclays Bank plc 0.00% due 11/29/2024

Barclays Bank plc 0.00% due 11/29/2024

Barclays Bank plc 0.00% due 11/29/2024

Barclays Bank plc 7% initially, payable quarterly if each underlier closes at or above coupon barrier on observation date; coupon steps up to 8.5% in February 2025 and to 10% in February 2028; Coupon barriers: 2,350.23 for S&P, 1,216.43 for Russell, 75% of initial levels due 11/29/2029

Barclays Bank plc 6%, payable quarterly if each underlier closes at or above coupon barrier on observation date after six months; Coupon barriers: 2,036.87 for S&P, 1,054.24 for Russell, 65% of initial levels due 11/30/2026

Barclays Bank plc 8% initially, payable quarterly if each index closes at or above coupon barrier value on observation date for that period; steps up to 10% in February 2025; Coupon barriers: 21,049.85 for Dow, 1,216.43 for Russell, 6,278.95 for Nasdaq; 75% of initial levels due 11/29/2029

Barclays Bank plc 6.25% per year, payable quarterly if each index closes at or above coupon barrier value on observation date for that period; Coupon barriers: 19,646.53 for Dow, 1,135.33 for Russell, 2,193.55 for S&P; 70% of initial levels due 11/29/2024

Barclays Bank plc 5.05% per year multiplied by proportion of days on which index closes at or above coupon barrier; payable monthly; Coupon barrier: 2,506.91, 80% of initial level due 11/30/2027

Barclays Bank plc 0.00% due 1/29/2021

Barclays Bank plc 0.00% due 11/29/2024

Barclays Bank plc 0.00% due 11/29/2024

Barclays Bank plc 7.25% annualized, payable quarterly if each index closes at or above 75% coupon threshold on observation date for that quarter due 11/29/2023

Barclays Bank plc 6.5% annualized, payable monthly if each index closes at or above coupon threshold on observation date for that period; Coupon threshold/barrier levels: 2,350.23 for S&P, 1,216.428 for Russell, 75% of initial levels due 11/29/2023

Barclays Bank plc 0.00% due 12/1/2025

Barclays Bank plc 0.00% due 11/30/2023

Barclays Bank plc 10%, payable quarterly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $42.12 for CVS, $25.00 for Cisco and $118.96 for Raytheon, or 55% of initial share prices due 11/30/2022

Barclays Bank plc 10%, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $209.85 for Northrop Grumman, $50.25 for Starbucks and $72.18 for UPS, or 60% of initial share prices due 11/30/2022

Barclays Bank plc 6% annualized, payable each month that each index closes at or above coupon barrier on observation date for that period; Coupon barriers: 5,860.35 for Nasdaq, 19,646.53 for Dow, 1,135.33 for Russell; 70% of initial levels due 11/29/2024

Barclays Bank plc 6% annualized, payable each month that each index closes at or above coupon barrier on observation date for that period; Coupon barriers: 5,860.35 for Nasdaq, 19,646.53 for Dow, 1,135.33 for Russell; 70% of initial levels due 11/29/2024

Barclays Bank plc 6% annualized, payable each month that each index closes at or above coupon barrier on observation date for that period; Coupon barriers: 5,860.35 for Nasdaq, 19,646.53 for Dow, 1,135.33 for Russell; 70% of initial levels due 12/1/2021

Barclays Bank plc 6.5% annualized, payable each quarter that each index closes at or above coupon barrier on valuation date for that period; Coupon barriers: 2,350.23 for S&P, 1,216.43 for Russell; 75% of initial levels due 11/30/2026

Barclays Bank plc 6% annualized, payable each quarter that each index closes at or above coupon barrier on observation date for that period; Coupon barriers: 5,023.16 for Nasdaq, 1,880.18 for S&P, 973.14 for Russell; 60% of initial levels Barrier levels: due 11/29/2029

Barclays Bank plc 8% annualized, payable each quarter that each index closes at or above coupon barrier on observation date for that period; Coupon barriers: 6,278.95 for Nasdaq, 2,350.23 for S&P, 1,216.43 for Russell; 75% of initial levels due 11/29/2029

Barclays Bank plc 9% annualized, payable each quarter that each asset closes at or above coupon barrier on observation date for that period; Coupon barriers: 2,193.55 for S&P, $64.32 for ETF; 65% of initial levels due 5/31/2023

Barclays Bank plc 9%, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $89.81 for Walt Disney, $32.29 for Intel and $133.65 for Goldman, or 60% of initial share prices due 11/30/2022

Barclays Bank plc 0.00% due 11/30/2029

Barclays Bank plc 7% per year, payable monthly if each underlier closes at or above coupon barrier on determination date; Coupon barriers: $11.13 for Silver, $18.73 for Gold; 70% of initial levels due 11/28/2025

Barclays Bank plc 6% per year, payable monthly if each underlier closes at or above coupon barrier on determination date; Coupon barriers: 6,617.64 for Nasdaq, 22,300.5 for Dow; 80% of initial levels due 5/27/2027

Barclays Bank plc 9.5% per year, payable each month that each index closes at or above coupon barrier level observation date for that period; Coupon barrier levels: 6,617.64 for Nasdaq, 22,300.5 for Dow; 80% of initial levels due 5/27/2027

Barclays Bank plc 0.00% due 11/27/2024

Barclays Bank plc 0.00% due 11/28/2025

Barclays Bank plc 0.00% due 11/27/2024

Barclays Bank plc 0.00% due 11/28/2023

Barclays Bank plc 0.00% due 11/26/2021

Barclays Bank plc 0.00% due 11/27/2024

Barclays Bank plc 7% per year, payable quarterly if each index closes at or above coupon barrier value on observation date for that period; Coupon barriers: 4,549.63 for Nasdaq, 873.92 for Russell, 1,710.66 for S&P; 55% of initial levels due 11/29/2024

Barclays Bank plc 0.00% due 11/25/2022

Barclays Bank plc 0.00% due 11/24/2021

Barclays Bank plc 10.6% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter; Downside threshold: $41.930, 70% of initial share price due 11/28/2022

Barclays Bank plc 9.05% per year, payable quarterly if each stock closes at or above its downside threshold on determination date for that quarter; Coupon barriers/downside thresholds: $60.671 for Nike, $77.584 for Walmart, 65% of initial share prices due 11/28/2022

Barclays Bank plc 0.00% due 5/27/2025

Barclays Bank plc 0.00% due 11/27/2024

Barclays Bank plc 0.00% due 11/23/2022

Barclays Bank plc 8.04% annualized, payable each quarter that each asset closes at or above coupon barrier on observation date for that period; Coupon barriers: 6,369.48 for Nasdaq, $214.72 for ETF, 1,223.48 for Russell; 77% of initial levels due 11/27/2024

Barclays Bank plc 9.15%, payable quarterly if each underlier closes at or above coupon barrier on every day that quarter; Coupon barriers: 5,785.933 for Nasdaq, 1,108.773 for Russell, 2,172.48 for S&P, 70% of initial levels due 8/24/2023

Barclays Bank plc 9%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 5,798.627 for Nasdaq, 1,114.126 for Russell, 2,175.92 for S&P, 70% of initial levels due 2/24/2023

Barclays Bank plc 9%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 5,372.652 for Nasdaq, 1,029.575 for Russell, 2,017.30 for S&P, 65% of initial levels due 8/24/2023

Barclays Bank plc 10%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 5,785.933 for Nasdaq, 1,108.773 for Russell, 2,172.48 for S&P, 70% of initial levels due 8/24/2023

Barclays Bank plc 9% per year, payable quarterly if each index closes at or above coupon barrier value on observation date for that period; Coupon barriers: 783.44 for Emerging, 1,187.97 for Russell, 2,327.66 for S&P; 75% of initial levels due 11/25/2022

Barclays Bank plc 6.05% per year, payable quarterly if each index closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 5,798.627 for Nasdaq-100 and 2,175.92 for S&P 500, or 70% of initial levels due 11/26/2029

Barclays Bank plc 0.00% due 9/23/2021

Barclays Bank plc 0.00% due 9/23/2021

Barclays Bank plc 12.35% per year, payable each quarter that each index closes at or above coupon barrier on the valuation date for that quarter; Coupon barriers: 69.9 for Stoxx Banks, 1,193.71 for Russell; 75% of initial levels due 11/26/2029

Barclays Bank plc 7% per year, payable each quarter that each index closes at or above coupon barrier on the valuation date for that quarter; Coupon barriers: 5,798.63 for Nasdaq, 1,114.13 for Russell; 70% of initial levels due 11/26/2029

Barclays Bank plc 8% per year, payable each quarter that each index closes at or above coupon barrier on the valuation date for that quarter; Coupon barriers: 2,331.35 for S&P, 6,212.91 for Nasdaq, 1,193.71 for Russell; 75% of initial levels due 11/26/2029

Barclays Bank plc 8.5% per year, payable each quarter that underlying index closes at or above coupon barrier on observation date for that period; Coupon barrier: 55.92, 60% of initial level due 11/26/2029

Barclays Bank plc Each quarter, notes pay contingent coupon unless any index closes below coupon barrier level on observation date for that quarter; coupon is 5% for the first year, stepping up to 7% beginning in February 2021 and to 10% beginning in February 2022; Coupon barrier levels: 954.97 for Russell, 4,970.25 for Nasdaq; 60% of initial level due 11/25/2022

Barclays Bank plc 0.00% due 11/25/2024

Barclays Bank plc 9% per year, payable each quarter that each index closes at or above coupon barrier on the valuation date for that quarter; Coupon barriers: 2,340.14 for S&P, 6,254.06 for Nasdaq, 1,198.72 for Russell; 75% of initial levels due 5/23/2023

Barclays Bank plc 9%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 1,114.639 for Russell, 5,829.935 for Nasdaq, 736.48 for Emerging Markets, 70% of initial levels due 11/21/2024

Barclays Bank plc 7% annualized, payable each six months that each asset closes at or above coupon barrier on observation date for that period; Coupon barriers: $218.35 for S&P ETF, $142.35 for QQQ; 70% of initial levels due 11/22/2024

Barclays Bank plc 0.00% due 11/21/2024

Barclays Bank plc 9.7% per year, payable quarterly if each index closes at or above coupon barrier value on observation date for that quarter; Coupon barriers: 19,625.35 for Dow, 1,114.64 for Russell, 5,829.94 for Nasdaq; 70% of initial levels due 11/23/2029

Barclays Bank plc 7.5% per year, payable semiannually if each index closes at or above coupon barrier value on observation date for that period; Coupon barriers: 19,512.93 for Dow, 1,114.64 for Russell, 2,177.2 for S&P; 70% of initial levels due 11/28/2025

Barclays Bank plc 5.85% annualized, payable each quarter that each index closes at or above coupon barrier on observation date for that period; Coupon barriers: 5,829.94 for Nasdaq, 19,625.35 for Dow, 1,114.64 for Russell; 70% of initial levels due 11/21/2024

Barclays Bank plc 8.35% annualized, payable each quarter that each index closes at or above coupon barrier on observation date for that period; Coupon barriers: 6,662.78 for Nasdaq, 2,497.62 for S&P, 1,273.87 for Russell; 80% of initial levels due 11/23/2029

Barclays Bank plc 7.6% annualized, payable each quarter that each index closes at or above coupon barrier on observation date for that period; Coupon barriers: 4,989.31 for Nasdaq, 1,872.28 for S&P, 957.87 for Russell; 60% of initial levels due 11/21/2029

Barclays Bank plc 7.95%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 5,820.866 for Nasdaq, 734.15 for Emerging Markets, 70% of initial levels due 11/20/2024

Barclays Bank plc 0.00% due 6/3/2022

Barclays Bank plc 6.5%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 1,117.518 for Russell, 5,820.866 for Nasdaq, 70% of initial levels due 11/20/2029

Barclays Bank plc 10.5%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 5,780.482 for Nasdaq, 1,112.156 for Russell, 2,167.64 for S&P, 70% of initial levels due 8/17/2023

Barclays Bank plc 9% per year, payable quarterly if the ETF closes at or above coupon barrier value on observation date for that period; Coupon barrier: $13.18; 60% of initial level due 5/14/2027

Barclays Bank plc 8.2% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter; Downside threshold: $23.051, 70% of initial share price due 11/18/2022

Barclays Bank plc 9.1% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter; Downside threshold: $122.136, 70% of initial share price due 11/18/2022

Barclays Bank plc 15.25% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter; Downside threshold: $176.085, 50% of initial share price due 11/18/2022

Barclays Bank plc 10.4% per year, payable quarterly if each index closes at or above downside threshold level on each day that quarter; Downside threshold levels: 1,197.341 for Russell, 2,783.708 for Stoxx, 17,477.49 for Nikkei, or 75% of initial levels due 5/19/2022

Barclays Bank plc 8.1% per year, payable quarterly if each index closes at or above downside threshold level on each day that quarter; Downside threshold levels: 1,117.518 for Russell, 2,598.127 for Stoxx, 2,184.322 for S&P, or 70% of initial levels due 5/19/2022

Barclays Bank plc 6.5% per year, payable quarterly if each index closes at or above downside threshold level on observation date that quarter; Downside threshold levels: 1,037.695 for Russell, 5,405.09 for Nasdaq, 2,028.299 for S&P, or 65% of initial levels due 5/19/2022

Barclays Bank plc 0.00% due 12/3/2020

Barclays Bank plc 9% payable quarterly if each stock closes at or above its coupon barrier on related observation date; Coupon barriers: $1,043.69 for Amazon, $111.29 for Alibaba; 60% of initial prices due 11/20/2024

Barclays Bank plc 11.75% per year, payable quarterly if ETF closes at or above coupon barrier value on observation date for that quarter; Coupon barrier value: $177.67, or 75% of initial share price due 11/20/2024

Barclays Bank plc 9.5%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 5,780.482 for Nasdaq, 1,112.156 for Russell, 2,167.64 for S&P, 70% of initial levels due 8/17/2023

Barclays Bank plc 0.00% due 11/18/2024

Barclays Bank plc 0.00% due 11/16/2023

Barclays Bank plc 9% per year, payable quarterly if the stock closes at or above coupon barrier value on observation date for that period; Coupon barrier: $70.45; 50% of initial level due 11/17/2020

Barclays Bank plc 7.8%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 1,116.582 for Russell, 739.08 for Emerging Markets, 70% of initial levels due 11/16/2029

Barclays Bank plc 12.6% per year, payable quarterly if each index closes at or above downside threshold level on each day that quarter; Downside threshold levels: 1,196.338 for Russell, 2,784.15 for Stoxx, 2,318.88 for S&P, or 75% of initial levels due 11/17/2022

Barclays Bank plc 0.00% due 1/21/2021

Barclays Bank plc 0.00% due 11/16/2021

Barclays Bank plc 9% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter; Downside threshold: $1,047.20, 80% of initial share price due 11/14/2022

Barclays Bank plc 9% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter; Downside threshold: $208.112, 80% of initial share price due 11/14/2022

Barclays Bank plc 9% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter; Downside threshold: $43.515, 75% of initial share price due 11/14/2022

Barclays Bank plc 9% per year, payable quarterly if worse performing shares close at or above downside threshold level on determination date for that quarter; Downside thresholds: $134.228 for Visa, $206.168 for Mastercard, 75% of initial share price due 11/12/2021

Barclays Bank plc 10.25% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter; Downside threshold: $10.01, 65% of initial share price due 11/17/2022

Barclays Bank plc 23.5% per year, payable quarterly if worse performing shares close at or above downside threshold level on determination date for that quarter; Downside thresholds: $168.57 for Tesla, $13.505 for Uber, 50% of initial share price due 11/14/2022

Barclays Bank plc 6.4% annualized, payable each quarter that each index closes at or above coupon barrier on observation date for that period; Coupon barriers: 2,165.16 for S&P, 19,376.87 for Dow, 1,119.2 for Russell; 70% of initial levels due 11/14/2024

Barclays Bank plc 0.00% due 11/12/2021

Barclays Bank plc 0.00% due 11/28/2025

Barclays Bank plc 10.75% per year, payable quarterly if the stock closes at or above coupon barrier value on observation date for that period; Coupon barrier: $96.12; 70% of initial level due 11/12/2021

Barclays Bank plc 13%, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $39.04 for Ball, $6.77 for General Electric and $129.00 for Raytheon, or 60% of initial share prices due 11/12/2021

Barclays Bank plc 7.4%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 2,153.75 for S&P, 1,112.68 for Russell, 70% of initial levels due 11/9/2023

Barclays Bank plc 7.1%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 2,153.75 for S&P, 1,112.68 for Russell, 70% of initial levels due 11/10/2022

Barclays Bank plc 5.45% per year, payable quarterly if each index closes at or above coupon barrier value on observation date for that quarter; Coupon barriers: 19,244.79 for Dow, 1,112.68 for Russell, 2,153.75 for S&P; 70% of initial levels due 11/12/2024

Barclays Bank plc 0.00% due 11/8/2024

Barclays Bank plc 0.00% due 11/14/2025

Barclays Bank plc 9.5%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 5,747.465 for Nasdaq, 1,118.177 for Russell, 19,223.48 for Dow, 70% of initial levels due 5/9/2023

Barclays Bank plc 7.5% per year, payable quarterly if each index closes at or above coupon barrier value on observation date for that quarter; Coupon barriers: 20,596.58 for Dow, 1,198.05 for Russell, 2,308.70 for S&P; 75% of initial levels due 11/8/2029

Barclays Bank plc 10% per year, payable quarterly if stock closes at or above trigger value on quarterly review date, in which event a coupon will also be paid for any previous quarter during the life of the notes for which no coupon was paid; Trigger level: $184.08, 72.75% of initial share price due 11/18/2020

Barclays Bank plc 0.00% due 11/4/2022

Barclays Bank plc 8.2%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 1,112.531 for Russell, 19,143.15 for Dow, 70% of initial levels due 11/6/2029

Barclays Bank plc 0.00% due 10/31/2024

Barclays Bank plc 0.00% due 10/31/2022

Barclays Bank plc 9% per year, payable monthly if each index closes at or above barrier value on observation date for that month; Barrier values: 1,093.72 for Russell, 2,126.29 for S&P and 18,932.36 for Dow, or 70% of initial levels due 4/30/2021

Barclays Bank plc 0.00% due 10/31/2024

Barclays Bank plc 0.00% due 12/3/2020

Barclays Bank plc 0.00% due 12/3/2020

Barclays Bank plc 0.00% due 10/31/2022

Barclays Bank plc 0.00% due 10/31/2022

Barclays Bank plc 0.00% due 11/5/2024

Barclays Bank plc 0.00% due 10/29/2021

Barclays Bank plc 0.00% due 10/31/2024

Barclays Bank plc 0.00% due 10/31/2023

Barclays Bank plc 8.25% per year, payable quarterly if each index closes at or above coupon barrier value on observation date for that quarter; Coupon barriers: 18,932.36 for Dow, 1,093.72 for Russell, 2,126.29 for S&P; 70% of initial levels due 10/31/2024

Barclays Bank plc 7.5% per year, payable quarterly if each index closes at or above coupon barrier value on observation date for that quarter; Coupon barriers: 18,932.36 for Dow, 1,093.72 for Russell, 2,126.29 for S&P; 70% of initial levels due 7/31/2023

Barclays Bank plc 11% per year, payable each quarter if each asset closes at or above coupon barrier value on observation date for that period; Coupon barriers: 1,974.41 for index, $53.06 for ETF; 65% of initial levels due 10/31/2022

Barclays Bank plc 10.1% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter; Downside threshold: $28.497, 70% of initial share price due 11/3/2022

Barclays Bank plc 9.85% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter; Downside threshold: $35.633, 75% of initial share price due 11/3/2022

Barclays Bank plc 6.75% per year, payable quarterly if index closes at or above coupon barrier level on determination date for that quarter; Coupon barrier: 2,278.170, 75% of initial level due 11/5/2029

Barclays Bank plc 0.00% due 10/31/2024

Barclays Bank plc 0.00% due 10/31/2024

Barclays Bank plc 0.00% due 4/29/2022

Barclays Bank plc 0.00% due 11/3/2022

Barclays Bank plc 0.00% due 11/4/2026

Barclays Bank plc 0.00% due 11/5/2024

Barclays Bank plc 0.00% due 11/5/2024

Barclays Bank plc 0.00% due 10/31/2023

Barclays Bank plc 0.00% due 10/31/2022

Barclays Bank plc 13.3% payable quarterly if the stock closes at or above its coupon barrier on related observation date; Coupon barrier: $204.99, 70% of initial price due 11/5/2021

Barclays Bank plc 10% annualized, payable each quarter that each index closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 6,062.87 for Nasdaq, 20,284.67 for Dow; 75% of initial levels due 10/30/2020

Barclays Bank plc 3% initially, stepping up to 4% on Nov. 5, 2029; payable semiannually due 11/5/2034

Barclays Bank plc 5.20% due 11/2/2020

Barclays Bank plc 0.00% due 11/4/2021

Barclays Bank plc 7.2% annualized, payable quarterly if each index closes at or above 75% coupon threshold on observation date for that quarter due 10/27/2023

Barclays Bank plc 6.5% annualized, payable monthly if each index closes at or above coupon threshold on observation date for that period; Coupon threshold/barrier levels: 2,285.0775 for S&P, 1,179.63525 for Russell 2000, 75% of initial levels due 10/27/2023

Barclays Bank plc 0.00% due 11/4/2025

Barclays Bank plc 0.00% due 11/4/2025

Barclays Bank plc 0.00% due 11/1/2024

Barclays Bank plc 0.00% due 11/3/2022

Barclays Bank plc 8.4%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 1,103.951 for Russell, 18,949.99 for Dow, 70% of initial levels due 11/1/2029

Barclays Bank plc 0.00% due 10/31/2024

Barclays Bank plc 6.5%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 1,103.951 for Russell, 5,633.256 for Nasdaq, 70% of initial levels due 11/1/2029

Barclays Bank plc 7.85%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 2,152.82 for S&P, 730.61 for Emerging Markets, 70% of initial levels due 11/1/2024

Barclays Bank plc 0.00% due 10/31/2022

Barclays Bank plc 0.00% due 10/4/2021

Barclays Bank plc 0.00% due 10/31/2024

Barclays Bank plc 0.00% due 10/30/2026

Barclays Bank plc 7%, payable monthly if each index closes above coupon barrier on related observation date; Barrier levels: 18,963.50 for Dow, 1,100.35 for Russell, 2,127.59 for S&P, 70% of initial levels due 4/30/2021

Barclays Bank plc 13.25%, payable monthly if each stock closes above barrier level on observation date; Barrier levels: $169.12 for Netflix, $1,066.25 for Amazon, $149.43 for Apple and $774.00 for Alphabet, 60% of initial levels due 10/31/2022

Barclays Bank plc 9.05%, payable monthly due 10/31/2022

Barclays Bank plc 0.00% due 4/28/2023

Barclays Bank plc 0.00% due 10/31/2024

Barclays Bank plc 0.00% due 10/31/2024

Barclays Bank plc 3.6%, payable quarterly due 10/31/2024

Barclays Bank plc 3.45% annual rate, payable quarterly due 10/31/2022

Barclays Bank plc 3.75% annual rate, payable quarterly due 10/30/2026

Barclays Bank plc 0.00% due 10/31/2024

Barclays Bank plc 0.00% due 10/31/2024

Barclays Bank plc 0.00% due 10/31/2024

Barclays Bank plc 0.00% due 10/31/2024

Barclays Bank plc 8% per year, payable each quarter that underlying index closes at or above coupon barrier on observation date for that period; Coupon barrier: 56.03, 60% of initial level due 10/31/2029

Barclays Bank plc 8%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 5,677.47 for Nasdaq, 1,100.35 for Russell, 18,963.50 for Dow, 70% of initial levels due 10/31/2029

Barclays Bank plc 6%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 1,975.62 for S&P, 1,021.75 for Russell, 65% of initial levels due 10/29/2026

Barclays Bank plc 6.65%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 2,203.58 for S&P, 1,139.65 for Russell, 72.5% of initial levels due 10/31/2029

Barclays Bank plc 6% per year, payable quarterly if the index closes at or above coupon barrier value on observation date for that period; Coupon barrier: 2,127.59; 70% of initial level due 10/31/2029

Barclays Bank plc 6% per year, payable quarterly if each index closes at or above coupon barrier value on observation date for that quarter; Coupon barriers: 18,963.5 for Dow, 1,100.35 for Russell, 2,127.59 for S&P; 70% of initial levels due 10/31/2024

Barclays Bank plc 8.8% per year, payable quarterly if each index closes at or above coupon barrier value on observation date for that quarter; Coupon barriers: 677.93 for MSCI Emerging Markets, 1,021.75 for Russell, 1,975.62 for S&P; 65% of initial levels due 5/1/2023

Barclays Bank plc 8.5% per year, payable quarterly if each index closes at or above coupon barrier value on observation date for that quarter; Coupon barriers: 6,083.00 for Nasdaq, 1,178.95 for Russell, 2,279.57 for S&P; 75% of initial levels due 10/31/2029

Barclays Bank plc 9% per year, payable quarterly if each index closes at or above coupon barrier value on observation date for that quarter; Coupon barriers: 5,677.47 for Nasdaq, 1,100.35 for Russell, 2,127.59 for S&P; 70% of initial levels due 5/1/2023

Barclays Bank plc 7% per year, payable quarterly if each index closes at or above coupon barrier value on observation date for that quarter; Coupon barriers: 946.24 for Russell, 1,822.13 for S&P; 60% of initial levels due 10/31/2029

Barclays Bank plc 9% per year, payable each quarter if each asset closes at or above coupon barrier value on observation date for that period; Coupon barriers: 1,975.62 for index, $53.61 for ETF; 65% of initial levels due 4/28/2023

Barclays Bank plc Each quarter, notes pay contingent coupon unless any index closes below coupon barrier level on observation date for that quarter; coupon is 8% for the first five years, stepping up to 10% beginning in January 2025 and to 12% starting in January 2028; Coupon barrier levels: 1,178.95 for Russell, 6,083.00 for Nasdaq; 75% of initial level due 10/31/2029

Barclays Bank plc Each quarter, notes pay contingent coupon unless any index closes below coupon barrier level on observation date for that quarter; coupon is 7.4% for the first five years, stepping up to 8.5% beginning in January 2025 and to 10% in January 2028; Coupon barrier levels: 2,279.57 for S&P, 1,178.95 for Russell; 75% of initial level due 10/31/2029

Barclays Bank plc 0.00% due 10/29/2021

Barclays Bank plc 0.00% due 4/30/2021

Barclays Bank plc 3.25% until Oct. 31, 2020; after that, Libor, capped at 3.25%, 0% floor; payable quarterly due 4/28/2023

Barclays Bank plc 0.00% due 10/31/2024

Barclays Bank plc 0.00% due 10/31/2024

Barclays Bank plc 0.00% due 10/31/2023

Barclays Bank plc 14%, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $99.85 for Advance, $92.87 for salesforce and $130.65 for Goldman, or 60% of initial share prices due 10/31/2022

Barclays Bank plc 8% annualized, payable each quarter that each index closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 6,083.00 for Nasdaq, 20,318.04 for Dow; 75% of initial levels due 10/30/2020

Barclays Bank plc 5.25% annualized, payable each quarter that each index closes at or above coupon barrier on observation date for that period; Coupon barriers: 1,823.65 for S&P, 943.16 for Russell; 60% of initial levels due 10/31/2029

Barclays Bank plc 7.1% annualized, payable each quarter that each index closes at or above coupon barrier on observation date for that period; Coupon barriers: 2,279.57 for S&P, 1,178.95 for Russell; 75% of initial levels due 10/29/2026

Barclays Bank plc 8.4% annualized, payable each quarter that all indexes closes at or above coupon barrier on observation date for that period; Coupon barriers: 6,083 for Nasdaq, 2,279.57 for S&P, 1,178.95 for Russell; 75% of initial levels due 10/31/2029

Barclays Bank plc 6.25% annualized, payable each quarter that each index closes at or above coupon barrier on observation date for that period; Coupon barriers: 4,866.4 for Nasdaq, 1,823.65 for S&P, 943.16 for Russell; 60% of initial levels due 10/31/2029

Barclays Bank plc 0.00% due 12/30/2020

Barclays Bank plc 0.00% due 10/31/2024

Barclays Bank plc 0.00% due 10/31/2022

Barclays Bank plc 0.00% due 10/30/2024

Barclays Bank plc 8% per year, payable monthly if each index closes at or above coupon barrier value on observation date for that month; Coupon barriers: 18,870.64 for Dow, 1,091.1 for Russell, 2,115.79 for S&P; 70% of initial levels due 10/30/2029

Barclays Bank plc 10.1% per year, payable quarterly if BofA shares close at or above downside threshold level on determination date for that quarter; Downside threshold: $23.79, 75% of initial share price due 4/27/2022

Barclays Bank plc 8.05% annualized, payable each month that each index closes at or above coupon barrier on observation date for that period; Coupon barriers: 6,021.92 for Nasdaq, 20,218.55 for Dow, 1,169.03 for Russell; 75% of initial levels due 10/30/2029

Barclays Bank plc 6% annualized, payable each month that each index closes at or above coupon barrier on observation date for that period; Coupon barriers: 5,620.45 for Nasdaq, 18,870.64 for Dow, 1,091.1 for Russell; 70% of initial levels due 10/30/2024

Barclays Bank plc 7.5% annualized, payable each quarter that each index closes at or above coupon barrier on observation date for that period; Coupon barriers: 5,620.45 for Nasdaq, 18,901.39 for S&P, 1,091.1 for Russell; 70% of initial levels due 10/30/2029

Barclays Bank plc 9.35% annualized, payable each month that each asset closes at or above coupon barrier on observation date for that period; Coupon barriers: 6,021.92 for Nasdaq, $202.20 for Dow ETF, 1,169.03 for Russell; 75% of initial levels due 10/28/2021

Barclays Bank plc 0.00% due 8/26/2021

Barclays Bank plc 7.5%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 5,512.231 for Nasdaq, 1,854.606 for Russell, 18,751.67 for Dow, 70% of initial levels due 10/25/2029

Barclays Bank plc 18.25% per year, payable quarterly if Tesla shares close at or above downside threshold level on determination date for that quarter; Downside threshold: $127.79, 50% of initial share price due 4/27/2022

Barclays Bank plc 6.3%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 1,074.837 for Russell, 18,739.14 for Dow, 70% of initial levels due 10/25/2029

Barclays Bank plc 6.2% annualized, payable each month that each index closes at or above coupon barrier on observation date for that period; Coupon barriers: 5,558.23 for Nasdaq, 18,779.35 for Dow, 1,085.1 for Russell; 70% of initial levels due 7/26/2023

Barclays Bank plc 6% per year, payable monthly if each underlier closes at or above 80% coupon barrier on determination date due 4/22/2027

Barclays Bank plc 0.00% due 10/23/2023

Barclays Bank plc 0.00% due 10/23/2024

Barclays Bank plc 15.5% per year, payable semiannually if each asset closes at or above coupon barrier value on observation date for that period; Coupon barriers: 1,941.03 for index, $13.36 for ETF; 65% of initial levels due 10/21/2022

Barclays Bank plc 13.75% per year, payable semiannually if each asset closes at or above coupon barrier value on observation date for that period; Coupon barriers: 1,941.03 for index, $13.36 for ETF; 65% of initial levels due 10/21/2022

Barclays Bank plc 8.25% per year, payable quarterly if Disney shares close at or above downside threshold level on determination date for that quarter; Downside threshold: $104.712, 80% of initial share price due 10/21/2022

Barclays Bank plc 0.00% due 4/24/2025

Barclays Bank plc 0.00% due 10/23/2024

Barclays Bank plc 0.00% due 10/21/2022

Barclays Bank plc 9% per year, payable monthly if each underlier closes at or above coupon barrier on determination date; Coupon barriers: 6,423.38 for Nasdaq, 1,246.97 for Russell; 80% of initial levels due 4/29/2027

Barclays Bank plc Notes will pay a monthly contingent coupon of 7% per year if each index closes above 80% of its initial level on the related payment date for that month due 10/20/2022

Barclays Bank plc 7.55% per year, payable monthly if each ETF closes at or above 65% buffer value on observation date for that month due 4/21/2027

Barclays Bank plc 0.00% due 5/20/2021

Barclays Bank plc 6.25% annualized, payable each month that each index closes at or above coupon barrier on observation date for that period; Coupon barriers: 5,544.15 for Nasdaq, 18,901.39 for Dow, 1,067.54 for Russell; 70% of initial levels due 10/21/2024

Barclays Bank plc 6% annualized, payable each quarter that each index closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 4,356.12 for Nasdaq, 1,644.33 for S&P, 838.78 for Russell; 55% of initial levels due 10/19/2029

Barclays Bank plc 0.00% due 1/19/2024

Barclays Bank plc 4.00% due 10/18/2024

Barclays Bank plc 0.00% due 10/19/2020

Barclays Bank plc 5.9%, payable quarterly if the index closes at or above coupon barrier on observation date; Coupon barrier: 2,079.19, 70% of initial level due 10/14/2020

Barclays Bank plc 8%, payable quarterly if each index closes at or above 80% of its initial level on the related payment date for that quarter due 10/17/2022

Barclays Bank plc 8.2%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 2,079.19 for S&P, 708.08 for Emerging Markets, 70% of initial levels due 10/14/2022

Barclays Bank plc 7.2%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 2,079.19 for S&P, 1,058.33 for Russell, 70% of initial levels due 10/17/2024

Barclays Bank plc 6.05% per year, payable quarterly if each index closes at or above coupon barrier value on observation date for that quarter; Coupon barriers: 18,771.61 for Dow, 1,058.33 for Russell, 2,079.19 for S&P; 70% of initial levels due 10/17/2024

Barclays Bank plc 0.00% due 10/15/2021

Barclays Bank plc 0.00% due 10/25/2024

Barclays Bank plc 10% annualized, payable each quarter that each index closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 18,771.61 for Dow, 5,490.72 for Nasdaq, 1,058.33 for Russell; 70% of initial levels due 10/14/2022

Barclays Bank plc 6.75% annualized, payable each quarter that each index closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 16,089.95 for Dow, 1,782.16 for S&P, 907.14 for Russell; 60% of initial levels due 10/16/2029

Barclays Bank plc 8.9% payable semiannually if the ETF closes at or above its coupon barrier on related observation date; Coupon barrier: $31.30, 75% of initial price due 10/17/2024

Barclays Bank plc 0.00% due 10/16/2024

Barclays Bank plc 6.7%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 1,058.33 for Russell, 18,771.61 for Dow, 70% of initial levels due 10/16/2029

Barclays Bank plc 8.25% annualized, payable semiannually if each asset closes at or above its 60% coupon barrier on observation date for that period due 10/15/2024

Barclays Bank plc 0.00% due 10/15/2024

Barclays Bank plc 0.00% due 10/6/2049

Barclays Bank plc 0.00% due 10/6/2049

Barclays Bank plc Notes will pay a monthly contingent coupon of 5.9% per year if each index closes above 80% of its initial level on the related payment date for that month due 4/8/2027

Barclays Bank plc 14% per year, payable quarterly if each index closes at or above coupon barrier value on observation date for that quarter; Coupon barriers: 6,203.28 for Nasdaq, 2,361.61 for S&P, 1,200.56 for Russell; 80% of initial levels due 10/11/2022

Barclays Bank plc 11.4% per year, payable quarterly if each stock closes at or above downside threshold level on determination date for that quarter; Downside thresholds: $44.317 for Citigroup and $74.503 for JPMorgan Chase, or 65% of initial levels due 10/7/2022

Barclays Bank plc 6.5% annualized, payable each month that each index closes at or above coupon barrier on observation date for that month; Coupon barriers: 18,601.60 for Dow, 5,427.87 for Nasdaq, 1,073.51 for Russell; 70% of initial levels due 7/10/2023

Barclays Bank plc 0.00% due 10/9/2024

Barclays Bank plc 8.4% per year, payable quarterly if each index closes at or above coupon barrier value on observation date for that quarter; Coupon barriers: 15,943.82 for Dow, 896.06 for Russell, 1,764.15 for S&P; 60% of initial levels due 10/6/2022

Barclays Bank plc 2.1% initially, stepping up to 3% on Oct. 9, 2021; payable semiannually due 10/9/2022

Barclays Bank plc 0.00% due 10/31/2025

Barclays Bank plc 0.00% due 9/27/2024

Barclays Bank plc 0.00% due 10/7/2022

Barclays Bank plc 7.2% annualized, payable each month that each index closes at or above coupon barrier on observation date for that month; Coupon barriers: 18,601.13 for Dow, 2,058.18 for S&P, 1,045.40 for Russell; 70% of initial levels due 10/6/2022

Barclays Bank plc 7.7% if each index closes above 80% of its initial level on the observation date that month due 10/5/2022

Barclays Bank plc 0.00% due 9/30/2022

Barclays Bank plc 0.00% due 10/3/2022

Barclays Bank plc 0.00% due 10/5/2021

Barclays Bank plc 0.00% due 10/3/2024

Barclays Bank plc 0.00% due 9/29/2024

Barclays Bank plc 7% per year, payable quarterly if each index closes at or above coupon barrier value on observation date for that quarter; Coupon barriers: 18,841.78 for Dow, 2,083.72 for S&P, 1,066.36 for Russell; 70% of initial levels due 6/29/2023

Barclays Bank plc 7.5% per year, payable quarterly if each index closes at or above coupon barrier value on observation date for that quarter; Coupon barriers: 18,841.78 for Dow, 2,083.72 for S&P, 1,066.36 for Russell; 70% of initial levels due 10/3/2024

Barclays Bank plc 11.5% per year, payable quarterly if each asset closes at or above coupon barrier value on observation date for that period; Coupon barriers: 1,934.88 for index, $49.56 for ETF; 65% of initial levels due 9/30/2022

Barclays Bank plc 0.00% due 4/1/2022

Barclays Bank plc 0.00% due 10/5/2021

Barclays Bank plc 0.00% due 10/3/2024

Barclays Bank plc 0.00% due 9/30/2022

Barclays Bank plc 0.00% due 3/31/2023

Barclays Bank plc 0.00% due 10/5/2026

Barclays Bank plc 10% annualized, payable each quarter that each index closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 5,812.09 for Nasdaq, 20,187.62 for Dow; 75% of initial levels due 9/30/2020

Barclays Bank plc 8% payable semiannually if each ETF closes at or above its coupon barrier on related observation date; Coupon barriers: $105.81 for Russell ETF, $206.78 for S&P ETF; 70% of initial prices due 10/7/2024

Barclays Bank plc 0.00% due 10/3/2025

Barclays Bank plc 7.6%, payable quarterly if each index closes above coupon barrier on related observation date; Coupon barriers: 18,774.18 for Dow, 5,377.12 for Nasdaq, 1,064.34 for Russell, 70% of initial levels due 10/1/2020

Barclays Bank plc Notes will pay a quarterly contingent coupon of 7.4% per year if each index closes at or above 70% of its initial level on the related payment date for that quarter due 10/2/2024

Barclays Bank plc 7% per year, payable quarterly if each index closes at or above coupon barrier value on observation date for that quarter; Coupon barriers: 2,073.25 for S&P, 1,064.34 for Russell, 2,482.12 for Stoxx; 70% of initial levels due 10/2/2024

Barclays Bank plc 10.35% per year, payable quarterly if BofA shares close at or above downside threshold level on determination date for that quarter; Downside threshold: $22.013, 75% of initial share price due 9/30/2022

Barclays Bank plc 0.00% due 10/2/2040

Barclays Bank plc 0.00% due 10/2/2024

Barclays Bank plc 0.00% due 10/2/2024

Barclays Bank plc 6.25% annualized, payable each quarter that each index closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 2,221.34 for S&P, 5,761.19 for Nasdaq, 75% of initial levels due 10/2/2024

Barclays Bank plc 0.00% due 9/24/2021

Barclays Bank plc 0.00% due 9/26/2025

Barclays Bank plc 0.00% due 10/1/2024

Barclays Bank plc 0.00% due 9/24/2021

Barclays Bank plc 0.00% due 9/24/2021

Barclays Bank plc 2.75% initially, stepping up to 3% on Sept. 30, 2025 and to 3.5% on Sept. 30, 2027; payable semiannually due 9/30/2029

Barclays Bank plc 0.00% due 9/29/2023

Barclays Bank plc 9.1% per year, payable quarterly if each index closes at or above downside threshold on observation date for that quarter; Downside thresholds: 13,445.56 for Dow industrials and 766.663 for Russell 2000, or 50% of initial levels due 10/1/2029

Barclays Bank plc 6.9% per year, payable quarterly if each index closes at or above downside threshold on observation date for that quarter; Coupon barriers: 18,823.78 for Dow industrials and 1,073.328 for Russell 2000, or 70% of initial levels due 10/1/2029

Barclays Bank plc 7.4%, payable quarterly if each underlier closes at or above coupon barrier on related observation date; Coupon barriers: $28.82 for EM, $45.63 for EAFE, 70% of initial levels due 9/29/2022

Barclays Bank plc 9.6%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 1,073.328 for Russell, 2,084.33 for Russell, 70% of initial levels due 9/29/2022

Barclays Bank plc 0.00% due 9/30/2024

Barclays Bank plc 7.5%, payable monthly if each index closes above coupon barrier on related observation date; Coupon barriers: 18,879.5 for Dow, 1,085.46 for Russell, 2,089.41 for S&P, 70% of initial levels due 3/31/2021

Barclays Bank plc 0.00% due 9/30/2024

Barclays Bank plc 0.00% due 3/30/2023

Barclays Bank plc 0.00% due 9/30/2024

Barclays Bank plc 0.00% due 9/30/2024

Barclays Bank plc 3.75% due 9/30/2026

Barclays Bank plc 3.55% due 9/30/2024

Barclays Bank plc 0.00% due 9/30/2024

Barclays Bank plc 0.00% due 9/30/2024

Barclays Bank plc 0.00% due 9/30/2024

Barclays Bank plc 0.00% due 9/30/2024

Barclays Bank plc 9.25% per year, payable each quarter that each underlying asset closes at or above coupon barrier on observation date for that period; Coupon barriers: 2,107.82 for Euro Stoxx 50, 51.79 for Euro Stoxx Banks, 60% of initial level due 9/28/2029

Barclays Bank plc 12% per year, payable each quarter that each underlying asset closes at or above coupon barrier on observation date for that period; Coupon barriers: 1,062.2 for Russell 2000, 59.13 for Euro Stoxx Banks, 68.5% of initial level due 9/28/2029

Barclays Bank plc 6% per year, payable quarterly if the index closes at or above coupon barrier value on observation date for that period; Coupon barrier: 2,089.41; 70% of initial level due 9/28/2029

Barclays Bank plc 6.25% per year, payable quarterly if each index closes at or above coupon barrier value on observation date for that quarter; Coupon barriers: 18,879.5 for Dow, 2,089.41 for S&P, 1,085.46 for Russell; 70% of initial levels due 9/30/2024

Barclays Bank plc 8.1% per year, payable quarterly if each index closes at or above coupon barrier value on observation date for that quarter; Coupon barriers: 653.61 for EM, 1,940.17 for S&P, 1,007.92for Russell; 65% of initial levels due 3/30/2023

Barclays Bank plc 7% per year, payable quarterly if each index closes at or above coupon barrier value on observation date for that quarter; Coupon barriers: 4,877.21 for Nasdaq, 1,865.54 for S&P, 969.16 for Russell; 62.5% of initial levels due 9/28/2029

Barclays Bank plc 7% per year, payable quarterly if each index closes at or above coupon barrier value on observation date for that quarter; Coupon barriers: 2,164.03 for S&P, 1,124.22 for Russell; 72.5% of initial levels due 9/28/2029

Barclays Bank plc 6.2% per year, payable each quarter that each underlying asset closes at or above coupon barrier on observation date for that period; Coupon barriers: 1,007.92 for Russell 2000, 1,940.17 for S&P 500, 65% of initial level due 9/30/2026

Barclays Bank plc 7% per year, payable quarterly if each index closes at or above coupon barrier value on observation date for that quarter; Coupon barriers: 4,682.12 for Nasdaq, 2,164.03 for S&P, 1,124.22 for Russell; 60% of initial levels due 3/31/2027

Barclays Bank plc 9.5% per year, payable quarterly if each asset closes at or above coupon barrier value on observation date for that period; Coupon barriers: 1,940.17 for index, $51.53 for ETF; 65% of initial levels due 9/30/2022

Barclays Bank plc 5.05% per year multiplied by proportion of days on which index closes at or above coupon barrier; payable monthly; Coupon barrier: 2,387.90, 80% of initial level due 3/31/2027

Barclays Bank plc 8.25% annualized, payable each quarter that each index closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 5,852.66 for Nasdaq, 20,228.03 for Dow; 75% of initial levels due 9/30/2020

Barclays Bank plc 5.5% annualized, payable each quarter that each index closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 1,790.92 for S&P, 930.39 for Russell; 60% of initial levels due 9/28/2029

Barclays Bank plc 6.5% annualized, payable each quarter that each index closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 4,682.12 for Nasdaq, 1,790.92 for S&P, 930.39 for Russell; 60% of initial levels due 9/28/2029

Barclays Bank plc 10% payable quarterly if each ETF closes at or above its coupon barrier on related observation date; Coupon barriers: $15.64 for gold ETF, $43.60 for biotech ETF; 55% of initial prices due 3/31/2021

Barclays Bank plc 0.00% due 9/30/2024

Barclays Bank plc 0.00% due 9/28/2023

Barclays Bank plc 0.00% due 9/30/2024

Barclays Bank plc 0.00% due 9/30/2022

Barclays Bank plc 5.55% per year multiplied by proportion of days on which index closes at or above coupon barrier; payable monthly; Coupon barrier: 2,373.28, 80% of initial level due 9/27/2024

Barclays Bank plc 6.1% annualized, payable each month that each index closes at or above coupon barrier on observation date for that month; Coupon barriers: 18,765.44 for Dow, 5,397.03 for Nasdaq, 1,073.51 for Russell; 70% of initial levels due 9/27/2024

Barclays Bank plc 7% annualized, payable each quarter that each index closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 2,224.95 for S&P, 1,150.19 for Russell; 75% of initial levels due 9/29/2026

Barclays Bank plc 8.4% per year, payable quarterly if each index closes at or above coupon barrier level on each day that quarter; Coupon barrier levels: 1,090.773 for Russell, 5,473.027 for Nasdaq, 2,094.246 for S&P, or 70% of initial levels due 3/28/2022

Barclays Bank plc 9.7% annual rate, payable quarterly if all three indexes close above their coupon barriers on all trading days during observation period; Coupon barriers: 5,082.097 for Nasdaq-100, 1,012.861 for Russell 2000 and 1,944.66 for S&P 500, 65% of initial levels due 3/28/2023

Barclays Bank plc 0.00% due 9/25/2023

Barclays Bank plc 0.00% due 9/25/2023

Barclays Bank plc 0.00% due 9/25/2025

Barclays Bank plc 5.75% due 3/25/2021

Barclays Bank plc 0.00% due 9/25/2024

Barclays Bank plc 0.00% due 9/25/2023

Barclays Bank plc 8.75% per year, payable quarterly if each index closes at or above coupon barrier value on observation date for that quarter; Coupon barriers: 1,944.85 for S&P, 1,013.85 for Russell, 5,085.31 for Nasdaq; 65% of initial levels due 9/25/2029

Barclays Bank plc 15.5% per year, payable semiannually if each asset closes at or above coupon barrier value on observation date for that period; Coupon barriers: 1,944.85 for index, $15.46 for ETF; 65% of initial levels due 9/23/2022

Barclays Bank plc 13.75% per year, payable semiannually if each asset closes at or above coupon barrier value on observation date for that period; Coupon barriers: 1,944.85 for index, $15.46 for ETF; 65% of initial levels due 9/23/2022

Barclays Bank plc 9.3% per year, payable quarterly if each stock closes at or above downside threshold level on determination date for that quarter; Downside thresholds: $799.396 for Alphabet and $24.642 for AT&T, or 65% of initial levels due 12/23/2021

Barclays Bank plc 8.5% per year, payable quarterly if Disney shares close at or above downside threshold level on determination date for that quarter; Downside threshold: $105.816, 80% of initial share price due 9/23/2022

Barclays Bank plc 8.5% per year, payable quarterly if each index closes at or above coupon barrier level on each day that quarter; Coupon barrier levels: 1,169.824 for Russell, 2,678.543 for Stoxx, 2,244.053 for S&P, or 75% of initial levels due 3/24/2022

Barclays Bank plc 0.00% due 3/25/2025

Barclays Bank plc 0.00% due 9/25/2024

Barclays Bank plc 0.00% due 9/25/2024

Barclays Bank plc 2.35% initially, stepping up to 2.75% on Sept. 24, 2022; payable semiannually due 9/24/2024

Barclays Bank plc 6.25% annualized, payable each quarter that each index closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 5,916.42 for S&P, 5,916.42 for Nasdaq; 75% of initial levels due 9/23/2024

Barclays Bank plc 3.1% initially, stepping up to 3.5% on Sept. 20, 2029; payable semiannually due 9/20/2034

Barclays Bank plc 6.25% due 3/22/2027

Barclays Bank plc 9% per year, payable monthly if each underlier closes at or above 80% coupon barrier on determination date due 3/22/2027

Barclays Bank plc Notes will pay a monthly contingent coupon of 6.25% per year if each index closes above 80% of its initial level on the related payment date for that month due 3/22/2027

Barclays Bank plc Notes will pay a monthly contingent coupon of 6% per year if each index closes above 80% of its initial level on the related payment date for that month due 3/22/2027

Barclays Bank plc 0.00% due 3/22/2021

Barclays Bank plc 0.00% due 9/19/2024

Barclays Bank plc 8.85% per year, payable quarterly if each index closes at or above coupon barrier value on observation date for that quarter; Coupon barriers: 2,248.47 for S&P, 1,039.33 for Russell, 18,482.3 for Stoxx; 75% of initial levels due 9/20/2029

Barclays Bank plc 0.00% due 9/18/2023

Barclays Bank plc 11.2% per year, payable quarterly if Netflix shares close at or above downside threshold level on determination date for that quarter; Downside threshold: $176.49, 60% of initial share price due 9/16/2022

Barclays Bank plc 8.7% per year, payable quarterly if each index closes at or above coupon barrier level on each day that quarter; Coupon barrier levels: 1,104.697 for Russell, 5,525.069 for Nasdaq, 2,105.173 for S&P, or 70% of initial levels due 9/16/2022

Barclays Bank plc 0.00% due 8/18/2021

Barclays Bank plc 0.00% due 9/18/2024

Barclays Bank plc 6.1% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 5,525.07 for Nasdaq, 19,053.66 for Dow and 1,104.7 for Russell; 70% of initial levels due 9/18/2024

Barclays Bank plc 0.00% due 9/13/2024

Barclays Bank plc 6.85%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 1,104.697 for Russell, 5,525.069 for Nasdaq, 70% of initial levels due 9/18/2029

Barclays Bank plc 7.00% due 9/15/2022

Barclays Bank plc 0.00% due 7/15/2021

Barclays Bank plc 0.00% due 9/8/2049

Barclays Bank plc 0.00% due 9/3/2024

Barclays Bank plc 8% per year, payable quarterly if each index closes at or above coupon barrier value on observation date for that quarter; Coupon barriers: 1,762.67 for S&P, 890.86 for Russell, 4,631.55 for Nasdaq; 60% of initial levels due 9/11/2024

Barclays Bank plc 0.00% due 12/10/2020

Barclays Bank plc 16.6% per year, payable quarterly if each stock closes at or above downside threshold level on determination date for that quarter; Downside thresholds: $84.133 for American Express, $35.259 for Blackstone and $203.966 for Mastercard, or 70% of initial levels due 9/9/2022

Barclays Bank plc 8.6% per year, payable quarterly if each index closes at or above downside threshold level on determination date for that quarter; Downside thresholds: 1,128.876 for Russell 2000 and 2,234.033 for S&P 500, or 75% of initial levels due 12/9/2021

Barclays Bank plc 7.75% per year, payable quarterly if each index closes at or above coupon barrier value on observation date for that quarter; Coupon barriers: 2,056.45 for S&P, 1,039.33 for Russell, 18,482.3 for Dow; 70% of initial levels due 3/9/2023

Barclays Bank plc 0.00% due 8/30/2024

Barclays Bank plc 7.5%, payable monthly if each index closes above coupon barrier on related observation date; Coupon barriers: 18,482.3 for Dow, 1,046.39 for Russell, 2,048.52 for S&P, 70% of initial levels due 2/26/2021

Barclays Bank plc 0.00% due 8/31/2022

Barclays Bank plc 0.00% due 8/31/2022

Barclays Bank plc 0.00% due 2/28/2022

Barclays Bank plc 0.00% due 9/5/2024

Barclays Bank plc 0.00% due 8/31/2021

Barclays Bank plc 0.00% due 8/31/2023

Barclays Bank plc 0.00% due 9/5/2024

Barclays Bank plc 7% per year, payable quarterly if each index closes at or above coupon barrier value on observation date for that quarter; Coupon barriers: 2,048.52 for S&P, 1,046.39 for Russell, 18,482.3 for Dow; 70% of initial levels due 5/31/2023

Barclays Bank plc 7% per year, payable quarterly if each index closes at or above coupon barrier value on observation date for that quarter; Coupon barriers: 2,048.52 for S&P, 1,046.39 for Russell, 18,482.3 for Dow; 70% of initial levels due 8/30/2024

Barclays Bank plc 12.75% per year, payable quarterly if each asset closes at or above coupon barrier value on observation date for that quarter; Coupon barriers: 1,902.2 for index, $14.02 for ETF; 65% of initial levels due 8/31/2022

Barclays Bank plc 10% per year, payable quarterly if Intel shares close at or above downside threshold level on determination date for that quarter; Downside threshold: $33.187, 70% of initial share price due 9/2/2022

Barclays Bank plc 7.05% per year, payable quarterly if each index closes at or above coupon barrier level on the observation date for that quarter; Coupon barrier levels: 4,999.149 for Nasdaq, 971.645 for Russell, 1,902.199 for S&P, or 65% of initial levels due 9/2/2021

Barclays Bank plc 10.65% per year, payable quarterly if each index closes at or above coupon barrier level on the observation date for that quarter; Coupon barrier levels: 15,528.278 for Nikkei, 2,570.07 for Stoxx, 2,194.845 for S&P, or 75% of initial levels due 3/3/2022

Barclays Bank plc 8.15% per year, payable quarterly if each index closes at or above coupon barrier level on the observation date for that quarter; Coupon barrier levels: 13,457.841 for Nikkei, 971.645 for Russell, 1,902.199 for S&P, or 65% of initial levels due 9/2/2022

Barclays Bank plc 0.00% due 3/3/2022

Barclays Bank plc 0.00% due 2/28/2022

Barclays Bank plc 0.00% due 9/3/2021

Barclays Bank plc 0.00% due 9/3/2026

Barclays Bank plc 0.00% due 9/6/2022

Barclays Bank plc 0.00% due 9/5/2024

Barclays Bank plc 0.00% due 2/28/2022

Barclays Bank plc 0.00% due 8/31/2022

Barclays Bank plc 8% annualized, payable each quarter that each index closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 19,802.46 for Dow, 5,768.25 for Nasdaq; 75% of initial levels due 8/28/2020

Barclays Bank plc 16.5% payable quarterly if the ETF closes at or above its coupon barrier on related observation date; Coupon barrier: $15.10; 70% of initial price due 11/30/2020

Barclays Bank plc 0.00% due 8/26/2022

Barclays Bank plc 0.00% due 8/30/2024

Barclays Bank plc 0.00% due 8/29/2024

Barclays Bank plc 0.00% due 9/4/2025

Barclays Bank plc 0.00% due 8/26/2022

Barclays Bank plc 9.00% due 9/11/2020

Barclays Bank plc 8.50% due 9/11/2020

Barclays Bank plc 0.00% due 9/3/2024

Barclays Bank plc 12.25%, payable monthly if each asset closes at or above coupon barrier on related observation date; Coupon barriers: 2,021.56 for S&P, 1,030.9 for Russell and $14.18 for ETF, or 70% of initial share prices due 9/3/2024

Barclays Bank plc 0.00% due 8/30/2024

Barclays Bank plc 7.25% per year, payable quarterly if each index closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 5,311.527 for Nasdaq-100 and 1,030.899 for Russell 2000, or 70% of initial levels due 8/31/2029

Barclays Bank plc 7.35% per year, payable quarterly if each index closes at or above downside threshold on observation date for that quarter; Downside thresholds: 5,311.527 for Nasdaq-100 and 2,021.56 for S&P 500, or 70% of initial levels due 9/3/2024

Barclays Bank plc 9.1% per year, payable quarterly if each index closes at or above downside threshold on observation date for that quarter; Downside thresholds: 5,311.527 for Nasdaq-100 and 2,021.56 for S&P 500, or 70% of initial levels due 9/3/2024

Barclays Bank plc 0.00% due 8/30/2024

Barclays Bank plc 6.75%, payable monthly if each index closes above coupon barrier on related observation date; Coupon barriers: 18,044.53 for Dow, 1,019.23 for Russell, 2,008.41 for S&P, 70% of initial levels due 2/26/2021

Barclays Bank plc 0.00% due 2/28/2023

Barclays Bank plc 0.00% due 8/30/2024

Barclays Bank plc 0.00% due 8/30/2024

Barclays Bank plc 4.00% due 8/31/2026

Barclays Bank plc 3.75% due 8/30/2024

Barclays Bank plc 0.00% due 8/30/2024

Barclays Bank plc 0.00% due 8/30/2024

Barclays Bank plc 3.30% due 8/30/2024

Barclays Bank plc 0.00% due 8/30/2024

Barclays Bank plc 0.00% due 8/30/2024

Barclays Bank plc 10% per year, payable each quarter that each underlying asset closes at or above coupon barrier on observation date for that period; Coupon barriers: 873.62 for Russell, 47.77 for Euro Stoxx Banks, 60% of initial level due 8/30/2029

Barclays Bank plc 7% annualized rate, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier levels: 5,296.22 for Nasdaq and 1,019.23 for Russell 2000, 70% of initial levels due 8/30/2029

Barclays Bank plc 6% annualized rate, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier levels: 1,793.23 for S&P 500 and 910.03 for Russell 2000, 62.5% of initial levels due 8/30/2029

Barclays Bank plc 6% annualized rate, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier levels: 1,864.95 for S&P 500 and 946.43 for Russell 2000, 65% of initial levels due 8/31/2026

Barclays Bank plc 6.5% annualized rate, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier levels: 2,080.14 for S&P 500 and 1,055.63 for Russell 2000, 72.5% of initial levels due 8/30/2029

Barclays Bank plc 6% per year, payable quarterly if each index closes at or above coupon barrier value on observation date for that quarter; Coupon barriers: 2,008.41 for S&P, 1,019.23 for Russell, 18,044.53 for Dow; 70% of initial levels due 8/30/2024

Barclays Bank plc 8.2% per year, payable quarterly if each index closes at or above coupon barrier value on observation date for that quarter; Coupon barriers: 2,008.41 for S&P, 1,019.23 for Russell, 1,278.0 for MSCI EAFE; 70% of initial levels due 9/1/2022

Barclays Bank plc 10% per year, payable quarterly if each asset closes at or above coupon barrier value on observation date for that quarter; Coupon barriers: 1,864.95 for index, $13.39 for ETF; 65% of initial levels due 8/31/2022

Barclays Bank plc 6% per year, payable quarterly if index closes at or above coupon barrier level on observation date for that quarter; Coupon barriers: 2,008.41; 70% of initial level due 8/31/2029

Barclays Bank plc 5.05% per year multiplied by proportion of days on which index closes at or above coupon barrier; payable monthly; Coupon barrier: 1,237.63, 85% of initial level due 8/30/2024

Barclays Bank plc Each quarter, notes pay contingent coupon unless any index closes be-low coupon barrier level on observation date for that quarter; coupon is 7% for the first five years, stepping up to 8.5% beginning in November 2024 and to 10% in November 2027; Coupon barrier levels: 2,151.87 for S&P, 1,092.03 for Russell; 75% of initial level due 8/30/2029

Barclays Bank plc 0.00% due 10/30/2020

Barclays Bank plc 0.00% due 8/30/2024

Barclays Bank plc 0.00% due 8/31/2023

Barclays Bank plc 0.00% due 8/30/2024

Barclays Bank plc 11.75%, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $23.87 for Morgan Stanley, $27.47 for Intel and $67.45 for Walmart or 60% of initial share prices due 8/30/2022

Barclays Bank plc 6.75% annualized, payable each quarter that each index closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 19,333.43 for Dow, 5,674.52 for Nasdaq, 75% of initial levels due 8/28/2020

Barclays Bank plc 7.35% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 5,296.22 for Nasdaq, 18,044.53 for Dow and 1,019.23 for Russell; 70% of initial levels due 8/30/2029

Barclays Bank plc 6% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 4,539.62 for Nasdaq, 1,721.496 for S&P and 873.623 for Russell; 60% of initial levels due 8/30/2029

Barclays Bank plc 5% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 1,721.496 for S&P and 873.623 for Russell; 60% of initial levels due 8/30/2029

Barclays Bank plc 6.5% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,151.87 for S&P and 1,092.03 for Russell; 75% of initial levels due 8/31/2026

Barclays Bank plc 13.05% payable quarterly if the ETF closes at or above its coupon barrier on related observation date; Coupon barrier: $14.42, 70% of initial price due 11/30/2020

Barclays Bank plc 13.05% payable quarterly if each ETF closes at or above its coupon barrier on related observation date; Coupon barriers: $18.34 for gold ETF, $12.36 for oil ETF; 60% of initial prices due 8/30/2024

Barclays Bank plc 2.15% initially, stepping up to 2.5% on Aug. 20, 2021 and to 3% on Aug. 30, 2022; payable semiannually due 8/30/2023

Barclays Bank plc 0.00% due 8/30/2024

Barclays Bank plc Notes will pay a quarterly contingent coupon of 6.25% per year if each index closes at or above 60% of its initial level on the related payment date for that quarter due 8/29/2024

Barclays Bank plc 11.7% per year, payable quarterly if each underlying asset closes at or above coupon barrier level observation date for that period; Coupon barriers: $27.34 for EM ETF, $43.37 for EAFE ETF, 1,992.98 for index, 70% of initial levels due 8/28/2024

Barclays Bank plc 0.00% due 8/28/2024

Barclays Bank plc 0.00% due 8/28/2023

Barclays Bank plc 0.00% due 8/28/2023

Barclays Bank plc 0.00% due 8/28/2023

Barclays Bank plc 0.00% due 8/28/2024

Barclays Bank plc 8.2% per year, payable quarterly if each index closes at or above coupon barrier value on observation date for that quarter; Coupon barriers: 1,992.98 for S&P, 1,021.64 for Russell, 5,225.5 for Nasdaq; 70% of initial levels due 8/28/2024

Barclays Bank plc 13% per year, payable semiannually if each asset closes at or above coupon barrier value on observation date for that period; Coupon barriers: 1,850.62 for S&P, $13.60 for oil ETF; 65% of initial levels due 8/26/2022

Barclays Bank plc 11.75% annualized rate, payable quarterly if each underlying asset closes at or above coupon barrier level observation date for that period; Coupon barriers: 1,850.62 for S&P and $13.60 for oil fund, 65% of initial levels due 8/26/2022

Barclays Bank plc 9.55% per year, payable quarterly if Facebook shares close at or above downside threshold level on determination date for that quarter; Downside threshold: $124.425, 70% of initial share price due 8/26/2022

Barclays Bank plc 12.6% per year, payable quarterly if each index closes at or above coupon barrier level on the observation date for that quarter; Coupon barrier levels: 5,598.746 for Nasdaq, 1,094.614 for Russell, 2,135.333 for S&P, or 75% of initial levels due 8/26/2021

Barclays Bank plc 0.00% due 8/28/2024

Barclays Bank plc 0.00% due 8/28/2024

Barclays Bank plc 18.5%, payable quarterly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $264.14 for O'Reilly, $28.07 for E-Trade and $124.43 for Facebook, or 70% of initial share prices due 8/26/2021

Barclays Bank plc 5.85% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 875.69 for Russell, 1,708.27 for S&P; 60% of initial levels due 8/28/2024

Barclays Bank plc 8.15% annualized, payable quarterly if stock closes at or above coupon barrier on related observation date; Coupon barriers: $33.50, 70% of initial levels due 8/25/2022

Barclays Bank plc 6.5% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 948.78 for Russell, 1,841.46 for S&P; 63% of initial levels due 8/27/2024

Barclays Bank plc 10% per year, payable monthly if each underlier closes at or above coupon barrier on determination date; Coupon barriers: $51.94 for Exxon, $87.82 for Chevron; 74.5% of initial levels due 8/25/2022

Barclays Bank plc 7%, payable monthly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 18,341.91 for Dow, 5,413.25 for Nasdaq, 70% of initial levels due 8/26/2024

Barclays Bank plc 6.4% annualized rate, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier levels: 2,047.1 for S&P 500 and 1,056.92 for Russell 2000, 70% of initial levels due 8/26/2026

Barclays Bank plc 22%, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $193.58 for Netflix, $113.91 for Alibaba and $17.51 for BofA, or 65% of initial share prices due 8/26/2025

Barclays Bank plc 11.5% payable quarterly if the stock closes at or above its coupon barrier on related observation date; Coupon barrier: $194.97; 50% of initial price due 8/25/2022

Barclays Bank plc Notes will pay a monthly contingent coupon of 9% per year if each index closes above 80% of its initial level on the related payment date for that month due 2/25/2027

Barclays Bank plc 8% annualized rate, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier levels: 2,030.36 for S&P 500 and 1,048.61 for Russell 2000, 70% of initial levels due 8/23/2029

Barclays Bank plc 0.00% due 8/24/2023

Barclays Bank plc 6.25% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 18,173.71 for Dow, 1,048.61 for Russell, 5,365.13 for Nasdaq; 70% of initial levels due 8/23/2024

Barclays Bank plc 9.5% per year, payable quarterly if each index closes at or above its coupon barrier on observation date that quarter; Coupon barriers: 1,278.09 for MSCI EAFE, 1,048.604 for Russell, 2,030.36 for S&P; 70% of initial levels due 8/23/2024

Barclays Bank plc 6.25% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 18,120.21 for Dow, 1,045.55 for Russell, 5,322.88 for Nasdaq; 70% of initial levels due 8/21/2024

Barclays Bank plc 9% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 2,338.92 for S&P, 1,207.08 for Russell, 6,175.46 for Nasdaq; 80% of initial levels due 8/23/2029

Barclays Bank plc 0.00% due 8/29/2025

Barclays Bank plc 0.00% due 8/21/2024

Barclays Bank plc 8% per year, payable quarterly if each index closes at or above coupon barrier value on observation date for that quarter; Coupon barriers: 2,046.56 for S&P, 1,056.2 for Russell, 18,295.05 for Dow; 70% of initial levels due 8/23/2029

Barclays Bank plc 8.00% due 8/20/2020

Barclays Bank plc 9.1% per year, payable quarterly if IBM shares close at or above downside threshold level on determination date for that quarter; Downside threshold: $93.632, 70% of initial share price due 8/19/2022

Barclays Bank plc 8.15% per year, payable quarterly if each index closes at or above downside threshold level on determination date for that quarter; Downside thresholds: 5,703.082 for Nasdaq, 1,120.23 for Russell 2000 and 2,166.51 for S&P 500, or 75% of initial levels due 8/21/2024

Barclays Bank plc 6.5% per year, payable quarterly if each index closes at or above coupon barrier level on the observation date for that quarter; Coupon barrier levels: 1,997.448 for Stoxx, 896.184 for Russell, 1,733.208 for S&P, or 60% of initial levels due 8/19/2022

Barclays Bank plc 7.8% per year, payable quarterly if each index closes at or above coupon barrier level on the observation date for that quarter; Coupon barrier levels: 5,322.876 for Nasdaq, 1,045.548 for Russell, 2,022.076 for S&P, or 70% of initial levels due 8/19/2021

Barclays Bank plc 0.00% due 3/8/2022

Barclays Bank plc 0.00% due 8/21/2024

Barclays Bank plc 6.7%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 18,120.21 for Dow, 1,045.548 for Russell, 70% of initial levels due 8/21/2029

Barclays Bank plc 8.35%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 679.19 for EM, 2,022.08 for S&P, 70% of initial levels due 8/21/2024

Barclays Bank plc 0.00% due 9/21/2020

Barclays Bank plc 6% per year, payable monthly if each underlier closes at or above coupon barrier on determination date; Coupon barriers: 5,992.10 for Nasdaq, 20,383.54 for Dow; 80% of initial levels due 2/19/2027

Barclays Bank plc Notes will pay a monthly contingent coupon of 5.35% per year if each index closes above 80% of its initial level on the related payment date for that month due 2/19/2027

Barclays Bank plc 0.00% due 8/19/2021

Barclays Bank plc 8.15%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 675.10 for EM, 1,988.42 for S&P, 70% of initial levels due 8/5/2022

Barclays Bank plc 0.00% due 8/15/2024

Barclays Bank plc 0.00% due 8/15/2024

Barclays Bank plc 9.5% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 18,135.16 for Dow, 1,046.00 for Russell, 5,293.18 for Nasdaq; 70% of initial levels due 8/15/2024

Barclays Bank plc 0.00% due 8/15/2024

Barclays Bank plc 9.9% per year, payable quarterly if each index closes at or above its coupon barrier on each day during that quarter; Coupon barriers: 4,970.074 for Nasdaq, 983.478 for Russell, 1,897.12 for S&P; 65% of initial levels due 2/16/2023

Barclays Bank plc 0.00% due 8/12/2022

Barclays Bank plc 10.5% annualized rate, payable quarterly if each index closes at or above coupon barrier value on observation date for that quarter; Coupon barriers: 735.89 for Emerging, 1,134.79 for Russell 2000 and 2,500.31 for Stoxx, or 75% of initial levels due 8/12/2022

Barclays Bank plc 6.75% annualized rate, payable quarterly if each index closes at or above coupon barrier value on observation date for that quarter; Coupon barriers: 18,401.21 for Dow, 1,059.14 for Russell 2000 and 1,284.82 for Stoxx, or 70% of initial levels due 8/14/2024

Barclays Bank plc 7% annualized, payable quarterly if each asset closes at or above its 60% coupon barrier on observation date for that quarter due 8/14/2024

Barclays Bank plc 8% annualized rate, payable quarterly if each index closes at or above coupon barrier value on observation date for that quarter; Coupon barriers: 1,730.39 for S&P, 900.41 for Russell, 15,604.24 for Dow, or 60% of initial levels due 8/12/2022

Barclays Bank plc 10.5% per year, payable quarterly if ConocoPhillips shares close at or above downside threshold level on determination date for that quarter; Downside threshold: $40.508, 75% of initial share price due 8/12/2022

Barclays Bank plc 11.7% per year, payable quarterly if each index closes at or above downside threshold level on each trading day during that quarter; Downside thresholds: 1,134.782 for Russell 2000, 2,188.988 for S&P 500 and 2,500.305 for Euro Stoxx 50, or 75% of initial levels due 8/12/2022

Barclays Bank plc 8.22% per year, payable quarterly if each index closes at or above coupon barrier level on the observation date for that quarter; Coupon barrier levels: 1,288.336 for EAFE, 1,059.13 for Russell, 2,043.055 for S&P, or 70% of initial levels due 8/14/2024

Barclays Bank plc 2.00% due 8/13/2029

Barclays Bank plc 6.00% due 2/11/2021

Barclays Bank plc 0.00% due 2/11/2021

Barclays Bank plc 12% annual rate, payable quarterly if all three indexes close above their 70% coupon barriers on all trading days during observation period due 8/11/2022

Barclays Bank plc If stock closes at or above buffer value on quarterly review date, notes pay 10% per year plus all previously unpaid contingent coupons, if any; Buffer value: $35.42, or 77% of initial share price due 8/12/2021

Barclays Bank plc 0.00% due 4/9/2021

Barclays Bank plc 7% per year, payable quarterly if each index closes at or above barrier value on observation date for that quarter; Barrier values: 1,050.48 for Dow, 2,018.79 for Nasdaq, or 60% of initial levels due 8/10/2029

Barclays Bank plc 9.91% per year, payable quarterly if each index closes at or above barrier value on observation date for that quarter; Barrier values: 680.86 for MSCI Emerging Markets, 1,050.48 for Russell, 2,018.79 for S&P, or 70% of initial levels due 8/12/2022

Barclays Bank plc 6% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barrier: 1,874.59 for S&P, 1,024.22 for Russell; 65% of initial level due 8/10/2029

Barclays Bank plc 5.15% due 9/9/2020

Barclays Bank plc 14% per year, payable quarterly if each index closes at or above downside threshold level on each trading day during that quarter; Downside thresholds: 1,126.565 for Russell 2000, 2,161.328 for S&P 500 and 2,468.745 for Euro Stoxx 50, or 75% of initial levels due 8/11/2022

Barclays Bank plc 7% payable quarterly if each ETF closes at or above its coupon barrier on related observation date; Coupon barriers: $201.46 for S&P ETF, $104.55 for Russell ETF; 70% of initial prices due 8/9/2024

Barclays Bank plc 0.00% due 8/9/2024

Barclays Bank plc 8.05% annualized rate, payable quarterly if worst performing index closes above 70% coupon barrier due 8/9/2024

Barclays Bank plc 8% annualized, payable quarterly if each asset closes at or above its 70% coupon barrier on observation date for that quarter due 8/10/2022

Barclays Bank plc 9% per year, payable quarterly if each index closes at or above its coupon barrier on each day during that quarter; Coupon barriers: 4,820.199 for Nasdaq, 966.819 for Russell, 1,849.08 for S&P; 65% of initial levels due 5/10/2023

Barclays Bank plc 0.00% due 8/9/2022

Barclays Bank plc 0.00% due 5/6/2021

Barclays Bank plc 8.2% per year, payable quarterly if Amazon shares close at or above downside threshold level on determination date for that quarter; Downside threshold: $1,367.43, 75% of initial share price due 8/5/2022

Barclays Bank plc 5% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barriers: 1,759.23 for S&P, 920.20 for Russell, 4,615.68 for Nasdaq; 60% of initial levels due 8/7/2024

Barclays Bank plc 0.00% due 7/31/2024

Barclays Bank plc 0.00% due 1/29/2021

Barclays Bank plc 7.55%, payable monthly if each index closes above 80% of its initial level on the observation date that month due 8/5/2024

Barclays Bank plc 0.00% due 7/29/2022

Barclays Bank plc 0.00% due 1/31/2022

Barclays Bank plc 0.00% due 7/27/2022

Barclays Bank plc 0.00% due 7/27/2022

Barclays Bank plc 0.00% due 7/31/2024

Barclays Bank plc 0.00% due 7/30/2021

Barclays Bank plc 0.00% due 7/31/2023

Barclays Bank plc 7% per year, payable quarterly if each index closes at or above barrier value on observation date for that quarter; Coupon barrier values: 18,804.99 for Dow, 1,102.23 for Russell, 2,086.27 for S&P, or 70% of initial levels due 4/28/2023

Barclays Bank plc 6% per year, payable monthly if each index closes at or above coupon barrier level on observation date for that month; Coupon barrier levels: 1,788.228 for S&P 500 and 944.763 for Russell 2000; 60% of initial levels due 8/7/2025

Barclays Bank plc 7.5% per year, payable quarterly if each index closes at or above coupon barrier value on observation date for that quarter; Coupon barriers: 2,086.27 for S&P, 1,102.23 for Russell, 18,804.99 for Dow; 70% of initial levels due 7/31/2024

Barclays Bank plc 12% annualized rate, payable quarterly if each underlying asset closes at or above coupon barrier level observation date for that period; Coupon barriers: 1,937.25 for S&P and $16.27 for oil fund, 65% of initial levels due 7/29/2022

Barclays Bank plc 0.00% due 8/4/2021

Barclays Bank plc 9.6% per year, payable quarterly if Bristol-Myers Squibb shares close at or above downside threshold level on determination date for that quarter; Downside threshold: $33.308, or 75% of initial share price due 8/3/2022

Barclays Bank plc 6.65% per year, payable quarterly if index closes at or above coupon barrier level on determination date for that quarter; Coupon barrier: 2,235.285, 75% of initial level due 8/3/2029

Barclays Bank plc 0.00% due 1/31/2022

Barclays Bank plc 0.00% due 8/4/2021

Barclays Bank plc 0.00% due 8/5/2021

Barclays Bank plc 0.00% due 7/31/2024

Barclays Bank plc 0.00% due 1/31/2022

Barclays Bank plc 0.00% due 1/31/2022

Barclays Bank plc 0.00% due 7/29/2022

Barclays Bank plc 0.00% due 4/28/2023

Barclays Bank plc 8% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barrier: 5,886.59 for Nasdaq, 20,148.20 for Dow, 75% of initial levels due 7/31/2020

Barclays Bank plc 14.5% payable quarterly if the ETF closes at or above its coupon barrier on related observation date; Coupon barrier: $17.52; 70% of initial price due 10/30/2020

Barclays Bank plc 2.25% initially, stepping up to 2.5% on Aug. 2, 2020 and to 2.75% on Aug. 2, 2021; payable semiannually due 8/2/2022

Barclays Bank plc 7.4%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 2,235.29 for S&P, 1,180.954 for Russell, 75% of initial levels due 8/5/2022

Barclays Bank plc 8.75% per year, payable quarterly if each index closes at or above coupon barrier value on observation date for that quarter; Coupon barriers: 2,424.00 for Stoxx, 1,109.92 for Russell, 19,038.61 for Dow; 70% of initial levels due 8/2/2024

Barclays Bank plc 7% per year, payable quarterly if each index closes at or above coupon barrier value on observation date for that quarter; Coupon barriers: 2,424.00 for Stoxx, 1,109.92 for Russell, 19,038.61 for Dow; 70% of initial levels due 8/2/2024

Barclays Bank plc 8% per year, payable quarterly if each index closes at or above coupon barrier value on observation date for that quarter; Coupon barriers: 2,109.23 for S&P, 1,109.92 for Russell, 19,038.61 for Dow; 70% of initial levels due 8/2/2029

Barclays Bank plc 3% until Feb. 2, 2021; after that, Libor plus 10 bps, capped at 4%, 0% floor; payable quarterly due 2/2/2023

Barclays Bank plc 0.00% due 7/30/2021

Barclays Bank plc 0.00% due 7/31/2024

Barclays Bank plc 0.00% due 4/1/2021

Barclays Bank plc 0.00% due 7/30/2021

Barclays Bank plc 0.00% due 7/31/2024

Barclays Bank plc 3% initially, stepping up to 4% on Aug. 1, 2025; payable semiannually due 8/1/2031

Barclays Bank plc 7.45%, payable quarterly if indexes close at or above downside thresholds on observation date for that quarter; Downside thresholds: 732.01 for MSCI Emerging Markets and 2,114.68 for S&P 500, or 70% of initial levels due 8/1/2024

Barclays Bank plc 8.7%, payable quarterly if indexes close at or above coupon barrier on observation date for that quarter; Coupon barriers: 5,592.357 for Nasdaq-100 and 1,098.318 for Russell 2000, or 70% of initial levels due 8/2/2029

Barclays Bank plc 6.5%, payable quarterly if indexes close at or above coupon barrier on observation date for that quarter; Coupon barriers: 5,592.357 for Nasdaq-100 and 1,098.318 for Russell 2000, or 70% of initial levels due 8/2/2029

Barclays Bank plc 0.00% due 7/31/2024

Barclays Bank plc 4.20% due 6/28/2024

Barclays Bank plc 0.00% due 7/31/2024

Barclays Bank plc 0.00% due 7/31/2024

Barclays Bank plc 9% per year, payable each quarter that each underlying asset closes at or above coupon barrier on observation date for that period; Coupon barriers: 53.74 for Stoxx, 947.38 for Russell; 60% of initial values due 7/31/2029

Barclays Bank plc 9.05% per year, payable quarterly if each index closes at or above barrier value on observation date for that quarter; Barrier values: 734.06 for MSCI Emerging Markets, 1,105.28 for Russell 2000 and 15,160.71 for Nikkei 225, or 70% of initial levels due 1/31/2022

Barclays Bank plc 7.15% annualized rate, payable quarterly if each index closes at or above coupon barrier level on the observation date for that period; Coupon barriers: 5,611.87 for Nasdaq, 19,034.72 for Dow, 70% of initial levels due 7/31/2029

Barclays Bank plc 6% annualized rate, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier levels: 1,815.52 for S&P 500 and 947.38 for Russell 2000, 60% of initial levels due 7/31/2029

Barclays Bank plc 8% per year, payable monthly if each index closes at or above coupon barrier level on observation date for that month; Coupon barrier levels: 2,109.23 for S&P 500 and 1,109.92 for Russell 2000; 70% of initial levels due 7/31/2024

Barclays Bank plc 6% per year, payable monthly if each index closes at or above barrier level on observation date for that month; Barrier levels: 1,966.81 for S&P 500 and 1,026.33 for Russell 2000; 65% of initial levels due 7/30/2026

Barclays Bank plc 6.75% per year, payable monthly if each index closes at or above coupon barrier level on observation date for that month; Coupon barrier levels: 2,193.75 for S&P 500 and 1,144.75 for Russell 2000; 72.5% of initial levels due 7/31/2029

Barclays Bank plc 6% per year, payable quarterly if each index closes at or above coupon barrier value on observation date for that quarter; Coupon barriers: 2,118.10 for S&P, 1,105.28 for Russell, 19,034.72 for Dow; 70% of initial levels due 7/31/2024

Barclays Bank plc 10.5% annualized rate, payable quarterly if each underlying asset closes at or above coupon barrier level observation date for that period; Coupon barriers: 1,966.81 for S&P and $15.74 for oil fund, 65% of initial levels due 7/29/2022

Barclays Bank plc 6% per year, payable quarterly if index closes at or above coupon barrier level on observation date for that quarter; Coupon barriers: 2,118.10; 70% of initial level due 7/31/2029

Barclays Bank plc 7% annualized rate, payable quarterly if each index closes at or above coupon barrier value on observation date for that quarter; Coupon barriers: 5,010.60 for Nasdaq-100, 986.86 for Russell 2000 and 1,891.16 for S&P 500, or 62.5% of initial levels due 7/31/2029

Barclays Bank plc 8% per year, payable quarterly if each index closes at or above coupon barrier value on observation date for that quarter; Coupon barriers: 5,812.29 for Nasdaq-100, 1,144.75 for Russell 2000 and 2,193.75 for S&P 500, or 72.5% of initial levels due 7/31/2029

Barclays Bank plc 8% per year, payable quarterly if each index closes at or above coupon barrier value on observation date for that quarter; Coupon barriers: 2,118.10 for S&P, 1,105.28 for Russell, 15,160.71 for Nikkei, or 70% of initial levels due 1/31/2022

Barclays Bank plc 5.15% per year multiplied by proportion of days on which index closes at or above coupon barrier; payable monthly; Coupon barrier: 2,420.69, 80% of initial level due 1/29/2027

Barclays Bank plc 8% per year, payable quarterly if Lockheed Martin shares close at or above downside threshold level on determination date for that quarter; Downside threshold: $295.568, or 80% of initial share price due 7/29/2022

Barclays Bank plc 0.00% due 7/31/2025

Barclays Bank plc 0.00% due 7/31/2023

Barclays Bank plc 0.00% due 7/31/2024

Barclays Bank plc 6% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barrier: 6,012.71 for Nasdaq, 20,394.34 for Dow, 75% of initial levels due 7/31/2020

Barclays Bank plc 6% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barrier: 6,012.71 for Nasdaq, 20,394.34 for Dow, 75% of initial levels due 7/31/2020

Barclays Bank plc 6% annualized, payable monthly if each index closes at or above coupon barrier on related monthly observation date; Coupon barrier: 2,118.10 for S&P, 1,105.28 for Russell, 19,034.72 for Dow; 70% of initial level due 1/29/2021

Barclays Bank plc 7.5% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barrier: 2,269.40 for S&P, 1,184.23 for Russell, 6,012.71 for Nasdaq; 75% of initial level due 7/31/2029

Barclays Bank plc Notes pay contingent coupon if on the related observation date each index closes at or above coupon barrier; coupon rate is 6% per year for the first 12 observation dates, 7% per year in months 13 to 16, and 10% per year onwards; Barrier levels: 5,611.87 for Nasdaq, 1,105.28 for Russell; 70% of initial levels due 7/31/2024

Barclays Bank plc 0.00% due 7/31/2024

Barclays Bank plc 0.00% due 7/31/2024

Barclays Bank plc 10% per year, payable quarterly if each index closes at or above its coupon barrier on each day during that quarter; Coupon barriers: 5,611.867 for Nasdaq, 1,105.277 for Russell, 2,118.10 for S&P; 70% of initial levels due 4/28/2023

Barclays Bank plc 0.00% due 7/31/2024

Barclays Bank plc 0.00% due 7/31/2029

Barclays Bank plc 8% per year, payable monthly if each underlier closes at or above coupon barrier on determination date; Coupon barriers: $15.93 SPDR S&P for Oil & Gas, $7.54 for United States Oil; 65% of initial levels due 7/30/2026

Barclays Bank plc 0.00% due 7/29/2020

Barclays Bank plc 5.5% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barrier: 1,802.20 for S&P, 936.87 for Russell; 60% of initial level due 7/30/2029

Barclays Bank plc 7% annualized, payable monthly if each index closes at or above coupon barrier on related observation date; Coupon barrier: 2,415.65 for S&P, 1,264.34 for Russell; 80% of initial level due 7/29/2024

Barclays Bank plc 5.05% annualized, payable quarterly if each index closes at or above coupon barrier on related quarterly observation date; Coupon barrier: 1,802.20 for S&P, 936.87 for Russell, 16,284.59 for Dow; 60% of initial level due 7/30/2029

Barclays Bank plc 0.00% due 7/29/2021

Barclays Bank plc 9.00% due 10/28/2020

Barclays Bank plc 6.00% due 1/28/2027

Barclays Bank plc 7.5% per year, payable quarterly if each index closes at or above downside threshold level on determination date for that quarter; Downside thresholds: 2,254.103 for S&P 500 and 2,649.653 for Euro Stoxx 50, or 75% of initial levels due 7/28/2021

Barclays Bank plc 23.3%, payable monthly if each stock closes at or above coupon barrier on related observation date; Coupon barriers: $184.38 for Netflix, $125.30 for Apple and $80.44 for Atlassian, or 60% of initial share prices due 7/28/2025

Barclays Bank plc 0.00% due 7/24/2023

Barclays Bank plc 0.00% due 7/24/2023

Barclays Bank plc 0.00% due 7/25/2024

Barclays Bank plc 0.00% due 7/25/2022

Barclays Bank plc 0.00% due 7/27/2022

Barclays Bank plc 9.5%, payable monthly if each component closes at or above coupon barrier level on observation date for that month; Coupon barrier levels: 928.74 for Russell 2000, $14.86 for oil and gas ETF, 60% of initial levels due 7/24/2024

Barclays Bank plc 11.5%, payable quarterly if each component closes at or above barrier level on observation date for that quarter; Barrier levels: 1,934.80 for S&P 500, $16.09 for oil and gas ETF, 65% of initial levels due 7/22/2022

Barclays Bank plc 13%, payable quarterly if each component closes at or above barrier level on observation date for that quarter; Coupon barrier levels: 1,934.80 for S&P 500, $16.09 for oil and gas ETF, 65% of initial levels due 7/22/2022

Barclays Bank plc 6% for the first year; beginning July 24, 2020, equal to 10 times the spread of the 30-year swap rate minus the two-year swap rate, subject to a floor of 0% and a cap of 6%; payable quarterly due 7/24/2034

Barclays Bank plc 0.00% due 1/23/2048

Barclays Bank plc 0.00% due 7/31/2024

Barclays Bank plc 0.00% due 7/31/2024

Barclays Bank plc 7% payable semiannually if each ETF closes at or above its coupon barrier on related observation date; Coupon barriers: $107.67 for Russell, $208.02 for S&P; 70% of initial prices due 7/26/2024

Barclays Bank plc 24%, payable quarterly if each asset closes at or above coupon barrier on related observation date; Coupon barriers: $112.76 for lululemon, $49.61 for Zscaler, $81.97 for Microsoft; 60% of initial levels due 7/22/2021

Barclays Bank plc 7.8%, payable monthly if each component closes at or above coupon barrier level on observation date for that month; Coupon barriers: 933.37 for Russell, 1,797.07 for S&P 500, $14.67 for SPDR S&P, 60% of initial levels due 7/23/2024

Barclays Bank plc 0.00% due 2/3/2022

Barclays Bank plc 7.65% per year, payable each quarter that each underlying asset closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 1,790.65 for S&P, 930.47 for Russell, 16,331.91 for Dow; 60% of initial values due 7/17/2025

Barclays Bank plc 2.5% initially, stepping up to 3% on July 22, 2021 and to 3.5% on July 22, 2023; payable semiannually due 1/22/2025

Barclays Bank plc 7.5%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 738.43 for EM, 15,028.43 for Nikkei, 1,085.545 for Russell, 70% of initial levels due 7/20/2029

Barclays Bank plc 9% per year, payable quarterly if each index closes at or above its coupon barrier on each day during that quarter; Coupon barriers: 1,342.37 for EAFE, 738.43 for EM, 1,085.545 for Russell; 70% of initial levels due 1/20/2023

Barclays Bank plc 6.1% per year, payable monthly if each underlier closes at or above coupon barrier on determination date; Coupon barriers: 6,341.66 for Nasdaq, 21,868.50 for Dow; 80% of initial levels due 1/22/2027

Barclays Bank plc 5.55% per year, payable monthly if each underlier closes at or above coupon barrier on determination date; Coupon barriers: 2,403.23 for S&P, 1,249.60 for Russell; 80% of initial levels due 1/22/2027

Barclays Bank plc 0.00% due 7/21/2021

Barclays Bank plc 7.7% payable quarterly if each ETF closes at or above its coupon barrier on related observation date; Coupon barriers: $15.63 for Gold Miners ETF, $25.31 for China ETF; 60% of initial prices due 7/21/2022

Barclays Bank plc 8.05%, payable monthly each underlying closes above 65% of initial value due 7/20/2026

Barclays Bank plc 10.2%, payable quarterly if each fund closes at or above coupon barrier level on quarterly observation date; Coupon barrier levels: 1,808.58 for S&P, $25.81 for EM, $15.58 for Oil & Gas; 60% of initial levels due 7/18/2022

Barclays Bank plc 5.65% annualized, payable quarterly if each index closes at or above coupon barrier on related quarterly observation date; Coupon barriers: 1,959.30 for S&P, 1,015.18 for Russell, 17,783.45 for Dow; 65%of initial level due 7/19/2029

Barclays Bank plc 8.25% per year, payable quarterly if Citigroup shares close at or above downside threshold level on determination date for that quarter; Downside threshold: $50.239, 70% of initial share price due 7/15/2022

Barclays Bank plc 8.5% per year, payable quarterly if Microsoft shares close at or above downside threshold level on determination date for that quarter; Downside threshold: $111.120, or 80% of initial share price due 7/15/2022

Barclays Bank plc 9.35%, payable quarterly if each fund closes at or above barrier level on observation date; Coupon barrier levels: 2,411.02 for S&P, 1,256.00 for Russell, $31.62 for ETF; 80% of initial levels due 7/15/2021

Barclays Bank plc 8.25%, payable quarterly if each fund closes at or above barrier level on observation date; Coupon barrier levels: 2,260.33 for S&P, 1,177.50 for Russell, $29.64 for ETF; 75% of initial levels due 7/17/2024

Barclays Bank plc 3% in years one through six, 3.5% in years seven through nine and 5% in years 10 through 12; payable semiannually due 7/18/2031

Barclays Bank plc 8.1%, payable quarterly if indexes close at or above coupon barriers on observation date for that quarter; Coupon barriers: 19,132.42 for Dow and 1,098.999 for Russell 2000, or 70% of initial levels due 7/17/2029

Barclays Bank plc 6.5%, payable quarterly if indexes close at or above downside thresholds on observation date for that quarter; Downside thresholds: 15,180.13 for Nikkei 225 and 1,098.999 for Russell 2000, or 70% of initial levels due 7/15/2022

Barclays Bank plc 6.55%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 735.64 for Emerging Markets, 1,098.999 for Russell, 70% of initial levels due 7/17/2029

Barclays Bank plc 9.5% per year, payable quarterly if each index closes at or above its coupon barrier on each day during that quarter; Coupon barriers: 5,527.743 for Nasdaq-100, 1,090.545 for Russell 2000 and 2,099.94 for S&P 500, or 70% of initial levels due 1/17/2023

Barclays Bank plc 0.00% due 7/25/2025

Barclays Bank plc 0.00% due 1/23/2023

Barclays Bank plc 0.00% due 7/14/2023

Barclays Bank plc 0.00% due 7/15/2024

Barclays Bank plc 8% per year, payable quarterly if each index closes at or above coupon barrier level on the observation date for that period; Coupon barriers: 2,083.17 for S&P, 18,764.30 for Dow, 5,450.05 for Nasdaq, 70% of initial levels due 7/11/2024

Barclays Bank plc Libor plus 60 basis points, floor of 1%; payable quarterly due 7/11/2022

Barclays Bank plc If DISH stock closes at or above buffer value on quarterly review date, notes pay 14% per year plus all previously unpaid contingent coupons, if any; Buffer value: $25.98, or 65% of initial share price due 7/22/2020

Barclays Bank plc 9.05% per year, payable quarterly if Amazon shares close at or above downside threshold level on determination date for that quarter; Downside threshold: $1,457.183, 75% of initial share price due 7/8/2022

Barclays Bank plc 9% per year, payable quarterly if Apple shares close at or above downside threshold level on determination date for that quarter;Downside threshold: $153.173, 75% of initial share price due 7/8/2022

Barclays Bank plc 21% per year, payable quarterly if Tesla shares close at or above downside threshold level on determination date for that quarter; Downside threshold: $93.240, 40% of initial share price due 10/8/2021

Barclays Bank plc 9% per year, payable quarterly if each index closes at or above coupon barrier level every day that quarter; Coupon barriers: 1,181.719 for Russell, 2,242.808 for S&P, 2,645.985 for Stoxx, or 75% of initial levels due 7/9/2021

Barclays Bank plc 0.00% due 7/9/2021

Barclays Bank plc 0.00% due 7/10/2024

Barclays Bank plc 0.00% due 7/9/2024

Barclays Bank plc 0.00% due 7/9/2024

Barclays Bank plc 9% per year, payable quarterly if each index closes at or above its coupon barrier on each day during that quarter; Coupon barriers: 5,500.383 for Nasdaq-100, 1,100.485 for Russell 2000 and 2,097.07 for S&P 500, or 70% of initial levels due 1/6/2023

Barclays Bank plc 0.00% due 6/28/2024

Barclays Bank plc 0.00% due 6/30/2022

Barclays Bank plc 0.00% due 7/6/2022

Barclays Bank plc 0.00% due 7/3/2024

Barclays Bank plc 0.00% due 6/30/2023

Barclays Bank plc 0.00% due 7/6/2021

Barclays Bank plc 8% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barriers: 2,059.23 for S&P, 1,096.60 for Russell, 18,619.97 for Dow; 70% of initial levels due 6/28/2024

Barclays Bank plc 8% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barriers: 1,765.06 for S&P, 939.94 for Russell, 15,959.98 for Dow; 60% of initial levels due 7/3/2025

Barclays Bank plc 12%, payable quarterly if each component closes at or above barrier level on observation date for that quarter; Coupon barrier levels: 1,912.14 for S&P 500, $17.71 for oil and gas ETF, 65% of initial levels due 6/30/2022

Barclays Bank plc 7.5% per year, payable each quarter that each underlying asset closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 2,059.23 for S&P, 1,096.60 for Russell, 18,619.97 for Dow; 70% of initial values due 3/31/2023

Barclays Bank plc 0.00% due 12/31/2020

Barclays Bank plc 11% per year, payable quarterly if Campbell Soup shares close at or above downside threshold level on determination date for that quarter; Downside threshold: $30.053, 75% of initial share price due 7/1/2022

Barclays Bank plc 9% per year, payable quarterly if IBM shares close at or above downside threshold level on determination date for that quarter;Downside threshold: $103.425, 75% of initial share price due 7/1/2022

Barclays Bank plc 0.00% due 7/3/2023

Barclays Bank plc 0.00% due 1/6/2022

Barclays Bank plc 0.00% due 1/3/2022

Barclays Bank plc 0.00% due 7/6/2022

Barclays Bank plc 0.00% due 7/6/2026

Barclays Bank plc 0.00% due 7/6/2021

Barclays Bank plc 0.00% due 1/3/2022

Barclays Bank plc 0.00% due 7/3/2024

Barclays Bank plc 0.00% due 6/30/2021

Barclays Bank plc 0.00% due 3/31/2023

Barclays Bank plc 0.00% due 6/30/2022

Barclays Bank plc 8% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barrier: 5,753.31 for Nasdaq, 19,949.97 for Dow, 75% of initial levels due 7/6/2020

Barclays Bank plc 8.5% annualized, payable monthly if each index closes at or above coupon barrier on related monthly observation date; Coupon barrier: 2,059.23 for S&P, 1,096.60 for Russell, 18,619.97 for Dow; 70% of initial level due 12/31/2020

Barclays Bank plc 14% annualized, payable each quarter that ETF closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $19.08, 70% of initial value due 10/5/2020

Barclays Bank plc 0.00% due 7/1/2022

Barclays Bank plc 0.00% due 7/3/2025

Barclays Bank plc 0.00% due 8/28/2020

Barclays Bank plc 0.00% due 8/28/2020

Barclays Bank plc 0.00% due 6/27/2024

Barclays Bank plc 0.00% due 7/2/2024

Barclays Bank plc 6.25% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barriers: 1,754.95 for S&P, 927.93 for Russell, 2,065.43 for Stoxx; 60% of initial levels due 6/30/2022

Barclays Bank plc 0.00% due 6/28/2024

Barclays Bank plc 0.00% due 7/1/2021

Barclays Bank plc 10.00% due 6/29/2020

Barclays Bank plc 0.00% due 7/1/2021

Barclays Bank plc Libor plus 62 bps, subject to minimum interest rate of 1% per year; payable quarterly due 6/27/2022

Barclays Bank plc 6.75%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 5,338.936 for Nasdaq and 1,062.443 for Russell, 70% of initial levels due 6/29/2029

Barclays Bank plc 6.9%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 2,039.65 for S&P, 5,338.936 for Nasdaq, 70% of initial levels due 6/28/2024

Barclays Bank plc 0.00% due 6/28/2024

Barclays Bank plc 0.00% due 12/28/2022

Barclays Bank plc 0.00% due 6/28/2024

Barclays Bank plc 4.35% due 6/26/2026

Barclays Bank plc 4.15% due 6/28/2024

Barclays Bank plc 4.50% due 6/28/2024

Barclays Bank plc 0.00% due 6/28/2024

Barclays Bank plc 0.00% due 6/30/2021

Barclays Bank plc 0.00% due 6/28/2024

Barclays Bank plc 9% per year, payable each quarter that each underlying asset closes at or above coupon barrier on observation date for that period; Coupon barriers: 2,066.62 for Stoxx 50, 51.34 for Stoxx Banks; 60% of initial values due 6/28/2029

Barclays Bank plc 6.5% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barriers: 2,042.17 for S&P, 1,064.73 for Russell, 18,583.75 for Dow; 70% of initial levels due 6/28/2024

Barclays Bank plc 7% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barriers: 1,750.43 for S&P, 912.62 for Russell, 4,554.92 for Nasdaq-100; 60% of initial levels due 6/28/2029

Barclays Bank plc 10%, payable quarterly if each component closes at or above barrier level on observation date for that quarter; Coupon/barrier levels: 1,896.30 for S&P 500, $16.89 for SPDR S&P, 65% of initial levels due 6/30/2022

Barclays Bank plc 7% per year, payable each quarter that each underlying asset closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 2,115.10 for S&P, 1,102.75 for Russell; 72.5% of initial values due 6/28/2029

Barclays Bank plc 7% per year, payable each quarter that each underlying asset closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 2,042.17 for S&P, 1,064.73 for Russell; 70% of initial values due 6/28/2024

Barclays Bank plc 6.5% per year, payable quarterly if index closes at or above coupon barrier level on observation date for that quarter; Coupon barriers: 2,042.17; 70% of initial level due 6/28/2029

Barclays Bank plc Each quarter, notes pay contingent coupon unless any index closes below coupon barrier level on observation date for that quarter; coupon is 7% for the first five years, stepping up to 10% beginning in September 2024 and to 12% starting in September 2027; Coupon barrier levels: 1,064.912 for Russell, 5,314.08 for Nasdaq; 70% of initial level due 6/28/2029

Barclays Bank plc Each quarter, notes pay contingent coupon unless any index closes below coupon barrier level on observation date for that quarter; coupon is 7.15% for the first five years, stepping up to 8.5% beginning in September 2024 and to 10% in September 2027; Coupon barrier levels: 2,188.04 for S&P, 1,140.78 for Russell; 70% of initial level due 6/28/2029

Barclays Bank plc Each quarter, notes pay contingent coupon unless any index closes below coupon barrier level on observation date for that quarter; coupon is 8.25% for the first five years, stepping up to 11% beginning in September 2024; Coupon barrier levels: 2,188.04 for S&P, 1,140.78 for Russell, 5,693.66 for Nasdaq; 70% of initial level due 6/28/2029

Barclays Bank plc 3% until June 28, 2020; after that, Libor plus 10 bps, capped at 4%, 0% floor; payable quarterly due 12/28/2021

Barclays Bank plc 0.00% due 8/31/2020

Barclays Bank plc 0.00% due 6/30/2022

Barclays Bank plc 0.00% due 6/30/2025

Barclays Bank plc 0.00% due 6/30/2022

Barclays Bank plc 0.00% due 6/29/2022

Barclays Bank plc 0.00% due 6/30/2023

Barclays Bank plc 0.00% due 6/28/2024

Barclays Bank plc 10.75%, payable monthly if each asset closes at or above coupon barrier on related observation date; Coupon barriers: $39.92 for Citi, $93.59 for FedEx, $79.97 for Marriott; 60% of initial levels due 6/28/2022

Barclays Bank plc 8% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barrier: 5,693.66 for Nasdaq, 19,911.17 for Dow, 75% of initial levels due 6/30/2020

Barclays Bank plc 5.25% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barrier: 1,750.43 for S&P, 912.62 for Russell; 60% of initial level due 6/28/2029

Barclays Bank plc 6.65% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barrier: 2,042.17 for S&P, 1,064.73 for Russell; 70% of initial level due 6/30/2026

Barclays Bank plc 6.5% annualized, payable each month that each index closes at or above coupon barrier on observation date for that month; Coupon barriers: 1,064.73 for Russell, 2,042.17 for S&P, 18,583.75 for Dow, 70% of initial levels due 12/31/2020

Barclays Bank plc 7.6% annualized, payable each quarter that each index closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 2,042.17 for S&P, 1,064.73 for Russell, 5,314.08 for Nasdaq, 70% of initial levels due 6/28/2029

Barclays Bank plc 8% annualized, payable each quarter that each index closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 2,188.04 for S&P, 1,140.78 for Russell, 5,693.66 for Nasdaq, 75% of initial levels due 6/28/2029

Barclays Bank plc 12% annualized, payable each quarter that ETF closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $18.19, 70% of initial value due 9/30/2020

Barclays Bank plc 9.5% payable quarterly if each ETF closes at or above its coupon barrier on related observation date; Coupon barriers: $15.38 for gold ETF, $15.59 for oil ETF; 60% of initial prices due 6/28/2024

Barclays Bank plc 3% in years one through three, 3.25% in years four through six and 4% in years seven and eight; payable semiannually due 6/28/2027

Barclays Bank plc 8%, payable semiannually if each fund closes at or above barrier level on observation date; Coupon barrier levels: $191.10 for S&P ETF, $100.07 for Russell ETF, $10.80 for Petrobras, $6.32 for Bradesco, $6.09 for Itau; 65% of initial levels due 6/29/2022

Barclays Bank plc 0.00% due 6/26/2023

Barclays Bank plc 0.00% due 6/26/2023

Barclays Bank plc 0.00% due 6/26/2025

Barclays Bank plc 0.00% due 6/26/2023

Barclays Bank plc 7.8% annualized, payable each month that each asset closes at or above coupon barrier on observation date for that month; Coupon barriers: 2,360.37 for S&P, 1,239.70 for Russell; 80% of initial levels due 12/24/2026

Barclays Bank plc 0.00% due 6/24/2022

Barclays Bank plc 0.00% due 12/27/2021

Barclays Bank plc 0.00% due 6/26/2024

Barclays Bank plc 0.00% due 6/26/2023

Barclays Bank plc 7% per year, payable each six months that each underlying asset closes at or above coupon barrier on observation date for that period; Coupon barriers: 2,426.84 for Stoxx, 1,084.74 for Russell; 70% of initial values due 6/24/2022

Barclays Bank plc 8.25% per year, payable each six months that each underlying asset closes at or above coupon barrier on observation date for that period; Coupon barriers: 2,426.84 for Stoxx, 1,084.74 for Russell; 70% of initial values due 6/24/2022

Barclays Bank plc 14.75% per year, payable semiannually if each ETF closes at or above coupon barrier level on the observation date for that period; Coupon barriers: $29.94 for EM ETF, $61.08 for biotech ETF; 70% of initial levels due 6/24/2022

Barclays Bank plc 8.25% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barriers: 2,065.32 for S&P, 1,084.74 for Russell, 5,410.15 for Nasdaq; 70% of initial levels due 6/26/2029

Barclays Bank plc 11.05% per year, payable quarterly if General Mills shares close at or above downside threshold level on determination date for that quarter; Downside threshold: $43.016, 80% of initial share price due 6/24/2022

Barclays Bank plc 0.00% due 12/27/2024

Barclays Bank plc 0.00% due 12/27/2024

Barclays Bank plc 6.1% annualized, payable each quarter that each index closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 1,770.28 for S&P, 929.78 for Russell, 4,637.27 for Nasdaq, 60% of initial levels due 6/26/2029

Barclays Bank plc 7% payable semiannually if each ETF closes at or above its coupon barrier on related observation date; Coupon barriers: $205.80 for S&P ETF, $107.77 for Russell ETF; 70% of initial prices due 6/28/2024

Barclays Bank plc 11.9% payable quarterly if each ETF closes at or above its coupon barrier on related observation date; Coupon barriers: $15.13 for gold ETF, $16.03 for oil ETF; 60% of initial prices due 6/26/2024

Barclays Bank plc 0.00% due 6/24/2022

Barclays Bank plc 10.00% due 6/26/2020

Barclays Bank plc 0.00% due 6/25/2024

Barclays Bank plc 8.85% annualized, payable monthly if each index closes at or above coupon barrier on related monthly observation date; Coupon barrier: 2,067.93 for S&P, 1,094.45 for Russell; 70% of initial level due 6/25/2020

Barclays Bank plc 0.00% due 6/22/2023

Barclays Bank plc Libor plus 65 bps, subject to minimum interest rate of 1.25% per year; payable quarterly due 6/21/2022

Barclays Bank plc 7.5% annualized, payable each quarter that each index closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 1,088.91 for Russell, 18,552.8 for Dow, 5,367.42 for Nasdaq, 70% of initial levels due 12/24/2020

Barclays Bank plc 10.75%, payable monthly if each fund closes at or above barrier level on observation date; Coupon barrier levels: 2,048.52 for S&P, 1,088.91 for Russell, $18.15 for ETF; 70% of initial levels due 6/24/2024

Barclays Bank plc 0.00% due 6/25/2021

Barclays Bank plc 0.00% due 6/25/2021

Barclays Bank plc 0.00% due 6/25/2021

Barclays Bank plc 0.00% due 6/25/2021

Barclays Bank plc Libor plus 65 bps, subject to minimum interest rate of 1.25% per year; payable quarterly due 6/20/2022

Barclays Bank plc 0.00% due 6/17/2021

Barclays Bank plc 5.75% annualized, payable each month that each asset closes at or above coupon barrier on observation date for that month; Coupon barriers: 2,309.58 for S&P, 1,218.00 for Russell; 80% of initial levels due 12/17/2026

Barclays Bank plc 0.00% due 6/19/2023

Barclays Bank plc 3% until Dec. 19, 2021; after that, Libor plus 10 bps, capped at 4%, 0% floor; payable quarterly due 12/19/2022

Barclays Bank plc 6% per year, payable quarterly if each index closes at or above coupon barrier level on relevant determination date; Coupon barriers: 913.499 for Russell, 1,732.188 for S&P, 2,027.514 for Stoxx, or 60% of initial levels due 12/17/2021

Barclays Bank plc 0.00% due 6/19/2023

Barclays Bank plc 7.3%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 1,309.12 for EAFE, 1,065.749 for Russell, 70% of initial levels due 6/19/2024

Barclays Bank plc 6.6%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 2,020.89 for S&P, 1,065.749 for Russell, 70% of initial levels due 6/19/2029

Barclays Bank plc 10.75% per year, payable monthly if each underlier closes at or above coupon barrier on determination date; Coupon barriers: $18.65 SPDR S&P for Oil & Gas, $7.98 for United States Oil; 75% of initial levels due 6/17/2021

Barclays Bank plc 8.5% per year, payable quarterly if each index closes at or above coupon barrier level on determination date for that quarter; Coupon barriers: 5,230.606 for Nasdaq, 1,063.854 for Russell 2000 and 2,015.888 for S&P 500, or 70% of initial levels due 6/17/2024

Barclays Bank plc 0.00% due 6/14/2024

Barclays Bank plc 0.00% due 10/16/2020

Barclays Bank plc 2.65% initially; beginning June 14, 2020, Libor plus 30 bps, subject to minimum interest rate of 1.75% per year; payable quarterly due 12/14/2020

Barclays Bank plc 0.00% due 6/15/2023

Barclays Bank plc 6.625% annualized, payable monthly if each index closes at or above coupon barrier on related monthly observation date; Coupon barrier: 1,875.72 for S&P, 987.42 for Russell; 65% of initial level due 6/14/2029

Barclays Bank plc 13.4% annualized, payable quarterly if stock closes at or above 70% coupon barrier on observation date for that quarter plus any previously unpaid coupons; Coupon barrier/trigger: $33.71, 70% of initial level due 6/24/2020

Barclays Bank plc 2.00% due 6/10/2021

Barclays Bank plc 7.25% per year, payable each month that each underlying index closes at or above coupon barrier on observation date for that month; Coupon barriers: 1,211.51 for Russell; 5,933.83 for Nasdaq; 80% of initial values due 12/10/2026

Barclays Bank plc 7.9%, payable quarterly if each component closes at or above barrier level on observation date for that quarter; Barrie levels: 1,580.34 for S&P 500, $14.21 for SPDR S&P, 55% of initial levels due 6/12/2024

Barclays Bank plc 7.15% per year, payable quarterly if each underlying close at or above its coupon barrier on the valuation date for that quarter; Coupon barrier levels: 1,724 for S&P, 908.63 for Russell 2000 and 4,450.37 for Nasdaq, 60% of initial levels due 6/12/2024

Barclays Bank plc 9.3% per year, payable each quarter that each underlying asset closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 2,011.34 for S&P, 1,060.07 for Russell, 5,192.10 for Nasdaq; 70% of initial values due 6/12/2024

Barclays Bank plc 8.5% per year, payable quarterly if Pfizer shares close at or above downside threshold level on determination date for that quarter; Downside threshold: $34.336, 80% of initial share price due 6/10/2022

Barclays Bank plc 8.25% per year, payable quarterly if Disney shares close at or above downside threshold level on determination date for that quarter; Downside threshold: $110.432, 80% of initial share price due 6/10/2022

Barclays Bank plc 14.25% per year, payable quarterly if ETF closes at or above coupon barrier value on observation date for that quarter; Coupon barrier value: $150.34, or 80% of initial share price due 6/12/2024

Barclays Bank plc 0.00% due 6/13/2025

Barclays Bank plc 8.5% per year, payable each quarter that each underlying asset closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 1,990.44 for S&P, 1,022.44 for Russell; 70% of initial values due 6/11/2024

Barclays Bank plc 8.75% per year, payable each quarter that each underlying asset closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 1,990.44 for S&P, 1,052.48 for Russell; 70% of initial values due 6/11/2025

Barclays Bank plc 6% per year multiplied by the proportion of days on which the index closes at or above the coupon barrier level; payable monthly; Coupon barrier/buffer level: 2,260.92, 80% of initial level due 6/12/2024

Barclays Bank plc 10.15% per year, payable quarterly if each underlying asset closes at or above coupon barrier level observation date for that period; Coupon barriers: 905.14 for index, $15.91 for ETF, 60% of initial levels due 6/6/2024

Barclays Bank plc 0.00% due 6/8/2023

Barclays Bank plc 0.00% due 6/7/2024

Barclays Bank plc 0.00% due 5/31/2024

Barclays Bank plc 5.40% due 7/6/2020

Barclays Bank plc 0.00% due 5/31/2022

Barclays Bank plc 0.00% due 5/31/2022

Barclays Bank plc 0.00% due 6/4/2021

Barclays Bank plc 0.00% due 5/28/2021

Barclays Bank plc 0.00% due 5/31/2023

Barclays Bank plc 0.00% due 5/31/2024

Barclays Bank plc 7%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 1,172.39 for Russell, 2,201.65 for S&P, 80% of initial levels due 6/3/2022

Barclays Bank plc 10.65%, payable quarterly if each component closes at or above barrier level on observation date for that quarter; Coupon/barrier levels: 1,651.24 for S&P 500, $15.37 for SPDR S&P, 60% of initial levels due 5/31/2022

Barclays Bank plc 0.00% due 12/2/2020

Barclays Bank plc 8.4% per year, payable quarterly if Alphabet shares close at or above downside threshold level on determination date for that quarter; Downside threshold: $885.20, 80% of initial share price due 6/3/2022

Barclays Bank plc 10% per year, payable quarterly if each index closes at or above coupon barrier level on determination date for that quarter; Coupon barriers: 5,702.365 for Nasdaq, 1,172.390 for Russell 2000 and 2,201.648for S&P 500, or 80% of initial levels due 6/3/2020

Barclays Bank plc 7.8% per year, payable quarterly if each index closes at or above coupon barrier level on determination date for that quarter; Coupon barriers: 5,345.967 for Nasdaq, 1,099.115 for Russell 2000 and 2,064.045 for S&P 500, or 75% of initial levels due 6/3/2020

Barclays Bank plc 8.6% per year, payable quarterly if each index closes at or above coupon barrier level on determination date for that quarter; Coupon barriers: 4,989.569 for Nasdaq, 1,025.841 for Russell 2000 and 1,926.442 for S&P 500, or 70% of initial levels due 6/5/2024

Barclays Bank plc 9.25% annualized for each quarter that both indexes close at or above barrier levels on each trading day of the quarter; Barrier levels: 1,172.390 for Russell and 2,201.648 for S&P, 80% of initial levels due 9/3/2021

Barclays Bank plc 8.4% per year, payable quarterly if each index closes at or above coupon barrier level on relevant determination date; Coupon barriers: 1,025.841 for Russell, 1,926.442 for S&P, 2,296.301 for Stoxx, or 70% of initial levels due 6/3/2021

Barclays Bank plc 10.75% per year, payable quarterly if each index closes at or above coupon barrier level on relevant determination date; Coupon barriers: 5,345.967 for Nasdaq-100, 1,099.115 for Russell 2000 and 2,064.045 for S&P 500, or 75% of initial levels due 6/3/2021

Barclays Bank plc 6.85% per year, payable quarterly if index closes at or above coupon barrier level on determination date for that quarter; Coupon barrier: 2,064.045, 75% of initial level due 6/5/2029

Barclays Bank plc 0.00% due 5/28/2021

Barclays Bank plc 0.00% due 11/30/2021

Barclays Bank plc 0.00% due 7/6/2020

Barclays Bank plc 0.00% due 6/5/2024

Barclays Bank plc 0.00% due 6/4/2025

Barclays Bank plc 0.00% due 6/5/2023

Barclays Bank plc 0.00% due 6/5/2024

Barclays Bank plc 0.00% due 12/6/2021

Barclays Bank plc 0.00% due 11/30/2021

Barclays Bank plc 0.00% due 5/28/2021

Barclays Bank plc 0.00% due 5/31/2022

Barclays Bank plc 0% due 2/28/2023

Barclays Bank plc 8.15% annualized, payable each month that each asset closes at or above coupon barrier on observation date for that month; Coupon barriers: 1,025.84 for Russell, 1,926.44 for S&P, 17,370.53 for Dow; 70% of initial levels due 11/30/2020

Barclays Bank plc 8% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barrier: 5,345.97 for Nasdaq, 18,611.28 for Dow, 75% of initial levels due 5/29/2020

Barclays Bank plc 13% annualized, payable each quarter that ETF closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $17.93, 70% of initial value due 9/3/2020

Barclays Bank plc 0.00% due 6/5/2024

Barclays Bank plc 0.00% due 7/31/2020

Barclays Bank plc 0.00% due 5/28/2021

Barclays Bank plc 0.00% due 6/3/2022

Barclays Bank plc 0.00% due 5/28/2021

Barclays Bank plc 0.00% due 7/31/2020

Barclays Bank plc 0.00% due 5/31/2024

Barclays Bank plc 0.00% due 5/26/2023

Barclays Bank plc 0.00% due 6/1/2029

Barclays Bank plc 0.00% due 6/3/2024

Barclays Bank plc 0.00% due 6/3/2024

Barclays Bank plc 0.00% due 6/3/2024

Barclays Bank plc 6% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barriers: 1,669.81 for S&P, 893.97 for Russell; 60% of initial levels due 6/3/2024

Barclays Bank plc 9.3% per year, payable quarterly if each underlying asset closes at or above coupon barrier level observation date for that period; Coupon barriers: 1,669.81 for index, $16.11for ETF, 60% of initial levels due 6/5/2024

Barclays Bank plc 7.85% per year, payable quarterly if each index closes at or above coupon barrier level on relevant determination date; Coupon barriers: 5,051.801 for Nasdaq-100, 1,042.966 for Russell 2000 and 1,948.114 for S&P 500, or 70% of initial levels due 6/3/2021

Barclays Bank plc 3.05% initially; beginning Dec. 3, 2020, equal to Libor plus 15 bps, subject to a floor of 0% and a cap of 4%; payable quarterly due 12/3/2021

Barclays Bank plc 0.00% due 6/2/2022

Barclays Bank plc 10.67% annualized, payable each quarter that each index closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 2,226.42 for S&P, 1,191.96 for Russell, 5,773.49 for Nasdaq; 80% of initial levels due 6/4/2021

Barclays Bank plc 0.00% due 5/31/2024

Barclays Bank plc 3.6% initially, stepping up to 4% on June 3, 2026; payable semiannually due 6/3/2031

Barclays Bank plc 2.5% initially, stepping up to 3% on June 3, 2020, to 4% on Dec. 3, 2020 and to 5% on March 3, 2021; payable semiannually due 6/3/2021

Barclays Bank plc 7.6%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 17,588.49 for Dow and 1,042.966 for Russell, 70% of initial levels due 5/31/2024

Barclays Bank plc 10.1%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 1,948.11 for S&P, 5,051.801 for Nasdaq, 70% of initial levels due 6/3/2022

Barclays Bank plc 0.00% due 5/31/2024

Barclays Bank plc 0.00% due 5/31/2024

Barclays Bank plc 0.00% due 11/30/2022

Barclays Bank plc 0.00% due 5/31/2024

Barclays Bank plc 0.00% due 5/31/2024

Barclays Bank plc 4.10% due 5/31/2022

Barclays Bank plc 4.30% due 5/31/2024

Barclays Bank plc 4.60% due 5/31/2024

Barclays Bank plc 4.50% due 5/29/2026

Barclays Bank plc 0.00% due 5/31/2024

Barclays Bank plc 0.00% due 5/31/2024

Barclays Bank plc 0.00% due 5/31/2024

Barclays Bank plc 0.00% due 5/31/2024

Barclays Bank plc 9.56% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barriers: 2,009.32 for Stoxx 50, 53.18 for Stoxx Banks; 60% of initial levels due 5/31/2029

Barclays Bank plc 0% due 5/31/2023

Barclays Bank plc 8.5% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barriers: 1,117.46 for Russell, 2,473.36 for Stoxx; 75% of initial levels due 5/31/2029

Barclays Bank plc 10% per year payable quarterly if each index closes at or above its coupon barrier level on the observation date for that quarter; Coupon barriers: 1,052.81 for Russell, 62.05 for Stoxx; 70% of initial levels due 5/31/2022

Barclays Bank plc 8% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barriers: 5,458.79 for Nasdaq, 1,128.02 for Russell; 75% of initial levels due 5/31/2029

Barclays Bank plc 7.1% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barriers: 5,094.87 for Nasdaq, 1,052.81 for Russell; 70% of initial levels due 5/31/2024

Barclays Bank plc 4.5% per year payable monthly if each index closes at or above its coupon barrier level on the observation date for that month.; Coupon barriers: 2,101.79 for S&P, 1,128.02 for Russell; 75% of initial levels due 5/31/2029

Barclays Bank plc 6% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barriers: 1,681.43 for S&P, 902.41 for Russell; 60% of initial levels due 5/29/2026

Barclays Bank plc 7% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barriers: 1,961.67 for S&P, 1,052.81 for Russell; 70% of initial levels due 5/31/2029

Barclays Bank plc 6% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barriers: 1,961.67 for S&P, 1,052.81 for Russell, 17,743.44 for Dow; 70% of initial levels due 5/31/2024

Barclays Bank plc 8.25% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barriers: 1,961.67 for S&P, 1,052.81 for Russell, 5,094.87 for Nasdaq; 70% of initial levels due 6/3/2022

Barclays Bank plc 7% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barriers: 1,681.43 for S&P, 902.41 for Russell, 4,367.03 for Nasdaq; 60% of initial levels due 5/31/2029

Barclays Bank plc 9.5% per year, payable quarterly if each underlying asset closes at or above coupon barrier level observation date for that period; Coupon barriers: 1,821.55 for index, $17.36 for ETF, 65% of initial levels due 5/31/2022

Barclays Bank plc 6.25% per year, payable quarterly if index closes at or above coupon barrier level on observation date for that quarter; Coupon barriers: 1,961.67; 70% of initial level due 5/31/2029

Barclays Bank plc 5.6% per year multiplied by proportion of days on which index closes at or above coupon barrier; payable monthly; Coupon barrier: 1,203.22, 80% of initial level due 11/30/2026

Barclays Bank plc 0.00% due 5/28/2021

Barclays Bank plc 2.00% due 5/28/2021

Barclays Bank plc 0.00% due 5/26/2022

Barclays Bank plc 0.00% due 11/30/2021

Barclays Bank plc 0.00% due 5/31/2022

Barclays Bank plc 0% due 5/31/2024

Barclays Bank plc 11.25%, payable quarterly if each asset closes at or above coupon barrier on related observation date; Coupon barriers: $32.33 for Delta, $114.93 for Home Depot, $26.14 for Intel, $75.70 for Microsoft, 60% of initial values due 5/31/2022

Barclays Bank plc 6% annualized, payable each month that each asset closes at or above coupon barrier on observation date for that month; Coupon barriers: 1,961.67 for S&P, 1,052.81 for Russell, 17,743.44 for Dow; 70% of initial levels due 11/30/2020

Barclays Bank plc 5.5% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barrier: 5,458.79 for Nasdaq, 19,010.83 for Dow, 75% of initial levels due 5/29/2020

Barclays Bank plc 7.75% annualized, payable each quarter that each asset closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 2,101.79 for S&P, 1,128.02 for Russell, 5,458.79 for Nasdaq; 75% of initial levels due 5/31/2029

Barclays Bank plc 10%, payable monthly if each asset closes at or above coupon barrier on related observation date; Coupon barriers: $48.72 for Nike, $55.12 for Lowe's, $26.14 for Intel; 60% of initial levels due 5/31/2022

Barclays Bank plc 6% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barrier: 1,961.67 for S&P, 1,052.81 for Russell, 70% of initial levels due 5/29/2026

Barclays Bank plc 5.2% annualized, payable each quarter that each asset closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 1,681.43 for S&P, 902.41 for Russell; 60% of initial levels due 5/31/2029

Barclays Bank plc 10.25% annualized, payable each quarter that ETF closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $18.70, 70% of initial value due 8/28/2020

Barclays Bank plc 9.5% payable quarterly if each ETF closes at or above its coupon barrier on related observation date; Coupon barriers: $12.25 for gold ETF, $16.03 for oil ETF; 60% of initial prices due 5/31/2024

Barclays Bank plc 7.25% initially, stepping up to 8.5% in August 2024 and to 10% in August 2027, payable quarterly if each index closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 1,128.02 for Russell and 2,101.79 for S&P; 75% of initial levels due 5/31/2029

Barclays Bank plc 0.00% due 7/29/2020

Barclays Bank plc 0.00% due 5/31/2024

Barclays Bank plc 0.00% due 5/31/2023

Barclays Bank plc 10.75% per year, payable quarterly if each index closes at or above its coupon barrier on the observation date for that quarter; Coupon barriers: 5,475.721 for Nasdaq, 1,135.582 for Russell, 2,119.55 for S&P; 75% of initial levels due 5/31/2024

Barclays Bank plc 0.00% due 5/31/2024

Barclays Bank plc 0.00% due 5/31/2029

Barclays Bank plc 0.00% due 5/31/2022

Barclays Bank plc 0.00% due 5/30/2023

Barclays Bank plc 0.00% due 5/30/2023

Barclays Bank plc 7.15% per year, payable monthly if each underlier closes at or above coupon barrier on determination date; Coupon barriers: $21.70 for Oil & Gas, $16.46 for Gold; 80% of initial levels due 5/27/2021

Barclays Bank plc 0.00% due 11/30/2021

Barclays Bank plc 6.25% annualized, payable each month that each asset closes at or above coupon barrier on observation date for that month; Coupon barriers: 20,468.55 for Dow, 5,840.77 for Nasdaq; 80% of initial levels due 11/30/2026

Barclays Bank plc 6% annualized, payable each month that each asset closes at or above coupon barrier on observation date for that month; Coupon barriers: 2,260.85 for S&P, 1,211.29 for Russell; 80% of initial levels due 11/30/2026

Barclays Bank plc 0.00% due 11/30/2021

Barclays Bank plc 0.00% due 5/27/2022

Barclays Bank plc 0.00% due 5/30/2023

Barclays Bank plc 15% per year, payable semiannually if each ETF closes at or above coupon barrier level on the observation date for that period; Coupon barriers: $27.97 for EM ETF, $18.98 for oil ETF; 70% of initial levels due 5/27/2022

Barclays Bank plc 10.5% per year, payable semiannually if each underlying asset closes at or above coupon barrier level observation date for that period; Coupon barriers: 1,836.94 for index, $17.63 for ETF, 65% of initial levels due 5/27/2022

Barclays Bank plc 11.5% per year, payable semiannually if each underlying asset closes at or above coupon barrier level observation date for that period; Coupon barriers: 1,836.94 for index, $17.63 for ETF, 65% of initial levels due 5/27/2022

Barclays Bank plc 8.75% due 5/30/2025

Barclays Bank plc 8.4% per year, payable quarterly if each index closes at or above coupon barrier level on relevant determination date; Coupon barriers: 13,726.193 for Nikkei 225, 984.171 for Russell 2000 and 1,836.939 for S&P 500, or 65% of initial levels due 5/27/2022

Barclays Bank plc 0.00% due 8/26/2020

Barclays Bank plc 0.00% due 5/30/2024

Barclays Bank plc 0.00% due 5/30/2024

Barclays Bank plc 0.00% due 5/25/2022

Barclays Bank plc 6.15% annualized, payable each quarter that each asset closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 1,695.64 for S&P, 908.47 for Russell, 15,351.41 for Dow, 4,380.58 for Nasdaq; 60% of initial levels due 5/30/2029

Barclays Bank plc 9.3% per year, payable quarterly if each index closes at or above its coupon barrier on each day during that quarter; Coupon barriers: 1,059.876 for Russell, 1,978.24 for S&P, 2,345.49 for Stoxx; 70% of initial levels due 3/1/2023

Barclays Bank plc 9.6% per year, payable quarterly if each index closes at or above its coupon barrier on each day during that quarter; Coupon barriers: 984.171 for Russell, 1,836.94 for S&P, 2,177.96 for Stoxx; 65% of initial levels due 11/30/2022

Barclays Bank plc 10.25% per year, payable quarterly if each index closes at or above its coupon barrier on each day during that quarter; Coupon barriers: 984.171 for Russell, 1,836.94 for S&P, 4,745.625 for Nasdaq; 65% of initial levels due 11/30/2022

Barclays Bank plc 0.00% due 5/27/2022

Barclays Bank plc 0.00% due 11/30/2020

Barclays Bank plc 0.00% due 5/26/2022

Barclays Bank plc 7.25% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barriers: 1,975.57 for S&P, 1,050.97 for Russell, 2,329.04 for Euro Stoxx; 70% of initial levels due 5/29/2024

Barclays Bank plc 7.2 times the spread of the 30-year ICE swap rate over the two-year ICE swap rate, subject to a minimum of zero.2% due 5/29/2029

Barclays Bank plc 0.00% due 5/27/2021

Barclays Bank plc 6.1% annualized, payable monthly if each index closes at or above coupon barrier on related monthly observation date; Coupon barrier: 1,693.34 for S&P, 900.83 for Russell; 60% of initial level due 5/29/2029

Barclays Bank plc 0.00% due 5/29/2024

Barclays Bank plc 12.86% due 5/28/2020

Barclays Bank plc 10.00% due 5/28/2020

Barclays Bank plc 0.00% due 5/28/2025

Barclays Bank plc 7.55% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barriers: 1,713.76 for S&P, 918.98 for Russell; 60% of initial levels due 5/28/2024

Barclays Bank plc 8.75% per year, payable quarterly if each index closes at or above coupon barrier level on determination date for that quarter; Coupon barriers: 5,936.525 for Nasdaq and 2,285.016 for S&P 500, or 80% of initial levels due 5/26/2022

Barclays Bank plc 5.30% due 5/27/2020

Barclays Bank plc 7.85% annualized, payable each month that each asset closes at or above coupon barrier on observation date for that month; Coupon barriers: 2,272.18 for S&P, 1,219.97 for Russell; 80% of initial levels due 5/26/2022

Barclays Bank plc 0.00% due 5/24/2024

Barclays Bank plc Libor plus 60 bps, subject to minimum interest rate of 1.75% per year; payable quarterly due 5/24/2022

Barclays Bank plc 0.00% due 5/23/2024

Barclays Bank plc 9.5% per year, payable quarterly if each index closes at or above coupon barrier level on determination date for that quarter; Coupon barriers: 5,901.362 for Nasdaq and 2,272.527 for S&P 500, or 80% of initial levels due 11/13/2020

Barclays Bank plc 7% per year payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier levels: 5,163.69 for Nasdaq, 1,988.16 for S&P and 1,067.47 for Russell; 70% of initial levels due 2/24/2023

Barclays Bank plc 7.75% per year payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier levels: 5,901.36 for Nasdaq, 2,272.18 for S&P and 1,219.97 for Russell; 80% of initial levels due 5/24/2029

Barclays Bank plc 8.75% per year payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier levels: 5,901.36 for Nasdaq, 2,272.18 for S&P and 1,219.97 for Russell; 80% of initial levels due 5/24/2029

Barclays Bank plc 0.00% due 5/22/2024

Barclays Bank plc 11.5% payable monthly if each asset closes at or above coupon barrier on related monthly observation date; Coupon barriers: 65.34 for index, $20.64 for ETF; 70% of initial levels due 11/20/2026

Barclays Bank plc 0.00% due 5/20/2022

Barclays Bank plc 7.25% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barriers: 5,252.58 for Nasdaq, 1,113.85 for Russell, 18,034.8 for Dow; 70% of initial levels due 5/22/2024

Barclays Bank plc 0.00% due 5/22/2024

Barclays Bank plc 0.00% due 5/20/2022

Barclays Bank plc 0.00% due 5/19/2022

Barclays Bank plc 6.8% annualized, payable quarterly if each index closes at or above coupon barrier on related quarterly observation date; Coupon barrier: 2,001.67 for S&P, 1,075.03 for Russell; 70% of initial level due 5/22/2024

Barclays Bank plc 7% annualized, payable semiannually if each ETF closes at or above coupon barrier on related semiannual observation date; Coupon barrier: $200.09 for S&P ETF, $106.99 for Russell ETF; 70% of initial value due 5/24/2024

Barclays Bank plc 6.55%, payable quarterly if indexes close at or above coupon barriers on observation date for that quarter; Coupon barriers: 1,075.034 for Russell 2000 and 2,001.67 for S&P 500, or 70% of initial levels due 5/22/2029

Barclays Bank plc 11.65% per year, payable quarterly if each index closes at or above its coupon barrier on each day during that quarter; Coupon barriers: 1,167.929 for Russell, 2,157.24 for S&P, 2,578.92 for Stoxx; 75% of initial levels due 5/20/2022

Barclays Bank plc 10.15% per year, payable quarterly if each index closes at or above its coupon barrier on each day during that quarter; Coupon barriers: 5,306.099 for Nasdaq, 1,090.067 for Russell, 1,090.067 for S&P; 70% of initial levels due 5/20/2022

Barclays Bank plc 8.3% per year, payable quarterly if each index closes at or above its coupon barrier on each day during that quarter; Coupon barriers: 1,869.61 for Russell, 1,012.205 for S&P, 4,927.092 for Nasdaq; 65% of initial levels due 5/20/2022

Barclays Bank plc 6.8% per year, payable quarterly if index closes at or above barrier level on observation date for that quarter; Barrier level: 1,700.65; 60% of initial level due 5/18/2029

Barclays Bank plc 8.35% per year, payable quarterly if each index closes at or above coupon barrier level on determination date for that quarter; Coupon barriers: 20,690.144 for Dow, 1,245.791 for Russell 2000 and 2,301.056 for S&P 500, or 80% of initial levels due 5/22/2024

Barclays Bank plc 11% annualized, payable each quarter that ETF closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $21.13, 70% of initial value due 8/21/2020

Barclays Bank plc 0.00% due 5/20/2024

Barclays Bank plc 8.00% due 5/20/2021

Barclays Bank plc 6.5% annualized, payable quarterly if each index closes at or above 70% coupon threshold on observation date for that quarter; Downside thresholds: 1,995.672 for S&P, 1,083.7897 for Russell and 2,370.046 for Stoxx; 70% of initial levels due 5/27/2021

Barclays Bank plc 6% annualized, payable each quarter that each asset closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 1,710.58 for S&P, 928.96 for Russell; 60% of initial levels due 8/20/2020

Barclays Bank plc 22.5%, payable monthly if each asset closes at or above coupon barrier on related observation date; Coupon barriers: $39.14 for Square, $23.05 for Micron, $81.00 for Splunk, 60% of initial values due 5/20/2025

Barclays Bank plc 10.1% per year, payable quarterly if each index closes at or above its coupon barrier on each day during that quarter; Coupon barriers: 1,002.988 for Russell, 1,842.37 for S&P, 4,811.225 for Nasdaq; 65% of initial levels due 8/18/2022

Barclays Bank plc 0.00% due 5/17/2024

Barclays Bank plc 8.75% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barriers: 1,984.09 for S&P, 5,181.32 for Nasdaq, 17,872.44 for Dow; 70% of initial levels due 5/17/2024

Barclays Bank plc 11.5% annualized, payable quarterly if each index closes at or above its 50% coupon barrier on observation date for that period due 5/17/2022

Barclays Bank plc 8% annualized, payable monthly if each asset closes at or above 60% coupon barrier on observation date for that period due 5/17/2024

Barclays Bank plc 10.4% annualized, payable quarterly if each asset closes at or above 70% coupon barrier on observation date for that period due 5/17/2024

Barclays Bank plc 8.65%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barriers: 711.54 for EM, 1,066.101 for Russell, 1,968.31 for S&P, 70% of initial levels due 5/17/2029

Barclays Bank plc 0.00% due 5/12/2022

Barclays Bank plc 0.00% due 5/16/2024

Barclays Bank plc 7.95% per year, payable each quarter that each underlying asset closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 1,872.91 for S&P, 1,022.44 for Russell; 65% of initial values due 5/16/2029

Barclays Bank plc 8.2% per year, payable quarterly if each index closes at or above coupon barrier level on relevant determination date; Coupon barriers: 5,126.892 for Nasdaq-100, 1,066.101 for Russell 2000 and 1,968.309 for S&P 500, or 70% of initial levels due 11/18/2021

Barclays Bank plc 0.00% due 5/15/2024

Barclays Bank plc 0.00% due 5/15/2024

Barclays Bank plc 0.00% due 12/3/2021

Barclays Bank plc 0.00% due 5/15/2024

Barclays Bank plc 0.00% due 5/15/2023

Barclays Bank plc 6.4% per year, payable each quarter that each underlying asset closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 2,016.98 for S&P, 1,101.09 for Russell, 18,159.66 for Dow; 70% of initial values due 5/15/2024

Barclays Bank plc 0.00% due 11/12/2020

Barclays Bank plc 15.75% per year, payable quarterly if each stock closes at or above 65% downside threshold level on determination date for that quarter due 5/13/2022

Barclays Bank plc 10.15% per year, payable quarterly if Bank of America shares close at or above 80% downside threshold level on determination date for that quarter due 5/13/2022

Barclays Bank plc 8.85% per year, payable quarterly if Citigroup shares close at or above 70% downside threshold level on determination date for that quarter due 5/13/2022

Barclays Bank plc 8.25% per year, payable quarterly if Microsoft shares close at or above downside 80% threshold level on determination date for that quarter due 5/13/2022

Barclays Bank plc 8.55% per year, payable quarterly if each index closes at or above downside threshold level on each trading day during that quarter; ,352.735 for Euro Stoxx 50, 1,101.095 for Russell 2000 and 2,016.980 for S&P 500, or 70% of initial levels due 11/16/2021

Barclays Bank plc 9.5% per year, payable quarterly if each index closes at or above coupon barrier level on each trading day during that quarter; Coupon barriers: 5,689.898 for Nasdaq-100, 1,179.745 for Russell 2000 and 2,161.050 for S&P 500, or 75% of initial levels due 11/16/2021

Barclays Bank plc 0.00% due 8/12/2020

Barclays Bank plc 0.00% due 5/28/2020

Barclays Bank plc 0.00% due 5/13/2022

Barclays Bank plc 0.00% due 5/13/2022

Barclays Bank plc 0.00% due 5/14/2024

Barclays Bank plc 0.00% due 5/14/2026

Barclays Bank plc 7.4%, payable quarterly if indexes close at or above coupon barriers on observation date for that quarter; Coupon barriers: 18,159.66 for Dow and 5,310.572 for Nasdaq-100, or 70% of initial levels due 5/15/2029

Barclays Bank plc 8.9%, payable quarterly if indexes close at or above 70% downside thresholds on observation date for that quarter due 5/13/2022

Barclays Bank plc 7.3%, payable quarterly if indexes close at or above coupon barriers on observation date for that quarter; Coupon barriers: 5,310.572 for Nasdaq-100 and 1,101.095 for Russell 2000, or 70% of initial levels due 5/15/2029

Barclays Bank plc 7.6%, payable quarterly if indexes close at or above 70% downside thresholds on observation date for that quarter due 5/15/2024

Barclays Bank plc 9.25% per year, payable quarterly if each index closes at or above downside threshold on observation date for that quarter; 5,310.572 for Nasdaq-100, 1,101.095 for Russell 2000 and 2,016.98 for S&P 500; 70% of initial levels due 5/13/2022

Barclays Bank plc 10.35% per year, payable quarterly if each index closes at or above coupon barrier level on determination date for that quarter; Coupon barriers: 6,094.04 for Nasdaq, 1,259.98 for Russell 2000 and 2,303.536 for S&P 500, or 80% of initial levels due 11/13/2020

Barclays Bank plc 0.00% due 5/12/2022

Barclays Bank plc 0.00% due 5/12/2022

Barclays Bank plc 0.00% due 5/13/2021

Barclays Bank plc 0.00% due 5/12/2022

Barclays Bank plc 0.00% due 5/14/2024

Barclays Bank plc 8.25% initially, stepping up to 8.75% in August 2020 and to 10.5% in August 2021, payable quarterly if each index closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 1,865.97 for S&P, 1,020.54 for Russell, 668.46 for EM; 65% of initial levels due 5/12/2022

Barclays Bank plc 9.9%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 2,015.59 for S&P, 1,316.76 for MSCI EAFE, 70% of initial levels due 5/14/2024

Barclays Bank plc 9.35% per year, payable quarterly if each index closes at or above its coupon barrier on observation date that quarter; Coupon barriers: 1,316.76 for MSCI EAFE, 2,015.59 for S&P, 1,102.483 for Russell; 70% of initial levels due 8/11/2022

Barclays Bank plc 10.35% per year, payable quarterly if each index closes at or above its coupon barrier on observation date that quarter; Coupon barriers: 5,332.985 for Nasdaq, 2,015.59 for S&P, 1,102.483 for Russell; 70% of initial levels due 5/12/2022

Barclays Bank plc 0.00% due 5/12/2022

Barclays Bank plc 0.00% due 11/13/2020

Barclays Bank plc 6% annualized, payable each quarter that each index closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 4,570.53 for Nasdaq, 1,727.65 for S&P, 944.99 for Russell; 60% of initial levels due 5/11/2029

Barclays Bank plc 0.00% due 5/11/2021

Barclays Bank plc 10.72% per year, payable quarterly if each index closes at or above its coupon barrier on each day during that quarter; Coupon barriers: 5,348.104 for Nasdaq-100, 1,107.618 for Russell 2000 and 2,018.84 for S&P 500; 70% of initial levels due 8/11/2022

Barclays Bank plc 0.00% due 11/12/2026

Barclays Bank plc 6.2% per year payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier levels: 18,506.94 for Dow, 2,052.73 for S&P and 1,130.49 for Russell; 70% of initial levels due 2/9/2023

Barclays Bank plc 7% annualized, payable each six months that each asset closes at or above coupon barrier on observation date for that period; Coupon barriers: $204.97 for S&P, $112.50 for Russell; 70% of initial levels due 5/13/2024

Barclays Bank plc 0.00% due 5/12/2023

Barclays Bank plc 0.00% due 5/12/2021

Barclays Bank plc 6.65% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barriers: 5,492.01 for Nasdaq, 1,129.81 for Russell, 18,553.47 for Dow; 70% of initial levels due 5/8/2024

Barclays Bank plc 0.00% due 11/4/2020

Barclays Bank plc 10% per year, payable quarterly if Lowe's shares close at or above 80% downside threshold level on determination date for that quarter due 5/6/2022

Barclays Bank plc 7% annualized, payable each quarter that each asset closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 18,553.47 for Dow, 1,129.81 for Russell, 5,492.01 for Nasdaq; 70% of initial values due 5/8/2029

Barclays Bank plc 9.6% per year, payable quarterly if each index closes at or above its coupon barrier on observation date that quarter; Coupon barriers: 5,099.724 for Nasdaq-100, 1,049.114 for Russell 2000 and 1,914.67 for S&P 500; 65% of initial levels due 11/8/2022

Barclays Bank plc 0.00% due 5/7/2024

Barclays Bank plc 10% if each stock closes above its 64% coupon barrier on a quarterly review date due 5/5/2022

Barclays Bank plc 6.6%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 1,900.42 for S&P, 1,024.646 for Russell 2000, 65% of initial levels due 5/6/2024

Barclays Bank plc 0.00% due 4/30/2024

Barclays Bank plc 0.00% due 4/28/2023

Barclays Bank plc 8.65%, payable monthly each underlying closes above 75% of initial value; Coupon barriers: $15.67 for Gold Miners and $23.21 for Oil & Gas, 75% of initial values due 1/31/2022

Barclays Bank plc 0.00% due 5/5/2021

Barclays Bank plc 0.00% due 5/5/2021

Barclays Bank plc 0.00% due 4/29/2022

Barclays Bank plc 0.00% due 4/29/2022

Barclays Bank plc 0.00% due 4/30/2021

Barclays Bank plc 0.00% due 4/28/2023

Barclays Bank plc 0.00% due 11/3/2020

Barclays Bank plc 0.00% due 4/30/2024

Barclays Bank plc 8.25% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barriers: 2,062.08 for S&P, 1,113.85 for Russell, 18,615.04 for Dow; 70% of initial levels due 4/30/2024

Barclays Bank plc 10.25% per year, payable each quarter that each underlying asset closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 1,767.50 for index, $18.57 for ETF, 60% of initial values due 4/29/2022

Barclays Bank plc 9.5% per year, payable quarterly if UnitedHealth shares close at or above downside threshold level on determination date for that quarter due 5/4/2022

Barclays Bank plc 8% per year, payable quarterly if each index closes at or above downside threshold level on determination date for that quarter due 5/5/2021

Barclays Bank plc 0.00% due 7/30/2021

Barclays Bank plc 0.00% due 10/29/2021

Barclays Bank plc 3% initially; beginning Nov. 3, 2020, Libor plus 15 bps, subject to a floor of 0% and a cap of 4%; payable quarterly due 11/3/2021

Barclays Bank plc 0.00% due 5/3/2024

Barclays Bank plc 0.00% due 5/5/2026

Barclays Bank plc 0.00% due 11/3/2021

Barclays Bank plc 0.00% due 10/29/2021

Barclays Bank plc 0.00% due 10/30/2020

Barclays Bank plc 0.00% due 1/31/2023

Barclays Bank plc 0.00% due 4/29/2022

Barclays Bank plc 0.00% due 8/5/2020

Barclays Bank plc 8.15% annualized, payable each quarter that each asset closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 19,944.68 for Dow, 1,193.41 for Russell, 5,836.10 for Nasdaq; 75% of initial values due 5/3/2024

Barclays Bank plc 9% per year payable monthly if each index closes at or above coupon barrier level on observation date for that month; Coupon barrier levels: 18,615.04 for Dow, 2,062.08 for S&P and 1,113.85 for Russell; 70% of initial levels due 10/30/2020

Barclays Bank plc Each quarter, notes pay contingent coupon at rate of 7.5% per year if each index closes at or above barrier level on observation date for that quarter; otherwise, no coupon paid that quarter; Coupon barrier: 5,836.10 for Nasdaq-100 and 19,944.68 for Dow; 75% of initial levels due 4/30/2020

Barclays Bank plc 11% annualized, payable each quarter that ETF closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $20.12, 65% of initial value due 7/31/2020

Barclays Bank plc 0.00% due 5/4/2022

Barclays Bank plc 0.00% due 5/5/2025

Barclays Bank plc 6.8% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barriers: 959.02 for Russell 2000 and 1,765.82 for S&P, or 60% of initial levels due 5/2/2024

Barclays Bank plc 9.7% per year, payable quarterly if each underlying asset closes at or above coupon barrier level observation date for that period; Coupon barriers: 1,765.82 for index, $18.74 for ETF, 60% of initial levels due 5/2/2024

Barclays Bank plc 11.15% annualized, payable each quarter that each asset closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 2,354.42 for S&P, 1,278.69 for Russell, $35.18 for ETF; 80% of initial levels due 5/4/2021

Barclays Bank plc If stock closes at or above the 83% trigger price on a quarterly review date, notes pay a contingent coupon for that quarter at a rate of 8% per year plus any previously unpaid coupons for any prior review dates due 5/13/2020

Barclays Bank plc 14.4% if each stock closes above its 70% coupon barrier on a quarterly review date due 4/29/2022

Barclays Bank plc 0.00% due 4/29/2022

Barclays Bank plc 0.00% due 4/29/2022

Barclays Bank plc 8.1% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter due 4/29/2022

Barclays Bank plc 8.5% per year, payable quarterly if Alphabet shares close at or above downside threshold level on determination date for that quarter due 4/29/2022

Barclays Bank plc 8% per year, payable quarterly if each index closes at or above downside threshold level on each trading day during that quarter due 4/29/2021

Barclays Bank plc 2.00% due 10/29/2021

Barclays Bank plc 0.00% due 4/29/2021

Barclays Bank plc 6.25% annualized, payable each quarter that each asset closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 5,713.48 for Nasdaq, 19,376.63 for Dow; 73% of initial levels due 5/1/2024

Barclays Bank plc 6.6%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 18,580.33 for Dow, 1,114.271 for Russell 2000, 70% of initial levels due 5/1/2029

Barclays Bank plc 8.15%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 2,057.92 for S&P, 754.64 for EM, 70% of initial levels due 5/1/2024

Barclays Bank plc 9%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 2,057.92 for S&P, 1,114.271 for Russell 2000, 70% of initial levels due 4/29/2022

Barclays Bank plc 6.8%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 2,057.92 for S&P, 1,114.271 for Russell 2000, 70% of initial levels due 4/29/2022

Barclays Bank plc 0.00% due 4/30/2024

Barclays Bank plc 0.00% due 4/28/2022

Barclays Bank plc 0.00% due 10/28/2022

Barclays Bank plc 0.00% due 4/30/2024

Barclays Bank plc 4.60% due 4/30/2024

Barclays Bank plc 4.10% due 4/28/2022

Barclays Bank plc 4.50% due 4/30/2026

Barclays Bank plc 4.30% due 4/30/2024

Barclays Bank plc 6.05% annualized, payable each quarter that each asset closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 2,340.94 for S&P, 1,260.49 for Russell; 80% of initial levels due 10/29/2026

Barclays Bank plc 0.00% due 4/29/2021

Barclays Bank plc 0.00% due 4/30/2024

Barclays Bank plc 0.00% due 4/30/2024

Barclays Bank plc 0.00% due 10/29/2021

Barclays Bank plc 6.25% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barriers: 18,523.46 for Dow, 2,048.32 for S&P, 1,102.93 for Russell; 70% of initial levels due 4/30/2024

Barclays Bank plc 7.1% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barriers: 4,690.15 for Nasdaq, 1,755.60 for S&P, 945.37 for Russell; 60% of initial levels due 4/30/2029

Barclays Bank plc 8.1% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barriers: 1,181.71 for Russell 2000 and 2,618.94 for Stoxx 50, or 70% of initial levels due 4/30/2029

Barclays Bank plc 10% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barriers: 945.37 for Russell 2000 and 59.67 for Stoxx Banks, or 60% of initial levels due 4/30/2029

Barclays Bank plc 8.5% per year, payable quarterly if each index closes at or above 75% coupon barrier level on observation date for that quarter due 4/30/2029

Barclays Bank plc 6.15% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barriers: 1,755.7 for S&P, 945.37 for Russell; 60% of initial levels due 4/30/2026

Barclays Bank plc 7% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barriers: 2,048.32 for S&P, 1,102.93 for Russell; 70% of initial levels due 4/30/2029

Barclays Bank plc 9.5% per year, payable quarterly if each underlying asset closes at or above coupon barrier level observation date for that period; Coupon barriers: 1,902.01 for index, $20.66 for ETF, 65% of initial levels due 4/29/2022

Barclays Bank plc 8.7% per year, payable quarterly if each index closes at or above coupon barrier level on the observation date for that period; Coupon barriers: 2,048.32 for S&P, 1,102.93 for Russell, 5,471.84 for Nasdaq; 70% of initial levels due 4/28/2022

Barclays Bank plc 5.65% per year multiplied by proportion of days on which index closes at or above coupon barrier; payable monthly; Coupon barrier: 1,260.49, 80% of initial level due 10/30/2026

Barclays Bank plc 0.00% due 4/30/2021

Barclays Bank plc 0.00% due 10/29/2020

Barclays Bank plc 0.00% due 6/30/2020

Barclays Bank plc 0 due 4/29/2022

Barclays Bank plc 0 due 10/28/2021

Barclays Bank plc 0 due 4/28/2022

Barclays Bank plc 0 due 4/30/2024

Barclays Bank plc 12%, payable monthly if each asset closes at or above coupon barrier on related observation date; Coupon barriers: $41.24 for Citi, $31.94 for CVS, $114.43 for 3M, 60% of initial values due 4/28/2022

Barclays Bank plc 6.75% annualized, payable each month that each asset closes at or above coupon barrier on observation date for that month; Coupon barriers: 18,523.46 for Dow, 1,102.93 for Russell, 2,048.32 for S&P; 70% of initial levels due 10/30/2020

Barclays Bank plc 5.5% annualized, payable each quarter that each asset closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 5,862.69 for Nasdaq, 19,846.56 for Dow; 75% of initial levels due 4/30/2020

Barclays Bank plc 5.5% annualized, payable each quarter that each asset closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 1,755.7 for S&P, 945.37 for Russell; 60% of initial levels due 4/30/2029

Barclays Bank plc 6.7% annualized, payable each quarter that each asset closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 2,194.63 for S&P, 1,181.71 for Russell; 75% of initial levels due 4/29/2021

Barclays Bank plc 6.1% annualized, payable each quarter that each index closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 2,048.32 for S&P, 1,102.93 for Russell; 70% of initial levels due 4/29/2022

Barclays Bank plc 8.05% annualized, payable each quarter that each index closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 5,862.69 for Nasdaq, 2,194.63 for S&P, 1,181.71 for Russell; 75% of initial levels due 4/30/2029

Barclays Bank plc 10.25% annualized, payable each quarter that ETF closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $22.25, 70% of initial value due 7/31/2020

Barclays Bank plc 10.5% annualized, payable each quarter that ETF closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $22.25, 70% of initial value due 7/31/2020

Barclays Bank plc 10%, payable monthly if each asset closes at or above coupon barrier on related observation date; Coupon barriers: $82.34 for Disney, $120.84 for Goldman, $34.57 for Intel, 60% of initial values due 4/28/2022

Barclays Bank plc 0 due 4/28/2022

Barclays Bank plc 0 due 4/29/2021

Barclays Bank plc 0 due 4/28/2022

Barclays Bank plc 7% initially, stepping up to 10% in July 2024 and to 12% in July 2027, payable quarterly if each index closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 1,102.93 for Russell and 2,194.63 for Nasdaq; 70% of initial levels due 4/30/2029

Barclays Bank plc 7.5% initially, stepping up to 8.5% in July 2024 and to 10% in July 2027, payable quarterly if each index closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 1,181.71 for Russell and 2,194.63 for S&P; 75% of initial levels due 4/30/2029

Barclays Bank plc 8.65% per year, payable quarterly if each index closes at or above its coupon barrier on observation date that quarter; Coupon barriers: 1,337.61 for MSCI EAFE, 1,102.928 for Russell 2000 and 2,048.32 for S&P 500; 70% of initial levels due 4/30/2024

Barclays Bank plc 0.00% due 4/30/2024

Barclays Bank plc Payable quarterly at annualized rate of 5.75% for each day that the spread of the 30-year ICE swap rate minus the two-year ICE swap rate is at least 0% and the index closes at or above 75% of its initial level; payable quarterly due 4/25/2034

Barclays Bank plc 7% annualized, payable each quarter that each asset closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 18,659.47 for Dow, 1,109.56 for Russell, 5,467.50 for Nasdaq; 70% of initial levels due 4/26/2029

Barclays Bank plc 3.5% initially, stepping up to 5.25% on April 26, 2025; payable semiannually due 4/26/2029

Barclays Bank plc 6% annualized, payable each quarter that each asset closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 1,744.78 for S&P, 936.03 for Russell, 4,628.10 for Nasdaq; 60% of initial levels due 4/26/2029

Barclays Bank plc 0.00% due 4/21/2023

Barclays Bank plc 0.00% due 4/21/2023

Barclays Bank plc 0.00% due 4/24/2025

Barclays Bank plc 0.00% due 4/21/2022

Barclays Bank plc 0.00% due 4/22/2021

Barclays Bank plc 10.75% per year, payable semiannually if each underlying asset closes at or above coupon barrier level observation date for that period; Coupon barriers: 1,888.27 for index, $20.68 for ETF, 65% of initial levels due 4/21/2022

Barclays Bank plc 11.75% per year, payable semiannually if each underlying asset closes at or above coupon barrier level observation date for that period; Coupon barriers: 1,888.27 for S&P and $20.68 for oil fund, 65% of initial levels due 4/21/2022

Barclays Bank plc 8.65% per year, payable each quarter that shares close at or above 70% downside threshold on determination date for that quarter due 4/21/2022

Barclays Bank plc 6.5% per year, payable each quarter that index closes at or above 80% downside threshold on determination date for that quarter due 4/21/2022

Barclays Bank plc 0.00% due 4/23/2024

Barclays Bank plc 0.00% due 7/22/2021

Barclays Bank plc 0.00% due 7/22/2021

Barclays Bank plc 8.5% annualized, payable quarterly if each asset closes at or above 75% coupon barrier on observation date due 4/22/2022

Barclays Bank plc 9.35% per year, payable quarterly if each index closes at or above its coupon barrier on every day that quarter; Coupon barriers: 4,998.315 for Nasdaq, 1,017.736 for Russell 2000 and 1,888.27 for S&P 500; 65% of initial levels due 10/21/2022

Barclays Bank plc 10.15% per year, payable each quarter that each index closes at or above its coupon barrier on each trading day during that quarter; Coupon barriers: 5,382.801 for Nasdaq, 1,096.024 for Russell 2000 and 2,033.52 for S&P 500; 70% of initial levels due 10/21/2022

Barclays Bank plc 0.00% due 4/22/2021

Barclays Bank plc 5.85% per year, payable quarterly if each underlying asset closes at or above coupon barrier level observation date for that period; Coupon barriers: 1,018.94 for index, $43.36 for ETF, 65% of initial levels due 4/21/2022

Barclays Bank plc 8.25% per year, payable semiannually if each index closes at or above coupon barrier level on the observation date for that period; Coupon barriers: 1,740.27 for S&P, 940.56 for Russell, 4,608.43 for Nasdaq; 60% of initial levels due 4/22/2024

Barclays Bank plc 5% for the first year; beginning April 23, 2020, equal 10-year swap rate plus 65 bps, subject to a floor of 0%; payable quarterly due 4/23/2029

Barclays Bank plc 10% per year, payable quarterly if each index closes at or above its coupon barrier on every day that quarter; Coupon barriers: 5,376.502 for Nasdaq, 1,097.318 for Russell 2000 and 2,030.32 for S&P 500; 70% of initial levels due 10/20/2022

Barclays Bank plc 6.65%, payable quarterly if indexes close at or above coupon barriers on observation date for that quarter; Coupon barriers: 5,358.312 for Nasdaq-100 and 18,516.86 for Dow, or 70% of initial levels due 4/19/2029

Barclays Bank plc 7.6%, payable quarterly if indexes close at or above downside thresholds on observation date for that quarter due 4/22/2022

Barclays Bank plc 7%, payable quarterly if index closes at or above downside thresholds on observation date for that quarter due 4/21/2021

Barclays Bank plc 7.1%, payable quarterly if indexes close at or above downside thresholds on observation date for that quarter due 4/19/2024

Barclays Bank plc 0.00% due 10/21/2021

Barclays Bank plc 6.05% annualized, payable each quarter that each asset closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 2,324.46 for S&P, 1,263.34 for Russell; 80% of initial levels due 10/20/2026

Barclays Bank plc 6.4% annualized, payable each quarter that each asset closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 2,469.74 for S&P, 1,342.29 for Russell; 85% of initial levels due 4/21/2022

Barclays Bank plc 0.00% due 4/22/2022

Barclays Bank plc 0.00% due 4/21/2022

Barclays Bank plc 0.00% due 4/17/2024

Barclays Bank plc 0.00% due 4/29/2020

Barclays Bank plc 0.00% due 10/15/2020

Barclays Bank plc 8.6% per year, payable quarterly if both stocks close at or above downside threshold level on determination date for that quarter due 4/18/2022

Barclays Bank plc 8.4% per year, payable quarterly if Chevron shares close at or above downside threshold level on determination date for that quarter due 4/18/2022

Barclays Bank plc 8.6% annualized for each quarter that each index closes at or above the coupon barrier level on the determination date; Coupon barriers/downside thresholds: 1,267.842 for Russell and 2,325.928 for S&P, 80% of initial levels due 4/15/2021

Barclays Bank plc 0.00% due 7/15/2020

Barclays Bank plc 0.00% due 11/4/2020

Barclays Bank plc 5.75% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barrier: 4,576.89 for Nasdaq, 950.88 for Russell, 60% of initial level due 4/17/2029

Barclays Bank plc Each quarter, notes pay contingent coupon at rate of 8% per year if BlackRock shares close at or above downside threshold level on observation date for that quarter due 4/18/2022

Barclays Bank plc Each quarter, notes pay contingent coupon at rate of 8% per year if Boston Scientific shares close at or above downside threshold level on observation date for that quarter due 4/18/2022

Barclays Bank plc Each quarter, notes pay contingent coupon at rate of 8% per year if Juniper Networks shares close at or above downside threshold level on observation date for that quarter due 4/18/2022

Barclays Bank plc 7.4% annualized, payable monthly if each asset closes at or above 70% coupon barrier on observation date due 4/14/2022

Barclays Bank plc 0.00% due 4/15/2021

Barclays Bank plc 6.15% annualized, payable quarterly if each asset closes at or above 60% coupon barrier on observation date for that quarter due 4/16/2029

Barclays Bank plc 8.5%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 1,732.99 for S&P, 87.49 for Stoxx Europe 600, 60% of initial levels due 4/16/2024

Barclays Bank plc 5.75% due 10/15/2020

Barclays Bank plc 0.00% due 4/15/2024

Barclays Bank plc 10.15%, payable quarterly if each asset closes at or above coupon barrier on related observation date; Coupon barriers: $34.53 for Kellogg, $23.48 for Campbell, $162.32 for Northrop, 60% of initial values due 4/15/2021

Barclays Bank plc 8.50% due 4/27/2020

Barclays Bank plc 6.85% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barriers: 1,091.78 for Russell 2000 and 5,297.94 for Nasdaq-100, or 70% of initial levels due 4/13/2021

Barclays Bank plc 9.6% annualized, payable each quarter that each asset closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $31.60 for ETF, 2,302.56 for S&P, 1,247.74 for Russell; 80% of initial values due 4/14/2021

Barclays Bank plc 10% annualized, payable each quarter that each asset closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $209.21 for ETF, 1,247.74 for Russell, 6,054.79 for Nasdaq; 80% of initial values due 4/14/2021

Barclays Bank plc 8.45% annualized, payable each quarter that each asset closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $196.13 for ETF, 1,169.76 for Russell, 5,676.37 for Nasdaq; 75% of initial values due 4/12/2024

Barclays Bank plc 0.00% due 4/15/2021

Barclays Bank plc 9% annualized, payable quarterly if index closes at or above coupon barrier on related quarterly observation date; Coupon barrier: 1,263.21, 80% of initial level due 4/11/2024

Barclays Bank plc 9.16% per year, payable quarterly if each index closes at or above its coupon barrier on every day that quarter; Coupon barriers: 4,559.845 for Nasdaq, 947.403 for Russell 2000 and 1,737.46 for S&P 500; 60% of initial levels due 6/13/2022

Barclays Bank plc 0.00% due 4/22/2020

Barclays Bank plc 0.00% due 10/7/2020

Barclays Bank plc 0.00% due 10/7/2020

Barclays Bank plc 0.00% due 4/8/2022

Barclays Bank plc 0.00% due 7/9/2020

Barclays Bank plc 0.00% due 4/22/2020

Barclays Bank plc 7% annualized, payable monthly if each asset closes at or above coupon barrier on related observation date; Coupon barrier: $31.08 for ETF, 1,107.79 for Russell, 70% of initial level due 3/9/2023

Barclays Bank plc 7% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barrier: 1,735.64 for S&P, 949.54 for Russell, 60% of initial level due 4/10/2024

Barclays Bank plc 7% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barrier: 1,735.64 for S&P, 949.54 for Russell, 60% of initial level due 4/10/2024

Barclays Bank plc 20.15%, payable monthly if each asset closes at or above coupon barrier on related observation date; Coupon barriers: $84.68 for Spotify, $105.43 for Facebook, $28.37 for Activision Blizzard, 60% of initial values due 4/10/2025

Barclays Bank plc 3.1% initially; beginning April 11, 2020, equal to Libor, subject to a floor of 2%; payable quarterly due 4/11/2022

Barclays Bank plc 11% annualized, payable monthly if each asset closes at or above coupon barrier on observation date for that period; Coupon barriers: $30.65 for fund, 1,092.64 for Russell, 2,011.38 for S&P 500, 70% of initial levels due 4/9/2025

Barclays Bank plc 6.1% per year, payable quarterly due 4/8/2021

Barclays Bank plc 0.00% due 4/9/2024

Barclays Bank plc 0.00% due 9/4/2020

Barclays Bank plc 7.35% annualized, payable quarterly if each index closes at or above coupon barrier on related observation date; Coupon barrier: 2,007.07 for S&P, 1,087.33 for Russell, 70% of initial level due 4/5/2024

Barclays Bank plc 11% annualized, payable each quarter that each asset closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 1,984.08 for S&P, 1,077.82 for Russell, $30.04 for ETF; 70% of initial levels due 4/4/2025

Barclays Bank plc 7%, payable quarterly if fund closes at or above coupon barrier level on observation date for that quarter; Coupon barrier: $16.11, 70% of initial price due 4/4/2024

Barclays Bank plc 0.00% due 3/29/2024

Barclays Bank plc 0.00% due 3/29/2024

Barclays Bank plc 0.00% due 3/31/2023

Barclays Bank plc 0.00% due 3/31/2022

Barclays Bank plc 0.00% due 4/1/2021

Barclays Bank plc 0.00% due 3/31/2022

Barclays Bank plc 0.00% due 4/1/2021

Barclays Bank plc 0.00% due 3/31/2021

Barclays Bank plc 0.00% due 3/28/2024

Barclays Bank plc 9.3% per year, payable quarterly if each index closes at or above coupon barrier level on the observation date for that period; Coupon barriers: 687.78 for Emerging Markets, 1,000.83 for Russell, 13,783.78 for Nikkei; 65% of initial levels due 10/4/2021

Barclays Bank plc 11.1% per year, payable quarterly if each underlier closes at or above barrier level on observation date for that period due 3/31/2022

Barclays Bank plc 9.75% per year, payable quarterly if each underlying closes at or above coupon barrier on related quarterly observation date; Coupon barriers: 1,984.08 for S&P, 1,077.82 for Russell, $30.04 for EM; 70% of initial levels due 3/29/2024

Barclays Bank plc 7.6% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier levels: 1,984.08 for S&P 500, 1,077.82 for Russell 2000 and 18,150.01 for Dow, or 70% of initial levels due 12/30/2022

Barclays Bank plc Payable quarterly at annualized rate of 6% for each day that the spread of the 30-year ICE swap rate minus the two-year ICE swap rate is at least 0%; payable quarterly due 4/3/2024

Barclays Bank plc 8.25% per year, payable quarterly if Exxon Mobil shares close at or above downside threshold level on determination date for that quarter due 4/1/2022

Barclays Bank plc 6.65% per year, payable quarterly if each index closes at or above downside threshold level on each trading day during that quarter due 10/4/2021

Barclays Bank plc 7.05% per year, payable quarterly if index closes at or above coupon barrier level on determination date for that quarter; Coupon barrier: 2,125.80, 75% of initial level due 4/4/2029

Barclays Bank plc 0.00% due 3/31/2021

Barclays Bank plc 0.00% due 9/30/2021

Barclays Bank plc 0.00% due 10/4/2021

Barclays Bank plc 0.00% due 4/3/2024

Barclays Bank plc 0.00% due 10/2/2020

Barclays Bank plc 0.00% due 12/30/2022

Barclays Bank plc 0% due 3/31/2022

Barclays Bank plc 0.00% due 7/6/2020

Barclays Bank plc 7.6% per year payable quarterly if each index closes at or above coupon barrier level on observation date for that period; Coupon barriers: 5,534.08 for Nasdaq, 19,446.51 for Dow, 75% of initial levels due 3/31/2020

Barclays Bank plc 7% annualized, payable monthly if each index closes at or above coupon barrier on related monthly observation date; Coupon barrier: 1,984.08 for S&P, 1,077.82 for Russell, 70% of initial level due 3/31/2020

Barclays Bank plc 5.75% annualized, payable each quarter that each asset closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 1,700.64 for S&P, 923.84 for Russell, 4,427.26 for Nasdaq; 60% of initial levels due 4/5/2029

Barclays Bank plc 12.5% annualized, payable each quarter that ETF closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $21.52, 70% of initial value due 7/6/2020

Barclays Bank plc 0.00% due 5/29/2020

Barclays Bank plc 0.00% due 3/26/2021

Barclays Bank plc 0.00% due 5/29/2020

Barclays Bank plc 0.00% due 4/2/2025

Barclays Bank plc 0.00% due 4/4/2023

Barclays Bank plc 0.00% due 3/26/2021

Barclays Bank plc 0.00% due 3/26/2021

Barclays Bank plc 0.00% due 5/29/2020

Barclays Bank plc 0.00% due 3/28/2025

Barclays Bank plc 8.50% due 4/15/2020

Barclays Bank plc Each quarter, notes pay contingent coupon at rate of 8% per year if Bank of America shares close at or above downside threshold level on observation date for that quarter due 3/31/2022

Barclays Bank plc 7.65%, payable quarterly if indexes close at or above downside thresholds on observation date for that quarter due 3/28/2024

Barclays Bank plc 8.05%, payable quarterly if indexes close at or above downside thresholds on observation date for that quarter due 3/31/2022

Barclays Bank plc Each quarter, notes pay contingent coupon at rate of 8% per year if Nike shares close at or above downside threshold level on observation date for that quarter due 3/31/2022

Barclays Bank plc 6.85%, payable quarterly if indexes close at or above coupon barriers on observation date for that quarter; Coupon barriers: 1,065.562 for Russell 2000 and 1,963.76 for S&P 500; 70% of initial levels due 3/29/2029

Barclays Bank plc Each quarter, notes pay contingent coupon at rate of 7% per year if Walmart shares close at or above downside threshold level on observation date for that quarter due 3/31/2022

Barclays Bank plc Each quarter, notes pay contingent coupon at rate of 7% per year if Disney shares close at or above downside threshold level on observation date for that quarter due 3/31/2022

Barclays Bank plc 0.00% due 3/29/2024

Barclays Bank plc 9.75% due 3/31/2022

Barclays Bank plc 0.00% due 3/31/2022

Barclays Bank plc 0.00% due 9/29/2022

Barclays Bank plc 0.00% due 9/30/2021

Barclays Bank plc 0.00% due 3/29/2024

Barclays Bank plc 4.50% due 3/28/2024

Barclays Bank plc 4.55% due 3/31/2026

Barclays Bank plc 4.05% due 3/31/2022

Barclays Bank plc 4.30% due 3/29/2024

Barclays Bank plc 6.15% per year, payable monthly if each index closes at or above coupon barrier level on observation date for that month; Coupon barriers: 2,254.77 for S&P 500 and 1,222.54 for Russell 2000, or 80% of initial levels due 9/30/2026

Barclays Bank plc 0.00% due 3/29/2024

Barclays Bank plc 0.00% due 3/29/2024

Barclays Bank plc 0.00% due 9/30/2021

Barclays Bank plc 0.00% due 3/31/2021

Barclays Bank plc 11% per year, payable monthly if each index closes at or above coupon barrier level on related quarterly observation date; Barrier levels: 55.45 for Stoxx Banks and 903.55 for Russell; 60% of initial levels due 3/27/2029

Barclays Bank plc 0.00% due 3/31/2023

Barclays Bank plc 8% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barriers: 1,146.13 for Russell 2000 and 5,513.36 for Nasdaq-100, or 75% of initial levels due 3/29/2029

Barclays Bank plc 10.15% per year, payable quarterly if each index closes at or above coupon barrier level on related observation date; Barrier levels: 916.90 for Russell and 55.05 for Stoxx Banks; 60% of initial levels due 3/29/2029

Barclays Bank plc 4.6% per year, payable monthly if each index closes at or above barrier level on observation date for that month; Barrier levels: 2,113.85 for S&P 500 and 1,146.13 for Russell 2000; 75% of initial levels due 3/31/2029

Barclays Bank plc 6% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 3/31/2026

Barclays Bank plc 9.25% per year, payable quarterly if each underlier closes at or above barrier level on observation date for that period due 3/31/2022

Barclays Bank plc 8% per year, payable quarterly if each underlier closes at or above barrier level on observation date for that quarter due 3/29/2024

Barclays Bank plc 8.4% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 3/30/2022

Barclays Bank plc 5.75% per year multiplied by proportion of days on which index closes at or above coupon barrier; payable monthly; Coupon barrier: 1,298.94, 85% of initial level due 3/28/2024

Barclays Bank plc 0.00% due 3/31/2021

Barclays Bank plc 0.00% due 5/29/2020

Barclays Bank plc If index closes at or above buffer value on quarterly observation date, notes pay contingent coupon that quarter at rate of 13.6% per year plus any previously unpaid contingent coupons; Buffer value: 1,691.08, 60% of initial index level due 3/30/2022

Barclays Bank plc If index closes at or above buffer value on quarterly observation date, notes pay contingent coupon that quarter at rate of 14.8% per year plus any previously unpaid contingent coupons; Buffer value: 1,832.00, 65% of initial index level due 3/30/2022

Barclays Bank plc 0.00% due 6/30/2021

Barclays Bank plc 0.00% due 12/29/2023

Barclays Bank plc 0.00% due 3/31/2022

Barclays Bank plc 0.00% due 3/29/2024

Barclays Bank plc 5.25% per year payable quarterly if each index closes at or above coupon barrier level on observation date for that period; Coupon barriers: 5,513.36 for Nasdaq, 19,243.30 for Dow, 75% of initial levels due 3/31/2020

Barclays Bank plc 6% per year payable monthly if each index closes at or above coupon barrier level on observation date for that period; Coupon barriers: 1,972.92 for S&P, 1,069.72 for Russell, 70% of initial levels due 9/30/2020

Barclays Bank plc 6% per year payable quarterly if each index closes at or above coupon barrier level on observation date for that period; Coupon barriers: 2,113.85 for S&P, 1,146.13 for Russell, 75% of initial levels due 3/31/2021

Barclays Bank plc 10.25%, payable quarterly if fund closes at or above coupon barrier level on observation date for that quarter; Coupon/barrier level: $21.49, 70% of initial price due 6/30/2020

Barclays Bank plc 7% initially, stepping up to 8% in June 2024 and to 10% in June 2027, payable quarterly if each index closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 5,145.81 for Nasdaq, 1,069.72 for Russell; 70% of initial levels due 3/29/2029

Barclays Bank plc 8% initially, stepping up to 12% in June 2024, payable quarterly if each index closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 2,113.85 for S&P, 1,146.13 for Russell and 5,513.36 for Nasdaq; 75% of initial levels due 3/29/2029

Barclays Bank plc 7% initially, stepping up to 8.5% in June 2024 and to 10% in June 2027, payable quarterly if each index closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 2,113.85 for S&P, 1,146.13 for Russell; 75% of initial levels due 3/29/2029

Barclays Bank plc 10.38% per year, payable quarterly if each index closes at or above its coupon barrier on every day that quarter; Coupon barriers: 5,145.805 for Nasdaq, 1,069.716 for Russell 2000 and 1,972.92 for S&P 500; 70% of initial levels due 9/29/2022

Barclays Bank plc 0.00% due 3/28/2024

Barclays Bank plc 0.00% due 3/31/2022

Barclays Bank plc 0.00% due 3/31/2023

Barclays Bank plc 0.00% due 3/27/2023

Barclays Bank plc 0.00% due 3/27/2023

Barclays Bank plc 0.00% due 3/27/2025

Barclays Bank plc 0.00% due 3/25/2021

Barclays Bank plc 11.5% per year, payable semiannually if each underlier closes at or above barrier level on observation date for that semiannual period due 3/25/2022

Barclays Bank plc 10.25% per year, payable semiannually if each underlier closes at or above barrier level on observation date for that semiannual period due 3/25/2022

Barclays Bank plc 8.25% per year, payable quarterly if Bank of America shares close at or above downside threshold level on determination date for that quarter due 3/25/2022

Barclays Bank plc 8.25% per year, payable quarterly if Microsoft shares close at or above downside threshold level on determination date for that quarter due 3/25/2021

Barclays Bank plc 0.00% due 4/8/2020

Barclays Bank plc 0.00% due 6/24/2020

Barclays Bank plc 0.00% due 4/8/2020

Barclays Bank plc 0.00% due 6/25/2021

Barclays Bank plc 0.00% due 6/25/2021

Barclays Bank plc 0.00% due 3/25/2021

Barclays Bank plc 18.85%, payable quarterly if each asset closes at or above coupon barrier on related observation date; Coupon barriers: $83.40 for Spotify, $16.21 for Bank of America, $25.43 for Continental Resources, 60% of initial values due 3/25/2021

Barclays Bank plc 9.5% per year, payable quarterly if each index closes at or above its coupon barrier on each day during that quarter; Coupon barriers: 5,128.240 for Nasdaq-100, 1,054.146 for Russell 2000 and 1,960.50 for S&P 500; 70% of initial levels due 9/27/2022

Barclays Bank plc 0.00% due 3/25/2021

Barclays Bank plc 3% initially, stepping up to 4% on March 26, 2021, to 5% on March 26, 2022 and to 6% on March 26, 2023; payable semiannually due 3/26/2024

Barclays Bank plc 0.00% due 3/25/2021

Barclays Bank plc 14% annualized, payable quarterly if each asset closes at or above 60% coupon barrier on observation date for that quarter due 3/23/2022

Barclays Bank plc 6.75% annualized, payable monthly if each asset closes at or above 80% coupon barrier on observation date for that month due 9/23/2026

Barclays Bank plc 5.6% per year, payable quarterly if each index closes at or above coupon barrier level on the observation date for that period; Coupon barriers: 1,699.76 for S&P, 938.36 for Russell, 15,548.46 for Dow, 60% of initial levels due 3/21/2024

Barclays Bank plc 5.45% per year payable quarterly if each index closes at or above coupon barrier level on observation date for that period; Coupon barriers: 938.36 for Russell, 1,699.76 for S&P 500, 60% of initial levels due 3/22/2029

Barclays Bank plc 5.5% per year payable quarterly if each index closes at or above coupon barrier level on observation date for that period; Coupon barriers: 1,699.76 for S&P, 938.36 for Russell, 60% of initial levels due 3/23/2026

Barclays Bank plc 9.00% due 3/23/2020

Barclays Bank plc 8.70% due 3/23/2020

Barclays Bank plc 0.00% due 3/17/2033

Barclays Bank plc 0.00% due 4/1/2021

Barclays Bank plc 0.00% due 3/20/2023

Barclays Bank plc 0.00% due 4/7/2021

Barclays Bank plc 0.00% due 10/5/2021

Barclays Bank plc 0.00% due 3/22/2022

Barclays Bank plc 8.75% per year, payable quarterly if each index closes at or above coupon barrier level on the observation date for that period; Coupon barriers: 2,200.95 for Euro Stoxx, 4,749.54 for Nasdaq, 18,094.21 for Dow; 65% of initial levels due 3/20/2029

Barclays Bank plc 6.4% per year, payable quarterly if each index closes at or above coupon barrier level on the observation date for that period; Coupon barriers: 1,975.74 for S&P, 1,087.48 for Russell, 18,094.21 for Dow; 70% of initial levels due 3/20/2024

Barclays Bank plc 0.00% due 4/1/2020

Barclays Bank plc 0.00% due 9/16/2020

Barclays Bank plc 0.00% due 3/17/2022

Barclays Bank plc 0.00% due 6/17/2020

Barclays Bank plc 7.3% annualized, payable monthly if each index closes at or above coupon barrier on related monthly observation date; Coupon barrier: 1,975.74 for S&P, 1,087.48 for Russell, 18,094.21 for Dow; 70% of initial level due 3/18/2022

Barclays Bank plc 7.2%, payable quarterly if indexes close at or above downside thresholds on observation date for that quarter due 3/20/2024

Barclays Bank plc 6.9%, payable quarterly if indexes close at or above coupon barriers on observation date for that quarter; Coupon barriers: 5,114.891 for Nasdaq-100 and 1,087.477 for Russell 2000; 70% of initial levels due 3/20/2029

Barclays Bank plc 7.75% per year, payable quarterly if each index closes at or above coupon barrier level on the observation date for that period; Coupon barriers: 1,674.91 for S&P and 929.90 for Russell; 60% of initial levels due 3/15/2029

Barclays Bank plc 6.05% annualized, payable quarterly if each index closes at or above coupon barrier on related quarterly observation date; Coupon barrier: 1,674.91 for S&P, 929.90 for Russell, 4,320.77 for Nasdaq; 60% of initial level due 3/15/2029

Barclays Bank plc 5% for the first year; beginning March 14, 2021, equal 10-year swap rate plus 25 bps, subject to a floor of 0%; payable quarterly due 3/14/2029

Barclays Bank plc 0.00% due 3/13/2024

Barclays Bank plc 0.00% due 3/13/2024

Barclays Bank plc 6.85% per year, payable semiannually if each index closes at or above coupon barrier level on the observation date for that period; Coupon barriers: 1,920.15 for S&P, 1,065.32 for Russell, 2,298.52 for Stoxx, 70% of initial levels due 3/11/2022

Barclays Bank plc 7.72% annualized, payable quarterly if index closes at or above coupon barrier on related quarterly observation date; Coupon barrier: 1,065.32, 70% of initial level due 3/13/2024

Barclays Bank plc 9.17% annualized, payable quarterly if index closes at or above coupon barrier on related quarterly observation date; Coupon barrier: 1,217.50, 80% of initial level due 3/13/2024

Barclays Bank plc 6.65% annualized, payable quarterly if each index closes at or above coupon barrier on related quarterly observation date; Coupon barrier: 1,920.15 for S&P, 1,065.32 for Russell, 70% of initial level due 3/13/2024

Barclays Bank plc 0.00% due 3/12/2024

Barclays Bank plc 5.65% due 6/11/2020

Barclays Bank plc 0.00% due 9/9/2020

Barclays Bank plc 0.00% due 3/10/2022

Barclays Bank plc 13.00% due 3/20/2020

Barclays Bank plc 0.00% due 3/11/2024

Barclays Bank plc 5% for the first year; beginning March 11, 2020, equal 10-year swap rate, subject to a floor of 0%; payable quarterly due 3/11/2026

Barclays Bank plc 0.00% due 3/9/2022

Barclays Bank plc 0.00% due 3/9/2022

Barclays Bank plc 10.25% annualized, payable quarterly if stock closes at or above its coupon barrier on related quarterly observation date; Coupon barrier: $29.00, 75% of initial price due 3/11/2020

Barclays Bank plc 5.30% due 3/10/2020

Barclays Bank plc 5.2% per year, payable quarterly if each index closes at or above coupon barrier level on related quarterly observation date; Coupon barriers: 2,231.72 for S&P and 1,254.62 for Russell; 80% of initial levels due 3/8/2029

Barclays Bank plc 15% per year, payable quarterly if Caesars shares close at or above downside threshold level on determination date for that quarter due 3/9/2020

Barclays Bank plc 0.00% due 3/18/2020

Barclays Bank plc 0.00% due 9/2/2020

Barclays Bank plc 0.00% due 3/3/2022

Barclays Bank plc 10.3% per year, payable quarterly if General Motors shares close at or above downside threshold level on determination date for that quarter due 3/4/2022

Barclays Bank plc 0.00% due 6/3/2020

Barclays Bank plc 0.00% due 3/18/2020

Barclays Bank plc 0.00% due 3/3/2021

Barclays Bank plc 6.5% per year payable quarterly if each index closes at or above coupon barrier level on observation date for that period; Coupon barriers: 2,102.77 for S&P, 5,363.68 for Nasdaq, 75% of initial levels due 3/6/2024

Barclays Bank plc 0.00% due 2/29/2024

Barclays Bank plc 0.00% due 3/3/2022

Barclays Bank plc 0.00% due 2/29/2024

Barclays Bank plc 0.00% due 2/29/2024

Barclays Bank plc 0.00% due 3/3/2021

Barclays Bank plc 0.00% due 3/3/2021

Barclays Bank plc 0.00% due 9/3/2021

Barclays Bank plc 0.00% due 3/5/2024

Barclays Bank plc 0.00% due 2/28/2022

Barclays Bank plc 0.00% due 2/28/2022

Barclays Bank plc 0.00% due 3/4/2021

Barclays Bank plc 0.00% due 2/29/2024

Barclays Bank plc 0.00% due 2/26/2021

Barclays Bank plc 0.00% due 3/4/2024

Barclays Bank plc 0.00% due 2/28/2023

Barclays Bank plc 8.25% per year, payable quarterly if each index closes at or above coupon barrier level on the observation date for that period; Coupon barriers: 1,949.14 for S&P, 1,102.89 for Russell, 18,141.20 for Dow, 70% of initial levels due 2/29/2024

Barclays Bank plc 11% per year, payable quarterly if each underlying asset closes at or above coupon barrier level observation date for that period; Coupon barriers: 1,809.92 for S&P and $19.36 for oil fund, 65% of initial levels due 2/28/2022

Barclays Bank plc 9.4% per year, payable quarterly if each index closes at or above the 80% coupon barrier level on each day that quarter due 9/2/2021

Barclays Bank plc 7.25% per year, payable each quarter that index closes at or above coupon barrier on review date for that quarter; Coupon barrier: 2,088.368, 75% of initial level due 3/5/2029

Barclays Bank plc 0.00% due 2/26/2021

Barclays Bank plc 0.00% due 8/31/2021

Barclays Bank plc 0.00% due 8/28/2020

Barclays Bank plc 0.00% due 11/30/2022

Barclays Bank plc 0.00% due 2/28/2022

Barclays Bank plc 8.55% annualized, payable quarterly if each asset closes at or above coupon barrier on observation date for that period; Coupon barriers: $28.85 for fund, 1,181.66 for Russell, 2,088.37 for S&P 500, 75% of initial levels due 3/5/2024

Barclays Bank plc 9.75% annualized, payable quarterly if each asset closes at or above coupon barrier on observation date for that period; Coupon barriers: $30.78 for fund, 2,227.59 for S&P, 1,260.44 for Russell, 80% of initial levels due 3/4/2021

Barclays Bank plc 10% per year payable quarterly if each index closes at or above coupon barrier level on observation date for that period; Coupon barriers: 5,323.15 for Nasdaq, 19,437.00 for Dow, 75% of initial levels due 2/28/2020

Barclays Bank plc 6.2% per year payable quarterly if each index closes at or above coupon barrier level on observation date for that period; Coupon barriers: 4,968.27 for Nasdaq, 1,949.14 for S&P 500, 70% of initial levels due 9/2/2020

Barclays Bank plc 9% per year payable monthly if each index closes at or above coupon barrier level on observation date for that period; Coupon barriers: 1,102.89 for Russell, 1,949.14for S&P 500, 70% of initial levels due 2/28/2020

Barclays Bank plc 12.5%, payable quarterly if fund closes at or above coupon barrier level on observation date for that quarter; Coupon/barrier level: $20.85, 70% of initial price due 5/29/2020

Barclays Bank plc 6.9% per year, payable quarterly if the swap rate is greater than 80% of initial level due 3/4/2021

Barclays Bank plc 4.95% per year, payable quarterly if each index closes at or above coupon barrier level on the observation date for that period; Coupon barriers: 2,233.90 for S&P and 953.29 for Russell; 80% of initial levels due 2/27/2029

Barclays Bank plc 0.00% due 8/27/2020

Barclays Bank plc 0.00% due 2/28/2022

Barclays Bank plc 0.00% due 1/23/2048

Barclays Bank plc 3% initially, stepping up to 4% on Feb. 28, 2021 and to 5% on Aug. 28, 2021; payable semiannually due 2/28/2022

Barclays Bank plc 0.00% due 4/28/2020

Barclays Bank plc 7.05%, payable each quarter that each index closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 1,315.57 for MSCI EAFE, 4,986.251 for Nasdaq-100, 70% of initial levels due 2/28/2029

Barclays Bank plc 8.15%, payable each quarter that each index closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 745.46 for MSCI EM, 1,955.73 for S&P; 70% of initial levels due 2/28/2022

Barclays Bank plc 0.00% due 2/29/2024

Barclays Bank plc 0.00% due 2/27/2026

Barclays Bank plc 0.00% due 2/28/2022

Barclays Bank plc 0.00% due 2/28/2022

Barclays Bank plc 0.00% due 8/29/2022

Barclays Bank plc 4.35% due 2/29/2024

Barclays Bank plc 4.20% due 2/28/2022

Barclays Bank plc 0.00% due 2/28/2020

Barclays Bank plc 0.00% due 2/29/2024

Barclays Bank plc 0.00% due 8/30/2021

Barclays Bank plc 10% per year, payable quarterly if each index closes at or above coupon barrier level on the observation date for that period; Coupon barriers: 54.12 for Stoxx Banks, 54.12 for Russell, 57.5% of initial levels due 2/28/2029

Barclays Bank plc 7% per year, payable quarterly if each index closes at or above coupon barrier level on the observation date for that period; Coupon barriers: 4,980.80 for Nasdaq and 1,112.17 for Russell; 70% of initial levels due 2/28/2022

Barclays Bank plc 7% per year, payable quarterly if each index closes at or above coupon barrier level on the observation date for that period; Coupon barriers: 4,269.26 for Nasdaq and 953.29 for Russell; 60% of initial levels due 2/28/2029

Barclays Bank plc 6.25% per year, payable quarterly if each index closes at or above coupon barrier level on the observation date for that period; Coupon barriers: 1,957.28 for S&P, 1,112.17 for Russell, 18,264.37 for Dow, 70% of initial levels due 2/29/2024

Barclays Bank plc 9.65% per year, payable quarterly if each index closes at or above coupon barrier level on the observation date for that period; Coupon barriers: 1,957.28 for S&P, 1,112.17 for Russell, 747.35 for EM, 70% of initial levels due 8/28/2020

Barclays Bank plc 9.25% per year, payable quarterly if each underlying asset closes at or above coupon barrier level observation date for that period; Coupon barriers: 1,817.47 for S&P and $19.88 for oil fund, 65% of initial levels due 2/28/2022

Barclays Bank plc 7.1% per year, payable quarterly if each index closes at or above coupon barrier level on the observation date for that period; Coupon barriers: 1,677.67 for S&P and 953.29 for Russell; 60% of initial levels due 2/29/2024

Barclays Bank plc 6% per year, payable quarterly if each index closes at or above coupon barrier level on the observation date for that period; Coupon barriers: 1,677.67 for S&P and 953.29 for Russell; 60% of initial levels due 2/29/2024

Barclays Bank plc 0.00% due 2/26/2021

Barclays Bank plc 0.00% due 2/26/2021

Barclays Bank plc 0.00% due 2/26/2021

Barclays Bank plc 0.00% due 2/28/2022

Barclays Bank plc 0.00% due 2/29/2024

Barclays Bank plc 14.6%, payable quarterly if each asset closes at or above coupon barrier on related observation date; Coupon barriers: $665.64 for Alphabet, $104.54 for Apple, $218.35 for Netflix and $979.80 for Amazon; 60% of initial levels due 2/28/2022

Barclays Bank plc 9%, payable monthly if each asset closes at or above coupon barrier on related observation date; Coupon barriers: $168.28 for Lockheed, $61.37 for Microsoft, $60.97 for UPS; 55% of initial levels due 2/25/2022

Barclays Bank plc 7.5% per year payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier levels: 5,336.57 for Nasdaq-100 and 19,568.96 for Dow Jones; 75% of initial levels due 2/28/2020

Barclays Bank plc 6.5% per year payable monthly if each index closes at or above coupon barrier level on observation date for that period; Coupon barriers: 1,957.28 for S&P, 1,112.17 for Russell, 70% of initial levels due 5/29/2020

Barclays Bank plc 7.15% per year payable quarterly if each index closes at or above coupon barrier level on observation date for that period; Coupon barriers: 2,097.08 for S&P, 1,191.61 for Russell, 75% of initial levels due 2/26/2021

Barclays Bank plc 6% per year payable quarterly if each index closes at or above coupon barrier level on observation date for that period; Coupon barriers: 1,677.67 for S&P, 953.29 for Russell, 60% of initial levels due 2/27/2026

Barclays Bank plc 7.75% annualized, payable quarterly if each asset closes at or above coupon barrier on related quarterly observation date; Coupon barriers: 2,097.08 for S&P, 1,191.61 for Russell, 5,336.57 for Nasdaq, 75% of initial levels due 3/1/2029

Barclays Bank plc 10% annualized, payable quarterly if asset closes at or above 70% coupon barrier on observation date for that quarter due 5/29/2020

Barclays Bank plc 9% annualized, payable quarterly if each asset closes at or above 60% coupon barrier on observation date for that period due 2/28/2024

Barclays Bank plc 0.00% due 2/29/2024

Barclays Bank plc 0.00% due 2/27/2024

Barclays Bank plc 0.00% due 8/26/2020

Barclays Bank plc 8.25% per year, payable quarterly if Alphabet shares close at or above downside threshold level on determination date for that quarter due 2/25/2021

Barclays Bank plc 8.5% per year, payable quarterly if MasterCard shares close at or above downside threshold level on determination date for that quarter due 2/25/2022

Barclays Bank plc 0.00% due 3/11/2020

Barclays Bank plc 0.00% due 3/11/2020

Barclays Bank plc 0.00% due 2/25/2021

Barclays Bank plc 0.00% due 2/24/2022

Barclays Bank plc 3.2% for the first two years, stepping up to 4% on Feb. 27, 2021, to 4.5% on Feb. 27, 2022 and to 5.75% on Feb. 27, 2023; payable semiannually due 2/27/2024

Barclays Bank plc 7%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 1,954.87 for S&P, 1,113.043 for Russell 2000, 70% of initial levels due 2/21/2024

Barclays Bank plc 9% per year, payable quarterly if each index closes at or above its coupon barrier on related quarterly observation date; Coupon barriers: 4,608.906 for Nasdaq, 1,033.540 for Russell 2000 and 1,815.24 for S&P 500; 65% of initial levels due 2/25/2022

Barclays Bank plc 11% annualized, payable monthly if each asset closes at or above 85% coupon barrier on observation date due 2/26/2024

Barclays Bank plc 0.00% due 2/26/2024

Barclays Bank plc 9.25% annualized, payable each quarter stock closes at or above coupon barrier on observation date; Coupon barrier: $33.73; 70% of initial level due 2/25/2021

Barclays Bank plc 6.3% per year, payable quarterly if each index closes at or above coupon barrier level on the observation date for that period; Coupon barriers: 1,942.42 for S&P and 1,102.89 for Russell; 70% of initial levels due 5/27/2020

Barclays Bank plc 6%, payable quarterly if ETF closes at or above coupon barrier on observation date; Coupon barrier/downside threshold: $103.09, 65.5% of initial price due 2/25/2022

Barclays Bank plc 0.00% due 2/23/2024

Barclays Bank plc 9.1% annualized, payable monthly if each asset closes at or above coupon barrier on observation date for that month; Coupon barriers: $27.57 for fund, 1,806.84 for S&P, 4,593.30 for Nasdaq, 65% of initial levels due 2/23/2024

Barclays Bank plc 0.00% due 2/21/2023

Barclays Bank plc 0.00% due 2/21/2023

Barclays Bank plc 0.00% due 2/19/2021

Barclays Bank plc 9.5% per year, payable quarterly if each underlying asset closes at or above coupon barrier level observation date for that period; Coupon barriers: 1,804.14 for S&P and $20.15 for oil fund, 65% of initial levels due 2/18/2022

Barclays Bank plc 11% per year, payable semiannually if each underlying asset closes at or above coupon barrier level observation date for that period; Coupon barriers: 1,804.14 for S&P and $20.15 for oil fund, 65% of initial levels due 2/18/2022

Barclays Bank plc 13.1% per year, payable semiannually if each ETF closes at or above coupon barrier level on the observation date for that period; Coupon barriers: $60.61 for biotech ETF, $48.73 for tech ETF; 70% of initial levels due 2/18/2022

Barclays Bank plc 0.00% due 2/19/2021

Barclays Bank plc 0.00% due 2/19/2021

Barclays Bank plc 15.5%, payable quarterly if each asset closes at or above coupon barrier on related observation date; Coupon barriers: $17.07 for Plains, $24.04 for MPLX and $19.75 for Enterprise; 70% of initial levels due 2/19/2021

Barclays Bank plc 6% per year payable monthly if each index closes at or above coupon barrier level on observation date for that month; Coupon barriers: 1,942.92 for S&P, 1,098.48 for Russell, 70% of initial levels due 2/19/2027

Barclays Bank plc 8% annualized, payable quarterly if stock closes at or above its coupon barrier on related quarterly observation date; Coupon barrier: $86.83, 72.75% of initial price due 2/18/2022

Barclays Bank plc 8% annualized, payable quarterly if stock closes at or above its coupon barrier on related quarterly observation date; Coupon barrier: $99.37, 62.5% of initial price due 2/18/2022

Barclays Bank plc 7%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 18,118.28 for Dow Jones, 1,098.473 for Russell 2000, 70% of initial levels due 2/21/2024

Barclays Bank plc 8% annualized, payable quarterly if stock closes at or above its coupon barrier on related quarterly observation date; Coupon barrier: $32.93, 63.75% of initial price due 2/18/2022

Barclays Bank plc 7.25%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barriers: 1,098.473 for Russell, 1,288.07 for MSCI EAFE, 70% of initial levels due 2/21/2024

Barclays Bank plc 9.85%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barriers: 1,098.473 for Russell, 4,938.625 for Nasdaq, 70% of initial levels due 2/18/2022

Barclays Bank plc 10.25% annualized, payable monthly if each asset closes at or above 80% coupon barrier on observation date due 2/17/2022

Barclays Bank plc 0.00% due 2/24/2022

Barclays Bank plc 3.9% in years one through seven, 4.25% in years eight and nine and 5.25% in year 10; payable semiannually due 2/19/2029

Barclays Bank plc 0.00% due 3/3/2021

Barclays Bank plc 0.00% due 2/17/2022

Barclays Bank plc 10% per year, payable quarterly if each index closes at or above coupon barrier level on the observation date for that period; Coupon barriers: 2,064.77 for S&P, 1,157.21 for Russell, 5,261.91 for Nasdaq, 75% of initial levels due 2/16/2029

Barclays Bank plc 0.00% due 6/3/2020

Barclays Bank plc 0.00% due 8/17/2021

Barclays Bank plc 0.00% due 2/10/2021

Barclays Bank plc 5.51% due 8/13/2020

Barclays Bank plc 5.73% due 5/13/2020

Barclays Bank plc 8.35% annualized, payable monthly if each asset closes at or above 75% coupon barrier on observation date due 2/11/2022

Barclays Bank plc 0.00% due 2/10/2021

Barclays Bank plc 0.00% due 2/6/2023

Barclays Bank plc 10% per year, payable quarterly if each index closes at or above coupon barrier level on the observation date for that period; Coupon barriers: 20,085.06 for Dow, 1,205.11 for Russell, 5,530.50 for Nasdaq, 80% of initial levels due 8/11/2023

Barclays Bank plc 9.75% per year, payable quarterly if each index closes at or above coupon barrier level on the observation date for that period; Coupon barriers: 1,760.12 for S&P, 979.15 for Russell, 4,493.53 for Nasdaq, 65% of initial levels due 2/13/2029

Barclays Bank plc 0.00% due 8/12/2020

Barclays Bank plc 10.5% per year, payable quarterly if Chevron shares close at or above downside threshold level on determination date for that quarter due 2/11/2022

Barclays Bank plc 12% per year, payable quarterly if Nvidia shares close at or above downside threshold level on determination date for that quarter due 2/11/2022

Barclays Bank plc 0.00% due 5/13/2020

Barclays Bank plc 0.00% due 2/13/2025

Barclays Bank plc 0.00% due 2/26/2020

Barclays Bank plc 0.00% due 2/10/2021

Barclays Bank plc 0.00% due 2/11/2022

Barclays Bank plc 0.00% due 2/14/2020

Barclays Bank plc 7.50% due 2/28/2020

Barclays Bank plc 0.00% due 2/12/2024

Barclays Bank plc 0.00% due 1/29/2021

Barclays Bank plc 0.00% due 1/29/2021

Barclays Bank plc 0.00% due 2/7/2020

Barclays Bank plc 7.15% per year, payable quarterly if each index closes at or above coupon barrier level on the observation date for that period; Coupon barriers: 1,634.92 for S&P and 910.52 for Russell; 60% of initial levels due 2/8/2024

Barclays Bank plc 15.5%, payable monthly if each asset closes at or above coupon barrier on related observation date; Coupon barriers: $1,061.65 for Amazon, $258.05 for Boeing, $108.36 for Alibaba; 65% of initial levels due 2/9/2023

Barclays Bank plc 0.00% due 8/4/2022

Barclays Bank plc 0.00% due 2/4/2021

Barclays Bank plc 8% per year, payable quarterly if each index closes at or above coupon barrier level on the observation date for that period; Coupon barriers: 4,142.2 for Nasdaq, 14,996.8 for Dow, 60% of initial levels due 2/6/2029

Barclays Bank plc 8.25% per year, payable quarterly if Comcast shares close at or above downside threshold level on related quarterly determination date due 2/4/2022

Barclays Bank plc 0.00% due 2/5/2024

Barclays Bank plc 0.00% due 2/3/2022

Barclays Bank plc 0.00% due 2/3/2022

Barclays Bank plc 0.00% due 2/4/2021

Barclays Bank plc 0.00% due 2/3/2023

Barclays Bank plc 0.00% due 2/5/2024

Barclays Bank plc 10% per year, payable quarterly if each index closes at or above coupon barrier level on the observation date for that period; Coupon barriers: 1,892.87 for S&P, 1,049.59 for Russell, 17,499.77 for Dow, 70% of initial levels due 2/5/2024

Barclays Bank plc 10% per year, payable quarterly if each index closes at or above coupon barrier level on the observation date for that period; Coupon barriers: 1,892.87 for S&P, 1,049.59 for Russell, 17,499.77 for Dow, 70% of initial levels due 11/3/2022

Barclays Bank plc 7.8% per year, payable quarterly if each index closes at or above coupon barrier level on the observation date for that period; Coupon barriers: 1,622.46 for S&P, 899.65 for Russell, 60% of initial levels due 2/5/2024

Barclays Bank plc 11% per year, payable quarterly if each underlying asset closes at or above coupon barrier level observation date for that period; Coupon barriers: 1,622.46 for S&P and $18.32 for oil fund, 60% of initial levels due 2/3/2022

Barclays Bank plc 0.00% due 2/4/2021

Barclays Bank plc 0.00% due 8/4/2021

Barclays Bank plc 0.00% due 8/5/2021

Barclays Bank plc 0.00% due 11/3/2023

Barclays Bank plc 0.00% due 11/5/2020

Barclays Bank plc 0.00% due 11/3/2022

Barclays Bank plc 0.00% due 2/3/2022

Barclays Bank plc 0.00% due 5/5/2020

Barclays Bank plc 13.5% per year payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier levels: 5,180.13 for Nasdaq-100 and 18,749.75 for Dow Jones; 75% of initial levels due 2/5/2020

Barclays Bank plc 12.75% per year payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier levels: 1,892.87 for S&P and 1,049.59 for Russell; 70% of initial levels due 2/5/2020

Barclays Bank plc 5.95% due 3/4/2020

Barclays Bank plc 0.00% due 3/31/2020

Barclays Bank plc 0.00% due 3/31/2020

Barclays Bank plc 8.15% annualized, payable each quarter that each asset closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 1,716.00 for index, $27.20 for ETF; 65% of initial values due 2/3/2022

Barclays Bank plc 7.65%, payable quarterly if each underlier closes at or above coupon barrier on observation date; Coupon barriers: 17,205.97 for Dow Jones, 4,642.954 for Nasdaq-100, 70% of initial levels due 1/31/2029

Barclays Bank plc 8.25%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barriers: 4,642.954 for Nasdaq-100, 1,848.00 for S&P 500, 70% of initial levels due 1/31/2024

Barclays Bank plc 0.00% due 1/31/2024

Barclays Bank plc 0.00% due 1/30/2026

Barclays Bank plc 0.00% due 7/29/2022

Barclays Bank plc 0.00% due 1/31/2024

Barclays Bank plc 5.00% due 1/31/2024

Barclays Bank plc 4.70% due 1/31/2024

Barclays Bank plc 4.85% due 1/30/2026

Barclays Bank plc 13% annualized, payable monthly if each asset closes at or above 80% coupon barrier on observation date for that month due 7/31/2026

Barclays Bank plc 0.00% due 1/31/2024

Barclays Bank plc 0.00% due 7/30/2021

Barclays Bank plc 0.00% due 8/3/2020

Barclays Bank plc 10.5% per year, payable quarterly if each index closes at or above coupon barrier level on the observation date for that period; Coupon barriers: 51.76 for Stoxx Banks, 810.45 for Russell, 55% of initial levels due 1/31/2029

Barclays Bank plc 9% per year, payable quarterly if each index closes at or above coupon barrier level on the observation date for that period; Coupon barriers: 1,718.5 for S&P, 957.80 for Russell, 1,173.45 for MSCI EAFE, 65% of initial levels due 2/2/2021

Barclays Bank plc 8% per year, payable quarterly if each index closes at or above coupon barrier level on the observation date for that period; Coupon barriers: 1,850.7 for S&P, 1,031.48 for Russell, 17,169.75 for Dow, 70% of initial levels due 1/31/2024

Barclays Bank plc 6.42% per year, payable quarterly if each index closes at or above coupon barrier level on the observation date for that period; Coupon barriers: 1,321.93 for S&P, 736.77 for Russell, 12,264.11 for Dow, 50% of initial levels due 1/31/2022

Barclays Bank plc 6.5% per year, payable quarterly if each index closes at or above coupon barrier level on the observation date for that period; Coupon barriers: 1,586.31 for S&P, 884.12 for Russell, 60% of initial levels due 1/31/2023

Barclays Bank plc 7% per year, payable quarterly if each index closes at or above coupon barrier level on the observation date for that period; Coupon barriers: 1,454.12 for S&P, 810.45 for Russell, 55% of initial levels due 1/31/2029

Barclays Bank plc 9% per year, payable quarterly if each underlying asset closes at or above coupon barrier level observation date for that period; Coupon barriers: 1,586.31 for S&P and $18.00 for oil fund, 60% of initial levels due 1/31/2022

Barclays Bank plc 9.5% per year, payable quarterly if each index closes at or above coupon barrier level on the observation date for that period; Coupon barriers: 1,850.695 for S&P and 1,031.478 for Russell; 70% of initial levels due 2/2/2021

Barclays Bank plc 0.00% due 3/31/2020

Barclays Bank plc 0.00% due 3/31/2020

Barclays Bank plc 0.00% due 1/31/2022

Barclays Bank plc 0.00% due 7/30/2021

Barclays Bank plc 0.00% due 1/29/2021

Barclays Bank plc 0.00% due 1/31/2022

Barclays Bank plc 0.00% due 1/31/2024

Barclays Bank plc 11.5% per year payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier levels: 5,022.82 for Nasdaq-100 and 18,396.17 for Dow Jones; 75% of initial levels due 1/31/2020

Barclays Bank plc 10% per year payable monthly if each index closes at or above coupon barrier level on observation date; Coupon barriers: 1,850.70 for S&P, 1,031.48 for Russell, 70% of initial levels due 4/30/2020

Barclays Bank plc 6.85% per year payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barriers: 1,586.31 for S&P, 884.12 for Russell, 60% of initial levels due 1/30/2026

Barclays Bank plc 7.05% per year payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier levels: 1,850.70 for S&P and 1,031.48 for Russell; 70% of initial levels due 1/29/2021

Barclays Bank plc 8.5% annualized, payable monthly if each asset closes at or above 60% coupon barrier on observation date for that month due 1/31/2023

Barclays Bank plc 12.5% annualized, payable quarterly if asset closes at or above 65% coupon barrier on observation date for that quarter due 4/30/2020

Barclays Bank plc 3.25% initially, stepping up to 4.25% on Jan. 31, 2021; payable semiannually due 1/31/2022

Barclays Bank plc 0.00% due 3/30/2020

Barclays Bank plc 8% annualized, payable quarterly if stock closes at or above coupon barrier on related quarterly valuation date; Coupon barrier: $903.24, 82% of initial price due 2/12/2020

Barclays Bank plc 0.00% due 3/17/2033

Barclays Bank plc 0.00% due 1/28/2021

Barclays Bank plc 0.00% due 7/29/2020

Barclays Bank plc 0.00% due 4/29/2020

Barclays Bank plc 7.1% per year payable monthly if each index closes at or above coupon barrier level on observation date for that month; Coupon barrier levels: 1,865.33 for S&P and 4,751.16 for Nasdaq; 70% of initial levels due 1/30/2024

Barclays Bank plc 0.00% due 3/27/2020

Barclays Bank plc 7% annualized, payable quarterly if each asset closes at or above coupon barrier on related quarterly observation date; Coupon barriers: 1,585.40 for S&P, 878.65 for Russell, 14,731.94 for Dow, 60% of initial levels due 1/29/2024

Barclays Bank plc 0.00% due 6/26/2020

Barclays Bank plc 0.00% due 1/29/2021

Barclays Bank plc 0.00% due 2/11/2020

Barclays Bank plc 12% annualized, payable monthly if each index closes at or above its 70% coupon barrier on observation date for that month due 1/26/2024

Barclays Bank plc 10% per year, payable quarterly if each index closes at or above its coupon barrier on observation date for that quarter; Coupon barriers: 1,256.97 for MSCI EAFE, 1,020.218 for Russell 2000 and 1,843.03 for S&P 500; 70% of initial levels due 1/25/2024

Barclays Bank plc 0.00% due 1/26/2021

Barclays Bank plc 11% per year, payable quarterly if each ETF's shares close at or above downside threshold level on quarterly determination date due 1/27/2020

Barclays Bank plc 0.00% due 1/25/2023

Barclays Bank plc 0.00% due 1/30/2023

Barclays Bank plc 12.75% due 1/24/2020

Barclays Bank plc 10.00% due 4/23/2020

Barclays Bank plc 11.25% annualized, payable semiannually if each index closes at or above its 60% coupon barrier on observation date for that period due 1/14/2022

Barclays Bank plc 9.5% annualized, payable semiannually if each index closes at or above its 60% coupon barrier on observation date for that period due 1/14/2022

Barclays Bank plc 14% annualized, payable semiannually if each index closes at or above its 60% coupon barrier on observation date for that period due 1/21/2022

Barclays Bank plc 0.00% due 1/28/2022

Barclays Bank plc 0.00% due 1/25/2021

Barclays Bank plc 0.00% due 1/25/2021

Barclays Bank plc 27.25% annualized, payable quarterly if each asset closes at or above 70% coupon barrier on observation date for that quarter due 1/22/2021

Barclays Bank plc 23% annualized, payable quarterly if each asset closes at or above 70% coupon barrier on observation date for that quarter due 1/22/2021

Barclays Bank plc 9.25% annualized, payable monthly if stock closes at or above its 88% coupon barrier on the observation date for that month due 1/27/2020

Barclays Bank plc 8.7% annualized, payable monthly if stock closes at or above its 85% coupon barrier on the observation date for that month due 1/27/2020

Barclays Bank plc 7.85% annualized, payable quarterly if each index closes at or above its 70% coupon barrier on observation date for that quarter due 1/23/2024

Barclays Bank plc 7.3% annualized, payable quarterly if each index closes at or above its 70% coupon barrier on observation date for that quarter due 1/23/2029

Barclays Bank plc 0.00% due 8/4/2021

Barclays Bank plc 0.00% due 2/21/2020

Barclays Bank plc 8% annualized, payable quarterly if index closes at or above 75% coupon barrier on each trading day for that quarter due 1/21/2022

Barclays Bank plc 7.75% annualized, payable quarterly if each index closes at or above its 75% coupon barrier on observation date for that quarter due 1/21/2022

Barclays Bank plc 0.00% due 1/21/2021

Barclays Bank plc 0.00% due 1/18/2022

Barclays Bank plc 14.5%, payable monthly if each asset closes at or above coupon barrier on related observation date; Coupon barriers: $82.50 for Apple, $61.83 for Disney and $82.74 for Nvidia; 55% of initial levels due 1/19/2023

Barclays Bank plc 10% annualized, payable quarterly if stock closes at or above 79% coupon barrier on valuation date for that quarter due 1/29/2020

Barclays Bank plc 9.15%, payable quarterly if index closes above coupon barrier on observation date, in which case a coupon would also be paid for any previous quarter for which no coupon was paid during life of notes; Coupon barrier/trigger: 2,077.01, 80% of initial level due 1/29/2020

Barclays Bank plc 0.00% due 1/29/2020

Barclays Bank plc 20% per year, payable quarterly if Apple shares close at or above downside threshold level on determination date for that quarter due 1/16/2020

Barclays Bank plc 9.9% annualized, payable quarterly if each asset closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $167.24 for fund, 4,620.48 for Nasdaq, 1,007.17 for Russell, 70% of initial levels due 1/11/2024

Barclays Bank plc 10.12% annualized, payable quarterly if each asset closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $166.54 for fund, 4,586.30 for Nasdaq, 998.59 for Russell, 70% of initial levels due 1/11/2024

Barclays Bank plc 0.00% due 1/10/2022

Barclays Bank plc 0.00% due 1/9/2023

Barclays Bank plc 0.00% due 4/9/2020

Barclays Bank plc 0.00% due 1/10/2022

Barclays Bank plc 7.05% per year payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier levels: 1,468.73 for S&P and 798.50 for Russell; 60% of initial levels due 1/8/2026

Barclays Bank plc 0.00% due 12/29/2023

Barclays Bank plc 0.00% due 1/3/2023

Barclays Bank plc 8.65% per year, payable quarterly if each index closes at or above coupon barrier level on the observation date for that period; Coupon barriers: 1,491.44 for S&P, 802.75 for Russell, 13,837.55 for Dow, 60% of initial levels due 1/3/2024

Barclays Bank plc 14.4% per year, payable quarterly if each index closes at or above coupon barrier level on each day during that quarter; Coupon barriers: 15,011.078 for Nikkei 225, 1,864.305 for Stoxx 50 and 2,239.898 for S&P, 75% of initial levels due 7/1/2021

Barclays Bank plc 8.1% per year, payable each quarter that index closes at or above coupon barrier on review date for that quarter; Coupon barrier: 1,864.305, 75% of initial level due 1/3/2029

Barclays Bank plc 0.00% due 7/6/2021

Barclays Bank plc 0.00% due 1/3/2024

Barclays Bank plc 14.2%, payable monthly if each asset closes at or above coupon barrier on related observation date; Coupon barriers: $21.32 for General Mills, $27.60 for Delta, $79.70 for Deere and $53.82 for Royal Caribbean, 55% of initial levels due 12/31/2021

Barclays Bank plc 12.05% per year payable monthly if each index closes at or above coupon barrier level on observation date for that month; Coupon barrier levels: 1,740.02 for S&P and 936.54 for Russell; 70% of initial levels due 4/1/2020

Barclays Bank plc 0.00% due 12/29/2023

Barclays Bank plc 8% initially, stepping up to 10% in March 2024 and to 12% in March 2027, payable quarterly if each index closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 1,493.3 for S&P, 799.09 for Russell; 60% of initial levels due 12/29/2028

Barclays Bank plc 9.45%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barriers: 1,181.29 for EAFE, 1,742.18 for S&P 500, 70% of initial levels due 12/29/2023

Barclays Bank plc 6.6%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barriers: 665.909 for Russell, 1,244.42 for S&P 500, 50% of initial levels due 12/29/2028

Barclays Bank plc 5.00% due 12/29/2023

Barclays Bank plc 0.00% due 6/30/2020

Barclays Bank plc 0.00% due 12/31/2020

Barclays Bank plc 0.00% due 2/28/2020

Barclays Bank plc 6.75% per year payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier levels: 13,883.29 for Dow, 1,493.3 for S&P and 799.09 for Russell; 70% of initial levels due 1/2/2024

Barclays Bank plc 8.35% per year payable monthly if each index closes at or above coupon barrier level on observation date for that month; Coupon barrier levels: 1,727.39 for S&P and 930.87 for Russell; 70% of initial levels due 3/31/2020

Barclays Bank plc 7.8% initially, stepping up to 10% in March 2025 and to 12% in March 2027, payable quarterly if each index closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 1,480.62 for S&P, 797.89 for Russell; 60% of initial levels due 12/29/2028

Barclays Bank plc 7.6% per year, payable quarterly if each index closes at or above coupon barrier level on the observation date for that period; Coupon barriers: 1,480.45 for S&P and 3,745.92 for Nasdaq-100; 60% of initial levels due 12/29/2020

Barclays Bank plc 8% per year payable quarterly if each index closes at or above coupon barrier level on observation date for that period; Coupon barrier levels: 886.85 for Russell and 1,645.77 for S&P; 70% of initial levels due 12/29/2021

Barclays Bank plc 0.00% due 12/27/2022

Barclays Bank plc 0.00% due 12/27/2022

Barclays Bank plc 0.00% due 12/27/2022

Barclays Bank plc 10% annualized, payable quarterly if stock closes at or above 72.25% coupon barrier on valuation date for that quarter due 1/8/2020

Barclays Bank plc 8% annualized, payable quarterly if stock closes at or above 72.25% coupon barrier on valuation date for that quarter due 1/8/2020

Barclays Bank plc 9.75% per year, payable semiannually if each underlying asset closes at or above coupon barrier level observation date for that period; Coupon barriers: 1,449.97 for S&P and $15.21 for oil fund, 60% of initial levels due 12/27/2021

Barclays Bank plc 11.5% per year, payable semiannually if each underlying asset closes at or above coupon barrier level observation date for that period; Coupon barriers: 1,449.97 for S&P and $15.21 for oil fund, 60% of initial levels due 12/27/2021

Barclays Bank plc 6.75% per year, payable quarterly if each index closes at or above coupon barrier level on the observation date for that period; Coupon barriers: 1,449.97 for S&P and 775.25 for Russell; 60% of initial levels due 12/26/2025

Barclays Bank plc 0.00% due 12/27/2023

Barclays Bank plc 0.00% due 12/24/2020

Barclays Bank plc 0.00% due 12/24/2020

Barclays Bank plc Each quarter, notes pay contingent coupon at rate of 8.6% per year if each index closes at or above coupon barrier level on observation date for that quarter; otherwise, no coupon paid that quarter; Coupon/barrier levels: 1,812.47 for S&P 500 and 969.07 for Russell 2000; 75% of initial levels due 12/24/2020

Barclays Bank plc 0.00% due 2/28/2020

Barclays Bank plc 0.00% due 12/26/2023

Barclays Bank plc 0.00% due 12/23/2021

Barclays Bank plc 0.00% due 12/23/2022

Barclays Bank plc 0.00% due 12/24/2020

Barclays Bank plc 0.00% due 12/26/2023

Barclays Bank plc 10.2% per year, payable quarterly if each index closes at or above coupon barrier level on the observation date for that period; Coupon barriers: 2,104.24 for Stoxx, 928.20 for Russell, 70% of initial levels due 12/27/2023

Barclays Bank plc 11.5% per year, payable quarterly if each index closes at or above coupon barrier level on the observation date for that period; Coupon barriers: 52.46 for Stoxx Banks, 795.60 for Russell, 60% of initial levels due 12/28/2028

Barclays Bank plc 9% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 12/26/2028

Barclays Bank plc 8.75% per year, payable quarterly if each index closes at or above coupon barrier level on the observation date for that period; Coupon barriers: 1,727.19 for S&P, 928.20 for Russell, 16,001.72 for Dow, 70% of initial levels due 12/26/2023

Barclays Bank plc 6.55% per year, payable quarterly if each index closes at or above coupon barrier level on the observation date for that period; Coupon barriers: 1,357.08 for S&P and 729.30 for Russell; 55% of initial levels due 12/26/2028

Barclays Bank plc 0.00% due 2/28/2020

Barclays Bank plc 0.00% due 12/24/2020

Barclays Bank plc 0.00% due 6/24/2021

Barclays Bank plc 0.00% due 12/18/2020

Barclays Bank plc 0.00% due 9/25/2023

Barclays Bank plc 0.00% due 6/25/2020

Barclays Bank plc 0.00% due 12/26/2023

Barclays Bank plc 0.00% due 12/23/2021

Barclays Bank plc 12.1% annualized, payable quarterly if each asset closes at or above 75% coupon barrier on observation date for that quarter due 12/26/2019

Barclays Bank plc 7% annualized, payable monthly if each asset closes at or above 70% coupon barrier on observation date for that period due 12/26/2023

Barclays Bank plc 11.2% per year payable monthly if each index closes at or above coupon barrier level on observation date for that month; Coupon/barrier levels: 928.20 for Russell and 1,727.19 for S&P; 70% of initial levels due 12/26/2019

Barclays Bank plc 12.05% annualized, payable quarterly if asset closes at or above 65% coupon barrier on observation date for that quarter due 3/24/2020

Barclays Bank plc 12.5%, payable quarterly if fund closes at or above coupon barrier level on observation date for that quarter; Coupon/barrier level: $15.61, 60% of initial price due 3/25/2020

Barclays Bank plc 8% initially, stepping up to 10% in March 2024 and to 12% in March 2027, payable quarterly if each index closes at or above coupon barrier on observation date for that quarter; Coupon barrier levels: 928.20 for Russell 2000 and 4,370.24 for Nasdaq-100; 70% of initial levels due 12/26/2028

Barclays Bank plc 3.5% until Dec. 27, 2020, 4% until Dec. 27, 2021, 5% until Dec. 27, 2022 and 6% after Dec. 27, 2022 due 12/27/2023

Barclays Bank plc 0.00% due 12/22/2023

Barclays Bank plc 0.00% due 12/24/2025

Barclays Bank plc Interest is payable annually; if index return is zero or positive, coupon will be 6.05%; if index return is negative, coupon will be 2%; index's return is measured from its level a year earlier due 12/24/2025

Barclays Bank plc 0.00% due 12/22/2023

Barclays Bank plc 0.00% due 6/24/2022

Barclays Bank plc 4.60% due 12/22/2023

Barclays Bank plc 4.85% due 12/24/2025

Barclays Bank plc 0.00% due 6/24/2021

Barclays Bank plc 0.00% due 12/22/2023

Barclays Bank plc 7.3% per year, payable quarterly if each index closes at or above coupon barrier level on the observation date for that period; Coupon barriers: 1,754.87 for S&P, 944.46 for Russell, 16,326.56 for Dow, 70% of initial levels due 12/22/2023

Barclays Bank plc 0.00% due 6/24/2021

Barclays Bank plc 0.00% due 12/23/2021

Barclays Bank plc 0% due 12/22/2023

Barclays Bank plc 9.8% annualized, payable quarterly if each asset closes at or above 75% coupon barrier on observation date for that quarter due 12/24/2019

Barclays Bank plc 8.15% annualized, payable monthly if each asset closes at or above 70% coupon barrier on observation date for that month due 3/4/2020

Barclays Bank plc 3% for the first year, stepping up to 4% on Dec. 29, 2019; payable semiannually due 12/29/2020

Barclays Bank plc 10.7% annualized, payable quarterly if each index closes at or above its 75% coupon barrier on observation date for that quarter due 12/21/2028

Barclays Bank plc 8% annualized, payable quarterly if stock closes at or above 73.5% coupon barrier on valuation date for that quarter due 1/2/2020

Barclays Bank plc 10% per year, payable quarterly if each index closes at or above downside threshold level on each day during that quarter due 6/17/2021

Barclays Bank plc 11.25% annualized, payable monthly if each asset closes at or above 70% coupon barrier on observation date for that month due 12/19/2019

Barclays Bank plc 10% annualized, payable quarterly if stock closes at or above 67.08% coupon barrier on observation date for that quarter plus any previously unpaid coupons due 1/2/2020

Barclays Bank plc 9.55%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barriers: 16,870.36 for Dow, 4,616.474 for Nasdaq-100, 70% of initial levels due 12/19/2023

Barclays Bank plc 8.2%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barriers: 987.569 for Russell 2000, 1,819.97 for S&P 500, 70% of initial levels due 12/19/2028

Barclays Bank plc 9.85% per year, payable quarterly if each index closes at or above its coupon barrier on observation date that quarter; Coupon barriers: 987.569 for Russell, 1,226.92 for MSCI EAFE and 1,819.97 for S&P 500; 70% of initial levels due 12/19/2023

Barclays Bank plc 9.5% per year, payable quarterly if each index closes at or above coupon barrier level on the observation date for that period; Coupon barriers: 1,722.85 for S&P, 931.26 for Russell, 15,988.30 for Dow, 65% of initial levels due 12/18/2023

Barclays Bank plc 18.25% annualized, payable quarterly if each asset closes at or above its 65% coupon barrier on observation date for that quarter due 12/18/2023

Barclays Bank plc 0.00% due 12/18/2020

Barclays Bank plc 0.00% due 12/16/2021

Barclays Bank plc 11% annualized, payable quarterly if each asset closes at or above 70% coupon barrier on observation date for that quarter due 6/15/2020

Barclays Bank plc 0.00% due 12/13/2024

Barclays Bank plc 9%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barriers: 1,013.662 for Russell, 1,843.16 for S&P, 70% of initial levels due 12/14/2028

Barclays Bank plc 6.70% due 1/9/2020

Barclays Bank plc 9.3% annualized, payable monthly if each asset closes at or above 70% coupon barrier on observation date for that month due 6/11/2026

Barclays Bank plc 8% per year, payable annually if each index closes at or above coupon barrier level on the observation date for that period; Coupon barriers: 1,843.16 for S&P, 1,013.66 for Russell, 17,072.67 for Dow, 70% of initial levels due 12/12/2023

Barclays Bank plc 8% per year, payable semiannually if each index closes at or above coupon barrier level on the observation date for that period; Coupon barriers: 1,843.16 for S&P, 1,013.66 for Russell, 4,629.29 for Nasdaq-100, 70% of initial levels due 12/7/2023

Barclays Bank plc 10% annualized, payable quarterly if stock closes at or above 75% coupon barrier on each trading day for that quarter due 12/10/2021

Barclays Bank plc 0.00% due 12/10/2020

Barclays Bank plc 9.5% annualized, payable quarterly if asset closes at or above coupon barrier on related quarterly observation date; Coupon barrier: $1,140.39, 70% of initial price due 6/10/2021

Barclays Bank plc 9.75% annualized, payable quarterly if asset closes at or above 80% coupon barrier on observation date for that quarter due 12/12/2023

Barclays Bank plc 0.00% due 12/11/2023

Barclays Bank plc 7.65% annualized, payable quarterly if each asset closes at or above 70% coupon barrier on observation date for that quarter due 11/30/2023

Barclays Bank plc 9.86% per year, payable quarterly if each index closes at or above its coupon barrier on observation date that quarter; Coupon barriers: 1,036.536 for Russell, 1,272.54 for MSCI EAFE and 1,890.04 for S&P 500; 70% of initial levels due 12/7/2023

Barclays Bank plc 0.00% due 11/30/2023

Barclays Bank plc 10% annualized, payable quarterly if stock closes at or above 76% coupon barrier on valuation date for that quarter due 12/18/2019

Barclays Bank plc 0.00% due 12/3/2021

Barclays Bank plc 0.00% due 11/30/2021

Barclays Bank plc 0.00% due 11/30/2021

Barclays Bank plc 0.00% due 11/30/2020

Barclays Bank plc 0.00% due 11/30/2023

Barclays Bank plc 0.00% due 11/30/2020

Barclays Bank plc 0.00% due 11/30/2022

Barclays Bank plc 9% per year, payable quarterly if each index closes at or above coupon barrier level on the observation date for that period; Coupon barriers: 1,176.21 for MSCI EAFE, 646.57 for MSCI Emerging Markets, 2,062.53 for Stoxx, 65% of initial levels due 3/4/2021

Barclays Bank plc 7.5% per year, payable quarterly if each index closes at or above coupon barrier level on the observation date for that period; Coupon barriers: 1,656.10 for S&P, 919.96 for Russell, 15,323.08 for Dow, 60% of initial levels due 11/30/2023

Barclays Bank plc 8.5% per year, payable quarterly if each index closes at or above coupon barrier level on the observation date for that period; Coupon barriers: 1,794.11 for S&P, 996.63 for Russell, 2,062.53 for Stoxx, 65% of initial levels due 11/30/2023

Barclays Bank plc 9.1% annualized, payable quarterly if stock closes at or above 70% coupon barrier on each trading day for that quarter due 12/3/2021

Barclays Bank plc 9% annualized for each quarter that each index closes at or above the coupon barrier level on the determination date; Coupon barriers/downside thresholds: 1,226.613 for Russell and 2,208.136 for S&P, 80% of initial levels due 12/3/2021

Barclays Bank plc 8.1% annualized for each quarter that each index closes at or above the coupon barrier level on the determination date; Coupon barriers: 1,226.613 for Russell and 2,208.136 for S&P, 80% of initial levels due 12/3/2025

Barclays Bank plc 0.00% due 11/30/2020

Barclays Bank plc 0.00% due 5/28/2021

Barclays Bank plc 0.00% due 12/5/2023

Barclays Bank plc 0.00% due 6/7/2021

Barclays Bank plc 0.00% due 12/5/2023

Barclays Bank plc 0.00% due 9/5/2023

Barclays Bank plc 0.00% due 5/29/2020

Barclays Bank plc 0.00% due 8/31/2022

Barclays Bank plc 0.00% due 11/30/2021

Barclays Bank plc 0.00% due 12/11/2019

Barclays Bank plc 0.00% due 12/3/2020

Barclays Bank plc 0.00% due 6/3/2020

Barclays Bank plc 8.5% annualized, payable quarterly if each asset closes at or above 70% coupon barrier on observation date for that quarter due 12/4/2019

Barclays Bank plc 9% annualized, payable quarterly if each asset closes at or above 75% coupon barrier on observation date for that quarter due 11/29/2019

Barclays Bank plc 9.5% annualized, payable quarterly if each asset closes at or above 70% coupon barrier on observation date for that quarter due 5/29/2020

Barclays Bank plc 7.65% per year payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier levels: 1,932.12 for S&P and 1,073.29 for Russell; 70% of initial levels due 11/30/2023

Barclays Bank plc 10% per year payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier levels: $10.50 for Gold Miners ETF and $18.05 for Oil & Gas ETF; 55% of initial levels due 11/30/2020

Barclays Bank plc 0.00% due 12/3/2021

Barclays Bank plc 0.00% due 12/4/2024

Barclays Bank plc 0.00% due 1/31/2020

Barclays Bank plc 0.00% due 11/20/2020

Barclays Bank plc 0.00% due 1/31/2020

Barclays Bank plc 0.00% due 11/29/2024

Barclays Bank plc 5.00% due 11/28/2023

Barclays Bank plc 0.00% due 11/30/2020

Barclays Bank plc 0.00% due 11/30/2020

Barclays Bank plc 7.7% annualized, payable quarterly if each index closes at or above its 70% coupon barrier on observation date for that quarter due 11/30/2028

Barclays Bank plc 10.4%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barriers: 1,071.269 for Russell, 1,920.65 for S&P, 70% of initial levels due 11/30/2021

Barclays Bank plc 8.25% annualized, payable quarterly if each index closes at or above its 70% coupon barrier on observation date for that quarter due 11/30/2023

Barclays Bank plc 7.7% annualized, payable quarterly if each index closes at or above its 70% coupon barrier on observation date for that quarter due 11/30/2023

Barclays Bank plc 0.00% due 11/30/2023

Barclays Bank plc 5.00% due 11/30/2023

Barclays Bank plc 0.00% due 11/28/2025

Barclays Bank plc 0.00% due 5/27/2022

Barclays Bank plc 0.00% due 11/27/2023

Barclays Bank plc 5.00% due 11/30/2023

Barclays Bank plc 4.80% due 11/30/2023

Barclays Bank plc 7.1% annualized, payable monthly if each asset closes at or above 80% coupon barrier on observation date for that month due 5/27/2026

Barclays Bank plc 0.00% due 11/27/2023

Barclays Bank plc 0.00% due 11/30/2023

Barclays Bank plc 7.5% annualized, payable quarterly if each index closes at or above its 70% coupon barrier on observation date for that quarter due 11/30/2023

Barclays Bank plc 9.25% annualized, payable quarterly if each index closes at or above its 65% coupon barrier on observation date for that quarter due 11/22/2028

Barclays Bank plc 7% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 11/28/2025

Barclays Bank plc 6.5% per year, payable quarterly if each index closes at or above coupon barrier level on the observation date for that period; Coupon barriers: 895.72 for Russell, 1,609.3 for S&P, 60% of initial levels due 11/30/2023

Barclays Bank plc 6.45% annualized for each day that index closes at or above coupon barrier; payable monthly; Coupon barrier: 1,194.29, 80% of initial level due 5/29/2026

Barclays Bank plc 0.00% due 1/31/2020

Barclays Bank plc 0.00% due 11/30/2021

Barclays Bank plc 0.00% due 11/30/2021

Barclays Bank plc 0.00% due 8/31/2022

Barclays Bank plc 0.00% due 11/30/2023

Barclays Bank plc 7.55% annualized, payable quarterly if each asset closes at or above 75% coupon barrier on observation date for that quarter due 11/29/2019

Barclays Bank plc 7% annualized, payable quarterly if each asset closes at or above 70% coupon barrier on observation date for that quarter due 11/29/2019

Barclays Bank plc 7.6% annualized, payable quarterly if each asset closes at or above 75% coupon barrier on observation date for that period due 11/30/2020

Barclays Bank plc 7.5% annualized, payable quarterly if each asset closes at or above 70% coupon barrier on observation date for that period due 5/29/2020

Barclays Bank plc 13.5% annualized, payable quarterly if each asset closes at or above 80% coupon barrier on observation date for that quarter due 12/2/2020

Barclays Bank plc 11.5% annualized, payable quarterly if each asset closes at or above coupon barrier on observation date for that period; Coupon barriers: $18.87 for Gold, $32.59 for Oil & Gas, 60% of initial levels due 11/30/2020

Barclays Bank plc 0.00% due 1/31/2020

Barclays Bank plc 0.00% due 11/30/2023

Barclays Bank plc 0.00% due 11/25/2022

Barclays Bank plc 0.00% due 11/25/2022

Barclays Bank plc 10% per year, payable quarterly if each index closes at or above coupon barrier level on the observation date for that period; Coupon barriers: 860.51 for Russell, 55.69 for Stoxx Banks, 57.5% of initial levels due 11/22/2028

Barclays Bank plc 9.1%, payable quarterly if stock closes at or above 80% coupon barrier on observation date for that quarter due 11/19/2021

Barclays Bank plc 9.1%, payable quarterly if stock closes at or above 80% coupon barrier on observation date for that quarter due 11/19/2021

Barclays Bank plc 24.75%, payable quarterly if stock closes at or above 65% coupon barrier on observation date for that quarter due 11/19/2021

Barclays Bank plc 0.00% due 2/21/2020

Barclays Bank plc 0.00% due 2/21/2020

Barclays Bank plc 0.00% due 2/21/2020

Barclays Bank plc 0.00% due 11/19/2021

Barclays Bank plc 8.1% annualized, payable quarterly if each index closes at or above its 70% coupon barrier on observation date for that quarter due 11/21/2028

Barclays Bank plc 8.2% annualized, payable quarterly if each index closes at or above its 70% coupon barrier on observation date for that quarter due 11/19/2021

Barclays Bank plc 10.85% annualized, payable quarterly if stock closes at or above 75% coupon barrier on valuation date for that quarter due 12/4/2019

Barclays Bank plc 0.00% due 11/20/2023

Barclays Bank plc 0.00% due 11/20/2023

Barclays Bank plc 0.00% due 11/20/2023

Barclays Bank plc 6.5% annualized for each quarter that index closes at or above coupon barrier levels on observation date that quarter; Coupon barrier: 2,161.264, 80% of initial level due 11/17/2023

Barclays Bank plc 6.5% per year, payable quarterly if each index closes at or above coupon barrier level on the observation date for that period; Coupon barriers: 1,905.53 for S&P, 1,060.36 for Russell, 17,700.54 for Dow, 70% of initial levels due 11/16/2028

Barclays Bank plc 7.3%, payable quarterly if ETF closes at or above coupon barrier on observation date; Coupon barrier/downside threshold: $112.91, 75% of initial price due 11/18/2020

Barclays Bank plc 8%, payable quarterly if stock closes at or above 75% coupon barrier on observation date for that quarter due 11/15/2021

Barclays Bank plc 9.85% annualized, payable quarterly if each index closes at or above 70% coupon barrier on review date for that quarter due 11/14/2023

Barclays Bank plc 0.00% due 11/27/2019

Barclays Bank plc 0.00% due 11/15/2021

Barclays Bank plc 0.00% due 3/17/2033

Barclays Bank plc 0.00% due 11/12/2021

Barclays Bank plc 8.65% per year, payable quarterly if each index closes at or above coupon barrier level on the observation date for that period; Coupon barriers: 1,829.03 for S&P, 1,028.40 for Russell, 14,355.77 for Nikkei 225, 65% of initial levels due 11/13/2020

Barclays Bank plc 8.75% per year, payable semiannually if each index closes at or above coupon barrier level on the observation date for that period; Coupon barriers: 1,829.03 for S&P and 1,028.40 for Russell; 65% of initial levels due 11/7/2022

Barclays Bank plc 8.3% per year, payable semiannually if each index closes at or above coupon barrier level on the observation date for that period; Coupon barriers: 1,829.03 for S&P and 1,028.40 for Russell; 65% of initial levels due 11/8/2021

Barclays Bank plc 17.4%, payable quarterly if each asset closes at or above coupon barrier on related observation date; Coupon barriers: $212.88 for Netflix, $110.25 for Allergan, $27.28 for ETF, 65% of initial levels due 11/7/2022

Barclays Bank plc 0.00% due 5/6/2022

Barclays Bank plc 8.2% per year, payable semiannually if each index closes at or above coupon barrier level on the observation date for that period; Coupon barriers: 4,855.96 for Nasdaq, 1,083.26 for Russell, 2,252.16 for Stoxx, 70% of initial levels due 11/9/2023

Barclays Bank plc 10% per year, payable semiannually if each asset closes at or above coupon barrier level on the observation date for that period; Coupon barriers: $28.65 for fund, 1,916.92 for S&P and 2,252.16 for Stoxx; 70% of initial levels due 11/9/2023

Barclays Bank plc 11% per year, payable semiannually if each underlying asset closes at or above coupon barrier level observation date for that period; Coupon barriers: 1,633.84 for S&P and $21.71 for oil fund, 60% of initial levels due 11/5/2021

Barclays Bank plc 0.00% due 6/7/2019

Barclays Bank plc 10% per year, payable quarterly if each index closes at or above coupon barrier level on the observation date for that period; Coupon barriers: 17,766.52 for Dow, 4,948.42 for Nasdaq, 70% of initial levels due 11/6/2023

Barclays Bank plc 8.25%, payable quarterly if each asset closes at or above coupon barrier on related observation date; Coupon barriers: 1,081.49 for Russell, $58.62 for ETF, 70% of initial levels due 8/3/2020

Barclays Bank plc 0.00% due 11/12/2021

Barclays Bank plc 0.00% due 11/8/2024

Barclays Bank plc 0.00% due 11/14/2022

Barclays Bank plc 0.00% due 10/29/2021

Barclays Bank plc 0.00% due 10/29/2021

Barclays Bank plc 0.00% due 10/31/2022

Barclays Bank plc 0.00% due 10/30/2020

Barclays Bank plc 7.75% annualized, payable quarterly if each index closes at or above its 70% coupon barrier on observation date for that quarter due 10/31/2023

Barclays Bank plc 8.5% per year, payable quarterly if each index closes at or above coupon barrier level on the observation date for that period; Coupon barriers: 1,762.63 for S&P, 982.42 for Russell, 2,078.38 for Stoxx, 65% of initial levels due 10/31/2023

Barclays Bank plc 14.1% per year, payable quarterly if each index closes at or above downside threshold level on each day during that quarter due 5/6/2021

Barclays Bank plc 7.5% per year, payable each quarter that index closes at or above coupon barrier on review date for that quarter; Coupon barrier: 2,033.805, 75% of initial level due 11/3/2028

Barclays Bank plc 0.00% due 10/30/2020

Barclays Bank plc 0.00% due 4/30/2021

Barclays Bank plc 0.00% due 5/5/2021

Barclays Bank plc 0.00% due 11/6/2023

Barclays Bank plc 0.00% due 11/6/2023

Barclays Bank plc 0.00% due 8/3/2023

Barclays Bank plc 0.00% due 7/31/2020

Barclays Bank plc 0.00% due 10/29/2021

Barclays Bank plc 0.00% due 2/5/2020

Barclays Bank plc 11% annualized, payable quarterly if asset closes at or above 70% coupon barrier on observation date for that quarter due 4/30/2020

Barclays Bank plc 0.00% due 10/31/2023

Barclays Bank plc 13.5%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barriers: 2,558.01 for Stoxx, 2,169.39 for S&P, 764.74 for MSCI Emerging Markets, 80% of initial levels due 11/3/2028

Barclays Bank plc 0.00% due 11/3/2022

Barclays Bank plc 0.00% due 11/2/2023

Barclays Bank plc 10.5% annualized, payable monthly if each fund closes at or above its 60% coupon barrier on observation date for that month due 10/29/2020

Barclays Bank plc 11% annualized for each quarter that each index closes at or above coupon barrier levels on every day that quarter; Coupon barriers: 5,107.591 for Nasdaq and 2,011.973 for S&P, 75% of initial levels due 2/3/2021

Barclays Bank plc 10% annualized, payable quarterly if each index closes at or above 75% coupon threshold on observation date for that quarter due 10/27/2022

Barclays Bank plc 7.5% per year, payable monthly if each index closes at or above coupon barrier level on the observation date for that period; Coupon barriers: 1,249.71 for MSCI EAFE and 1,034.114 for Russell; 70% of initial levels due 10/31/2028

Barclays Bank plc 7.25% per year, payable quarterly if each index closes at or above coupon barrier level on the observation date for that period; Coupon barriers: 1,848.88 for S&P, 4,699.73 for Nasdaq, 70% of initial levels due 11/2/2023

Barclays Bank plc 11% annualized for each quarter that each index closes at or above coupon barrier levels on every day that quarter; Coupon barriers: 5,035.427 for Nasdaq and 1,980.938 for S&P, 75% of initial levels due 2/3/2021

Barclays Bank plc 14%, payable quarterly if each asset closes at or above coupon barrier on related observation date; Coupon barriers/knock-in levels: $93.37 for Alibaba, $72.70 for Microsoft, 70% of initial levels due 5/4/2021

Barclays Bank plc 3.5% for the first three years, stepping up to 4% on Nov. 1, 2021 and to 5% on Nov. 1, 2022; payable semiannually due 11/1/2023

Barclays Bank plc 7.4%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barriers: 960.249 for Russell, 4,364.036 for Nasdaq, 65% of initial levels due 10/31/2028

Barclays Bank plc 8.9%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barriers: 1,034.114 for Russell, 4,699.731 for Nasdaq, 70% of initial levels due 10/29/2021

Barclays Bank plc 10.15%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barriers: 1,034.114 for Russell, 1848.88 for S&P, 70% of initial levels due 10/29/2021

Barclays Bank plc 9.7%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barriers: 964.484 for Russell, 1,728.15 for S&P, 65% of initial levels due 10/31/2028

Barclays Bank plc 8.05%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barriers: 1,034.114 for Russell, 1,848.88 for S&P, 70% of initial levels due 10/31/2023

Barclays Bank plc 8.5%, payable quarterly if index closes at or above coupon barrier on observation date; Coupon barrier: 1,848.88, 70% of initial level due 10/29/2021

Barclays Bank plc 0.00% due 10/30/2025

Barclays Bank plc 0.00% due 10/30/2025

Barclays Bank plc 10.00% due 10/29/2021

Barclays Bank plc 0.00% due 4/26/2022

Barclays Bank plc 0.00% due 10/26/2023

Barclays Bank plc 4.60% due 10/31/2023

Barclays Bank plc 0.00% due 10/31/2023

Barclays Bank plc 0.00% due 10/26/2023

Barclays Bank plc 0.00% due 10/31/2023

Barclays Bank plc 0.00% due 10/26/2023

Barclays Bank plc 0.00% due 4/29/2021

Barclays Bank plc 9.75% per year, payable quarterly if each index closes at or above coupon barrier level on the observation date for that period; Coupon barriers: 2,351.17 for Stoxx and 1,112.87 for Russell; 75% of initial levels due 10/31/2028

Barclays Bank plc 9.25% annualized, payable quarterly if each index closes at or above its 60% coupon barrier on observation date for that quarter due 10/31/2028

Barclays Bank plc 7% annualized, payable quarterly if each index closes at or above its 70% coupon barrier on observation date for that quarter due 10/31/2023

Barclays Bank plc 7% annualized, payable quarterly if each index closes at or above its 60% coupon barrier on observation date for that quarter due 10/31/2023

Barclays Bank plc 8% per year, payable quarterly if each index closes at or above coupon barrier level on the observation date for that period; Coupon barriers: 1,112.87 for Russell, 5,139.3 for Nasdaq, 75% of initial levels due 10/31/2028

Barclays Bank plc 6.3% per year, payable quarterly if each index closes at or above coupon barrier level on the observation date for that period; Coupon barriers: 1,462.28 for S&P and 816.10 for Russell; 55% of initial levels due 10/31/2028

Barclays Bank plc 6.25% per year multiplied by proportion of days on which index closes at or above coupon barrier; payable monthly; Coupon barrier: 1,187.06, 80% of initial level due 4/30/2026

Barclays Bank plc 11% annualized, payable quarterly if stock closes at or above 80% coupon barrier on each trading day for that quarter due 10/29/2021

Barclays Bank plc 11.27% annualized for each quarter that all indexes close at or above coupon barrier levels on observation date; Coupon barriers: 19,750.648 for Dow, 1,187.057 for Russell and 2,126.952 for S&P, 80% of initial levels due 10/31/2023

Barclays Bank plc 8% annualized, payable quarterly if each index closes at or above 65% coupon barrier on each trading day for that quarter due 10/29/2020

Barclays Bank plc 0.00% due 10/29/2021

Barclays Bank plc 0.00% due 10/31/2023

Barclays Bank plc 7% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 10/31/2019

Barclays Bank plc 10.75%, payable monthly if each asset closes at or above coupon barrier on related observation date; Coupon barriers/knock-in levels: $43.24 for Nike, $56.27 for Lowe's, $27.41 for Intel, 60% of initial levels due 10/29/2021

Barclays Bank plc 9% annualized, payable quarterly if asset closes at or above coupon barrier on related quarterly observation date; Coupon barrier: $25.14, 70% of initial price due 4/30/2020

Barclays Bank plc 10% annualized, payable quarterly if stock closes at or above 74% coupon barrier on observation date for that quarter plus any previously unpaid coupons due 11/14/2019

Barclays Bank plc 10% annualized, payable quarterly if stock closes at or above 61.1% coupon barrier on observation date for that quarter plus any previously unpaid coupons due 11/14/2019

Barclays Bank plc 0.00% due 10/31/2023

Barclays Bank plc 0.00% due 11/2/2023

Barclays Bank plc 0.00% due 10/31/2023

Barclays Bank plc 0.00% due 10/31/2022

Barclays Bank plc 8.25% per year, payable quarterly if each index closes at or above coupon barrier level on the observation date for that period; Coupon barrier/barriers levels: 2,215.08 for Stoxx and 1,050.28 for Russell; 70% of initial levels due 10/28/2021

Barclays Bank plc 6.25% per year, payable monthly if each index closes at or above coupon barrier level on the observation date for that period; Coupon barriers: 1,595.21 for S&P and 890.29 for Russell; 60% of initial levels due 10/30/2025

Barclays Bank plc 8% per year, payable monthly if each index closes at or above coupon barrier level on the observation date for that period; Coupon barriers: 1,893.9 for S&P and 1,050.28 for Russell; 70% of initial levels due 10/30/2028

Barclays Bank plc 7.25% annualized, payable quarterly if each asset closes at or above 65% coupon barrier on observation date for that quarter due 1/30/2020

Barclays Bank plc 8.05%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barriers: 807.784 for Russell, 524.18 for MSCI Emerging Markets, 55% of initial levels due 10/26/2028

Barclays Bank plc 6% per year, payable quarterly if each index closes at or above coupon barrier level on the observation date for that period; Coupon barriers: 807.79 for Russell, 3,734.03 for Nasdaq, 55% of initial levels due 10/27/2022

Barclays Bank plc 0.00% due 10/27/2022

Barclays Bank plc 8.35%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barriers: 1,068.611 for Russell, 1,918.48 for S&P, 70% of initial levels due 10/25/2028

Barclays Bank plc 8% per year, payable quarterly if each index closes at or above coupon barrier level on the observation date for that period; Coupon barriers: 992.28 for Russell, 1,781.45 for S&P, 65% of initial levels due 10/26/2028

Barclays Bank plc 7.2% per year, payable quarterly if each index closes at or above coupon barrier level on the observation date for that period; Coupon barriers: 1,068.61 for Russell, 1,918.48 for S&P, 17,634.00 for Dow, 70% of initial levels due 10/26/2023

Barclays Bank plc 3% initially, stepping up to 4% on Oct. 26, 2019; payable semiannually due 10/26/2020

Barclays Bank plc 0.00% due 10/30/2023

Barclays Bank plc 7.3% per year, payable quarterly if each index closes at or above coupon barrier level on the observation date for that period; Coupon barriers: 1,077.65 for Russell, 1,929.12 for S&P, 17,722.19 for Dow, 70% of initial levels due 10/26/2023

Barclays Bank plc Annual percentage change in the index plus 100 bps with a 0% floor; payable monthly due 10/26/2021

Barclays Bank plc 0.00% due 10/24/2023

Barclays Bank plc 0.00% due 10/24/2022

Barclays Bank plc 0.00% due 10/24/2022

Barclays Bank plc 4.55% due 10/24/2023

Barclays Bank plc 14.5% annualized, payable quarterly if each asset closes at or above 60% coupon barrier on observation date for that quarter due 10/24/2022

Barclays Bank plc 10.5% per year, payable semiannually if each underlying asset closes at or above coupon barrier level observation date for that period; Coupon barriers: 1,799.06 for S&P and $26.00 for oil fund, 65% of initial levels due 10/22/2021

Barclays Bank plc 9% per year, payable semiannually if each underlying asset closes at or above coupon barrier level observation date for that period; Coupon barriers: 1,799.06 for S&P and $26.00 for oil fund, 65% of initial levels due 10/22/2021

Barclays Bank plc 0.00% due 4/22/2020

Barclays Bank plc 0.00% due 4/22/2020

Barclays Bank plc 9.5% annualized, payable quarterly if stock closes at or above 80% coupon barrier on each trading day for that quarter due 10/22/2021

Barclays Bank plc 0.00% due 10/22/2020

Barclays Bank plc 0.00% due 10/22/2020

Barclays Bank plc 9.5% annualized, payable semiannually if asset closes at or above coupon barrier on related observation date; Coupon barrier: $27.77, 70% of initial price due 10/24/2023

Barclays Bank plc 8.5% per year, payable quarterly if each index closes at or above coupon barrier level on the observation date for that period; Coupon barriers: 1,014.49 for Russell, 1,799.71 for S&P, 14,727.8 for Nikkei, 65% of initial levels due 7/23/2021

Barclays Bank plc 0.00% due 7/23/2019

Barclays Bank plc 6.75% annualized for each quarter that all indexes close at or above coupon barrier levels on observation date; Coupon barriers: 4,625.457 for Nasdaq, 1,324.183 for Russell and 1,799.707 for S&P, 65% of initial levels due 10/23/2023

Barclays Bank plc 3% initially; beginning Oct. 22, 2019, equal to Libor plus 60 bps, subject to a floor of 3%, cap of 5%; payable quarterly due 10/22/2021

Barclays Bank plc 0.00% due 11/4/2020

Barclays Bank plc 0.00% due 11/4/2020

Barclays Bank plc 6.5% annualized, payable monthly if each asset closes at or above 70% coupon barrier on observation date for that month due 10/23/2028

Barclays Bank plc 7.7% annualized, payable semiannually if each index closes at or above its 70% coupon barrier on observation date for that period due 10/20/2023

Barclays Bank plc 11.5% annualized, payable quarterly if each index closes at or above 75% coupon barrier on each trading day for that quarter due 4/22/2021

Barclays Bank plc 0.00% due 10/21/2021

Barclays Bank plc 7.75%, payable monthly if each ETF closes at or above its coupon barrier on related observation date; Coupon barriers: $28.81 for S&P oil and gas, $13.94 for Gold Miners, $39.63 for Regional Banking; 70% of initial prices due 7/22/2020

Barclays Bank plc 0.00% due 10/19/2023

Barclays Bank plc 0.00% due 10/19/2023

Barclays Bank plc 7.85% per year, payable quarterly if each index closes at or above coupon barrier level on the observation date for that period; Coupon barriers: 958.1 for Russell, 1,685.95 for S&P, 15,479.05 for Dow, 60% of initial levels due 10/19/2023

Barclays Bank plc 8.1% annualized, payable monthly if each asset closes at or above 75% coupon barrier on observation date for that month due 10/20/2021

Barclays Bank plc 9.5% annualized, payable monthly if each index closes at or above its 60% coupon barrier on observation date for that month due 10/19/2028

Barclays Bank plc 0.00% due 10/21/2019

Barclays Bank plc 3% initially, stepping up to 3.25% on April 19, 2019, to 3.5% on Oct. 19, 2019 and to 3.75% on April 19, 2020; payable semiannually due 10/19/2020

Barclays Bank plc 8.85%, payable quarterly if stock closes at or above 80% coupon barrier on observation date for that quarter due 10/15/2021

Barclays Bank plc 0.00% due 10/14/2021

Barclays Bank plc 9.5% per year, payable quarterly if each index closes at or above coupon barrier level on the observation date for that period; Coupon barriers: 1,057.31 for Russell, 2,183.7 for Stoxx, 669.99 for Emerging Markets, 68.36% of initial levels due 10/16/2020

Barclays Bank plc 5.25% per year, payable quarterly if each index closes at or above coupon barrier level on the observation date for that period; Coupon barriers: 773.34 for Russell, 1,383.57 for S&P, 50% of initial levels due 10/16/2020

Barclays Bank plc 8.5% per year, payable quarterly if each index closes at or above coupon barrier level on the observation date for that period; Coupon barriers: 1,082.675 for Russell, 1,936.99 for S&P, 70% of initial levels due 10/13/2022

Barclays Bank plc 0.00% due 10/14/2020

Barclays Bank plc 0.00% due 4/16/2020

Barclays Bank plc 0.00% due 10/18/2024

Barclays Bank plc 8%, payable quarterly if shares close at or above coupon barrier on observation date; Coupon barrier/downside threshold: $86.66, 61% of initial price due 10/15/2021

Barclays Bank plc 8.1% annualized, payable quarterly if each fund closes at or above its 70% coupon barrier on observation date for that quarter due 10/17/2023

Barclays Bank plc 8%, payable quarterly if shares close at or above coupon barrier on observation date; Coupon barrier/downside threshold: $50.67, 66.75% of initial price due 10/15/2021

Barclays Bank plc 7.2%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barriers: 1,082.675 for Russell, 1,936.99 for S&P, 70% of initial levels due 10/17/2028

Barclays Bank plc 8%, payable quarterly if shares close at or above coupon barrier on observation date; Coupon barrier/downside threshold: $55.42, 65.5% of initial price due 10/15/2021

Barclays Bank plc 9.4% per year, payable quarterly if each index closes at or above its coupon barrier on observation date that quarter; Coupon barriers: 1,082.675 for Russell, 1,295.53 for MSCI EAFE and 1,936.99 for S&P 500; 70% of initial levels due 10/17/2023

Barclays Bank plc 0.00% due 10/17/2023

Barclays Bank plc 8.7% per year, payable monthly if each index closes at or above coupon barrier level on the observation date for that period; Coupon barriers: 1,637.02 for S&P, 927.23 for Russell, 1,925.51 for Stoxx; 60% of initial values due 10/16/2023

Barclays Bank plc 8.25% annualized, payable semiannually if each index closes at or above its 70% coupon barrier on observation date for that period due 10/16/2024

Barclays Bank plc 8.15% annualized, payable quarterly if each asset closes at or above 70% coupon barrier on observation date for that quarter due 10/15/2021

Barclays Bank plc 7% annualized, payable semiannually if each asset closes at or above 70% coupon barrier on observation date for that period due 10/17/2023

Barclays Bank plc 0.00% due 10/16/2020

Barclays Bank plc 0.00% due 10/15/2020

Barclays Bank plc 8.25% per year, payable quarterly if each index closes at or above coupon barrier level on the observation date for that period; Coupon barriers: 1,731.34 for S&P, 979.27 for Russell, 15,868.23 for Dow, 60% of initial levels due 10/8/2021

Barclays Bank plc 8.65% per year, payable quarterly if each index closes at or above coupon barrier level on the observation date for that period; Coupon barriers: 1,875.62 for S&P, 650.49 for EM, 2,174.58 for Stoxx; 65% of initial values due 10/12/2023

Barclays Bank plc 8%, payable quarterly if each asset closes at or above coupon barrier on related observation date; Coupon barriers: $92.50 for Visa, $136.34 for Mastercard, $69.33 for American, 65% of initial levels due 10/16/2020

Barclays Bank plc 8.25%, payable quarterly if stock closes at or above 80% coupon barrier on observation date for that quarter due 10/8/2021

Barclays Bank plc 9.2%, payable quarterly if stock closes at or above 70% coupon barrier on observation date for that quarter due 10/8/2021

Barclays Bank plc 0.00% due 10/11/2023

Barclays Bank plc 0.00% due 10/11/2023

Barclays Bank plc 7.5% per year, payable quarterly if each index closes at or above coupon barrier level on the observation date for that period; Coupon barriers: 2,019.90 for S&P, 1,142.48 for Russell and 2,341.86 for Stoxx; 70% of initial levels due 7/8/2022

Barclays Bank plc 0.00% due 4/8/2020

Barclays Bank plc 13% per year, payable quarterly if each index closes at or above downside threshold level on each day during that quarter due 9/16/2021

Barclays Bank plc 13.75%, payable quarterly if each asset closes at or above coupon barrier on related quarterly observation date; Coupon barriers: 68.28 for index, $21.18 for ETF; 65% of initial levels due 10/11/2023

Barclays Bank plc 10.5% annualized, payable quarterly if asset closes at or above 75% coupon barrier on observation date for that quarter due 10/11/2023

Barclays Bank plc 8%, payable semiannually if each ETF closes at or above its coupon barrier on related semiannual observation date; Coupon barriers: $188.14 for S&P, $106.37 for Russell, $24.52 for Stoxx; 65% of initial prices due 10/16/2023

Barclays Bank plc 10% per year, payable quarterly if each index closes at or above its coupon barrier on each day that quarter; Coupon barriers: 1,142.478 for Russell, 2,341.86 for Stoxx and 2,019.90 for S&P 500; 70% of initial levels due 4/8/2022

Barclays Bank plc 9.05% per year, payable quarterly if each index closes at or above its coupon barrier on each day that quarter; Coupon barriers: 1,060.873 for Russell, 2,174.58 for Stoxx and 1,875.62 for S&P 500; 65% of initial levels due 4/8/2022

Barclays Bank plc 11.5% per year, payable quarterly if each underlying asset closes at or above coupon barrier level observation date for that period; Coupon barriers: 1,159.23 for Russell, 2,372.29 for Stoxx and $29.67 for fund, 70% of initial levels due 10/6/2028

Barclays Bank plc 8.6% per year, payable semiannually if each underlying asset closes at or above coupon barrier level observation date for that period; Coupon barriers: 1,901.58 for S&P and $28.97 for oil fund, 65% of initial levels due 10/7/2021

Barclays Bank plc 10.1% per year, payable semiannually if each underlying asset closes at or above coupon barrier level observation date for that period; Coupon barriers: 1,901.58 for S&P and $28.97 for oil fund, 65% of initial levels due 10/7/2021

Barclays Bank plc 7.35%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barriers: 1,169.906 for Russell, 2,047.86 for S&P, 70% of initial levels due 10/5/2028

Barclays Bank plc 10.7% annualized for each quarter that all indexes close at or above coupon barrier levels on each trading day of the quarter; Coupon barriers: 19,416.496 for Nikkei, 1,324.183 for Russell and 2,338.744 for S&P, 80% of initial levels due 4/8/2021

Barclays Bank plc 0.00% due 10/1/2020

Barclays Bank plc 0.00% due 10/5/2023

Barclays Bank plc 5.35% due 9/30/2022

Barclays Bank plc 0.00% due 9/30/2021

Barclays Bank plc 0.00% due 9/29/2021

Barclays Bank plc 0.00% due 9/29/2022

Barclays Bank plc 0.00% due 9/29/2020

Barclays Bank plc 9% per year, payable quarterly if each index closes at or above coupon barrier level on the observation date for that period; Coupon barriers: 2,039.79 for S&P, 1,187.6 for Russell and 2,379.44 for Stoxx; 70% of initial levels due 7/1/2022

Barclays Bank plc 8% annualized, payable quarterly if each index closes at or above its 65% coupon barrier on observation date for that quarter due 8/14/2023

Barclays Bank plc 10% annualized, payable quarterly if stock closes at or above 70% coupon barrier on each trading day for that quarter due 10/1/2021

Barclays Bank plc 8.65% annualized, payable quarterly if each index closes at or above 75% coupon barrier on each trading day for that quarter due 12/31/2020

Barclays Bank plc 9.7% annualized for each quarter that all indexes close at or above coupon barrier levels on each trading day of the quarter; Coupon barriers: 6,102.12 for Nasdaq, 1,357.257 for Russell and 2,331.184 for S&P, 80% of initial levels due 4/1/2021

Barclays Bank plc 0.00% due 4/7/2021

Barclays Bank plc 0.00% due 10/1/2021

Barclays Bank plc 0.00% due 10/3/2023

Barclays Bank plc 0.00% due 6/30/2023

Barclays Bank plc 0.00% due 4/2/2020

Barclays Bank plc 0.00% due 10/3/2021

Barclays Bank plc 0.00% due 9/29/2021

Barclays Bank plc 6.75% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 9/30/2019

Barclays Bank plc 10% annualized, payable quarterly if asset closes at or above coupon barrier on related quarterly observation date; Coupon barrier: $30.30, 70% of initial price due 1/3/2020

Barclays Bank plc 0.00% due 10/4/2023

Barclays Bank plc 0.00% due 11/29/2019

Barclays Bank plc 9.1% annualized, payable monthly if each asset closes at or above 70% coupon barrier on observation date due 4/1/2026

Barclays Bank plc 0.00% due 10/1/2020

Barclays Bank plc 7% per year, payable quarterly if each index closes at or above coupon barrier level on the observation date for that period; Coupon barriers: 18,507.95 for Dow, 2,039.8 for S&P and 1,183.37 for Russell; 70% of initial levels due 9/29/2023

Barclays Bank plc 0.00% due 9/25/2020

Barclays Bank plc 8.2% annualized, payable quarterly if each index closes at or above 75% coupon threshold on observation date for that quarter due 9/29/2022

Barclays Bank plc 0.00% due 10/3/2023

Barclays Bank plc 0.00% due 9/25/2020

Barclays Bank plc 0.00% due 9/30/2020

Barclays Bank plc 0.00% due 9/30/2026

Barclays Bank plc 7.3%, payable quarterly if each ETF closes at or above coupon barrier on observation date; Coupon barriers: $117.62 for Russell, $33.12 for S&P, 70% of initial levels due 9/30/2021

Barclays Bank plc 7.8%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barriers: 1,184.126 for Russell, 16,823.65 for Nikkei, 70% of initial levels due 9/29/2023

Barclays Bank plc 8.45%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barriers: 1,184.126 for Russell, 2,034.18 for S&P, 70% of initial levels due 9/29/2023

Barclays Bank plc 0.00% due 9/30/2021

Barclays Bank plc 0.00% due 9/29/2023

Barclays Bank plc 9.00% due 9/30/2021

Barclays Bank plc 0.00% due 9/28/2020

Barclays Bank plc 0.00% due 3/28/2022

Barclays Bank plc 0.00% due 9/28/2023

Barclays Bank plc 4.50% due 9/28/2023

Barclays Bank plc 4.75% due 9/30/2025

Barclays Bank plc 9.6% annualized, payable monthly if each asset closes at or above 80% coupon barrier on observation date for that month due 3/30/2026

Barclays Bank plc 0.00% due 9/27/2021

Barclays Bank plc 0.00% due 9/28/2023

Barclays Bank plc 0.00% due 9/28/2023

Barclays Bank plc 0.00% due 1/30/2025

Barclays Bank plc 0.00% due 3/26/2021

Barclays Bank plc 7% per year, payable quarterly if each index closes at or above coupon barrier level on the observation date for that period; Coupon barriers: 2,393.85 for Stoxx, 2,040.89 for S&P and 1,196.17 for Russell; 70% of initial levels due 6/29/2022

Barclays Bank plc 9% per year, payable quarterly if each index closes at or above coupon barrier level on the observation date for that period; Coupon barrier/barriers: 67.04 for Stoxx and 1,025.29 for Russell; 60% of initial levels due 9/28/2028

Barclays Bank plc 8% per year, payable quarterly if each index closes at or above coupon barrier level on the observation date for that period; Coupon barriers: 5,672.39 for Nasdaq-100 and 1,281.61 for Russell; 75% of initial levels due 9/28/2028

Barclays Bank plc 6% per year, payable quarterly if each underlying asset closes at or above coupon barrier level on observation date; Coupon barriers: 1,749.34 for S&P, 4,537.91 for Nasdaq, 1,025.29 for Russell, 60% of initial levels due 9/28/2023

Barclays Bank plc 6.25% per year, payable quarterly if each index closes at or above coupon barrier level on the observation date for that period; Coupon barriers: 1,603.56 for S&P and 939.85 for Russell; 55% of initial levels due 9/28/2028

Barclays Bank plc 6% per year, payable quarterly if each index closes at or above coupon barrier level on the observation date for that period; Coupon barriers: 1,749.34 for S&P and 1,025.29 for Russell; 60% of initial levels due 9/30/2025

Barclays Bank plc 0.00% due 9/30/2020

Barclays Bank plc 0.00% due 9/30/2021

Barclays Bank plc 0.00% due 3/26/2021

Barclays Bank plc 0.00% due 6/26/2023

Barclays Bank plc 0.00% due 9/29/2021

Barclays Bank plc 0.00% due 9/28/2023

Barclays Bank plc 7.2% annualized, payable quarterly if each asset closes at or above 70% coupon barrier on observation date for that quarter due 9/28/2028

Barclays Bank plc 7.2% annualized, payable quarterly if each asset closes at or above 70% coupon barrier on observation date for that quarter due 9/28/2028

Barclays Bank plc 5% annualized, payable quarterly if each asset closes at or above 75% coupon barrier on observation date for that quarter due 9/30/2019

Barclays Bank plc 7.15% annualized, payable monthly if each asset closes at or above 70% coupon barrier on observation date for that month due 9/28/2028

Barclays Bank plc 8% annualized, payable quarterly if asset closes at or above coupon barrier on related quarterly observation date; Coupon barrier: $30.51, 70% of initial price due 12/27/2019

Barclays Bank plc 0.00% due 9/28/2023

Barclays Bank plc 0.00% due 9/29/2023

Barclays Bank plc 0.00% due 9/28/2021

Barclays Bank plc 0.00% due 9/27/2021

Barclays Bank plc 7.80% due 9/30/2019

Barclays Bank plc 8.70% due 9/30/2019

Barclays Bank plc 7.55% due 9/30/2019

Barclays Bank plc 0.00% due 9/28/2022

Barclays Bank plc 0.00% due 9/28/2022

Barclays Bank plc 8.25% per year, payable semiannually if each underlying asset closes at or above coupon barrier level observation date for that period; Coupon barriers: 1,904.29 for S&P and $27.62 for oil fund, 65% of initial levels due 9/28/2021

Barclays Bank plc 9.5% per year, payable semiannually if each underlying asset closes at or above coupon barrier level observation date for that period; Coupon barriers: 1,904.29 for S&P and $27.62 for oil fund, 65% of initial levels due 9/28/2021

Barclays Bank plc 9.5%, payable quarterly if stock closes at or above 80% coupon barrier on observation date for that quarter due 9/24/2021

Barclays Bank plc 0.00% due 9/24/2020

Barclays Bank plc 0.00% due 9/24/2020

Barclays Bank plc 0.00% due 3/26/2021

Barclays Bank plc 0.00% due 9/28/2020

Barclays Bank plc 0.00% due 9/26/2024

Barclays Bank plc 0.00% due 9/26/2024

Barclays Bank plc 0.00% due 9/24/2020

Barclays Bank plc 6% annualized, payable monthly if each asset closes at or above 70% coupon barrier on observation date for that month due 9/24/2026

Barclays Bank plc 7% annualized, payable semiannually if each ETF closes at or above 70% coupon barrier on observation date for that period due 9/28/2023

Barclays Bank plc 0.00% due 9/25/2023

Barclays Bank plc Annual percentage change in the index plus 70 bps with a 0% floor; payable monthly due 9/25/2020

Barclays Bank plc 3.25% initially, stepping up to 3.5% on Sept. 27, 2019, to 4% on Sept. 27, 2020, to 4.25% on Sept. 27, 2021 and to 4.5% on Sept. 27, 2022; payable semiannually due 9/27/2023

Barclays Bank plc 0.50% due 9/26/2023

Barclays Bank plc 15% annualized, payable monthly if each asset closes at or above 65% coupon barrier on observation date for that month due 9/22/2022

Barclays Bank plc 7.5% annualized, payable quarterly if each asset closes at or above 60% coupon barrier on observation date for that quarter due 9/23/2021

Barclays Bank plc 0.00% due 9/21/2023

Barclays Bank plc 0.00% due 9/21/2023

Barclays Bank plc 0.00% due 9/29/2023

Barclays Bank plc 8.45% per year, payable monthly if each underlying asset closes at or above coupon barrier level on observation date; Coupon barriers: 1,877.72 for S&P, 4,832.57 for Nasdaq, 16,940.38 for Dow, 65% of initial levels due 9/21/2023

Barclays Bank plc 0.00% due 9/17/2021

Barclays Bank plc 0.00% due 4/6/2021

Barclays Bank plc 11.35% per year, payable quarterly if each underlying asset closes at or above coupon barrier level on observation date; Coupon barriers: 2,342.28 for Stoxx, 1,192.49 for Russell, $29.11 for ETF, 70% of initial levels due 9/21/2028

Barclays Bank plc 6.25% per year, payable monthly if each index closes at or above coupon barrier level on the observation date for that period; Coupon barriers: 1,742.99 for S&P and 1,033.03 for Russell; 60% of initial levels due 9/17/2021

Barclays Bank plc 9% for the first year; beginning Sept. 17, 2019, equal to 20 times the spread of the 30-year swap rate minus the two-year swap rate, subject to a floor of 0% and a cap of 9%; payable quarterly due 9/17/2030

Barclays Bank plc 10.05%, payable quarterly if stock closes at or above 80% coupon barrier on observation date for that quarter due 9/17/2021

Barclays Bank plc 10%, payable quarterly if stock closes at or above 70% coupon barrier on observation date for that quarter due 9/17/2021

Barclays Bank plc 13.4% annualized, payable monthly if each asset closes at or above 50% coupon barrier on observation date for that month due 9/17/2020

Barclays Bank plc 10.75% annualized, payable monthly if each asset closes at or above 60% coupon barrier on observation date for that month due 9/17/2021

Barclays Bank plc 0.00% due 9/19/2023

Barclays Bank plc 0.00% due 9/16/2022

Barclays Bank plc 3.25% initially, stepping up to 4.25% on Sept. 20, 2020; payable semiannually due 9/20/2021

Barclays Bank plc 7% annualized, payable quarterly if each index closes at or above its 70% coupon barrier on observation date for that quarter due 3/15/2024

Barclays Bank plc 2.75% initially; beginning March 18, 2019, equal to Libor plus 30 bps, subject to a floor of 0%; payable quarterly due 3/13/2020

Barclays Bank plc 0.00% due 11/14/2019

Barclays Bank plc 10.1% annualized, payable quarterly if each asset closes at or above 70% coupon barrier on observation date for that quarter due 9/15/2020

Barclays Bank plc 7% annualized, payable semiannually if each asset closes at or above coupon barrier on observation date for that period; Coupon barriers: $201.32 for S&P fund, $119.38 for Russell fund, 70% of initial levels due 9/18/2023

Barclays Bank plc 0.00% due 9/12/2022

Barclays Bank plc 8% annualized, payable semiannually if each asset closes at or above coupon barrier on observation date for that period; Coupon barriers: $186.94 for S&P fund, $110.85 for Russell fund, $24.00 for Stoxx fund, 65% of initial levels due 9/14/2023

Barclays Bank plc 8.6% annualized, payable quarterly if each index closes at or above its 70% coupon barrier on each trading day during that quarter due 9/12/2023

Barclays Bank plc 8.5% annualized, payable quarterly if each index closes at or above its 70% coupon barrier on each trading day during that quarter due 3/10/2022

Barclays Bank plc 8.5% per year, payable quarterly if each index closes at or above its coupon barrier on each day that quarter; Coupon barriers: 1,114.404 for Russell, 2,142.37 for Stoxx and 1,870.73 for S&P 500; 65% of initial levels due 3/10/2022

Barclays Bank plc 9% per year, payable quarterly if each index closes at or above its coupon barrier on each day that quarter; Coupon barriers: 1,209.352 for Russell, 2,320.93 for Stoxx and 2,022.02 for S&P 500; 70% of initial levels due 3/10/2022

Barclays Bank plc 10.9% annualized, payable monthly if each asset closes at or above 80% coupon barrier on observation date due 3/10/2026

Barclays Bank plc 0.00% due 9/3/2020

Barclays Bank plc 0.00% due 9/3/2021

Barclays Bank plc 0.00% due 9/3/2021

Barclays Bank plc 0.00% due 9/3/2020

Barclays Bank plc 0.00% due 9/6/2022

Barclays Bank plc 8% annualized, payable quarterly if each index closes at or above its 65% coupon barrier on observation date for that quarter due 9/6/2023

Barclays Bank plc 0.00% due 9/2/2020

Barclays Bank plc 0.00% due 3/4/2020

Barclays Bank plc 9.15% annualized, payable quarterly if each fund closes at or above 75% coupon barrier on each trading day for that quarter due 9/6/2023

Barclays Bank plc 0.00% due 3/3/2021

Barclays Bank plc 0.00% due 9/6/2023

Barclays Bank plc 0.00% due 6/5/2023

Barclays Bank plc 0.00% due 3/4/2020

Barclays Bank plc 0.00% due 9/3/2021

Barclays Bank plc 7.75% annualized, payable quarterly if each asset closes at or above 75% coupon barrier on observation date for that quarter due 8/30/2019

Barclays Bank plc 10% annualized, payable quarterly if asset closes at or above coupon barrier on related quarterly observation date; Coupon barrier: $29.64, 70% of initial price due 12/4/2019

Barclays Bank plc 0.00% due 9/6/2023

Barclays Bank plc 0.00% due 8/27/2021

Barclays Bank plc 0.00% due 9/4/2020

Barclays Bank plc 0.00% due 8/28/2020

Barclays Bank plc 0.00% due 8/28/2020

Barclays Bank plc 0.00% due 8/28/2020

Barclays Bank plc 0.00% due 10/31/2019

Barclays Bank plc 0.00% due 8/31/2021

Barclays Bank plc 3.5% initially, stepping up to 4% on Aug. 31, 2020; payable semiannually due 8/31/2023

Barclays Bank plc 7%, payable quarterly if shares close at or above coupon barrier on observation date; Coupon barrier/downside threshold: $964.30, 76.25% of initial price due 9/2/2021

Barclays Bank plc 9%, payable quarterly if shares close at or above coupon barrier on observation date; Coupon barrier/downside threshold: $89.00, 69.25% of initial price due 9/2/2021

Barclays Bank plc 7% annualized, payable quarterly if each index closes at or above its 70% coupon barrier on observation date for that quarter due 8/31/2023

Barclays Bank plc 7.65%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barriers 2,039.83 for Russell, 749.37 for Emerging Markets, 70% of initial levels due 8/31/2023

Barclays Bank plc 8.2%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barriers 2,039.83 for S&P, 1,214.324 for Russell, 70% of initial levels due 9/2/2021

Barclays Bank plc 7.15% annualized, payable quarterly if each asset closes at or above its 70% coupon barrier on observation date for that quarter due 9/2/2021

Barclays Bank plc 6.5%, payable quarterly if shares close at or above coupon barrier on observation date; Coupon barrier/downside threshold: $75.46, 78.9% of initial price due 9/2/2021

Barclays Bank plc 9.4% annualized, payable quarterly if each index closes at or above its 70% coupon barrier on each trading day during that quarter due 8/31/2021

Barclays Bank plc 8.3% per year, payable quarterly if each index closes at or above its coupon barrier on each day that quarter; Coupon barriers: 1,214.324 for Russell, 1,388.9 for MSCI EAFE and 2,093.83 for S&P 500; 70% of initial levels due 8/31/2023

Barclays Bank plc 9.35% due 9/1/2021

Barclays Bank plc 5.65% due 2/28/2020

Barclays Bank plc 0.00% due 8/31/2020

Barclays Bank plc 0.00% due 2/28/2022

Barclays Bank plc 0.00% due 8/31/2023

Barclays Bank plc 4.75% due 8/29/2025

Barclays Bank plc 4.50% due 8/31/2023

Barclays Bank plc 0.00% due 8/31/2023

Barclays Bank plc 0.00% due 8/31/2021

Barclays Bank plc 0.00% due 8/31/2023

Barclays Bank plc 0.00% due 2/26/2021

Barclays Bank plc 7% per year, payable semiannually if each index closes at or above coupon barrier level on the observation date for that period; Coupon barriers: 2,413.3 for Stoxx and 1,209.98 for Russell; 70% of initial levels due 8/31/2023

Barclays Bank plc 9% per year, payable quarterly if each index closes at or above coupon barrier level on the observation date for that period; Coupon barrier/barriers: 63.79 for Stoxx and 1,037.05 for Russell; 60% of initial levels due 8/31/2028

Barclays Bank plc 6.25% per year, payable quarterly if each index closes at or above coupon barrier level on the observation date for that period; Coupon barriers: 1,593.64 for S&P and 950.63 for Russell; 55% of initial levels due 8/31/2028

Barclays Bank plc 6% per year, payable quarterly if each index closes at or above coupon barrier level on the observation date for that period; Coupon barriers: 1,738.51 for S&P and 1,037.05 for Russell; 60% of initial levels due 8/29/2025

Barclays Bank plc 8% per year, payable quarterly if each index closes at or above coupon barrier level on the observation date for that period; Coupon barriers: 2,173.14 for S&P and 1,296.32 for Russell; 75% of initial levels due 8/31/2028

Barclays Bank plc 6% per year, payable quarterly if each index closes at or above coupon barrier level on the observation date for that period; Coupon barriers: 4,542.15 for Nasdaq, 1,738.51 for S&P and 1,037.05 for Russell; 60% of initial levels due 8/31/2023

Barclays Bank plc 8% initially; beginning in August 2019, 50 times the spread of the 30-year U.S. dollar ICE swap rate over the two-year U.S. dollar ICE swap rate, capped at 8%, payable quarterly due 8/30/2030

Barclays Bank plc 6% per year multiplied by proportion of days on which index closes at or above coupon barrier; payable monthly; Coupon barrier: 1,382.74, 80% of initial level due 3/4/2026

Barclays Bank plc 0.00% due 2/28/2020

Barclays Bank plc 0.00% due 8/31/2021

Barclays Bank plc 0.00% due 8/28/2020

Barclays Bank plc 0.00% due 8/31/2021

Barclays Bank plc 6% for the first year; beginning Aug. 31, 2019, equal to 7 times the spread of the 30-year swap rate minus the two-year swap rate, subject to a floor of 0% and a cap of 9%; payable quarterly due 8/31/2023

Barclays Bank plc 0.00% due 3/3/2021

Barclays Bank plc 0.00% due 6/1/2023

Barclays Bank plc 0.00% due 6/1/2023

Barclays Bank plc 0.00% due 8/31/2021

Barclays Bank plc 0.00% due 9/3/2023

Barclays Bank plc 0.00% due 8/31/2023

Barclays Bank plc 6% annualized, payable quarterly if each asset closes at or above 75% coupon barrier on observation date for that quarter due 8/30/2019

Barclays Bank plc 9% annualized, payable monthly if each asset closes at or above 80% coupon barrier on observation date for that month due 3/4/2026

Barclays Bank plc 9.35% annualized, payable monthly if each asset closes at or above 80% coupon barrier on observation date for that month due 3/4/2026

Barclays Bank plc 8% annualized, payable quarterly if asset closes at or above 70% coupon barrier on observation date for that quarter due 11/29/2019

Barclays Bank plc 6% initially, stepping up to 8% in November 2023 and to 10% in November 2026, payable quarterly if each index closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 1,738.51 for S&P, 1,037.05 for Russell; 60% of initial levels due 8/31/2028

Barclays Bank plc 0.00% due 8/31/2023

Barclays Bank plc 0.00% due 9/1/2021

Barclays Bank plc 8% annualized, payable quarterly if each index closes at or above its 75% coupon barrier on observation date for that quarter due 8/29/2028

Barclays Bank plc 7% for the first year; beginning Aug. 29, 2019, equal to 30 times the spread of the 30-year swap rate minus the two-year swap rate, subject to a floor of 0% and a cap of 7%; payable quarterly due 8/29/2025

Barclays Bank plc 12% annualized, payable quarterly if each asset closes at or above 50% coupon barrier on observation date for that quarter due 8/31/2021

Barclays Bank plc 0.00% due 8/31/2022

Barclays Bank plc 0.00% due 8/29/2022

Barclays Bank plc 0.00% due 8/29/2022

Barclays Bank plc 8% per year, payable semiannually if each index closes at or above coupon barrier level on the observation date for that period; Coupon barriers: 2,399.21 for Stoxx and 1,207.97 for Russell; 70% of initial levels due 8/27/2021

Barclays Bank plc 10% annualized, payable quarterly if each index closes at or above its 70% coupon barrier on observation date for that quarter due 8/30/2028

Barclays Bank plc 10.25% annualized, payable quarterly if each asset closes at or above its 60% coupon barrier on observation date for that quarter due 8/29/2022

Barclays Bank plc 10% per year, payable semiannually if each underlying asset closes at or above coupon barrier level observation date for that period; Coupon barriers: 1,868.55 for S&P and $27.33 for oil fund, 65% of initial levels due 8/27/2021

Barclays Bank plc 8.5% per year, payable semiannually if each underlying asset closes at or above coupon barrier level observation date for that period; Coupon barriers: 1,868.55 for S&P and $27.33 for oil fund, 65% of initial levels due 8/27/2021

Barclays Bank plc 0.00% due 8/31/2021

Barclays Bank plc 8.25%, payable quarterly if stock closes at or above 80% coupon barrier on observation date for that quarter due 8/27/2021

Barclays Bank plc 9%, payable quarterly if stock closes at or above 75% coupon barrier on observation date for that quarter due 8/27/2021

Barclays Bank plc 7.25% annualized, payable quarterly if each index closes at or above 65% coupon barrier on each trading day for that quarter due 8/27/2021

Barclays Bank plc 0.00% due 2/26/2021

Barclays Bank plc 0.00% due 8/27/2020

Barclays Bank plc 6% annualized, payable monthly if each asset closes at or above 75% coupon barrier on observation date for that month due 8/27/2026

Barclays Bank plc 3.25% initially, stepping up to 3.5% on Aug. 24, 2019, to 3.75% on Aug. 24, 2020, to 4% on Aug. 24, 2021, to 4.5% on Feb. 24, 2022, to 5% on Aug. 24, 2022 and to 6% on Feb. 24, 2023; payable semiannually due 8/24/2023

Barclays Bank plc 0.00% due 8/26/2020

Barclays Bank plc Annual percentage change in the index plus 80 bps with a 0% floor; payable monthly due 8/24/2021

Barclays Bank plc 0.00% due 8/20/2020

Barclays Bank plc 13.75% per year, payable quarterly if each index closes at or above coupon barrier level on each trading day that quarter; Coupon barriers: 2,422.691 for S&P, 1,439.005 for Russell and 2,866.999 for Stoxx; 85% of initial levels due 2/22/2021

Barclays Bank plc 0.00% due 2/20/2020

Barclays Bank plc 0.00% due 8/19/2020

Barclays Bank plc 9.75%, payable quarterly if stock closes at or above 70% coupon barrier on observation date for that quarter due 8/20/2021

Barclays Bank plc 8.3%, payable quarterly if stock closes at or above 75% coupon barrier on observation date for that quarter due 8/20/2021

Barclays Bank plc 0.00% due 8/20/2020

Barclays Bank plc 10.25% annualized, payable quarterly if asset closes at or above 80% coupon barrier on observation date for that quarter due 8/22/2023

Barclays Bank plc 7% annualized, payable semiannually if each asset closes at or above 70% coupon barrier on observation date for that period due 8/24/2023

Barclays Bank plc 0.00% due 8/22/2022

Barclays Bank plc 0.00% due 8/27/2021

Barclays Bank plc 10.8% annualized, payable each quarter that each index closes at or above coupon barrier on determination date that quarter; Coupon barriers: 5,899.436 for Nasdaq, 2,702.048 for Stoxx, 2,272.552 for S&P; 80% of initial levels due 2/19/2021

Barclays Bank plc 11.05% annualized, payable quarterly if each index closes at or above 80% coupon barrier on each trading day for that quarter due 2/19/2021

Barclays Bank plc 3.05% initially; beginning Feb. 21, 2019, equal to Libor plus 40 bps, subject to a floor of 0%; payable quarterly due 8/21/2020

Barclays Bank plc 13.5% annualized, payable quarterly if each asset closes at or above 70% coupon barrier on observation date for that quarter due 2/19/2021

Barclays Bank plc 7% annualized, payable semiannually if each ETF closes at or above 70% coupon barrier on observation date for that period due 8/23/2023

Barclays Bank plc 9% annualized, payable quarterly if each index closes at or above its 70% coupon barrier on observation date for that quarter due 8/21/2023

Barclays Bank plc 0.00% due 9/3/2020

Barclays Bank plc 8% per year, payable quarterly if index closes at or above coupon barrier on review date for that quarter; Coupon barrier: 2,519.31, 75% of initial level due 8/18/2028

Barclays Bank plc 0.00% due 9/3/2020

Barclays Bank plc 8.6% annualized, payable monthly if each asset closes at or above 65% coupon barrier on observation date for that month due 8/18/2021

Barclays Bank plc 6.75% annualized, payable monthly if each asset closes at or above 70% coupon barrier on observation date for that month due 5/17/2022

Barclays Bank plc 10.25% annualized, payable monthly if each asset closes at or above 80% coupon barrier on observation date due 2/19/2026

Barclays Bank plc 8.3% annualized, payable semiannually if each index closes at or above its 65% coupon barrier on observation date for that period due 8/18/2023

Barclays Bank plc 0.00% due 8/18/2022

Barclays Bank plc 18.75% annualized, payable quarterly if each asset closes at or above 70% coupon barrier on observation date due 8/18/2021

Barclays Bank plc 8% annualized, payable quarterly if each asset closes at or above 70% coupon barrier on observation date due 8/20/2020

Barclays Bank plc 3.15% initially, stepping up to 3.25% on Feb. 17, 2019, to 3.35% on Aug. 17, 2019 and to 3.5% on Feb. 17, 2020; payable semiannually due 8/17/2020

Barclays Bank plc 6.85% annualized, payable quarterly if each index closes at or above its 70% coupon barrier on observation date for that quarter due 8/13/2021

Barclays Bank plc 7.75% annualized, payable quarterly if each index closes at or above its 70% coupon barrier on observation date for that quarter due 8/15/2023

Barclays Bank plc 9.35% annualized, payable quarterly if each index closes at or above its 75% coupon barrier on observation date for that quarter due 8/15/2023

Barclays Bank plc 6.6% per year, payable monthly if each index closes at or above coupon barrier level on the observation date for that period; Coupon barriers: 1,426.79 for S&P, 1,747.07 for Stoxx and 845.45 for Russell; 50% of initial levels due 8/14/2023

Barclays Bank plc 10.45% annualized, payable quarterly if stock closes at or above 70% coupon barrier on observation date for that quarter plus any previously unpaid coupons due 8/21/2019

Barclays Bank plc 0.00% due 8/11/2023

Barclays Bank plc 9.15% per year, payable quarterly if each index closes at or above coupon barrier level on the observation date for that period; Coupon barriers: 2,628.28 for Stoxx and 1,266.23 for Russell; 75% of initial levels due 8/10/2028

Barclays Bank plc 11.25%, payable quarterly if stock closes at or above 60% coupon barrier on observation date for that quarter due 8/6/2021

Barclays Bank plc 10.25%, payable quarterly if stock closes at or above 60% coupon barrier on observation date for that quarter due 8/6/2021

Barclays Bank plc 0.00% due 8/5/2020

Barclays Bank plc 8% annualized, payable semiannual if each asset closes at or above 65% coupon barrier on observation date for that period due 8/10/2023

Barclays Bank plc 9% annualized, payable monthly if each asset closes at or above 80% coupon barrier on observation date for that month due 2/6/2026

Barclays Bank plc 9% annualized, payable monthly if each asset closes at or above 80% coupon barrier on observation date for that month due 2/6/2026

Barclays Bank plc 7% annualized, payable semiannual if each ETF closes at or above 70% coupon barrier on observation date for that period due 8/9/2023

Barclays Bank plc 6.3% annualized, payable quarterly if each index closes at or above 70% coupon barrier on observation date for that quarter due 8/4/2023

Barclays Bank plc 7.5% annualized, payable monthly if each index closes at or above 80% coupon barrier on observation date for that month due 2/4/2026

Barclays Bank plc 0.00% due 8/4/2021

Barclays Bank plc 0.00% due 8/4/2021

Barclays Bank plc 0.00% due 8/3/2023

Barclays Bank plc 0.00% due 8/25/2023

Barclays Bank plc 0.00% due 8/3/2022

Barclays Bank plc 0.00% due 8/5/2020

Barclays Bank plc 0.00% due 8/5/2020

Barclays Bank plc 9% per year, payable semiannually if each index closes at or above coupon barrier level on the observation date for that period; Coupon barriers: 2,467.84 for Stoxx and 1,169.57 for Russell; 70% of initial levels due 8/3/2023

Barclays Bank plc 7.5% per year, payable quarterly if each index closes at or above coupon barrier level on the observation date for that period; Coupon barriers: 1,830.59 for S&P, 16,519.87 for Dow and 1,086.03 for Russell; 65% of initial levels due 8/3/2023

Barclays Bank plc 0.00% due 2/3/2021

Barclays Bank plc 0.00% due 8/3/2023

Barclays Bank plc 0.00% due 2/5/2020

Barclays Bank plc 0.00% due 8/4/2021

Barclays Bank plc 8% annualized, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barriers: 2,112.22 for S&P, 2,644.12 for Stoxx, 75% of initial levels due 8/5/2019

Barclays Bank plc 6% annualized, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barriers: 1,971.4 for S&P, 1,169.57 for Russell, 70% of initial levels due 8/5/2020

Barclays Bank plc 11% annualized, payable quarterly if asset closes at or above 70% coupon barrier on observation date for that quarter due 11/1/2019

Barclays Bank plc 0.00% due 8/5/2020

Barclays Bank plc 0.00% due 8/2/2023

Barclays Bank plc 0.00% due 11/15/2021

Barclays Bank plc 0.00% due 7/29/2020

Barclays Bank plc 8.5% annualized, payable quarterly if stock closes at or above downside threshold on related quarterly determination date due 7/30/2021

Barclays Bank plc 8% annualized, payable quarterly if stock closes at or above downside threshold on related quarterly determination date due 7/30/2021

Barclays Bank plc 9.4% annualized, payable quarterly if stock closes at or above downside threshold on related quarterly determination date due 7/30/2021

Barclays Bank plc 11% annualized, payable quarterly if stock closes at or above downside threshold on related quarterly determination date due 7/30/2021

Barclays Bank plc 0.00% due 8/14/2019

Barclays Bank plc 0.00% due 7/29/2021

Barclays Bank plc 8%, payable quarterly if shares close at or above coupon barrier on observation date; Coupon barrier/downside threshold: $118.86; 62.75% of initial price due 7/30/2021

Barclays Bank plc 8%, payable quarterly if shares close at or above coupon barrier on observation date; Coupon barrier/downside threshold: $43.20; 64.8% of initial price due 7/30/2021

Barclays Bank plc 8%, payable quarterly if shares close at or above coupon barrier on observation date; Coupon barrier/downside threshold: $88.98; 68.9% of initial price due 7/30/2021

Barclays Bank plc 8%, payable quarterly if shares close at or above coupon barrier on observation date; Coupon barrier/downside threshold: $37.14; 72.75% of initial price due 7/30/2021

Barclays Bank plc 7.8%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barriers 1,164.338 for Russell, 764.65 for Emerging Markets, 70% of initial levels due 7/30/2021

Barclays Bank plc 7.3% annualized, payable quarterly if each index closes at or above its 70% coupon barrier on observation date for that quarter due 7/31/2023

Barclays Bank plc 6.86%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barriers 1,973.17 for S&P, 2,469.03 for Stoxx, 70% of initial levels due 7/31/2028

Barclays Bank plc 7.65%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barriers 1,973.17 for Russell, 764.65 for Emerging Markets, 70% of initial levels due 7/31/2023

Barclays Bank plc 10% per year, payable quarterly if each index closes at or above its coupon barrier on each day that quarter; Coupon barriers: 1,164.338 for Russell, 2,469.03 for Stoxx and 1,973.17 for S&P 500; 70% of initial levels due 7/30/2021

Barclays Bank plc 0.00% due 7/29/2021

Barclays Bank plc 0.00% due 1/31/2022

Barclays Bank plc 0.00% due 7/31/2020

Barclays Bank plc 0.00% due 7/31/2023

Barclays Bank plc 4.85% due 7/30/2025

Barclays Bank plc 4.55% due 7/31/2023

Barclays Bank plc 0.00% due 7/31/2023

Barclays Bank plc 0.00% due 7/31/2023

Barclays Bank plc 0.00% due 7/31/2023

Barclays Bank plc 0.00% due 1/29/2021

Barclays Bank plc 7% per year, payable semiannually if each index closes at or above coupon barrier level on the observation date for that period; Coupon barriers: 2,456.48 for Stoxx and 1,186.75 for Russell; 70% of initial levels due 7/31/2023

Barclays Bank plc 9.25% annualized, payable quarterly if each index closes at or above its 60% coupon barrier on observation date for that quarter due 7/31/2028

Barclays Bank plc 8% annualized, payable quarterly if each index closes at or above its 65% coupon barrier on observation date for that quarter due 1/31/2022

Barclays Bank plc 6% annualized, payable quarterly if each index closes at or above its 60% coupon barrier on observation date for that quarter due 7/30/2025

Barclays Bank plc 6% per year, payable quarterly if each index closes at or above coupon barrier level on the observation date for that period; Coupon barriers: 1,702.46 for S&P, 4,440.45 for Nasdaq and 1,017.22 for Russell; 60% of initial levels due 7/31/2023

Barclays Bank plc 0.00% due 9/30/2019

Barclays Bank plc 0.00% due 7/29/2021

Barclays Bank plc 6% for the first year; beginning July 31, 2019, equal to 7 times the spread of the 30-year swap rate minus the two-year swap rate, subject to a floor of 0% and a cap of 10%; payable quarterly due 7/31/2023

Barclays Bank plc 1.75% due 7/31/2023

Barclays Bank plc 0.00% due 1/29/2021

Barclays Bank plc 1.00% due 7/31/2023

Barclays Bank plc 0.00% due 7/30/2021

Barclays Bank plc 6% annualized, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barriers: 2,128.08 for S&P, 2,631.95 for Stoxx, 75% of initial levels due 7/31/2019

Barclays Bank plc 9% annualized, payable monthly if each asset closes at or above 80% coupon barrier on observation date for that month due 1/29/2026

Barclays Bank plc 8.75% annualized, payable monthly if each asset closes at or above 80% coupon barrier on observation date for that month due 1/29/2026

Barclays Bank plc 9% annualized, payable quarterly if asset closes at or above 70% coupon barrier on observation date for that quarter due 10/30/2019

Barclays Bank plc 9.5% annualized, payable monthly if each asset closes at or above 60% coupon barrier on observation date due 8/1/2019

Barclays Bank plc 6.25% initially, stepping up to 8% in October 2023 and to 10% in October 2026, payable quarterly if each index closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 1,702.46 for S&P, 1,017.22 for Russell; 60% of initial levels due 7/31/2028

Barclays Bank plc 7% initially, stepping up to 10.5% in October 2023, payable quarterly if each index closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 1,986.21 for S&P, 1,186.75 for Russell; 70% of initial levels due 7/31/2028

Barclays Bank plc 3% initially, stepping up to 3.5% on July 31, 2019, to 4.5% on July 31, 2020 and to 5.5% on Jan. 31, 2021; payable semiannually due 1/31/2022

Barclays Bank plc 0.00% due 7/31/2023

Barclays Bank plc 8% for the first year; beginning July 30, 2019, equal to 25 times the spread of the 30-year swap rate minus the two-year swap rate, subject to a floor of 0% and a cap of 10%; payable quarterly due 7/30/2030

Barclays Bank plc 7.15%, payable quarterly if each asset closes at or above coupon barrier on related quarterly observation date; Coupon barriers: 1,095.38 for index, $29.27 for Emerging Markets, $27.94 for Oil & Gas; 65% of initial levels due 4/30/2020

Barclays Bank plc 8.75%, payable monthly if each asset closes at or above coupon barrier on related observation date; Coupon barriers: 1,095.38 for index, $40.26 for Regional Banking, $27.94 for Oil & Gas; 65% of initial levels due 7/30/2020

Barclays Bank plc 6% annualized, payable monthly if each index closes at or above coupon barrier on observation date; Coupon barriers: 1,849.95 for S&P, 1,095.38 for Russell, 65% of initial levels due 7/28/2028

Barclays Bank plc 0.00% due 7/27/2021

Barclays Bank plc Reference rate plus 10 bps with a 0% floor; payable monthly due 7/27/2021

Barclays Bank plc 9.2% annualized, payable monthly if stock closes at or above 60% coupon barrier on observation date due 7/28/2020

Barclays Bank plc 0.00% due 7/25/2022

Barclays Bank plc 0.00% due 7/25/2022

Barclays Bank plc 0.00% due 7/25/2022

Barclays Bank plc 0.00% due 7/23/2021

Barclays Bank plc 10.25% annualized, payable semiannually if each index closes at or above its 65% coupon barrier on observation date for that period due 7/23/2021

Barclays Bank plc 9.6% annualized, payable each quarter if stock closes at or above downside threshold level on determination date for that quarter due 7/23/2021

Barclays Bank plc 0.00% due 8/7/2019

Barclays Bank plc 0.00% due 7/23/2020

Barclays Bank plc 0.00% due 4/25/2023

Barclays Bank plc 0.00% due 7/25/2024

Barclays Bank plc 17% annualized, payable quarterly if each asset closes at or above 65% coupon barrier on observation date for that quarter due 7/25/2022

Barclays Bank plc 16.1% annualized, payable quarterly if each asset closes at or above 70% coupon barrier on observation date for that quarter due 7/22/2022

Barclays Bank plc 9% annualized, payable each quarter that each index closes at or above coupon barrier on every trading day for that quarter; Coupon barriers: 1,275.983 for Russell, 2,210.368 for S&P, 2,603.73 for Stoxx; 75% of initial levels due 7/22/2021

Barclays Bank plc 8% annualized, payable semiannually if each asset closes at or above 70% coupon barrier on observation date for that period due 7/26/2023

Barclays Bank plc 5% for the two years; beginning July 23, 2020, equal to 10 times the spread of the 30-year swap rate minus the two-year swap rate, subject to a floor of 0% and a cap of 8.5%; payable quarterly due 1/23/2026

Barclays Bank plc 16.25% annualized, payable quarterly if each asset closes at or above 65% coupon barrier on observation date for that quarter due 7/21/2022

Barclays Bank plc 3.25% initially, stepping up to 4.25% on July 20, 2020; payable semiannually due 7/20/2021

Barclays Bank plc 8.25% annualized, payable quarterly if Facebook shares close at or above downside threshold on determination date for that quarter due 7/16/2021

Barclays Bank plc 7.4% annualized, payable each quarter that each index closes at or above downside threshold on determination date that quarter due 7/16/2021

Barclays Bank plc 0.00% due 7/31/2019

Barclays Bank plc 0.00% due 7/16/2021

Barclays Bank plc 22% annualized, payable quarterly if each asset closes at or above 65% coupon barrier on observation date for that quarter due 7/16/2020

Barclays Bank plc 8.5% annualized, payable quarterly if each asset closes at or above 75% coupon barrier on observation date for that quarter due 7/16/2020

Barclays Bank plc 9% annualized, payable quarterly if stock closes at or above its 55% coupon barrier on the observation date for that quarter due 7/16/2021

Barclays Bank plc 7% annualized, payable quarterly if stock closes at or above its 50% coupon barrier on the observation date for that quarter due 7/16/2021

Barclays Bank plc 11.4% annualized, payable quarterly if stock closes at or above its 50% coupon barrier on the observation date for that quarter due 7/16/2021

Barclays Bank plc 0.00% due 7/18/2023

Barclays Bank plc 0.00% due 1/8/2020

Barclays Bank plc 0.00% due 7/16/2020

Barclays Bank plc 0.00% due 10/17/2019

Barclays Bank plc 0.00% due 7/11/2024

Barclays Bank plc 10% annualized, payable quarterly if Alibaba ADS close at or above downside threshold on determination date for that quarter due 7/9/2021

Barclays Bank plc 8.5% annualized, payable quarterly if Blackstone units close at or above downside threshold on determination date for that quarter due 7/9/2021

Barclays Bank plc 8% annualized, payable quarterly if each index closes at or above its 60% coupon barrier on observation date for that quarter due 7/7/2021

Barclays Bank plc 8.15% annualized, payable monthly if each index closes at or above its 70% coupon barrier on observation date for that month due 7/7/2028

Barclays Bank plc 0.00% due 7/2/2021

Barclays Bank plc 0.00% due 1/5/2021

Barclays Bank plc 0.00% due 7/6/2021

Barclays Bank plc 0.00% due 7/2/2020

Barclays Bank plc 0.00% due 6/5/2023

Barclays Bank plc 0.00% due 7/6/2022

Barclays Bank plc 0.00% due 7/2/2020

Barclays Bank plc 9.9% per year, payable quarterly if each index closes at or above coupon barrier on related quarterly observation date; Coupon barriers: 1,150.15 for Russell, 2,376.92 for Stoxx; 70% of initial levels due 7/3/2024

Barclays Bank plc 9% per year, payable semiannually if each index closes at or above coupon barrier on related semiannual observation date; Coupon barriers: 1,150.15 for Russell, 2,376.92 for Stoxx; 70% of initial levels due 7/5/2023

Barclays Bank plc 7.25% per year, payable quarterly if each index closes at or above coupon barrier on related quarterly observation date; Coupon barriers: 1,766.94 for S&P, 1,068.00 for Russell, 15,776.42 for Dow; 65% of initial levels due 3/25/2022

Barclays Bank plc 9.15% annualized, payable quarterly if stock closes at or above downside threshold on related quarterly determination date due 7/2/2021

Barclays Bank plc 8.75% annualized, payable each quarter that each index closes at or above downside threshold on every trading day for that quarter due 1/4/2021

Barclays Bank plc 14.35% annualized, payable each quarter that each index closes at or above coupon barrier on every trading day for that quarter; Coupon barriers: 1,396.609 for Russell, 2,310.615 for S&P, 2,886.260 for Stoxx; 85% of initial levels due 1/4/2021

Barclays Bank plc 10.35% annualized, payable each quarter that each index closes at or above downside threshold on every trading day for that quarter due 1/4/2021

Barclays Bank plc 0.00% due 5/29/2020

Barclays Bank plc 0.00% due 12/31/2020

Barclays Bank plc 0.00% due 7/5/2023

Barclays Bank plc 0.00% due 7/3/2025

Barclays Bank plc 0.00% due 12/31/2019

Barclays Bank plc 0.00% due 1/3/2020

Barclays Bank plc 0.00% due 7/2/2021

Barclays Bank plc 9%, payable quarterly if each asset closes at or above coupon barrier on related quarterly observation date; Coupon barriers: 1,902.86 for index, $30.33 for ETF; 70% of initial levels due 1/6/2020

Barclays Bank plc 7%, payable semiannually if each ETF closes at or above its coupon barrier on related semiannual observation date; Coupon barriers: $189.90 for S&P, $114.64 for Russell; 70% of initial prices due 7/10/2023

Barclays Bank plc 10.15% annualized, payable quarterly if asset closes at or above coupon barrier on related quarterly observation date; Coupon barrier: $30.14, 70% of initial price due 10/3/2019

Barclays Bank plc 0.00% due 6/30/2023

Barclays Bank plc 0.00% due 6/25/2021

Barclays Bank plc 8.26% per year, payable quarterly if each index closes at or above coupon barrier level on the observation date for that period; Coupon barriers: 1,765.6 for S&P, 2,187.59 for Stoxx and 680.36 for MSCI Emerging Markets; 65% of initial levels due 7/2/2020

Barclays Bank plc 8.4% per year, payable quarterly if each index closes at or above coupon barrier level on the observation date for that period; Coupon barriers: 1,765.6 for S&P, 2,187.59 for Stoxx and 14,475.75 for Nikkei; 65% of initial levels due 12/31/2021

Barclays Bank plc 6.6%, payable monthly if each fund closes at or above barrier level on observation date; Coupon barrier levels: 1,901.42 for S&P, 1,151.51 for Russell, $43.01 for ETF; 70% of initial levels due 3/31/2022

Barclays Bank plc 0.00% due 6/30/2020

Barclays Bank plc 0.00% due 6/26/2020

Barclays Bank plc 23.5% annualized, payable quarterly if each asset closes at or above 70% coupon barrier on observation date for that quarter due 6/30/2020

Barclays Bank plc 8.25% annualized, payable quarterly if each asset closes at or above 60% coupon barrier on observation date for that quarter due 6/30/2023

Barclays Bank plc 0.00% due 7/2/2021

Barclays Bank plc 7%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barrier/downside thresholds 16,882.31 for Dow, 1,148.318 for Russell, 70% of initial levels due 6/30/2023

Barclays Bank plc 7.45%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barrier/downside thresholds 4,878.72 for Nasdaq, 1,148.318 for Russell, 70% of initial levels due 6/30/2023

Barclays Bank plc 8.9%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barrier/downside thresholds 1,889.74 for S&P, 1,148.318 for Russell, 70% of initial levels due 7/1/2021

Barclays Bank plc 7.05%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barrier/downside thresholds: 2,024.72 for S&P, 1,230.341 for Russell, 75% of initial levels due 7/1/2021

Barclays Bank plc 8.00% due 6/29/2021

Barclays Bank plc 0.00% due 12/29/2021

Barclays Bank plc 0.00% due 6/29/2023

Barclays Bank plc 0.00% due 6/29/2023

Barclays Bank plc 4.75% due 6/30/2025

Barclays Bank plc 9% annualized, payable quarterly if each asset closes at or above 80% coupon barrier on observation date for that quarter due 12/31/2025

Barclays Bank plc 0.00% due 6/29/2023

Barclays Bank plc 0.00% due 6/29/2023

Barclays Bank plc 0.00% due 6/29/2020

Barclays Bank plc 0.00% due 6/29/2023

Barclays Bank plc 0.00% due 6/30/2021

Barclays Bank plc 0.00% due 6/29/2023

Barclays Bank plc 0.00% due 6/29/2023

Barclays Bank plc 7.25% annualized, payable semiannually if each index closes at or above its 70% coupon barrier on observation date for that period due 6/29/2023

Barclays Bank plc 9.25% annualized, payable quarterly if each index closes at or above 60% coupon barrier on observation date for that quarter due 6/29/2028

Barclays Bank plc 8.1% annualized, payable quarterly if each index closes at or above 65% coupon barrier on observation date for that quarter due 12/30/2021

Barclays Bank plc 6% per year, payable quarterly if each index closes at or above coupon barrier level on the observation date for that period; Coupon barriers: 1,633.84 for S&P, 4,240.92 for Nasdaq and 1,001.12 for Russell; 60% of initial levels due 6/29/2023

Barclays Bank plc 5.8% per year multiplied by proportion of days on which index closes at or above coupon barrier; payable monthly; Coupon barrier: 2,178.45, 80% of initial level due 12/31/2025

Barclays Bank plc 0.00% due 6/30/2021

Barclays Bank plc 0.00% due 6/30/2021

Barclays Bank plc 7% for first year; beginning June 29, 2019, equal to 25 times the spread of the 30-year swap rate minus the two-year swap rate, subject to a floor of 0% and a cap of 10%; payable quarterly due 6/29/2028

Barclays Bank plc Annual percentage change in the index plus 90 bps with a 0% floor; payable monthly due 6/29/2021

Barclays Bank plc 0.00% due 12/31/2020

Barclays Bank plc 1.75% due 6/29/2023

Barclays Bank plc 0.00% due 6/29/2023

Barclays Bank plc 0.00% due 6/30/2021

Barclays Bank plc 10.15% annualized, payable monthly if each asset closes at or above 50% coupon barrier on observation date for that month due 6/29/2021

Barclays Bank plc 8% annualized, payable monthly if each asset closes at or above 70% coupon barrier on observation date for that month due 7/6/2020

Barclays Bank plc 6.5%, payable quarterly if each fund closes at or above barrier level on observation date; Coupon barrier levels: 1,906.14 for S&P, $30.21 for ETF; 70% of initial levels due 12/30/2019

Barclays Bank plc 6.5% annualized, payable quarterly if each asset closes at or above 70% coupon barrier on observation date for that period due 12/30/2019

Barclays Bank plc 8% annualized, payable quarterly if asset closes at or above 70% coupon barrier on observation date for that quarter due 9/30/2019

Barclays Bank plc 13.37%, payable quarterly if each ETF closes at or above its coupon barrier on related observation date; Coupon barriers/barriers: $37.39 for Retail, $62.92 for Health Care, $77.77 for Semiconductor; 75% of initial prices due 6/30/2020

Barclays Bank plc 10.25% annualized, payable monthly if each asset closes at or above 50% coupon barrier on observation date for that month due 6/29/2020

Barclays Bank plc 6% initially, stepping up to 9% in September 2023 and to 10% in September 2026, payable quarterly if each index closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 1,633.84 for S&P, 1,001.12 for Russell; 60% of initial levels due 6/29/2028

Barclays Bank plc 9% per year, payable quarterly if each index closes at or above its coupon barrier on each day that quarter; Coupon barriers: 1,160.257 for Russell, 1,367.53 for MSCI EAFE and 1,901.95 for S&P 500; 70% of initial levels due 6/29/2023

Barclays Bank plc 0.00% due 6/30/2021

Barclays Bank plc 0.00% due 6/30/2023

Barclays Bank plc 0.00% due 6/30/2022

Barclays Bank plc 5% for first year; beginning June 28, 2019, equal to 25 times the spread of the 30-year swap rate minus the two-year swap rate, subject to a floor of 0% and a cap of 10%; payable quarterly due 6/28/2024

Barclays Bank plc 0.00% due 6/27/2022

Barclays Bank plc 0.00% due 6/27/2022

Barclays Bank plc 0.00% due 6/27/2022

Barclays Bank plc 0.00% due 6/25/2021

Barclays Bank plc 6% annualized, payable quarterly if each index closes at or above its 65% coupon barrier on observation date for that quarter due 6/26/2025

Barclays Bank plc 10.5% annualized, payable quarterly if each index closes at or above its 70% coupon barrier on observation date for that quarter due 6/27/2028

Barclays Bank plc 10% per year, payable semiannually if each underlying asset closes at or above coupon barrier level observation date for that period; Coupon barriers: 1,794.75 index, $27.66 for ETF, 65% of initial levels due 6/25/2021

Barclays Bank plc 8.5% per year, payable semiannually if each underlying asset closes at or above coupon barrier level observation date for that period; Coupon barriers: 1,794.75 index, $27.66 for ETF, 65% of initial levels due 6/25/2021

Barclays Bank plc 10% per year, payable quarterly if each underlying asset closes at or above coupon barrier level observation date for that period; Coupon barriers: 1,652.93 for index, $13.33 for Gold Miners and $25.53 for Oil & Gas, 60% of initial levels due 3/25/2022

Barclays Bank plc 6% per year, payable quarterly if each index closes at or above coupon barrier level on the observation date for that period; Coupon barriers: 1,790.67 for S&P and 1,093.28 for Russell; 65% of initial levels due 6/26/2025

Barclays Bank plc 7.5% per year, payable quarterly if each index closes at or above coupon barrier level on the observation date for that period; Coupon barriers: 1,656.69 for S&P, 2,064.96 for Stoxx and 1,009.18 for Russell; 60% of initial levels due 6/25/2026

Barclays Bank plc 10% annualized, payable quarterly if each index closes at or above its 60% coupon barrier on observation date for that quarter due 3/25/2022

Barclays Bank plc 8.51% annualized, payable quarterly if stock closes at or above 80% coupon barrier on determination date for that quarter due 6/25/2021

Barclays Bank plc 10.3% annualized, payable quarterly if each index closes at or above 70% downside threshold on review date for that quarter due 12/29/2020

Barclays Bank plc 0.00% due 9/25/2019

Barclays Bank plc 4% initially; beginning June 29, 2020, equal to the 10-year swap rate, subject to a floor of 0%; payable quarterly due 6/29/2023

Barclays Bank plc 0.00% due 6/27/2024

Barclays Bank plc 0.00% due 6/27/2023

Barclays Bank plc 16.5% annualized, payable quarterly if each asset closes at or above 70% coupon barrier on observation date for that quarter due 6/25/2020

Barclays Bank plc 8%, payable semiannually if each ETF closes at or above its coupon barrier on related semiannual observation date; Coupon barriers: $178.26 for S&P, $109.45 for Russell, $24.90 for Stoxx; 65% of initial prices due 6/28/2023

Barclays Bank plc 8%, payable each quarter that each stock closes at or above its barrier price on related quarterly observation date due 6/28/2021

Barclays Bank plc 11.45% per year, payable each quarter that stock closes at or above coupon barrier level observation date that period; Coupon barrier: $37.98; 75% of initial level due 6/25/2020

Barclays Bank plc 7.4% annualized, payable quarterly if each asset closes at or above 70% coupon barrier on observation date for that period due 3/24/2022

Barclays Bank plc 0.00% due 12/18/2020

Barclays Bank plc 15%, payable each quarter that each stock closes at or above its barrier price on related quarterly observation date due 6/23/2022

Barclays Bank plc 8.4%, payable each quarter that each stock closes at or above its barrier price on related quarterly observation date due 6/18/2021

Barclays Bank plc 7%, payable quarterly if shares close at or above coupon barrier on observation date; Coupon barrier/downside threshold: $39.48; 71.5% of initial price due 6/18/2021

Barclays Bank plc 8%, payable quarterly if shares close at or above coupon barrier on observation date; Coupon barrier/downside threshold: $39.84; 53.25% of initial price due 6/18/2021

Barclays Bank plc 7.15%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barriers 1,945.76 for S&P, 2,453.51 for Stoxx, 70% of initial levels due 6/20/2028

Barclays Bank plc 6.5%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barrier/downside thresholds 1,945.76 for S&P, 1,178.736 for Russell, 70% of initial levels due 6/20/2023

Barclays Bank plc 0.00% due 6/29/2023

Barclays Bank plc 0.00% due 6/28/2024

Barclays Bank plc 0.00% due 6/18/2020

Barclays Bank plc Libor plus 40 bps, subject to a 0% floor; beginning Dec. 19, 2020, 3.9%; payable quarterly due 6/19/2023

Barclays Bank plc 8.5%, payable quarterly if each stock closes at or above its barrier price on related quarterly observation date due 6/19/2025

Barclays Bank plc 7% annualized, payable quarterly if each index closes at or above downside threshold on observation date that quarter due 12/17/2020

Barclays Bank plc 0.00% due 6/17/2022

Barclays Bank plc Every six months, notes pay contingent coupon at rate of 9.15% per year if index closes at or above barrier level on observation date for that period due 6/16/2023

Barclays Bank plc 0.00% due 6/16/2020

Barclays Bank plc 6.25% annualized, payable quarterly if each index closes at or above 70% coupon barrier on observation date due 6/15/2023

Barclays Bank plc 0.00% due 12/17/2019

Barclays Bank plc 3.5% initially, stepping up to 4.5% on Dec. 14, 2021; payable quarterly due 6/14/2023

Barclays Bank plc 0.00% due 6/14/2024

Barclays Bank plc 8.65% annualized, payable quarterly if each index closes at or above 75% coupon barrier on each trading day for that quarter due 12/11/2020

Barclays Bank plc 9.7% per year, payable quarterly if each index closes at or above its coupon barrier on each day that quarter; Coupon barriers: 1,170.743 for Russell, 2,413.11 for Stoxx and 1,945.32 for S&P 500; 70% of initial levels due 6/11/2021

Barclays Bank plc 0.00% due 6/10/2021

Barclays Bank plc 0.00% due 6/12/2020

Barclays Bank plc 8.25% annualized, payable quarterly if each asset closes at or above 70% coupon barrier on observation date for that quarter due 6/8/2021

Barclays Bank plc 8.05% annualized, payable semiannually if each asset closes at or above 60% coupon barrier on observation date for that period due 6/8/2021

Barclays Bank plc 12% annualized, payable each quarter that fund closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $162.95, 85% of initial price due 6/6/2023

Barclays Bank plc 0.00% due 5/25/2023

Barclays Bank plc 0.00% due 6/3/2021

Barclays Bank plc 0.00% due 6/3/2021

Barclays Bank plc 0.00% due 6/5/2023

Barclays Bank plc 0.00% due 1/9/2020

Barclays Bank plc 0.00% due 6/3/2022

Barclays Bank plc 0.00% due 6/3/2020

Barclays Bank plc 9% annualized, payable semiannually if each index closes at or above its 70% coupon barrier on observation date for that period due 6/5/2023

Barclays Bank plc 7.25% annualized, payable quarterly if each index closes at or above its 60% coupon barrier on observation date for that quarter due 6/5/2023

Barclays Bank plc 0.00% due 12/3/2020

Barclays Bank plc 0.00% due 6/6/2023

Barclays Bank plc 0.00% due 12/4/2019

Barclays Bank plc 0.00% due 12/4/2019

Barclays Bank plc 0.00% due 6/4/2021

Barclays Bank plc 0.00% due 6/5/2023

Barclays Bank plc 7% annualized, payable quarterly if each index closes at or above 70% coupon barrier on observation date due 12/4/2019

Barclays Bank plc 10.25% annualized, payable quarterly if asset closes at or above 70% coupon barrier on observation date for that quarter due 9/5/2019

Barclays Bank plc 0.00% due 6/3/2021

Barclays Bank plc 0.00% due 6/5/2024

Barclays Bank plc 0.00% due 9/5/2019

Barclays Bank plc 11.00% due 5/29/2020

Barclays Bank plc 9.65% per year, payable quarterly if each underlying asset closes at or above coupon barrier level observation date for that period; Coupon barriers: 1,217.74 for Russell, 2,571.11 for Stoxx, $51.59 for ETF, 75% of initial levels due 5/31/2028

Barclays Bank plc 0.00% due 7/31/2019

Barclays Bank plc Libor plus 45 bps initially, subject to a minimum interest rate of 0%; beginning Nov. 30, 2020, fixed at 4%; payable quarterly due 5/31/2023

Barclays Bank plc 7.5%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier/barrier: $1,129.00, 70% of initial price due 11/30/2020

Barclays Bank plc 8.4% annualized, payable quarterly if each asset closes at or above 70% coupon barrier on observation date for that quarter due 5/30/2025

Barclays Bank plc 0.00% due 6/2/2026

Barclays Bank plc 8%, payable quarterly if shares close at or above coupon barrier on observation date; Coupon barrier/downside threshold: $70.94; 60.5% of initial price due 6/3/2021

Barclays Bank plc 7%, payable quarterly if shares close at or above coupon barrier on observation date; Coupon barrier/downside threshold: $68.61; 70% of initial price due 6/3/2021

Barclays Bank plc 6.6%, payable quarterly if each ETF closes at or above coupon barrier on observation date; Coupon barriers: $48.15 for MSCI EAFE, $113.06 for Russell, 70% of initial levels due 6/3/2021

Barclays Bank plc 7.3%, payable quarterly if each ETF closes at or above coupon barrier on observation date; Coupon barriers: $27.30 for Stoxx, $113.06 for Russell, 70% of initial levels due 6/3/2021

Barclays Bank plc 8.7% per year, payable quarterly if each index closes at or above coupon barrier level on the observation date for that period; Coupon barriers: 738.80 for MSCI EM, 2,284.98 for Stoxx and 1,057.50 for Russell; 65% of initial levels due 5/28/2021

Barclays Bank plc 8.75% per year, payable quarterly if each index closes at or above coupon barrier level on the observation date for that period; Coupon barriers: 4,872.64 for Nasdaq, 2,460.75 for Stoxx and 1,138.85 for Russell; 70% of initial levels due 5/31/2028

Barclays Bank plc 8% per year, payable quarterly if each index closes at or above coupon barrier level on the observation date for that period; Coupon barriers: 1,904.93 for S&P, 2,460.75 for Stoxx and 1,138.85 for Russell; 70% of initial levels due 5/31/2023

Barclays Bank plc 0.00% due 5/29/2020

Barclays Bank plc 9% annualized, payable quarterly if each index closes at or above 75% coupon barrier on review date for that quarter due 12/1/2020

Barclays Bank plc 7% annualized, payable semiannually if each asset closes at or above 70% coupon barrier on observation date for that period due 6/5/2023

Barclays Bank plc Each quarter, notes pay contingent coupon at rate of 10.75% per year if each fund closes at or above coupon barrier level on observation date; Coupon barrier/barrier levels: $48.16 for Banking, $55.94 for Energy, $53.31 for Technology; 75% of initial levels due 5/29/2020

Barclays Bank plc 10.55% per year, payable quarterly if each index closes at or above its coupon barrier on each day that quarter; Coupon barriers: 1,139.755 for Russell, 2,465.23 for Stoxx and 1,909.43 for S&P 500; 70% of initial levels due 5/31/2022

Barclays Bank plc 0.00% due 7/26/2019

Barclays Bank plc 0.00% due 5/26/2023

Barclays Bank plc 0.00% due 5/26/2023

Barclays Bank plc 0.00% due 6/3/2024

Barclays Bank plc 0.00% due 11/30/2021

Barclays Bank plc 0.00% due 11/30/2021

Barclays Bank plc 0.00% due 5/30/2023

Barclays Bank plc 0.00% due 5/30/2023

Barclays Bank plc 4.80% due 5/30/2025

Barclays Bank plc 14.5% annualized, payable quarterly if each asset closes at or above 70% coupon barrier on observation date for that quarter due 11/30/2020

Barclays Bank plc 8.7% annualized, payable quarterly if each asset closes at or above 80% coupon barrier on observation date for that quarter due 11/28/2025

Barclays Bank plc 0.00% due 5/30/2023

Barclays Bank plc 0.00% due 5/31/2023

Barclays Bank plc 0.00% due 5/28/2021

Barclays Bank plc 0.00% due 5/30/2023

Barclays Bank plc 0.00% due 5/30/2023

Barclays Bank plc 6.25% annualized, payable quarterly if each index closes at or above its 70% coupon barrier on observation date for that quarter due 5/31/2023

Barclays Bank plc 9.25% per year, payable each quarter that each index closes at or above coupon barrier level observation date that period; Coupon barriers: 2,641.32 for Stoxx and 1,221.17 for Russell; 75% of initial levels due 5/30/2028

Barclays Bank plc 9% per year, payable each quarter that each index closes at or above coupon barrier level observation date that period; Coupon barrier/barrier levels: 73.07 for Stoxx and 976.93 for Russell; 60% of initial levels due 5/30/2028

Barclays Bank plc 6.25% per year, payable each quarter that each index closes at or above coupon barrier level observation date that period; Coupon barriers: 1,500.27 for S&P and 895.52 for Russell; 55% of initial levels due 5/30/2028

Barclays Bank plc 0.00% due 5/29/2020

Barclays Bank plc 0.00% due 5/28/2021

Barclays Bank plc Libor plus 35 bps initially, subject to a minimum interest rate of 0%; beginning Nov. 30, 2020, fixed at 3.9%; payable quarterly due 5/30/2023

Barclays Bank plc 0.00% due 5/28/2021

Barclays Bank plc 0.00% due 5/27/2021

Barclays Bank plc 1.75% due 5/31/2023

Barclays Bank plc 1.00% due 5/30/2023

Barclays Bank plc 0.00% due 5/28/2021

Barclays Bank plc 8.5% annualized, payable monthly due 5/27/2021

Barclays Bank plc 11% annualized, payable monthly if each asset closes at or above 50% coupon barrier on observation date for that month due 5/27/2021

Barclays Bank plc 15.75% annualized, payable monthly if each asset closes at or above 65% coupon barrier on observation date for that month due 5/27/2022

Barclays Bank plc 15.75% annualized, payable monthly if each asset closes at or above 65% coupon barrier on observation date for that month due 5/27/2022

Barclays Bank plc 6% annualized, payable monthly if each asset closes at or above 65% coupon barrier on observation date due 5/30/2028

Barclays Bank plc 5.5% annualized, payable quarterly if each asset closes at or above 70% coupon barrier on observation date for that quarter due 11/29/2019

Barclays Bank plc 7.5% annualized, payable quarterly if asset closes at or above 70% coupon barrier on observation date for that quarter due 8/30/2019

Barclays Bank plc 0.00% due 5/30/2023

Barclays Bank plc 6.6%, payable quarterly if each ETF closes at or above coupon barrier on observation date; Coupon barriers: $49.63 for MSCI EAFE, $113.38 for Russell, 70% of initial levels due 5/27/2021

Barclays Bank plc 9.75% per year, payable quarterly if each index closes at or above its coupon barrier on each day that quarter; Coupon barriers: 1,139.755 for Russell, 2,465.23 for Stoxx and 1,909.43 for S&P 500; 70% of initial levels due 11/30/2021

Barclays Bank plc 0.00% due 5/27/2021

Barclays Bank plc 0.00% due 5/26/2022

Barclays Bank plc 9.5% annualized, payable quarterly if each fund closes at or above its 75% coupon barrier on observation date for that quarter due 5/26/2028

Barclays Bank plc 9% annualized, payable quarterly if each fund closes at or above its 65% coupon barrier on observation date for that quarter due 11/29/2021

Barclays Bank plc 6.8% per year, payable each quarter that each index closes at or above coupon barrier level observation date that period; Coupon barriers: 1,639.97 for S&P and 976.57 for Russell; 60% of initial levels due 5/26/2023

Barclays Bank plc 0.00% due 5/26/2023

Barclays Bank plc 0.00% due 7/25/2019

Barclays Bank plc 13.5% annualized, payable quarterly if each fund closes at or above 75% coupon barrier on observation date for that quarter due 5/27/2020

Barclays Bank plc 14.35% annualized, payable quarterly if each fund closes at or above 75% coupon barrier on observation date for that quarter due 5/27/2020

Barclays Bank plc 14.25% annualized, payable quarterly if each asset closes at or above 70% coupon barrier on observation date for that quarter due 8/26/2019

Barclays Bank plc 3.75% initially; beginning May 24, 2020, equal to the 10-year swap rate, subject to a floor of 0%; payable quarterly due 5/24/2023

Barclays Bank plc 0.00% due 5/23/2022

Barclays Bank plc 0.00% due 5/23/2022

Barclays Bank plc 8.5% per year, payable semiannually if each underlying asset closes at or above coupon barrier level observation date for that period; Barrier values: 1,763.43 for S&P 500, $28.05 for oil & gas ETF, 65% of initial levels due 5/21/2021

Barclays Bank plc 10% per year, payable semiannually if each underlying asset closes at or above coupon barrier level observation date for that period; Barrier values: 1,763.43 for S&P 500, $28.05 for oil & gas ETF, 65% of initial levels due 5/21/2021

Barclays Bank plc 0.00% due 11/20/2019

Barclays Bank plc 9.85% annualized, payable each quarter that each index closes at or above coupon barrier on review date for that quarter; Coupon barriers: 17,197.7 for Nikkei, 1,219.972 for Russell, 2,680.32 for Stoxx; 75% of initial levels due 5/23/2023

Barclays Bank plc 0.00% due 5/21/2026

Barclays Bank plc 0.00% due 5/23/2024

Barclays Bank plc 0.00% due 5/23/2023

Barclays Bank plc 7% annualized, payable monthly if each asset closes at or above 80% coupon barrier on observation date for that month due 5/23/2023

Barclays Bank plc 9.25% annualized, payable quarterly if each index closes at or above its 70% coupon barrier on each trading day for that quarter due 5/21/2021

Barclays Bank plc 9.6% annualized, payable quarterly if each index closes at or above its 70% coupon barrier on each trading day for that quarter due 11/23/2020

Barclays Bank plc 0.00% due 5/20/2021

Barclays Bank plc 0.00% due 6/20/2019

Barclays Bank plc 0.00% due 5/20/2021

Barclays Bank plc 0.00% due 5/20/2020

Barclays Bank plc 3% initially, stepping up to 4.25% on May 18, 2020; payable semiannually due 5/18/2021

Barclays Bank plc 0.00% due 5/14/2021

Barclays Bank plc 10.5% annualized, payable quarterly if stock closes at or above 75% coupon barrier on determination date for that quarter due 5/14/2021

Barclays Bank plc 9.05% annualized, payable quarterly if each index closes at or above 75% coupon barrier on each trading day for that quarter due 11/16/2020

Barclays Bank plc 0.00% due 5/13/2021

Barclays Bank plc 15% annualized, payable quarterly if each asset closes at or above 60% coupon barrier on observation date for that quarter due 5/14/2020

Barclays Bank plc 17.5% annualized, payable monthly if each asset closes at or above 65% coupon barrier on observation date for that month due 5/16/2022

Barclays Bank plc 0.00% due 5/16/2023

Barclays Bank plc 9%, payable quarterly if shares close at or above coupon barrier on observation date; Coupon barrier/downside threshold: $100.91; 68.5% of initial price due 5/14/2021

Barclays Bank plc 8%, payable quarterly if shares close at or above coupon barrier on observation date; Coupon barrier/downside threshold: $35.54; 65% of initial price due 5/14/2021

Barclays Bank plc 8.25% annualized, payable quarterly if each index closes at or above its 70% coupon barrier on observation date for that quarter due 5/14/2021

Barclays Bank plc 8%, payable quarterly if shares close at or above coupon barrier on observation date; Coupon barrier/downside threshold: $49.05; 69% of initial price due 5/14/2021

Barclays Bank plc 8%, payable quarterly if shares close at or above coupon barrier on observation date; Coupon barrier/downside threshold: $40.61; 70.25% of initial price due 5/14/2021

Barclays Bank plc 0.00% due 5/26/2023

Barclays Bank plc 0.00% due 5/24/2024

Barclays Bank plc 9.5% per year, payable quarterly if each index closes at or above its coupon barrier on each day that quarter; Coupon barriers: 1,117.237 for Russell, 2,498.82 for Stoxx and 1,888.45 for S&P 500; 70% of initial levels due 5/13/2021

Barclays Bank plc 2.5% for first year; beginning May 14, 2019, equal to 12.1 times the spread of the 10-year swap rate minus the two-year swap rate, subject to a floor of 0%; payable quarterly due 5/14/2021

Barclays Bank plc Annual percentage change in the index plus 100 bps with a 0% floor; payable monthly due 5/22/2023

Barclays Bank plc 10% per year, payable quarterly if each index closes at or above its coupon barrier on each day that quarter; Coupon barriers: 1,117.237 for Russell, 2,498.82 for Stoxx and 1,888.45 for S&P 500; 70% of initial levels due 11/15/2021

Barclays Bank plc 0.00% due 5/13/2021

Barclays Bank plc 0.00% due 8/8/2019

Barclays Bank plc 0.00% due 8/8/2019

Barclays Bank plc 10.5% annualized, payable quarterly if each index closes at or above its 70% coupon barrier on observation date for that quarter due 5/9/2028

Barclays Bank plc 0.00% due 5/8/2020

Barclays Bank plc 0.00% due 5/6/2021

Barclays Bank plc 8% annualized, payable quarterly if each asset closes at or above 65% coupon barrier on observation date for that quarter due 5/7/2020

Barclays Bank plc 9.6% annualized, payable each quarter that each index closes at or above coupon barrier on review date for that quarter; Coupon barriers: 5,314.783 for Nasdaq, 1,237.246 for Russell, 2,103.784 for S&P; 80% of initial levels due 11/6/2020

Barclays Bank plc 0.00% due 11/7/2023

Barclays Bank plc 0.00% due 2/5/2020

Barclays Bank plc 0.00% due 5/6/2019

Barclays Bank plc 0.00% due 5/6/2020

Barclays Bank plc 0.00% due 5/5/2021

Barclays Bank plc 0.00% due 5/5/2021

Barclays Bank plc 0.00% due 5/3/2023

Barclays Bank plc 0.00% due 5/4/2022

Barclays Bank plc 0.00% due 5/5/2020

Barclays Bank plc 9.5% per year, payable each quarter that stock closes at or above coupon barrier level observation date that period; Coupon barrier: $146.08; 75% of initial level due 5/3/2023

Barclays Bank plc 7.5% annualized, payable quarterly if each index closes at or above its 60% coupon barrier on observation date for that quarter due 5/3/2023

Barclays Bank plc 10% per year, payable each six months that each index closes at or above coupon barrier level observation date that period; Coupon barriers: 2,475.56 for Stoxx and 1,079.32 for Russell; 70% of initial levels due 5/3/2023

Barclays Bank plc 10% annualized, payable quarterly if each index closes at or above 75% coupon barrier on each trading day for that quarter due 11/4/2020

Barclays Bank plc 7.2% per year, payable quarterly if index closes at or above coupon barrier on review date for that quarter; Coupon barrier: 1,853.635, 70% of initial level due 5/3/2028

Barclays Bank plc 0.00% due 11/3/2020

Barclays Bank plc 0.00% due 5/6/2021

Barclays Bank plc 0.00% due 5/3/2023

Barclays Bank plc 0.00% due 11/3/2022

Barclays Bank plc 0.00% due 5/3/2023

Barclays Bank plc 0.00% due 5/3/2023

Barclays Bank plc Each quarter, notes pay contingent coupon at rate of 8.5% per year if each index closes at or above coupon barrier level on observation date; Coupon barrier/barrier levels: 1,853.64 for S&P and 1,079.32 for Russell; 70% of initial levels due 11/1/2019

Barclays Bank plc 11% annualized, payable quarterly if asset closes at or above 70% coupon barrier on observation date for that quarter due 8/5/2019

Barclays Bank plc 0.00% due 4/30/2021

Barclays Bank plc 5.85% per year, payable each month that each index closes at or above coupon barrier level observation date that period; Coupon barriers: 1,868.94 for S&P and 1,089.37 for Russell; 70% of initial levels due 5/2/2022

Barclays Bank plc 6.15% per year, payable each month that each index closes at or above coupon barrier level observation date that period; Coupon barriers: 1,868.94 for S&P and 1,089.37 for Russell; 70% of initial levels due 5/2/2022

Barclays Bank plc 0.00% due 10/20/2019

Barclays Bank plc 10.75% annualized, payable quarterly if stock closes at or above 60% coupon barrier on determination date for that quarter due 4/30/2021

Barclays Bank plc 7.5% annualized, payable quarterly if each index closes at or above 65% coupon barrier on review date for that quarter due 10/30/2020

Barclays Bank plc 0.00% due 5/2/2023

Barclays Bank plc 0.00% due 4/29/2021

Barclays Bank plc 0.00% due 10/30/2019

Barclays Bank plc 0.00% due 4/29/2021

Barclays Bank plc 9.50% due 5/1/2019

Barclays Bank plc 11.85% due 5/1/2019

Barclays Bank plc 8.10% due 5/1/2019

Barclays Bank plc 0.00% due 4/30/2020

Barclays Bank plc 8.5% annualized, payable quarterly if each asset closes at or above 70% coupon barrier on observation date for that quarter due 4/30/2025

Barclays Bank plc 9.5% annualized, payable quarterly if each asset closes at or above 75% coupon barrier on observation date for that quarter due 4/30/2020

Barclays Bank plc 7.1%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barriers: 1,425.47 for MSCI EAFE, 1,090.527 for Russell, 70% of initial levels due 4/28/2028

Barclays Bank plc 6.35%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barriers: 1,866.86 for S&P, 1,090.527 for Russell, 70% of initial levels due 4/28/2028

Barclays Bank plc 7.75% annualized, payable quarterly if index closes at or above its 75% coupon barrier on observation date for that quarter due 4/30/2020

Barclays Bank plc 9.10% due 4/29/2021

Barclays Bank plc 0.00% due 10/28/2021

Barclays Bank plc 0.00% due 4/28/2023

Barclays Bank plc 0.00% due 4/28/2023

Barclays Bank plc 4.75% due 4/30/2025

Barclays Bank plc 0.00% due 4/28/2023

Barclays Bank plc 0.00% due 4/28/2023

Barclays Bank plc 0.00% due 4/30/2021

Barclays Bank plc 0.00% due 4/28/2023

Barclays Bank plc 0.00% due 4/28/2023

Barclays Bank plc 10% annualized, payable quarterly if each index closes at or above its 75% coupon barrier on observation date for that quarter due 4/28/2028

Barclays Bank plc 8.25% annualized, payable quarterly if each index closes at or above its 60% coupon barrier on observation date for that quarter due 4/28/2028

Barclays Bank plc 8.25% per year, payable each six months that each index closes at or above coupon barrier level observation date that period; Coupon barriers: 1,085.33 for Russell, 2,440.08 for Stoxx 50; 70% of initial levels due 4/28/2023

Barclays Bank plc 9% per year, payable each quarter that each index closes at or above coupon barrier level observation date that period; Coupon barriers: 852.76 for Russell, 71.53 for Stoxx; 55% of initial levels due 4/28/2028

Barclays Bank plc 8.5% per year, payable each quarter that each index closes at or above coupon barrier level observation date that period; Coupon barriers: 4,885.46 for Nasdaq and 1,162.85 for Russell; 75% of initial levels due 4/28/2028

Barclays Bank plc 6.5% annualized, payable quarterly if each index closes at or above its 55% coupon barrier on observation date for that quarter due 4/28/2028

Barclays Bank plc 6% annualized, payable quarterly if each index closes at or above its 60% coupon barrier on observation date for that quarter due 4/28/2023

Barclays Bank plc 0.00% due 4/30/2021

Barclays Bank plc 0.00% due 4/30/2021

Barclays Bank plc 0.00% due 4/30/2025

Barclays Bank plc 0.00% due 4/30/2021

Barclays Bank plc 0.00% due 4/30/2021

Barclays Bank plc 0.00% due 4/28/2023

Barclays Bank plc 12.5% annualized, payable monthly if each stock closes at or above 50% coupon barrier on observation date for that month due 4/29/2021

Barclays Bank plc Each quarter, notes pay contingent coupon at rate of 7% per year if each index closes at or above coupon barrier level on observation date; Coupon barrier/barrier levels: 1,847.58 for S&P and 1,085.33 for Russell; 70% of initial levels due 10/30/2019

Barclays Bank plc 7% annualized, payable semiannually if each ETF closes at or above coupon barrier on observation date for that period; Coupon barriers: $184.54 for S&P, $107.94 for Russell, 70% of initial price due 4/28/2023

Barclays Bank plc 8.75% annualized, payable quarterly if asset closes at or above 70% coupon barrier on observation date for that quarter due 7/31/2019

Barclays Bank plc 3.5% initially, stepping up to 4.5% on April 30, 2022 and to 6% on April 30, 2026; payable semiannually due 4/30/2030

Barclays Bank plc 0.00% due 4/28/2023

Barclays Bank plc 0.00% due 4/28/2023

Barclays Bank plc 7% per year, payable each quarter that each index closes at or above 80% coupon barrier level observation date for that period due 10/29/2025

Barclays Bank plc 2.5% for first year, 3% for second year; beginning April 30, 2020 equal to 9.1 times the spread of the 10-year swap rate minus the two-year swap rate, subject to a floor of 0%; payable quarterly due 4/30/2021

Barclays Bank plc 2.5% initially; beginning April 30, 2019, equal to 11.2 times the spread of the 10-year swap rate minus the two-year swap rate, subject to a 0% floor; payable quarterly due 4/30/2021

Barclays Bank plc 5.75 times the spread of the 30-year swap rate minus the two-year swap rate, subject to a minimum interest rate of 2.5%; payable quarterly due 4/30/2021

Barclays Bank plc 6% annualized, payable monthly if each asset closes at or above 80% coupon barrier on observation date for that month due 4/27/2028

Barclays Bank plc 9% per year, payable quarterly if each index closes at or above its coupon barrier on each day that quarter; Coupon barriers: 1,015.378 for Russell, 2,283.49 for Stoxx and 1,735.69 for S&P 500; 65% of initial levels due 4/28/2022

Barclays Bank plc 9.5% per year, payable quarterly if each index closes at or above its coupon barrier on each day that quarter; Coupon barriers: 1,015.378 for Russell, 2,283.49 for Stoxx and 1,735.69 for S&P 500; 65% of initial levels due 4/28/2022

Barclays Bank plc 0.00% due 4/25/2022

Barclays Bank plc 0.00% due 4/25/2022

Barclays Bank plc 9% per year, payable semiannually if each underlying asset closes at or above coupon barrier level observation date for that period; Barrier values: 1,602.08 for S&P 500, $23.32 for oil & gas ETF, 60% of initial levels due 4/23/2021

Barclays Bank plc 8% per year, payable semiannually if each underlying asset closes at or above coupon barrier level observation date for that period; Barrier values: 1,602.08 for S&P 500, $23.32 for oil & gas ETF, 60% of initial levels due 4/23/2021

Barclays Bank plc 10.25% per year, payable quarterly if each fund closes at or above coupon barrier price observation date for that period; Barrier prices: $18.795 for oil services, $27.20 for oil & gas, 70% of initial prices due 4/25/2022

Barclays Bank plc 9.55% annualized, payable quarterly if stock closes at or above 80% coupon barrier on determination date for that quarter due 4/25/2019

Barclays Bank plc 0.00% due 4/25/2023

Barclays Bank plc 0.00% due 7/25/2024

Barclays Bank plc 10.75% annualized, payable quarterly if each asset closes at or above 70% coupon barrier on observation date for that quarter due 4/24/2020

Barclays Bank plc 9% annualized, payable quarterly if each fund closes at or above 65% coupon barrier on observation date for that quarter due 4/25/2022

Barclays Bank plc 0.00% due 10/25/2021

Barclays Bank plc 4.8% initially; beginning April 25, 2021, equal to the 10-year swap rate, subject to a 0% floor; payable quarterly due 4/25/2028

Barclays Bank plc 10.3% annualized, payable quarterly if underlying asset closes at or above 85% coupon barrier on observation date for that quarter due 4/24/2023

Barclays Bank plc 4% initially; beginning April 20, 2019, equal to the 10-year swap rate, subject to a 0% floor; payable quarterly due 4/20/2023

Barclays Bank plc 0.00% due 11/4/2020

Barclays Bank plc 9.6% annualized, payable quarterly if each stock closes at or above 65% coupon barrier on determination date for that quarter due 4/18/2019

Barclays Bank plc 10.75% annualized, payable quarterly if stock closes at or above 65% coupon barrier on determination date for that quarter due 4/16/2021

Barclays Bank plc 10.25% annualized, payable quarterly if stock closes at or above 75% coupon barrier on determination date for that quarter due 4/16/2021

Barclays Bank plc 9% annualized, payable quarterly if stock closes at or above 75% coupon barrier on determination date for that quarter due 4/16/2021

Barclays Bank plc 12% annualized, payable quarterly if stock closes at or above 65% coupon barrier on determination date for that quarter due 4/18/2019

Barclays Bank plc 7.75% annualized, payable quarterly if each asset closes at or above 80% coupon barrier on observation date for that quarter due 4/18/2023

Barclays Bank plc 7.55% annualized, payable quarterly if each index closes at or above its 70% coupon barrier on observation date for that quarter due 4/18/2023

Barclays Bank plc 7.35% annualized, payable quarterly if each index closes at or above its 70% coupon barrier on observation date for that quarter due 4/18/2023

Barclays Bank plc 0.00% due 10/2/2019

Barclays Bank plc 10.5% annualized, payable monthly if each stock closes at or above 50% coupon barrier on observation date for that month due 4/15/2021

Barclays Bank plc 11.4% annualized, payable quarterly if each stock closes at or above 60% coupon barrier on determination date for that quarter due 4/16/2019

Barclays Bank plc 0.00% due 4/13/2023

Barclays Bank plc 0.00% due 4/13/2023

Barclays Bank plc 5% annualized, payable quarterly if each asset closes at or above 55.75% coupon barrier on observation date for that quarter due 4/12/2023

Barclays Bank plc 8.9% annualized, payable quarterly if each asset closes at or above 65% coupon barrier on observation date for that quarter due 4/11/2022

Barclays Bank plc 0.00% due 4/15/2020

Barclays Bank plc 10% annualized, payable quarterly if each index closes at or above its 70% coupon barrier on observation date for that quarter due 4/11/2023

Barclays Bank plc 7.5% annualized, payable quarterly if each index closes at or above its 70% coupon barrier on observation date for that quarter due 4/11/2023

Barclays Bank plc 9% annualized, payable quarterly if stock closes at or above 75% coupon barrier on determination date for that quarter due 4/9/2021

Barclays Bank plc 0.00% due 4/9/2021

Barclays Bank plc 0.00% due 4/12/2023

Barclays Bank plc 8%, payable monthly if shares close at or above coupon barrier on monthly observation date; Coupon barrier/downside threshold: $30.09; 77.9% of initial price due 4/12/2023

Barclays Bank plc 8%, payable monthly if shares close at or above coupon barrier on monthly observation date; Coupon barrier/downside threshold: $81.82; 75% of initial price due 4/12/2023

Barclays Bank plc 8%, payable monthly if shares close at or above coupon barrier on monthly observation date; Coupon barrier/downside threshold: $49.34; 76.8% of initial price due 4/12/2023

Barclays Bank plc 8%, payable monthly if shares close at or above coupon barrier on monthly observation date; Coupon barrier/downside threshold: $59.56; 67.5% of initial price due 4/12/2023

Barclays Bank plc 11% annualized, payable monthly if each stock closes at or above 50% coupon barrier on observation date for that month due 4/9/2021

Barclays Bank plc 11.75% annualized, payable monthly if each stock closes at or above 50% coupon barrier on observation date for that month due 4/9/2021

Barclays Bank plc 0.00% due 4/9/2024

Barclays Bank plc 2.5% initially, stepping up to 2.7% on Oct. 9, 2018 and to 2.85% on April 9, 2019; payable semiannually due 10/9/2019

Barclays Bank plc 19.25% annualized, payable monthly if each stock closes at or above 65% coupon barrier on observation date for that month due 3/31/2021

Barclays Bank plc 3% initially, stepping up to 3.15% on April 23, 2019, to 3.5% on April 23, 2020, to 4% on April 23, 2021, to 4.5% on April 23, 2022, to 5% on April 23, 2023, to 5.25% on April 23, 2024 and to 5.5% on April 23, 2025; payable semiannually due 10/23/2025

Barclays Bank plc 0.00% due 11/3/2020

Barclays Bank plc 9.55% annualized, payable semiannually if each index closes at or above its 60% coupon barrier on observation date for that period due 4/6/2023

Barclays Bank plc 12.5% annualized, payable quarterly if stock closes at or above 75% coupon barrier on determination date for that quarter due 4/1/2021

Barclays Bank plc 7.35% per year, payable quarterly if index closes at or above coupon barrier on review date for that quarter; Coupon barrier: 1,980.653, 75% of initial level due 4/3/2028

Barclays Bank plc 0.00% due 4/4/2022

Barclays Bank plc 0.00% due 4/4/2022

Barclays Bank plc 13.5% per year, payable quarterly if each index closes at or above its coupon barrier on observation date that quarter; Coupon barriers: 1,059.122 for Russell, 2,331.88 for Stoxx and 813.87 for MSCI Emerging Markets; 70% of initial levels due 4/3/2028

Barclays Bank plc 0.00% due 4/5/2022

Barclays Bank plc 0.00% due 4/7/2021

Barclays Bank plc 0.00% due 4/5/2023

Barclays Bank plc 0.00% due 4/5/2022

Barclays Bank plc 0.00% due 4/3/2020

Barclays Bank plc 9.75% annualized, payable semiannually if each index closes at or above its 70% coupon barrier on observation date for that period due 4/5/2023

Barclays Bank plc 0.00% due 3/31/2021

Barclays Bank plc 8.5% annualized, payable each quarter that each index closes at or above coupon barrier on review date for that quarter; Coupon barriers: 19,078.736 for Dow, 1,210.425 for Russell, 2,084.000 for S&P; 80% of initial levels due 3/31/2023

Barclays Bank plc 0.00% due 10/5/2020

Barclays Bank plc 0.00% due 4/5/2023

Barclays Bank plc 7.5% annualized, payable quarterly if each index closes at or above 70% coupon barrier on observation date for that quarter due 10/3/2019

Barclays Bank plc 10.5% annualized, payable quarterly if fund closes at or above 70% coupon barrier on observation date for that quarter due 7/3/2019

Barclays Bank plc 0.00% due 4/6/2021

Barclays Bank plc 2.4% initially, stepping up to 2.6% on Sept. 28 and to 2.75% on March 28, 2019; payable semiannually due 9/27/2019

Barclays Bank plc 8%, payable quarterly if shares close at or above coupon barrier on quarterly observation date; Coupon barrier: $28.38; 66.5% of initial level due 3/31/2021

Barclays Bank plc 7.8%, payable quarterly if each index closes at or above coupon barrier on quarterly observation date; Coupon barriers: 2,321.87 for Stoxx, 1,828.83 for S&P; 70% of initial levels due 3/30/2028

Barclays Bank plc 7.5%, payable quarterly if shares close at or above coupon barrier on quarterly observation date; Coupon barrier: $101.77; 80% of initial level due 3/31/2021

Barclays Bank plc 6.5%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barriers: 1,698.20 for S&P, 1,983.818 for Russell, 65% of initial levels due 3/30/2023

Barclays Bank plc 8.5%, payable quarterly if each asset closes at or above coupon barrier on observation date; Coupon barriers: $33.06 for ETF, 1,059.496 for Russell, 70% of initial levels due 3/31/2021

Barclays Bank plc 5% times proportion of days on which each index closes at or above coupon barrier level; payable monthly; Barrier levels: 1,234.98 for Russell and 2,126.84 for S&P; 80% of initial levels due 9/30/2025

Barclays Bank plc 8.10% due 3/31/2021

Barclays Bank plc 0.00% due 9/30/2021

Barclays Bank plc 0.00% due 3/31/2023

Barclays Bank plc 0.00% due 3/31/2023

Barclays Bank plc 4.50% due 3/31/2023

Barclays Bank plc 4.80% due 3/31/2025

Barclays Bank plc 7% annualized, payable quarterly if each asset closes at or above 80% coupon barrier on observation date for that quarter due 3/31/2025

Barclays Bank plc 0.00% due 3/31/2023

Barclays Bank plc 0.00% due 3/31/2023

Barclays Bank plc 0.00% due 3/31/2023

Barclays Bank plc 0.00% due 3/31/2021

Barclays Bank plc 0.00% due 3/31/2023

Barclays Bank plc 8% per year, payable each six months that each index closes at or above coupon barrier level observation date that period; Coupon barriers: 1,080.60 for Russell, 2,295.10 for Stoxx 50; 70% of initial levels due 3/31/2023

Barclays Bank plc 10% per year, payable each quarter that each index closes at or above coupon barrier level observation date that quarter; Coupon barriers: 1,157.79 for Russell, 2,459.04 for Stoxx 50; 75% of initial levels due 3/30/2028

Barclays Bank plc 9% per year, payable each quarter that each index closes at or above coupon barrier level observation date that quarter; Coupon barriers: 849.05 for Russell, 68.05 for Stoxx Banks; 55% of initial levels due 3/30/2028

Barclays Bank plc 10.2% per year, payable each quarter that each index closes at or above coupon barrier level observation date that quarter; Coupon barriers: 1,080.6019 for Russell, 1,860.985 for S&P and 2,295.104 for Stoxx, 70% of initial levels due 9/30/2021

Barclays Bank plc 8% per year, payable each quarter that each index closes at or above coupon barrier level observation date that quarter; Coupon barriers: 1,157.79 for Russell, 1,993.91 for S&P; 75% of initial levels due 3/30/2028

Barclays Bank plc 6.5% per year, payable each quarter that each index closes at or above coupon barrier level observation date that quarter; Coupon barriers: 849.05 for Russell, 1,462.2 for S&P; 55% of initial levels due 3/30/2028

Barclays Bank plc 10% initially; beginning March 29, 2019, 10 times spread of 30-year CMS rate over two-year CMS rate, capped at 10% with 0% floor; payable quarterly due 3/29/2038

Barclays Bank plc 0.00% due 3/31/2021

Barclays Bank plc 9.75% annualized, payable quarterly if stock closes at or above 75% coupon barrier on determination date for that quarter due 3/31/2021

Barclays Bank plc 0.00% due 3/31/2021

Barclays Bank plc 30-year swap rate plus a spread of 5 bps per year, subject to floor of 0%; payable quarterly due 3/29/2021

Barclays Bank plc 0.00% due 3/31/2023

Barclays Bank plc 0.00% due 3/31/2021

Barclays Bank plc 16% annualized, payable monthly if each stock closes at or above 60% coupon barrier on observation date for that month due 3/31/2021

Barclays Bank plc 6.25% annualized, payable quarterly if each index closes at or above coupon barrier on observation date for that period; Coupon barriers: 1,080.60 for Russell and 1,860.99 for S&P, 70% of initial levels due 9/30/2019

Barclays Bank plc 8.5% annualized, payable quarterly if ETF closes at or above coupon barrier on observation date for that period; Coupon barrier: $24.75, 70% of initial price due 6/28/2019

Barclays Bank plc 11.25% annualized, payable monthly if each stock closes at or above 50% coupon barrier on observation date for that month due 3/31/2021

Barclays Bank plc 0.00% due 3/30/2023

Barclays Bank plc 12.35%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barriers: 1,234.974 for Russell, 2,126.84 for S&P, 2,622.98 for Stoxx, 80% of initial levels due 3/30/2028

Barclays Bank plc 9.75% per year, payable quarterly if each index closes at or above its coupon barrier on observation date that quarter; Coupon barriers: 1,080.602 for Russell, 1,860.99 for S&P and 1,392.76 for MSCI EAFE; 70% of initial levels due 3/31/2023

Barclays Bank plc 0.00% due 3/31/2023

Barclays Bank plc 0.00% due 3/31/2023

Barclays Bank plc 0.00% due 9/26/2019

Barclays Bank plc 0.00% due 9/26/2019

Barclays Bank plc 8.5% per year, payable each month that each index closes at or above coupon barrier level observation date that quarter; Coupon barriers: 1,811.78 for S&P, 1,057.06 for Russell, 16,473.24 for Dow; 70% of initial levels due 3/28/2024

Barclays Bank plc 18.5% per year, payable each month that each index closes at or above coupon barrier level every day that quarter; Coupon barriers: 2,114.95 for S&P, 1,235.10 for Russell, 2,678.55 for Stoxx; 80% of initial levels due 3/26/2021

Barclays Bank plc 9.25% per year, payable each six months that each asset closes at or above 60% of initial level on observation date that period due 3/26/2021

Barclays Bank plc 8.25% per year, payable each six months that each asset closes at or above 60% of initial level on observation date that period due 3/26/2021

Barclays Bank plc 8.5% per year, payable each month that each index closes at or above coupon barrier level every day that quarter; Coupon barriers: 1,682.369 for S&P, 981.554 for Russell, 2,143.746 for Stoxx; 65% of initial levels due 9/28/2020

Barclays Bank plc 7.1% per year, payable each month that each index closes at or above coupon barrier level every day that quarter; Coupon barriers: 1,552.956 for S&P, 906.05 for Russell, 1,978.842 for Stoxx; 60% of initial levels due 9/28/2020

Barclays Bank plc 10% annualized, payable quarterly if stock closes at or above 70% coupon barrier on determination date for that quarter due 3/26/2021

Barclays Bank plc 13% annualized, payable quarterly if stock closes at or above 60% coupon barrier on determination date for that quarter due 3/26/2021

Barclays Bank plc 0.00% due 9/26/2024

Barclays Bank plc 0.00% due 3/28/2023

Barclays Bank plc 0.00% due 3/29/2021

Barclays Bank plc 7.75% annualized, payable quarterly if each asset closes at or above coupon barrier on observation date for that period; Coupon barriers: 1,978.84 for Russell and 1,552.96 for S&P, $40.06 for fund, 60% of initial levels due 9/28/2020

Barclays Bank plc 15% annualized, payable quarterly if each ETF closes at or above coupon barrier on observation date for that period; Coupon barriers: $59.75 for biotech, $32.22 for bank, $78.08 for technology, 75% of initial price due 3/26/2020

Barclays Bank plc 18.5% annualized, payable monthly if each stock closes at or above coupon barrier on observation date for that month; Coupon barriers: $74.38 for Salesforce, $151.43 for Nvidia and $117.78 for Alibaba; 65% of initial levels due 3/28/2022

Barclays Bank plc 15% annualized, payable quarterly if each ETF closes at or above coupon barrier on observation date for that period; Coupon barriers: $65.61 for biotech, $34.62 for bank, $47.60 for technology, 74.05% of initial price due 3/26/2020

Barclays Bank plc 9.1%, payable quarterly if each index closes at or above coupon barrier on related quarterly observation date; Coupon barriers: 1,850.58 for S&P, 1,080.710 for Russell, 70% of initial levels due 3/27/2023

Barclays Bank plc 14.25% annualized, payable quarterly if each stock closes at or above 60% coupon barrier on observation date for that quarter due 3/25/2021

Barclays Bank plc 6.25% per year, payable each month that each index closes at or above coupon barrier level on observation date; Coupon barriers: 1,355.97 for S&P, 789.65 for Russell, 1,700.52 for Stoxx; 50% of initial levels due 3/24/2023

Barclays Bank plc 3% initially, stepping up to 4% on March 28, 2021 and to 5% on March 28, 2022; payable semiannually due 3/28/2023

Barclays Bank plc 8.3% annualized, payable quarterly if index closes at or above coupon barrier on related observation date; Coupon barrier: 1,256.33, 80% of initial level due 3/23/2023

Barclays Bank plc 0.00% due 10/28/2026

Barclays Bank plc 5.5625% annualized, payable quarterly if each stock closes at or above 65% coupon barrier on observation date for that quarter due 3/19/2020

Barclays Bank plc 5.25% annualized, payable quarterly if each stock closes at or above 65% coupon barrier on observation date for that quarter due 3/19/2020

Barclays Bank plc 0.00% due 10/5/2020

Barclays Bank plc 17.25% annualized, payable quarterly if each stock closes at or above 70% coupon barrier on observation date for that quarter due 3/19/2021

Barclays Bank plc 10.6% annualized, payable quarterly if each asset closes at or above its 75% coupon barrier on observation date for that quarter due 3/21/2028

Barclays Bank plc 7.25% per year, payable each quarter that each index closes at or above coupon barrier level on observation date for that quarter; Coupon barriers: 1,651.21 for S&P, 951.63 for Russell, 2,062.44 for Stoxx; 60% of initial levels due 3/22/2021

Barclays Bank plc 7.4% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 3/21/2023

Barclays Bank plc 10% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 3/21/2023

Barclays Bank plc 9% annualized, payable quarterly if each fund closes at or above 65% coupon barrier on determination date for that quarter due 3/19/2021

Barclays Bank plc 0.00% due 3/22/2021

Barclays Bank plc 0.00% due 3/17/2033

Barclays Bank plc 0.00% due 3/17/2033

Barclays Bank plc 8.75% annualized, payable semiannually if index closes at or above coupon barrier on related semiannual observation date; Coupon barrier: 2,389.89, 70% of initial level due 3/20/2023

Barclays Bank plc 9.45% per year, payable quarterly if each index closes at or above its coupon barrier on each day that quarter; Coupon barriers: 1,109.018 for Russell, 1,924.64 for S&P and 2,373.69 for Stoxx; 70% of initial levels due 3/18/2021

Barclays Bank plc 4.25% initially, stepping up to 4.5% on March 29, 2023, to 5% on March 29, 2028 and to 5.5% on March 29, 2033; payable semiannually due 3/29/2038

Barclays Bank plc 0.00% due 9/18/2023

Barclays Bank plc Annual percentage change in the index plus 100 bps with a 0% floor; payable monthly due 3/16/2023

Barclays Bank plc 8% annualized, payable quarterly if each stock closes at or above 65% coupon barrier on observation date for that month due 3/19/2020

Barclays Bank plc 0.00% due 9/17/2019

Barclays Bank plc 7% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that period; Coupon barriers: 1,671.94 for S&P, 958.28 for Russell; 60% of initial levels due 3/14/2023

Barclays Bank plc 11.5% annualized, payable quarterly if stock closes at or above 65% coupon barrier on determination date for that quarter due 3/12/2021

Barclays Bank plc 9.1% annualized, payable quarterly if each index closes at or above 65% coupon barrier on each trading day during that quarter due 6/12/2020

Barclays Bank plc 3.5% initially; beginning March 16, 2019, 8.1 times the spread of the 10-year swap rate minus the two-year swap rate, subject to floor of 0%; payable quarterly due 3/16/2021

Barclays Bank plc 12.25% annualized, payable quarterly if each stock closes at or above 50% coupon barrier on observation date for that quarter due 3/12/2021

Barclays Bank plc 8% annualized, payable semiannually if each fund closes at or above 60% coupon barrier on observation date for that period due 3/16/2023

Barclays Bank plc 13.75% annualized, payable quarterly if ETF closes at or above 85% coupon barrier on observation date for that period due 3/14/2023

Barclays Bank plc 8.65%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barriers: 1,117.999 for Russell, 1,950.60 for S&P; 70% of initial levels due 3/12/2022

Barclays Bank plc 7.85%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barriers: 1,950.60 for S&P, 2,394.38 for Stoxx, 70% of initial levels due 3/14/2023

Barclays Bank plc 0.00% due 3/11/2021

Barclays Bank plc 0.00% due 3/11/2021

Barclays Bank plc 8.15% annualized, payable quarterly if each index closes at or above its 70% coupon barrier on observation date for that quarter due 12/10/2021

Barclays Bank plc 3.5% initially; beginning March 8, 2019, 8.5 times the spread of the 10-year swap rate minus the two-year swap rate, subject to floor of 0%; payable quarterly due 3/8/2021

Barclays Bank plc 5.25% initially; beginning March 9, 2020, equal to the 10-year ICE swap rate, subject to a floor of 0%; payable quarterly due 3/9/2028

Barclays Bank plc 0.00% due 10/2/2023

Barclays Bank plc 0.00% due 3/9/2021

Barclays Bank plc 9.4% per year, payable quarterly if stock closes at or above barrier on determination date for that quarter due 3/5/2021

Barclays Bank plc 17.85% annualized, payable monthly if each stock closes at or above 65% coupon barrier on observation date for that month due 3/7/2022

Barclays Bank plc 0.00% due 3/5/2020

Barclays Bank plc 0.00% due 3/5/2020

Barclays Bank plc 7.7% annualized, payable quarterly if each index closes at or above its 70% coupon barrier on observation date for that quarter due 3/7/2023

Barclays Bank plc 18% per year, payable each quarter that each index closes at or above coupon barrier level on observation date for that quarter; Coupon barriers: 2,153.00 for S&P, 1,226.54 for Russell, 2,659.80 for Stoxx; 80% of initial levels due 3/5/2021

Barclays Bank plc 8% annualized, payable semiannually if each index closes at or above its 60% coupon barrier on observation date for that period due 3/7/2022

Barclays Bank plc 9.45% per year, payable quarterly if each ETF closes at or above coupon barrier level on observation date for that period; Coupon barriers: $37.54 for banking, $7.42 for oil, 60% of initial levels due 3/7/2022

Barclays Bank plc 10.5% annualized, payable quarterly if each index closes at or above coupon barrier on every day that quarter; Coupon barriers: 1,149.879 for Russell, 2,018.438 for S&P and 2,493.563 for Stoxx; 75% of initial levels due 3/5/2020

Barclays Bank plc 0.00% due 4/5/2019

Barclays Bank plc 0.00% due 9/4/2019

Barclays Bank plc 12% per year, payable quarterly if each index closes at or above its coupon barrier on each day that quarter; Coupon barriers: 1,073.22 for Russell, 1,883.875 for S&P and 2,327.325 for Stoxx; 70% of initial levels due 9/8/2020

Barclays Bank plc 8.2% annualized, payable quarterly if stock closes at or above 75% coupon barrier on observation date for that quarter due 3/4/2021

Barclays Bank plc 8.55% per year, payable quarterly if each index closes at or above its coupon barrier on observation date that quarter; Coupon barriers: 1,415.70 for MSCI EAFE, 1,055.172 for Russell and 1,874.37 for S&P 500; 70% of initial levels due 3/6/2023

Barclays Bank plc 0.00% due 3/6/2023

Barclays Bank plc 0.00% due 3/4/2020

Barclays Bank plc 0.00% due 9/3/2020

Barclays Bank plc 9.1% annualized, payable quarterly if each index closes at or above 80% coupon barrier on observation date for that quarter due 3/3/2023

Barclays Bank plc 0.00% due 3/3/2023

Barclays Bank plc 0.00% due 3/4/2020

Barclays Bank plc 9.2% annualized, payable semiannually if each index closes at or above its 70% coupon barrier on observation date for that period due 3/3/2023

Barclays Bank plc 5.5% annualized, payable quarterly if each index closes at or above its 70% coupon barrier on observation date for that quarter due 3/4/2021

Barclays Bank plc 6.75% annualized, payable monthly if each index closes at or above its 70% coupon barrier on observation date for that month due 3/3/2022

Barclays Bank plc 10.1% annualized, payable quarterly if each index closes at or downside threshold barrier on determination date for that quarter due 3/4/2020

Barclays Bank plc 7.85% annualized, payable quarterly if each index closes at or above 65% coupon barrier on review date for that quarter due 3/4/2020

Barclays Bank plc 8% annualized, payable quarterly if each index closes at or above 70% coupon barrier on review date for that quarter due 3/4/2020

Barclays Bank plc 0.00% due 9/3/2020

Barclays Bank plc 5% for first year; after that, 9 times spread of 10-year ICE swap rate over two-year ICE swap rate, with 9% cap and floor of zero; payable quarterly due 3/5/2025

Barclays Bank plc 0.00% due 3/3/2021

Barclays Bank plc 0.00% due 3/7/2022

Barclays Bank plc 0.00% due 3/6/2023

Barclays Bank plc 0.00% due 3/7/2022

Barclays Bank plc 1.00% due 3/3/2023

Barclays Bank plc 0.00% due 3/3/2023

Barclays Bank plc 0.00% due 3/4/2021

Barclays Bank plc 0.00% due 3/5/2024

Barclays Bank plc 0.00% due 3/3/2021

Barclays Bank plc 9% annualized, payable monthly if each index closes at or above its 70% coupon barrier on observation date for that month due 3/2/2023

Barclays Bank plc 10.00% due 2/28/2019

Barclays Bank plc 0.00% due 8/30/2019

Barclays Bank plc 11.1% annualized, payable quarterly if each ETF closes at or above 75% downside threshold on each day during that quarter due 9/1/2020

Barclays Bank plc 0.00% due 3/3/2021

Barclays Bank plc 9.5% annualized, payable monthly if each stock closes at or above 60%coupon barrier on observation date for that month due 3/3/2021

Barclays Bank plc 0.00% due 2/28/2023

Barclays Bank plc 6.7%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barrier/thresholds: 1,945.72 for S&P, 4,892.368 for Nasdaq, 70% of initial levels due 3/2/2023

Barclays Bank plc 7.35% annualized, payable quarterly if each index closes at or above 70% coupon barrier on observation date for that quarter due 3/2/2028

Barclays Bank plc 0.00% due 2/28/2023

Barclays Bank plc 7.75% due 2/26/2021

Barclays Bank plc 6.00% due 8/28/2019

Barclays Bank plc 0.00% due 8/27/2021

Barclays Bank plc 0.00% due 2/28/2023

Barclays Bank plc 0.00% due 2/28/2023

Barclays Bank plc 4.25% due 2/28/2023

Barclays Bank plc 4.60% due 2/28/2025

Barclays Bank plc 0.00% due 2/28/2023

Barclays Bank plc 0.00% due 2/28/2023

Barclays Bank plc 0.00% due 2/28/2023

Barclays Bank plc 0.00% due 2/28/2023

Barclays Bank plc 0.00% due 8/28/2019

Barclays Bank plc 9.5% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that period; Coupon barriers: 2,581.10 for Stoxx, 1,161.89 for Russell; 75% of initial levels due 2/28/2028

Barclays Bank plc 10% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that period; Coupon barriers: 87.12 for Stoxx, 1,006.97 for Russell; 65% of initial levels due 2/28/2028

Barclays Bank plc 10% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that period; Coupon barriers: 2,581.10 for Stoxx, 1,161.89 for Russell, 4,137.96 for Nasdaq; 60% of initial levels due 2/28/2028

Barclays Bank plc 7% annualized, payable quarterly if each index closes at or above its 70% coupon barrier on observation date for that quarter due 2/28/2023

Barclays Bank plc 8% annualized, payable semiannually if each index closes at or above its 70% coupon barrier on observation date for that period due 2/28/2023

Barclays Bank plc 5.25% annualized, payable quarterly if each index closes at or above its 60% coupon barrier on observation date for that quarter due 2/28/2023

Barclays Bank plc 8% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that period; Coupon barriers: 2,064.88 for Stoxx, 929.51 for Russell, 1,648.38 for S&P; 60% of initial levels due 2/28/2028

Barclays Bank plc 6.35% annualized, payable per quarter that each index closes at or above coupon barrier on observation date for that quarter; Coupon/barrier levels: 1,511.02 for S&P, 852.05 for Russell; 55% of initial levels due 2/28/2028

Barclays Bank plc 5.5% per year multiplied by proportion of days on which index closes at or above coupon barrier; payable monthly; Coupon barrier: 2,197.84, 80% of initial level due 8/28/2025

Barclays Bank plc 0.00% due 4/30/2019

Barclays Bank plc 12.2% annualized, payable quarterly if stock closes at or above 75% coupon barrier on determination date for that quarter due 2/26/2021

Barclays Bank plc 10.5% annualized, payable quarterly if stock closes at or above 70% coupon barrier on determination date for that quarter due 2/26/2021

Barclays Bank plc 12% annualized, payable quarterly if each index closes at or above 75% coupon barrier on each trading day during that quarter due 2/28/2023

Barclays Bank plc 1.10% due 2/28/2023

Barclays Bank plc 0.00% due 2/28/2025

Barclays Bank plc 0.00% due 2/26/2021

Barclays Bank plc 8.25% annualized, payable quarterly if each index closes at or above 75% coupon barrier on observation date for that period due 2/28/2023

Barclays Bank plc 14.5% annualized, payable monthly if each stock closes at or above 60% coupon barrier on observation date for that month due 2/26/2021

Barclays Bank plc 8.85% annualized, payable monthly if each index closes at or above coupon barrier on observation date for that period; Coupon barriers: 1,084.43 for Russell, 1,923.11 for S&P; 70% of initial levels due 2/28/2019

Barclays Bank plc 6.5% annualized, payable monthly if each index closes at or above coupon barrier on observation date for that period; Coupon barriers: 1,006.97 for Russell, 1,785.75 for S&P; 65% of initial levels due 2/28/2028

Barclays Bank plc Each month, notes pay contingent coupon at rate of 6.45% per year if each index closes at or above coupon barrier level on each trading day of that month; otherwise, no coupon paid that month; Coupon barrier/barrier levels: 1,923.11 for S&P and 1,084.43 for Russell; 70% of initial levels due 2/28/2019

Barclays Bank plc 7.1% annualized, payable quarterly if each index closes at or above 70% coupon barrier on observation date for that quarter due 2/28/2023

Barclays Bank plc 0.00% due 8/26/2021

Barclays Bank plc 0.00% due 8/26/2021

Barclays Bank plc 0.00% due 2/28/2023

Barclays Bank plc 0.00% due 2/28/2023

Barclays Bank plc 0.00% due 2/25/2021

Barclays Bank plc 12.1% annualized, payable quarterly if stock closes at or above its 75% coupon barrier on observation date for that quarter due 2/26/2020

Barclays Bank plc 9% initially; beginning Feb. 28, 2020, 8 times spread of 30-year CMS rate over two-year CMS rate, capped at 9%; payable quarterly due 2/26/2038

Barclays Bank plc 14.5% annualized, payable quarterly if each fund closes at or above 75% coupon barrier on observation date for that period due 2/26/2020

Barclays Bank plc 13.1% annualized, payable quarterly if ETF closes at or above 85% coupon barrier on observation date for that period due 2/25/2025

Barclays Bank plc 0.00% due 8/20/2019

Barclays Bank plc 0.00% due 8/20/2019

Barclays Bank plc 0.00% due 2/22/2023

Barclays Bank plc 0.00% due 9/3/2020

Barclays Bank plc 0.00% due 2/22/2022

Barclays Bank plc 8% per year, payable semiannually if each index closes at or above coupon barrier level on observation date for that period; Coupon barriers: 1,912.55 for S&P, 17,653.57 for Dow, 1,080.49 for Russell; 70% of initial levels due 2/22/2024

Barclays Bank plc 9% annualized, payable semiannually if each asset closes at or above its 70% coupon barrier on observation date for that period due 2/19/2021

Barclays Bank plc 7.5% annualized, payable semiannually if each asset closes at or above its 70% coupon barrier on observation date for that period due 2/19/2021

Barclays Bank plc 10% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that period; Coupon barriers: 1,912.55 for S&P, 2,398.76 for Stoxx, 1,080.49 for Russell; 70% of initial levels due 2/21/2025

Barclays Bank plc 8.5% annualized, payable quarterly if each index closes at or above its 60% coupon barrier on observation date for that quarter due 2/22/2028

Barclays Bank plc 8.2% annualized, payable semiannually if each index closes at or above its 60% coupon barrier on observation date for that period due 2/22/2023

Barclays Bank plc 9.75% annualized, payable semiannually if each asset closes at or above its 65% coupon barrier on observation date for that period due 2/19/2021

Barclays Bank plc 8.75% annualized, payable semiannually if each asset closes at or above its 65% coupon barrier on observation date for that period due 2/19/2021

Barclays Bank plc 10% annualized, payable quarterly if each index closes at or above 70% coupon barrier on determination date for that quarter due 8/20/2020

Barclays Bank plc 14.5% annualized, payable quarterly if stock closes at or above 65% coupon barrier on determination date for that quarter due 2/19/2021

Barclays Bank plc 11.75% annualized, payable quarterly if stock closes at or above 70% coupon barrier on determination date for that quarter due 2/22/2019

Barclays Bank plc 3.5% initially; beginning Feb. 22, 2019, 6.5 times the spread of the 10-year swap rate minus the two-year swap rate, subject to floor of 0%; payable quarterly due 2/22/2021

Barclays Bank plc 0.00% due 2/21/2025

Barclays Bank plc 0.00% due 11/21/2023

Barclays Bank plc 10.75% annualized, payable quarterly if index closes at or above 85% coupon barrier on observation date for that quarter due 2/21/2025

Barclays Bank plc 10.25% annualized, payable semiannually if index closes at or above 75% coupon barrier on observation date for that period due 2/22/2023

Barclays Bank plc 9.25% annualized, payable semiannually if index closes at or above 70% coupon barrier on observation date for that period due 2/22/2023

Barclays Bank plc 8.5% annualized, payable quarterly if index closes at or above 80% coupon barrier on observation date for that period due 2/22/2023

Barclays Bank plc 7%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barriers: 1,912.55 for S&P, 1,080.486 for Russell, 70% of initial levels due 2/22/2028

Barclays Bank plc 0.00% due 2/21/2023

Barclays Bank plc 6.5% annualized, payable quarterly if each index closes at or above its 60% coupon barrier on observation date for that quarter due 2/21/2023

Barclays Bank plc 0.00% due 2/19/2021

Barclays Bank plc 0.00% due 2/21/2023

Barclays Bank plc 20.1% annualized, payable monthly if each stock closes at or above 65% coupon barrier on observation date for that month due 2/17/2022

Barclays Bank plc 0.00% due 2/18/2026

Barclays Bank plc 0.00% due 2/16/2023

Barclays Bank plc 0.00% due 2/18/2026

Barclays Bank plc 7.4% annualized, payable quarterly if each index closes at or above its 70% coupon barrier on observation date due 2/16/2023

Barclays Bank plc 17% annualized, payable quarterly if each stock closes at or above 70% coupon barrier on observation date for that quarter due 8/17/2020

Barclays Bank plc 7.4% annualized, payable semiannually if each fund closes at or above 65% coupon barrier on observation date for that period due 2/21/2023

Barclays Bank plc 9% annualized, payable quarterly if each index closes at or above 70% coupon barrier on each day during that quarter due 2/16/2023

Barclays Bank plc 9% per year, payable quarterly if stock closes at or above barrier on determination date for that quarter due 2/12/2021

Barclays Bank plc 0.00% due 11/15/2021

Barclays Bank plc 6.75% annualized, payable quarterly if each index closes at or above its 60% coupon barrier on observation date due 2/14/2023

Barclays Bank plc 9% annualized, payable monthly if each component closes at or above its 60% coupon barrier on observation date for that month due 2/14/2023

Barclays Bank plc 10.75% annualized, payable quarterly if each index closes at or above 75% coupon barrier on each day during that quarter due 2/14/2023

Barclays Bank plc 9.2% annualized, payable quarterly if stock closes at or above 75% coupon barrier on determination date for that quarter due 2/12/2021

Barclays Bank plc 10.2% annualized, payable quarterly if each index closes at or above 75% coupon barrier on determination date for that quarter due 8/13/2020

Barclays Bank plc 12.5% annualized, payable quarterly if each index closes at or above downside threshold on any day that quarter due 8/13/2020

Barclays Bank plc 3.5% initially; beginning Feb. 16, 2019, 6.75 times the spread of the 10-year swap rate minus the two-year swap rate, subject to floor of 0%; payable quarterly due 2/16/2021

Barclays Bank plc 0.00% due 2/14/2023

Barclays Bank plc 8.4% annualized, payable semiannually if each index closes at or above 70% coupon barrier on observation date for that period due 2/12/2021

Barclays Bank plc 14.5% annualized, payable semiannually if each fund closes at or above 65% coupon barrier on observation date for that period due 2/14/2023

Barclays Bank plc 8.75% initially, stepping up to 11% after February 2023, payable quarterly if each index closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 1,034.49 for Russell and 1,833.69 for S&P; 70% of initial levels due 2/14/2028

Barclays Bank plc 8%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barriers: 1,833.69 for S&P, 2,328.19 for Stoxx, 70% of initial levels due 2/14/2028

Barclays Bank plc 12.2% annualized, payable quarterly if each index closes at or above 70% coupon barrier on each day during that quarter due 2/12/2021

Barclays Bank plc 8.85% annualized, payable quarterly if each index closes at or above 70% coupon barrier on observation date for that quarter due 2/14/2023

Barclays Bank plc 0.00% due 2/26/2021

Barclays Bank plc 0.00% due 2/11/2020

Barclays Bank plc 0.00% due 2/16/2021

Barclays Bank plc 2.5% initially; stepping up to 2.75% on Feb. 15, 2019, to 3% on Feb. 15, 2020, to 4% on Feb. 15, 2021, to 5% on Feb. 15, 2022 and to 6% on Aug. 15, 2022; payable semiannually due 2/15/2023

Barclays Bank plc 9% annualized, payable quarterly if each index closes at or above 70% coupon barrier on observation date for that quarter due 2/11/2022

Barclays Bank plc 5.75% due 2/12/2019

Barclays Bank plc 0.00% due 6/15/2023

Barclays Bank plc 7% annualized, payable quarterly if each index closes at or above its 80% coupon barrier on observation date due 2/11/2021

Barclays Bank plc 0.00% due 2/12/2025

Barclays Bank plc 13% annualized, payable quarterly if each stock closes at or above 75% coupon barrier on observation date for that quarter due 2/12/2020

Barclays Bank plc 0.00% due 2/12/2024

Barclays Bank plc 0.00% due 2/12/2024

Barclays Bank plc 9.6%, payable quarterly if each index closes at or above coupon barrier on observation date that quarter; Coupon barriers/thresholds: 2,245.44 for Stoxx, 19,710.08 for Hang Seng, 14,069.49 for Nikkei 225; 65% of initial levels due 2/10/2023

Barclays Bank plc 10.85%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barrier/thresholds: 2,783.02 for Stoxx, 1,192.871 for Russell and 2,119.15 for S&P 500; 80% of initial levels due 2/11/2028

Barclays Bank plc 13.75%, payable quarterly if each index closes at or above coupon barrier on each day that quarter; Coupon barriers: 2,418.16 for Stoxx, 1,055.578 for Russell and 1,877.160 for S&P 500; 70% of initial levels due 2/11/2021

Barclays Bank plc 14.2% per year, payable quarterly if each index closes at or above its coupon barrier on observation date that quarter; Coupon barriers: 2,376.44 for Stoxx, 1,055.018 for Russell and 1,886.60 for S&P 500; 70% of initial levels due 2/10/2028

Barclays Bank plc 10.1% per year, payable quarterly if each index closes at or above its coupon barrier on observation date that quarter; Coupon barriers: 1,429.78 for MSCI EAFE, 1,055.578 for Russell and 1,877.160 for S&P 500; 70% of initial levels due 2/11/2022

Barclays Bank plc 3.75% initially; beginning Feb. 9, 2019, seven times the spread of the 10-year swap rate minus the two-year swap rate, subject to floor of 0%; payable quarterly due 2/9/2021

Barclays Bank plc 0.000% due 1/30/2019

Barclays Bank plc 6.15% annualized, payable semiannually if each fund closes at or above 60% coupon barrier on observation date for that period due 2/12/2021

Barclays Bank plc 0.00% due 2/10/2021

Barclays Bank plc 0.00% due 8/8/2019

Barclays Bank plc 15% annualized, payable quarterly if each stock closes at or above 70% coupon barrier on observation date for that quarter due 2/10/2020

Barclays Bank plc 6.75% annualized, payable semiannually if each fund closes at or above 70% coupon barrier on observation date for that period due 2/13/2023

Barclays Bank plc 9% per year, payable quarterly if stock closes at or above barrier on determination date for that quarter due 2/5/2021

Barclays Bank plc 0.00% due 5/8/2023

Barclays Bank plc 0.00% due 8/7/2019

Barclays Bank plc 8.35% annualized, payable quarterly if each ETF closes at or above coupon barrier on observation date for that quarter; Coupon barriers/triggers: $19.08 for financial fund, $59.73 for biotech ETF, 65% of initial levels due 2/5/2021

Barclays Bank plc 11.85% per year, payable quarterly if each index closes at or above its coupon barrier on observation date that quarter; Coupon barriers: 2,526.5 for Stoxx, 1,102.487 for Russell and 879.21 for MSCI Emerging Markets; 70% of initial levels due 2/3/2028

Barclays Bank plc 10.2% per year, payable quarterly if each index closes at or above its coupon barrier on each day that quarter; Coupon barriers: 2,504.15 for Stoxx, 1,105.906 for Russell and 1,975.39 for S&P 500; 70% of initial levels due 8/6/2020

Barclays Bank plc 0.00% due 8/5/2020

Barclays Bank plc 0.00% due 2/3/2023

Barclays Bank plc 0.00% due 2/5/2020

Barclays Bank plc 7% annualized, payable quarterly if each index closes at or above its 70% coupon barrier on observation date due 2/3/2022

Barclays Bank plc 9.5% annualized, payable quarterly if each index closes at or above its 60% coupon barrier on observation date due 2/3/2028

Barclays Bank plc 9.5% annualized, payable quarterly if each index closes at or above its 70% coupon barrier on observation date due 2/3/2023

Barclays Bank plc 8.4% annualized, payable quarterly if each index closes at or above 65% coupon barrier on each day during that quarter due 2/3/2021

Barclays Bank plc 0.00% due 2/3/2023

Barclays Bank plc Equal to 30-year U.S. dollar ICE swap rate, subject to 0% floor; payable quarterly due 2/6/2023

Barclays Bank plc 0.00% due 2/3/2023

Barclays Bank plc 0.00% due 2/5/2021

Barclays Bank plc 0.00% due 2/6/2023

Barclays Bank plc 9% annualized, payable quarterly if ETF closes at or above 70% coupon barrier on observation date for that period due 8/5/2019

Barclays Bank plc 8% annualized, payable quarterly if fund closes at or above 70% coupon barrier on observation date for that quarter due 8/5/2019

Barclays Bank plc 0.00% due 2/3/2021

Barclays Bank plc 11.4% annualized, payable quarterly if each index closes at or above 75% coupon barrier on observation date for that quarter due 2/3/2028

Barclays Bank plc 0.00% due 2/3/2022

Barclays Bank plc 6.85% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that period; Coupon barriers: 1,975.70 for S&P, 2,524.73 for Stoxx; 70% of initial levels due 11/3/2021

Barclays Bank plc 5% initially; beginning Feb. 2, 2019, 10 times the spread of the 10-year swap rate minus the two-year swap rate, subject to floor of 0%, maximum interest rate of 10%; payable quarterly due 2/2/2023

Barclays Bank plc 3.75% initially; beginning Feb. 1, 2019, seven times the spread of the 10-year swap rate minus the two-year swap rate, subject 0% floor; payable quarterly due 2/1/2021

Barclays Bank plc 9% annualized, payable semiannually if each fund closes at or above 70% coupon barrier on observation date for that period due 2/6/2023

Barclays Bank plc 8% annualized, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; due 2/6/2020

Barclays Bank plc 0.00% due 2/4/2021

Barclays Bank plc Libor plus 65 bps, with cap of 6% and floor of 1.65%; payable quarterly due 2/5/2025

Barclays Bank plc 0.00% due 1/31/2020

Barclays Bank plc 10.15% per year, payable quarterly if each index closes at or above 80% coupon threshold on each trading day during that quarter due 8/3/2020

Barclays Bank plc 3.125% initially, stepping up to 4.125% on Feb. 8, 2024, to 5.125% on Feb. 8, 2025, to 6.125% on Feb. 8, 2026 and to 7.25% on Feb. 8, 2027; payable semiannually due 2/8/2028

Barclays Bank plc 7% annualized, payable quarterly if stock closes at or above its 76.25% coupon barrier on observation date for that quarter due 2/3/2021

Barclays Bank plc 8% annualized, payable quarterly if stock closes at or above its 64% coupon barrier on observation date for that quarter due 2/3/2021

Barclays Bank plc 7.2%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barriers: 1,118.676 for Russell, 2,550.13 for Stoxx, 70% of initial levels due 2/3/2028

Barclays Bank plc 6.75% annualized, payable quarterly if each index closes at or above its 70% coupon barrier on observation date for that quarter due 2/3/2028

Barclays Bank plc 8.8%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barriers/downside threshold: 1,997.47 for S&P, 2,550.13 for Stoxx, 70% of initial levels due 2/2/2023

Barclays Bank plc 7.65%, payable quarterly if each index closes at or above coupon barrier on observation date; due 2/2/2023

Barclays Bank plc 9.25% per year, payable quarterly if each index closes at or above its coupon barrier on each day that quarter; Coupon barriers: 2,550.13 for Stoxx, 1,118.676 for Russell and 1,997.47 for S&P; 70% of initial levels due 2/3/2021

Barclays Bank plc 0.00% due 1/31/2023

Barclays Bank plc 8.5% per year, payable quarterly if stock closes at or above barrier on determination date for that quarter due 1/29/2021

Barclays Bank plc 9% per year, payable quarterly if stock closes at or above barrier on determination date for that quarter due 1/29/2021

Barclays Bank plc 7.00% due 1/29/2021

Barclays Bank plc 11.00% due 1/30/2020

Barclays Bank plc 0.00% due 7/30/2021

Barclays Bank plc 0.00% due 1/31/2020

Barclays Bank plc 0.00% due 1/31/2023

Barclays Bank plc 0.00% due 1/31/2023

Barclays Bank plc 4.15% due 1/31/2023

Barclays Bank plc 0.00% due 1/31/2023

Barclays Bank plc 0.00% due 1/31/2023

Barclays Bank plc 0.00% due 1/31/2023

Barclays Bank plc 9.5% annualized, payable quarterly if each index closes at or above 75% coupon barrier on observation date for that quarter due 1/31/2028

Barclays Bank plc 7.75% annualized, payable semiannually if each index closes at or above 70% coupon barrier on observation date for that period due 1/31/2023

Barclays Bank plc 6% annualized, payable quarterly if each index closes at or above 60% coupon barrier on observation date for that quarter due 1/31/2023

Barclays Bank plc 10% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that period; Coupon barriers: 2,154.65 for S&P, 1,206.05 for Russell, 2,735.56 for Stoxx; 75% of initial levels due 1/31/2028

Barclays Bank plc 10% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that period; Coupon barrier levels: 2,011.01 for S&P, 1,125.64 for Russell and 2,553.19 for Stoxx; 70% of initial levels due 1/31/2028

Barclays Bank plc 8% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that period; Coupon barrier/barrier levels: 1,723.72 for S&P, 964.84 for Russell and 2,188.45 for Stoxx; 60% of initial levels due 1/31/2028

Barclays Bank plc 5% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that period; Coupon barrier/barrier levels: 1,723.72 for S&P, 964.84 for Russell; 60% of initial levels due 1/31/2023

Barclays Bank plc 6.25% annualized, payable quarterly if each index closes at or above 55% coupon barrier on observation date for that quarter due 1/31/2028

Barclays Bank plc 5.55% per year multiplied by proportion of days on which index closes at or above coupon barrier; payable monthly; Coupon barrier: 1,286.45, 80% of initial level due 7/31/2025

Barclays Bank plc 0.00% due 1/31/2020

Barclays Bank plc 0.00% due 1/29/2021

Barclays Bank plc 9% per year, payable quarterly if Biogen shares close at or above downside threshold level on determination date for that quarter due 1/29/2021

Barclays Bank plc 10.75% annualized, payable quarterly if each index closes at or above 75% coupon threshold on determination date for that quarter due 1/31/2028

Barclays Bank plc Each month, if index closes at or above 80% coupon barrier, payment of 6% per year for years one to five, 6.9999% for years six to 10, 9.9999% for years 11 to 15 due 1/27/2033

Barclays Bank plc 0.00% due 1/31/2022

Barclays Bank plc 1.00% due 1/31/2023

Barclays Bank plc 0.00% due 7/29/2022

Barclays Bank plc 0.00% due 7/29/2022

Barclays Bank plc 0.00% due 1/30/2025

Barclays Bank plc 0.00% due 7/29/2021

Barclays Bank plc 8.25% annualized, payable quarterly if each stock closes at or above 60% coupon barrier on observation date for that quarter due 1/29/2021

Barclays Bank plc 12.5% annualized, payable monthly if each stock closes at or above 60% coupon barrier on observation date for that month due 1/29/2021

Barclays Bank plc 8.45% annualized, payable quarterly if each stock closes at or above 70% coupon barrier on observation date for that quarter due 1/29/2021

Barclays Bank plc 13.5% annualized, payable quarterly if each stock closes at or above 70% coupon barrier on observation date for that quarter due 7/30/2020

Barclays Bank plc 7% annualized, payable semiannually if ETF closes at or above 70% coupon barrier on observation date for that period due 7/31/2019

Barclays Bank plc 6% initially, stepping up to 12% in January 2023, payable quarterly if each index closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 1,165.84 for Russell and 2,082.83 for S&P; 72.5% of initial levels due 1/30/2025

Barclays Bank plc 7% initially, stepping up to 11% in January 2023, payable quarterly if each index closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 1,206.05 for Russell and 2,154.65 for S&P; 75% of initial levels due 1/31/2028

Barclays Bank plc 0.00% due 1/31/2023

Barclays Bank plc 0.00% due 1/29/2021

Barclays Bank plc 0.00% due 1/31/2023

Barclays Bank plc 0.00% due 10/31/2023

Barclays Bank plc 0.00% due 1/27/2023

Barclays Bank plc 0.00% due 1/26/2024

Barclays Bank plc 5.45% due 7/30/2019

Barclays Bank plc 0.00% due 7/30/2019

Barclays Bank plc 7% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that period; Coupon barrier levels: 961.00 for Russell, 1,703.55 for S&P and 2,178.09 for Stoxx; 60% of initial levels due 1/30/2023

Barclays Bank plc 0.00% due 1/30/2023

Barclays Bank plc 0.00% due 1/27/2023

Barclays Bank plc 0.00% due 1/31/2020

Barclays Bank plc 0.00% due 1/31/2020

Barclays Bank plc 9% annualized, payable quarterly if each stock closes at or above 70% coupon barrier on observation date for that quarter due 2/3/2020

Barclays Bank plc 9.75% annualized, payable quarterly if each asset closes at or above coupon barrier on observation date for that quarter; Coupon barriers/triggers: 1,601.67 for Russell, $29.95 for financial fund, $95.41 for biotech ETF, 70% of initial levels due 10/28/2021

Barclays Bank plc 2% initially, stepping up to 3% on Jan. 29, 2019 and to 4.05% on Jan. 29, 2020; payable semiannually due 1/29/2021

Barclays Bank plc 0.00% due 1/27/2023

Barclays Bank plc 5% initially; from Jan. 26, 2020, equal to 10-year ICE swap rate plus 10 bps, subject to 0% floor; payable quarterly due 1/26/2028

Barclays Bank plc 0.00% due 1/26/2023

Barclays Bank plc 0.00% due 1/27/2022

Barclays Bank plc 0.00% due 1/27/2026

Barclays Bank plc 8.2% per year, payable quarterly if each index closes at or above its coupon barrier on observation date that quarter; Coupon barriers: 1,523.26 for MSCI EAFE, 1,127.494 for Russell and 1,987.39 for S&P; 70% of initial levels due 1/26/2023

Barclays Bank plc 8.9% annualized, payable quarterly if each index closes at or above its 70% coupon barrier on observation date for that quarter due 1/27/2028

Barclays Bank plc 9% for first year; after that, 9 times reference rate, subject to a cap of 10% and a floor of 0%; reference rate is spread of 10-year CMS rate minus two-year CMS rate; payable quarterly due 1/26/2023

Barclays Bank plc 12% annualized, payable monthly if each index closes at or above 65% coupon barrier on observation date for that month due 1/27/2028

Barclays Bank plc 2.25% initially, stepping up to 2.5% on Jan. 24, 2019; payable semiannually due 1/24/2020

Barclays Bank plc 11.5% per year, payable quarterly if stock closes at or above barrier on determination date for that quarter due 1/22/2021

Barclays Bank plc 8% per year, payable quarterly if stock closes at or above barrier on determination date for that quarter due 1/22/2021

Barclays Bank plc 9.35% per year, payable quarterly if ETF closes at or above barrier on determination date for that quarter due 1/22/2021

Barclays Bank plc 0.00% due 1/22/2021

Barclays Bank plc 0.00% due 1/24/2023

Barclays Bank plc 0.00% due 7/27/2020

Barclays Bank plc 8.5% annualized, payable semiannually if each underlying component closes at or above 70% coupon barrier on observation date for that period due 1/22/2021

Barclays Bank plc 7% annualized, payable semiannually if each underlying component closes at or above 70% coupon barrier on observation date for that period due 1/22/2021

Barclays Bank plc 9.85% per year, payable semiannually if each index closes at or above coupon barrier level on observation date for that period; coupon barrier levels: 1,198.22 for Russell and 2,736.80 for Stoxx; 75% of initial levels due 7/22/2021

Barclays Bank plc 8% per year, payable each six months that each asset closes at or above 60% of initial level on observation date that period due 1/22/2021

Barclays Bank plc 7% per year, payable each six months that each asset closes at or above 60% of initial level on observation date that period due 1/22/2021

Barclays Bank plc 10% per year, payable each quarter that each asset closes at or above 60% of initial level on observation date that period due 7/22/2021

Barclays Bank plc 8% per year, payable quarterly if stock closes at or above barrier on determination date for that quarter due 1/22/2021

Barclays Bank plc 0.00% due 1/24/2023

Barclays Bank plc 0.00% due 1/24/2024

Barclays Bank plc 0.00% due 1/24/2025

Barclays Bank plc 12% annualized, payable monthly if each stock closes at or above 60% coupon barrier on observation date for that month due 1/22/2021

Barclays Bank plc 9.4% per year, payable quarterly if each index closes at or above its coupon barrier on observation date that quarter; Coupon barriers: 1,118.34 for Russell, 1,967.21 for S&P and 2,554.35 for Stoxx; 70% of initial levels due 7/23/2021

Barclays Bank plc 0.00% due 4/6/2023

Barclays Bank plc 0.00% due 1/24/2020

Barclays Bank plc 3.25% initially; beginning Jan. 24, 2020, 10-year U.S. dollar ICE swap rate, subject to 0% floor; payable quarterly due 1/24/2023

Barclays Bank plc 5.65% annualized, payable semiannually if index closes at or above 80% coupon barrier on observation date for that period due 1/23/2023

Barclays Bank plc 3.125% initially, stepping up to 4.125% on Jan. 24, 2024, to 5.125% on Jan. 24, 2025, to 6.125% on Jan. 24, 2026 and to 7.25% on Jan. 24, 2027; payable semiannually due 1/24/2028

Barclays Bank plc 9.35% annualized, payable quarterly if each underlying component closes at or above 60% coupon barrier on observation date for that quarter due 1/20/2023

Barclays Bank plc 10% per year, payable quarterly if each index closes at or above 80% coupon threshold on each trading day during that quarter due 7/22/2020

Barclays Bank plc 0.00% due 1/23/2048

Barclays Bank plc 0.00% due 1/23/2048

Barclays Bank plc 0.00% due 1/23/2048

Barclays Bank plc 0.00% due 1/23/2048

Barclays Bank plc 0.00% due 1/23/2048

Barclays Bank plc 0.00% due 1/23/2048

Barclays Bank plc 0.00% due 1/23/2048

Barclays Bank plc 0.00% due 1/23/2048

Barclays Bank plc 0.00% due 1/23/2048

Barclays Bank plc 0.00% due 1/23/2048

Barclays Bank plc 0.00% due 1/23/2048

Barclays Bank plc 0.00% due 1/23/2048

Barclays Bank plc 0.00% due 1/23/2048

Barclays Bank plc 0.00% due 1/23/2048

Barclays Bank plc 0.00% due 1/23/2048

Barclays Bank plc 0.00% due 1/23/2048

Barclays Bank plc 0.00% due 1/23/2048

Barclays Bank plc 0.00% due 1/23/2048

Barclays Bank plc 0.00% due 1/23/2048

Barclays Bank plc 14.5% annualized, payable quarterly if each stock closes at or above 70% coupon barrier on observation date for that quarter due 1/22/2021

Barclays Bank plc 9% per year, payable quarterly if stock closes at or above barrier on determination date for that quarter due 1/15/2021

Barclays Bank plc 8% per year, payable quarterly if stock closes at or above barrier on determination date for that quarter due 1/15/2021

Barclays Bank plc 10.00% due 1/16/2020

Barclays Bank plc 0.00% due 8/5/2020

Barclays Bank plc 0.00% due 1/16/2020

Barclays Bank plc 9% per year, payable quarterly if each underlying closes at or above coupon barrier level on observation date for that period; Barrier levels: 1,671.74 for S&P, 955.18 for Russell and $23.83 for ETF; 60% of initial levels due 1/18/2023

Barclays Bank plc 9.85% annualized, payable quarterly if each index closes at or above downside threshold on determination date that quarter due 7/16/2020

Barclays Bank plc 6.85% per year, payable quarterly if index closes at or above coupon barrier on review date for that quarter; Coupon barrier: 2,089.680, 75% of initial level due 1/18/2028

Barclays Bank plc 0.00% due 1/14/2021

Barclays Bank plc 7%, payable quarterly if stock closes at or above coupon barrier on quarterly observation date; Barrier/downside threshold: $112.64, 73.75% of initial price due 1/15/2021

Barclays Bank plc 7.15%, payable quarterly if each ETF closes at or above coupon barrier on observation date; Coupon barriers: $34.66 for Emerging Markets, $29.93 for Stoxx, 70% of initial levels due 1/15/2021

Barclays Bank plc 6.8%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barriers: 16,557.67 for Nikkei, 2,528.83 for Stoxx, 70% of initial levels due 1/18/2028

Barclays Bank plc 8%, payable quarterly if stock closes at or above coupon barrier on quarterly observation date; Barrier/downside threshold: $55.99, 73.6% of initial price due 1/15/2021

Barclays Bank plc 8.5% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that period; Coupon barrier levels: 1,110.75 for Russell and 2,516.67 for Stoxx; 70% of initial levels due 1/17/2023

Barclays Bank plc 8.5% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that period; Barrier levels: 1,110.75 for Russell and 2,516.67 for Stoxx; 70% of initial levels due 1/14/2021

Barclays Bank plc 8.2% annualized, payable quarterly if each stock closes at or above 70% coupon barrier on observation date for that quarter due 1/14/2021

Barclays Bank plc 8% per year, payable quarterly if each index closes at or above its coupon barrier on observation date that quarter; Coupon barriers: 1,110.751 for Russell, 1,937.29 for S&P and 1,479.18 for MSCI EAE; 70% of initial levels due 1/17/2023

Barclays Bank plc 0.00% due 7/15/2020

Barclays Bank plc 0.00% due 1/14/2027

Barclays Bank plc 0.00% due 1/15/2026

Barclays Bank plc 0.00% due 1/15/2025

Barclays Bank plc 0.00% due 1/16/2024

Barclays Bank plc 0.00% due 1/13/2023

Barclays Bank plc 18% annualized, payable monthly if each stock closes at or above 65% coupon barrier on observation date for that month due 1/13/2022

Barclays Bank plc 8% annualized, payable monthly if each stock closes at or above 65% coupon barrier on observation date for that month due 1/14/2021

Barclays Bank plc 0.00% due 7/15/2019

Barclays Bank plc 0.00% due 1/14/2021

Barclays Bank plc 0.00% due 10/13/2021

Barclays Bank plc 0.00% due 1/12/2023

Barclays Bank plc 0.00% due 1/12/2023

Barclays Bank plc 0.00% due 1/12/2022

Barclays Bank plc 8% per year, payable quarterly if stock closes at or above barrier on determination date for that quarter due 1/8/2021

Barclays Bank plc 10.1% per year, payable quarterly if each index closes at or above coupon barrier on determination date that quarter; Coupon barriers: 2,057.363 for S&P and 2,705.723 for Stoxx; 75% of initial levels due 1/10/2028

Barclays Bank plc 0.00% due 1/7/2021

Barclays Bank plc 12.8% annualized, payable quarterly if each stock closes at or above 70% coupon barrier on observation date for that quarter due 1/13/2022

Barclays Bank plc 9% annualized, payable semiannually if index closes at or above 75% coupon barrier on observation date for that period due 1/10/2023

Barclays Bank plc 9.5% per year, payable quarterly if each index closes at or above its coupon barrier on each day during that quarter; Coupon barriers/thresholds: 1,092.007 for Russell, 1,920.21 for S&P and 2,525.34 for Stoxx; 70% of initial levels due 1/11/2021

Barclays Bank plc 0.00% due 3/7/2023

Barclays Bank plc 9% per year, payable quarterly if each index closes at or above its downside threshold on each day during that quarter due 1/7/2028

Barclays Bank plc 1.30% due 1/6/2023

Barclays Bank plc 8.5% per year, payable quarterly if stock closes at or above barrier on determination date for that quarter due 12/31/2020

Barclays Bank plc 0.00% due 1/3/2020

Barclays Bank plc 0.00% due 1/31/2020

Barclays Bank plc 0.00% due 7/6/2020

Barclays Bank plc 9.35% per year, payable quarterly if each index closes at or above 75% coupon threshold on every day that quarter due 12/31/2027

Barclays Bank plc 9.75% per year, payable quarterly if each index closes at or downside threshold on determination date that quarter due 1/3/2023

Barclays Bank plc 0.00% due 12/31/2020

Barclays Bank plc 0.00% due 12/23/2019

Barclays Bank plc 0.00% due 1/3/2025

Barclays Bank plc 0.00% due 1/4/2023

Barclays Bank plc 7.30% due 1/4/2019

Barclays Bank plc 7.40% due 1/4/2019

Barclays Bank plc 6.65% due 1/4/2019

Barclays Bank plc 8% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that period; Barrier levels: 1,877.83 for S&P, 1,080.76 for Russell and 2,485.12 for Stoxx; 70% of initial levels due 1/2/2020

Barclays Bank plc 0.00% due 12/31/2020

Barclays Bank plc 0.00% due 6/30/2023

Barclays Bank plc 6%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barrier/thresholds: 930.22 for Russell, 689.49 for Emerging Markets, 60.25% of initial levels due 12/31/2027

Barclays Bank plc 6.85%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barriers: 16,037.85 for Nikkei, 2,485.12 for Stoxx, 70% of initial levels due 12/31/2027

Barclays Bank plc 7.4%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barriers: 1,877.83 for S&P, 2,485.12 for Stoxx, 70% of initial levels due 12/30/2022

Barclays Bank plc 0.00% due 12/31/2020

Barclays Bank plc 0.00% due 12/31/2019

Barclays Bank plc 5.2% per year multiplied by proportion of days on which index closes at or above coupon barrier; payable monthly; Coupon barrier: 2,144.40, 80% of initial level due 6/30/2025

Barclays Bank plc 0.00% due 12/31/2019

Barclays Bank plc 0.00% due 12/30/2023

Barclays Bank plc 0.00% due 12/30/2022

Barclays Bank plc 12.15% per year, payable quarterly if stock closes at or above barrier on determination date for that quarter due 12/28/2020

Barclays Bank plc 0.00% due 12/28/2021

Barclays Bank plc 0.00% due 1/15/2020

Barclays Bank plc 7.5% per year, payable semiannually if each index closes at or above coupon barrier level on observation date for that period; Barrier levels: 1,878.34 for S&P, 1,080.05 for Russell and 17,327.84 for Dow; 70% of initial levels due 12/28/2023

Barclays Bank plc 7.75% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that period; Coupon barriers: 1,610.00 for S&P 500, 925.76 for Russell 2000 and 2,132.03 for Euro Stoxx 50; 60% of initial levels due 12/23/2027

Barclays Bank plc 10% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that period; Barrier levels: 2,012.51 for S&P, 1,157.20 for Russell and 2,665.04 for Euro Stoxx; 75% of initial levels due 12/27/2024

Barclays Bank plc 0.00% due 12/23/2020

Barclays Bank plc 0.00% due 12/28/2022

Barclays Bank plc 8%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barriers: 16,031.93 for Nikkei, 2,487.37 for Stoxx, 70% of initial levels due 12/29/2020

Barclays Bank plc 0.00% due 12/23/2022

Barclays Bank plc 0.00% due 12/22/2023

Barclays Bank plc 6.50% due 12/24/2020

Barclays Bank plc 0.00% due 12/31/2019

Barclays Bank plc 0.00% due 6/30/2021

Barclays Bank plc 0.00% due 12/30/2022

Barclays Bank plc 0.00% due 12/30/2022

Barclays Bank plc 4.05% due 12/27/2022

Barclays Bank plc 0.00% due 12/30/2022

Barclays Bank plc 0.00% due 12/30/2022

Barclays Bank plc 0.00% due 12/27/2022

Barclays Bank plc 0.00% due 6/30/2020

Barclays Bank plc 0.00% due 12/30/2019

Barclays Bank plc 9% per year, payable semiannually if each asset closes at or above coupon barrier level on observation date for that period; Coupon barrier/barriers: 2,499.55 for Stoxx and $32.28 for ETF, or 70% of initial levels due 12/23/2020

Barclays Bank plc 7.5% per year, payable semiannually if each asset closes at or above coupon barrier level on observation date for that period; Coupon barrier/barriers: 2,499.55 for Stoxx and $32.28 for ETF, or 70% of initial levels due 12/23/2020

Barclays Bank plc 9.25% annualized, payable quarterly if each index closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 1,160.33 for Russell and 2,678.09 for Stoxx; 75% of initial levels due 12/29/2027

Barclays Bank plc 9.25% annualized, payable semiannually if each index closes at or above coupon barrier on observation date for that period; Barrier levels: 1,082.98 for Russell and 2,499.55 for Stoxx; 70% of initial levels due 12/27/2022

Barclays Bank plc 7.5% annualized, payable semiannually if each index closes at or above coupon barrier on observation date for that period; Barrier levels: 1,082.98 for Russell and 2,499.55 for Stoxx; 70% of initial levels due 12/27/2022

Barclays Bank plc 10% annualized, payable quarterly if each index closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 1,160.33 for Russell, 2,013.43 for S&P and 2,678.09 for Stoxx; 75% of initial levels due 12/29/2027

Barclays Bank plc 6.25% annualized, payable quarterly if each index closes at or above 55% coupon barrier on observation date for that quarter due 12/27/2027

Barclays Bank plc 7.5% annualized, payable semiannually if each underlying component closes at or above 60% coupon barrier on observation date for that period due 12/23/2020

Barclays Bank plc 8.5% annualized, payable semiannually if each underlying component closes at or above 60% coupon barrier on observation date for that period due 12/23/2020

Barclays Bank plc 0.00% due 12/23/2019

Barclays Bank plc 0.00% due 12/23/2019

Barclays Bank plc 0.00% due 12/20/2019

Barclays Bank plc 0.00% due 6/30/2021

Barclays Bank plc 0.00% due 12/27/2023

Barclays Bank plc 0.00% due 12/27/2024

Barclays Bank plc 0.00% due 12/30/2022

Barclays Bank plc 11.75% annualized, payable monthly if each stock closes at or above 60% coupon barrier on observation date for that month due 12/24/2020

Barclays Bank plc 5% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Barrier levels: 928.27 for Russell and 2,142.47 for Stoxx; 60% of initial levels due 12/29/2021

Barclays Bank plc 9.25% annualized, payable quarterly if fund closes at or above coupon barrier on observation date for that quarter; Coupon barrier/barrier: $25.66, 70% of initial price due 3/29/2019

Barclays Bank plc 7.75% annualized, payable quarterly if fund closes at or above coupon barrier on observation date for that quarter; Coupon barrier/barrier: $25.66, 70% of initial price due 3/29/2019

Barclays Bank plc 6% initially, stepping up to 11% after December 2022, payable quarterly if each index closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 1,121.65 for Russell and 1,946.31 for S&P; 72.5% of initial levels due 12/27/2024

Barclays Bank plc 2.375% for the first two years, stepping up to 3.375% on Dec. 29, 2019; payable semiannually due 12/29/2020

Barclays Bank plc 0.00% due 12/31/2021

Barclays Bank plc 0.00% due 12/30/2022

Barclays Bank plc 0.00% due 12/26/2019

Barclays Bank plc 8.75% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that period; Coupon barriers: 1,078.06 for Russell 2000 and 2,486.86 for Euro Stoxx 50; 70% of initial levels due 12/23/2027

Barclays Bank plc 6.1% per year, payable quarterly if each index closes at or above 60% coupon threshold on every day that quarter due 6/25/2020

Barclays Bank plc 10% annualized, payable quarterly if each stock closes at or above 65% coupon barrier on observation date for that quarter due 12/26/2019

Barclays Bank plc 9.25% annualized, payable semiannually if index closes at or above 85% coupon barrier on observation date for that period due 12/23/2027

Barclays Bank plc 0.00% due 12/24/2019

Barclays Bank plc 8.8% per year, payable quarterly if each index closes at or above its downside threshold on each day during that quarter due 12/23/2020

Barclays Bank plc 0.00% due 12/19/2019

Barclays Bank plc 8.5% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that period; Coupon barriers: 1,071.30 for Russell 2000 and 2,492.37 for Euro Stoxx 50; 70% of initial levels due 12/20/2027

Barclays Bank plc 6.65% annualized, payable quarterly if each index closes at or above downside threshold on determination date that quarter due 12/20/2022

Barclays Bank plc 9.5% annualized, payable quarterly if index closes at or above coupon barrier on observation date for that quarter; Coupon barrier: 2,848.42, 80% of initial level due 12/20/2022

Barclays Bank plc 5% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier levels: 2,278.74 for Stoxx and 15,777.11 Dow; 64% of initial levels due 12/20/2022

Barclays Bank plc 16.35% annualized, payable quarterly if each stock closes at or above 70% coupon barrier on observation date for that quarter due 12/19/2019

Barclays Bank plc 9.5% annualized, payable quarterly if fund closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $25.56, 75% of initial price due 12/20/2022

Barclays Bank plc 0.00% due 12/21/2022

Barclays Bank plc 0.00% due 12/30/2022

Barclays Bank plc 9%, payable quarterly if stock closes at or above coupon barrier on quarterly observation date; Barrier/downside threshold: $20.84, 64.5% of initial price due 12/18/2020

Barclays Bank plc 7.25%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barrier/thresholds: 1,071.298 for Russell, 4,347.27 for Dax, 70% of initial levels due 12/20/2022

Barclays Bank plc 10% per year, payable quarterly if each index closes at or above its downside threshold on each day during that quarter due 12/17/2021

Barclays Bank plc 3.1% initially, stepping up to 3.6% on Dec. 29, 2020, to 4.1% on Dec. 29, 2023, to 4.6% on Dec. 29, 2026 and to 5.1% on Dec. 29, 2029; payable semiannually due 12/29/2032

Barclays Bank plc 8.2% per year, payable quarterly if stock closes at or above barrier on determination date for that quarter due 12/11/2020

Barclays Bank plc 8.6% per year, payable quarterly if stock closes at or above downside threshold on determination date that quarter due 12/11/2020

Barclays Bank plc 7% annualized, payable quarterly if each fund closes at or above 70% downside threshold on review date for that quarter due 12/13/2022

Barclays Bank plc 10.3% per year, payable quarterly if each index closes at or above 75% coupon barrier on every day that quarter due 6/11/2020

Barclays Bank plc 0.00% due 12/13/2022

Barclays Bank plc 8% annualized, payable quarterly if each stock closes at or above 65% coupon barrier on observation date for that quarter due 12/16/2019

Barclays Bank plc 0.00% due 12/11/2025

Barclays Bank plc 2.1% initially; beginning Dec. 15, 2018, Libor plus 50 bps; payable quarterly due 12/15/2020

Barclays Bank plc 10.5% per year, payable quarterly if stock closes at or above barrier on determination date for that quarter due 12/4/2020

Barclays Bank plc 0.00% due 9/7/2021

Barclays Bank plc 8.5% per year, payable quarter if shares close at or above downside threshold level on determination date for that quarter due 12/4/2020

Barclays Bank plc 0.00% due 12/4/2019

Barclays Bank plc 10% per year, payable quarterly if each index closes at or above its 70% coupon barrier each day that quarter due 6/7/2021

Barclays Bank plc 8.65% annualized accrual for each day that each asset closes at or above coupon barrier, payable monthly; Coupon barriers: 1,235.31 for Russell and $36.88 for fund; 80% of initial levels due 12/4/2024

Barclays Bank plc 0.00% due 12/5/2022

Barclays Bank plc 0.00% due 12/4/2019

Barclays Bank plc 9.25% per year, payable semiannually if each index closes at or above 70% coupon barrier on determination date for that period due 12/5/2022

Barclays Bank plc 6.5% per year, payable quarterly if each index closes at or above 70% coupon barrier on determination date for that quarter due 12/5/2022

Barclays Bank plc 9.25% per year, payable quarterly if each index closes at or above 75% coupon barrier on each day during determination period for that quarter due 12/5/2022

Barclays Bank plc 0.00% due 12/5/2022

Barclays Bank plc 0.00% due 12/5/2022

Barclays Bank plc 0.00% due 12/5/2022

Barclays Bank plc 8.5% annualized, payable quarterly if fund closes at or above 70% coupon barrier on observation date for that quarter due 5/31/2019

Barclays Bank plc 8.5% annualized, payable quarterly if fund closes at or above 70% coupon barrier on observation date for that quarter due 6/5/2019

Barclays Bank plc 0.00% due 12/3/2021

Barclays Bank plc 0.00% due 12/5/2022

Barclays Bank plc 0.00% due 6/1/2021

Barclays Bank plc 0.00% due 12/3/2021

Barclays Bank plc 0.00% due 12/5/2023

Barclays Bank plc 0.00% due 12/5/2019

Barclays Bank plc 0.00% due 10/31/2019

Barclays Bank plc 8.5% per year, payable quarterly if each underlying asset closes at or above 70% coupon barrier on determination date for that quarter due 12/2/2022

Barclays Bank plc 6.75% per year, payable quarterly if each index closes at or above 70% coupon barrier on determination date for that quarter due 12/2/2022

Barclays Bank plc 10% per year, payable quarterly if each fund closes at or above 60% coupon barrier on determination date for that quarter due 12/2/2022

Barclays Bank plc 0.00% due 6/2/2023

Barclays Bank plc 7.75% per year, payable quarterly if each index closes at or above 70% coupon barrier on observation date for that quarter due 9/3/2021

Barclays Bank plc 0.00% due 12/3/2025

Barclays Bank plc 0.00% due 11/29/2019

Barclays Bank plc 12% per year, payable quarterly if each index closes at or above 75% coupon barrier on each day during determination period for that quarter due 6/2/2020

Barclays Bank plc 7% annualized, payable quarterly if each stock closes at or above 70% coupon barrier on observation date for that quarter due 12/5/2019

Barclays Bank plc 0.00% due 12/1/2021

Barclays Bank plc 7.15%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barrier/thresholds: 1,075.503 for Russell, 4,332.66 for Dax, 70% of initial levels due 12/1/2022

Barclays Bank plc 7% annualized, payable quarterly if each fund closes at or above 70% coupon barrier on review date for that quarter due 12/2/2027

Barclays Bank plc 7.75%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barrier/thresholds: 1,075.503 for Russell, 1,838.93 for S&P, 70% of initial levels due 12/1/2022

Barclays Bank plc 5.1% times proportion of days on which each asset closes at or above coupon barrier level; payable monthly; Barrier levels: 1,210.65 for Russell and $20.96 for fund; 80% of initial levels due 5/30/2025

Barclays Bank plc 6.50% due 12/2/2020

Barclays Bank plc 0.00% due 5/28/2021

Barclays Bank plc 0.00% due 11/29/2019

Barclays Bank plc 0.00% due 11/30/2022

Barclays Bank plc 0.00% due 11/30/2022

Barclays Bank plc 4.05% due 11/30/2022

Barclays Bank plc 0.00% due 11/30/2022

Barclays Bank plc 0.00% due 11/30/2022

Barclays Bank plc 0.00% due 11/30/2022

Barclays Bank plc 0.00% due 5/29/2020

Barclays Bank plc 7.5% per year, payable semiannually if each index closes at or above 70% coupon barrier on determination date for that period due 11/30/2022

Barclays Bank plc 5.25% per year multiplied by proportion of days on which index closes at or above coupon barrier; payable monthly; Coupon barrier: 2,081.14, 80% of initial level due 5/30/2025

Barclays Bank plc 0.00% due 11/30/2020

Barclays Bank plc 0.00% due 5/28/2021

Barclays Bank plc 0.00% due 11/29/2024

Barclays Bank plc 9.6% per year, payable monthly if each stock closes at or above 50% coupon barrier on observation date for that month due 11/30/2020

Barclays Bank plc 11.5% per year, payable monthly if each stock closes at or above 60% coupon barrier on observation date for that month due 12/2/2020

Barclays Bank plc 6.7% per year, payable quarterly if fund closes at or above 70% coupon barrier on observation date for that quarter due 2/28/2019

Barclays Bank plc 6.5% annualized, payable quarterly if fund closes at or above 70% coupon barrier on observation date for that quarter due 5/31/2019

Barclays Bank plc 7% initially, stepping up to 11% in November 2022, payable quarterly if each index closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 1,134.98 for Russell and 1,951.07 for S&P; 75% of initial levels due 11/30/2027

Barclays Bank plc 0.00% due 6/1/2021

Barclays Bank plc 0.00% due 11/29/2019

Barclays Bank plc 0.00% due 11/30/2022

Barclays Bank plc 0.00% due 11/30/2020

Barclays Bank plc 0.00% due 11/30/2022

Barclays Bank plc 10% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter due 11/30/2020

Barclays Bank plc 0.00% due 11/28/2022

Barclays Bank plc 15.15% per year, payable quarterly if shares of each stock close at or above downside threshold level on determination date for that quarter due 11/27/2019

Barclays Bank plc 0.00% due 11/27/2020

Barclays Bank plc 0.00% due 1/25/2019

Barclays Bank plc 0.00% due 11/28/2022

Barclays Bank plc 0.00% due 11/30/2020

Barclays Bank plc 0.00% due 11/22/2019

Barclays Bank plc 0.00% due 11/29/2019

Barclays Bank plc 0.00% due 12/7/2018

Barclays Bank plc 0.00% due 5/23/2019

Barclays Bank plc 0.00% due 5/26/2020

Barclays Bank plc 9.25% per year, payable quarterly if each index closes at or above 75% coupon barrier on determination date for that quarter due 11/26/2027

Barclays Bank plc 9.25% per year, payable quarterly if each index closes at or above 75% coupon barrier on determination date for that quarter due 11/26/2027

Barclays Bank plc 6.25% per year, payable quarterly if each index closes at or above 55% coupon barrier on determination date for that quarter due 11/26/2027

Barclays Bank plc 9.9% per year, payable quarterly if each index closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 1,202.72 for Russell, 2,849.13 for Stoxx and 2,065.71 for S&P; 80% of initial levels due 11/25/2019

Barclays Bank plc 0.00% due 5/22/2019

Barclays Bank plc 0.00% due 11/20/2019

Barclays Bank plc 0.00% due 11/25/2019

Barclays Bank plc 8.75% per year, payable semiannually if each underlying asset closes at or above 70% coupon barrier on determination date for that period due 11/20/2020

Barclays Bank plc 7.25% per year, payable semiannually if each underlying asset closes at or above 70% coupon barrier on determination date for that period due 11/20/2020

Barclays Bank plc 8.5% per year, payable semiannually if each underlying asset closes at or above 60% coupon barrier on determination date for that period due 11/20/2020

Barclays Bank plc 7.5% per year, payable semiannually if each underlying asset closes at or above 60% coupon barrier on determination date for that period due 11/20/2020

Barclays Bank plc 6% per year, payable quarterly if each index closes at or above 65% coupon barrier on determination date for that quarter due 11/22/2021

Barclays Bank plc 8.6% per year, payable quarterly if each fund closes at or above 70% downside threshold on determination date for that quarter due 11/20/2020

Barclays Bank plc 11% per year, payable quarter if shares close at or above downside threshold level on determination date for that quarter due 11/20/2020

Barclays Bank plc 8.1% per year, payable quarterly if each index closes at or above 75% coupon barrier on every day that quarter due 11/22/2027

Barclays Bank plc 10.8% per year, payable quarterly if each index closes at or above 75% coupon barrier on every day that quarter due 5/21/2020

Barclays Bank plc 0.00% due 5/21/2020

Barclays Bank plc 0.00% due 11/22/2023

Barclays Bank plc 0.00% due 11/21/2024

Barclays Bank plc 17.85% per year, payable monthly if each stock closes at or above 50% coupon barrier on observation date for that month due 11/20/2020

Barclays Bank plc 6.2% per year, payable quarterly if each index closes at or above 70% coupon barrier on observation date for that quarter due 11/22/2022

Barclays Bank plc 3.25% initially, stepping up to 4.25% on Nov. 24, 2023; payable semiannually due 11/24/2027

Barclays Bank plc 0.00% due 11/22/2022

Barclays Bank plc 8.25% due 11/20/2019

Barclays Bank plc 13.25% per year, payable quarterly if each stock closes at or above 70% coupon barrier on observation date for that quarter due 11/19/2020

Barclays Bank plc 2.5% initially, stepping up to 2.75% on Nov. 22, 2019, to 3% on Nov. 22, 2020, to 3.25% on May 22, 2021, to 4% on Nov. 22, 2021 and to 5% on May 22, 2022; payable semiannually due 11/22/2022

Barclays Bank plc 6.8%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barrier/thresholds: 1,024.867 for Russell, 2,482.00 for Stoxx, 70% of initial levels due 11/20/2019

Barclays Bank plc 3.25% initially, stepping up 4.5% on Nov. 16, 2024, to 6% on Nov. 16, 2029, to 6.5% on Nov. 16, 2030 and to 8% on Nov. 16, 2031; payable semiannually due 11/16/2032

Barclays Bank plc 9.65% per year, payable quarterly if each index closes at or above its downside threshold on each day during that quarter due 11/18/2021

Barclays Bank plc 0.00% due 8/18/2021

Barclays Bank plc 0.00% due 1/14/2021

Barclays Bank plc 9.25% per year, payable quarterly if each index closes at or above 80% coupon barrier on each day during determination period for that quarter due 5/18/2020

Barclays Bank plc 0.00% due 11/18/2019

Barclays Bank plc 10.25% per year, payable quarterly if each index closes at or above 65% coupon barrier on determination date for that quarter due 11/16/2027

Barclays Bank plc 10% per year, payable quarterly if each index closes at or above 70% coupon barrier on determination date for that quarter due 11/16/2027

Barclays Bank plc 11.4% per year, payable quarterly if each index closes at or above 70% coupon barrier on determination date for that quarter due 11/16/2027

Barclays Bank plc 9.6% per year, payable quarter if shares close at or above downside threshold level on determination date for that quarter due 11/16/2020

Barclays Bank plc 3.5% initially, stepping up to 4% on Nov. 17, 2024, to 5% on Nov. 17, 2028 and to 6% on Nov. 17, 2030; payable semiannually due 11/17/2032

Barclays Bank plc 7.45%, payable quarterly if each ETF closes at or above coupon barrier on observation date; Coupon barriers: $32.40 for Emerging Markets, $180.66 for S&P 500, 70% of initial levels due 11/16/2020

Barclays Bank plc 6% per year, payable quarterly if each index closes at or above its 56.25% coupon barrier on observation date for that quarter due 11/16/2027

Barclays Bank plc 6.45%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barrier/thresholds: 1,032.693 for Russell, 1,807.61 for S&P, 70% of initial levels due 11/16/2022

Barclays Bank plc 10.4% per year, payable quarterly if each index closes at or above its downside threshold on each day during that quarter due 11/16/2021

Barclays Bank plc 9.4% per year, payable quarterly if each index closes at or above its downside threshold on each day during that quarter due 11/16/2021

Barclays Bank plc 0.00% due 11/16/2020

Barclays Bank plc Each quarter, notes pay contingent coupon at rate of 4.9% per year if ETF shares close at or above coupon barrier on observation date for that quarter; Coupon barrier: $181.38, 70% of initial price due 11/13/2020

Barclays Bank plc 9.5% per year, payable quarterly if each component closes at or above 60% coupon barrier on determination date for that quarter due 5/13/2021

Barclays Bank plc 9.05% per year, payable quarterly if each index closes at or above its downside threshold on each day during that quarter due 11/13/2020

Barclays Bank plc 10.61% per year, payable quarterly if each index closes at or above its downside threshold on each day during that quarter due 11/13/2020

Barclays Bank plc 7.5% per year, payable quarterly if each index closes at or above 60% coupon barrier on determination date for that quarter due 11/10/2022

Barclays Bank plc 2.05% initially; beginning Nov. 24, 2019, Libor plus 40 bps, subject to 0% floor; payable quarterly due 11/24/2020

Barclays Bank plc 0.00% due 11/7/2019

Barclays Bank plc 6.5% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that period; Coupon barriers: 897.93 for Russell 2000 and 2,213.28 for Euro Stoxx 50; 60% of initial levels due 11/7/2022

Barclays Bank plc 8% per year, payable quarterly if index closes at or above coupon barrier level on observation date for that period; Coupon barrier: 2,063.49, or 80% of initial level due 11/5/2027

Barclays Bank plc 11%, payable each quarter that each index closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 1,047.5829 for Russell, 789.117 for MSCI EM, 2,582.16 for Euro Stoxx; 70% of initial levels due 11/5/2027

Barclays Bank plc 5.25% due 8/5/2019

Barclays Bank plc 9.65% per year, payable quarterly if each index closes at or above 80% coupon barrier on each day during determination period for that quarter due 5/7/2020

Barclays Bank plc 0.00% due 5/7/2021

Barclays Bank plc 9.55% per year, payable quarterly if each index closes at or above its 70% coupon barrier each day that quarter due 11/4/2021

Barclays Bank plc 0.00% due 5/5/2020

Barclays Bank plc 0.00% due 11/4/2020

Barclays Bank plc 0.00% due 11/5/2019

Barclays Bank plc 8% per year, payable semiannually if each index closes at or above coupon barrier level on observation date for that period; Coupon barriers: 1,051.94 for Russell 2000 and 2,571.77 for Euro Stoxx 50; 70% of initial levels due 11/4/2020

Barclays Bank plc 6.25% per year, payable quarterly if each index closes at or above 65% coupon barrier on observation date for that quarter due 11/3/2022

Barclays Bank plc 8.75% per year, payable quarter if shares close at or above downside threshold level on determination date for that quarter due 11/4/2020

Barclays Bank plc 10.85% per year, payable quarterly if each index closes at or above 75% coupon barrier on determination date that quarter due 11/3/2022

Barclays Bank plc 0.00% due 11/3/2021

Barclays Bank plc 0.00% due 11/3/2022

Barclays Bank plc 8.5% per year, payable quarterly if fund closes at or above 70% coupon barrier on observation date for that quarter due 2/5/2019

Barclays Bank plc 9.65% per year, payable quarterly if fund closes at or above 70% coupon barrier on observation date for that quarter due 2/5/2019

Barclays Bank plc 0.00% due 11/3/2021

Barclays Bank plc 0.00% due 11/3/2022

Barclays Bank plc 8.7% per year, payable quarterly if each index closes at or above its coupon barrier each day that quarter; Coupon barriers: 976.803 for Russell 2000, 2,388.07 for Euro Stoxx 50 and 1,673.92 for S&P 500; 65% of initial levels due 11/4/2021

Barclays Bank plc 0.00% due 11/3/2021

Barclays Bank plc 0.00% due 11/3/2023

Barclays Bank plc 7.25% per year, payable quarterly if each index closes at or above 65% coupon barrier on observation date for that quarter due 11/2/2023

Barclays Bank plc 0.00% due 10/30/2020

Barclays Bank plc 7.5% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that period; Coupon barriers: 1,548.64 for S&P 500, 904.99 for Russell 2000 and 2,191.34 for Euro Stoxx 50; 60% of initial levels due 10/29/2027

Barclays Bank plc 0.00% due 12/31/2018

Barclays Bank plc 9.05% per year, payable quarterly if each index closes at or above 75% coupon barrier on each trading day for that quarter due 10/30/2020

Barclays Bank plc 8.55% due 5/3/2018

Barclays Bank plc 8.4% per year, payable quarterly if each stock closes at or above 70% coupon barrier on observation date for that quarter due 10/30/2020

Barclays Bank plc 11.85% per year, payable quarterly if each stock closes at or above 75% coupon barrier on observation date for that quarter due 10/31/2019

Barclays Bank plc 9% per year, payable quarterly if stock closes at or above 63.25% coupon barrier on determination date that quarter due 10/30/2020

Barclays Bank plc 7% per year, payable quarterly if stock closes at or above 67.25% coupon barrier on determination date that quarter due 10/30/2020

Barclays Bank plc 8% per year, payable quarterly if stock closes at or above 66.15% coupon barrier on determination date that quarter due 10/30/2020

Barclays Bank plc 7.15% per year, payable quarterly if each index closes at or above 70% coupon barrier on determination date that quarter due 11/1/2022

Barclays Bank plc 7.75% per year, payable quarterly if each index closes at or above 70% coupon barrier on determination date that quarter due 11/1/2022

Barclays Bank plc 6.3% per year, payable quarterly if each index closes at or above 70% coupon barrier on determination date that quarter due 11/1/2022

Barclays Bank plc 0.00% due 10/31/2022

Barclays Bank plc 0.00% due 10/30/2020

Barclays Bank plc 5.5% times proportion of days on which each index closes at or above coupon barrier level; payable monthly; Barrier levels: 1,197.97 for Russell and 2,048.32 for S&P; 80% of initial levels due 4/30/2025

Barclays Bank plc 6.50% due 10/30/2020

Barclays Bank plc 0.00% due 4/30/2021

Barclays Bank plc 0.00% due 10/31/2019

Barclays Bank plc 0.00% due 10/31/2022

Barclays Bank plc 0.00% due 10/31/2022

Barclays Bank plc 4.01% due 10/31/2022

Barclays Bank plc 0.00% due 10/31/2022

Barclays Bank plc 0.00% due 10/31/2022

Barclays Bank plc 9% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that period; Coupon barriers: 5,240.55 for FTSE 100, 1,048.22 for Russell 2000 and 2,546.04 for Euro Stoxx 50; 70% of initial levels due 4/29/2021

Barclays Bank plc 7% per year, payable semiannually if each index closes at or above coupon barrier level on observation date for that period; Coupon barriers: 1,048.22 for Russell 2000 and 2,546.04 for Euro Stoxx 50; 70% of initial levels due 4/30/2021

Barclays Bank plc 6.25% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that period; Coupon barriers: 1,123.10 for Russell and 1,920.30 for S&P, or 75% of initial levels due 10/31/2022

Barclays Bank plc 6.25% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that period; Coupon barriers: 823.60 for Russell and 1,408.22 for S&P, or 55% of initial levels due 10/29/2027

Barclays Bank plc 9.25% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that period; Coupon barriers: 1,920.30 for S&P 500, 1,123.10 for Russell 2000 and 2,727.90 for Euro Stoxx 50; 75% of initial levels due 10/29/2027

Barclays Bank plc 10.75% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that period; Coupon barriers: 1,792.28 for S&P 500, 1,048.22 for Russell 2000 and 2,546.04 for Euro Stoxx 50; 70% of initial levels due 10/29/2027

Barclays Bank plc 10% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that period; Coupon barriers: 1,792.28 for S&P 500, 1,048.22 for Russell 2000 and 2,546.04 for Euro Stoxx 50; 70% of initial levels due 10/29/2027

Barclays Bank plc 10% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that period; Coupon barriers: 1,920.30 for S&P 500, 1,123.10 for Russell 2000 and 2,727.90 for Euro Stoxx 50; 75% of initial levels due 10/29/2027

Barclays Bank plc 0.000% due 6/24/2038

Barclays Bank plc 0.00% due 4/29/2021

Barclays Bank plc 0.00% due 10/31/2024

Barclays Bank plc 9.25% per year, payable monthly if each stock closes at or above 50% coupon barrier on observation date for that month due 10/30/2020

Barclays Bank plc 12% per year, payable monthly if each stock closes at or above 60% coupon barrier on observation date for that month due 10/30/2020

Barclays Bank plc 9.75% per year, payable monthly if each stock closes at or above 50% coupon barrier on observation date for that month due 10/30/2020

Barclays Bank plc 10.25% per year, payable monthly if each stock closes at or above barrier price on observation date for that month due 10/30/2020

Barclays Bank plc 6.85% per year, payable quarterly if each index closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 1,048.22 for Russell and 1,792.28 for S&P; 70% of initial levels due 10/29/2027

Barclays Bank plc 7.25% per year, payable quarterly if fund closes at or above 70% coupon barrier on observation date for that quarter due 1/31/2019

Barclays Bank plc 8% per year, payable quarterly if fund closes at or above 70% coupon barrier on observation date for that quarter due 1/31/2019

Barclays Bank plc 6% initially, stepping up to 10% in October 2022, payable quarterly if each index closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 1,085.66 for Russell and 1,856.29 for S&P; 72.5% of initial levels due 10/31/2024

Barclays Bank plc 2% initially, stepping up 4% on Oct. 30, 2019; payable semiannually due 10/30/2020

Barclays Bank plc 0.00% due 10/31/2019

Barclays Bank plc 0.00% due 4/29/2021

Barclays Bank plc 0.00% due 10/31/2022

Barclays Bank plc 11% per year, payable quarterly if each index closes at or above 70% coupon barrier on determination date that quarter due 10/28/2027

Barclays Bank plc 0.00% due 10/31/2022

Barclays Bank plc 9.65% per year, payable quarterly if each index closes at or above 65% coupon barrier on observation date for that quarter due 10/28/2027

Barclays Bank plc 8.1% per year, payable quarterly if each component closes at or above 70% coupon barrier on observation date for that quarter due 10/30/2019

Barclays Bank plc 8.85% per year, payable monthly if each stock closes at or above 65% coupon barrier on observation date for that month due 10/30/2020

Barclays Bank plc 7.2% per year, payable quarterly if each underlying component closes at or above 70% coupon barrier on observation date for that quarter due 4/29/2021

Barclays Bank plc 8%, payable quarterly if both indexes close at or above their coupon barrier on the observation date for that quarter; Coupon barriers/downside thresholds: 959.560 for Russell, 1,642.97 for S&P; 64.25% of initial levels due 10/28/2027

Barclays Bank plc 6% per year, payable quarterly if each index closes at or above 65% coupon barrier on determination date that quarter due 10/28/2022

Barclays Bank plc 8.65% per year, payable quarterly if each index closes at or above its coupon barrier each day that quarter; Coupon barriers: 970.761 for Russell 2000, 2,334.45 for Euro Stoxx 50 and 1,662.15 for S&P 500; 65% of initial levels due 4/29/2021

Barclays Bank plc 0.00% due 10/29/2019

Barclays Bank plc 0.00% due 10/29/2019

Barclays Bank plc 0.00% due 10/29/2019

Barclays Bank plc 7% per year, payable semiannually if each component closes at or above 70% coupon barrier on observation date for that period due 10/23/2020

Barclays Bank plc 9.7% per year, payable quarterly if each ETF closes at or above barrier level on observation date for that quarter due 10/22/2021

Barclays Bank plc 10.1% per year, payable quarterly if each index closes at or above coupon barrier on determination date that quarter; Coupon barriers: 1,201.635 for Russell, 2,049.680 for S&P and 107.112 for Stoxx Banks; 80% of initial levels due 4/23/2020

Barclays Bank plc 0.00% due 10/22/2021

Barclays Bank plc 7.6% per year, payable semiannually if index closes at or above barrier level on observation date for that semiannual period due 10/24/2022

Barclays Bank plc 10.5% per year, payable quarterly if each index closes at or above its coupon barrier on observation date that quarter; Coupon barriers: 978.344 for Russell 2000, 2,352.77 for Euro Stoxx 50 and 978.344 for MSCI Emerging Markets; 65% of initial levels due 10/25/2027

Barclays Bank plc 8.85% per year, payable quarterly if each stock closes at or above 70% coupon barrier on observation date for that quarter due 10/22/2020

Barclays Bank plc 6.35% per year, payable quarterly if each fund closes at or above 65% coupon barrier on observation date for that quarter due 4/24/2019

Barclays Bank plc 8% per year, payable quarterly if each index closes at or above its coupon barrier on observation date that quarter; Coupon barriers: 1,053.601 for Russell 2000, 1,792.88 for S&P 500 and 1,400.65 for MSCI EAFE; 70% of initial levels due 10/24/2022

Barclays Bank plc 0.00% due 1/3/2020

Barclays Bank plc 0.00% due 1/3/2020

Barclays Bank plc 0.00% due 11/2/2018

Barclays Bank plc 2% initially, stepping up to 4% on Oct. 23, 2019 through maturity; payable quarterly due 10/23/2020

Barclays Bank plc 0.00% due 10/20/2022

Barclays Bank plc 8% per year, payable quarterly if each index closes at or above its coupon barrier on each day during that quarter; Coupon barriers: 973.374 for Russell 2000, 1,663.58 for S&P 500 and 2,345.05 for Euro Stoxx 50; 65% of initial levels due 10/21/2021

Barclays Bank plc 0.00% due 4/3/2019

Barclays Bank plc 0.00% due 10/18/2019

Barclays Bank plc 8.3% per year, payable quarterly if each index closes at or above 65% coupon barrier on observation date for that quarter due 10/18/2027

Barclays Bank plc 7.8% per year, payable quarterly if each index closes at or above 65% coupon barrier on observation date for that quarter due 10/18/2027

Barclays Bank plc 0.00% due 4/17/2019

Barclays Bank plc 0.00% due 4/17/2019

Barclays Bank plc 8.5% per year, payable quarter if shares close at or above downside threshold level on determination date for that quarter due 10/16/2020

Barclays Bank plc 12.5% per year, payable quarterly if each index closes at or above 70% coupon barrier on determination date that quarter due 4/17/2020

Barclays Bank plc 8.05% per year, payable quarterly if each index closes at or above 70% coupon barrier on determination date that quarter due 10/18/2022

Barclays Bank plc 0.00% due 10/18/2019

Barclays Bank plc 0.00% due 1/21/2022

Barclays Bank plc 7% per year, payable quarterly if stock closes at or above 71.5% coupon barrier on determination date for that quarter due 10/16/2020

Barclays Bank plc 7% per year, payable quarterly if stock closes at or above 75.5% coupon barrier on determination date for that quarter due 10/16/2020

Barclays Bank plc 7% per year, payable quarterly if stock closes at or above 71.6% coupon barrier on determination date for that quarter due 10/16/2020

Barclays Bank plc 7.35%, payable quarterly if each ETF closes at or above coupon barrier on observation date; Coupon barriers: $32.66 for Emerging Markets, $178.47 for S&P 500, 70% of initial levels due 10/18/2022

Barclays Bank plc 8%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barriers: 788.14 for MSCI Emerging Markets, 2,523.19 for Stoxx, 70% of initial levels due 10/18/2022

Barclays Bank plc 7%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barriers: 788.14 for MSCI Emerging Markets, 1,051.861 for Russell, 70% of initial levels due 10/18/2027

Barclays Bank plc 0.00% due 10/21/2019

Barclays Bank plc 9.65% per year, payable quarterly if each index closes at or above 80% coupon barrier on determination date that quarter due 4/17/2020

Barclays Bank plc 12.55% per year, payable quarterly if each index closes at or above 75% coupon barrier on determination date that quarter due 4/17/2020

Barclays Bank plc 10% per year, payable quarterly if each index closes at or above 80% coupon barrier on determination date that quarter due 4/17/2020

Barclays Bank plc 2% initially; beginning Oct. 16, 2018, Libor plus 40 bps, subject to 0% floor; payable quarterly due 10/16/2019

Barclays Bank plc 8.7% per year, payable quarterly if each index closes at or above its coupon barrier on each day during that quarter; Coupon barriers: 980.203 for Russell 2000, 1,657.92 for S&P 500 and 2,339.21 for Euro Stoxx 50; 65% of initial levels due 10/15/2021

Barclays Bank plc 9.6% per year, payable quarterly if each index closes at or above its coupon barrier on each day during that quarter; Coupon barriers: 1,055.604 for Russell 2000, 1,785.45 for S&P 500 and 2,519.15 for Euro Stoxx 50; 70% of initial levels due 10/15/2021

Barclays Bank plc 0.00% due 10/10/2019

Barclays Bank plc 9.75% per year, payable quarterly if each underlying component closes at or above 65% coupon barrier on observation date for that quarter due 10/12/2022

Barclays Bank plc 11% per year, payable quarterly if each underlying component closes at or above 65% coupon barrier on observation date for that quarter due 10/12/2022

Barclays Bank plc 10% per year, payable quarterly if each underlying component closes at or above 65% coupon barrier on observation date for that quarter due 10/9/2020

Barclays Bank plc 8.2% per year, payable quarterly if Bank of America shares close at or above downside threshold level on determination date for that quarter due 10/2/2020

Barclays Bank plc 8.2% per year, payable quarterly if Bank of America shares close at or above downside threshold level on determination date for that quarter due 10/9/2020

Barclays Bank plc 8.2% per year, payable quarterly if Bank of America shares close at or above downside threshold level on determination date for that quarter due 10/9/2020

Barclays Bank plc 10.5% per year, payable quarter if shares close at or above downside threshold level on determination date for that quarter due 4/11/2018

Barclays Bank plc 8.75% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter due 10/9/2020

Barclays Bank plc Each quarter, notes pay contingent coupon at an annual rate of 8.25% if each index closes at or above downside threshold level on determination date for that quarter due 10/12/2022

Barclays Bank plc 7.00% due 4/9/2020

Barclays Bank plc 0.00% due 10/10/2019

Barclays Bank plc Each quarter, notes pay contingent coupon at rate of 8.16% per year if Ford shares close at or above downside threshold level on observation date for that quarter due 10/9/2020

Barclays Bank plc 0.00% due 10/9/2020

Barclays Bank plc 8.6% per year, payable semiannually if each index closes at or above coupon barrier level on observation date for that period; Coupon barriers: 1,786.45 for S&P 500, 1,058.46 for Russell 2000 and 2,529.48 for Euro Stoxx 50; 70% of initial levels due 10/11/2022

Barclays Bank plc 0.00% due 11/24/2021

Barclays Bank plc 0.00% due 10/11/2019

Barclays Bank plc 8.00% due 10/9/2019

Barclays Bank plc 0.00% due 1/10/2019

Barclays Bank plc 0.00% due 10/9/2019

Barclays Bank plc 0.00% due 4/9/2019

Barclays Bank plc 0.00% due 10/8/2025

Barclays Bank plc 4.75%, payable monthly if index does not close below barrier level any trading day that month; Barrier: 2,217.04; 88% of initial level due 3/3/2022

Barclays Bank plc 0.00% due 10/3/2019

Barclays Bank plc 8.5% per year, payable semiannually if each index closes at or above barrier level on observation date for that period; Coupon barriers: 2,516.40 for Stoxx and 1,043.60 for Russell, or 70% of initial levels due 10/5/2020

Barclays Bank plc 6.3% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that period; Coupon barriers: 2,516.40 for Stoxx and 1,763.55 for S&P, or 70% of initial levels due 10/4/2019

Barclays Bank plc 6.5% per year, payable quarterly if each index closes at or above 65% coupon barrier on observation date for that quarter due 10/5/2022

Barclays Bank plc 0.00% due 4/3/2019

Barclays Bank plc 8.35% per year, payable quarterly if each index closes at or above coupon barrier on determination date that quarter; Coupon barriers: 1,889.520 for S&P and 2,696.138 for Stoxx; 75% of initial levels due 10/4/2027

Barclays Bank plc 0.00% due 4/3/2020

Barclays Bank plc 0.00% due 10/4/2021

Barclays Bank plc 0.00% due 10/4/2022

Barclays Bank plc 0.00% due 10/5/2022

Barclays Bank plc 0.00% due 11/1/2018

Barclays Bank plc 5.75% per year, payable quarterly if each fund closes at or above 60% coupon barrier on observation date for that quarter due 10/6/2022

Barclays Bank plc 10.25% per year, payable quarterly if fund closes at or above 70% coupon barrier on observation date for that quarter due 10/3/2018

Barclays Bank plc 8.5% per year, payable quarterly if fund closes at or above 70% coupon barrier on observation date for that quarter due 10/3/2018

Barclays Bank plc 0.00% due 10/5/2021

Barclays Bank plc 0.00% due 10/5/2022

Barclays Bank plc 0.00% due 10/2/2020

Barclays Bank plc 0.00% due 1/3/2019

Barclays Bank plc 0.00% due 9/27/2019

Barclays Bank plc 0.00% due 9/30/2022

Barclays Bank plc 0.00% due 9/29/2023

Barclays Bank plc 0.00% due 10/3/2022

Barclays Bank plc 0.00% due 9/27/2019

Barclays Bank plc 0.00% due 9/25/2020

Barclays Bank plc 4.8% per year, payable monthly if each index closes at or above coupon barrier on observation date for that month; Coupon barriers: 2,494.55 for Stoxx and 1,757.04 for S&P; 70% of initial levels due 10/5/2022

Barclays Bank plc 0.00% due 10/5/2020

Barclays Bank plc 10% annualized, payable quarterly if stock closes at or above 71.5% coupon barrier on review date that quarter due 10/15/2018

Barclays Bank plc 5.15% per year multiplied by proportion of days on which index closes at or above coupon barrier; payable monthly; Coupon barrier: 2,005.63, 80% of initial level due 3/31/2025

Barclays Bank plc 0.00% due 11/30/2018

Barclays Bank plc 6.9% per year, payable quarterly if each index closes at or above 70% coupon barrier on determination date that quarter due 9/30/2022

Barclays Bank plc 7.25%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barriers: 755.00 for MSCI Emerging Markets, 1,039.369 for Russell, 70% of initial levels due 9/30/2027

Barclays Bank plc 7.8% per year, payable quarterly if each index closes at or above 70% coupon barrier on determination date that quarter due 9/30/2022

Barclays Bank plc 9.7% per year, payable quarterly if each index closes at or above its coupon barrier on each day during that quarter; Coupon barriers: 1,039.369 for Russell 2000, 1,754.93 for S&P 500 and 2,488.62 for Euro Stoxx 50; 70% of initial levels due 9/30/2021

Barclays Bank plc 9.15% per year, payable quarterly if each index closes at or above its coupon barrier on each day during that quarter; Coupon barriers: 1,039.369 for Russell 2000, 1,754.93 for S&P 500 and 2,488.62 for Euro Stoxx 50; 70% of initial levels due 4/1/2021

Barclays Bank plc 6.60% due 9/30/2020

Barclays Bank plc 12.75% due 9/30/2019

Barclays Bank plc 0.00% due 9/27/2019

Barclays Bank plc 0.00% due 3/29/2021

Barclays Bank plc 0.00% due 9/29/2022

Barclays Bank plc 0.00% due 9/29/2022

Barclays Bank plc 4.05% due 9/29/2022

Barclays Bank plc 0.00% due 9/29/2022

Barclays Bank plc 0.00% due 9/29/2022

Barclays Bank plc 0.00% due 3/27/2020

Barclays Bank plc 6.75% per year, payable semiannually if each index closes at or above 70% coupon barrier on observation date for that period due 9/29/2020

Barclays Bank plc 8% per year, payable quarterly if each index closes at or above 65% coupon barrier on observation date for that quarter due 9/30/2027

Barclays Bank plc 6% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 9/30/2027

Barclays Bank plc 10% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barriers: 1,747.79 for S&P 500, 1,019.80 for Russell 2000 and 2,475.57 for Euro Stoxx 50; 70% of initial levels due 9/30/2027

Barclays Bank plc 9.75% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barriers: 1,872.63 for S&P 500, 1,092.65 for Russell 2000 and 2,652.29 for Euro Stoxx 50; 75% of initial levels due 9/30/2027

Barclays Bank plc 6% per year, payable quarterly if each index closes at or above 70% coupon barrier on observation date for that quarter due 9/29/2022

Barclays Bank plc 8% per year, payable quarterly if each index closes at or above 75% coupon barrier on observation date for that quarter due 9/30/2027

Barclays Bank plc 7%, payable quarterly if each index closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 946.96 for Russell, 1,622.95 for S&P, 65% of initial levels due 9/29/2022

Barclays Bank plc 5.1% annualized for each day that indexes close at or above coupon barrier; payable monthly; Coupon barrier: 1,997.47 for S&P, 1,165.49 for Russell; 80% of initial level due 3/31/2025

Barclays Bank plc 0.00% due 9/29/2022

Barclays Bank plc 0.00% due 3/31/2021

Barclays Bank plc 0.00% due 9/30/2024

Barclays Bank plc 9% per year, payable monthly if each stock closes at or above 50% coupon barrier on observation date for that month due 9/30/2020

Barclays Bank plc 9% per year, payable quarterly if each stock closes at or above 60% coupon barrier on observation date for that quarter due 9/30/2020

Barclays Bank plc 9.25% per year, payable quarterly if fund closes at or above 70% coupon barrier on observation date for that quarter due 12/28/2018

Barclays Bank plc 8.15% per year, payable quarterly if each fund closes at or above 60% coupon barrier on observation date for that quarter due 3/27/2020

Barclays Bank plc 8% per year, payable quarterly if fund closes at or above 70% coupon barrier on observation date for that quarter due 12/28/2018

Barclays Bank plc 6% initially, stepping up to 8.5% in September 2022, payable quarterly if each index closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 983.38 for Russell, 1,685.37 for S&P, 67.5% of initial levels due 9/30/2024

Barclays Bank plc 0.00% due 9/29/2022

Barclays Bank plc 0.00% due 9/30/2021

Barclays Bank plc 0.00% due 9/30/2021

Barclays Bank plc 0.00% due 9/30/2022

Barclays Bank plc 0.00% due 9/30/2022

Barclays Bank plc 0.00% due 9/30/2021

Barclays Bank plc 0.00% due 9/30/2021

Barclays Bank plc Each quarter, notes pay contingent coupon at annual rate of 15% if each index closes at or above coupon barrier level on each business day during that quarter; Coupon barriers: 816.195 for MSCI Emerging Markets, 1,088.969 for Russell 2000 and 100.605 for Euro Stoxx Banks; 75% of initial levels due 3/30/2020

Barclays Bank plc 0.00% due 9/30/2019

Barclays Bank plc 0.00% due 9/26/2019

Barclays Bank plc 6.9% per year, payable semiannually if each underlying component closes at or above 70% barrier level on observation date for that period due 9/25/2020

Barclays Bank plc 8.4% per year, payable semiannually if each underlying component closes at or above 70% barrier level on observation date for that period due 9/25/2020

Barclays Bank plc 9.25% per year, payable semiannually if each underlier closes at or above barrier level on observation date for that semiannual period due 9/25/2020

Barclays Bank plc 7.5% per year, payable semiannually if each underlier closes at or above barrier level on observation date for that semiannual period due 9/25/2020

Barclays Bank plc 0.00% due 3/27/2019

Barclays Bank plc 8.25% per year, payable quarterly if shares close at or above the downside threshold on quarterly determination date due 9/25/2020

Barclays Bank plc 0.00% due 9/25/2020

Barclays Bank plc 0.00% due 9/25/2020

Barclays Bank plc 13% per year, payable quarterly if each stock closes at or above 70% coupon barrier on observation date for that quarter due 9/26/2019

Barclays Bank plc 0.00% due 9/26/2019

Barclays Bank plc 6.65% per year, payable quarterly if each index closes at or above 70% coupon barrier on determination date that quarter due 9/27/2027

Barclays Bank plc 7.06% per year, payable quarterly if each index closes at or above 70% coupon barrier on determination date that quarter due 9/27/2027

Barclays Bank plc 0.00% due 9/25/2020

Barclays Bank plc 0.00% due 9/25/2020

Barclays Bank plc 9% per year, payable quarterly if each stock closes at or above 60% coupon barrier on observation date for that quarter due 9/24/2020

Barclays Bank plc 11.65% per year, payable quarterly if each fund closes at or above 75% coupon barrier level on observation date for that period due 9/26/2019

Barclays Bank plc 9.6% per year, payable quarterly if each component closes at or above 80% coupon barrier on observation date for that quarter due 9/26/2019

Barclays Bank plc 7.25% for first year; after that, six times spread of 30-year CMS rate over two-year CMS rate, capped at 8% with floor of 0%; payable quarterly due 10/20/2037

Barclays Bank plc 12% per year, payable quarterly if each stock closes at or above 70% coupon barrier on observation date for that quarter due 9/25/2019

Barclays Bank plc 16% per year, payable quarterly if each stock closes at or above 70% coupon barrier on observation date for that quarter due 9/25/2019

Barclays Bank plc 27% per year, payable quarterly if each stock closes at or above 70% coupon barrier on observation date for that quarter due 9/25/2019

Barclays Bank plc 9.1% per year, payable quarterly if each index closes at or above its coupon barrier on each day during that quarter; Coupon barriers: 1,011.794 for Russell 2000, 1,755.77 for S&P 500 and 2,467.89 for Euro Stoxx 50; 70% of initial levels due 3/26/2021

Barclays Bank plc 0.00% due 9/25/2019

Barclays Bank plc 0.00% due 3/22/2019

Barclays Bank plc 8.00% due 9/24/2018

Barclays Bank plc 0.00% due 4/3/2020

Barclays Bank plc 9.1% per year, payable quarterly if each index closes at or above 70% coupon barrier on determination date that quarter due 9/19/2024

Barclays Bank plc 8.75% per year, payable quarterly if each index closes at or above coupon barrier on determination date that quarter; Coupon barriers: 1,875.173 for S&P and 2,636.663 for Stoxx; 75% of initial levels due 9/20/2027

Barclays Bank plc 6.85% per year, payable quarterly if index closes at or above coupon barrier on review date for that quarter; Coupon barrier: 1,875.173, 75% of initial level due 9/20/2027

Barclays Bank plc 11% per year, payable quarterly if each stock closes at or above 65% coupon barrier on observation date for that quarter due 9/19/2019

Barclays Bank plc 9.65% per year, payable quarterly if index closes at or above 85% coupon barrier on observation date for that quarter due 9/20/2022

Barclays Bank plc 7% per year, payable quarterly if stock closes at or above 67% coupon barrier on determination date that quarter due 9/21/2020

Barclays Bank plc 8% per year, payable quarterly if stock closes at or above 62.75% coupon barrier on determination date that quarter due 9/21/2020

Barclays Bank plc 7% per year, payable quarterly if stock closes at or above 70% coupon barrier on determination date that quarter due 9/21/2020

Barclays Bank plc 9.1% per year, payable quarterly if each index closes at or above 70% coupon barrier on determination date that quarter due 9/21/2020

Barclays Bank plc 7.85% per year, payable quarterly if each index closes at or above its coupon barrier on each day that quarter; Coupon barriers: 1,002.198 for Russell 2000, 1,750.16 for S&P 500 and 2,460.89 for Euro Stoxx 50; 70% of initial levels due 9/21/2020

Barclays Bank plc 0.00% due 9/23/2022

Barclays Bank plc 0.00% due 9/29/2023

Barclays Bank plc 0.00% due 9/19/2019

Barclays Bank plc 0.00% due 9/27/2019

Barclays Bank plc 19.65% per year, payable quarterly if each stock closes at or above 70% coupon barrier on observation date for that quarter due 9/16/2019

Barclays Bank plc 18.05% per year, payable quarterly if each stock closes at or above 70% coupon barrier on observation date for that quarter due 9/16/2019

Barclays Bank plc 8%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barrier/thresholds: 1,773.84 for S&P, 1,013.095 for Russell, 71% of initial levels due 9/15/2022

Barclays Bank plc Libor plus 50 basis points, subject to minimum interest rate of 1.5% per year; payable quarterly due 9/15/2020

Barclays Bank plc 0.000% due 6/24/2038

Barclays Bank plc 0.00% due 9/16/2021

Barclays Bank plc 0.00% due 9/16/2021

Barclays Bank plc 0.00% due 9/14/2023

Barclays Bank plc 0.00% due 9/15/2022

Barclays Bank plc 0.00% due 9/16/2021

Barclays Bank plc 12% per year, payable quarterly if shares close at or above the downside threshold on quarterly determination date due 9/11/2020

Barclays Bank plc 9.55% per year, payable monthly if each stock closes at or above 70% coupon barrier on observation date for that month due 9/14/2020

Barclays Bank plc 9.55% per year, payable quarterly if each stock closes at or above 70% coupon barrier on observation date for that quarter due 9/13/2020

Barclays Bank plc 5.3% per year, payable monthly if each index closes at or above 65% coupon barrier on observation date for that month due 9/13/2023

Barclays Bank plc 1.75% for the first year, stepping up to 2.25% on Sept. 13, 2018; payable semiannually due 9/13/2019

Barclays Bank plc 8% per year, payable quarterly, unless any fund closes below barrier price on any day during that quarter, in which case 1% per year for that and each subsequent quarter due 9/12/2019

Barclays Bank plc 9% per year, payable quarterly if each index closes at or above its coupon barrier on each day that quarter; Coupon barriers: 909.138 for Russell 2000, 1,602.32 for S&P 500 and 2,240.98 for Euro Stoxx 50; 65% of initial levels due 9/13/2021

Barclays Bank plc 0.00% due 9/9/2022

Barclays Bank plc 9.1% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter; Coupon barriers: 2,394.60 for Stoxx and 979.76 for Russell, or 70% of initial levels due 9/9/2027

Barclays Bank plc 0.00% due 10/3/2018

Barclays Bank plc 11% per year, payable quarterly if shares close at or above the downside threshold on quarterly determination date due 9/4/2020

Barclays Bank plc 0.00% due 7/3/2019

Barclays Bank plc 0.00% due 3/4/2020

Barclays Bank plc 0.00% due 9/5/2019

Barclays Bank plc 6.5% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 9/6/2022

Barclays Bank plc 7.55% per year, payable quarterly if index closes at or above downside threshold level on determination date for that quarter due 9/5/2024

Barclays Bank plc 0.00% due 3/4/2020

Barclays Bank plc 0.00% due 9/6/2022

Barclays Bank plc 0.00% due 9/6/2022

Barclays Bank plc 10% per year, payable quarterly if ETF closes at or above barrier level on observation date for that quarter due 9/6/2018

Barclays Bank plc 9% per year, payable quarterly if ETF closes at or above barrier level on observation date for that quarter due 9/6/2018

Barclays Bank plc 0.00% due 9/3/2021

Barclays Bank plc 0.00% due 9/6/2022

Barclays Bank plc 0.00% due 9/3/2021

Barclays Bank plc 0.00% due 9/5/2019

Barclays Bank plc 7.1% per year, payable semiannually if each index closes at or above 70% coupon barrier on observation date for that period due 9/2/2022

Barclays Bank plc 6.75% per year, payable semiannually if each index closes at or above 70% coupon barrier level on observation date for that period due 9/3/2020

Barclays Bank plc 0.00% due 9/3/2021

Barclays Bank plc 0.00% due 9/3/2021

Barclays Bank plc 8.15% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier levels: 4,769.33 for FTSE, 899.39 for Russell and 2,202.34 for Stoxx; 65% of initial levels due 3/1/2021

Barclays Bank plc 10.75% per year, payable monthly if each stock closes at or above 65% coupon barrier level on observation date for that month due 9/3/2020

Barclays Bank plc 8.5% per year, payable semiannually if index closes at or above coupon barrier level on observation date for that period; Coupon barrier: 1,106.94; 80% of initial level due 9/2/2022

Barclays Bank plc 7.35% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barriers: 1,712.41 for S&P and 968.58 for Russell; 70% of initial levels due 8/29/2025

Barclays Bank plc 6.7%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barrier/thresholds: 1,347.90 for EAFE, 968.577 for Russell, 70% of initial levels due 8/31/2020

Barclays Bank plc 6.5%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barriers: 1,712.41 for S&P, 2,371.75 for Stoxx, 70% of initial levels due 8/31/2027

Barclays Bank plc 5% times proportion of days on which each index closes at or above coupon barrier level; payable monthly; Barrier levels: 1,105.78 for Russell and 1,955.39 for S&P; 80% of initial levels due 2/28/2025

Barclays Bank plc 8.25% due 8/30/2019

Barclays Bank plc 12.00% due 8/30/2019

Barclays Bank plc 0.00% due 2/26/2021

Barclays Bank plc 0.00% due 8/30/2019

Barclays Bank plc 0.00% due 8/31/2022

Barclays Bank plc 0.00% due 8/31/2022

Barclays Bank plc 4.16% due 8/31/2022

Barclays Bank plc 0.00% due 8/31/2022

Barclays Bank plc 0.00% due 8/30/2019

Barclays Bank plc 0.00% due 8/31/2022

Barclays Bank plc 0.00% due 3/3/2022

Barclays Bank plc 6.75% per year, payable each six months if each index closes at or above barrier level on observation date for that period due 8/31/2020

Barclays Bank plc 8.5% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier levels: 967.56 for Russell and 2,394.72 for Stoxx; 70% of initial levels due 9/3/2024

Barclays Bank plc 9.25% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier levels: 1,036.67 for Russell and 2,565.77 for Stoxx; 75% of initial levels due 8/31/2027

Barclays Bank plc 6% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/barriers: 967.56 for Russell and 1,710.97 for S&P; 70% of initial levels due 8/31/2022

Barclays Bank plc 8% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier levels: 1,527.65 for S&P, 863.89 for Russell and 2,138.14 for Stoxx; 62.5% of initial levels due 8/31/2027

Barclays Bank plc 9.75% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier levels: 1,833.18 for S&P, 1,036.67 for Russell and 2,565.77 for Stoxx; 75% of initial levels due 8/31/2027

Barclays Bank plc 0.00% due 8/31/2020

Barclays Bank plc 0.00% due 8/31/2022

Barclays Bank plc 0.00% due 2/26/2021

Barclays Bank plc 0.00% due 8/30/2024

Barclays Bank plc 8% per year, payable quarterly if each stock closes at or above 70% coupon barrier on observation date for that quarter due 9/2/2021

Barclays Bank plc 10% per year, payable monthly if each stock closes at or above 50% coupon barrier level on observation date for that month due 8/31/2020

Barclays Bank plc 9% per year, payable quarterly if fund closes at or above 70% coupon barrier level on observation date for that quarter due 11/30/2018

Barclays Bank plc 8.25% per year, payable quarterly if fund closes at or above 50% coupon barrier level on observation date for that quarter due 11/30/2018

Barclays Bank plc 8% per year, payable quarterly if each stock closes at or above 70% coupon barrier level on observation date for that quarter due 9/2/2021

Barclays Bank plc 7% initially, stepping up to 10% in August 2022, payable quarterly if each index closes at or above coupon barrier on observation date for that quarter; Coupon barriers/barriers: 1,222.12 for S&P and 691.12 for Russell; 50% of initial levels due 8/31/2027

Barclays Bank plc 6% initially, stepping up to 8% in August 2022, payable quarterly if each index closes at or above 65% coupon barrier on observation date for that quarter due 8/30/2024

Barclays Bank plc 2.05% for the first two years, stepping up to 3% on Sept. 1, 2019 and to 4.25% on March 1, 2020; payable semiannually due 9/1/2020

Barclays Bank plc 0.00% due 8/28/2025

Barclays Bank plc 0.00% due 9/1/2022

Barclays Bank plc 0.00% due 8/31/2022

Barclays Bank plc 10.6% per year, payable quarterly if shares close at or above the downside threshold on quarterly determination date due 8/28/2020

Barclays Bank plc 6.5% per year, payable semiannually after one year if each fund closes at or above 70% coupon barrier level on observation date for that period due 9/1/2022

Barclays Bank plc 0.00% due 10/26/2018

Barclays Bank plc 0.00% due 8/27/2020

Barclays Bank plc 0.00% due 8/28/2020

Barclays Bank plc 0.00% due 8/25/2023

Barclays Bank plc 0.00% due 8/28/2020

Barclays Bank plc 0.00% due 8/28/2020

Barclays Bank plc 0.00% due 8/30/2019

Barclays Bank plc 5.5% per year, payable quarterly if each index closes at or above its coupon barrier on observation date that quarter; Barrier/downside thresholds: 886.836 for Russell 2000, 1,574.36 for S&P 500 and 2,223.57 for Euro Stoxx 50; 64.55% of initial levels due 7/1/2019

Barclays Bank plc 3.875% initially; beginning Sept. 15, 2019, 10-year U.S. dollar ICE swap rate, subject to 0% floor; payable quarterly due 9/15/2027

Barclays Bank plc 0.00% due 8/30/2019

Barclays Bank plc 2% for the first two years, stepping up to 3.125% on Aug. 25, 2019 and to 4.125% on Feb. 25, 2020; payable semiannually due 8/25/2020

Barclays Bank plc 8.05% per year, payable quarterly if each index closes at or above 70% coupon barrier on each day during that quarter due 8/26/2020

Barclays Bank plc 2.25% in years one through three, 3.25% in year four and 4.25% in year five; payable monthly due 8/25/2022

Barclays Bank plc 10.4% per year, payable quarterly if each index closes at or above its coupon barrier on observation date that quarter; Coupon barriers: 882.565 for Russell 2000, 1,576.61 for S&P 500 and 2,239.92 for Euro Stoxx 50; 65% of initial levels due 8/27/2027

Barclays Bank plc 10.2% per year, payable quarterly if each index closes at or above its coupon barrier on each day during that quarter; Coupon barriers: 949.834 for Russell 2000, 1,697.89 for S&P 500 and 2,412.22 for Euro Stoxx 50; 70% of initial levels due 8/31/2021

Barclays Bank plc 9% per year, payable quarterly if each index closes at or above its coupon barrier on each day during that quarter; Coupon barriers: 950.455 for Russell 2000, 1,697.89 for S&P 500 and 2,412.22 for Euro Stoxx 50; 70% of initial levels due 8/28/2020

Barclays Bank plc 9.5% per year, payable quarterly if each index closes at or above its coupon barrier on each day during that quarter; Coupon barriers: 949.834 for Russell 2000, 1,699.86 for S&P 500 and 2,396.47 for Euro Stoxx 50; 70% of initial levels due 8/28/2020

Barclays Bank plc 0.00% due 8/23/2021

Barclays Bank plc 0.00% due 8/23/2021

Barclays Bank plc 6.5% annualized, payable quarterly if each index closes at or above 65% coupon barrier on review date that quarter due 8/23/2023

Barclays Bank plc 7.4% annualized, payable semiannually if each index closes at or above 70% coupon barrier on review date that period due 8/23/2023

Barclays Bank plc 9.5% annualized, payable semiannually if each index closes at or above 60% coupon barrier on review date that period due 8/21/2020

Barclays Bank plc 8.5%, payable quarterly if stock closes at or above 80% coupon barrier on quarterly observation date due 8/21/2020

Barclays Bank plc 8.05% per year, payable quarterly if each index closes at or above 70% coupon barrier on each day during that quarter due 8/21/2020

Barclays Bank plc 8.2% per year, payable quarterly if each index closes at or above downside threshold on each day during that quarter due 8/22/2019

Barclays Bank plc 0.00% due 8/22/2024

Barclays Bank plc 8%, payable quarterly if stock closes at or above 62.25% coupon barrier on quarterly observation date due 8/21/2020

Barclays Bank plc 8%, payable quarterly if stock closes at or above 59.25% coupon barrier on quarterly observation date due 8/21/2020

Barclays Bank plc 7%, payable quarterly if stock closes at or above 64.25% coupon barrier on quarterly observation date due 8/21/2020

Barclays Bank plc 0% due 8/22/2019

Barclays Bank plc 7.6% annualized, payable quarterly if each index closes at or above 60% coupon barrier on review date that quarter due 8/26/2025

Barclays Bank plc 10.75% per year, payable monthly if each fund closes at or above 75% coupon barrier level on observation date for that month due 8/22/2019

Barclays Bank plc 0.00% due 10/28/2026

Barclays Bank plc 5.10% due 5/21/2019

Barclays Bank plc 0.00% due 2/21/2019

Barclays Bank plc 5% per year, payable monthly if each index closes at or above coupon barrier level on observation date for that month; Coupon barriers: 1,604.27 for S&P and 899.29 for Russell; 65% of initial levels due 8/21/2023

Barclays Bank plc 0.00% due 3/4/2020

Barclays Bank plc 0.00% due 3/4/2020

Barclays Bank plc 8.55% annualized, payable quarterly if each index closes at or above 70% coupon barrier on review date that quarter due 8/20/2020

Barclays Bank plc 10% per year, payable quarterly if each stock closes at or above 65% coupon barrier on observation date for that quarter due 8/20/2020

Barclays Bank plc 0.00% due 8/18/2022

Barclays Bank plc 0.00% due 8/19/2021

Barclays Bank plc 5.25% due 2/14/2019

Barclays Bank plc 0.00% due 2/13/2019

Barclays Bank plc 10.5% per year, payable quarterly if fund closes at or above 70% coupon barrier on observation date for that quarter due 8/16/2022

Barclays Bank plc 0.00% due 6/12/2019

Barclays Bank plc 6.75%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barrier/thresholds: 1,341.66 for EAFE, 961.962 for Russell, 70% of initial levels due 8/14/2020

Barclays Bank plc 0.00% due 8/27/2020

Barclays Bank plc 0.00% due 2/6/2019

Barclays Bank plc 0.00% due 8/13/2020

Barclays Bank plc 0.00% due 8/12/2021

Barclays Bank plc 6.2% per year, payable quarterly if fund closes at or above 70% coupon barrier on observation date for that quarter due 8/13/2019

Barclays Bank plc 0.000% due 1/30/2019

Barclays Bank plc 7% per year, payable quarterly if each stock closes at or above 65% coupon barrier on observation date for that quarter due 8/14/2019

Barclays Bank plc 0.00% due 8/10/2020

Barclays Bank plc 11.5% per year, payable semiannually if each index closes at or above 60% coupon barrier on observation date for that period due 5/7/2021

Barclays Bank plc 0.00% due 2/6/2019

Barclays Bank plc 8.35% per year, payable quarterly if MetLife shares close at or above downside threshold level on determination date for that quarter due 8/7/2020

Barclays Bank plc 8.5% per year, payable quarterly if each index closes at or above downside threshold on each day during that quarter due 2/7/2020

Barclays Bank plc 9.5% annualized payable quarterly if each fund closes at or above 70% coupon barrier on observation date for that quarter due 5/7/2021

Barclays Bank plc 7%, payable quarterly if stock closes at or above 67.5% coupon barrier on quarterly observation date due 8/7/2020

Barclays Bank plc 7%, payable quarterly if stock closes at or above 66.5% coupon barrier on quarterly observation date due 8/7/2020

Barclays Bank plc 7%, payable quarterly if stock closes at or above 69.75% coupon barrier on quarterly observation date due 8/7/2020

Barclays Bank plc 7%, payable quarterly if stock closes at or above 73.75% coupon barrier on quarterly observation date due 8/7/2020

Barclays Bank plc 8.3% per year, payable quarterly if each index closes at or above 65% threshold each day during observation quarter due 8/11/2020

Barclays Bank plc 0.00% due 2/22/2022

Barclays Bank plc 0.00% due 8/8/2019

Barclays Bank plc 9% per year, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $64.75 for JPMorgan, $37.38 for Wells Fargo, $17.06 for Bank of America; 70% of initial prices due 8/12/2019

Barclays Bank plc 8% per year, payable quarterly if each index closes at or above barrier level on observation date for that period due 8/7/2023

Barclays Bank plc 8% per year, payable quarterly if each index closes at or above 65% coupon barrier on observation date for that quarter due 8/5/2021

Barclays Bank plc 5% per year, payable semiannually if each index closes at or above 52.5% coupon barrier on observation date for that period due 8/5/2021

Barclays Bank plc 0.00% due 8/7/2019

Barclays Bank plc 0.00% due 8/8/2019

Barclays Bank plc 0.00% due 8/8/2019

Barclays Bank plc 5.00% due 4/4/2019

Barclays Bank plc 8% per year, payable quarterly if each index closes at or above coupon barrier level on observation date that quarter; Coupon barriers: 1,355.84 for MSCI EAFE, 997.601 for Russell and 1,729.21 for S&P; 70% of initial levels due 5/9/2022

Barclays Bank plc 0.00% due 2/5/2020

Barclays Bank plc 0.00% due 2/5/2020

Barclays Bank plc 0.00% due 8/5/2019

Barclays Bank plc 7.1% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/barriers: 926.34 for Russell and 1,605.70 for S&P; 65% of initial levels due 8/3/2022

Barclays Bank plc 8.5% annualized, payable quarterly if each component closes at or above coupon barrier on observation date for that period; Coupon barrier levels: 1,729.21 for S&P 500, $38.14 for fund; 70% of initial level due 8/5/2020

Barclays Bank plc 6.1% per year, payable quarterly if each index closes at or above downside threshold on each day during that quarter due 8/5/2019

Barclays Bank plc 7% per year, payable quarterly if index closes at or above coupon barrier on review date for that quarter; Coupon barrier: 1,852.725, 75% of initial level due 8/4/2027

Barclays Bank plc 0.00% due 2/5/2020

Barclays Bank plc 0.00% due 8/3/2020

Barclays Bank plc 0.00% due 2/3/2021

Barclays Bank plc 0.00% due 8/4/2022

Barclays Bank plc 8.25% per year, payable semiannually if index closes at or above coupon barrier on observation date for that period; Coupon barrier/trigger: 1,068.86, 75% of initial level due 8/4/2022

Barclays Bank plc 10.5% annualized payable quarterly if fund closes at or above 70% coupon barrier on observation date for that quarter due 8/3/2018

Barclays Bank plc 9.25% annualized payable quarterly if fund closes at or above 70% coupon barrier on observation date for that quarter due 8/3/2018

Barclays Bank plc 0.00% due 8/3/2022

Barclays Bank plc 0.00% due 8/5/2019

Barclays Bank plc 8.1% per year, payable semiannually if each index closes at or above coupon barrier level on observation date for that period; Coupon barrier levels: 1,000.48 for Russell and 2,427.41 for Stoxx; 70% of initial levels due 7/31/2020

Barclays Bank plc 9.3% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier levels: 1,000.48 for Russell and 2,427.41 for Stoxx; 70% of initial levels due 8/2/2027

Barclays Bank plc 8.4% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier levels: 1,730.47 for S&P, 1,000.48 for Russell and 2,427.41 for Stoxx; 70% of initial levels due 2/2/2021

Barclays Bank plc 10.5% per year, payable quarterly if Palo Alto shares close at or above downside threshold level on determination date for that quarter due 7/31/2020

Barclays Bank plc 13.65% per year, payable quarterly if Tesla shares close at or above downside threshold level on determination date for that quarter due 7/31/2020

Barclays Bank plc 0.00% due 8/1/2022

Barclays Bank plc 6%, payable quarterly if each index closes at or above 60% coupon barrier on observation date for that quarter due 7/30/2021

Barclays Bank plc 8.75% per year, payable monthly if each stock closes at or above coupon barrier on observation date for that month; Coupon barrier/barriers: $26.14 for U.S. Bancorp and $19.61 for Fifth Third; 75% of initial levels due 7/30/2020

Barclays Bank plc 6%, payable quarterly if each index closes at or above 58% coupon barrier on observation date due 7/30/2027

Barclays Bank plc 6.95%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barrier: 2,445.20 for Stoxx, 1,003.537 for Russell, 70% of initial levels due 7/30/2027

Barclays Bank plc 6.7%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barrier: 1,355.52 for EAFE, 1,003.537 for Russell, 70% of initial levels due 7/30/2027

Barclays Bank plc 8.50% due 7/31/2019

Barclays Bank plc 10.50% due 7/31/2019

Barclays Bank plc 0.00% due 1/29/2021

Barclays Bank plc 0.00% due 7/31/2019

Barclays Bank plc 0.00% due 7/29/2022

Barclays Bank plc 0.00% due 7/29/2022

Barclays Bank plc 0.00% due 7/29/2022

Barclays Bank plc 0.00% due 7/29/2022

Barclays Bank plc 0.00% due 7/29/2022

Barclays Bank plc 7%, payable quarterly if each index closes at or above 70% coupon barrier on observation date for that quarter due 7/31/2020

Barclays Bank plc 6.35%, payable quarterly if each index closes at or above 70% coupon barrier on observation date for that quarter due 7/29/2022

Barclays Bank plc 5.25% annualized for each day that index closes above 80% coupon barrier; payable monthly due 6/29/2022

Barclays Bank plc 5% annualized for each day that index closes above 80% coupon barrier; payable monthly due 1/31/2024

Barclays Bank plc 0.00% due 7/31/2019

Barclays Bank plc 0.00% due 7/29/2022

Barclays Bank plc 0.00% due 1/29/2021

Barclays Bank plc 0.00% due 7/31/2024

Barclays Bank plc 11% per year, payable monthly if each stock closes at or above 50% coupon barrier on observation date for that month due 7/30/2020

Barclays Bank plc 6% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barriers: 1,734.48 for S&P and 1,009.60 for Russell; 70% of initial levels due 7/31/2024

Barclays Bank plc 9% annualized payable quarterly if fund closes at or above 70% coupon barrier on observation date for that quarter due 10/31/2018

Barclays Bank plc 8.5% annualized payable quarterly if fund closes at or above 70% coupon barrier on observation date for that quarter due 10/31/2018

Barclays Bank plc 9% initially, stepping up to 14% in July 2022, payable quarterly if each index closes at or above 70% coupon barrier on observation date for that quarter due 7/29/2027

Barclays Bank plc 7% initially, stepping up to 10% on July 2022, payable quarterly if each index closes at or above 70% coupon barrier on observation date for that quarter due 7/30/2027

Barclays Bank plc 6% initially, stepping up to 7% on July 2021, payable quarterly if each index closes at or above 60% coupon barrier on observation date for that quarter due 7/31/2024

Barclays Bank plc 0.00% due 7/31/2019

Barclays Bank plc 0.00% due 7/29/2022

Barclays Bank plc 0.00% due 7/29/2022

Barclays Bank plc 0.00% due 7/30/2021

Barclays Bank plc 0.00% due 7/30/2021

Barclays Bank plc 0.00% due 7/30/2021

Barclays Bank plc 0.00% due 7/30/2021

Barclays Bank plc 16.50% due 7/30/2019

Barclays Bank plc 0.00% due 1/30/2019

Barclays Bank plc 7% annualized payable semiannually if fund closes at or above 70% coupon barrier on observation date for that period due 8/1/2022

Barclays Bank plc 0.00% due 7/29/2020

Barclays Bank plc 11.85% per year, payable quarterly if each underlier closes at or above barrier level on observation date for that quarter due 1/29/2019

Barclays Bank plc 2% in years one and two, 3% in first half of year three, 3.5% in second half of year three, 4% in first half of year four, 5% in second half of year four, 6% in first half of year five and 7% during last half of year five; payable monthly due 7/27/2022

Barclays Bank plc 7.4%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barrier/thresholds: 1,730.78 for S&P, 1,005.087 for Russell, 70% of initial levels due 7/24/2020

Barclays Bank plc 8.75% due 7/30/2018

Barclays Bank plc 10.15% due 7/30/2018

Barclays Bank plc 0.00% due 7/28/2021

Barclays Bank plc 0.00% due 7/28/2021

Barclays Bank plc 0.00% due 7/26/2022

Barclays Bank plc 9.5% per year, payable semiannually if each underlying component closes at or above 60% coupon barrier on observation date for that period due 7/24/2020

Barclays Bank plc 7.75% per year, payable semiannually if each underlying component closes at or above 60% coupon barrier on observation date for that period due 7/24/2020

Barclays Bank plc 8.4% per year, payable quarterly if each underlying index closes at or above barrier on observation date for that quarter due 7/25/2024

Barclays Bank plc 0.00% due 7/24/2020

Barclays Bank plc 0.00% due 1/23/2019

Barclays Bank plc 8% per year, payable quarterly if shares close at or above initial level on determination date for that quarter due 7/25/2019

Barclays Bank plc 8.5% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter due 7/24/2020

Barclays Bank plc 8% per year, payable quarterly if shares close at or above initial level on determination date for that quarter due 7/24/2020

Barclays Bank plc 12% per year, payable quarterly if shares close at or above initial level on determination date for that quarter due 7/26/2018

Barclays Bank plc 10% per year, payable quarterly if each index closes at or above downside threshold on each day during that quarter due 1/24/2020

Barclays Bank plc 0.00% due 7/25/2024

Barclays Bank plc 25% per year, payable quarterly if each stock closes at or above 60% coupon barrier on observation date for that quarter due 7/25/2019

Barclays Bank plc 24.5% per year, payable quarterly if each stock closes at or above 60% coupon barrier on observation date for that quarter due 7/25/2019

Barclays Bank plc 0.00% due 7/24/2019

Barclays Bank plc 8.7% per year, payable quarterly if each index closes at or above coupon barrier level on each day that quarter; Coupon barriers: 1,730.778 for S&P, 1,005.0873 for Russell and 2,416.197 for Stoxx; 70% of initial levels due 7/28/2021

Barclays Bank plc 10% per year, payable quarterly if each stock closes at or above coupon barrier level on observation date for that quarter; Coupon barriers: $32.63 for Morgan Stanley and $29.52 for Charles Schwab; 70% of initial share prices due 7/25/2019

Barclays Bank plc 12% per year, payable quarterly if each stock closes at or above barrier price on observation date for that quarter due 7/25/2019

Barclays Bank plc 9.75% per year, payable quarterly if each fund closes at or above coupon barrier level on observation date for that quarter; Coupon barriers: $226.66 for MidCap, $40.28 for Technology, $56.10 for Biotech; 70% of initial prices due 4/23/2021

Barclays Bank plc 7.05% per year, payable monthly if each underlying index closes at or above 75% coupon barrier on observation date for that month due 7/23/2024

Barclays Bank plc 0.00% due 7/28/2022

Barclays Bank plc 7.25% due 7/17/2020

Barclays Bank plc 0.00% due 7/19/2021

Barclays Bank plc 0.00% due 7/19/2021

Barclays Bank plc 9% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barriers: 1,721.49 for S&P 500, 2,468.16 for Euro Stoxx; 70% of initial levels due 7/19/2027

Barclays Bank plc 0.00% due 1/16/2019

Barclays Bank plc 9.2% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter due 7/17/2020

Barclays Bank plc 10.5% annualized for each quarter that each index closes at or above coupon barrier on observation date for quarter; Coupon barriers: 14,083.202 for Nikkei, 1,000.172 for Russell, 95.487 for Stoxx Banks; 70% of initial levels due 7/19/2022

Barclays Bank plc 9.2% per year, payable quarterly if each index closes at or above 75% coupon barrier on each day during that quarter due 7/18/2019

Barclays Bank plc 6.35% per year, payable quarterly if each index closes at or above its downside threshold level on determination date for that quarter due 7/19/2022

Barclays Bank plc 7.1% per year, payable quarterly if index closes at or above coupon barrier on review date for that quarter; Coupon barrier: 1,844.453, 75% of initial level due 7/19/2027

Barclays Bank plc 0.00% due 7/30/2018

Barclays Bank plc 0.00% due 7/30/2018

Barclays Bank plc 9.25% per year, payable quarterly if each underlier closes at or above coupon barrier level on observation date for that quarter; Coupon barriers: 2,468.16 for Stoxx, $39.80 for Technology Sector, $38.51 for Regional Banking; 70% of initial levels due 4/19/2021

Barclays Bank plc 9.75% per year, payable quarterly if index closes at or above 87% coupon barrier on observation date for that quarter due 7/19/2022

Barclays Bank plc 6.65%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barriers/thresholds: 1,343.12 for MSCI EAFE, 1,000.172 for Russell; 70% of initial levels due 7/17/2020

Barclays Bank plc 10.3% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barriers: 926.680 for Russell 2000, 1,591.09 for S&P 500 and 2,293.09 for Euro Stoxx; 65% of initial levels due 7/20/2027

Barclays Bank plc 0.00% due 1/17/2019

Barclays Bank plc 5.15% due 1/17/2019

Barclays Bank plc 8% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barriers: 997.963 for Russell 2000, 1,713.48 for S&P 500 and 1,333.42 for MSCI EAFE; 70% of initial levels due 4/21/2022

Barclays Bank plc 10.75% annualized, payable semiannually if each component closes at or above 65% coupon barrier on observation date for that period due 7/16/2020

Barclays Bank plc 0.00% due 7/17/2020

Barclays Bank plc 0.00% due 7/25/2019

Barclays Bank plc 0.00% due 7/15/2021

Barclays Bank plc 0.00% due 1/16/2020

Barclays Bank plc 6.15% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barriers/barriers: 989.14 for Russell, 1,697.87 for S&P 500; 70% of initial levels due 4/15/2021

Barclays Bank plc 7.5% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barriers: 1,455.32 for S&P 500, 2,078.69 for Euro Stoxx; 60% of initial levels due 7/19/2027

Barclays Bank plc 12% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barriers: 1,126.78 for Russell, 109.02 for Euro Stoxx Banks; 80% of initial levels due 1/16/2019

Barclays Bank plc 0.00% due 1/15/2020

Barclays Bank plc 0.00% due 6/12/2019

Barclays Bank plc 0.00% due 6/28/2021

Barclays Bank plc 9.25% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter due 7/10/2020

Barclays Bank plc 7.8% per year, payable quarterly if each index closes at or above 75% coupon barrier on each day during that quarter due 1/10/2020

Barclays Bank plc 9.5% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barriers: 991.085 for Russell 2000, 1,697.63 for S&P 500 and 2,424.69 for Euro Stoxx 50; 70% of initial levels due 7/14/2020

Barclays Bank plc 0.00% due 7/11/2019

Barclays Bank plc 0.00% due 7/11/2019

Barclays Bank plc 0.00% due 7/11/2019

Barclays Bank plc 6.75% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; due 7/10/2023

Barclays Bank plc 0.00% due 1/6/2020

Barclays Bank plc 0.00% due 7/6/2021

Barclays Bank plc 0.00% due 7/5/2019

Barclays Bank plc 0.00% due 1/6/2020

Barclays Bank plc 7.25% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/triggers: 919.98 for Russell, 1,575.22 for S&P 500, 65% of initial levels due 7/6/2022

Barclays Bank plc 8.5% annualized, payable quarterly if each component closes at or above 70% coupon barrier on observation date for that period due 7/6/2020

Barclays Bank plc 8.5% per year, payable quarterly if each underlying index closes at or above 60% barrier on observation date for that quarter due 7/6/2027

Barclays Bank plc 8% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter due 7/6/2020

Barclays Bank plc 9.75% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter due 7/6/2020

Barclays Bank plc 8.5% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter due 7/6/2020

Barclays Bank plc 8.75% per year, payable quarterly if each index closes at or above 75% coupon barrier on each day during that quarter due 1/3/2020

Barclays Bank plc 0.00% due 1/6/2020

Barclays Bank plc 0.00% due 7/6/2022

Barclays Bank plc 10.3% annualized, payable quarterly if fund closes at or above coupon barrier on related quarterly observation date; Coupon barrier: $22.34, 70% of initial price due 7/6/2018

Barclays Bank plc 0.00% due 7/6/2022

Barclays Bank plc 8% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barriers: 990.751 for Russell 2000, 1,696.31 for S&P 500 and 1,318.23 for MSCI EAFE; 70% of initial levels due 4/6/2022

Barclays Bank plc 0.00% due 8/31/2018

Barclays Bank plc 0.00% due 8/31/2018

Barclays Bank plc 0.00% due 6/28/2019

Barclays Bank plc 0.00% due 6/26/2020

Barclays Bank plc 0.00% due 6/30/2023

Barclays Bank plc 0.00% due 6/28/2019

Barclays Bank plc 0.00% due 6/27/2019

Barclays Bank plc 8.60% due 7/5/2018

Barclays Bank plc 6.60% due 7/5/2018

Barclays Bank plc 8.35% annualized for each quarter that each index closes at or above downside threshold on observation date for quarter due 7/1/2022

Barclays Bank plc 0.00% due 7/2/2020

Barclays Bank plc 7.35%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barrier/thresholds: 2,476.82 for Stoxx, 982.465 for Russell, 70% of initial levels due 7/6/2020

Barclays Bank plc 9%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barrier levels: 1,708.48 for S&P, 997.688 for Russell, 70% of initial levels due 6/30/2027

Barclays Bank plc 8.75%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barrier levels: 1,693.57 for S&P, 982.465 for Russell, 70% of initial levels due 6/30/2027

Barclays Bank plc 9.35% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barriers: 9297.688 for Russell 2000, 1,708.48 for S&P 500 and 2,474.99 for Euro Stoxx 50; 70% of initial levels due 7/7/2020

Barclays Bank plc 9.00% due 6/28/2019

Barclays Bank plc 14.50% due 6/28/2019

Barclays Bank plc Contingent quarterly coupon of 5.25% if each component closes at or above 75% coupon barrier level on the determination date for that quarter due 6/28/2024

Barclays Bank plc 0.00% due 12/31/2020

Barclays Bank plc 0.00% due 6/30/2022

Barclays Bank plc 0.00% due 6/28/2019

Barclays Bank plc 0.00% due 6/30/2022

Barclays Bank plc 4.60% due 6/28/2024

Barclays Bank plc 0.00% due 6/30/2022

Barclays Bank plc 0.00% due 6/30/2022

Barclays Bank plc 0.00% due 6/30/2022

Barclays Bank plc 10% per year, payable quarterly if each index closes at or above 75% coupon barrier level on observation date for that quarter due 6/30/2027

Barclays Bank plc 6.25% annualized, per quarter that each index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier levels: 912.29 for Russell, 1,572.6 for S&P; 65% of initial levels due 6/30/2022

Barclays Bank plc 5.5% annualized for each day that index closes above 80% coupon barrier; payable monthly due 6/30/2023

Barclays Bank plc 5.4% annualized for each day that index closes above 80% coupon barrier; payable quarterly due 6/30/2020

Barclays Bank plc 0.00% due 6/28/2019

Barclays Bank plc 0.00% due 8/31/2018

Barclays Bank plc 0.00% due 6/30/2020

Barclays Bank plc 8.25% per year, payable monthly, if each index at or above 70% coupon barrier on observation date for month due 6/30/2022

Barclays Bank plc 7% per year, payable quarterly, if each index or fund at or above 70% coupon barrier on observation date for quarter due 6/30/2020

Barclays Bank plc 0.00% due 6/30/2022

Barclays Bank plc 0.00% due 12/31/2020

Barclays Bank plc 11% per year, payable monthly if each stock closes at or above coupon barrier price on observation date for that month; Coupon barrier prices: $51.97 for Caterpillar, $34.61 for Microsoft and $15.83 for Micron; 50% of initial prices due 6/30/2020

Barclays Bank plc 6% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barriers: 1,572.60 for S&P and912.29 for Russell; 65% of initial levels due 6/28/2024

Barclays Bank plc 8.5% annualized payable quarterly if fund closes at or above 70% coupon barrier on observation date for that quarter due 9/28/2018

Barclays Bank plc 7.5% annualized payable quarterly if fund closes at or above coupon barrier on related quarterly observation date; Coupon barrier: $14.47, 65% of initial price due 9/28/2018

Barclays Bank plc 6% initially, stepping up to 8% in June 2021, payable quarterly if each index closes at or above coupon barrier on observation date for that quarter; Coupon barriers/triggers: 1,451.63 for S&P and 842.11 for Russell; 60% of initial levels due 6/28/2024

Barclays Bank plc 7% initially, stepping up to 14% after June 2022, payable quarterly if each index closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 1,754.05 for S&P and 1,017.55 for Russell; 72.5% of initial levels due 6/30/2027

Barclays Bank plc 2% initially, stepping up to 4% on June 30, 2019; payable monthly due 6/30/2020

Barclays Bank plc 0.00% due 6/30/2027

Barclays Bank plc 0.00% due 6/30/2022

Barclays Bank plc 8.5% per year, payable monthly if each stock closes at or above barrier price on observation date for that month due 6/30/2020

Barclays Bank plc 0.00% due 6/26/2020

Barclays Bank plc 0.00% due 6/28/2021

Barclays Bank plc 0.00% due 6/28/2021

Barclays Bank plc 5.20% due 1/28/2019

Barclays Bank plc 9% per year, payable semiannually if each index closes at or above coupon barrier level on observation date for that period; Coupon barrier levels: 990.35 for Russell and 2,480.58 for Stoxx; 70% of initial levels due 6/26/2020

Barclays Bank plc 7.6% annualized, payable semiannually if each component closes at or above 60% coupon barrier on observation date for that period due 6/26/2020

Barclays Bank plc 9.35% annualized, payable semiannually if each component closes at or above 60% coupon barrier on observation date for that period due 6/26/2020

Barclays Bank plc 0.00% due 12/28/2018

Barclays Bank plc 0.00% due 12/26/2018

Barclays Bank plc 8.5% per year, payable semiannually, if each index at or above 75% coupon barrier on observation date for period due 6/26/2020

Barclays Bank plc 10.2% per year, payable quarterly, if each index at or above 75% coupon barrier on observation date for quarter due 7/1/2019

Barclays Bank plc 9% per year, payable quarterly if Analog Devices shares close at or above downside threshold level on determination date for that quarter due 6/26/2020

Barclays Bank plc 0.00% due 6/28/2023

Barclays Bank plc 0.00% due 6/27/2024

Barclays Bank plc 13.1%, payable quarterly if each stock closes at or above its 60% coupon barrier on observation date for that quarter due 6/27/2019

Barclays Bank plc Each quarter, notes pay contingent coupon at rate of 7.25% per year if each underlying closes at or above barrier level on observation date for that quarter; otherwise, no coupon paid that quarter; Coupon barrier levels: 982.08 for Russell 2000, $21.83 for ETF; 70% of initial levels due 6/25/2019

Barclays Bank plc 0.00% due 6/23/2022

Barclays Bank plc 0.00% due 6/24/2021

Barclays Bank plc 5.50% due 6/21/2022

Barclays Bank plc 0.00% due 6/19/2020

Barclays Bank plc 0.00% due 6/19/2019

Barclays Bank plc 9.5% per annum payable quarterly if each component closes at or above coupon barrier level on observation date for that quarter; Coupon barrier levels: $18.99 for Oil & Gas, $24.73 for Emerging Markets, 844.04 for Russell, 60% of initial levels due 6/19/2020

Barclays Bank plc 9% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter due 6/19/2020

Barclays Bank plc 7.25% per year, payable quarterly if index closes at or above coupon barrier on determination date for that quarter; Coupon barrier level: 2,657.91, 75% of initial level due 6/20/2024

Barclays Bank plc 9.25% per year, payable quarterly if index closes at or above its coupon barrier on quarterly determination date; Coupon barrier level: 2,657.91, 75% of initial level due 6/21/2027

Barclays Bank plc 7.2% per year, payable quarterly if index closes at or above coupon barrier on review date for that quarter; Coupon barrier: 1,824.863, 75% of initial level due 6/21/2027

Barclays Bank plc 0.00% due 10/3/2018

Barclays Bank plc 9% per year, payable quarterly if index closes at or above 80% coupon barrier on observation date for that quarter due 6/21/2022

Barclays Bank plc 8%, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon/downside threshold: $23.63, 74.7% of initial price due 6/19/2020

Barclays Bank plc 6.5%, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon/downside threshold: $148.39, 66.9% of initial price due 6/19/2020

Barclays Bank plc 6.5%, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon/downside threshold: $121.00, 77.25% of initial price due 6/19/2020

Barclays Bank plc 7%, payable quarterly if ADS close at or above coupon barrier level on observation date for that quarter; Coupon/downside threshold: $22.07, 76.4% of initial price due 6/19/2020

Barclays Bank plc 0.00% due 7/3/2019

Barclays Bank plc 8% per year, payable quarterly if each underlying index closes at or above 60% barrier on observation date for that quarter due 6/21/2022

Barclays Bank plc 8% annualized for each quarter that each index closes at or above downside threshold on observation date for quarter due 6/20/2022

Barclays Bank plc 12.65% per year, payable quarterly if each stock closes at or above barrier price on observation date for that quarter due 6/20/2019

Barclays Bank plc 2% initially, stepping up to 3% on June 20, 2019, to 4% on June 20, 2020 and to 5% on June 20, 2021; payable semiannually due 6/20/2022

Barclays Bank plc Libor plus 60 basis points for first two years and Libor plus 100 bps thereafter, subject to minimum interest rate of 1.25% per year for first two years and 2.25% thereafter; payable quarterly due 6/16/2020

Barclays Bank plc 9.4% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barriers: 922.487 for Russell 2000, 1,579.10 for S&P 500 and 2,303.57 for Euro Stoxx 50; 65% of initial levels due 6/22/2020

Barclays Bank plc 10% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Barriers/thresholds: 851.527 for Russell 2000, 1,457.63 for S&P 500 and 2,126.37 for Euro Stoxx 50; 60% of initial levels due 6/21/2027

Barclays Bank plc 0.00% due 6/16/2022

Barclays Bank plc 0.00% due 6/12/2020

Barclays Bank plc 8.05% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter due 6/12/2020

Barclays Bank plc 8.25% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter due 6/12/2020

Barclays Bank plc 8.75% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter due 6/12/2020

Barclays Bank plc 8.15% per year, payable quarterly if each index closes at or above its downside threshold level on each day during that quarter due 12/12/2019

Barclays Bank plc 7% per year, payable annually for the first year and semiannually thereafter if each ETF closes at or above coupon barrier level on observation date; Coupon barriers: $170.39 for SPDR S&P 500 and $99.13 for iShares Russell 2000, or 70% of initial levels due 6/16/2022

Barclays Bank plc 0.00% due 8/31/2018

Barclays Bank plc 0.00% due 6/30/2023

Barclays Bank plc 8.85% per year, payable semiannually if index closes at or above barrier level on observation date for that semiannual period due 6/13/2022

Barclays Bank plc 11% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Barrier levels: 1,579.06 for S&P 500, 906.69 for Russell 2000 and 2,310.22 for Euro Stoxx; 65% of initial levels due 6/10/2027

Barclays Bank plc 10% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Barrier levels: 1,457.60 for S&P 500, 836.94 for Russell 2000 and 2,132.51 for Euro Stoxx; 60% of initial levels due 6/10/2027

Barclays Bank plc 9% per year, payable quarterly if each index closes at or above 70% coupon barrier level on observation date for that quarter due 6/8/2027

Barclays Bank plc 11% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Barriers/thresholds: 906.684 for Russell 2000, 1,579.06 for S&P 500 and 2,310.22 for Euro Stoxx 50; 65% of initial levels due 6/14/2027

Barclays Bank plc 8.70% due 12/12/2017

Barclays Bank plc 9.6% annualized for each quarter that each index closes at or above 70% coupon barrier on observation date for quarter due 6/7/2027

Barclays Bank plc 9.35% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter due 6/5/2020

Barclays Bank plc 10.5% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter due 6/5/2020

Barclays Bank plc 9.3% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter due 6/5/2020

Barclays Bank plc 6.8% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier levels: 1,458.04 for S&P 500, 837.64 for Russell 2000 and 12,686.51 for Dow Jones; 60% of initial levels due 6/6/2022

Barclays Bank plc 9% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Barrier levels: 1,326.49 for S&P 500, 753.62 for Russell 2000 and 1,955.02 for Euro Stoxx; 55% of initial levels due 6/4/2027

Barclays Bank plc 10% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Barrier levels: 1,447.08 for S&P 500, 822.13 for Russell 2000 and 2,132.75 for Euro Stoxx; 60% of initial levels due 6/4/2027

Barclays Bank plc 0.00% due 6/6/2022

Barclays Bank plc 0.00% due 6/3/2020

Barclays Bank plc 0.00% due 6/5/2019

Barclays Bank plc 0.00% due 12/4/2019

Barclays Bank plc 8.75% per year, payable quarterly if each underlying index closes at or above 70% coupon barrier on observation date for that quarter due 6/3/2020

Barclays Bank plc 7.5% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 6/3/2022

Barclays Bank plc 9.5% per year, payable quarterly if each underlying component closes at or above 70% coupon barrier level on observation date for that quarter due 6/4/2020

Barclays Bank plc 9% per year, payable quarterly if each underlying index closes at or above 69% coupon barrier on observation date for that quarter due 6/4/2020

Barclays Bank plc Libor plus 57 bps for two years with a floor of 1.25%, stepping up to 85 bps on June 6, 2019 with a floor of 2.25%, payable quarterly due 12/6/2019

Barclays Bank plc 6% per year, payable quarterly if each index closes at or above its downside threshold level on determination date for that quarter due 6/3/2022

Barclays Bank plc 7.2% per year, payable quarterly if index closes at or above coupon barrier on review date for that quarter; Coupon barrier: 1,808.85, 75% of initial level due 6/3/2027

Barclays Bank plc 0.00% due 12/4/2019

Barclays Bank plc 0.00% due 6/3/2020

Barclays Bank plc 0.00% due 6/3/2022

Barclays Bank plc 8.8% annualized payable monthly if each component closes at or above 70% coupon barrier on observation date for that month due 6/1/2021

Barclays Bank plc 9% annualized payable quarterly if fund closes at or above 70% coupon barrier on observation date for that quarter due 6/5/2018

Barclays Bank plc 0.00% due 6/3/2022

Barclays Bank plc 11% per year, payable quarterly if each index closes at or above downside threshold level on observation date for that quarter due 6/8/2027

Barclays Bank plc 0.00% due 6/3/2021

Barclays Bank plc 0.00% due 6/5/2023

Barclays Bank plc 7% per year, payable quarterly if each index closes at or above 60% coupon barrier level on observation date for that quarter due 6/3/2022

Barclays Bank plc 10.5% annualized payable quarterly if index closes at or above coupon barrier on observation date for that quarter; Coupon barrier: 1,165.51, 85% of initial level due 6/4/2027

Barclays Bank plc 10.5% annualized payable quarterly if index closes at or above coupon barrier on observation date for that quarter; Coupon barrier: 1,165.51, 85% of initial level due 6/3/2022

Barclays Bank plc 0.00% due 12/3/2020

Barclays Bank plc 0.00% due 8/3/2018

Barclays Bank plc 0.00% due 12/3/2020

Barclays Bank plc 0.00% due 7/2/2018

Barclays Bank plc 0.00% due 5/29/2020

Barclays Bank plc 9.15% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Barrier levels: 661.05 for MSCI Emerging Markets, 898.46 for Russell 2000 and 2,326.36 for Euro Stoxx; 65% of initial levels due 12/2/2020

Barclays Bank plc 0.00% due 5/31/2019

Barclays Bank plc 0.00% due 5/31/2019

Barclays Bank plc 0.00% due 6/27/2018

Barclays Bank plc 0.00% due 11/28/2018

Barclays Bank plc 9.3% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter due 5/29/2020

Barclays Bank plc 9.25% per year, payable quarterly if stock closes at or above its downside threshold on determination date for that quarter due 5/29/2020

Barclays Bank plc 8% per year, payable quarterly if stock closes at or above its downside threshold on determination date for that quarter due 5/29/2020

Barclays Bank plc 9.75% per year, payable quarterly if each index closes at or above its downside threshold on determination date for that quarter due 6/1/2022

Barclays Bank plc 8.15% per year, payable quarterly if each index closes at or above its coupon barrier level on each day during that quarter; Coupon barriers: 967.571 for Russell, 1,691.074 for S&P and 2,505.314 for Stoxx; 70% of initial levels due 5/31/2019

Barclays Bank plc 9.3% per year, payable quarterly if each index closes at or above its coupon barrier level on each day during that quarter; Coupon barriers: 829.346 for Russell 2000, 1,449.49 for S&P 500 and 2,147.41 for Euro Stoxx 50; 60% of initial levels due 5/8/2020

Barclays Bank plc 6.8%, payable quarterly if each index closes at or above barrier level on observation date; Barriers/thresholds: 4,051.851 for Nasdaq, 967.571 for Russell, 70% of initial levels due 6/1/2020

Barclays Bank plc 7.04%, payable quarterly if each index closes at or above barrier level on observation date; Barriers: 1,691.07 for S&P, 967.571 for Russell, 70% of initial levels due 5/28/2027

Barclays Bank plc 7.45% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barriers: 898.459 for Russell 2000, 1,570.28 for S&P 500 and 2,326.3679 for Euro Stoxx 50; 65% of initial levels due 12/2/2019

Barclays Bank plc 0.00% due 7/27/2018

Barclays Bank plc 0.00% due 5/31/2019

Barclays Bank plc 0.00% due 6/3/2019

Barclays Bank plc 0.00% due 5/29/2020

Barclays Bank plc 0.00% due 5/26/2023

Barclays Bank plc 8.35% due 5/31/2019

Barclays Bank plc 10.00% due 5/31/2019

Barclays Bank plc 0.00% due 5/30/2019

Barclays Bank plc 0.00% due 11/30/2020

Barclays Bank plc 0.00% due 5/31/2022

Barclays Bank plc 0.00% due 5/31/2022

Barclays Bank plc 4.60% due 5/31/2024

Barclays Bank plc 0.00% due 5/31/2022

Barclays Bank plc 0.00% due 5/31/2022

Barclays Bank plc 0.00% due 5/31/2022

Barclays Bank plc 8.45% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 12/1/2020

Barclays Bank plc 7% per year, payable monthly if index closes at or above coupon barrier level on observation date for that month; Coupon barrier: 968.37, or 70% of initial level due 5/28/2027

Barclays Bank plc 6.5% per year, payable quarterly if each index closes at or above 60% coupon barrier level on observation date for that quarter due 5/31/2022

Barclays Bank plc 6.5% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 5/31/2022

Barclays Bank plc 7% per year, payable quarterly if each index closes at or above 60% coupon barrier level on observation date for that quarter due 5/31/2024

Barclays Bank plc 6.4% annualized for each day that index closes above 70% coupon barrier; payable quarterly due 11/29/2024

Barclays Bank plc 0.00% due 7/27/2018

Barclays Bank plc 0.00% due 5/29/2020

Barclays Bank plc 0.00% due 6/1/2020

Barclays Bank plc 0.00% due 11/30/2020

Barclays Bank plc 0.00% due 5/30/2024

Barclays Bank plc 9%, payable monthly if each stock closes at or above its barrier price on related monthly observation date due 5/29/2020

Barclays Bank plc 8%, payable quarterly if each stock closes at or above its barrier price on related quarterly observation date due 5/28/2027

Barclays Bank plc 6% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barriers: 1,690.55 for S&P 500 and 968.37 for Russell 2000, or 70 of initial levels due 5/31/2024

Barclays Bank plc 8% annualized payable quarterly if fund closes at or above 70% coupon barrier on observation date for that quarter due 8/31/2018

Barclays Bank plc 7% annualized payable quarterly if each asset closes at or above 70% coupon barrier on observation date for that quarter due 5/29/2020

Barclays Bank plc 11.25%, payable monthly if each stock closes at or above its barrier price on related monthly observation date due 5/29/2020

Barclays Bank plc 8.75%, payable quarterly if fund closes at or above its barrier price on related quarterly observation date; Barrier/knock-in price: $14.76; 65% of initial price due 8/31/2018

Barclays Bank plc Payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; contingent coupon rate is 9% per year for first 20 quarters and 11% per year for quarters 21 through 40; Coupon barriers: 2,688.41 for Euro Stoxx 50 and 1,037.54 for Russell 2000, or 75% of initial levels due 5/28/2027

Barclays Bank plc Payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; contingent coupon rate is 7% per year for first 20 quarters and 15% per year for quarters 21 through 40; Coupon barriers: 1,750.93 for S&P 500 and 1,002.96 for Russell 2000, or 72.5% of initial levels due 5/28/2027

Barclays Bank plc 0.00% due 6/15/2018

Barclays Bank plc 0.00% due 5/28/2021

Barclays Bank plc 0.00% due 5/31/2022

Barclays Bank plc 0.00% due 5/29/2020

Barclays Bank plc 0.00% due 11/29/2018

Barclays Bank plc 6.6% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 5/31/2022

Barclays Bank plc 6.5% annualized, per quarter that each index closes at or above barrier level on observation date for that quarter due 5/20/2020

Barclays Bank plc 0.00% due 5/27/2022

Barclays Bank plc 8% annualized, per quarter that each component closes at or above 70% coupon barrier on observation date for that quarter due 5/28/2020

Barclays Bank plc 0.00% due 5/25/2023

Barclays Bank plc 8.7% annualized, per quarter that each index closes at or above 65% coupon barrier on observation date for that quarter due 11/27/2020

Barclays Bank plc 8.15% annualized, per quarter that each index closes at or above 65% coupon barrier on observation date for that quarter due 5/25/2023

Barclays Bank plc Libor, subject to minimum interest rate of 2.05% per year; payable quarterly due 5/26/2020

Barclays Bank plc 0.00% due 5/24/2021

Barclays Bank plc 0.00% due 5/24/2021

Barclays Bank plc 5% per year, payable quarterly if each underlier closes at or above barrier level on observation date for that quarter due 11/23/2018

Barclays Bank plc 6.6% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 5/23/2019

Barclays Bank plc 9.55% per year, payable semiannually if each underlier closes at or above barrier level on observation date for that semiannual period due 5/22/2020

Barclays Bank plc 8.4% per year, payable semiannually if each underlier closes at or above barrier level on observation date for that semiannual period due 5/22/2020

Barclays Bank plc 11.5% per year, payable quarterly if each ETF closes at or above barrier level on observation date for that quarter due 11/24/2020

Barclays Bank plc 8.65% per year, payable quarterly if Bank of America shares close at or above downside threshold level on determination date for that quarter due 5/22/2020

Barclays Bank plc 9.5% per year, payable quarterly if Chipotle shares close at or above downside threshold level on determination date for that quarter due 5/22/2020

Barclays Bank plc 9.75% per year, payable quarterly if HP shares close at or above downside threshold level on determination date for that quarter due 5/22/2020

Barclays Bank plc 10% per year, payable quarterly if Netflix shares close at or above downside threshold level on determination date for that quarter due 5/22/2020

Barclays Bank plc Each quarter, notes pay contingent coupon at an annual rate of 8.25% if each index closes at or above coupon barrier level on determination date for that quarter; Coupon barriers: 957.131 for Russell 2000, 1,667.211 for S&P 500 and 2,510.907 for Euro Stoxx 50; 70% of initial levels due 8/24/2021

Barclays Bank plc 0.00% due 5/23/2024

Barclays Bank plc 11.5% per year, payable quarterly if each ETF closes at or above coupon barrier level on observation date for that quarter; Coupon barriers: $36.74 for banking ETF and $24.86 for oil ETF; 70% of initial share prices due 8/22/2019

Barclays Bank plc 3% initially, stepping up to 3.5% on May 26, 2020, to 4% on May 26, 2023, to 5% on May 26, 2025; payable semiannually due 5/26/2027

Barclays Bank plc 8.05% per year, payable quarterly if each index closes at or above its coupon barrier on each day during that quarter; Coupon barriers: 949.122 for Russell 2000, 1,649.92 for S&P 500 and 1,318.99 for MSCI EAFE; 70% of initial levels due 8/24/2021

Barclays Bank plc 0.00% due 5/28/2020

Barclays Bank plc 4.3% initially; beginning May 19, 2019, 10-year U.S. dollar ICE Swap rate with a floor of zero; payable quarterly due 5/19/2027

Barclays Bank plc 0.00% due 5/30/2018

Barclays Bank plc 0.00% due 11/14/2018

Barclays Bank plc 9.25% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter due 5/15/2020

Barclays Bank plc 10.5% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter due 5/17/2018

Barclays Bank plc 10% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter due 5/15/2020

Barclays Bank plc 7.15%, payable quarterly if index closes at or above 75% coupon barrier on determination date for that quarter due 5/17/2027

Barclays Bank plc 8%, payable quarterly if each index closes at or above 75% coupon barrier on observation date for that quarter due 11/15/2019

Barclays Bank plc 0.00% due 6/13/2018

Barclays Bank plc 0.00% due 5/31/2019

Barclays Bank plc 0.00% due 9/6/2018

Barclays Bank plc 9.25% annualized payable quarterly if each index closes at or above 70% coupon barrier on observation date for that quarter due 8/15/2019

Barclays Bank plc 0.00% due 5/18/2022

Barclays Bank plc 0.00% due 5/16/2019

Barclays Bank plc 7%, payable monthly if stock closes at or above downside threshold on observation date for that month due 5/18/2022

Barclays Bank plc 8%, payable quarterly if each index closes at or above 70% coupon barrier on observation date due 5/18/2020

Barclays Bank plc 6.2%, payable quarterly if each index closes at or above 70% coupon barrier on observation date due 5/18/2020

Barclays Bank plc 7%, payable monthly if stock closes at or above downside threshold on observation date for that month due 5/18/2022

Barclays Bank plc 0.00% due 11/5/2020

Barclays Bank plc 0.00% due 5/28/2020

Barclays Bank plc 0.00% due 5/26/2023

Barclays Bank plc 12%, payable quarterly if each stock closes at or above its barrier price on related quarterly observation date due 5/16/2018

Barclays Bank plc 9.5% annualized payable semiannually if index closes at or above 80% coupon barrier on observation date for that period due 5/16/2022

Barclays Bank plc 8.35% per year, payable quarterly if each index closes at or above its coupon barrier on each day during that quarter; Coupon barriers: 973.137 for Russell 2000, 1,676.11 for S&P 500 and 2,536.49 for Euro Stoxx 50; 70% of initial levels due 5/18/2020

Barclays Bank plc 0.00% due 5/13/2022

Barclays Bank plc 0.00% due 11/15/2018

Barclays Bank plc 10% per year, payable quarterly if each index closes at or above its coupon barrier level on the observation date for that quarter; Coupon barriers: 1,523.61 for S&P, 883.691 for Russell, 2,312.74 for Euro Stoxx; 63.5% of initial levels due 5/17/2027

Barclays Bank plc 0.00% due 5/11/2022

Barclays Bank plc 0.00% due 5/11/2022

Barclays Bank plc 7.25% annualized for each day that all indexes are above 70% coupon barrier; payable quarterly due 5/10/2022

Barclays Bank plc 0.00% due 6/6/2018

Barclays Bank plc 0.00% due 11/7/2018

Barclays Bank plc 8% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter due 5/8/2020

Barclays Bank plc 8.75% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter due 5/8/2020

Barclays Bank plc 8.5% per year, payable quarterly if each index closes at or above its coupon barrier level on each day during that quarter; Coupon barriers: 977.897 for Russell 2000, 1,679.503 for S&P 500 and 2,561.153 for Euro Stoxx 50; 70% of initial levels due 5/8/2020

Barclays Bank plc 10% annualized payable quarterly if index closes at or above coupon barrier on observation date for that quarter; Coupon barrier: 1,187.45, 85% of initial level due 5/10/2022

Barclays Bank plc 0.00% due 5/10/2022

Barclays Bank plc 8.5% per year, payable quarterly if each index closes at or above its coupon barrier level each day that quarter; Coupon barriers: 1,559.54 for S&P, 908.047 for Russell, 2,378.21 for Euro Stoxx; 65% of initial levels due 5/11/2020

Barclays Bank plc 8.5% per year, payable quarterly if each index closes at or above its coupon barrier level each day that quarter; Coupon barriers: 1,559.54 for S&P, 908.047 for Russell, 2,378.21 for Euro Stoxx; 65% of initial levels due 5/11/2020

Barclays Bank plc 0.00% due 5/7/2020

Barclays Bank plc 5.10% due 12/7/2018

Barclays Bank plc Each month, notes pay contingent coupon at rate of 7.25% per year if each underlying closes at or above barrier level on observation date for that month; otherwise, no coupon paid that quarter due 5/7/2020

Barclays Bank plc 0.00% due 11/9/2020

Barclays Bank plc 8.05% annualized, per quarter that each index closes at or above barrier level on observation date for that quarter due 5/6/2027

Barclays Bank plc 7.5%, payable quarterly if each stock closes at or above its barrier price on related quarterly observation date due 5/8/2024

Barclays Bank plc 0.00% due 11/5/2020

Barclays Bank plc 7%, payable monthly if stock closes at or above downside threshold on observation date for that month due 5/10/2022

Barclays Bank plc 0.00% due 5/6/2021

Barclays Bank plc 10.30% due 11/8/2017

Barclays Bank plc 0.00% due 5/6/2019

Barclays Bank plc 0.00% due 6/6/2018

Barclays Bank plc 10% annualized payable quarterly if index closes at or above 85% coupon barrier on observation date for that quarter due 5/5/2022

Barclays Bank plc 9.6% annualized payable quarterly if index closes at or above 88% coupon barrier on observation date for that quarter due 5/5/2022

Barclays Bank plc 0.00% due 5/3/2022

Barclays Bank plc 0.00% due 8/31/2018

Barclays Bank plc 7.25% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 5/3/2022

Barclays Bank plc 0.00% due 10/31/2018

Barclays Bank plc 0.00% due 10/31/2018

Barclays Bank plc 8.5% per year, payable quarterly if Facebook shares close at or above downside threshold level on determination date for that quarter due 5/1/2020

Barclays Bank plc 8.75% per year, payable quarterly if Microsoft shares close at or above downside threshold level on determination date for that quarter due 5/1/2020

Barclays Bank plc 7.3% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter due 5/3/2018

Barclays Bank plc 8.25% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter due 5/1/2020

Barclays Bank plc 9.4% per year, payable quarterly if each index closes at or above its downside threshold level on observation date that quarter due 5/4/2022

Barclays Bank plc 0.00% due 11/1/2019

Barclays Bank plc 0.00% due 5/3/2022

Barclays Bank plc 0.00% due 8/3/2018

Barclays Bank plc Each quarter, notes pay contingent coupon at rate of 10% per year if each fund closes at or above barrier level on observation date for that quarter; otherwise, no coupon paid that quarter due 5/2/2019

Barclays Bank plc Each quarter, notes pay contingent coupon at rate of 10.55% per year if each fund closes at or above barrier level on observation date for that quarter; otherwise, no coupon paid that quarter due 5/2/2019

Barclays Bank plc 7% annualized payable quarterly if each index closes at or above 70% coupon barrier on observation date for that quarter due 8/3/2018

Barclays Bank plc Each quarter, notes pay contingent coupon at rate of 5.85% per year if each index closes at or above coupon barrier level on observation date for that quarter; otherwise, no coupon paid that quarter; Coupon barrier/barrier levels: 700.22 for Russell 2000 and 1,192.10 for S&P 500; 50% of initial levels due 5/3/2027

Barclays Bank plc 8.5%, payable quarterly if fund closes at or above its 65% coupon barrier on observation date for that quarter due 5/2/2018

Barclays Bank plc 0.00% due 5/3/2022

Barclays Bank plc 8.25% per year, payable quarterly if each index closes at or above its coupon barrier level each day that quarter; Coupon barriers: 1,668.94 for S&P, 980.300 for Russell, 2,491.71 for Euro Stoxx; 70% of initial levels due 5/6/2020

Barclays Bank plc 8.25% per year, payable quarterly if each index closes at or above its coupon barrier level each day that quarter; Coupon barriers: 1,549.73 for S&P, 910.278 for Russell, 2,313.73 for Euro Stoxx; 65% of initial levels due 5/6/2020

Barclays Bank plc 8.25% due 5/3/2019

Barclays Bank plc 9.35% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 4/30/2020

Barclays Bank plc 0.00% due 6/29/2018

Barclays Bank plc 0.00% due 4/30/2020

Barclays Bank plc 6%, payable quarterly if each index closes at or above barrier level on observation date; Barriers: 1,020.67 for MSCI EAFE, 787.784 for Russell, 55.5% of initial levels due 4/30/2027

Barclays Bank plc 6.25%, payable quarterly if each index closes at or above barrier level on observation date; Barriers: 3,878.76 for Nasdaq, 993.602 for Russell, 70% of initial levels due 4/30/2027

Barclays Bank plc 9.50% due 4/30/2019

Barclays Bank plc 10.00% due 4/30/2019

Barclays Bank plc 0.00% due 4/26/2019

Barclays Bank plc 0.00% due 10/28/2020

Barclays Bank plc 0.00% due 4/28/2022

Barclays Bank plc 0.00% due 4/28/2022

Barclays Bank plc 4.75% due 4/30/2024

Barclays Bank plc 0.00% due 4/28/2022

Barclays Bank plc 0.00% due 4/28/2022

Barclays Bank plc 8.25% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 4/28/2020

Barclays Bank plc 10% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier levels: 1,058.31 for Russell and 2,687.37 for Stoxx; 75% of initial levels due 4/29/2027

Barclays Bank plc 8% initially, stepping up to 12% in April 2022, payable quarterly if each index closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 2,400.72 for Stoxx and 945.42 for Russell; 67% of initial levels due 4/29/2027

Barclays Bank plc 7% annualized, per quarter that each index closes at or above barrier level on observation date for that quarter due 4/28/2022

Barclays Bank plc 0.00% due 4/30/2019

Barclays Bank plc 0.00% due 4/30/2019

Barclays Bank plc 0.00% due 10/30/2018

Barclays Bank plc 0.00% due 10/29/2020

Barclays Bank plc 0.00% due 10/30/2023

Barclays Bank plc Each quarter, notes pay contingent coupon at rate of 5.25% per year if each index closes at or above barrier level on observation date for that quarter; otherwise, no coupon paid that quarter due 1/30/2019

Barclays Bank plc Each quarter, notes pay contingent coupon at rate of 6% per year if each index closes at or above barrier level on observation date for that quarter; otherwise, no coupon paid that quarter due 4/30/2024

Barclays Bank plc Each quarter, notes pay contingent coupon at rate of 5.25% per year if each index closes at or above coupon barrier level on observation date for that quarter; otherwise, no coupon paid that quarter; due 10/26/2018

Barclays Bank plc 7.5%, payable quarterly if fund closes at or above its 65% coupon barrier on observation date for that quarter due 7/27/2018

Barclays Bank plc Every quarter, notes pay contingent coupon at rate of 9.25% per year if fund closes at or above coupon barrier level on observation date for that quarterly period; otherwise, no coupon paid that quarter; due 4/27/2018

Barclays Bank plc 10%, payable monthly if each stock closes at or above its barrier price on related observation date due 4/30/2019

Barclays Bank plc 9.55% per year, payable quarterly if each index closes at or above downside threshold level on observation date for that quarter due 5/5/2020

Barclays Bank plc 0.00% due 4/29/2022

Barclays Bank plc 7.05% per year, payable quarter if each index closes at or above 65% coupon barrier on determination date for that quarter due 4/28/2022

Barclays Bank plc 0.00% due 4/26/2021

Barclays Bank plc 0.00% due 10/11/2022

Barclays Bank plc 7% per year, payable quarterly if each asset closes at or above coupon barrier level on observation date for that period; Coupon barrier levels: 2,408.19 for index and $43.38 for ETF, 70% of initial levels due 4/26/2021

Barclays Bank plc 7.7% per year, payable quarterly if each asset closes at or above coupon barrier level on observation date for that period; Coupon barrier levels: 2,408.19 for index and $27.50 for ETF, 70% of initial levels due 4/26/2021

Barclays Bank plc 10.5% per year, payable quarterly if each underlying asset closes at or above barrier level on observation date for that quarter due 4/26/2021

Barclays Bank plc 8% per year, payable semiannually if each index closes at or above barrier level on observation date for that period due 4/26/2021

Barclays Bank plc 9.5% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 4/24/2020

Barclays Bank plc 8.1% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 4/24/2020

Barclays Bank plc 8% annualized, per quarter that each index closes at or above coupon barrier level on observation date for that quarter; Coupon barriers: 1,644.08 for S&P, 965.90 for Russell; 70% of initial levels due 4/25/2024

Barclays Bank plc 8.6% per year, payable semiannually if each asset closes at or above barrier level on observation date for that period due 4/22/2020

Barclays Bank plc 7% per year, payable quarterly if each underlying index closes at or above 70% coupon barrier on observation date for that quarter due 4/26/2023

Barclays Bank plc 6.5% per year, payable quarterly if each underlying index closes at or above 55% coupon barrier on observation date for that quarter due 4/26/2022

Barclays Bank plc 5.1% per year, payable quarterly if index closes at or above its coupon barrier on quarterly determination date; Coupon barrier level: 2,580.203, 75% of initial level due 4/26/2022

Barclays Bank plc 0.00% due 5/10/2018

Barclays Bank plc 0.00% due 4/25/2024

Barclays Bank plc 1.75% for the first six months, stepping up to 2% on Oct. 26, 2017, to 2.25% on April 26, 2018, to 2.5% on Oct. 26, 2018; payable semiannually due 4/26/2019

Barclays Bank plc 2% for the first six months, stepping up to 2.25% on Oct. 26, 2017, to 2.5% on April 26, 2018, to 2.75% on Oct. 26, 2018, to 3% on April 26, 2019, to 3.25% on Oct. 26, 2019, to 3.5% on April 26, 2020, to 3.75% on Oct. 26, 2020, to 4% on April 26, 2021 and to 4.25% on Oct. 26, 2021; payable semiannually due 4/26/2022

Barclays Bank plc 9.32% per year, payable quarterly if each index closes at or above downside threshold level on observation date for that quarter due 4/28/2020

Barclays Bank plc 9.5% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 4/24/2024

Barclays Bank plc 0.00% due 11/5/2019

Barclays Bank plc 0.00% due 5/21/2018

Barclays Bank plc 3% for the first five years, stepping up to 4% on April 21, 2022, to 5% on April 21, 2025 and to 6% on April 21, 2026; payable semiannually due 4/21/2027

Barclays Bank plc 8.75%, payable semiannually if index closes at or above its barrier on observation date for that period due 4/20/2022

Barclays Bank plc 9.75%, payable semiannually if index closes at or above its coupon barrier on observation date for that period; Coupon barrier: 1,102.56, 81% of initial level due 4/20/2022

Barclays Bank plc Each quarter, notes pay contingent coupon at rate of 9.15% per year if each asset closes at or above barrier level on observation date for that quarter; otherwise, no coupon paid that quarter due 1/18/2019

Barclays Bank plc 0.00% due 4/22/2020

Barclays Bank plc 0.00% due 4/22/2020

Barclays Bank plc 0.00% due 4/24/2019

Barclays Bank plc 0.00% due 6/29/2018

Barclays Bank plc 0.00% due 11/5/2019

Barclays Bank plc 8.12% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 4/17/2020

Barclays Bank plc 8.1% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter due 4/16/2020

Barclays Bank plc 8.25% per year, payable quarterly if Citigroup shares close at or above downside threshold level on determination date for that quarter due 4/18/2019

Barclays Bank plc 9% per year, payable quarterly if JPMorgan shares close at or above downside threshold level on determination date for that quarter due 4/16/2020

Barclays Bank plc 10.25% per year, payable quarterly if each index closes at or above coupon barrier level on each day of that quarter; Coupon barrier levels: 1,008.933 for Russell, 1,746.713 for S&P and 2,586.195 for Stoxx; 75% of initial levels due 10/17/2019

Barclays Bank plc 7.4% per year, payable quarterly if index closes at or above its 75% coupon barrier on review date for that quarter due 4/16/2027

Barclays Bank plc 0.00% due 5/2/2018

Barclays Bank plc Each quarter, notes pay contingent coupon at rate of 8% per year if ADSs close at or above downside threshold level on observation date for that quarter due 4/17/2020

Barclays Bank plc 6.75%, payable quarterly if indexes close at or above downside threshold levels on observation date for that quarter due 4/17/2020

Barclays Bank plc Each quarter, notes pay contingent coupon at rate of 7% per year if shares close at or above downside threshold level on observation date for that quarter due 4/17/2020

Barclays Bank plc 0.00% due 4/22/2019

Barclays Bank plc 8% per year, payable quarterly if each index closes at or above downside threshold level on observation date for that quarter due 10/20/2021

Barclays Bank plc 0.00% due 10/4/2018

Barclays Bank plc 11.25%, payable quarterly if fund closes at or above its coupon barrier on observation date for that quarter; Barrier level: $245.35, 85% of initial level due 4/18/2022

Barclays Bank plc 10.25%, payable quarterly if index closes at or above its coupon barrier on observation date for that quarter; Coupon barrier: 1,155.32, 85% of initial level due 4/18/2022

Barclays Bank plc 11%, payable quarterly if each fund closes at or above its coupon barrier on observation date for that quarter; Coupon barriers: $36.98 for banking fund, $17.20 for gold fund; 70% of initial levels due 4/17/2018

Barclays Bank plc 0.00% due 4/16/2019

Barclays Bank plc 0.00% due 4/30/2021

Barclays Bank plc 0.00% due 4/27/2018

Barclays Bank plc 28%, payable quarterly if each stock closes at or above its barrier price on related quarterly observation date due 4/15/2019

Barclays Bank plc 9.75%, payable monthly if each fund closes at or above barrier level on observation date for each month due 10/15/2018

Barclays Bank plc 0.00% due 10/10/2018

Barclays Bank plc 8.25% per year, payable quarterly if the ADS close at or above downside threshold level on determination date for that quarter due 4/13/2020

Barclays Bank plc 8.85% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter due 4/13/2020

Barclays Bank plc 11.35% per year, payable quarterly if units close at or above downside threshold level on determination date for that quarter due 4/13/2020

Barclays Bank plc 8.65% per year, payable quarterly if DISH shares close at or above downside threshold level on determination date for that quarter due 4/13/2020

Barclays Bank plc 0.00% due 7/11/2018

Barclays Bank plc 9.16% per year, payable quarterly if each index closes at or above its coupon barrier on each day during that quarter; Coupon barriers: 886.877 for Russell 2000, 1,532.37 for S&P 500 and 2,268.22 for Euro Stoxx 50; 65% of initial levels due 4/14/2020

Barclays Bank plc 10% per year, payable quarterly if each asset closes at or above barrier level on observation date for that period due 4/9/2020

Barclays Bank plc 8.25%, payable quarterly if each stock closes at or above its barrier price on quarterly observation date other than the final date beginning with the second observation date due 4/9/2024

Barclays Bank plc 0.00% due 4/4/2019

Barclays Bank plc 0.00% due 4/4/2019

Barclays Bank plc 0.00% due 4/4/2019

Barclays Bank plc 7.25% annualized, per quarter that each index closes at or above barrier level on observation date for that quarter due 4/5/2022

Barclays Bank plc 8.25% per year, payable quarterly if each asset closes at or above barrier level on observation date for that period due 4/3/2020

Barclays Bank plc 6.25% per year, payable quarterly if each asset closes at or above barrier level on observation date for that period due 4/3/2020

Barclays Bank plc 0.00% due 10/3/2018

Barclays Bank plc 0.00% due 10/3/2018

Barclays Bank plc 9.3% per year, payable quarterly if BofA shares close at or above downside threshold level on determination date for that quarter due 4/3/2020

Barclays Bank plc 10.25% per year, payable quarterly if Prudential shares close at or above downside threshold level on determination date for that quarter due 4/3/2020

Barclays Bank plc 6% per year, payable quarterly if index closes at or above downside threshold level on determination date for that quarter due 4/5/2022

Barclays Bank plc Each quarter, notes pay contingent coupon at an annual rate of 8% if each index closes at or above threshold level on determination date for that quarter due 4/3/2020

Barclays Bank plc Each quarter, notes pay contingent coupon at an annual rate of 10.5% if each index closes at or above downside threshold level on each day during that quarter due 4/3/2020

Barclays Bank plc Each quarter, notes pay contingent coupon at an annual rate of 12.25% if each index closes at or above downside threshold level on each day during that quarter due 4/3/2019

Barclays Bank plc 0.00% due 4/19/2018

Barclays Bank plc 0.00% due 7/5/2018

Barclays Bank plc 0.00% due 7/5/2018

Barclays Bank plc 0.00% due 10/3/2019

Barclays Bank plc 0.00% due 4/5/2022

Barclays Bank plc 0.00% due 7/5/2018

Barclays Bank plc 0.00% due 7/5/2018

Barclays Bank plc Each quarter, notes pay contingent coupon at rate of 8% per year if each index closes at or above barrier level on observation date for that quarter; otherwise, no coupon paid that quarter due 3/28/2024

Barclays Bank plc 0.00% due 4/5/2022

Barclays Bank plc 8.5% per year, payable quarterly if each index closes at or above its coupon barrier on each day during that quarter; Coupon barriers: 900.848 for Russell 2000, 1,535.77 for S&P 500 and 2,275.60 for Euro Stoxx 50; 65% of initial levels due 10/7/2019

Barclays Bank plc 0.00% due 5/25/2018

Barclays Bank plc 0.00% due 5/25/2018

Barclays Bank plc 0.00% due 4/2/2020

Barclays Bank plc 0.00% due 3/25/2022

Barclays Bank plc 0.00% due 4/20/2018

Barclays Bank plc 7.25% annualized for each day index is at or above 80% barrier; payable monthly due 9/30/2024

Barclays Bank plc 0.00% due 4/3/2019

Barclays Bank plc 0.00% due 4/3/2019

Barclays Bank plc Each quarter, notes pay contingent coupon at an annual rate of 9% if each index closes at or above threshold level on determination date for that quarter due 4/1/2022

Barclays Bank plc Each quarter, notes pay contingent coupon at rate of 6.25% per year if each index closes at or above barrier level on observation date for that quarter; otherwise, no coupon paid that quarter due 3/28/2024

Barclays Bank plc 3% for the first three years, stepping up to 3.5% on March 31, 2020; payable semiannually due 3/31/2023

Barclays Bank plc 8%, payable quarterly if stock closes at or above downside threshold on observation date for that quarter due 4/2/2020

Barclays Bank plc 9%, payable quarterly if stock closes at or above downside threshold on observation date for that quarter due 4/2/2020

Barclays Bank plc 6%, payable quarterly if each index closes at or above barrier level on observation date; Barrier/thresholds: 1,298.62 for S&P, 754.405 for Russell, 55% of initial levels due 4/2/2027

Barclays Bank plc 8% per year, payable quarterly if each index closes at or above its barrier on observation date that quarter; Barriers/thresholds: 820.357 for Russell, 1,415.14 for S&P 500 and 1.087.24 for MSCI EAFE; 60% of initial levels due 10/6/2021

Barclays Bank plc 9% per year, payable quarterly if each index closes at or above its coupon barrier on each day during that quarter; Coupon barriers: 888.720 for Russell 2000, 1,533.07 for S&P 500 and 2,252.30 for Euro Stoxx 50; 65% of initial levels due 3/31/2020

Barclays Bank plc 9.75% due 3/29/2019

Barclays Bank plc 11.25% due 3/29/2019

Barclays Bank plc 0.00% due 3/29/2019

Barclays Bank plc 0.00% due 9/30/2020

Barclays Bank plc 0.00% due 3/31/2022

Barclays Bank plc 0.00% due 3/31/2022

Barclays Bank plc 9%, payable quarterly if each index closes at or above barrier on observation date for that period due 3/31/2020

Barclays Bank plc Contingent coupon of 10% for the first five years, stepping up to 15% in March 2022, payable each quarter that each index closes at or above coupon barrier on observation date for that period; Coupon barrier levels: 2,598.80 for Stoxx and 1,025.45 for Russell; 75% of initial levels due 3/31/2027

Barclays Bank plc 9.25% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 4/2/2020

Barclays Bank plc 7% annualized, per quarter that each index closes at or above barrier level on observation date for that quarter due 3/31/2022

Barclays Bank plc 0.00% due 3/31/2020

Barclays Bank plc 0.00% due 3/31/2022

Barclays Bank plc 0.00% due 3/31/2022

Barclays Bank plc 0.00% due 3/31/2022

Barclays Bank plc 0.00% due 9/29/2023

Barclays Bank plc 20% per year, payable each semiannual period that each underlying closes at or above coupon barrier on observation date for that period; Coupon barrier levels: 2,945.31 for index, $248.21 for ETF; 85% of initial levels due 3/31/2022

Barclays Bank plc 11.5% per year, payable each month that stocks all close above barrier level on observation date for month due 4/2/2019

Barclays Bank plc Every quarter, notes pay contingent coupon at rate of 7.25% per year if fund closes at or above coupon barrier level on observation date for that quarterly period; otherwise, no coupon paid that quarter; due 6/29/2018

Barclays Bank plc Monthly at 9% a year if stocks all close above barrier level on observation date for month due 3/31/2020

Barclays Bank plc Every quarter, notes pay contingent coupon at rate of 10% per year if fund closes at or above coupon barrier level on observation date for that quarterly period; otherwise, no coupon paid that quarter; Barrier level: $14.83; 65% of initial level due 3/30/2018

Barclays Bank plc 0.00% due 3/31/2020

Barclays Bank plc 0.00% due 3/31/2027

Barclays Bank plc 3.25% due 3/30/2027

Barclays Bank plc 2.25% for the first year, stepping up to 2.5% on March 30, 2018, to 3% on March 30, 2019, to 3.5% on March 30, 2020, to 4.5% on March 30 2021 and to 5.5% on March 30, 2022; payable semiannually due 9/30/2022

Barclays Bank plc 0.00% due 3/29/2021

Barclays Bank plc 0.00% due 9/27/2019

Barclays Bank plc 6% annualized, per month that each index closes at or above coupon barrier on observation date for that month; Barrier levels: 1,406.39 for S&P, 812.78 for Russell; 60% of initial levels due 3/29/2021

Barclays Bank plc 7.55% annualized, per quarter that each index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier levels: 880.52 for Russell, 1,523.59 for S&P; 65% of initial levels due 3/29/2022

Barclays Bank plc 9.25% per year, payable semiannually if each asset closes at or above barrier level on observation date for that period due 3/27/2020

Barclays Bank plc 9.3% per year, payable quarterly if BofA shares close at or above downside threshold level on determination date for that quarter due 3/27/2020

Barclays Bank plc 8% per year, payable quarterly if index closes at or above downside threshold level on determination date for that quarter due 3/27/2020

Barclays Bank plc 8.55%, payable quarterly if stock closes at or above 80% coupon barrier on review date for that quarter due 3/27/2020

Barclays Bank plc 0.00% due 9/29/2020

Barclays Bank plc 0.00% due 3/28/2024

Barclays Bank plc 10.25% per year, payable quarterly if each index closes at or above its coupon barrier on each day during that quarter; Coupon barriers: 3,754.797 for Nasdaq-100, 1,640.79 for S&P 500 and 2,410.91 for Euro Stoxx 50; 70% of initial levels due 10/1/2019

Barclays Bank plc 0.00% due 3/28/2019

Barclays Bank plc 0.000% due 1/30/2019

Barclays Bank plc 10.16% per year, payable quarterly if each index closes at or above its coupon barrier on each day during that quarter; Coupon barriers: 874.639 for Russell 2000, 1,526.49 for S&P 500 and 2,223.46 for Euro Stoxx 50; 65% of initial levels due 3/30/2020

Barclays Bank plc 9.32% per year, payable quarterly if each index closes at or above its coupon barrier on each day during that quarter; Coupon barriers: 874.639 for Russell 2000, 1,526.49 for S&P 500 and 2,223.46 for Euro Stoxx 50; 65% of initial levels due 3/30/2020

Barclays Bank plc 7.13%, payable quarterly if each index closes at or above barrier on observation date for that quarter due 3/25/2027

Barclays Bank plc Every quarter, notes pay contingent coupon at rate of 9.6% per year if index closes at or above coupon barrier level on observation date for that quarterly period; otherwise, no coupon paid that quarter; Coupon barrier level: 1,104.17, 82% of initial level due 3/24/2022

Barclays Bank plc 0.00% due 9/21/2018

Barclays Bank plc 5.65%, payable semiannually if each index closes at or above coupon barrier on observation date for that period; Coupon barriers: 1,424.08 for S&P, 830.46 for Russell, 60% of initial levels due 3/24/2022

Barclays Bank plc 0.00% due 9/20/2018

Barclays Bank plc 7.25% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 3/20/2020

Barclays Bank plc 0.00% due 4/18/2018

Barclays Bank plc 0.00% due 4/6/2018

Barclays Bank plc 0.00% due 9/19/2018

Barclays Bank plc 0.00% due 9/19/2018

Barclays Bank plc 0.00% due 3/22/2022

Barclays Bank plc 0.00% due 6/20/2018

Barclays Bank plc 0.00% due 6/20/2018

Barclays Bank plc 0.00% due 6/20/2018

Barclays Bank plc 0.00% due 3/28/2019

Barclays Bank plc 8.8%, payable quarterly if each fund closes at or above barrier level on observation date due 3/21/2019

Barclays Bank plc 11.81%, payable quarterly if each fund closes at or above barrier level on observation date due 3/21/2019

Barclays Bank plc 7.72%, payable each quarter that each index closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 1,664.78 for S&P, 2,413.89 for Euro Stoxx; 70% of initial levels due 3/22/2027

Barclays Bank plc 9.2% per year, payable quarterly if each index closes at or above its barrier level each day for that quarter due 3/23/2020

Barclays Bank plc 0.00% due 3/25/2022

Barclays Bank plc Libor plus 70 bps, subject to minimum interest rate of 1.5% per year; payable quarterly due 3/29/2019

Barclays Bank plc 10.24% per year, payable quarterly if each index closes at or above its barrier level each day for that quarter; Coupon barrier: 898.840 for Russell, 1,550.42 for S&P, 2,216.06 for Stoxx; 65% of initial levels due 3/23/2020

Barclays Bank plc 0.00% due 10/3/2019

Barclays Bank plc 7.5% per year, payable quarterly if each index closes at or above its downside threshold on review date for that quarter due 3/20/2019

Barclays Bank plc Libor plus 100 basis points, floor of 1.25%; payable quarterly due 6/20/2023

Barclays Bank plc 0.00% due 7/5/2018

Barclays Bank plc 9.5%, payable quarterly if each fund closes at or above barrier level on observation date due 3/20/2019

Barclays Bank plc 11%, payable monthly if each fund closes at or above barrier level on observation date due 9/20/2018

Barclays Bank plc 0.00% due 3/27/2020

Barclays Bank plc 0.00% due 6/15/2018

Barclays Bank plc 0.00% due 6/15/2018

Barclays Bank plc 11% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 3/18/2027

Barclays Bank plc 8%, payable quarterly if each index closes at or above 70% coupon barrier on observation date for that quarter due 3/19/2024

Barclays Bank plc 4% for the first 10 years, stepping up to 4.5% on March 17, 2027, to 5% on March. 17, 2031, to 6% on March 17, 2033 and to 7% on March 17, 2035; payable semiannually due 3/17/2037

Barclays Bank plc 8.15%, payable quarterly if each stock closes at or above 60% coupon barrier on observation date for that quarter due 3/18/2024

Barclays Bank plc 7.75% due 6/14/2018

Barclays Bank plc 0.00% due 3/25/2021

Barclays Bank plc 8% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 3/16/2020

Barclays Bank plc 8.25% per year, payable quarterly if American Express shares close at or above downside threshold level on determination date for that quarter due 3/13/2020

Barclays Bank plc 11.25% per year, payable quarterly if Blackstone shares close at or above downside threshold level on determination date for that quarter due 3/15/2018

Barclays Bank plc 8.5% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter due 3/13/2020

Barclays Bank plc 8.12% per year, payable quarterly if each index closes at or above its downside threshold leveon each day during that quarter due 3/14/2019

Barclays Bank plc 5.5%, payable monthly if each index closes at or above 75% coupon barrier on observation date for that month due 3/13/2025

Barclays Bank plc 7.75%, payable monthly if each fund closes at or above barrier level on observation date; Coupon barrier levels: 1,537.17 for S&P, 884.08 for Russell, $39.35 for ETF; 65% of initial levels due 3/13/2020

Barclays Bank plc 7.5%, payable semiannually after one year if each fund closes at or above barrier level on observation date due 3/17/2022

Barclays Bank plc 2% initially, stepping up to by 25 bps every six months to 3.75% on Sept. 16, 2020, then to 4.5% on March 16, 2021 and to 5.5% on Sept. 16, 2021; payable semiannually due 3/16/2022

Barclays Bank plc 8%, payable monthly if stock closes at or above downside threshold on observation date for that month due 3/11/2022

Barclays Bank plc 8%, payable monthly if stock closes at or above downside threshold on observation date for that month due 3/11/2022

Barclays Bank plc 6.5%, payable each quarter that each index closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 1,234.73 for EAFE, 648.30 for EM; 70% of initial levels due 3/15/2027

Barclays Bank plc 6.9%, payable each quarter that each index closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 955.686 for Russell, 1,660.82 for S&P; 70% of initial levels due 3/13/2020

Barclays Bank plc 0.00% due 9/13/2018

Barclays Bank plc 0.00% due 3/14/2019

Barclays Bank plc 7%, payable semiannually if each fund closes at or above barrier level on first observation date; 3.5%, payable semiannually if each fund closes at or above barrier level on observation date for each semiannual period after the first observation date due 3/16/2022

Barclays Bank plc 9.25% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barriers: 819.62 for Russell 2000, 1,417.79 for S&P 500 and 2,033.77 for Euro Stoxx 50; 65% of initial levels due 3/15/2022

Barclays Bank plc 10.35% annualized for each quarter that all indexes close at or above barrier levels on each trading day of the quarter; Coupon/downside thresholds: 4,287.844 for Nasdaq, 1,092.831 for Russell and 1,890.384 for S&P, 80% of initial levels due 3/13/2019

Barclays Bank plc 0.00% due 3/5/2037

Barclays Bank plc 10.4% per year, payable quarterly if each index closes at or above its barrier level each day for that quarter due 3/16/2020

Barclays Bank plc 9.75% per year, payable semiannually if index closes at or above 75% coupon barrier on observation date for that period due 3/10/2022

Barclays Bank plc 0.00% due 3/10/2020

Barclays Bank plc 0.00% due 3/10/2022

Barclays Bank plc 9.52%, payable quarterly if each index closes at or above 60% coupon barrier observation date that quarter due 3/13/2020

Barclays Bank plc 0.00% due 3/29/2021

Barclays Bank plc 7%, payable quarterly if each index closes at or above 60% coupon barrier on observation date for that quarter due 3/8/2027

Barclays Bank plc 8.00% due 3/14/2018

Barclays Bank plc 8.70% due 3/14/2018

Barclays Bank plc 10% per year, payable each quarter that stock closes at or above trigger price on review date for that quarter due 3/21/2018

Barclays Bank plc 0.00% due 9/6/2019

Barclays Bank plc 0.00% due 9/7/2018

Barclays Bank plc 0.00% due 3/7/2019

Barclays Bank plc 0.00% due 3/7/2019

Barclays Bank plc 11.56%, payable quarterly if each index closes at or above trigger value on quarterly review date due 3/8/2019

Barclays Bank plc 9.8%, payable quarterly if each index closes at or above trigger value on quarterly review date due 3/8/2019

Barclays Bank plc 0.00% due 4/6/2018

Barclays Bank plc 0.00% due 3/21/2018

Barclays Bank plc 9% per year, payable quarterly if Apple shares close at or above downside threshold level on determination date for that quarter due 3/6/2020

Barclays Bank plc 12.2% per year, payable quarterly if Qualcomm shares close at or above downside threshold level on determination date for that quarter due 3/6/2020

Barclays Bank plc 8.5% per year, payable quarterly if each index closes at or above its downside threshold leveon each day during that quarter due 3/7/2019

Barclays Bank plc 0.00% due 3/22/2018

Barclays Bank plc 0.00% due 6/6/2018

Barclays Bank plc 0.00% due 3/21/2018

Barclays Bank plc 0.00% due 9/6/2018

Barclays Bank plc 10.25% per year, payable quarterly if index closes at or above 75% coupon barrier on observation date for that quarter due 3/8/2022

Barclays Bank plc 10.52% per year, payable quarterly if each index closes at or above its barrier level each day for that quarter due 9/10/2019

Barclays Bank plc 8%, payable quarterly if each asset closes above coupon barrier on observation date for quarter; Barrier levels: 848.28 for Russell, 2,034.12 for Stoxx; $23.15 for ETF; 60% of initial levels due 3/5/2020

Barclays Bank plc 0.00% due 2/6/2019

Barclays Bank plc 9%, payable quarterly through March 4, 2019 due 3/4/2027

Barclays Bank plc 0.00% due 3/4/2020

Barclays Bank plc 0.00% due 3/4/2020

Barclays Bank plc 0.00% due 3/3/2022

Barclays Bank plc 7.35% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 3/3/2022

Barclays Bank plc 0.00% due 9/3/2019

Barclays Bank plc 0.00% due 9/3/2019

Barclays Bank plc 0.00% due 3/3/2022

Barclays Bank plc 0.00% due 6/5/2018

Barclays Bank plc 9.6%, payable quarterly if each fund closes at or above barrier price on observation date for that quarter due 3/5/2019

Barclays Bank plc 8.05%, payable monthly if each asset closes at or above coupon barrier on observation date for that month; Coupon barriers: $39.22 for ETF, 3,464.70 for Nasdaq, 901.34 for Russell, 65% of initial prices due 3/4/2020

Barclays Bank plc 11.55%, payable quarterly if each fund closes at or above barrier price on observation date for that quarter due 3/5/2019

Barclays Bank plc 8.1%, payable quarterly if each index closes at or above 75% coupon barrier on observation date for that quarter due 6/1/2018

Barclays Bank plc 7.25%, payable monthly if each index closes at or above 70% coupon barrier on observation date for that month due 3/2/2018

Barclays Bank plc 9%, payable quarterly if fund closes at or above 62% coupon barrier on observation date for that quarter due 3/4/2020

Barclays Bank plc 10.52%, payable quarterly if each index closes at or above 60% coupon barrier observation date that quarter due 3/8/2027

Barclays Bank plc 10%, payable quarterly if each index closes at or above 65% coupon barrier on each trading day during quarterly observation period; Coupon barriers: 901.345 for Russell, 1,536.37 for S&P, 2,157.75 for Stoxx; 65% of initial levels due 3/6/2020

Barclays Bank plc 12.50% due 2/28/2019

Barclays Bank plc 5.10% due 8/1/2018

Barclays Bank plc 0.00% due 3/1/2022

Barclays Bank plc 0.00% due 8/27/2020

Barclays Bank plc 6% annualized for each day index is at or above 80% barrier; payable monthly due 2/28/2022

Barclays Bank plc 0.00% due 6/28/2018

Barclays Bank plc 0.00% due 2/28/2020

Barclays Bank plc 9.3% per year, payable quarterly if Facebook shares close at or above downside threshold level on determination date for that quarter due 2/27/2020

Barclays Bank plc 6.25% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 2/29/2024

Barclays Bank plc 11.3%, payable monthly if fund closes at or above 70% coupon barrier on observation date for that month due 2/28/2019

Barclays Bank plc 7%, payable monthly if stock closes at or above downside threshold on observation date for that month due 2/28/2022

Barclays Bank plc 8.25%, payable quarterly if each index closes at or above barrier level on observation date due 2/26/2027

Barclays Bank plc 7.4%, payable quarterly if each index closes at or above barrier level on observation date; Barrier levels: 3,740.320 for Nasdaq-100, 976.168 for Russell, 70% of initial levels due 2/26/2027

Barclays Bank plc 8%, payable monthly if stock closes at or above downside threshold on observation date for that month due 2/28/2022

Barclays Bank plc 10.00% due 2/28/2019

Barclays Bank plc 9.00% due 8/28/2018

Barclays Bank plc 10.00% due 2/28/2019

Barclays Bank plc 0.00% due 8/28/2019

Barclays Bank plc 0.00% due 2/28/2019

Barclays Bank plc 0.00% due 2/28/2022

Barclays Bank plc 0.00% due 2/28/2022

Barclays Bank plc 8% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 2/27/2020

Barclays Bank plc 7% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 2/28/2022

Barclays Bank plc 10% annualized initially, stepping up to 12% after February 2021 and to 14% after February 2025, payable quarterly if each index closes at or above its barrier level on observation date for that quarter; Coupon barriers: 1,045.97 for Russell, 1,666.98 for Stoxx, 75% of initial levels due 2/26/2027

Barclays Bank plc 0.00% due 5/31/2018

Barclays Bank plc 0.00% due 2/28/2019

Barclays Bank plc 0.00% due 4/30/2018

Barclays Bank plc 0.00% due 4/30/2018

Barclays Bank plc 0.00% due 2/28/2022

Barclays Bank plc 0.00% due 8/27/2020

Barclays Bank plc 0.00% due 8/28/2023

Barclays Bank plc 9%, payable quarterly if each stock closes at or above 50% coupon barrier on observation date for that quarter due 2/28/2019

Barclays Bank plc 6%, payable quarterly if each index closes at or above 70% coupon barrier on observation date for that quarter due 8/28/2018

Barclays Bank plc 9%, payable quarterly if fund closes at or above 60% coupon barrier on observation date for that quarter due 2/28/2018

Barclays Bank plc 7.5%, payable quarterly if fund closes at or above barrier price on observation date for that quarter due 5/25/2018

Barclays Bank plc 0.00% due 2/28/2022

Barclays Bank plc 0.00% due 2/28/2022

Barclays Bank plc 13% annualized payable on May 30, 2017; then quarterly at an annualized rate if index closes above coupon barrier on quarterly observation date; contingent coupon will be 13% initially, stepping down to 12% in May 2018, to 11% in May 2019 and to 10% in February 2020; Coupon barriers: 1,045.97 for Russell and 2,500.47 for Stoxx, or 75% of initial levels due 2/26/2027

Barclays Bank plc 0.00% due 4/27/2020

Barclays Bank plc 0.00% due 4/26/2018

Barclays Bank plc 6.8% per year, payable quarterly if each fund closes at or above 70% coupon barrier on observation date for that quarter due 2/27/2019

Barclays Bank plc 0.00% due 8/27/2018

Barclays Bank plc 0.00% due 3/12/2018

Barclays Bank plc 4% initially; beginning Feb. 24, 2019, 10-year U.S. dollar ICE Swap rate plus 5 bps; payable quarterly due 2/24/2027

Barclays Bank plc 6%, payable quarterly if each index closes at or above barrier level on observation date due 2/26/2027

Barclays Bank plc 8.4%, payable quarterly if each index closes at or above 65% coupon barrier on each trading day during quarterly observation period; Coupon barriers: 3,477.971 for Nasdaq, 1,537.50 for S&P, 2,170.56 for Stoxx; 65% of initial levels due 2/28/2020

Barclays Bank plc 0.00% due 2/23/2021

Barclays Bank plc 0.00% due 2/22/2019

Barclays Bank plc 9.1% per year, payable quarterly if each asset closes at or above barrier level on observation date for that quarter due 2/21/2020

Barclays Bank plc 9% per year, payable quarterly if Apple shares close at or above downside threshold level on determination date for that quarter due 2/21/2020

Barclays Bank plc 9.25% per year, payable quarterly if Chevron shares close at or above downside threshold level on determination date for that quarter due 2/21/2020

Barclays Bank plc 9% per year, payable quarterly if each index closes at or above its coupon barrier on each day during that quarter; Coupon barriers: 2,316.167 for Stoxx, 1,645.812 for S&P, 979.903 for Russell; 70% of initial levels due 8/22/2019

Barclays Bank plc 9% per year, payable quarterly if each index closes at or above its coupon barrier on each day during that quarter; Coupon barriers: 2,316.167 for Stoxx, 1,645.812 for S&P, 979.903 for Russell; 70% of initial levels due 8/22/2019

Barclays Bank plc 0.00% due 5/23/2018

Barclays Bank plc 0.00% due 2/23/2024

Barclays Bank plc 0.00% due 8/22/2018

Barclays Bank plc 9.4%, payable quarterly if each index closes at or above 65% coupon barrier on each trading day during quarterly observation period; Coupon barriers: 909.436 for Russell, 1,525.69 for S&P, 2,152.18 for Stoxx; 65% of initial levels due 8/23/2019

Barclays Bank plc 9.75%, payable quarterly if each index closes at or above 65% coupon barrier on each trading day during quarterly observation period due 8/26/2019

Barclays Bank plc 6.50% due 8/20/2018

Barclays Bank plc 0.00% due 9/5/2019

Barclays Bank plc 0.00% due 8/21/2019

Barclays Bank plc 2.25% initially, stepping up to 3.5% on Feb. 21, 2019; payable quarterly due 2/21/2020

Barclays Bank plc 0.00% due 2/18/2022

Barclays Bank plc 3.75% for first seven years, stepping up to 4% on Feb. 17, 2024, to 5% on Feb. 17, 2030 and to 6% on Feb. 17, 2031; payable semiannually due 2/17/2032

Barclays Bank plc 0.00% due 2/20/2020

Barclays Bank plc 9.55%, payable quarterly if each index closes at or above coupon barrier on each trading day during quarterly observation period; Coupon barriers: 1,505.47 for S&P, 902.749 for Russell, 2,126.04 for Stoxx; 65% of initial levels due 8/19/2019

Barclays Bank plc 0.00% due 8/14/2019

Barclays Bank plc 12.2% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter due 2/13/2020

Barclays Bank plc 9.65% per year, payable quarterly if each index closes at or above its coupon barrier on each day during that quarter; Coupon barriers: 13,565.251 for Nikkei, 1,621.270 for S&P, 2,289.581 for Russell; 70% of initial levels due 2/13/2020

Barclays Bank plc 0.00% due 5/16/2018

Barclays Bank plc 0.00% due 8/15/2018

Barclays Bank plc 0.00% due 8/15/2018

Barclays Bank plc 7%, payable quarterly if stock closes at or above downside threshold on observation date for that quarter due 2/13/2020

Barclays Bank plc 8%, payable quarterly if stock closes at or above downside threshold on observation date for that quarter due 2/13/2020

Barclays Bank plc 7%, payable quarterly if stock closes at or above downside threshold on observation date for that quarter due 2/13/2020

Barclays Bank plc 8.1%, payable quarterly if each index closes at or above barrier level on observation date; Coupon barrier level: 1,218.90 for MSCI EAFE, 972.191 for Russell, 70% of initial levels due 2/16/2027

Barclays Bank plc 6%, payable quarterly if each index closes at or above barrier level on observation date due 2/16/2027

Barclays Bank plc 6.68%, payable quarterly if each index closes at or above barrier level on observation date due 2/15/2022

Barclays Bank plc 7.25%, payable quarterly if each index closes at or above barrier level on observation date due 2/13/2020

Barclays Bank plc 0.00% due 2/28/2018

Barclays Bank plc 0.00% due 3/14/2019

Barclays Bank plc 0.00% due 3/14/2019

Barclays Bank plc 7.85% due 2/13/2019

Barclays Bank plc 11.5% per year, payable quarterly if index closes at or above coupon barrier level on observation date for that period; Coupon barrier: 1,154.93, 85% of initial level due 2/11/2022

Barclays Bank plc 7%, payable annually in first year and semiannually thereafter if each fund closes at or above barrier level on observation date for that period due 2/15/2022

Barclays Bank plc 0.00% due 10/10/2018

Barclays Bank plc 0.00% due 2/26/2018

Barclays Bank plc 1.75% initially, stepping up to 2.25% on Feb. 22, 2018; payable semiannually due 2/22/2019

Barclays Bank plc 10.4%, payable quarterly if each index closes at or above coupon barrier on each trading day during quarterly observation period; Coupon barriers: 1,490.16 for S&P, 888.329 for Russell, 2,104.90 for Stoxx; 65% of initial levels due 2/13/2020

Barclays Bank plc 0.00% due 2/8/2023

Barclays Bank plc 5.5% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barriers: 1,723.07 for S&P, 15,053.60 for Dow; 75% of initial levels due 2/8/2023

Barclays Bank plc 10.5%, payable quarterly if each index closes at or above coupon barrier on each trading day during quarterly observation period; Coupon barriers: 1,481.71 for S&P, 884.798 for Russell, 2,118.30 Stoxx; 65% of initial levels due 2/4/2019

Barclays Bank plc 8.45% annualized, payable quarterly if each index closes at or above its downside threshold on the determination date for that quarter due 2/5/2019

Barclays Bank plc 0.00% due 5/3/2018

Barclays Bank plc 0.00% due 5/3/2018

Barclays Bank plc 0.00% due 8/2/2018

Barclays Bank plc 0.00% due 2/3/2021

Barclays Bank plc 8.25% due 2/6/2018

Barclays Bank plc 7.00% due 2/6/2018

Barclays Bank plc 0.00% due 3/29/2018

Barclays Bank plc 10.5% per year, payable quarterly if Expedia shares close at or above downside threshold level on determination date for that quarter due 1/31/2019

Barclays Bank plc 9% per year, payable quarterly if Facebook shares close at or above downside threshold level on determination date for that quarter due 1/30/2020

Barclays Bank plc 7.85% annualized, payable quarterly if each index closes at or above its coupon barrier on the determination date for that quarter; coupon barrier: 3,617.643 for Nikkei, 1,606.283 for S&P, 959.493 for Russell; 70% of initial levels due 1/30/2020

Barclays Bank plc 0.00% due 8/1/2018

Barclays Bank plc 9%, payable quarterly if stock closes at or above barrier level on observation date for that quarter due 1/31/2019

Barclays Bank plc 9.4%, payable quarterly if stock closes at or above barrier level on observation date for that quarter due 1/31/2019

Barclays Bank plc 12.65%, payable quarterly if each fund closes at or above barrier level on observation date for that quarter due 1/31/2019

Barclays Bank plc 10.75%, payable quarterly if stock closes at or above barrier level on observation date for that quarter due 1/31/2019

Barclays Bank plc 6.4% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 1/31/2024

Barclays Bank plc 7.1%, payable quarterly if indexes close at or above coupon barriers on quarterly observation date; Coupon barriers: 959.493 for Russell 2000 and 1,606.28 for S&P 500, 70% of initial levels due 1/30/2020

Barclays Bank plc 9%, payable quarterly if each index closes at or above coupon barrier on each trading day during quarterly observation period; Barriers/thresholds: 1,491.55 for S&P, 890.958 for Russell, 2,147.16 for Stoxx; 65% of initial levels due 2/4/2019

Barclays Bank plc 0.00% due 3/23/2018

Barclays Bank plc 0.00% due 3/29/2018

Barclays Bank plc 0.00% due 1/28/2019

Barclays Bank plc 0.00% due 1/28/2022

Barclays Bank plc 10.00% due 1/31/2019

Barclays Bank plc 10.00% due 1/30/2020

Barclays Bank plc 0.00% due 7/31/2019

Barclays Bank plc 0.00% due 7/31/2020

Barclays Bank plc 0.00% due 1/31/2019

Barclays Bank plc 0.00% due 1/31/2022

Barclays Bank plc 0.00% due 3/29/2018

Barclays Bank plc 0.00% due 1/31/2022

Barclays Bank plc 0.00% due 1/31/2022

Barclays Bank plc 9% per year, payable semiannually if each index closes at or above barrier level on observation date for that semiannual period due 1/30/2020

Barclays Bank plc Contingent coupon of 10% for the first four years, stepping up to 12% in January 2021 and to 14% in January 2025, payable each quarter that each index closes at or above coupon barrier on observation date for that period; Coupon barrier levels: 2,406.37 for Stoxx and 997.31 for Russell; 72.5% of initial levels due 1/29/2027

Barclays Bank plc 8.5% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 1/30/2020

Barclays Bank plc 8.5% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 1/30/2025

Barclays Bank plc 7.6% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 1/31/2022

Barclays Bank plc 7.25% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 1/31/2022

Barclays Bank plc 7.25% annualized for each day index is at or above 80% barrier; payable monthly due 7/31/2024

Barclays Bank plc 0.00% due 2/28/2018

Barclays Bank plc 0.00% due 7/31/2019

Barclays Bank plc 0.00% due 7/31/2019

Barclays Bank plc 0.00% due 1/31/2020

Barclays Bank plc 0.00% due 1/31/2020

Barclays Bank plc 0.00% due 7/31/2019

Barclays Bank plc 0.00% due 7/30/2020

Barclays Bank plc 0.00% due 1/31/2022

Barclays Bank plc 9.25%, payable monthly if each stock closes at or above barrier level on observation date for that month due 1/30/2020

Barclays Bank plc 6.5% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 7/31/2018

Barclays Bank plc 8.5% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 4/30/2018

Barclays Bank plc 9.25% per year, payable each quarter that fund closes at or above barrier price on observation date for that quarter due 4/30/2018

Barclays Bank plc 9.25% per year, payable each quarter that fund closes at or above barrier price on observation date for that quarter due 1/31/2018

Barclays Bank plc 9.5%, payable monthly if each stock closes at or above barrier level on observation date for that month due 1/31/2019

Barclays Bank plc 3.5% in years one through three, 3.75% in years four through seven, 4.25% in years eight through 12 and 5% in years 13 through 15; payable semiannually due 1/30/2032

Barclays Bank plc 0.00% due 1/30/2019

Barclays Bank plc 0.00% due 1/30/2019

Barclays Bank plc 0.000% due 1/30/2019

Barclays Bank plc 4% for first two years; after that, Libor plus 100 bps, capped at 5%; payable quarterly due 1/27/2027

Barclays Bank plc 0.00% due 7/27/2018

Barclays Bank plc 9% until 1/28/19 due 1/27/2027

Barclays Bank plc 9.25%, payable quarterly if each index closes at or above coupon barrier on each trading day during quarterly observation period; Coupon barriers: 1,476.35 for S&P, 878.701 for Russell, 2,144.64 for Stoxx; 65% of initial levels due 7/30/2019

Barclays Bank plc 9.4% annualized, payable quarterly if stock closes at or above 70% trigger level on review date for that quarter due 1/24/2020

Barclays Bank plc 9.75% annualized, payable quarterly if stock closes at or above 75% trigger level on review date for that quarter due 1/24/2020

Barclays Bank plc 9.4% annualized, payable quarterly if stock closes at or above 80% trigger level on review date for that quarter due 2/7/2018

Barclays Bank plc 12% annualized, payable quarterly if stock closes at or above 80% trigger level on review date for that quarter due 1/24/2020

Barclays Bank plc 10.5% annualized, payable each six-month period that each underlying closes at or above barrier level on observation date for that period due 1/24/2020

Barclays Bank plc 9.9%, payable quarterly if each index closes at or above trigger value on quarterly review date due 1/25/2019

Barclays Bank plc 2.5% for the first three years, stepping up to 3% on Jan. 26, 2020, to 4% on Jan. 26, 2021 and to 5.25% on July 26, 2021; payable semiannually due 1/26/2022

Barclays Bank plc 0.00% due 1/25/2023

Barclays Bank plc 0.00% due 7/25/2018

Barclays Bank plc 8%, payable quarterly if stock closes at or above downside threshold on observation date for that quarter due 1/24/2020

Barclays Bank plc 7%, payable quarterly if stock closes at or above downside threshold on observation date for that quarter due 1/24/2020

Barclays Bank plc 0.00% due 7/24/2018

Barclays Bank plc 0.00% due 1/24/2019

Barclays Bank plc 0.00% due 1/25/2019

Barclays Bank plc 10.25% if fund never dips below knock-in level; otherwise, 1% for that interest period and each subsequent interest period; payable quarterly due 1/18/2019

Barclays Bank plc 11% per year, payable quarterly if each asset closes at or above barrier level on observation date for that quarter due 1/23/2020

Barclays Bank plc 10.15%, payable quarterly if each index closes at or above coupon barrier on each trading day during quarterly observation period; Coupon barriers: 1,478.52 for S&P, 891.831 for Russell, 2,160.82 for Stoxx; 65% of initial levels due 7/22/2019

Barclays Bank plc 6.00% due 7/18/2018

Barclays Bank plc 0.00% due 8/5/2019

Barclays Bank plc 0.00% due 5/18/2018

Barclays Bank plc 8.25%, payable quarterly if each index closes at or above trigger value on review date for that quarter due 1/16/2019

Barclays Bank plc 10.1% per year, payable quarterly if shares close at or above downside threshold on determination date for that quarter due 1/16/2020

Barclays Bank plc 10% per year, payable quarterly if shares close at or above downside threshold on determination date for that quarter due 1/16/2020

Barclays Bank plc 10% per year, payable quarterly if each index closes at or above its downside threshold level on the determination date that quarter due 1/19/2022

Barclays Bank plc 8.55% per year, payable quarterly if each index closes at or above downside threshold on determination date for that quarter due 1/17/2019

Barclays Bank plc 10% per year, payable quarterly if each index closes at or above 70% coupon barrier on each trading day during that determination period for that quarter; Coupon barriers: 960.433 for Russell, 1,592.248 for S&P, 2,327.038 for Stoxx; 70% of initial levels due 1/16/2020

Barclays Bank plc 12.5% per year, payable quarterly if shares close at or above downside threshold on determination date for that quarter due 1/16/2020

Barclays Bank plc 5.85% due 1/17/2019

Barclays Bank plc 8.1% annualized, payable quarterly if each underlying index closes at or above 70% coupon barrier on review date for that quarter due 7/18/2018

Barclays Bank plc 10.25% per year, payable semiannually if index closes at or above barrier level on observation date for that period due 1/18/2022

Barclays Bank plc 9.35%, payable quarterly if each index closes at or above coupon barrier on each trading day during the observation period for that quarter; Coupon barriers: 3,272.859 for Nasdaq, 1,474.79 for S&P, 2,149.04 for Stoxx; 65% of initial levels due 7/17/2019

Barclays Bank plc 7% annualized, payable each quarter index closes at or above coupon barrier on observation date; Coupon barrier: 1,366.19; 60% of initial level due 1/13/2027

Barclays Bank plc 9% per year, payable quarterly if each index closes at or above its downside threshold level on each day during that quarter due 1/10/2019

Barclays Bank plc Each quarter, notes pay contingent coupon at rate of 7% per year if shares close at or above downside threshold level on observation date for that quarter due 1/9/2020

Barclays Bank plc Each quarter, notes pay contingent coupon at rate of 7.5% per year if shares close at or above downside threshold level on observation date for that quarter due 1/9/2020

Barclays Bank plc Each quarter, notes pay contingent coupon at rate of 7% per year if shares close at or above downside threshold level on observation date for that quarter due 1/9/2020

Barclays Bank plc 9.5%, payable quarterly if each index closes at or above barrier on each trading day during the observation period for that quarter due 1/14/2019

Barclays Bank plc 6.00% due 7/9/2018

Barclays Bank plc 7.25% annualized, payable each quarter that each index closes at or above trigger on observation date for that period due 1/9/2020

Barclays Bank plc 8.25% per year, payable semiannually if index closes at or above barrier level on observation date for that period due 1/6/2022

Barclays Bank plc 6.95% per year, payable quarterly if each index closes at or above its downside threshold level on each day during that quarter due 1/3/2019

Barclays Bank plc 0.00% due 12/20/2019

Barclays Bank plc 0.00% due 12/23/2022

Barclays Bank plc 16.5% per year, payable quarterly if United States Steel shares close at or above downside threshold level on determination date for that quarter due 1/3/2020

Barclays Bank plc 9.5% per year, payable quarterly if each index closes at or above its downside threshold level on each day during that quarter due 1/3/2020

Barclays Bank plc 6.4% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 12/29/2023

Barclays Bank plc 6%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon/trigger level: 1,124.96 for S&P, 680.413 for Russell; 50% of initial levels due 12/31/2026

Barclays Bank plc 10.00% due 12/31/2018

Barclays Bank plc 10.25% due 12/31/2019

Barclays Bank plc 0.00% due 6/30/2020

Barclays Bank plc 0.00% due 12/30/2021

Barclays Bank plc 0.00% due 12/30/2021

Barclays Bank plc Contingent coupon of 9% for the first four years, stepping up to 11% in December 2020 and to 15% in December 2024%, payable each quarter that each index closes at or above coupon barrier on observation date for that period; Coupon barrier levels: 2,294.97 for Stoxx and 964.40 for Russell; 70% of initial levels due 12/31/2026

Barclays Bank plc 10.5% per year, payable quarterly if the fund closes at or above barrier level on observation date for that quarter due 12/31/2019

Barclays Bank plc 0.00% due 2/28/2018

Barclays Bank plc 0.00% due 6/28/2019

Barclays Bank plc 0.00% due 12/28/2018

Barclays Bank plc 0.00% due 12/30/2021

Barclays Bank plc 0.00% due 6/28/2019

Barclays Bank plc 0.00% due 6/30/2020

Barclays Bank plc 0.00% due 12/31/2021

Barclays Bank plc 9%, payable monthly if each stock closes at or above barrier level on observation date for that month due 12/31/2018

Barclays Bank plc 8.5% per year, payable semiannually if each index closes at or above barrier level on observation date for that period due 12/31/2019

Barclays Bank plc 6% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 3/30/2018

Barclays Bank plc 8.5% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 12/29/2017

Barclays Bank plc 0.00% due 12/30/2021

Barclays Bank plc 0.00% due 12/31/2021

Barclays Bank plc 0.00% due 6/29/2018

Barclays Bank plc 0.00% due 3/28/2018

Barclays Bank plc 0.00% due 3/28/2018

Barclays Bank plc 9.75% annualized, payable each semiannual period that each index closes at or above trigger on observation date for that period due 12/31/2019

Barclays Bank plc 10.5% annualized, payable each semiannual period that each index closes at or above trigger due 12/31/2019

Barclays Bank plc 7.75% annualized, payable each quarter that each index closes at or above trigger on observation date for that period due 12/30/2021

Barclays Bank plc 11.5% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter due 12/27/2019

Barclays Bank plc 0.00% due 12/29/2023

Barclays Bank plc 0.00% due 6/26/2020

Barclays Bank plc 9.05%, payable quarterly if each index closes at or above downside threshold on each trading day during the observation period for that quarter due 1/2/2020

Barclays Bank plc 0.00% due 12/28/2018

Barclays Bank plc 10.3%, payable quarterly if each index closes at or above downside threshold on each trading day during the observation period for that quarter due 7/1/2019

Barclays Bank plc 6.50% due 12/27/2017

Barclays Bank plc 7.5%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon/trigger level: 1,589.53 for S&P, 968.769 for Russell; 70% of initial levels due 12/27/2019

Barclays Bank plc 0.00% due 2/23/2018

Barclays Bank plc 5.20% due 12/24/2019

Barclays Bank plc 10.3% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 12/21/2026

Barclays Bank plc 8.2% per year, payable quarterly if Apple shares close at or above downside threshold level on determination date for that quarter due 12/19/2019

Barclays Bank plc 12.85% per year, payable quarterly if Biogen shares close at or above downside threshold level on determination date for that quarter due 12/21/2017

Barclays Bank plc 14.1%, payable quarterly if each fund closes at or above barrier level on observation date for that quarter due 12/20/2018

Barclays Bank plc 14.56%, payable quarterly if stock closes at or above coupon barrier price on observation date for that quarter; Barrier levels: $80.74, 65% of initial price due 12/20/2018

Barclays Bank plc 3.5% until Dec. 30, 2021, 3.75% until Dec. 30, 2024, 4% until Dec. 30, 2027, 4.5% until Dec. 30, 2029 and 5% after Dec. 30, 2029 due 12/30/2031

Barclays Bank plc 11.05% per year, payable quarterly if each index closes at or above barrier level every day that quarter due 12/21/2017

Barclays Bank plc 0.00% due 12/19/2018

Barclays Bank plc 0.00% due 12/19/2018

Barclays Bank plc 8.15% due 12/19/2017

Barclays Bank plc 10.55%, payable quarterly if each index closes at or above downside threshold on each trading day during the observation period for that quarter due 12/19/2017

Barclays Bank plc 2.50% due 3/20/2017

Barclays Bank plc 11.5% per year, payable quarterly if each underlying closes at or above barrier level on observation date for that quarter due 12/14/2020

Barclays Bank plc 11.55%, payable quarterly if each index closes at or above trigger value on review date for that quarter due 12/17/2018

Barclays Bank plc 9.15% per year, payable quarterly if Citigroup shares close at or above downside threshold level on determination date for that quarter due 12/12/2019

Barclays Bank plc 8.5% per year, payable quarterly if Dow Chemical shares close at or above downside threshold level on determination date for that quarter due 12/12/2019

Barclays Bank plc 12% per year, payable quarterly if MGM Resorts shares close at or above downside threshold level on determination date for that quarter due 12/14/2017

Barclays Bank plc 8.25% per year, payable semiannually if index closes at or above barrier level on observation date for that period due 12/14/2021

Barclays Bank plc 8%, payable quarterly if stock closes at or above downside threshold on observation date for that quarter due 12/12/2019

Barclays Bank plc 7%, payable quarterly if stock closes at or above downside threshold on observation date for that quarter due 12/12/2019

Barclays Bank plc 7%, payable quarterly if stock closes at or above downside threshold on observation date for that quarter due 12/12/2019

Barclays Bank plc 0.00% due 12/20/2019

Barclays Bank plc 0.00% due 12/23/2022

Barclays Bank plc 7.5% annualized, payable for each quarter that each index closes at or above coupon barrier on observation date for that quarter; Barrier levels: 802.67 for Russell 2000, 1,322.83 for S&P 500; 60% of initial levels due 12/10/2019

Barclays Bank plc 8.35% due 12/8/2017

Barclays Bank plc 8.00% due 12/8/2017

Barclays Bank plc 10.05%, payable quarterly if each index closes at or above barrier level on each trading day during the observation period for that quarter due 6/10/2019

Barclays Bank plc 8.05% per year, payable quarterly if American Express shares close at or above downside threshold level on determination date for that quarter due 12/4/2019

Barclays Bank plc 7% annualized, payable quarterly if each fund closes at or above its downside threshold on the determination date for that quarter due 12/3/2021

Barclays Bank plc 0.00% due 12/5/2022

Barclays Bank plc 7.50% due 12/4/2017

Barclays Bank plc 7.65% due 12/4/2017

Barclays Bank plc 10.25% due 11/29/2019

Barclays Bank plc 10.25% due 11/30/2018

Barclays Bank plc 10% annualized, payable for each quarter that each index closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 930.88 for Russell, 2,111.76 for Stoxx; 70% of initial levels due 11/30/2026

Barclays Bank plc 6.25% annualized for each day index is at or above 80% coupon barrier; payable monthly due 5/31/2024

Barclays Bank plc 0.00% due 1/31/2018

Barclays Bank plc 9.25% per year, payable monthly if each stock closes at or above 50% coupon barrier on observation date for that month due 11/30/2018

Barclays Bank plc 6.4% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 12/1/2023

Barclays Bank plc 6%, payable quarterly if each index closes at or above barrier level on observation date due 12/3/2026

Barclays Bank plc 10%, payable quarterly if each index closes at or above barrier level on each trading day during the observation period for that quarter due 12/5/2018

Barclays Bank plc 10.5%, payable quarterly if fund closes at or above barrier level on observation date for that quarter due 11/28/2017

Barclays Bank plc 9.55% per year, payable quarterly if Citigroup shares close at or above downside threshold level on determination date for that quarter due 11/29/2019

Barclays Bank plc 0.00% due 11/30/2018

Barclays Bank plc 9.51% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 11/29/2019

Barclays Bank plc 8.3% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 11/29/2019

Barclays Bank plc 0.00% due 1/26/2018

Barclays Bank plc 0.00% due 1/26/2018

Barclays Bank plc 0.00% due 1/26/2018

Barclays Bank plc 0.00% due 1/26/2018

Barclays Bank plc 0.00% due 11/26/2018

Barclays Bank plc 0.00% due 12/2/2019

Barclays Bank plc 0.00% due 5/28/2020

Barclays Bank plc 0.00% due 11/26/2021

Barclays Bank plc 7.75% annualized, payable for each quarter that each index closes at or above coupon barrier on observation date for that quarter; Barrier levels: 800.60 for Russell 2000, 1,321.76 for S&P 500; 60% of initial levels due 11/26/2021

Barclays Bank plc 10% per year, payable quarterly if the fund closes at or above barrier level on observation date for that quarter due 11/27/2019

Barclays Bank plc 0.00% due 1/26/2018

Barclays Bank plc 0.00% due 1/26/2018

Barclays Bank plc 0.00% due 11/28/2018

Barclays Bank plc 0.00% due 11/26/2021

Barclays Bank plc 0.00% due 11/26/2021

Barclays Bank plc Each quarter, notes pay contingent coupon at rate of 6% per year if each index closes at or above barrier level on observation date for that quarter; otherwise, no coupon paid that quarter due 2/27/2018

Barclays Bank plc Each quarter, notes pay contingent coupon at rate of 8.75% per year if each index closes at or above barrier level on observation date for that quarter; otherwise, no coupon paid that quarter due 11/28/2017

Barclays Bank plc 8.00% due 12/8/2017

Barclays Bank plc 0.00% due 12/8/2017

Barclays Bank plc 0.00% due 12/8/2017

Barclays Bank plc 0.00% due 11/26/2021

Barclays Bank plc 0.00% due 11/23/2020

Barclays Bank plc 9.5% per year, payable semiannually if each index closes at or above coupon barrier level on observation date for that period; Barrier levels: 920.95 for Russell 2000 and 2,114.58 for Euro Stoxx 50; 70% of initial levels due 11/21/2019

Barclays Bank plc 6.35% per year, payable quarterly if each index closes at or above its downside threshold level on each day during that quarter due 11/21/2019

Barclays Bank plc 0.00% due 11/24/2023

Barclays Bank plc 13.65% per year, payable quarterly if each fund closes at or above barrier level on observation date for that quarter due 11/23/2018

Barclays Bank plc 0.00% due 11/30/2017

Barclays Bank plc 10.75% per year unless knock-in event occurs during quarter, in which case coupon for that quarter and each subsequent quarter will be 1% per year; Knock-in event: Any underlying fund closes below its barrier price on any day during the life of the notes due 11/21/2018

Barclays Bank plc 0.00% due 11/20/2036

Barclays Bank plc 0.00% due 3/5/2018

Barclays Bank plc 0.00% due 5/16/2019

Barclays Bank plc 14.5% per year, payable quarterly if Netflix shares close at or above downside threshold level on determination date for that quarter due 11/14/2019

Barclays Bank plc 7.5%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barriers: 3,326.366 for Nasdaq, 897.676 for Russell; 70% of initial levels due 11/17/2026

Barclays Bank plc based on the distributions made by the index constituents; may be zero due 3/18/2043

Barclays Bank plc 7.75% per year, payable quarterly if index closes at or above coupon barrier level on observation date for that quarter; due 11/16/2021

Barclays Bank plc 0.00% due 11/13/2020

Barclays Bank plc 0.00% due 11/13/2018

Barclays Bank plc 0.00% due 2/12/2018

Barclays Bank plc 8.45% due 11/15/2017

Barclays Bank plc 8.05% due 11/15/2017

Barclays Bank plc 9.5% per year, payable quarterly if Bank of America shares close at or above downside threshold level on determination date for that quarter due 11/7/2019

Barclays Bank plc 6.35% per year, payable each quarter that ETF's shares close at or above downside threshold level on observation date for that quarter due 11/8/2019

Barclays Bank plc 11.2%, payable quarterly if each index closes at or above 65% coupon barrier on each day during the observation period for that quarter due 11/12/2019

Barclays Bank plc 11.2%, payable quarterly if each index closes at or above 65% coupon barrier on each day during the observation period for that quarter due 11/12/2019

Barclays Bank plc 0.00% due 10/28/2026

Barclays Bank plc 0.00% due 11/7/2018

Barclays Bank plc 0.00% due 9/7/2018

Barclays Bank plc 11.33% per year, payable quarterly if each index closes at or above its coupon barrier on each day during that quarter; Coupon barriers: 765.663 for Russell 2000, 1,372.62 for S&P 500 and 1,965.05 for Euro Stoxx 50; 65% of initial levels due 5/8/2019

Barclays Bank plc 0.00% due 5/3/2019

Barclays Bank plc 0.00% due 2/5/2018

Barclays Bank plc 0.00% due 2/5/2018

Barclays Bank plc 7.15% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 11/5/2019

Barclays Bank plc 0.00% due 2/1/2018

Barclays Bank plc 0.00% due 10/31/2018

Barclays Bank plc 0.00% due 12/29/2017

Barclays Bank plc 7.6%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barrier levels: 1,493.13 for S&P, 832.963 for Russell, 70% of initial levels due 10/30/2026

Barclays Bank plc 6%, payable quarterly if indexes close at or above coupon barriers, 50.25% of its initial level, on observation date for that quarter; due 10/30/2026

Barclays Bank plc 10.25% due 10/31/2018

Barclays Bank plc 10.50% due 10/31/2019

Barclays Bank plc 0.00% due 4/30/2019

Barclays Bank plc 0.00% due 4/30/2020

Barclays Bank plc 0.00% due 10/29/2021

Barclays Bank plc 0.00% due 11/1/2018

Barclays Bank plc 0.00% due 10/29/2021

Barclays Bank plc 10% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barriers: 873.44 for Russell 2000 and 2,233.71 for Euro Stoxx 50; 72.5% of initial levels due 10/29/2026

Barclays Bank plc 7.75% annualized, per quarter that each index closes at or above barrier level on observation date for that quarter due 10/29/2021

Barclays Bank plc 10.5% per year, payable quarterly if fund closes at or above barrier level on observation date for that quarter due 10/31/2019

Barclays Bank plc 5.5% annualized for each day index is at or above 65% barrier; payable monthly due 10/29/2021

Barclays Bank plc 0.00% due 4/30/2019

Barclays Bank plc 0.00% due 10/31/2018

Barclays Bank plc 0.00% due 10/31/2023

Barclays Bank plc 0.00% due 10/29/2021

Barclays Bank plc 8.75% per year, payable each month that each stock closes at or above barrier level on observation date for that month due 10/31/2018

Barclays Bank plc 7% per year, payable quarterly if each index closes at or above 75% coupon barrier on observation date for that quarter; due 1/31/2018

Barclays Bank plc 7% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 10/30/2017

Barclays Bank plc 6.4% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 10/31/2023

Barclays Bank plc 9.75% per year, payable quarterly if fund closes at or above barrier level on observation date for that quarter due 10/31/2017

Barclays Bank plc 8.1% per year, payable quarterly if fund closes at or above its barrier level each day for that quarter; Barrier level: $43.41, 75% of initial level due 9/4/2018

Barclays Bank plc 12.06%, payable quarterly if each index closes at or above 75% coupon barrier on each day during the observation period for that quarter; due 11/2/2018

Barclays Bank plc 12.06%, payable quarterly if each index closes at or above 75% coupon barrier on each day during the observation period for that quarter; due 11/2/2018

Barclays Bank plc 0.00% due 10/29/2021

Barclays Bank plc 3.125% for first seven years, stepping up to 3.25% on Oct. 28, 2023 and to 4% on Oct. 28, 2028; payable semiannually due 10/28/2031

Barclays Bank plc 0.00% due 4/30/2020

Barclays Bank plc 0.00% due 10/24/2019

Barclays Bank plc 10.75% per year, payable semiannually quarterly if each underlier closes at or above barrier level on observation date for that semiannual period due 10/24/2019

Barclays Bank plc 9.25% per year, payable quarterly if stock close at or above downside threshold level on determination date for that quarter due 10/24/2019

Barclays Bank plc 10.77% per year, payable quarterly if stock closes at or above coupon barrier level, 75% of its initial level, on observation date for that quarter due 10/25/2018

Barclays Bank plc 9.72% per year, payable quarterly if stock closes at or above coupon barrier level, 75% of its initial level, on observation date for that quarter due 10/25/2018

Barclays Bank plc 10.71% per year, payable quarterly if stock closes at or above coupon barrier level, 75% of its initial level, on observation date for that quarter due 10/25/2018

Barclays Bank plc 14.68% per year, payable quarterly if each fund closes at or above barrier level on observation date for that quarter due 10/25/2018

Barclays Bank plc 11% per year, payable quarterly if index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier level: 986.66, 81% of initial level due 10/26/2021

Barclays Bank plc 8% per year, payable quarterly if either index closes at or above barrier level on observation date for that quarter; Coupon barrier levels: 852.67 for Russell 2000, 1,498.81 for S&P 500, 70% of initial levels due 10/26/2026

Barclays Bank plc 9% per year, payable semiannually if index closes at or above coupon barrier level on observation date for that period; Coupon barrier level: 1,712.93, 80% of initial level due 10/26/2021

Barclays Bank plc 9% per year, payable semiannually if index closes at or above coupon barrier level on observation date for that period; Coupon barrier level: 1,221.41, 80% of initial level due 10/26/2021

Barclays Bank plc 8%, payable quarterly if stock closes at or above downside threshold on observation date for that quarter due 10/24/2019

Barclays Bank plc 7%, payable quarterly if stock closes at or above downside threshold on observation date for that quarter due 10/24/2019

Barclays Bank plc 7%, payable quarterly if stock closes at or above downside threshold on observation date for that quarter due 10/24/2019

Barclays Bank plc Libor plus 77 bps, subject to floor 1.25%; payable quarterly due 10/28/2019

Barclays Bank plc 0.00% due 12/20/2018

Barclays Bank plc 10% per year, payable each quarter that fund closes at or above its barrier level on the observation date for that quarter due 10/18/2019

Barclays Bank plc 8.10% due 10/25/2017

Barclays Bank plc 8.75% due 10/25/2017

Barclays Bank plc 9.25% per year, payable quarterly if Facebook shares close at or above downside threshold level on determination date for that quarter due 10/17/2019

Barclays Bank plc 0.00% due 2/5/2018

Barclays Bank plc 10% per year, payable each quarter that index closes at or above its barrier level on the observation date for that quarter due 10/19/2021

Barclays Bank plc 7.8%, payable quarterly if index closes at or above downside threshold level on quarterly observation date due 10/18/2019

Barclays Bank plc 10.2% per year, payable each quarter that each index closes at or above its coupon barrier level each day for that quarter; Coupon barriers: 1,966.37 for Euro Stoxx, 1,386.44 for S&P, 788.065 for Russell; 65% of initial levels due 10/18/2018

Barclays Bank plc 8.55% per year, payable quarterly if fund closes at or above its barrier level each day that quarter due 8/20/2018

Barclays Bank plc 11.3% annualized for each quarter that Bristol-Myers stock closes at or above barrier level on review date for that quarter; Barrier level: $44.34, 80% of initial share price due 10/25/2017

Barclays Bank plc 0.00% due 1/9/2018

Barclays Bank plc 9.85% per year, payable quarterly if Bank of America shares close at or above downside threshold level on determination date for that quarter due 10/10/2019

Barclays Bank plc 10.85% per year, payable quarterly if Prudential shares close at or above downside threshold level on determination date for that quarter due 10/10/2019

Barclays Bank plc 8%, payable monthly if stock closes at or above downside threshold on observation date for that month due 10/13/2021

Barclays Bank plc 7%, payable monthly if stock closes at or above downside threshold on observation date for that month due 10/13/2021

Barclays Bank plc 8% per year, payable quarterly if either index closes at or above barrier level on observation date for that quarter; Coupon barrier levels: 872.37 for Russell 2000, 1,512.54 for S&P 500, 70% of initial levels due 10/12/2021

Barclays Bank plc 0.00% due 4/10/2018

Barclays Bank plc 0.00% due 1/8/2018

Barclays Bank plc 0.00% due 1/8/2018

Barclays Bank plc 10% per year, payable semiannually if each index closes at or above coupon barrier level on observation date for that semiannual period due 10/11/2018

Barclays Bank plc 0.00% due 10/3/2019

Barclays Bank plc 0.00% due 4/3/2019

Barclays Bank plc 11.4% per year, payable quarterly if Alibaba ADSs close at or above downside threshold level on determination date for that quarter due 10/3/2019

Barclays Bank plc 9.5% per year, payable quarterly if Amazon shares close at or above downside threshold level on determination date for that quarter due 10/3/2019

Barclays Bank plc 4.4% per year, payable quarterly if index closes at or above coupon barrier level on determination date for that quarter; Coupon barrier: 1,626.203, 75% of initial level due 10/5/2021

Barclays Bank plc 0.00% due 1/3/2018

Barclays Bank plc 10% per year, payable each quarter that index closes at or above its barrier level on the observation date for that quarter. due 10/5/2021

Barclays Bank plc 9.5% per year, payable each quarter that index closes at or above its barrier level on the observation date for that quarter. due 10/5/2021

Barclays Bank plc 8% per year, payable each quarter that index closes at or above its barrier level on the observation date for that quarter. due 10/5/2021

Barclays Bank plc 0.00% due 11/22/2017

Barclays Bank plc 0.00% due 11/22/2017

Barclays Bank plc 0.00% due 9/27/2019

Barclays Bank plc 0.00% due 9/27/2019

Barclays Bank plc 0.00% due 9/28/2018

Barclays Bank plc 0.00% due 9/27/2019

Barclays Bank plc 0.00% due 9/27/2019

Barclays Bank plc 5.65% due 1/4/2018

Barclays Bank plc 0.00% due 11/22/2017

Barclays Bank plc 5.5%, payable quarterly if index closes at or above coupon barrier on observation date for that quarter; Coupon barrier: 1,519.96, 70% of initial level due 10/1/2026

Barclays Bank plc 9.75%, payable quarterly if ETF closes at or above downside threshold on observation date for that quarter due 9/28/2018

Barclays Bank plc 10.50% due 10/2/2019

Barclays Bank plc 0.00% due 3/29/2019

Barclays Bank plc 0.00% due 3/30/2020

Barclays Bank plc 0.00% due 9/30/2021

Barclays Bank plc 0.00% due 10/1/2018

Barclays Bank plc 9.5% annualized, per quarter that each index closes at or above barrier level on observation date for that quarter due 10/2/2019

Barclays Bank plc 10% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 9/30/2026

Barclays Bank plc 7.25% annualized, per quarter that each index closes at or above barrier on observation date for that quarter; Barrier levels: 747.83 for Russell, 1,295.96 for S&P due 9/30/2021

Barclays Bank plc 10.125% per year, payable quarterly if fund closes at or above barrier level on observation date for that quarter due 9/30/2019

Barclays Bank plc 0.00% due 11/30/2017

Barclays Bank plc 0.00% due 9/29/2023

Barclays Bank plc 0.00% due 9/30/2021

Barclays Bank plc 11%, payable monthly if each stock closes at or above its barrier price on related monthly observation date due 10/2/2018

Barclays Bank plc Each quarter, notes pay contingent coupon at rate of 6.1% per year if each index closes at or above barrier level on observation date for that quarter; otherwise, no coupon paid that quarter due 9/29/2020

Barclays Bank plc Each quarter, notes pay contingent coupon at rate of 6.1% per year if each index closes at or above barrier level on observation date for that quarter; otherwise, no coupon paid that quarter due 9/29/2020

Barclays Bank plc Each quarter, notes pay contingent coupon at rate of 7.25% per year if each index closes at or above barrier level on observation date for that quarter; otherwise, no coupon paid that quarter due 12/29/2017

Barclays Bank plc Each quarter, notes pay contingent coupon at rate of 7% per year if each index closes at or above barrier level on observation date for that quarter; otherwise, no coupon paid that quarter due 9/29/2017

Barclays Bank plc Each quarter, notes pay contingent coupon at rate of 5.75% per year if each index closes at or above barrier level on observation date for that quarter; otherwise, no coupon paid that quarter due 9/30/2026

Barclays Bank plc 10.1% per year, payable quarterly if ETF closes at or above barrier level on observation date for that quarter due 9/29/2017

Barclays Bank plc 9.75%, payable monthly if each stock closes at or above its barrier price on related monthly observation date due 9/28/2018

Barclays Bank plc 9%, payable monthly if each stock closes at or above its coupon barrier price on observation date for that month; Coupon barrier prices: $59.62 for Disney, $35.22 for Starbucks and $58.86 for CVS Health; 65% of initial prices due 9/30/2019

Barclays Bank plc 0.00% due 9/30/2021

Barclays Bank plc 9.02% annualized, payable quarterly if each index closes at or above its coupon barrier, 80% of its initial index level, on the determination date for that quarter due 10/1/2019

Barclays Bank plc 10.75% per year, payable semiannually quarterly if each underlier closes at or above barrier level on observation date for that semiannual period due 9/26/2019

Barclays Bank plc 10.5% per year, payable quarterly if Citigroup shares close at or above downside threshold level on determination date for that quarter due 9/26/2019

Barclays Bank plc 9.5% per year, payable quarterly if each index closes at or above its coupon barrier level, 65% of its initial level, on each day during that quarter due 9/28/2018

Barclays Bank plc 0.00% due 9/26/2018

Barclays Bank plc 0.00% due 9/26/2018

Barclays Bank plc 0.00% due 3/26/2018

Barclays Bank plc 9% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier levels: 1,497.83 for S&P 500 and 859.83 for Russell 2000; 70% of initial level due 9/25/2023

Barclays Bank plc 0.00% due 9/25/2018

Barclays Bank plc 7.25%, payable quarterly if trust closes at or above downside threshold on observation date for that quarter due 3/26/2019

Barclays Bank plc 6.1% per year, payable quarterly if either index closes at or above coupon barrier level on observation date for that quarter; Barrier levels: 734.87 for Russell, 1,283.50 for S&P; 60% of initial levels due 9/21/2026

Barclays Bank plc 0.00% due 4/3/2019

Barclays Bank plc 9.5% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 9/20/2018

Barclays Bank plc 0.00% due 9/20/2018

Barclays Bank plc 9.4% per year, payable quarterly if Alibaba ADSs close at or above downside threshold level on determination date for that quarter due 9/21/2017

Barclays Bank plc 0.00% due 1/3/2018

Barclays Bank plc 11.73%, payable quarterly if stock closes at or above coupon barrier price on observation date for that quarter due 9/20/2018

Barclays Bank plc 10%, payable quarterly if stock closes at or above coupon barrier price on observation date for that quarter due 9/20/2018

Barclays Bank plc 15%, payable quarterly if units close at or above coupon barrier price on observation date for that quarter; Barrier levels: $19.32, 75% of initial price due 9/20/2018

Barclays Bank plc 9.75%, payable quarterly if stock closes at or above coupon barrier price on observation date for that quarter; Barrier levels: $96.80, 75% of initial price due 9/20/2018

Barclays Bank plc 13.63%, payable quarterly if shares close at or above initial price on observation date for that quarter due 9/20/2018

Barclays Bank plc 10.14%, payable quarterly if stock closes at or above coupon barrier price on observation date for that quarter; Barrier levels: $47.24, 75% of initial price due 9/20/2018

Barclays Bank plc 14.5%, payable quarterly if stock closes at or above coupon barrier price on observation date for that quarter due 9/20/2018

Barclays Bank plc 6.1% per year, payable quarterly if either index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier levels: 857.35 for Russell 2000, 1,497.41 for S&P 500, 70% of initial levels due 9/21/2021

Barclays Bank plc 8%, payable monthly if stock closes at or above downside threshold on observation date for that month due 9/21/2021

Barclays Bank plc 6%, payable monthly if stock closes at or above downside threshold on observation date for that month due 9/21/2021

Barclays Bank plc 7.5%, payable quarterly if indexes close at or above coupon barriers on observation date for that quarter; Coupon barriers: 1,497.41 for S&P 500 and 857.345 for Russell 2000; 70% of initial levels due 9/21/2026

Barclays Bank plc 0.00% due 9/27/2019

Barclays Bank plc 11.25% per year, payable quarterly if each underlying closes at or above coupon barrier level on observation date for that quarter; Coupon barriers: 858.91 for Russell, 2,081.64 for S&P, $25.73 for ETF; 70% of initial levels due 9/20/2018

Barclays Bank plc 9.1% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 9/19/2019

Barclays Bank plc 9%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barrier/threshold: 2,082.36 for Stoxx, 3,305.992 for Nasdaq, 70% of initial levels due 9/19/2019

Barclays Bank plc 0.00% due 9/18/2018

Barclays Bank plc 8.2%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barrier levels: 1,174.15 for MSCI EAFE, 848.624 for Russell, 70% of initial levels due 9/17/2026

Barclays Bank plc 10.125% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 9/15/2026

Barclays Bank plc 8.35% per year, payable quarterly if Apple shares close at or above downside threshold level on determination date for that quarter due 9/12/2019

Barclays Bank plc 8.50% due 9/13/2018

Barclays Bank plc 10% per year, payable quarterly if each index closes at or above its barrier level each day for that quarter due 9/17/2018

Barclays Bank plc 6.7% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 9/12/2019

Barclays Bank plc 0.00% due 2/12/2018

Barclays Bank plc 11.55%, payable semiannually if each underlying asset closes at or above its barrier level on semiannual observation date due 9/6/2019

Barclays Bank plc 8.1% per year, payable quarterly if Dow Chemical shares close at or above downside threshold level on determination date for that quarter due 9/8/2017

Barclays Bank plc 0.00% due 5/7/2018

Barclays Bank plc 7% per year, payable quarterly if either index closes at or above barrier level on observation date for that quarter; Coupon barrier levels: 743.88 for Russell 2000, 1,302.52 for S&P 500, 60% of initial levels due 9/8/2026

Barclays Bank plc 10% per year, payable quarterly if each index closes at or above its barrier level each day for that quarter due 3/11/2019

Barclays Bank plc 0.00% due 3/5/2019

Barclays Bank plc 0.00% due 12/5/2017

Barclays Bank plc 7.60% due 9/5/2017

Barclays Bank plc 8.50% due 9/5/2017

Barclays Bank plc 7.15%, payable quarterly if indexes close at or above downside threshold levels on observation date for that quarter due 8/30/2019

Barclays Bank plc 0.00% due 10/4/2017

Barclays Bank plc 0.00% due 10/31/2017

Barclays Bank plc 0.00% due 8/30/2019

Barclays Bank plc 11.55% per year, payable quarterly if MGM Resorts shares close at or above downside threshold level on determination date for that quarter due 8/31/2017

Barclays Bank plc 0.00% due 10/27/2017

Barclays Bank plc 0.00% due 10/27/2017

Barclays Bank plc 0.00% due 9/15/2017

Barclays Bank plc 0.00% due 8/29/2019

Barclays Bank plc 10.50% due 8/30/2018

Barclays Bank plc 0.00% due 10/27/2017

Barclays Bank plc 0.00% due 2/28/2019

Barclays Bank plc 0.00% due 2/28/2020

Barclays Bank plc 0.00% due 8/28/2020

Barclays Bank plc 0.00% due 8/30/2021

Barclays Bank plc 7.5% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 8/30/2021

Barclays Bank plc 0.00% due 1/30/2018

Barclays Bank plc 0.00% due 8/31/2018

Barclays Bank plc 10.25%, payable monthly due 8/29/2019

Barclays Bank plc 0.000% due 1/30/2019

Barclays Bank plc 0.00% due 8/24/2018

Barclays Bank plc 9.75%, payable monthly if each stock closes at or above its barrier price on related monthly observation date due 8/30/2018

Barclays Bank plc 6.25%, payable monthly if each stock closes at or above its barrier price on related monthly observation date due 8/30/2018

Barclays Bank plc 6% per year, payable quarterly if either index closes at or above barrier level on observation date for that quarter due 8/30/2023

Barclays Bank plc 5.25% per year, payable quarterly if either index closes at or above barrier level on observation date for that quarter due 8/30/2017

Barclays Bank plc 5.5%, payable quarterly if each index closes at or above its 70% coupon barrier on observation date for that quarter due 11/30/2017

Barclays Bank plc 10.5% per year, payable quarterly if ETF closes at or above barrier level on observation date for that quarter due 8/30/2017

Barclays Bank plc 11% per year, payable quarterly if ETF closes at or above barrier level on observation date for that quarter due 8/29/2019

Barclays Bank plc 10.00% due 9/15/2017

Barclays Bank plc 11.1% per year, payable quarterly if each index closes at or above its barrier level each day for that quarter due 3/4/2019

Barclays Bank plc 0.00% due 8/23/2018

Barclays Bank plc 11%, payable semiannually if each underlying asset closes at or above its barrier level on semiannual observation date due 8/22/2019

Barclays Bank plc 0.00% due 9/27/2017

Barclays Bank plc 12.1% per year, payable quarterly if Netflix shares close at or above downside threshold level on determination date for that quarter due 8/22/2019

Barclays Bank plc 0.00% due 2/24/2020

Barclays Bank plc 10.35% per year, payable quarterly if each index closes at or above its barrier level each day for that quarter; Barrier levels: 1,929.33 for Euro Stoxx 50, 1,419.52 for S&P, 803.900 for Russell; 65% of initial levels due 2/26/2019

Barclays Bank plc 0.00% due 3/5/2019

Barclays Bank plc 0.00% due 10/5/2017

Barclays Bank plc 0.00% due 12/5/2017

Barclays Bank plc Every quarter, notes pay contingent coupon at rate of 7.75% per year if index closes at or above barrier level on observation date for that quarterly period; otherwise, no coupon paid that quarter due 8/20/2021

Barclays Bank plc 6.25%, payable monthly if each index closes at or above coupon barrier level on observation date for that month due 8/19/2019

Barclays Bank plc 0.00% due 2/15/2018

Barclays Bank plc 10.5% per year, payable quarterly if Tesla shares close at or above downside threshold level on determination date for that quarter due 8/17/2017

Barclays Bank plc 10.25% per year, payable quarterly if ETF closes at or above barrier level on observation date for that quarter due 8/17/2021

Barclays Bank plc 8%, payable quarterly if stock closes at or above downside threshold on observation date for that quarter due 8/15/2019

Barclays Bank plc 8.4%, payable quarterly if indexes close at or above coupon barrier level on quarterly observation date; Barrier/downside thresholds: 2,131.46 for Euro Stoxx and 860.874 for Russell, 70% of initial levels due 8/15/2019

Barclays Bank plc 9%, payable quarterly if stock closes at or above downside threshold on observation date for that quarter due 8/15/2019

Barclays Bank plc 7%, payable quarterly if stock closes at or above downside threshold on observation date for that quarter due 8/15/2019

Barclays Bank plc 10.6% per year, payable quarterly if each index closes at or above its barrier level each day for that quarter due 2/20/2019

Barclays Bank plc 8.9% per year, payable quarterly if each index closes at or above its barrier level each day for that quarter due 2/20/2019

Barclays Bank plc 7% per year, payable semiannually beginning Aug. 10, 2017 if each ETF closes at or above barrier level on observation date for that semiannual period due 8/17/2021

Barclays Bank plc 9.75% per year, payable quarterly if index closes at or above coupon barrier level on observation date for that quarter due 8/13/2021

Barclays Bank plc 11% per year, payable quarterly if Biogen shares close at or above downside threshold level on determination date for that quarter due 8/10/2017

Barclays Bank plc 14% per year, payable quarterly if Tesla shares close at or above downside threshold level on determination date for that quarter due 8/10/2017

Barclays Bank plc 9.6% per year, payable quarterly if each index closes at or above its coupon barrier level on each day during that quarter; Coupon barrier levels: 1,906.02 for Euro Stoxx 50, 788.943 for Russell 2000 and 1,406.76 for S&P 500; 65% of initial levels due 2/11/2019

Barclays Bank plc 7.76% due 2/11/2019

Barclays Bank plc 0.00% due 12/4/2017

Barclays Bank plc 8.6% per year, payable quarterly if Amgen shares close at or above downside threshold level on determination date for that quarter due 8/1/2019

Barclays Bank plc 9% per year, payable quarterly if Facebook shares close at or above downside threshold level on determination date for that quarter due 8/1/2019

Barclays Bank plc 7.15%, payable quarterly if each index closes at or above 70% coupon barrier on quarterly observation date due 8/2/2019

Barclays Bank plc 0.00% due 7/6/2026

Barclays Bank plc 10.15% due 7/31/2019

Barclays Bank plc 9.50% due 7/31/2019

Barclays Bank plc 0.00% due 1/29/2019

Barclays Bank plc 0.00% due 1/29/2020

Barclays Bank plc 0.00% due 7/29/2021

Barclays Bank plc 8.25% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 7/29/2021

Barclays Bank plc 0.00% due 7/31/2019

Barclays Bank plc 7.05%, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter due 8/1/2023

Barclays Bank plc 7.25%, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Barrier levels: 851.80 for Russell and 1,518.43 for S&P; 70% of initial levels due 10/27/2017

Barclays Bank plc 6.75%, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Barrier levels: 790.96 for Russell and 1,409.97 for S&P; 65% of initial levels due 7/28/2017

Barclays Bank plc 10.5% per year, payable each quarter that fund closes at or above barrier level on observation date for that quarter due 7/28/2017

Barclays Bank plc 0.00% due 1/2/2018

Barclays Bank plc 7.05% due 7/28/2017

Barclays Bank plc 7.25% due 7/28/2017

Barclays Bank plc 0.00% due 7/26/2018

Barclays Bank plc 11.25%, payable semiannually if each underlying asset closes at or above its barrier level on semiannual observation date due 7/25/2019

Barclays Bank plc 10.4% per year, payable quarterly if Bank of America shares close at or above downside threshold level on determination date for that quarter due 7/25/2019

Barclays Bank plc 5% per year, payable semiannually if each index closes at or above barrier level on observation date for that period due 7/24/2020

Barclays Bank plc 15%, payable monthly if stock closes at or above barrier level on observation date for that month due 7/25/2017

Barclays Bank plc 0.000% due 6/24/2038

Barclays Bank plc 9.2% per year, payable quarterly if Facebook shares close at or above downside threshold level on determination date for that quarter due 7/18/2019

Barclays Bank plc 0.00% due 8/18/2017

Barclays Bank plc 0.00% due 11/3/2017

Barclays Bank plc 11.1%, payable quarterly if shares close at or above 75% coupon barrier on observation date for that quarter due 7/19/2018

Barclays Bank plc 10.35%, payable quarterly if stock closes at or above coupon barrier price on observation date for that quarter due 7/19/2018

Barclays Bank plc 7.9%, payable quarterly if stock closes at or above barrier level on observation date for that quarter due 7/19/2018

Barclays Bank plc 0.00% due 1/9/2018

Barclays Bank plc 0.00% due 1/8/2018

Barclays Bank plc 0.00% due 3/14/2018

Barclays Bank plc 0.00% due 7/21/2017

Barclays Bank plc 0.00% due 8/25/2017

Barclays Bank plc 0.00% due 8/25/2017

Barclays Bank plc 0.00% due 7/10/2019

Barclays Bank plc 0.00% due 8/25/2017

Barclays Bank plc 0.00% due 6/29/2018

Barclays Bank plc 0.00% due 7/3/2019

Barclays Bank plc 0.00% due 12/29/2017

Barclays Bank plc 0.00% due 1/3/2019

Barclays Bank plc 0.00% due 7/6/2018

Barclays Bank plc 9.4% annualized, payable quarterly if each index closes at or above its coupon barrier on the determination date for that quarter; Coupon barriers: 1,679.088 for S&P, 921.538 for Russell; 80% of initial levels due 7/6/2021

Barclays Bank plc 8.5%, payable quarterly if each index closes at or above 70% coupon barrier on quarterly observation date due 6/28/2019

Barclays Bank plc 10.00% due 6/28/2019

Barclays Bank plc 11.00% due 6/28/2019

Barclays Bank plc 0.00% due 12/28/2018

Barclays Bank plc 0.00% due 12/30/2019

Barclays Bank plc 0.00% due 6/30/2021

Barclays Bank plc 0.00% due 6/29/2018

Barclays Bank plc 10.9% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 6/30/2017

Barclays Bank plc 8.55% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 6/28/2019

Barclays Bank plc 8% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 6/30/2021

Barclays Bank plc 9% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 6/30/2017

Barclays Bank plc 8% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 9/29/2017

Barclays Bank plc 12.25%, payable quarterly if ETF closes at or above its barrier level on observation date for that quarter due 6/30/2017

Barclays Bank plc 0.00% due 8/31/2017

Barclays Bank plc 0.00% due 7/2/2018

Barclays Bank plc 0.00% due 6/29/2018

Barclays Bank plc 5.10% due 10/27/2017

Barclays Bank plc 6.25%, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Barrier levels: 653.79 for Russell and 1,200.32 for S&P; 60% of initial levels due 6/30/2023

Barclays Bank plc 0.00% due 6/30/2021

Barclays Bank plc 0.00% due 6/26/2020

Barclays Bank plc 6.50% due 12/27/2017

Barclays Bank plc 8.3%, payable quarterly if each index closes at or above 65% coupon barrier on quarterly observation date due 6/27/2019

Barclays Bank plc 0.00% due 7/24/2017

Barclays Bank plc 8.65% per year, payable quarterly if each index closes at or above its barrier level each day for that quarter; Barrier/threshold levels: 1,148.90 for S&P, 1,632.04 for Euro Stoxx, 634.629 for Russell; 55% of initial levels due 12/31/2018

Barclays Bank plc 9.75% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 6/20/2019

Barclays Bank plc 10.5%, payable semiannually if each underlying asset closes at or above its barrier level on semiannual observation date due 6/27/2019

Barclays Bank plc 4% per year, payable quarterly if index closes at or above its coupon barrier on quarterly determination date; Coupon barrier level: 1,553.415, 75% of initial level due 6/22/2020

Barclays Bank plc 0.00% due 12/21/2017

Barclays Bank plc 0.00% due 7/6/2017

Barclays Bank plc 8% per year, payable quarterly if index closes at or above barrier level on observation date for that quarter; Barrier/buffer level: 265.51, 81.5% of initial level due 7/6/2017

Barclays Bank plc 8.5%, payable quarterly if index closes at or above downside threshold on observation date for that quarter due 6/20/2019

Barclays Bank plc 12.4% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 6/18/2026

Barclays Bank plc 11.35% annualized, payable quarterly if each index closes at or above its 75% coupon barrier on the determination date for that quarter due 6/20/2023

Barclays Bank plc 0.00% due 7/17/2017

Barclays Bank plc 9.65% per year, payable quarterly if units close at or above downside threshold level on determination date for that quarter due 6/13/2019

Barclays Bank plc 10%, payable quarterly if stock closes at or above coupon barrier price, 75% of the initial share price, on observation date for that quarter due 6/14/2018

Barclays Bank plc 8.75%, payable quarterly if stock closes at or above coupon barrier price, 75% of the initial share price, on observation date for that quarter due 6/14/2018

Barclays Bank plc 9.75%, payable quarterly if stock closes at or above coupon barrier price, 75% of the initial share price, on observation date for that quarter due 6/14/2018

Barclays Bank plc 8.15% per year, payable quarterly if each ETF closes at or above barrier level on observation date for that quarter due 6/9/2017

Barclays Bank plc 5.15% due 6/13/2017

Barclays Bank plc 0.00% due 6/11/2018

Barclays Bank plc 0.00% due 6/21/2017

Barclays Bank plc 0.00% due 6/6/2019

Barclays Bank plc 0.00% due 2/6/2018

Barclays Bank plc 0.00% due 9/6/2017

Barclays Bank plc 0.00% due 7/28/2017

Barclays Bank plc 0.00% due 6/28/2017

Barclays Bank plc 0.00% due 5/25/2018

Barclays Bank plc 0.00% due 7/28/2017

Barclays Bank plc 0.00% due 5/31/2018

Barclays Bank plc 0.00% due 6/1/2018

Barclays Bank plc 0.00% due 5/25/2018

Barclays Bank plc 0.00% due 5/24/2019

Barclays Bank plc 11.75%, payable quarterly if stock closes at or above coupon barrier price on observation date for that quarter; Barrier/coupon barrier: $79.34, 75% of initial price due 6/1/2018

Barclays Bank plc 10.3%, payable quarterly if each fund closes at or above coupon barrier level, 65% of its initial level, on observation date for that quarter due 6/1/2018

Barclays Bank plc 14.3%, payable quarterly if stock closes at or above coupon barrier price on observation date for that quarter; Barrier/coupon barrier: $28.32, 75% of initial price due 6/1/2018

Barclays Bank plc 9.00% due 6/16/2017

Barclays Bank plc 0.00% due 6/16/2017

Barclays Bank plc Each month, notes pay contingent coupon at rate of 9% per year if shares close at or above downside threshold level on observation date for that month due 5/28/2021

Barclays Bank plc Each month, notes pay contingent coupon at rate of 7% per year if shares close at or above downside threshold level on observation date for that month due 5/28/2021

Barclays Bank plc Each month, notes pay contingent coupon at rate of 9% per year if shares close at or above downside threshold level on observation date for that month due 5/28/2021

Barclays Bank plc Each month, notes pay contingent coupon at rate of 7% per year if shares close at or above downside threshold level on observation date for that month due 5/28/2021

Barclays Bank plc 7.3%, payable quarterly if indexes close at or above coupon barriers on quarterly observation date; Coupon barriers: 3,141.572 for Nasdaq-100 and 797.828 for Russell 2000; 70% of initial levels due 5/29/2026

Barclays Bank plc 14.15% per year, payable quarterly if each index closes at or above its barrier level each day for that quarter; Barrier/threshold levels: 1,567.58 for S&P, 2,303.41 for Euro Stoxx, 854.816 for Russell; 75% of initial levels due 5/31/2018

Barclays Bank plc 9.55% per year, payable quarterly if each index closes at or above its barrier level on each day during that quarter due 5/31/2018

Barclays Bank plc 8.25% due 11/29/2017

Barclays Bank plc Interest is payable annually; if index return is zero or positive, coupon will be 4.5%; if index return is negative, coupon will be 1%; index's return is measured from its level a year earlier due 5/31/2019

Barclays Bank plc 0.00% due 11/29/2018

Barclays Bank plc 0.00% due 11/29/2019

Barclays Bank plc 0.00% due 5/28/2021

Barclays Bank plc 0.00% due 5/31/2018

Barclays Bank plc 8% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 5/30/2017

Barclays Bank plc 2.175% for each quarter that each index closes at or above barrier level on observation date for that quarter due 5/31/2019

Barclays Bank plc 8.25% annualized, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Barrier levels: 798.71 for Russell and 1,463.38 for S&P; 70% of initial levels due 11/30/2017

Barclays Bank plc 7% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 11/30/2017

Barclays Bank plc 7% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 5/28/2020

Barclays Bank plc 0.00% due 7/31/2017

Barclays Bank plc 0.00% due 5/29/2018

Barclays Bank plc 0.00% due 5/31/2018

Barclays Bank plc 6.75%, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier: 855.77 for Russell and 1,567.91 for S&P; 75% of initial levels due 5/28/2021

Barclays Bank plc 6.35% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 5/30/2023

Barclays Bank plc 0.00% due 5/28/2021

Barclays Bank plc 0.00% due 5/28/2021

Barclays Bank plc 10.35% due 5/30/2019

Barclays Bank plc 10.00% due 5/30/2019

Barclays Bank plc 6% quarterly if each index closes at or above barrier level on observation date for that quarter due 11/30/2021

Barclays Bank plc 1.825% for each quarter that each index closes at or above coupon barrier level on observation date for that quarter due 5/27/2021

Barclays Bank plc 9.5% per year, payable semiannually if each index closes at or above barrier level on observation date for that semiannual period due 5/23/2019

Barclays Bank plc 10% per year, payable semiannually if each asset closes at or above barrier level on observation date for that semiannual period due 5/23/2019

Barclays Bank plc 8%, payable quarterly if the ETF closes at or above barrier on observation date due 5/5/2018

Barclays Bank plc 7%, payable quarterly if the ETF closes at or above barrier on observation date due 5/5/2018

Barclays Bank plc 0.00% due 6/26/2017

Barclays Bank plc 0.00% due 6/6/2017

Barclays Bank plc 7.80% due 5/19/2017

Barclays Bank plc 8.00% due 5/19/2017

Barclays Bank plc 7.75% due 5/19/2017

Barclays Bank plc 13.7% per year, payable quarterly if Las Vegas Sands shares close at or above downside threshold level on determination date for that quarter due 5/16/2019

Barclays Bank plc 13.7% per year, payable quarterly if Las Vegas Sands shares close at or above downside threshold level on determination date for that quarter due 5/16/2019

Barclays Bank plc 0.00% due 6/14/2017

Barclays Bank plc 0.00% due 5/18/2020

Barclays Bank plc 4% per year, payable quarterly if index closes at or above barrier level on observation date for that quarter due 5/18/2020

Barclays Bank plc 0.00% due 5/17/2021

Barclays Bank plc 0.00% due 5/18/2020

Barclays Bank plc 0.00% due 7/17/2018

Barclays Bank plc 0.000% due 6/24/2038

Barclays Bank plc 0.00% due 5/15/2018

Barclays Bank plc 0.00% due 7/9/2018

Barclays Bank plc 11.75% per year, payable quarterly if each index closes at or above its coupon barrier on each day during that quarter; Coupon barriers: 1,910.19 for Euro Stoxx 50; 723.538 for Russell 2000 and 1,333.23 for S&P 500; 65% of initial levels due 11/8/2018

Barclays Bank plc 0.00% due 11/9/2017

Barclays Bank plc 0.00% due 5/8/2019

Barclays Bank plc 10.5% per year, payable quarterly if each index closes at or above its barrier level each day for that quarter; Barrier levels: 1,342.45 for S&P, 1,968.34 for Euro Stoxx, 735.049 for Russell; 65% of initial levels due 11/9/2018

Barclays Bank plc 0.00% due 11/5/2018

Barclays Bank plc 9.05% per year, payable quarterly if Dow Chemical shares close at or above downside threshold level on determination date for that quarter due 5/2/2019

Barclays Bank plc 8.5% per year, payable quarterly if each index closes at or above its downside threshold level on determination date for that quarter due 5/2/2019

Barclays Bank plc 0.00% due 5/3/2019

Barclays Bank plc 9.2%, payable quarterly if stock closes at or above barrier price on observation date for that quarter due 5/4/2017

Barclays Bank plc 9.4% per year, payable quarterly if each index closes at or above its barrier level each day for that quarter; Barrier levels: 1,342.45 for S&P, 1,968.34 for Euro Stoxx, 735.049 for Russell; 65% of initial levels due 11/5/2018

Barclays Bank plc 0.00% due 4/30/2019

Barclays Bank plc 7.5% per year, payable quarterly if each index closes at or above coupon barrier on observation day for that quarter; Coupon barriers: 3,091.645 for Nasdaq-100 and 1,466.61 for S&P 500; 70% of initial levels due 4/30/2026

Barclays Bank plc 0.00% due 4/30/2020

Barclays Bank plc 9.50% due 4/30/2019

Barclays Bank plc 8.50% due 10/30/2017

Barclays Bank plc 0.00% due 10/29/2018

Barclays Bank plc 0.00% due 10/29/2019

Barclays Bank plc 0.00% due 4/29/2021

Barclays Bank plc 10% quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier: 834.28 for Russell, 2,262.94 for Euro Stoxx; 72% of initial levels due 4/30/2026

Barclays Bank plc 8.51% quarterly if each index closes at or above barrier level on observation date for that quarter due 5/2/2019

Barclays Bank plc 0.00% due 4/30/2010

Barclays Bank plc 0.00% due 5/5/2017

Barclays Bank plc 0.00% due 4/30/2018

Barclays Bank plc Each quarter, notes pay contingent coupon at rate of 6.75% per year if each index closes at or above barrier level on observation date for that quarter; otherwise, no coupon paid that quarter due 5/1/2023

Barclays Bank plc 7%, payable monthly if each index closes at or above coupon barrier level on observation date; 1,359.61 for S&P 500, 747.97 for Russell 2000 and 2,894.43 for Nasdaq-100 due 4/29/2019

Barclays Bank plc 0.000% due 1/30/2019

Barclays Bank plc 0.00% due 4/27/2018

Barclays Bank plc 10%, payable semiannually if each index closes at or above barrier level on observation date for that period due 4/25/2019

Barclays Bank plc 12%, payable semiannually if each asset closes at or above barrier level on observation date for that period due 4/25/2019

Barclays Bank plc 0.00% due 6/27/2018

Barclays Bank plc 0.00% due 5/25/2017

Barclays Bank plc 9.3% per year, payable quarterly if Facebook shares close at or above downside threshold level on determination date for that quarter due 4/25/2019

Barclays Bank plc 9.75% per year, payable quarterly if each index closes at or above its trigger level on each day during that quarter due 4/27/2018

Barclays Bank plc 0.00% due 6/2/2017

Barclays Bank plc 0.00% due 11/5/2018

Barclays Bank plc 10.5% per year, payable quarterly if Prudential shares close at or above downside threshold level on determination date for that quarter due 4/18/2019

Barclays Bank plc Contingent coupon each quarter at 8.2% per year if each index closes at or above its downside threshold level on the determination date for that quarter due 4/19/2018

Barclays Bank plc 0.00% due 8/3/2017

Barclays Bank plc Each quarter, notes pay contingent coupon at rate of 8% per year if ETF closes at or above downside threshold level on observation date for that quarter due 4/20/2018

Barclays Bank plc Each quarter, notes pay contingent coupon at rate of 7% per year if ETF closes at or above downside threshold level on observation date for that quarter due 4/20/2018

Barclays Bank plc 8.4% quarterly if each index closes at or above barrier level on observation date for that quarter due 4/18/2024

Barclays Bank plc 20%, payable monthly if U.S. Steel shares close at or above initial price on observation date for that month due 4/18/2017

Barclays Bank plc 9.05% per year, payable quarterly if each index closes at or above its downside threshold level on determination date for that quarter due 4/16/2018

Barclays Bank plc 0.00% due 5/15/2017

Barclays Bank plc 0.00% due 4/26/2017

Barclays Bank plc 8.1% per year, payable quarterly if Facebook shares close at or above downside threshold level on determination date for that quarter due 4/11/2019

Barclays Bank plc 0.00% due 10/11/2017

Barclays Bank plc 9% per year, payable semiannually if index closes at or above coupon barrier price on observation date for that semiannual period; Coupon barrier level: 1,141.78, 80% of initial level due 4/13/2021

Barclays Bank plc 7.50% due 4/11/2017

Barclays Bank plc 10.15% per year, payable quarterly if each index closes at or above its trigger level on each day during that quarter due 10/15/2018

Barclays Bank plc 10.15% per year, payable quarterly if each index closes at or above its trigger level on each day during that quarter due 4/16/2018

Barclays Bank plc 5.05% due 4/12/2017

Barclays Bank plc 0.00% due 9/11/2017

Barclays Bank plc 0.00% due 4/10/2019

Barclays Bank plc Every quarter, notes pay contingent coupon at rate of 12% per year if index closes at or above barrier level on observation date for that quarterly period; otherwise, no coupon paid that quarter due 4/7/2021

Barclays Bank plc 0.00% due 4/5/2018

Barclays Bank plc 18.15% per year, payable quarterly if units close at or above downside threshold level on determination date for that quarter due 10/5/2016

Barclays Bank plc 11.35% per year, payable quarterly if Prudential shares close at or above downside threshold level on determination date for that quarter due 4/3/2019

Barclays Bank plc 0.00% due 7/6/2017

Barclays Bank plc 0.00% due 4/13/2020

Barclays Bank plc 10% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier levels: 776.36 for Russell 200 and 2,103.41 for Euro Stoxx 50; 70% of initial levels due 3/31/2023

Barclays Bank plc Each quarter, notes pay contingent coupon of 1.9375% if each index closes at or above coupon barrier level on observation date for that quarter; otherwise, no coupon paid that quarter; Coupon barrier levels: 1,438.51 for S&P 500 and 776.36 for Russell 2000; 70% of initial levels due 3/31/2026

Barclays Bank plc Semiannual contingent coupon at an annual rate of 9.75% if the index closes at or above its coupon barrier level on semiannual observation date; Coupon barrier level: 1,644.01, 80% of initial level due 4/1/2021

Barclays Bank plc 0.00% due 3/31/2017

Barclays Bank plc 8%, payable quarterly if ETF closes at or above barrier price on observation date for that quarter; Barrier/trigger price: $43.56, 70.5% of initial price due 3/29/2018

Barclays Bank plc 8% per year, payable monthly if Facebook shares close at or above trigger level on observation date for that month due 3/31/2021

Barclays Bank plc 9% per year, payable monthly if PulteGroup shares close at or above trigger level on observation date for that month due 3/31/2021

Barclays Bank plc 8.5% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 3/29/2019

Barclays Bank plc 11.00% due 3/28/2019

Barclays Bank plc 6.2% annualized for each day index is at or above 80% barrier; payable monthly due 9/29/2023

Barclays Bank plc 0.00% due 9/28/2018

Barclays Bank plc 0.00% due 9/30/2019

Barclays Bank plc 0.00% due 3/31/2021

Barclays Bank plc 7.25% due 3/31/2017

Barclays Bank plc 0.00% due 3/29/2018

Barclays Bank plc Each quarter, notes pay contingent coupon at rate of 9.65% per year if each index closes at or above coupon barrier level on observation date for that quarter; otherwise, no coupon paid that quarter; Coupon barrier levels: 1,527.79 for S&P 500 and 810.17 for Russell 2000; 75% of initial levels due 4/1/2026

Barclays Bank plc Each quarter, notes pay contingent coupon at rate of 7.5% per year if each index closes at or above coupon barrier level on observation date for that quarter; otherwise, no coupon paid that quarter; Coupon barrier levels: 1,222.23 for S&P 500 and 648.14 for Russell 2000; 60% of initial levels due 3/31/2023

Barclays Bank plc 0.00% due 3/31/2020

Barclays Bank plc 9.85% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 3/28/2019

Barclays Bank plc Every six months, notes pay contingent coupon at rate of 11.25% per year if each index closes at or above coupon barrier level on observation date for that semiannual period; otherwise, no coupon paid that semiannual period; Coupon barrier levels: 1,730.55 for S&P 500 and 917.61 for Russell 2000; 85% of initial levels due 3/29/2018

Barclays Bank plc 0.00% due 5/26/2017

Barclays Bank plc 0.00% due 5/26/2017

Barclays Bank plc 0.00% due 5/26/2017

Barclays Bank plc 0.00% due 9/29/2017

Barclays Bank plc 0.00% due 3/28/2019

Barclays Bank plc 7.50% due 4/17/2017

Barclays Bank plc 0.00% due 4/27/2017

Barclays Bank plc 0.00% due 4/27/2017

Barclays Bank plc 8.00% due 3/24/2017

Barclays Bank plc 8.85% due 3/24/2017

Barclays Bank plc 7.75% due 3/24/2017

Barclays Bank plc 5.5% semiannually if each index closes at or above barrier level on observation date for that period due 3/21/2019

Barclays Bank plc 7% semiannually if each component closes at or above barrier level on observation date for that period due 3/21/2019

Barclays Bank plc 0.00% due 3/22/2018

Barclays Bank plc 11.1% annualized for each quarter if Facebook shares close at or above downside threshold level on determination date for that quarter due 3/21/2019

Barclays Bank plc 8% per year, payable quarterly if each index closes at or above its barrier level each day for that quarter; Barrier/trigger levels: 1,332.23 for S&P, 1,988.85 for Euro Stoxx, 716.087 for Russell; 65% of initial levels due 9/25/2018

Barclays Bank plc 8% per year, payable semiannually if index closes at or above trigger level on observation date for that semiannual period due 3/21/2019

Barclays Bank plc 0.00% due 4/5/2018

Barclays Bank plc 11.75% annualized for each quarter if BlackRock shares close at or above downside threshold level on determination date for that quarter due 3/14/2019

Barclays Bank plc 7.6% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 3/17/2026

Barclays Bank plc 8.35% per year, payable monthly if fund closes at or above coupon barrier price on observation date for that quarter; Coupon barrier/trigger price: $81.16, 75% of initial price due 3/16/2018

Barclays Bank plc 0.00% due 9/13/2017

Barclays Bank plc 0.00% due 9/13/2017

Barclays Bank plc 0.00% due 6/9/2017

Barclays Bank plc 0.00% due 6/9/2017

Barclays Bank plc 11.05% per year, payable quarterly if Facebook shares close at or above downside threshold level on determination date for that quarter due 3/7/2019

Barclays Bank plc 12.4% per year, payable quarterly if JPMorgan shares close at or above downside threshold level on determination date for that quarter due 3/7/2019

Barclays Bank plc 0.00% due 3/7/2019

Barclays Bank plc 0.125% due 3/13/2023

Barclays Bank plc 7.12% due 3/8/2018

Barclays Bank plc 8% per year, payable monthly if Bristol-Myers Squibb stock closes at or above coupon barrier price on observation date for that month due 3/10/2021

Barclays Bank plc 8% per year, payable monthly if stock closes at or above coupon barrier price on observation date for that month due 3/10/2021

Barclays Bank plc 8% per year, payable monthly if stock closes at or above coupon barrier price on observation date for that month due 3/10/2021

Barclays Bank plc 0.00% due 7/5/2018

Barclays Bank plc 8.00% due 3/6/2018

Barclays Bank plc 0.00% due 4/3/2017

Barclays Bank plc 9.15% per year, payable quarterly if each index closes at or above its downside threshold level on determination date for that quarter due 3/3/2021

Barclays Bank plc 11.3% annualized for each quarter if MetLife shares close at or above barrier level on determination date for that quarter due 3/1/2019

Barclays Bank plc 9% per year, payable monthly if Goldman Sachs stock closes at or above coupon barrier price, 68.25% of the initial price, on observation date for that month due 2/26/2021

Barclays Bank plc 8% per year, payable monthly if Microsoft stock closes at or above coupon barrier price, 64.75% of the initial price, on observation date for that month due 2/26/2021

Barclays Bank plc 11.00% due 2/28/2019

Barclays Bank plc 13.00% due 2/28/2019

Barclays Bank plc 0.00% due 8/29/2018

Barclays Bank plc 10.25%, payable quarterly if each index closes at or above barrier level on observation date for that quarter; Coupon barriers: 715.46 for Russell, 1,974.17 for Stoxx; 70% of initial levels due 2/27/2026

Barclays Bank plc 10.5%, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 3/1/2018

Barclays Bank plc 6.3% annualized for each day that index closes at or above coupon barrier; payable monthly; Coupon barrier: 1,543.84, 80% of initial level due 8/29/2023

Barclays Bank plc Each quarter, notes pay contingent coupon at rate of 7.1% per year if each index closes at or above barrier level on observation date for that quarter; otherwise, no coupon paid that quarter due 3/1/2023

Barclays Bank plc Each quarter, notes pay contingent coupon at rate of 9.15% per year if each index closes at or above coupon barrier level on observation date for that quarter; otherwise, no coupon paid that quarter; Coupon barrier levels: 715.46 for Russell 2000 and 1,350.86 for S&P 500; 70% of initial levels due 2/27/2026

Barclays Bank plc 0.00% due 3/29/2017

Barclays Bank plc 0.00% due 4/28/2017

Barclays Bank plc 0.00% due 4/28/2017

Barclays Bank plc 0.00% due 2/26/2021

Barclays Bank plc 0.00% due 2/24/2020

Barclays Bank plc 5.5%, payable semiannually if each index closes at or above barrier level on observation date for that period due 2/22/2019

Barclays Bank plc 7.5% annualized, payable quarterly if each index closes at or above barrier level on observation date for quarter due 2/24/2021

Barclays Bank plc 8.5% annualized, per quarter that each index closes at or above coupon barrier on observation date for that quarter; Barrier levels: 707.01 for Russell, 1,342.45 for S&P; 70% of initial levels due 2/23/2017

Barclays Bank plc 7.5%, semiannually per quarter if each component closes at or above barrier level on observation date for that quarter due 2/22/2019

Barclays Bank plc 11.35% due 2/26/2018

Barclays Bank plc 8.5% per year, payable quarterly if each index closes at or above barrier level on observation date for that period due 2/16/2017

Barclays Bank plc 10.5% annualized for each quarter if the index shares close at or above downside threshold level on determination date for that quarter due 2/15/2018

Barclays Bank plc 12% per year, payable quarterly if each index closes at or above its downside threshold level on determination date for that quarter due 2/15/2019

Barclays Bank plc 7.75% annualized for each quarter if the index shares close at or above downside threshold level on determination date for that quarter due 2/15/2018

Barclays Bank plc 0.00% due 2/15/2018

Barclays Bank plc 0.00% due 4/28/2017

Barclays Bank plc 17.5% per year, payable quarterly if each index closes at or above its trigger level on each day during that quarter due 8/15/2017

Barclays Bank plc 8% per year, payable semiannually if each index closes at or above barrier level on observation date for that period due 2/13/2019

Barclays Bank plc 10.85% per year, payable quarterly if each index closes at or above its downside threshold level on each trading date during that quarter due 2/13/2018

Barclays Bank plc 17% per year, payable quarterly if each index closes at or above its downside threshold level on determination date for that quarter due 2/13/2018

Barclays Bank plc 8.35% due 2/15/2017

Barclays Bank plc 8.50% due 2/15/2017

Barclays Bank plc 7.40% due 2/15/2017

Barclays Bank plc 10.00% due 8/10/2017

Barclays Bank plc 8.35% per year, payable quarterly if Home Depot shares close at or above downside threshold level on determination date for that quarter due 2/8/2019

Barclays Bank plc 18% per year, payable quarterly if each index closes at or above its trigger level on each day during that quarter due 2/8/2018

Barclays Bank plc 0.00% due 2/7/2019

Barclays Bank plc 0.00% due 4/6/2017

Barclays Bank plc 6.00% due 2/7/2017

Barclays Bank plc 0.00% due 12/16/2016

Barclays Bank plc 0.00% due 8/23/2017

Barclays Bank plc 0.00% due 2/3/2020

Barclays Bank plc Quarterly at annual rate of 17.55% if shares close above downside threshold on determination date due 2/1/2019

Barclays Bank plc 0.00% due 5/4/2017

Barclays Bank plc 0.00% due 3/31/2017

Barclays Bank plc 0.00% due 4/5/2017

Barclays Bank plc 0.00% due 3/31/2017

Barclays Bank plc 0.00% due 3/31/2017

Barclays Bank plc 0.00% due 3/24/2017

Barclays Bank plc 0.00% due 1/28/2019

Barclays Bank plc 0.00% due 1/25/2019

Barclays Bank plc Beginning Feb. 1, 2017, notes pay contingent coupon every six months at rate of 7.25% per year if each ETF closes at or above barrier level on observation date for that semiannual period; otherwise, no coupon paid that semiannual period due 2/8/2021

Barclays Bank plc Each quarter, notes pay contingent coupon at rate of 8.75% per year if each index closes at or above coupon barrier level on observation date for that quarter; otherwise, no coupon paid that quarter; Coupon barrier levels: 1,318.07 for S&P 500 and 701.93 for Russell 2000; 70% of initial levels due 1/29/2026

Barclays Bank plc 0.00% due 2/28/2017

Barclays Bank plc 0.00% due 2/28/2017

Barclays Bank plc 0.00% due 1/29/2021

Barclays Bank plc 8.6% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 1/31/2019

Barclays Bank plc 0.00% due 1/31/2019

Barclays Bank plc Interest is payable annually; if index return is zero or positive, coupon will be 5.3%; if index return is negative, coupon will be 3%; index's return is measured from its level a year earlier due 1/28/2022

Barclays Bank plc 10.50% due 1/29/2019

Barclays Bank plc 0.00% due 7/27/2018

Barclays Bank plc 0.00% due 7/29/2019

Barclays Bank plc 0.00% due 1/29/2021

Barclays Bank plc 0.00% due 1/29/2018

Barclays Bank plc 0.00% due 1/31/2020

Barclays Bank plc 10% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 1/29/2026

Barclays Bank plc 7% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 1/29/2021

Barclays Bank plc Each quarter, notes pay contingent coupon at rate of 8.7% per year if each index closes at or above coupon barrier level on observation date for that quarter; otherwise, no coupon paid that quarter; Coupon barrier levels: 1,427.72 for S&P 500 and 763.48 for Russell 2000; 75% of initial levels due 1/29/2026

Barclays Bank plc Each quarter, notes pay contingent coupon at rate of 6.95% per year if each index closes at or above coupon barrier level on observation date for that quarter; otherwise, no coupon paid that quarter; Coupon barrier/barrier levels: 1,142.18 for S&P 500 and 610.78 for Russell 2000; 60% of initial levels due 1/27/2023

Barclays Bank plc Each quarter, notes pay contingent coupon at rate of 9.1% per year if each index closes at or above barrier level on observation date for that quarter; otherwise, no coupon paid that quarter due 1/27/2017

Barclays Bank plc 0.00% due 3/31/2017

Barclays Bank plc 3% for first six years, stepping up to 4% on Jan. 28, 2022, to 5% on Jan. 28, 2028, to 6% on Jan. 28, 2032 and to 7% on Jan. 28, 2034 due 1/28/2036

Barclays Bank plc 12.55% per year, payable quarterly if each index closes at or above its downside threshold level, 65% of its initial index level, on determination date for that quarter due 1/30/2018

Barclays Bank plc 19.35% per year, payable quarterly if each index closes at or above its downside threshold level on determination date for that quarter due 1/30/2018

Barclays Bank plc 0.00% due 1/27/2020

Barclays Bank plc 0.00% due 1/25/2018

Barclays Bank plc 10.25% per year, payable semiannually if each index closes at or above barrier level on observation date for that six-month period due 1/25/2019

Barclays Bank plc 10% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 1/25/2019

Barclays Bank plc 14% per year, payable semiannually if each underlier closes at or above barrier level on observation date for that six-month period due 1/25/2019

Barclays Bank plc 0.00% due 1/25/2018

Barclays Bank plc 0.00% due 7/25/2017

Barclays Bank plc 13% annualized, per quarter that each index closes at or above coupon barrier on observation date for that quarter; Barrier levels: 1,128.20 for S&P, 604.64 for Russell, 1,771.49 for Stoxx; 60% of initial levels due 1/23/2026

Barclays Bank plc 0.00% due 1/16/2018

Barclays Bank plc Each quarter, notes pay contingent coupon at annual rate of 20.3% if each index closes at or above downside threshold level on observation date for that quarter due 1/24/2018

Barclays Bank plc 0.00% due 1/19/2018

Barclays Bank plc 10.05% annualized, per quarter that each index closes at or above coupon barrier on observation date for that quarter; Barrier levels: 604.64 for Russell, 1,771.49 for Stoxx, 1,128.20 for S&P; 60% of initial levels due 1/18/2019

Barclays Bank plc 0.00% due 11/2/2017

Barclays Bank plc 9.75%, payable quarterly if stock closes at or above trigger price on review date for that quarter due 1/18/2019

Barclays Bank plc 10.3% annualized for each quarter if Prudential shares close at or above barrier level on determination date for that quarter due 1/18/2019

Barclays Bank plc 0.00% due 1/18/2018

Barclays Bank plc 12.9%, payable quarterly if shares close at or above initial price on observation date for that quarter due 2/1/2017

Barclays Bank plc 13.20% due 1/19/2018

Barclays Bank plc 9% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barriers: 2,898.757 for Nasdaq-100 and 705.408 for Russell 2000; 70% of initial levels due 1/22/2026

Barclays Bank plc 9% per year, payable semiannually if index closes at or above coupon barrier on observation date for that quarter; Coupon barrier/trigger level: 705.408, 70% of initial level due 1/18/2019

Barclays Bank plc 0.00% due 3/31/2017

Barclays Bank plc 0.00% due 1/28/2019

Barclays Bank plc 0.00% due 1/28/2019

Barclays Bank plc 0.00% due 1/19/2018

Barclays Bank plc 8.70% due 1/19/2018

Barclays Bank plc 0.00% due 7/18/2017

Barclays Bank plc 0.00% due 7/18/2017

Barclays Bank plc 11.68% annualized, per quarter that each component closes at or above coupon barrier on observation date for that quarter; Barrier levels: 627.72 for Russell, 1,820.08 for Stoxx, 9,807.87 for Dow and $17.71 for MSCI EM; 60% of initial levels due 1/17/2019

Barclays Bank plc 10.4% per year, payable quarterly if each index closes at or above its barrier level on determination date for that quarter due 1/17/2018

Barclays Bank plc 16.25% per year, payable quarterly if each index closes at or above its barrier level on determination date for that quarter due 1/17/2018

Barclays Bank plc 11.50% due 7/13/2018

Barclays Bank plc 0.00% due 11/21/2019

Barclays Bank plc 11.1% annualized for each quarter if Regeneron shares close at or above barrier level on determination date for that quarter due 1/17/2017

Barclays Bank plc 10.8% per year, payable quarterly if each index closes at or above its downside threshold level on determination date for that quarter due 1/13/2021

Barclays Bank plc 9% per year, payable quarterly if Aetna stock closes at or above coupon barrier price on observation date for that quarter, Barrier levels: $70.93, 66.25% of initial price due 1/14/2019

Barclays Bank plc 7% per year, payable quarterly if Alphabet stock closes at or above coupon barrier price on observation date for that quarter due 1/14/2019

Barclays Bank plc 8% per year, payable quarterly if NIKE stock closes at or above coupon barrier price on observation date for that quarter due 1/14/2019

Barclays Bank plc 0.00% due 1/24/2017

Barclays Bank plc 0.00% due 1/27/2017

Barclays Bank plc 0.00% due 6/5/2017

Barclays Bank plc 0.00% due 1/9/2019

Barclays Bank plc 0.00% due 7/7/2017

Barclays Bank plc 0.00% due 1/5/2021

Barclays Bank plc 0.00% due 1/4/2018

Barclays Bank plc 10.15% per year, payable quarterly if each index closes at or above its coupon barrier level on determination date for that quarter; Coupon barriers: 804.750 for Russell 2000, 90.062 for Euro Stoxx 50 and 13,323.597 for Nikkei 225; 70% of initial levels due 1/3/2020

Barclays Bank plc 5.65% due 7/5/2017

Barclays Bank plc 5.45% due 6/5/2017

Barclays Bank plc 0.00% due 4/4/2017

Barclays Bank plc Each quarter, notes pay contingent coupon at rate of 8.5% per year if each index closes at or above coupon barrier level on observation date for that quarter; otherwise, no coupon paid that quarter; Coupon barriers: 2,320.00 for Euro Stoxx 50 and 812.36 for Russell 2000; 70% of initial levels due 1/5/2026

Barclays Bank plc 5.35% if index return is at least zero, otherwise, 3%; payable annually due 12/31/2021

Barclays Bank plc 0.00% due 6/29/2018

Barclays Bank plc 0.00% due 6/28/2019

Barclays Bank plc 0.00% due 12/31/2020

Barclays Bank plc 8.5% annualized, per quarter that each index closes at or above coupon barrier on observation date for that quarter; Barrier levels: 11,393.38 for Dow, 2,116.72 for Stoxx; 65% of initial levels due 12/30/2021

Barclays Bank plc 10% annualized, per quarter that each index closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 832.45 for Russell, 2,360.96 for Stoxx; 72.5% of initial levels due 12/31/2025

Barclays Bank plc 0.00% due 12/31/2021

Barclays Bank plc Each quarter, notes pay contingent coupon of 1.775% if each index closes at or above coupon barrier level on observation date for that quarter; otherwise, no coupon paid that quarter; Barrier levels: 1,542.38 for S&P 500 and 861.16 for Russell 2000; 75% of initial levels due 12/30/2016

Barclays Bank plc Each quarter, notes pay contingent coupon of 1.6625% if each index closes at or above coupon barrier level on observation date for that quarter; otherwise, no coupon paid that quarter; Barrier levels: 1,233.90 for S&P 500 and 688.93 for Russell 2000; 60% of initial levels due 12/30/2022

Barclays Bank plc Each quarter, notes pay contingent coupon of 2.0375% if each index closes at or above coupon barrier level on observation date for that quarter; otherwise, no coupon paid that quarter; Coupon barrier levels: 1,542.38 for S&P 500 and 861.16 for Russell 2000; 75% of initial levels due 12/31/2025

Barclays Bank plc Every six months, notes pay contingent coupon at rate of 6.25% per year if index closes at or above barrier level on observation date for that semiannual period; otherwise, no coupon paid that period due 12/31/2020

Barclays Bank plc 0.00% due 1/31/2017

Barclays Bank plc 0.00% due 1/31/2018

Barclays Bank plc 0.00% due 12/31/2020

Barclays Bank plc 0.00% due 12/31/2021

Barclays Bank plc 10.5% annualized, per quarter that each component closes at or above barrier level on observation date for that quarter due 1/2/2018

Barclays Bank plc 0.00% due 9/28/2017

Barclays Bank plc 0.00% due 12/22/2017

Barclays Bank plc 0.00% due 12/21/2018

Barclays Bank plc 0.00% due 8/25/2017

Barclays Bank plc 0.00% due 6/27/2017

Barclays Bank plc 0.00% due 12/26/2019

Barclays Bank plc 0.00% due 2/24/2017

Barclays Bank plc 0.00% due 12/20/2018

Barclays Bank plc 0.00% due 12/23/2019

Barclays Bank plc 9.5% annualized, payable semiannually if each index closes at or above barrier level on observation date for that period due 12/21/2018

Barclays Bank plc 6.25%, semiannually per quarter if each component closes at or above barrier level on observation date for that quarter due 12/28/2018

Barclays Bank plc 8.7% annualized, payable quarterly if each index closes at or above barrier level on observation date for quarter due 12/21/2018

Barclays Bank plc 8.25% annualized for each quarter if Cisco shares close at or above barrier level on determination date for that quarter due 12/21/2018

Barclays Bank plc 0.00% due 6/21/2017

Barclays Bank plc 7.00% due 6/21/2017

Barclays Bank plc Each quarter, notes pay contingent coupon at annual rate of 7.45% if each index closes at or above downside threshold level on observation date for that quarter due 12/21/2017

Barclays Bank plc 0.00% due 12/20/2017

Barclays Bank plc 0.00% due 5/31/2017

Barclays Bank plc 9% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter; Barrier/trigger levels: 792.086 for Russell, 1,430.39 for S&P 500; 70% of initial levels due 12/20/2019

Barclays Bank plc 0.000% due 6/24/2038

Barclays Bank plc 0.000% due 8/14/2036

Barclays Bank plc 5.2% per year, payable semiannually if index closes at or above trigger level on observation date for that semiannual period due 12/19/2019

Barclays Bank plc 12.05% annualized for each quarter if Celgene shares close at or above barrier level on determination date for that quarter due 12/14/2018

Barclays Bank plc 0.00% due 12/16/2019

Barclays Bank plc 0.125% due 12/19/2022

Barclays Bank plc 10% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 12/17/2025

Barclays Bank plc 0.00% due 12/30/2016

Barclays Bank plc 7.5% annualized per quarter if each component closes at or above barrier level on observation date for that quarter; Barrier levels: 687.52 for Russell 2000, 1,966.33 for Euro Stoxx, $19.61 for emerging markets fund; 60% of initial levels due 12/13/2018

Barclays Bank plc 9.25% annualized per quarter if each component closes at or above barrier level on observation date for that quarter; Barrier levels: 687.52 for Russell 2000, 1,966.33 for Euro Stoxx, $19.61 for emerging markets fund; 60% of initial levels due 12/13/2018

Barclays Bank plc 1% for year one, 2% for year two, 3% for year three due 12/14/2018

Barclays Bank plc Each quarter, notes pay coupon at rate of 8% per year if knock-in event does not occur during observation period for that quarter; otherwise, coupon for that interest period and each subsequent interest period will be 1% per year due 9/11/2017

Barclays Bank plc Each month, notes pay contingent coupon at rate of 6.25% per year if each index closes at or above coupon barrier level on observation date for that month; otherwise, no coupon paid that month; Coupon barriers: 1,359.60 for S&P 500, 769.21 for Russell 2000 and 3,065.48 for Nasdaq 100; 65% of initial levels due 12/12/2018

Barclays Bank plc 9% per year, payable semiannually if index closes at or above coupon barrier on observation date for that quarter due 12/12/2018

Barclays Bank plc 8.20% due 6/8/2017

Barclays Bank plc 11.15% per year, payable quarterly if Valero Energy shares close at or above downside threshold level on determination date for that quarter due 12/7/2018

Barclays Bank plc 0.00% due 12/7/2018

Barclays Bank plc 0.00% due 6/7/2017

Barclays Bank plc 0.00% due 12/6/2017

Barclays Bank plc 11% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 12/9/2025

Barclays Bank plc 0.00% due 6/6/2017

Barclays Bank plc 0.00% due 3/6/2018

Barclays Bank plc 0.00% due 6/2/2017

Barclays Bank plc 0.00% due 3/3/2017

Barclays Bank plc 6.70% due 12/2/2016

Barclays Bank plc 7.65% due 12/2/2016

Barclays Bank plc 7.50% due 12/2/2016

Barclays Bank plc 0.00% due 1/30/2018

Barclays Bank plc 0.00% due 1/27/2017

Barclays Bank plc 0.00% due 1/27/2017

Barclays Bank plc 0.00% due 11/22/2017

Barclays Bank plc Interest is payable annually; if index return is zero or positive, coupon will be 5%; if index return is negative, coupon will be 3%; index's return is measured from its level a year earlier due 11/30/2021

Barclays Bank plc 0.00% due 11/29/2018

Barclays Bank plc 0.00% due 11/30/2018

Barclays Bank plc 0.00% due 5/30/2018

Barclays Bank plc 0.00% due 5/30/2019

Barclays Bank plc 0.00% due 11/30/2020

Barclays Bank plc 0.00% due 11/29/2019

Barclays Bank plc 0.00% due 11/29/2019

Barclays Bank plc 0.00% due 11/30/2017

Barclays Bank plc 8% annualized, payable quarterly if each index closes at or above coupon barrier level on observation date for that period; Coupon barrier levels: 11,577.92 for Dow Jones industrial average, 2,216.24 for Euro Stoxx 50, 65% of initial levels due 11/30/2021

Barclays Bank plc 7% per year multiplied by proportion of days on which index closes at or above coupon barrier; payable monthly; Coupon barrier/buffer level: 951.05, 80% of initial level due 5/30/2023

Barclays Bank plc 0.00% due 11/24/2017

Barclays Bank plc Each quarter, notes pay contingent coupon at rate of 7.7% per year if each index closes at or above coupon barrier level on observation date for that quarter; otherwise, no coupon paid that quarter; Coupon barriers: 2,423.44 for Euro Stoxx 50 and 12,469.37 for Dow; 70% of initial levels due 11/28/2025

Barclays Bank plc Each quarter, notes pay contingent coupon at rate of 6.9% per year if each index closes at or above barrier level on observation date for that quarter; otherwise, no coupon paid that quarter due 11/29/2016

Barclays Bank plc Each quarter, notes pay contingent coupon at rate of 8.4% per year if each index closes at or above coupon barrier level on observation date for that quarter; otherwise, no coupon paid that quarter; Coupon barrier levels: 1,566.86 for S&P 500 and 891.61 for Russell 2000; 75% of initial levels due 11/28/2025

Barclays Bank plc Each quarter, notes pay contingent coupon at rate of 6.65% per year if each index closes at or above barrier level on observation date for that quarter; otherwise, no coupon paid that quarter due 11/30/2022

Barclays Bank plc 0.00% due 12/30/2016

Barclays Bank plc 10.00% due 12/16/2016

Barclays Bank plc 0.00% due 11/30/2020

Barclays Bank plc 0.00% due 11/25/2019

Barclays Bank plc 9% annualized, payable semiannually if each index closes at or above barrier level on observation date for that period due 11/26/2018

Barclays Bank plc 10.25% annualized, payable quarterly if each index closes at or above barrier level on observation date for that period; Barrier levels: 72.5% of initial levels due 11/28/2025

Barclays Bank plc 11.5% annualized per quarter if each component closes at or above barrier level on observation date for that quarter due 11/26/2018

Barclays Bank plc 0.00% due 12/7/2016

Barclays Bank plc 18.5% annual rate each month if Aetna shares close at or above downside threshold level on determination date for that month due 5/25/2016

Barclays Bank plc 17.5% annual rate each month if Marathon shares close at or above downside threshold level on determination date for that month due 5/25/2016

Barclays Bank plc 9.2% annualized, payable quarterly, if each index closes at or above its coupon barrier level on the observation date for that quarter; Coupon barrier levels: 1,462.419 for S&P, 2,416.715 for Euro Stoxx, 13,915.867 for Nikkei 225, 70% of initial levels due 11/25/2022

Barclays Bank plc 0.00% due 5/31/2017

Barclays Bank plc 0.00% due 5/31/2017

Barclays Bank plc 8% per year, payable monthly if Eaton stock closes at or above coupon barrier price on observation date for that month due 11/27/2020

Barclays Bank plc 8% per year, payable monthly if Intel stock closes at or above coupon barrier price on observation date for that month due 11/27/2020

Barclays Bank plc 12.15% per year, payable quarterly in addition to any unpaid coupon amounts if each stock closes at or above barrier price on observation date for that quarter due 11/22/2017

Barclays Bank plc 9.00% due 11/21/2017

Barclays Bank plc 15%, payable monthly if shares close at or above barrier price on observation date for that month due 11/21/2016

Barclays Bank plc 7% annualized for each semiannual period that each fund closes at or above barrier level on observation date; observation dates begin after one year due 11/25/2020

Barclays Bank plc 0.00% due 11/16/2017

Barclays Bank plc 3.125% each quarter if Alibaba shares close at or above downside threshold level on determination date for that quarter due 11/16/2018

Barclays Bank plc 0.00% due 2/16/2017

Barclays Bank plc 0.00% due 5/16/2019

Barclays Bank plc 7% per year, payable quarterly if Bank of America stock closes at or above coupon barrier price, 71% of initial level, on observation date for that quarter due 11/19/2018

Barclays Bank plc 8% per year, payable quarterly if Canadian Pacific stock closes at or above coupon barrier price, 69.5% of initial level, on observation date for that quarter due 11/19/2018

Barclays Bank plc 8% per year, payable quarterly if Cigna stock closes at or above coupon barrier price, 75.5% of initial level, on observation date for that quarter due 11/19/2018

Barclays Bank plc 8.5% per year, payable quarterly if each index closes at or above coupon barrier level, 70% of its initial level, on observation date for that quarter due 11/19/2025

Barclays Bank plc 0.00% due 11/16/2017

Barclays Bank plc 0.00% due 11/30/2016

Barclays Bank plc 0.00% due 8/17/2017

Barclays Bank plc 0.00% due 7/14/2017

Barclays Bank plc 9.2% per year, payable quarterly if index closes at or above barrier price on observation date for that quarter due 11/15/2017

Barclays Bank plc 10.6% annualized, payable quarterly, if the stock closes at or above its barrier level on the observation date for that quarter due 11/9/2018

Barclays Bank plc 10.3% annualized, payable quarterly, if the stock closes at or above its barrier level on the observation date for that quarter due 11/9/2018

Barclays Bank plc 0.00% due 12/30/2016

Barclays Bank plc 9.05% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter; Barrier levels: 1,364.95 for S&P 500, 773.95 for Russell 2000 and 2,240.87 for Euro Stoxx 50; 65% of initial levels due 11/8/2018

Barclays Bank plc 6.00% due 11/5/2017

Barclays Bank plc 5.25% due 1/26/2017

Barclays Bank plc 0.00% due 3/3/2017

Barclays Bank plc 10.35% annualized, payable quarterly, if the stock closes at or above its barrier level on the observation date for that quarter due 11/2/2018

Barclays Bank plc 13% annualized, payable quarterly, if the fund closes at or above its barrier level on the observation date for that quarter due 11/7/2016

Barclays Bank plc 8.5% annualized, payable quarterly, if each index closes at or above its coupon barrier level on the observation date for that quarter; Coupon barriers: 75% of initial levels due 11/3/2022

Barclays Bank plc 14.3% annualized, payable quarterly, if each index closes at or above its barrier level on the observation date for that quarter due 11/2/2017

Barclays Bank plc 0.00% due 2/2/2017

Barclays Bank plc 12% annualized for each semi-annual period that the index closes at or above barrier level on observation date due 11/3/2020

Barclays Bank plc 0.00% due 10/3/2017

Barclays Bank plc 7.35% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 10/31/2025

Barclays Bank plc 0.00% due 10/31/2018

Barclays Bank plc 0.00% due 10/31/2017

Barclays Bank plc 0.00% due 10/30/2020

Barclays Bank plc 0.00% due 4/30/2019

Barclays Bank plc 11.25% annualized per quarter if each index closes at or above barrier level on observation date for that quarter due 10/30/2025

Barclays Bank plc 8.75% annualized per quarter if each index closes at or above barrier level on observation date for that quarter due 10/30/2020

Barclays Bank plc 10% annualized per quarter if each index closes at or above barrier level on observation date for that quarter due 10/30/2025

Barclays Bank plc 1% initially; beginning Oct. 30, 2016, Libor plus 30 basis points, subject to 50 bps minimum; payable quarterly due 10/30/2017

Barclays Bank plc 0.00% due 11/1/2018

Barclays Bank plc 13.25% annualized for each quarter that each stock closes at or above barrier price on quarterly observation date plus unpaid coupons from previous quarters due 10/31/2017

Barclays Bank plc 6.75% annualized for each quarter that each index closes at or above barrier level on quarterly observation date due 10/30/2025

Barclays Bank plc 10.15% annualized for each quarter that each index closes at or above barrier level on quarterly observation date due 10/30/2025

Barclays Bank plc 0.00% due 10/30/2020

Barclays Bank plc 11% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter; Barrier levels: 811.65 for Russell 2000 and 2,390.22 for Euro Stoxx 50; 70% of initial levels due 10/31/2018

Barclays Bank plc 8.00% due 10/28/2016

Barclays Bank plc 10.25% due 10/28/2016

Barclays Bank plc 0.00% due 10/28/2019

Barclays Bank plc 9.5% per year, payable semiannually if each index closes at or above coupon barrier level on observation date for that period; Barrier levels: 70% of initial levels due 10/26/2018

Barclays Bank plc 9.8% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Barrier levels: 1,348.85 for S&P 500, 757.94 for Russell 2000 and 2,226.78 for Euro Stoxx 50; 65% of initial levels due 10/16/2018

Barclays Bank plc 8.55% annualized for each quarter that stock closes at or above barrier level on determination date for that quarter due 10/26/2018

Barclays Bank plc 15.55% due 10/28/2016

Barclays Bank plc 1% initially; beginning Oct. 30, 2016, Libor plus 30 bps, floor of 0.5%; payable quarterly due 10/30/2017

Barclays Bank plc 0.00% due 10/19/2018

Barclays Bank plc 8% per year, payable quarterly if McDonald's shares close at or above downside threshold level on determination date for that quarter due 10/19/2018

Barclays Bank plc 0.00% due 4/26/2017

Barclays Bank plc 0.00% due 10/19/2017

Barclays Bank plc 9.1% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 10/22/2018

Barclays Bank plc 0.00% due 10/26/2018

Barclays Bank plc 9.50% due 10/31/2016

Barclays Bank plc 0.00% due 2/14/2017

Barclays Bank plc 18.15% per year, payable quarterly if units close at or above downside threshold level on determination date for that quarter due 10/17/2016

Barclays Bank plc 9.37% per year, payable quarterly if each index closes at or above downside threshold level on determination date for that quarter due 10/15/2019

Barclays Bank plc 8% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 10/16/2020

Barclays Bank plc 9% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 10/16/2020

Barclays Bank plc 9% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 10/16/2020

Barclays Bank plc 10.2% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier levels: 814.27 for Russell 2000 and 2,257.47 for Euro Stoxx 50; 70% of initial levels due 10/14/2025

Barclays Bank plc 0.00% due 10/11/2018

Barclays Bank plc 0.00% due 7/5/2017

Barclays Bank plc 0.00% due 1/5/2017

Barclays Bank plc 7% annualized for each semiannual period that each fund closes at or above barrier level on semiannual observation date due 10/8/2020

Barclays Bank plc 10.25% per year, payable quarterly if index closes at or above barrier price on observation date for that quarter due 9/30/2020

Barclays Bank plc 7.75% due 9/30/2016

Barclays Bank plc 8.55% due 9/30/2016

Barclays Bank plc 8.00% due 9/30/2016

Barclays Bank plc 0.00% due 10/31/2016

Barclays Bank plc 0.00% due 9/30/2020

Barclays Bank plc 8.85% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barriers: 2,872.429 for Nasdaq-100 and 763.399 for Russell 2000; 70% of initial levels due 9/30/2025

Barclays Bank plc 0.00% due 9/28/2018

Barclays Bank plc 0.00% due 9/28/2018

Barclays Bank plc Interest is payable annually; if index return is zero or positive, coupon will be 6%; if index return is negative, coupon will be 2.25%; index's return is measured from its level a year earlier due 9/29/2021

Barclays Bank plc 0.00% due 3/30/2018

Barclays Bank plc 0.00% due 9/28/2018

Barclays Bank plc 0.00% due 9/30/2020

Barclays Bank plc 0.00% due 3/29/2019

Barclays Bank plc 11.75% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter; Barrier levels: 785.95 for Russell 2000 and 2,179.21 for Euro Stoxx 50; 70% of initial levels due 9/28/2018

Barclays Bank plc 0.00% due 1/11/2017

Barclays Bank plc Each quarter, notes pay contingent coupon at rate of 8.5% per year if each index closes at or above coupon barrier level on observation date for that quarter; otherwise, no coupon paid that quarterCoupon barriers: 1,357.13 for S&P 500 and 798.04 for Russell 2000; 70% of initial levels due 9/30/2025

Barclays Bank plc 0.00% due 3/29/2019

Barclays Bank plc 0.00% due 9/30/2020

Barclays Bank plc 0.00% due 9/28/2018

Barclays Bank plc 0.00% due 11/28/2016

Barclays Bank plc 0.00% due 11/23/2016

Barclays Bank plc 0.00% due 10/14/2016

Barclays Bank plc 0.00% due 9/28/2018

Barclays Bank plc 0.00% due 8/11/2017

Barclays Bank plc 0.00% due 10/5/2016

Barclays Bank plc 10.50% due 10/14/2016

Barclays Bank plc 0.00% due 10/28/2016

Barclays Bank plc 9.75% per year, payable semiannually if each index closes at or above barrier level on observation date for that semiannual period due 9/25/2018

Barclays Bank plc 0.00% due 10/5/2016

Barclays Bank plc 17%, payable quarterly if shares close at or above barrier price on observation date for that quarter due 10/5/2016

Barclays Bank plc 15.55%, payable quarterly if shares close at or above barrier price on observation date for that quarter due 10/5/2016

Barclays Bank plc 11.11%, payable quarterly if shares close at or above barrier price on observation date for that quarter due 10/5/2016

Barclays Bank plc 8% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 9/24/2018

Barclays Bank plc 0.00% due 12/22/2016

Barclays Bank plc 0.00% due 9/20/2017

Barclays Bank plc 10% per year, payable semiannually if index closes at or above barrier price on observation date for that semiannual period due 9/18/2020

Barclays Bank plc 0.00% due 3/17/2017

Barclays Bank plc 11.1% annualized for each quarter that stock closes at or above barrier level on determination date for that quarter due 9/19/2016

Barclays Bank plc 9.4% annualized for each quarter that stock closes at or above barrier level on determination date for that quarter due 9/14/2018

Barclays Bank plc 9.4% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter; Barrier/trigger levels: 2,231.56 for Euro Stoxx, 1,372.74 for S&P; 70% of initial levels due 9/17/2018

Barclays Bank plc 0.00% due 3/15/2017

Barclays Bank plc 13.00% due 9/30/2016

Barclays Bank plc 11.8% per year, payable quarterly if each underlier closes at or above coupon barrier level on observation date for that quarter; Coupon barrier levels: $19.88 for ETF, 687.09 for Russell 2000 and 1,962.05 for Euro Stoxx 50; 60% of initial levels due 9/7/2018

Barclays Bank plc 10.91% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter; Barrier levels: 1,152.73 for S&P 500, 681.70 for Russell 2000 and 1,908.15 for Euro Stoxx 50; 60% of initial levels due 9/7/2018

Barclays Bank plc 0.00% due 9/21/2016

Barclays Bank plc 0.00% due 9/21/2016

Barclays Bank plc Every six months, notes pay contingent coupon at rate of 9.875% per year if each index closes at or above coupon barrier level on observation date for that semiannual period; otherwise, no coupon paid that semiannual period; Coupon barriers: 2,703.21 for Euro Stoxx 50 and 965.74 for Russell 2000; 85% of initial levels due 9/10/2020

Barclays Bank plc 0.00% due 9/7/2017

Barclays Bank plc 8% per year, payable monthly if Aetna stock closes at or above coupon barrier price on observation date for that month due 9/11/2020

Barclays Bank plc 8% per year, payable monthly if Boeing stock closes at or above coupon barrier price on observation date for that month due 9/11/2020

Barclays Bank plc 0.00% due 3/8/2017

Barclays Bank plc 0.00% due 9/7/2018

Barclays Bank plc 0.00% due 9/21/2016

Barclays Bank plc 0.00% due 9/21/2016

Barclays Bank plc 10% if index never dips below knock-in level; otherwise, 1% for that interest period and each subsequent interest period; payable quarterly due 6/2/2017

Barclays Bank plc 0.00% due 9/3/2021

Barclays Bank plc 7.60% due 3/2/2017

Barclays Bank plc 0.00% due 9/14/2016

Barclays Bank plc 13% per year, payable quarterly if stock closes at or above barrier level on observation date for that quarter due 9/6/2016

Barclays Bank plc 9.4% per year, payable monthly if stocks close at or above their barrier prices on observation date for that month due 8/31/2018

Barclays Bank plc 0.00% due 8/30/2017

Barclays Bank plc 0.00% due 10/28/2016

Barclays Bank plc 0.00% due 10/28/2016

Barclays Bank plc 0.00% due 10/28/2016

Barclays Bank plc 0.00% due 10/28/2016

Barclays Bank plc Interest is payable annually; if index return is zero or positive, coupon will be 6%; if index return is negative, coupon will be 2.25%; index's return is measured from its level a year earlier due 8/31/2021

Barclays Bank plc 0.00% due 8/31/2017

Barclays Bank plc 0.00% due 8/31/2017

Barclays Bank plc 0.00% due 3/2/2017

Barclays Bank plc 0.00% due 3/2/2017

Barclays Bank plc 8.50% due 9/16/2016

Barclays Bank plc 0.00% due 8/31/2020

Barclays Bank plc 6.22% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter; Barrier levels: 679.31 for Russell 2000 and 1,164.31 for S&P 500; 60% of initial levels due 8/31/2020

Barclays Bank plc 0.00% due 9/14/2016

Barclays Bank plc Each quarter, notes pay contingent coupon at annual rate of 8.4% if each index closes at or above downside threshold level on observation date for that quarter due 8/30/2019

Barclays Bank plc 0.00% due 8/31/2017

Barclays Bank plc Each quarter, notes pay contingent coupon at rate of 7.5% per year if each index closes at or above coupon barrier level on observation date for that quarter; otherwise, no coupon paid that quarter; Coupon barriers: 1,358.36 for S&P 500 and 792.53 for Russell 2000; 70 of initial levels due 8/29/2025

Barclays Bank plc Each quarter, notes pay contingent coupon at rate of 6% per year if each index closes at or above coupon barrier level on observation date for that quarter; otherwise, no coupon paid that quarter; Barrier levels: 1,164.31 for S&P 500 and 679.31 for Russell 2000; 60% of initial levels due 8/31/2022

Barclays Bank plc Each quarter, notes pay contingent coupon at rate of 8.5% per year if each index closes at or above coupon barrier level on observation date for that quarter; otherwise, no coupon paid that quarter due 8/29/2025

Barclays Bank plc 0.00% due 8/30/2017

Barclays Bank plc 0.00% due 2/28/2019

Barclays Bank plc 0.00% due 2/28/2019

Barclays Bank plc 0.00% due 2/28/2019

Barclays Bank plc 0.00% due 8/31/2020

Barclays Bank plc 12.50% due 8/26/2016

Barclays Bank plc 9.5% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter; Barrier levels: 1,120.57 for S&P 500, 662.46 for Russell 2000 and 1,930.81 for Euro Stoxx 50; 60% of initial levels due 8/30/2018

Barclays Bank plc 0.00% due 3/2/2017

Barclays Bank plc 0.00% due 9/14/2016

Barclays Bank plc 15%, payable monthly if shares close at or above barrier price on observation date for that month due 8/30/2016

Barclays Bank plc 7.25% per year if each component closes at or above its coupon barrier level on observation date for that month; otherwise, no coupon will be paid for that month; Coupon barrier levels: 1,230.59 for S&P 500, 722.60 for Russell 2000 and $22.54 for ETF; 65% of initial levels due 8/29/2018

Barclays Bank plc 0.00% due 8/26/2019

Barclays Bank plc 6% annualized, payable quarterly if each index closes at or above its knock-in level on observation date for that quarter due 2/24/2017

Barclays Bank plc 9.1% annualized, payable semiannually if each index closes at or above its knock-in level on observation date for that period due 8/24/2018

Barclays Bank plc 11.65% annualized for each quarter that stock closes at or above barrier level on determination date for that quarter due 8/24/2018

Barclays Bank plc 0.00% due 9/8/2016

Barclays Bank plc 7.75% due 8/24/2016

Barclays Bank plc 12% per year, payable quarterly if Tenet stock closes at or above coupon barrier price on observation date for that quarter; Barrier/trigger price: $36.92, 75% of initial price due 2/27/2017

Barclays Bank plc 11.3% per year, payable quarterly if Viacom stock closes at or above coupon barrier price on observation date for that quarter; Barrier/trigger price: $27.91, 70% of initial price due 2/27/2017

Barclays Bank plc 0.00% due 8/20/2020

Barclays Bank plc Contingent quarterly coupon at an annual rate of 9.8% if Anadarko stock closes at or above the trigger price on the observation date for that quarter due 2/21/2017

Barclays Bank plc 8.5% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 8/20/2018

Barclays Bank plc Contingent quarterly coupon at an annual rate of 9.25% if Mylan stock closes at or above the trigger price on the observation date for that quarter due 2/21/2017

Barclays Bank plc 0.00% due 11/2/2016

Barclays Bank plc 8.20% due 8/17/2017

Barclays Bank plc 5.50% due 11/16/2016

Barclays Bank plc 0.00% due 9/15/2016

Barclays Bank plc 8.50% due 8/12/2016

Barclays Bank plc 10.65% annualized, payable quarterly if Alibaba Motors stock closes at or above barrier level on quarterly determination date due 8/10/2018

Barclays Bank plc 13.16% per year, payable quarterly if stock closes at or above its barrier level on any quarterly observation date due 8/24/2016

Barclays Bank plc 0.00% due 8/26/2016

Barclays Bank plc 5.75% due 2/10/2017

Barclays Bank plc 0.00% due 8/11/2017

Barclays Bank plc 10.50% due 8/26/2016

Barclays Bank plc 0.00% due 8/9/2018

Barclays Bank plc 7.15% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter; Barrier levels: 15,411.08 for Nikkei and 923.84 for Russell 2000; 75% of initial levels due 8/8/2016

Barclays Bank plc 0.00% due 11/3/2016

Barclays Bank plc 0.00% due 2/3/2017

Barclays Bank plc 0.00% due 2/3/2017

Barclays Bank plc 0.00% due 4/4/2017

Barclays Bank plc 7.75% due 8/4/2016

Barclays Bank plc 7.15% due 8/4/2016

Barclays Bank plc Interest is payable annually; if index return is zero or positive, coupon will be 5.75%; if index return is negative, coupon will be 2%; index's return is measured from its level a year earlier due 7/31/2020

Barclays Bank plc 20.00% due 1/29/2016

Barclays Bank plc 0.00% due 7/31/2017

Barclays Bank plc 0.00% due 8/3/2017

Barclays Bank plc 0.00% due 8/31/2016

Barclays Bank plc 0.00% due 7/31/2020

Barclays Bank plc 0.00% due 7/31/2019

Barclays Bank plc 0.00% due 1/31/2019

Barclays Bank plc Contingent semiannual coupon of 9.5% per year if each index closes at or above 70% barrier level on observation date for that period due 7/31/2018

Barclays Bank plc Contingent quarterly coupon of 7.5% per year if each index closes at or above 60% barrier level on observation date for that quarter due 7/31/2020

Barclays Bank plc Contingent quarterly coupon of 5.875% per year if each index closes at or above 60% barrier level on observation date for that quarter due 7/31/2019

Barclays Bank plc 9.15% per year, payable quarterly if each index closes at or above barrier level on valuation date for that quarter due 8/2/2018

Barclays Bank plc 6% annualized for each day index is at or above 65% barrier; payable monthly due 7/30/2021

Barclays Bank plc 5.6% annualized for each quarter that each index closes at or above barrier level on quarterly observation date due 7/31/2025

Barclays Bank plc 7.95% annualized for each quarter that each index closes at or above coupon barrier level on quarterly observation date due 7/31/2025

Barclays Bank plc 0.00% due 7/31/2020

Barclays Bank plc 0.00% due 9/2/2016

Barclays Bank plc 0.00% due 8/1/2017

Barclays Bank plc 0.00% due 8/1/2017

Barclays Bank plc 8.4% per year, payable semiannually if each index closes at or above barrier level on valuation date for that semiannual period due 7/31/2018

Barclays Bank plc 1.6% per quarter (equivalent to 6.4% per year) if index closes at or above barrier level on observation date for that quarter due 7/30/2021

Barclays Bank plc 8.05% annualized for each quarter that stock closes at or above downside threshold level on determination date for that quarter due 7/27/2018

Barclays Bank plc 12% annualized for each quarter that stock closes at or above downside threshold level on determination date for that quarter due 8/1/2016

Barclays Bank plc 8% per year, payable quarterly if both stocks close at or above their barrier prices on observation date for that quarter due 1/29/2019

Barclays Bank plc 0.00% due 5/26/2017

Barclays Bank plc 0.00% due 8/9/2016

Barclays Bank plc 0.00% due 1/26/2017

Barclays Bank plc 8% per year, payable quarterly if each component closes at or above barrier level on quarterly valuation date due 7/26/2018

Barclays Bank plc 0.00% due 1/26/2017

Barclays Bank plc Each quarter, notes pay coupon at rate of 7.8% per year if knock-in event does not occur during that quarter; otherwise, 1% per year for that interest period and each subsequent interest period; Knock-in event: Either underlying component closes below knock-in barrier on any day during life of notes; Knock-in barriers: 1,383.38 for index and $46.46 for fund; 65% of initial levels due 7/21/2017

Barclays Bank plc 0.00% due 7/25/2018

Barclays Bank plc 6% if index never dips below knock-in level; otherwise, 1% for that interest period and each subsequent interest period; payable quarterly due 10/21/2016

Barclays Bank plc 8.25% annualized for each quarter that stock closes at or above downside threshold level on determination date for that quarter due 7/20/2018

Barclays Bank plc 9.25% annualized for each quarter that stock closes at or above downside threshold level on determination date for that quarter due 7/20/2018

Barclays Bank plc 8% annualized for each quarter that stock closes at or above downside threshold level on determination date for that quarter due 7/20/2018

Barclays Bank plc 0.00% due 10/20/2016

Barclays Bank plc 0.00% due 7/22/2021

Barclays Bank plc 0.00% due 7/20/2017

Barclays Bank plc 8% per year, payable monthly if stock closes at or above its barrier level on any monthly observation date due 7/23/2020

Barclays Bank plc 7.5% per year, payable monthly if stock closes at or above its barrier level on any monthly observation date due 7/23/2020

Barclays Bank plc 7.50% due 8/5/2016

Barclays Bank plc 7.12109% due 10/4/2017

Barclays Bank plc 4.60% due 3/31/2016

Barclays Bank plc 8.15% annualized for each quarter that stock closes at or above barrier level on determination date for that quarter due 7/13/2018

Barclays Bank plc Each quarter, notes will pay contingent coupon at rate of 9.85% per year if General Motors shares close at or above barrier price on observation date for that quarter due 7/27/2016

Barclays Bank plc 8% annualized for each quarter that each index closes at or above coupon barrier level on quarterly observation date; Barrier/trigger levels: 2,187.50 for Stoxx Europe, 813.814 for Russell, 65% of initial levels due 7/16/2020

Barclays Bank plc 0.00% due 1/13/2017

Barclays Bank plc 0.00% due 1/13/2017

Barclays Bank plc 0.00% due 7/13/2017

Barclays Bank plc 6.3%, payable quarterly if each component closes at or above its coupon barrier level on the determination date for that quarter; Coupon barriers: 60% of initial levels due 7/10/2018

Barclays Bank plc 0.00% due 7/10/2018

Barclays Bank plc 8% annualized for each quarter that each index closes at or above coupon barrier level on quarterly observation date; Barrier/trigger levels: 60% of initial levels due 7/15/2019

Barclays Bank plc 0.00% due 1/5/2017

Barclays Bank plc 0.00% due 10/7/2015

Barclays Bank plc 0.00% due 7/20/2016

Barclays Bank plc 7.8% annualized, payable quarterly if each component closes at or above its barrier level on observation date for that quarter; Barrier levels: 748.96 for Russell, 2,077.95 for Stoxx, $23.87 for MSCI EM; 60% of initial levels due 7/5/2018

Barclays Bank plc 10.77%, payable quarterly if shares close at or above barrier price on observation date for that quarter due 7/20/2016

Barclays Bank plc 0.00% due 1/6/2017

Barclays Bank plc 5.75% due 1/6/2017

Barclays Bank plc 0.00% due 2/6/2017

Barclays Bank plc 0.00% due 10/7/2015

Barclays Bank plc Each quarter, notes pay contingent coupon at rate of 19.6% per year if Chicago Bridge & Iron shares close at or above coupon barrier on observation date for that quarter; Coupon barrier/trigger: $35.12, 70% of initial share price due 7/20/2016

Barclays Bank plc 0.00% due 7/5/2018

Barclays Bank plc 0.00% due 7/7/2017

Barclays Bank plc 2.7625% per quarter if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barriers: 75% of initial levels due 7/6/2022

Barclays Bank plc 0.00% due 10/5/2016

Barclays Bank plc 0.00% due 7/6/2021

Barclays Bank plc 8.00% due 6/30/2016

Barclays Bank plc 8.65% due 6/30/2016

Barclays Bank plc 6.25% due 12/30/2016

Barclays Bank plc 0.00% due 6/29/2017

Barclays Bank plc 0.00% due 6/30/2020

Barclays Bank plc 7.84% annualized for each quarter that each index closes at or above coupon barrier level on quarterly observation date due 6/30/2020

Barclays Bank plc 0.00% due 6/29/2018

Barclays Bank plc 0.00% due 8/26/2016

Barclays Bank plc 0.00% due 8/26/2016

Barclays Bank plc 0.00% due 8/26/2016

Barclays Bank plc 0.00% due 8/26/2016

Barclays Bank plc 0.00% due 6/29/2017

Barclays Bank plc Interest is payable annually; if index return is zero or positive, coupon will be 5.85%; if index return is negative, coupon will be 2%; index's return is measured from its level a year earlier due 6/30/2020

Barclays Bank plc 0.00% due 6/29/2018

Barclays Bank plc 0.00% due 6/29/2018

Barclays Bank plc 0.00% due 6/30/2020

Barclays Bank plc 0.00% due 6/28/2019

Barclays Bank plc 9.25% per year, payable quarterly if each index closes at or above coupon barrier level on valuation date for that quarter; Coupon barrier levels: 898.30 for Russell 2000 and 2,527.64 for Euro Stoxx 50; 70% of initial levels due 6/30/2025

Barclays Bank plc 9.5% per year, payable quarterly if each underlying component closes at or above barrier level on valuation date for that quarter due 12/30/2016

Barclays Bank plc Each quarter, notes pay contingent coupon at rate of 7.6% per year if each index closes at or above barrier level on observation date for that quarter; otherwise, no coupon paid that quarter due 12/30/2016

Barclays Bank plc 0.00% due 1/2/2019

Barclays Bank plc 0.00% due 12/28/2018

Barclays Bank plc 0.00% due 6/28/2019

Barclays Bank plc 0.00% due 6/29/2018

Barclays Bank plc 0.00% due 7/29/2016

Barclays Bank plc 5.50% due 9/29/2016

Barclays Bank plc 7% per year, payable quarterly if index closes at or above coupon barrier on observation date for that quarter due 6/29/2017

Barclays Bank plc 8% per year, payable quarterly if each index closes at or above barrier level on valuation date for that quarter due 6/27/2018

Barclays Bank plc Each month, notes pay contingent coupon at rate of 7.4% per year if Apple shares close at or above coupon barrier on observation date for that month; Coupon barrier: $101.28, 80% of initial share price due 12/23/2016

Barclays Bank plc Each month, notes pay contingent coupon at rate of 9.75% per year if Chicago Bridge & Iron shares close at or above coupon barrier on observation date for that month; Coupon barrier: $34.73, 65% of initial share price due 12/23/2016

Barclays Bank plc 0.00% due 7/7/2016

Barclays Bank plc 8.5% annualized, payable quarterly if each index closes at or above its barrier level on observation date for that quarter due 6/22/2018

Barclays Bank plc 1.6% per quarter (equivalent to 6.4% per year) if index closes at or above barrier level on observation date for that quarter due 6/24/2021

Barclays Bank plc 9.4% per year, payable quarterly if United Rentals shares close at or above downside threshold level on determination date for that quarter due 6/23/2016

Barclays Bank plc 0.00% due 6/22/2017

Barclays Bank plc 9.5% per year, payable quarterly if each index closes at or above barrier level on valuation date for that quarter due 6/21/2018

Barclays Bank plc 0.00% due 6/22/2017

Barclays Bank plc 0.000% due 6/24/2038

Barclays Bank plc 6.75% due 6/23/2017

Barclays Bank plc 12% per year, payable quarterly if Wynn Resorts shares close at or above downside threshold level on determination date for that quarter due 6/16/2016

Barclays Bank plc 7.6% per year, payable semiannually if index closes at or above barrier price on observation date for that semiannual period due 6/17/2020

Barclays Bank plc 10.65%, payable quarterly if shares close at or above barrier price on observation date for that quarter due 6/28/2016

Barclays Bank plc 0.00% due 6/18/2020

Barclays Bank plc 0.00% due 6/29/2018

Barclays Bank plc 0.00% due 6/29/2018

Barclays Bank plc 0.00% due 6/24/2016

Barclays Bank plc 0.00% due 6/14/2018

Barclays Bank plc 0.00% due 9/15/2016

Barclays Bank plc 3% for the first two years, 0.9 times the 10-year Constant Maturity Swap rate after that; payable quarterly. due 6/12/2025

Barclays Bank plc Each month, notes pay contingent coupon at rate of 8.2% per year if Charles Schwab shares close at or above coupon barrier on observation date for that month; Coupon barrier: $26.53, 80% of initial share price due 12/9/2016

Barclays Bank plc Each month, notes pay contingent coupon at rate of 8.8% per year if Amgen shares close at or above coupon barrier on observation date for that month due 12/9/2016

Barclays Bank plc Each month, notes pay contingent coupon at rate of 7.05% per year if Charles Schwab shares close at or above coupon barrier on observation date for that month due 12/9/2016

Barclays Bank plc Each month, notes pay contingent coupon at rate of 8% per year if Nucor shares close at or above coupon barrier on observation date for that month due 12/9/2016

Barclays Bank plc 0.00% due 6/10/2020

Barclays Bank plc 0.00% due 7/7/2017

Barclays Bank plc 8.5% annualized for each quarter that Facebook stock closes at or above barrier level on determination date for that quarter due 6/8/2018

Barclays Bank plc 0.00% due 3/9/2017

Barclays Bank plc 0.000% due 1/30/2019

Barclays Bank plc 0.00% due 6/7/2018

Barclays Bank plc 0.00% due 6/2/2017

Barclays Bank plc 8.8% per year if each component closes at or above its coupon barrier level on observation date for that month; otherwise, no coupon will be paid for that month due 6/6/2019

Barclays Bank plc 6.15% per year if each index closes at or above its coupon barrier level on observation date for that month; otherwise, no coupon will be paid for that month due 6/7/2018

Barclays Bank plc 0.00% due 6/1/2018

Barclays Bank plc 0.00% due 12/2/2016

Barclays Bank plc 9.1% per year, payable quarterly if LyondellBasell shares close at or above downside threshold level on determination date for that quarter due 6/3/2016

Barclays Bank plc 10.25% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barriers: 753.165 for MSCI Emerging Markets, 934.899 for Russell 2000 and 115.418 for Euro Stoxx Banks; 75% of initial levels due 6/3/2022

Barclays Bank plc 7% per year, payable quarterly if each index closes at or above downside threshold level on observation date for that quarter due 6/3/2020

Barclays Bank plc 0.00% due 7/5/2016

Barclays Bank plc 0.00% due 6/2/2017

Barclays Bank plc 0.00% due 9/6/2016

Barclays Bank plc 0.00% due 9/6/2016

Barclays Bank plc 7% per year, payable quarterly if index closes at or above coupon barrier on observation date for that quarter; Barrier/trigger level: 978.528, 78.5% of initial level due 6/2/2017

Barclays Bank plc 0.00% due 7/22/2016

Barclays Bank plc 0.00% due 7/29/2016

Barclays Bank plc 0.00% due 6/17/2016

Barclays Bank plc 0.00% due 7/22/2016

Barclays Bank plc 0.00% due 7/29/2016

Barclays Bank plc 9.5% per year, payable quarterly if each component closes at or above barrier level on quarterly valuation date due 12/1/2016

Barclays Bank plc 0.00% due 6/2/2017

Barclays Bank plc 14.65%, payable monthly if shares close at or above barrier price on observation date for that month due 6/3/2016

Barclays Bank plc 7.00% due 5/31/2016

Barclays Bank plc 8.67% due 5/31/2016

Barclays Bank plc 7.00% due 5/31/2016

Barclays Bank plc 7.10% due 5/31/2016

Barclays Bank plc 0.00% due 6/2/2017

Barclays Bank plc 18.25% due 11/27/2015

Barclays Bank plc 7.15% per year, payable quarterly if each index closes at or above downside threshold level on observation date for that quarter; Barriers: 83% of initial levels due 6/1/2018

Barclays Bank plc 9.5% per year if each component closes at or above its coupon barrier level on observation date for that quarter; otherwise, no coupon will be paid for that quarter due 5/29/2020

Barclays Bank plc 0.00% due 6/30/2016

Barclays Bank plc 0.00% due 6/30/2016

Barclays Bank plc 0.00% due 5/29/2020

Barclays Bank plc 0.00% due 5/31/2018

Barclays Bank plc 0.00% due 11/30/2017

Barclays Bank plc 0.00% due 11/30/2017

Barclays Bank plc 0.00% due 5/29/2020

Barclays Bank plc 10% per year, payable quarterly if each index closes at or above barrier level on valuation date for that quarter due 5/29/2025

Barclays Bank plc 8% per year, payable quarterly if each index closes at or above barrier level on valuation date for that quarter due 5/28/2021

Barclays Bank plc 9% per year, payable quarterly if each index closes at or above barrier level on valuation date for that quarter due 5/29/2025

Barclays Bank plc 7.7% per year, payable quarterly if each index closes at or above barrier level on valuation date for that quarter due 5/30/2025

Barclays Bank plc 5.65% per year, payable quarterly if each index closes at or above barrier level on valuation date for that quarter due 5/31/2019

Barclays Bank plc 7.65% annualized for each day that each index closes at or above coupon barrier; payable quarterly; Coupon barriers: 867.13 for Russell, 2,533.51 for Euro Stoxx; 70% of initial levels due 5/29/2025

Barclays Bank plc Each quarter, the notes will pay a contingent coupon at the rate of 7.65% per year if each index closes at or above its coupon barrier level, 75% of its initial level, on the observation date for that quarter. Otherwise, no coupon will be paid for that quarter; Coupon barriers: 1,578.15 for S&P 500 and 929.07 for Russell 2000; 75% of initial levels due 5/20/2025

Barclays Bank plc 0.00% due 11/29/2018

Barclays Bank plc 0.00% due 5/29/2020

Barclays Bank plc 8.25% per year, payable quarterly if each index closes at or above barrier level on valuation date for that quarter due 5/31/2018

Barclays Bank plc 1.6% per quarter (equivalent to 6.4% per year) if index closes at or above barrier level on observation date for that quarter due 5/28/2021

Barclays Bank plc 0.00% due 4/26/2018

Barclays Bank plc 10% per year, payable quarterly if each component closes at or above barrier level on valuation date for that quarter due 11/25/2016

Barclays Bank plc 11% per year, payable quarterly if each component closes at or above barrier level on valuation date for that quarter due 11/25/2016

Barclays Bank plc 0.00% due 5/25/2017

Barclays Bank plc 18.50% due 5/27/2016

Barclays Bank plc 11.30% due 5/27/2016

Barclays Bank plc 15%, payable monthly if ADSs close at or above barrier price on observation date for that month due 5/23/2016

Barclays Bank plc 0.00% due 6/1/2016

Barclays Bank plc 9% per year, payable quarterly if Dow Chemical shares close at or above downside threshold level on determination date for that quarter due 5/18/2018

Barclays Bank plc 0.00% due 11/23/2016

Barclays Bank plc 8.65% annualized for each month that stock closes at or above coupon barrier level on monthly observation date due 5/20/2020

Barclays Bank plc 7.45% per year if each index closes at or above its coupon barrier level on observation date for that quarter; otherwise, no coupon will be paid for that quarter due 5/20/2025

Barclays Bank plc 0.00% due 11/20/2018

Barclays Bank plc 0.00% due 5/21/2020

Barclays Bank plc 8.05% annualized for each quarter that each index closes at or above coupon barrier level on quarterly observation date due 5/21/2020

Barclays Bank plc 0.00% due 5/17/2018

Barclays Bank plc 0.00% due 7/19/2017

Barclays Bank plc 9.00% due 5/31/2016

Barclays Bank plc 11.00% due 5/31/2016

Barclays Bank plc 8.20% due 5/17/2017

Barclays Bank plc 0.00% due 2/18/2020

Barclays Bank plc 0.00% due 5/27/2016

Barclays Bank plc 8.5% per year, payable quarterly if each index closes at or above downside threshold level on observation date for that quarter due 5/16/2018

Barclays Bank plc 0.00% due 5/25/2016

Barclays Bank plc 0.00% due 9/13/2016

Barclays Bank plc 0.00% due 5/13/2020

Barclays Bank plc 0.00% due 4/6/2017

Barclays Bank plc 0.00% due 5/4/2017

Barclays Bank plc 0.00% due 5/9/2018

Barclays Bank plc 9.3% per year, payable quarterly if each index closes at or above barrier level on valuation date for that quarter due 5/9/2018

Barclays Bank plc 8.11% per year, payable quarterly if each index closes at or above barrier level on valuation date for that quarter due 5/9/2018

Barclays Bank plc 0.00% due 5/18/2016

Barclays Bank plc 2.1875% for each quarter that stock closes at or above downside threshold level on observation date for that quarter due 5/4/2018

Barclays Bank plc 2.0625% for each quarter that stock closes at or above downside threshold level on observation date for that quarter due 5/4/2018

Barclays Bank plc 10.35% annualized for each quarter that stock closes at or above coupon barrier level on quarterly observation date due 5/18/2016

Barclays Bank plc 16.1% annualized for each quarter that stock closes at or above coupon barrier level on quarterly observation date; Barrier/trigger level: $156.11, 70% of initial level due 5/18/2016

Barclays Bank plc 0.00% due 5/18/2016

Barclays Bank plc 11% per year, payable quarterly if each index closes at or above downside threshold level on observation date for that quarter due 5/3/2018

Barclays Bank plc 12% per year, payable quarterly if each index closes at or above downside threshold level on observation date for that quarter due 8/2/2018

Barclays Bank plc 0.00% due 6/3/2016

Barclays Bank plc 0.00% due 10/30/2017

Barclays Bank plc 0.00% due 5/31/2016

Barclays Bank plc 7.23% annualized for each quarter that stock closes at or above coupon barrier level on quarterly observation date due 10/31/2016

Barclays Bank plc 11.15% annualized for each quarter that stock closes at or above coupon barrier level on quarterly observation date due 10/31/2016

Barclays Bank plc 7.15% annualized for each quarter that each index closes at or above coupon barrier level on quarterly observation date due 4/30/2025

Barclays Bank plc 13.2% annualized for each quarter that stock closes at or above coupon barrier level on quarterly observation date due 10/31/2016

Barclays Bank plc 0.00% due 5/2/2018

Barclays Bank plc 5.6% per year, payable quarterly if each index closes at or above barrier level on valuation date for that quarter due 4/30/2019

Barclays Bank plc For each day that each index closes at or above coupon barrier, 9% per year initially, stepping up to 11% in April 2019 and to 13% in April 2023; payable quarterly; Coupon barriers: 908.21 for Russell, 2,734.30 for Euro Stoxx; 72.5% of initial levels due 4/30/2025

Barclays Bank plc 0.00% due 5/3/2017

Barclays Bank plc 0.00% due 5/3/2017

Barclays Bank plc 0.00% due 5/31/2016

Barclays Bank plc 0.00% due 4/30/2020

Barclays Bank plc 0.00% due 11/1/2018

Barclays Bank plc 0.00% due 4/30/2020

Barclays Bank plc 12% per year, payable quarterly if stock closes at or above barrier level on quarterly observation date due 4/27/2017

Barclays Bank plc 12.75% due 10/29/2015

Barclays Bank plc 0.000% due 7/28/2016

Barclays Bank plc 8.30% due 4/27/2017

Barclays Bank plc 0.00% due 10/25/2016

Barclays Bank plc 5.3% per year, payable quarterly if each index closes at or above barrier level on valuation date for that quarter due 4/20/2017

Barclays Bank plc 0.00% due 5/4/2016

Barclays Bank plc 1.625% per quarter (equivalent to 6.5% per year) if index closes at or above barrier level on observation date for that quarter due 4/21/2021

Barclays Bank plc 2.125% for each quarter that stock closes at or above downside threshold level on observation date for that quarter due 4/20/2018

Barclays Bank plc 4.125% for each quarter that stock closes at or above downside threshold level on observation date for that quarter due 4/21/2016

Barclays Bank plc 1.5% initially; beginning April 22, 2017, Libor plus 55 bps, capped at 4%; payable quarterly due 4/22/2020

Barclays Bank plc 11.3%, payable quarterly if shares close at or above barrier price on observation date for that quarter due 5/4/2016

Barclays Bank plc 12%, payable monthly if shares close at or above barrier price on observation date for that month due 4/21/2016

Barclays Bank plc 12.00% due 10/22/2015

Barclays Bank plc Notes pay quarterly contingent coupon if each index closes at or above coupon barrier level on valuation date for that quarter; contingent interest rate is 9% per year for quarters one through 16, 11% per year for quarters 17 through 32 and 13% per year for quarters 33 through 40; Coupon barrier levels: 891.03 for Russell 2000 and 2,626.20 for Euro Stoxx 50; 70% of initial levels due 4/23/2025

Barclays Bank plc 0.00% due 4/21/2017

Barclays Bank plc 7%, payable monthly if stock closes at or above trigger price on observation date for that month due 4/23/2020

Barclays Bank plc 8%, payable monthly if stock closes at or above trigger price on observation date for that month due 4/23/2020

Barclays Bank plc 8%, payable monthly if stock closes at or above trigger price on observation date for that month due 4/23/2020

Barclays Bank plc 0.00% due 8/19/2016

Barclays Bank plc 0.00% due 10/20/2016

Barclays Bank plc 12.2% per year, payable quarterly if closing price of HollyFrontier shares is greater than or equal to barrier price on valuation date for that quarter due 4/20/2017

Barclays Bank plc 0.00% due 10/20/2016

Barclays Bank plc 8.00% due 5/13/2016

Barclays Bank plc 0.00% due 4/29/2016

Barclays Bank plc 0.00% due 4/18/2019

Barclays Bank plc 12% per year, payable quarterly if stock closes at or above barrier level on quarterly observation date due 4/20/2017

Barclays Bank plc 0.00% due 4/20/2017

Barclays Bank plc Arithmetic average of the stock performances, payable annually, with a return cap of 9.6%, a return floor of negative 10% and minimum coupon of 0% due 4/13/2022

Barclays Bank plc 0.00% due 10/18/2018

Barclays Bank plc 12% annualized, payable monthly if stock closes at or above barrier level on review date for that month due 4/14/2016

Barclays Bank plc 9.35% annualized, payable monthly if stock closes at or above barrier level on review date for that month due 4/13/2018

Barclays Bank plc 15%, payable quarterly if shares close at or above barrier price on observation date for that quarter due 4/22/2016

Barclays Bank plc 0.00% due 4/6/2017

Barclays Bank plc 0.00% due 10/6/2016

Barclays Bank plc 0.00% due 4/6/2017

Barclays Bank plc 0.00% due 4/6/2017

Barclays Bank plc 9.65% per year, payable quarterly if Celgene shares close at or above downside threshold level on determination date for that quarter due 4/5/2018

Barclays Bank plc 0.00% due 4/11/2018

Barclays Bank plc 7% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 4/6/2018

Barclays Bank plc 7% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 4/6/2018

Barclays Bank plc 7% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 4/6/2018

Barclays Bank plc Each quarter, notes pay coupon at rate of 7.25% per year if knock-in event does not occur during observation period for that quarter; otherwise, coupon for that interest period and each subsequent interest period will be 1% per year due 1/9/2017

Barclays Bank plc 0.00% due 8/5/2016

Barclays Bank plc 0.00% due 4/6/2018

Barclays Bank plc 0.00% due 4/6/2018

Barclays Bank plc 0.00% due 2/27/2017

Barclays Bank plc 0.00% due 4/6/2017

Barclays Bank plc 0.00% due 10/5/2016

Barclays Bank plc 6% if year-over-year index return is positive or zero, otherwise 2%; payable annually due 3/31/2021

Barclays Bank plc 0.00% due 9/29/2017

Barclays Bank plc 0.00% due 7/7/2016

Barclays Bank plc 0.00% due 4/13/2016

Barclays Bank plc 0.00% due 4/13/2016

Barclays Bank plc 0.00% due 4/13/2016

Barclays Bank plc 14% annualized for each quarter that stock closes at or above downside threshold level on observation date for that quarter due 3/31/2016

Barclays Bank plc 12.8%, payable quarterly if shares close at or above barrier price on observation date for that quarter due 4/13/2016

Barclays Bank plc 0.00% due 3/31/2020

Barclays Bank plc 0.00% due 3/31/2020

Barclays Bank plc 0.00% due 3/29/2018

Barclays Bank plc 0.00% due 3/31/2020

Barclays Bank plc 0.00% due 3/31/2020

Barclays Bank plc 9.25% per year, payable quarterly if each index closes at or above barrier level on valuation date for that quarter due 9/29/2016

Barclays Bank plc 0.00% due 3/31/2017

Barclays Bank plc 0.00% due 3/31/2017

Barclays Bank plc 0.00% due 3/31/2017

Barclays Bank plc 8.2% annualized for each quarter that each index closes at or above coupon barrier level on quarterly observation date due 3/31/2025

Barclays Bank plc 1.75% for each quarter that each index closes at or above coupon barrier level on quarterly observation date due 3/31/2025

Barclays Bank plc 0.00% due 4/29/2016

Barclays Bank plc 9% for first year; after that, contingent coupon each quarter if each index closes at or above its coupon barrier level, 75% of its initial level, on observation date for that quarter; contingent coupon rate will be 9% per year for the first 12 contingent coupon observation dates, 11% per year for contingent coupon observation dates 13 through 28 and 13% per year for contingent coupon observation dates 29 through 36 due 3/31/2025

Barclays Bank plc 0.00% due 1/2/2018

Barclays Bank plc 0.00% due 3/29/2018

Barclays Bank plc 0.00% due 3/31/2020

Barclays Bank plc 0.00% due 5/27/2016

Barclays Bank plc 17.20% due 9/30/2015

Barclays Bank plc 7% per year, payable quarterly if each component closes at or above barrier level on valuation date for that quarter due 3/29/2018

Barclays Bank plc 0.000% due 8/14/2036

Barclays Bank plc 0.00% due 9/29/2016

Barclays Bank plc 0.00% due 9/29/2016

Barclays Bank plc 7.2% per year, payable quarterly if stock closes at or above barrier level on quarterly observation date due 3/23/2017

Barclays Bank plc 0.00% due 8/18/2016

Barclays Bank plc Each quarter, notes pay contingent coupon at rate of 6.5% per year if index return is greater than or equal to negative 30% on coupon determination date for that quarter due 3/26/2021

Barclays Bank plc 8% per year, payable quarterly if Ally Financial shares close at or above downside threshold level on determination date for that quarter due 3/23/2018

Barclays Bank plc 11.5% per year, payable quarterly if Applied Materials shares close at or above downside threshold level on determination date for that quarter due 3/23/2018

Barclays Bank plc 8.55% per year, payable quarterly if Facebook shares close at or above downside threshold level on determination date for that quarter due 3/23/2018

Barclays Bank plc 10.55% per year, payable quarterly if United Rentals shares close at or above downside threshold level on determination date for that quarter due 3/24/2016

Barclays Bank plc 7.85%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 9/26/2016

Barclays Bank plc 8.85%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 9/26/2016

Barclays Bank plc 10.15%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 9/26/2016

Barclays Bank plc based on the distributions made by the index constituents; may be zero due 3/18/2043

Barclays Bank plc 14.50% due 3/23/2016

Barclays Bank plc 0.000% due 1/30/2019

Barclays Bank plc 0.00% due 5/17/2017

Barclays Bank plc 0.00% due 9/16/2016

Barclays Bank plc 10.65% per year, payable quarterly if United Rentals shares close at or above downside threshold level on determination date for that quarter due 3/17/2016

Barclays Bank plc 0.00% due 10/18/2016

Barclays Bank plc 11.2%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter due 3/30/2016

Barclays Bank plc 11.15%, payable quarterly if shares close at or above barrier price on observation date for that quarter due 3/30/2016

Barclays Bank plc 8.35% annualized for each quarter that each index closes at or above coupon barrier level on quarterly observation date due 3/19/2025

Barclays Bank plc 7.25% annualized for each quarter that each index closes at or above coupon barrier level on quarterly observation date due 3/19/2025

Barclays Bank plc 7%, payable monthly if stock closes at or above trigger price on observation date for that month due 3/19/2020

Barclays Bank plc 7%, payable monthly if stock closes at or above trigger price on observation date for that month due 3/19/2020

Barclays Bank plc 7%, payable monthly if stock closes at or above trigger price on observation date for that month due 3/19/2020

Barclays Bank plc 7%, payable monthly if stock closes at or above trigger price on observation date for that month due 3/19/2020

Barclays Bank plc 9.15% per year, payable quarterly if each index closes at or above barrier level on valuation date for that quarter due 3/15/2018

Barclays Bank plc 0.00% due 3/20/2017

Barclays Bank plc 8.5% per year, payable quarterly if each index closes at or above barrier level on valuation date for that quarter due 3/14/2017

Barclays Bank plc 0.00% due 4/14/2016

Barclays Bank plc 8.45% per year, payable quarterly if Hewlett-Packard shares close at or above downside threshold level on determination date for that quarter due 3/11/2016

Barclays Bank plc 0.00% due 1/11/2017

Barclays Bank plc 11.35% per year, payable quarterly if Applied Materials shares close at or above barrier level on determination date for that quarter due 3/9/2018

Barclays Bank plc 14.35% per year, payable quarterly if Tesoro shares close at or above barrier level on determination date for that quarter due 3/10/2016

Barclays Bank plc 9.25%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 3/30/2016

Barclays Bank plc 14.7%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 3/30/2016

Barclays Bank plc 15.20% due 9/11/2015

Barclays Bank plc 11.50% due 9/10/2015

Barclays Bank plc 0.00% due 3/9/2017

Barclays Bank plc 0.00% due 3/8/2019

Barclays Bank plc 0.00% due 11/7/2016

Barclays Bank plc 0.00% due 11/7/2016

Barclays Bank plc 12% per year, payable quarterly if Valero shares close at or above downside threshold level on determination date for that quarter due 3/2/2018

Barclays Bank plc 0.00% due 9/1/2016

Barclays Bank plc 6% if year-over-year index return is positive or zero, otherwise 2%; payable annually due 2/26/2021

Barclays Bank plc 0.00% due 8/28/2017

Barclays Bank plc 0.00% due 8/30/2016

Barclays Bank plc 6.65% per year payable quarterly if each index closes at or above barrier level on observation date for that quarter; Coupon barrier levels: 1,479.70 for S&P, 864.571 for Russell; 70% of initial levels due 2/28/2025

Barclays Bank plc 0.00% due 2/27/2020

Barclays Bank plc 0.00% due 2/27/2017

Barclays Bank plc 10% per year, payable quarterly if each index closes at or above coupon barrier level on valuation date for that quarter; Coupon barrier levels: 925.49 for Russell, 2,660.33 for Euro Stoxx; 75% of initial levels due 2/27/2025

Barclays Bank plc 5.75% per year, payable quarterly if each index closes at or above coupon barrier level on valuation date for that quarter; Barrier levels: 1,269.29 for S&P 500 and 740.39 for Russell; 60% of initial levels due 2/28/2019

Barclays Bank plc 7% per year, payable quarterly if each index closes at or above coupon barrier level on valuation date for that quarter; Coupon barrier/trigger levels: 1,269.29 for S&P 500 and 740.39 for Russell; 60% of initial levels due 2/28/2020

Barclays Bank plc 0.00% due 8/30/2017

Barclays Bank plc 7.25% annualized for each quarter that each index closes at or above coupon barrier level on quarterly observation date due 2/27/2020

Barclays Bank plc 9.00% due 5/27/2015

Barclays Bank plc 10.30% due 8/27/2015

Barclays Bank plc Equal to the applicable rate, payable quarterly if each index closes at or above coupon barrier level on valuation date for that quarter; applicable rate is 9% for first 16 quarterly observation dates, 11% for observation dates 17 through 32 and 13% for observation dates 33 through 40; Coupon barrier levels: 863.79 for Russell, 2,482.97 for Euro Stoxx; 70% of initial levels due 2/27/2025

Barclays Bank plc 3% for first five years, stepping up to 3.25% beginning on Feb. 27, 2020, to 4% on Feb. 27, 2025, to 5% on Feb. 27, 2028, to 6% on Feb. 27, 2031 and to 8% on Feb. 27, 2033; payable semiannually due 2/27/2035

Barclays Bank plc 0.00% due 2/28/2019

Barclays Bank plc 0.00% due 2/28/2020

Barclays Bank plc 13% per year payable quarterly if ETF closes at or above barrier price on valuation date for that quarter due 2/28/2017

Barclays Bank plc 0.00% due 3/3/2016

Barclays Bank plc 7.15% due 2/25/2016

Barclays Bank plc 8.25% due 2/25/2016

Barclays Bank plc 7.50% due 2/25/2016

Barclays Bank plc 7.50% due 2/25/2016

Barclays Bank plc 7.1% per year, payable quarterly, if stock closes at or above barrier level on quarterly observation date due 2/24/2017

Barclays Bank plc 0.00% due 2/25/2022

Barclays Bank plc 0.00% due 8/24/2016

Barclays Bank plc 10.9% annualized for each quarter that each component closes at or above barrier level on quarterly observation date due 2/21/2020

Barclays Bank plc 0.00% due 2/21/2020

Barclays Bank plc 10% per year, payable quarterly, if stock closes at or above barrier level on quarterly observation date; Barrier/knock-in level: $60.80, 70% of initial price due 2/23/2017

Barclays Bank plc 0.00% due 11/3/2016

Barclays Bank plc 11.25% per year, payable quarterly if each component closes at or above barrier level on valuation date for that quarter due 2/16/2018

Barclays Bank plc 0.00% due 8/18/2016

Barclays Bank plc 0.00% due 8/18/2016

Barclays Bank plc 3.3375% per quarter, payable if stock closes at or above its downside threshold level on observation date for that quarter due 2/19/2016

Barclays Bank plc 0.00% due 2/16/2018

Barclays Bank plc 10%, payable quarterly if stock closes at or above barrier price on observation date for that quarter due 8/19/2016

Barclays Bank plc 9.25%, payable quarterly if stock closes at or above barrier price on observation date for that quarter due 8/19/2016

Barclays Bank plc 12%, payable quarterly if stock closes at or above barrier price on observation date for that quarter due 8/19/2016

Barclays Bank plc 12%, payable quarterly if stock closes at or above barrier price on observation date for that quarter due 8/19/2016

Barclays Bank plc 1.5% initially, stepping up to 2% on Feb. 18, 2017 and to 4% on Feb. 18, 2029, payable semiannually due 2/18/2020

Barclays Bank plc 0.00% due 8/17/2016

Barclays Bank plc 8.00% due 8/16/2016

Barclays Bank plc 15%, payable monthly if ADSs close at or above barrier price on observation date for that month due 2/17/2016

Barclays Bank plc 0.00% due 3/15/2016

Barclays Bank plc 10.50% due 8/12/2016

Barclays Bank plc 7.35% due 2/11/2016

Barclays Bank plc 7.10% due 2/11/2016

Barclays Bank plc 6.25% due 2/11/2016

Barclays Bank plc 6.35% due 2/11/2016

Barclays Bank plc 9.75% per year, payable quarterly if closing price of Facebook shares is greater than or equal to barrier price on valuation date for that quarter due 2/9/2017

Barclays Bank plc 8.00% due 2/9/2017

Barclays Bank plc 0.00% due 10/12/2016

Barclays Bank plc 0.00% due 2/24/2016

Barclays Bank plc 5.00% due 12/28/2015

Barclays Bank plc 8.15% due 2/12/2016

Barclays Bank plc 9.00% due 2/10/2016

Barclays Bank plc 0.00% due 2/8/2018

Barclays Bank plc 11% per year, payable quarterly if closing price of Under Armour shares is greater than or equal to barrier price on valuation date for that quarter due 2/8/2017

Barclays Bank plc 0.00% due 8/7/2017

Barclays Bank plc 0.00% due 12/7/2016

Barclays Bank plc 0.00% due 2/2/2018

Barclays Bank plc 0.00% due 2/6/2017

Barclays Bank plc 0.00% due 2/18/2016

Barclays Bank plc 2.75% per quarter, payable if stock closes at or above its downside threshold level on observation date for that quarter due 2/2/2018

Barclays Bank plc 2.1125% per quarter, payable if stock closes at or above its downside threshold level on observation date for that quarter due 2/2/2018

Barclays Bank plc 0.00% due 8/3/2022

Barclays Bank plc 0.00% due 5/4/2016

Barclays Bank plc 0.00% due 2/2/2018

Barclays Bank plc 0.00% due 1/27/2017

Barclays Bank plc 0.00% due 3/28/2016

Barclays Bank plc 0.00% due 1/27/2017

Barclays Bank plc 0.00% due 1/27/2017

Barclays Bank plc 0.00% due 1/31/2020

Barclays Bank plc 0.00% due 2/2/2017

Barclays Bank plc 0.00% due 1/31/2019

Barclays Bank plc 0.00% due 1/31/2019

Barclays Bank plc 6%, payable monthly if stock closes at or above barrier price on observation date for that month due 1/31/2020

Barclays Bank plc 7%, payable monthly if stock closes at or above barrier price on observation date for that month due 1/31/2020

Barclays Bank plc 7%, payable monthly if stock closes at or above barrier price on observation date for that month due 1/31/2020

Barclays Bank plc 9.00% due 7/29/2016

Barclays Bank plc 0.00% due 1/31/2018

Barclays Bank plc 0.00% due 1/30/2020

Barclays Bank plc 0.00% due 1/30/2020

Barclays Bank plc 6% times proportion of days on which index closes at or above coupon barrier level; payable monthly; Barrier level: 1,623.64, 80% of initial level due 7/29/2022

Barclays Bank plc 6.2% per year, payable quarterly if each index closes at or above barrier level on valuation date for that quarter due 1/29/2021

Barclays Bank plc 3% initially, stepping up to 3.25% on Jan. 30, 2023, to 4% on Jan. 30, 2025 to 5% on Jan. 30, 2027 and to 6% on Jan. 30, 2029 due 1/30/2030

Barclays Bank plc 0.00% due 1/31/2022

Barclays Bank plc 10.25% per year, payable quarterly if each index closes at or above barrier level on valuation date for that quarter due 1/30/2025

Barclays Bank plc 7% per year, payable quarterly if each index closes at or above barrier level on valuation date for that quarter; Barrier levels: 772.8 for Russell, 2,198.66 for Stoxx; 65% of initial levels due 1/26/2017

Barclays Bank plc 0.00% due 10/6/2016

Barclays Bank plc 0.00% due 4/5/2016

Barclays Bank plc 0.00% due 2/6/2017

Barclays Bank plc 3.3125% per quarter, payable if stock closes at or above its 80% barrier level on observation date for that quarter due 1/26/2018

Barclays Bank plc 0.00% due 2/10/2016

Barclays Bank plc 8% annualized for each quarter that each index closes at or above coupon barrier level on quarterly observation date due 1/28/2020

Barclays Bank plc 0.00% due 7/26/2017

Barclays Bank plc 0.00% due 1/25/2018

Barclays Bank plc 8.65% due 7/25/2016

Barclays Bank plc 8.20% due 1/22/2016

Barclays Bank plc 7.75% due 1/22/2016

Barclays Bank plc 8.8% per year, payable quarterly if Whole Foods shares close at or above downside threshold level on determination date for that quarter due 1/19/2018

Barclays Bank plc 0.00% due 4/21/2016

Barclays Bank plc 0.00% due 1/20/2017

Barclays Bank plc 15%, payable monthly if stock closes at or above trigger price on observation date for that month due 1/21/2016

Barclays Bank plc 0.00% due 3/29/2016

Barclays Bank plc 0.00% due 1/27/2017

Barclays Bank plc 0.00% due 1/27/2017

Barclays Bank plc 0.00% due 1/27/2017

Barclays Bank plc 8.00% due 10/28/2015

Barclays Bank plc 10.60% due 1/19/2016

Barclays Bank plc 10% per year, payable quarterly if Yahoo! shares close at or above downside threshold level on determination date for that quarter due 1/12/2018

Barclays Bank plc 0.00% due 4/12/2016

Barclays Bank plc 6.24% due 12/28/2015

Barclays Bank plc 0.00% due 12/14/2016

Barclays Bank plc 0.00% due 1/10/2018

Barclays Bank plc 0.00% due 2/8/2016

Barclays Bank plc 0.00% due 10/6/2016

Barclays Bank plc 10.15% due 6/30/2016

Barclays Bank plc 16.45% due 6/30/2015

Barclays Bank plc 0.00% due 12/31/2019

Barclays Bank plc 0.00% due 12/31/2019

Barclays Bank plc 0.00% due 12/31/2019

Barclays Bank plc 0.00% due 12/31/2019

Barclays Bank plc 3.6625% per quarter if Celgene shares close at or above barrier level on determination date for that quarter; Barrier level: $85.01, 75% of initial level due 12/29/2017

Barclays Bank plc 3.00% due 7/1/2019

Barclays Bank plc 0.00% due 12/31/2019

Barclays Bank plc 0.00% due 6/29/2016

Barclays Bank plc 5.75% due 6/29/2016

Barclays Bank plc 6.75% times proportion of days on which index closes at or above coupon barrier level; payable monthly; Coupon barrier level: 965.43, 80% of initial level due 6/29/2022

Barclays Bank plc 0.00% due 2/26/2016

Barclays Bank plc 0.00% due 12/27/2019

Barclays Bank plc 0.00% due 12/29/2016

Barclays Bank plc 0.00% due 12/29/2016

Barclays Bank plc 0.00% due 12/29/2016

Barclays Bank plc 11.78% per year, payable quarterly if closing price of Halliburton shares is greater than or equal to barrier price on valuation date for that quarter due 12/29/2016

Barclays Bank plc 13% per year, payable quarterly if closing price of Tesoro shares is greater than or equal to barrier price on valuation date for that quarter due 12/29/2016

Barclays Bank plc 2% initally, stepping up to 2.5% on Dec. 29, 2017, to 3% on Dec. 29, 2018, to 4% on Dec. 29, 2019, to 5% on Dec. 29, 2020 and to 6% on Dec. 29, 2021 due 12/29/2022

Barclays Bank plc 10.60% due 6/26/2015

Barclays Bank plc 7.50% due 1/15/2016

Barclays Bank plc 0.00% due 12/28/2017

Barclays Bank plc 5.75% due 12/28/2017

Barclays Bank plc 0.00% due 2/26/2016

Barclays Bank plc 0.00% due 12/22/2017

Barclays Bank plc 10% per year, payable quarterly if each index closes at or above barrier level on valuation date for that quarter due 12/24/2024

Barclays Bank plc 0.00% due 4/25/2016

Barclays Bank plc 13.85%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 1/6/2016

Barclays Bank plc 14.4%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 1/6/2016

Barclays Bank plc 0.00% due 6/22/2018

Barclays Bank plc 8.75%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 6/24/2016

Barclays Bank plc 6.5%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 6/24/2016

Barclays Bank plc 0.00% due 12/22/2016

Barclays Bank plc 7.55% per year, payable quarterly if stock closes at or above barrier level on quarterly observation date; Barrier/knock-in level: $25.37, 70% of initial price due 12/22/2016

Barclays Bank plc 0.00% due 8/11/2016

Barclays Bank plc 10.00% due 6/22/2015

Barclays Bank plc 10.00% due 6/22/2015

Barclays Bank plc 8.35% annualized for each quarter that each index closes at or above coupon barrier level on quarterly observation date due 12/18/2024

Barclays Bank plc 8.3% per year, payable quarterly if each index closes at or above barrier level on valuation date for that quarter due 12/16/2024

Barclays Bank plc 7.00% due 12/28/2015

Barclays Bank plc 11.00% due 12/28/2015

Barclays Bank plc 0.00% due 6/14/2018

Barclays Bank plc 0.00% due 6/14/2018

Barclays Bank plc 0.00% due 6/14/2016

Barclays Bank plc 10.5% per year, payable quarterly if each underlying asset closes at or above its barrier level on any quarterly observation date due 12/12/2019

Barclays Bank plc 0.00% due 12/13/2016

Barclays Bank plc 6.75% due 12/11/2015

Barclays Bank plc 8.60% due 12/11/2015

Barclays Bank plc 7.60% due 12/11/2015

Barclays Bank plc 7.15% due 12/11/2015

Barclays Bank plc 7.35% due 12/11/2015

Barclays Bank plc 0.00% due 4/5/2016

Barclays Bank plc 4.5% per quarter if 3D Systems shares close at or above barrier level on determination date for that quarter due 12/8/2017

Barclays Bank plc 0.00% due 12/7/2017

Barclays Bank plc 0.00% due 12/7/2017

Barclays Bank plc 15.25% due 6/8/2015

Barclays Bank plc 0.00% due 12/6/2021

Barclays Bank plc 10% per year, payable quarterly if stock closes at or above barrier level on quarterly observation date due 12/1/2016

Barclays Bank plc 0.00% due 11/30/2021

Barclays Bank plc 0.00% due 11/30/2016

Barclays Bank plc 0.00% due 1/22/2016

Barclays Bank plc 0.00% due 1/29/2016

Barclays Bank plc 0.00% due 1/29/2016

Barclays Bank plc 18.10% due 5/29/2015

Barclays Bank plc 0.00% due 11/29/2019

Barclays Bank plc 0.00% due 12/11/2015

Barclays Bank plc 0.00% due 12/11/2015

Barclays Bank plc 0.00% due 11/29/2019

Barclays Bank plc 0.00% due 11/29/2019

Barclays Bank plc 0.00% due 11/29/2019

Barclays Bank plc 9%, payable monthly if stock closes at or above barrier price on observation date for that month due 11/29/2019

Barclays Bank plc 8%, payable monthly if stock closes at or above barrier price on observation date for that month due 11/29/2019

Barclays Bank plc 10.5% per year multiplied by proportion of days on which Twitter shares close at or above barrier price; payable monthly; Barrier price: $24.11, 60% of initial price due 11/29/2017

Barclays Bank plc 0.00% due 11/29/2019

Barclays Bank plc 8% per year, payable quarterly if each index closes at or above barrier level on valuation date for that quarter due 11/29/2017

Barclays Bank plc 9% per year, payable quarterly if each index closes at or above barrier level on valuation date for that quarter due 11/30/2016

Barclays Bank plc 0.00% due 11/30/2016

Barclays Bank plc 10% for first year; after that, four times spread of 30-year CMS rate over two-year CMS rate, capped at 10% with floor of 0%; payable quarterly due 11/28/2029

Barclays Bank plc 0.00% due 11/29/2019

Barclays Bank plc 0.00% due 11/29/2019

Barclays Bank plc 0.00% due 11/27/2017

Barclays Bank plc 4.25% per quarter if Genworth shares close at or above barrier level on determination date for that quarter due 11/27/2015

Barclays Bank plc 4.9375% per quarter if Pandora Media shares close at or above barrier level on determination date for that quarter due 11/27/2017

Barclays Bank plc 3.75% per quarter if Weatherford shares close at or above barrier level on determination date for that quarter due 11/27/2015

Barclays Bank plc 11.06% per year, payable quarterly if Halliburton shares close at or above barrier price on observation date for that quarter due 12/9/2015

Barclays Bank plc 12.50% due 2/25/2015

Barclays Bank plc 14% per year, payable quarterly if fund closes at or above barrier price on valuation date for that quarter due 11/25/2016

Barclays Bank plc 9% per year multiplied by proportion of days on which Tesla shares close at or above barrier price; payable monthly due 11/22/2017

Barclays Bank plc 5.15% due 5/26/2015

Barclays Bank plc 0.00% due 11/17/2016

Barclays Bank plc 2.8125% per quarter if Alcoa shares close at or above downside threshold level on determination date for that quarter due 11/5/2015

Barclays Bank plc 0.00% due 11/17/2017

Barclays Bank plc 0.00% due 11/17/2016

Barclays Bank plc 20.00% due 2/19/2015

Barclays Bank plc 7% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 11/20/2019

Barclays Bank plc 8% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 11/20/2019

Barclays Bank plc 13% per year, payable quarterly if fund closes at or above barrier price on valuation date for that quarter due 11/17/2016

Barclays Bank plc If each stock closes at or above barrier price on quarterly observation date, contingent coupon will be paid for that quarter at annual rate of 12.5% due 5/17/2016

Barclays Bank plc 0.00% due 11/16/2016

Barclays Bank plc 2.5% per quarter, payable if Baidu shares close at or above downside threshold level on determination date for that quarter due 11/13/2015

Barclays Bank plc 10.65% per year, payable quarterly if Dow Chemical shares close at or above downside threshold level on determination date for that quarter due 11/10/2017

Barclays Bank plc Contingent quarterly coupon of 16.35% per year if Valeant shares close at or above the trigger price on the observation date for that quarter; otherwise, no coupon will be paid for that quarter due 11/25/2015

Barclays Bank plc 0.00% due 11/14/2019

Barclays Bank plc 0.00% due 11/14/2019

Barclays Bank plc 0.00% due 11/9/2017

Barclays Bank plc 8.00% due 11/9/2015

Barclays Bank plc 16% per year, payable quarterly if Tesla shares close at or above downside threshold level on determination date for that quarter due 11/5/2015

Barclays Bank plc 0.00% due 11/3/2017

Barclays Bank plc 0.00% due 10/31/2017

Barclays Bank plc 5.84% due 11/3/2015

Barclays Bank plc 0.00% due 10/31/2019

Barclays Bank plc 14.80% due 2/2/2015

Barclays Bank plc 0.00% due 10/31/2019

Barclays Bank plc 0.00% due 10/31/2019

Barclays Bank plc 10% for first year; then 4 times spread of 30-year CMS rate over two-year CMS rate minus 25 bps, capped at 10%, floor of zero; payable quarterly due 10/30/2034

Barclays Bank plc 3% initially, steps up to 4% on Oct. 30, 2019, to 5% on Oct. 30, 2021, to 6% on Oct. 30, 2026 and to 7% on Oct. 30, 2028; payable semiannually due 10/30/2029

Barclays Bank plc 16.50% due 5/4/2015

Barclays Bank plc 0.00% due 7/13/2016

Barclays Bank plc 9.5% per year, payable quarterly if CBS shares close at or above downside threshold level on determination date for that quarter due 10/27/2017

Barclays Bank plc 19% per year, payable quarterly if Tesla shares close at or above downside threshold level on determination date for that quarter due 10/29/2015

Barclays Bank plc 0.00% due 11/10/2015

Barclays Bank plc 7% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 10/29/2024

Barclays Bank plc 2% up to but excluding April 28, 2018, then 4%; payable semiannually due 10/28/2019

Barclays Bank plc 5.8% per year, payable quarterly if each ETF closes at or above barrier level on valuation date for that quarter due 10/27/2016

Barclays Bank plc 8.00% due 10/28/2015

Barclays Bank plc 20.000% due 4/21/2015

Barclays Bank plc 12% per year, payable quarterly if Alexion shares close at or above downside threshold level on determination date for that quarter due 10/22/2015

Barclays Bank plc 7.3% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 10/23/2024

Barclays Bank plc 12.50% due 10/30/2015

Barclays Bank plc 9% per year, payable quarterly if each underlying component closes at or above barrier level on valuation date for that quarter due 10/18/2018

Barclays Bank plc 8.10% due 4/15/2016

Barclays Bank plc 8.75% per year, payable quarterly if Actavis shares close at or above downside threshold level on determination date for that quarter due 10/13/2017

Barclays Bank plc 13.25% per year, payable quarterly if Gilead shares close at or above downside threshold level on determination date for that quarter due 10/13/2017

Barclays Bank plc 11% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 4/15/2016

Barclays Bank plc 11% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 4/15/2016

Barclays Bank plc 11.5% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 4/15/2016

Barclays Bank plc 0.00% due 12/23/2015

Barclays Bank plc 8.5% per year, payable quarterly, if stock closes at or above barrier level on quarterly observation date due 10/13/2016

Barclays Bank plc 12% for first year; beginning Oct. 10, 2015, four times spread of 30-year CMS rate over two-year CMS rate, capped at 12% with floor of 0%; payable quarterly due 10/10/2029

Barclays Bank plc 0.00% due 10/12/2017

Barclays Bank plc 0.00% due 1/11/2016

Barclays Bank plc 8.75% per year, payable quarterly if MetLife shares close at or above downside threshold level on determination date for that quarter due 10/6/2017

Barclays Bank plc 9.45% per year, payable quarterly if Yahoo! shares close at or above downside threshold level on determination date for that quarter due 10/6/2017

Barclays Bank plc 10.9% per year, payable quarterly if Bristol-Myers Squibb shares close at or above barrier price on observation date for that quarter due 10/21/2015

Barclays Bank plc 12% per year, payable monthly if DreamWorks shares close at or above barrier price on observation date for that month due 10/7/2015

Barclays Bank plc 0.00% due 10/6/2016

Barclays Bank plc 0.00% due 10/4/2016

Barclays Bank plc 0.00% due 9/29/2017

Barclays Bank plc 0.00% due 9/30/2019

Barclays Bank plc 9% per year, payable quarterly if Alcoa shares close at or above downside threshold level on determination date for that quarter due 9/29/2017

Barclays Bank plc 0.00% due 12/21/2015

Barclays Bank plc 0.00% due 9/30/2019

Barclays Bank plc 0.00% due 9/30/2019

Barclays Bank plc 0.00% due 9/30/2019

Barclays Bank plc 0.00% due 9/29/2017

Barclays Bank plc 0.00% due 9/30/2016

Barclays Bank plc 0.00% due 11/27/2015

Barclays Bank plc 0.00% due 9/30/2019

Barclays Bank plc 0.00% due 9/30/2019

Barclays Bank plc 0.00% due 9/30/2019

Barclays Bank plc 12.4% per year, payable quarterly, if stock closes at or above barrier level on quarterly observation date due 9/29/2016

Barclays Bank plc 0.00% due 10/1/2015

Barclays Bank plc 0.00% due 9/30/2016

Barclays Bank plc 0.00% due 3/29/2018

Barclays Bank plc 0.00% due 9/29/2017

Barclays Bank plc 0.00% due 9/30/2019

Barclays Bank plc 8.75% due 3/30/2016

Barclays Bank plc 20.00% due 3/27/2015

Barclays Bank plc 0.00% due 3/24/2016

Barclays Bank plc 1.75% per quarter (equivalent to 7% per year) if ConocoPhillips shares close at or above barrier price on observation date for that quarter due 3/28/2017

Barclays Bank plc 0.00% due 9/28/2016

Barclays Bank plc 0.00% due 9/27/2016

Barclays Bank plc 0.00% due 9/26/2019

Barclays Bank plc 9.55% per year, payable quarterly if Genworth shares close at or above downside threshold level on determination date for that quarter due 9/25/2017

Barclays Bank plc 16.55% per year, payable quarterly if United Continental shares close at or above downside threshold level on determination date for that quarter due 9/25/2017

Barclays Bank plc 0.00% due 9/22/2017

Barclays Bank plc 7% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 9/25/2019

Barclays Bank plc 7% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 9/25/2019

Barclays Bank plc 8% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 9/25/2019

Barclays Bank plc 3% for first seven years, stepping up to 5% on Sept. 23, 2021, to 7% on Sept. 23, 2022 and to 8% on Sept. 23, 2023; payable semiannually due 9/23/2024

Barclays Bank plc 0.00% due 1/9/2017

Barclays Bank plc 0.00% due 1/9/2017

Barclays Bank plc 0.00% due 9/29/2015

Barclays Bank plc 7.00% due 9/21/2015

Barclays Bank plc 0.00% due 3/18/2016

Barclays Bank plc 7.05% due 9/17/2015

Barclays Bank plc 9.30% due 9/17/2015

Barclays Bank plc 9.85% due 9/17/2015

Barclays Bank plc 8.61% due 9/17/2015

Barclays Bank plc 0.00% due 9/15/2017

Barclays Bank plc 0.00% due 9/28/2015

Barclays Bank plc 0.00% due 9/17/2024

Barclays Bank plc 9% for first year; after that, 9 times reference rate, subject to a cap of 9% and a floor of 0%; reference rate is spread of 30-year CMS rate over five-year CMS rate minus 25 bps; payable quarterly due 9/29/2034

Barclays Bank plc 12.00% due 9/16/2015

Barclays Bank plc 0.00% due 9/14/2017

Barclays Bank plc 10% per year, payable quarterly if Pioneer shares close at or above barrier price on observation date for that quarter; otherwise, no coupon will be paid for that quarter due 9/25/2015

Barclays Bank plc Libor plus 100 bps initially, stepping up to Libor plus 200 bps on March 24, 2018, capped at 3% until March 24, 2018 and at 4% after that; payable monthly due 3/24/2020

Barclays Bank plc 14% per year, payable monthly, if stock closes at or above barrier level on monthly observation date due 9/11/2015

Barclays Bank plc 0.00% due 9/9/2016

Barclays Bank plc 0.00% due 10/21/2016

Barclays Bank plc 6% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 9/11/2019

Barclays Bank plc 8% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 9/11/2019

Barclays Bank plc 6% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 9/11/2019

Barclays Bank plc 8% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 9/11/2019

Barclays Bank plc 4.50% due 3/12/2015

Barclays Bank plc 0.00% due 9/8/2017

Barclays Bank plc 5.55% due 12/8/2015

Barclays Bank plc 1.5% initially, stepping up to 3% on Sept. 26, 2017 and to 4% on Sept. 26, 2018; payable semiannually due 9/26/2019

Barclays Bank plc 0.00% due 3/7/2016

Barclays Bank plc 8% per year, payable quarterly if each underlying component closes at or above its barrier price on observation date for that quarter due 9/8/2017

Barclays Bank plc 0.00% due 9/1/2017

Barclays Bank plc 0.00% due 10/23/2015

Barclays Bank plc 7.25% per year, payable quarterly if each index closes at or above coupon barrier level on valuation date for that quarter; Coupon barrier levels: 1,198.04 for S&P, 699.57 for Russell, 1,898.66 for Euro Stoxx, 60% of initial levels due 9/3/2019

Barclays Bank plc 8.00% due 9/15/2015

Barclays Bank plc 7.40% due 8/31/2015

Barclays Bank plc 7.55% due 8/31/2015

Barclays Bank plc 9.00% due 8/31/2015

Barclays Bank plc 8.50% due 8/31/2015

Barclays Bank plc 7.00% due 8/31/2015

Barclays Bank plc 0.00% due 8/31/2017

Barclays Bank plc 8% per year, payable quarterly, if stock closes at or above barrier level on quarterly observation date due 9/1/2016

Barclays Bank plc 0.00% due 8/29/2019

Barclays Bank plc 0.00% due 8/29/2019

Barclays Bank plc 7.8% per year, payable quarterly if each component closes at or above barrier level on valuation date for that quarter due 8/31/2017

Barclays Bank plc 7.3% per year, payable quarterly if index closes above coupon barrier level on valuation date for that quarter due 8/29/2024

Barclays Bank plc 4% initially; beginning Sept. 24, 2015, 0.85 times 30-year CMS rate, subject to minimum interest rate of 2% and a maximum rate of 7% per year; payable quarterly due 9/24/2029

Barclays Bank plc 0.00% due 8/31/2020

Barclays Bank plc 0.000% due 12/15/2042

Barclays Bank plc 0.00% due 8/30/2019

Barclays Bank plc 0.00% due 8/30/2019

Barclays Bank plc 0.00% due 8/25/2017

Barclays Bank plc 8% per year, payable quarterly if each component closes at or above barrier level on valuation date for that quarter due 8/25/2017

Barclays Bank plc 0.00% due 8/25/2016

Barclays Bank plc 10.25% per year, payable quarterly if Valero shares close at or above downside threshold level on determination date for that quarter due 8/25/2017

Barclays Bank plc 10.5% per year, payable quarterly if Yahoo! shares close at or above downside threshold level on determination date for that quarter due 8/27/2015

Barclays Bank plc 10.6%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 9/10/2015

Barclays Bank plc 8.75% per year, payable quarterly if each stock closes at or above trigger price on observation date for that quarter due 8/25/2017

Barclays Bank plc 14.7%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 9/10/2015

Barclays Bank plc 5.00% due 8/25/2016

Barclays Bank plc 0.00% due 1/11/2016

Barclays Bank plc 0.00% due 2/25/2016

Barclays Bank plc 10.25% per year, payable quarterly if Terex shares close at or above downside threshold level on determination date for that quarter due 8/26/2015

Barclays Bank plc 7.05% due 8/21/2015

Barclays Bank plc 9.15% due 8/21/2015

Barclays Bank plc 7.50% due 8/21/2015

Barclays Bank plc 0.00% due 9/3/2015

Barclays Bank plc 11% per year, payable quarterly, if stock closes at or above barrier level on quarterly observation date due 8/18/2016

Barclays Bank plc 8.75% per year, payable quarterly if each index closes at or above barrier level on valuation date for that quarter due 8/18/2017

Barclays Bank plc 11.7% per year, payable quarterly if Terex shares close at or above downside threshold level on determination date for that quarter due 8/21/2015

Barclays Bank plc Half of sum of 10-year CMS rate plus 345 bps, payable semiannually, if each fund closes at or above barrier price on observation date for that semiannual period due 8/20/2019

Barclays Bank plc 11.1% per year, payable quarterly if YUM! stock closes at or above barrier level on quarterly observation date due 9/2/2015

Barclays Bank plc 0.00% due 8/18/2016

Barclays Bank plc 0.00% due 2/22/2016

Barclays Bank plc 8% per year, payable quarterly if each component closes at or above coupon barrier level on valuation date for that quarter due 8/17/2018

Barclays Bank plc 8.00% due 9/1/2015

Barclays Bank plc 8.00% due 2/18/2016

Barclays Bank plc 0.00% due 8/18/2021

Barclays Bank plc 1.00% due 8/17/2015

Barclays Bank plc 10.65% per year, payable quarterly if each index closes at or above barrier level on valuation date for that quarter due 8/13/2024

Barclays Bank plc 0.00% due 8/11/2016

Barclays Bank plc 9.3% per year, payable quarterly if each index closes at or above coupon barrier level on valuation date for that quarter due 8/9/2024

Barclays Bank plc 0.00% due 8/11/2017

Barclays Bank plc 0.00% due 8/10/2017

Barclays Bank plc 4.75% per year multiplied by proportion of days on which six-month Libor is 5% or less; payable quarterly due 8/28/2026

Barclays Bank plc 8% for one year; then (i) 4 times (ii) spread of 30-year CMS rate over five-year CMS rate minus 25 bps, capped at 8%, floor of zero; payable quarterly due 8/28/2029

Barclays Bank plc 2.125% for quarter if each stock closes at or above barrier level on determination date for that quarter due 8/4/2017

Barclays Bank plc 2.75% for quarter if Walgreen stock closes at or above barrier level on determination date for that quarter due 8/4/2017

Barclays Bank plc 0.00% due 8/19/2015

Barclays Bank plc 0.00% due 2/5/2018

Barclays Bank plc 0.00% due 8/3/2017

Barclays Bank plc 5.1% if year-over-year index return is positive or zero, otherwise 2.1%; payable annually due 7/31/2020

Barclays Bank plc 9.5% per year multiplied by proportion of days on which Tesla shares close at or above barrier price; payable monthly due 7/31/2017

Barclays Bank plc 12% per year, payable quarterly if stock closes at or above barrier level on observation date for that quarter due 8/14/2015

Barclays Bank plc 0.00% due 7/31/2019

Barclays Bank plc 0.00% due 7/31/2019

Barclays Bank plc 7% per year, payable quarterly if index closes at or above coupon barrier level on valuation date for that quarter; Coupon barrier level: 854.63, 75% of initial level due 7/31/2024

Barclays Bank plc 7%, payable quarterly if fund closes at or above its coupon barrier level on review date for that quarter; oupon barrier level: $20.24, 75% of initial price due 7/31/2019

Barclays Bank plc 0.000% due 12/15/2042

Barclays Bank plc 9.25% due 10/31/2014

Barclays Bank plc 0.00% due 2/1/2018

Barclays Bank plc 0.00% due 7/31/2019

Barclays Bank plc 0.00% due 7/30/2020

Barclays Bank plc 0.00% due 8/12/2015

Barclays Bank plc 0.00% due 8/12/2015

Barclays Bank plc 0.00% due 7/29/2021

Barclays Bank plc 10.55% per year, payable quarterly if CBS stock closes at or above barrier level on quarterly observation date due 8/12/2015

Barclays Bank plc 0.00% due 9/25/2015

Barclays Bank plc Libor plus 105 bps to Aug. 12, 2016, stepping up to Libor plus 200 bps after that, up to a maximum rate of 3%; payable quarterly due 8/12/2019

Barclays Bank plc 8.75% per year, payable quarterly if Kate Spade shares close at or above barrier price on valuation date for that quarter due 7/28/2016

Barclays Bank plc 10% for 18 months; then 4 times spread of 30-year CMS rate over two-year CMS rate minus 50 bps, capped at 10%, floor of zero; payable quarterly due 7/28/2034

Barclays Bank plc Each quarter, notes pay contingent coupon if each ETF closes at or above barrier price on observation date for that quarter; coupon rate is half of sum of 10-year CMS rate plus 310 bps due 7/26/2019

Barclays Bank plc 0.00% due 1/27/2016

Barclays Bank plc 0.00% due 1/27/2016

Barclays Bank plc 0.00% due 1/26/2017

Barclays Bank plc 0.00% due 12/21/2018

Barclays Bank plc 7.50% due 7/21/2016

Barclays Bank plc 16.5% annualized for quarter if Tesla stock closes at or above barrier level on determination date for that quarter due 7/23/2015

Barclays Bank plc 0.00% due 9/29/2015

Barclays Bank plc 7.1% for first year; beginning July 22, 2015, four times spread of 30-year CMS rate over two-year CMS rate, subject to floor of zero and maximum interest rate of 7.1%; payable quarterly due 7/22/2024

Barclays Bank plc 11.25% per year, payable quarterly if U.S. Steel shares close at or above barrier price on valuation date for that quarter due 7/21/2016

Barclays Bank plc 8% per year, payable quarterly if each component closes at or above barrier level on valuation date for that quarter due 7/20/2017

Barclays Bank plc 15.60% due 7/21/2015

Barclays Bank plc 0.00% due 7/21/2016

Barclays Bank plc 0.00% due 7/23/2021

Barclays Bank plc 0.00% due 7/24/2024

Barclays Bank plc 15% per year, payable quarterly if Aruba Networks shares close at or above barrier price on valuation date for that quarter due 7/17/2015

Barclays Bank plc 11% per year, payable quarterly if Terex shares close at or above barrier price on valuation date for that quarter due 1/20/2016

Barclays Bank plc 0.00% due 12/24/2015

Barclays Bank plc 0.00% due 2/11/2016

Barclays Bank plc 0.00% due 12/31/2015

Barclays Bank plc 8.05% annualized for quarter if Ford stock closes at or above barrier level on determination date for that quarter due 7/17/2017

Barclays Bank plc 0.00% due 1/21/2015

Barclays Bank plc 14.05% per year, payable quarterly if stock closes at or above barrier level on observation date for that quarter due 7/29/2015

Barclays Bank plc 0.00% due 7/15/2024

Barclays Bank plc 0.00% due 8/28/2015

Barclays Bank plc 0.00% due 7/22/2015

Barclays Bank plc 0.00% due 8/28/2015

Barclays Bank plc 0.00% due 8/28/2015

Barclays Bank plc 0.00% due 8/28/2015

Barclays Bank plc 0.00% due 6/24/2016

Barclays Bank plc 0.00% due 7/12/2017

Barclays Bank plc 8.4% per year, payable quarterly if Walgreen shares close at or above downside threshold level on determination date for that quarter due 7/7/2017

Barclays Bank plc 10% for first year; after that, 8 times spread of 30-year CMS rate over five-year CMS rate minus the strike of 25 basis points, subject to minimum of zero and maximum of 10% per year; payable quarterly due 7/31/2034

Barclays Bank plc 0.00% due 9/30/2016

Barclays Bank plc 0.00% due 7/8/2016

Barclays Bank plc 0.00% due 7/7/2016

Barclays Bank plc 3% per quarter if Wynn Resorts stock closes at or above downside threshold level on determination date for that quarter due 7/6/2017

Barclays Bank plc 0.00% due 6/1/2018

Barclays Bank plc 2.125% per quarter if Prudential stock closes at or above downside threshold level on determination date for that quarter due 6/30/2017

Barclays Bank plc 5% if year-over-year index return is positive or zero, otherwise 2.1%; payable annually due 6/30/2020

Barclays Bank plc 9.00% due 12/30/2015

Barclays Bank plc 13.75% per year, payable quarterly if Peabody shares close at or above barrier price on valuation date for that quarter due 6/30/2016

Barclays Bank plc 11.1% per year, payable quarterly if Terex shares close at or above barrier price on valuation date for that quarter due 6/30/2016

Barclays Bank plc 0.00% due 6/28/2019

Barclays Bank plc 0.00% due 6/27/2019

Barclays Bank plc 0.00% due 6/27/2019

Barclays Bank plc 2.4125% per quarter (equivalent to 9.65% per year) if Barrick Gold shares close at or above barrier price on observation date for that quarter due 6/30/2016

Barclays Bank plc 13.15% per year, payable quarterly if Under Armour shares close at or above barrier price on valuation date for that quarter due 6/30/2016

Barclays Bank plc 7% per year, payable quarterly if lowest performing component closes at or above barrier level on valuation date for that quarter due 6/28/2018

Barclays Bank plc 8% per year, payable quarterly if lowest performing component closes at or above barrier level on valuation date for that quarter due 12/31/2015

Barclays Bank plc 13.35% due 12/31/2014

Barclays Bank plc 0.00% due 6/30/2017

Barclays Bank plc 0.00% due 6/28/2019

Barclays Bank plc 1.5% initially; beginning June 27, 2017, Libor plus 50 bps, subject to minimum interest rate of 1.5% and a maximum rate of 5% per year; payable quarterly due 6/27/2019

Barclays Bank plc 0.00% due 6/29/2017

Barclays Bank plc 8% per year, payable quarterly if each component closes at or above barrier level on valuation date for that quarter due 12/29/2015

Barclays Bank plc 11.4% annualized for each quarter that Delta Air Lines stock closes at or above trigger price on a quarterly observation date due 6/26/2015

Barclays Bank plc 0.00% due 12/28/2017

Barclays Bank plc 0.00% due 7/8/2015

Barclays Bank plc 2% per quarter, payable if Broadcom stock closes at or above barrier level on determination date for that quarter due 6/23/2017

Barclays Bank plc 0.00% due 6/25/2021

Barclays Bank plc 0.00% due 6/25/2020

Barclays Bank plc 0.00% due 6/25/2020

Barclays Bank plc 13.85% annualized per quarter if General Motors stock closes at or above barrier price on observation date for that quarter due 7/8/2015

Barclays Bank plc 14.95% annualized per quarter if USG stock closes at or above barrier price on observation date for that quarter due 7/8/2015

Barclays Bank plc 8%, payable monthly if stock closes at or above barrier price on observation date for that month due 6/26/2019

Barclays Bank plc 6.75%, payable monthly if stock closes at or above barrier price on observation date for that month due 6/26/2019

Barclays Bank plc 6%, payable monthly if stock closes at or above barrier price on observation date for that month due 6/26/2019

Barclays Bank plc 7.5%, payable monthly if stock closes at or above barrier price on observation date for that month due 6/26/2019

Barclays Bank plc 2% per quarter (equivalent to 8% per year) if Prudential shares close at or above barrier price on observation date for that quarter due 6/23/2016

Barclays Bank plc 0% due 12/24/2015

Barclays Bank plc 0.00% due 6/21/2016

Barclays Bank plc 0.00% due 6/21/2016

Barclays Bank plc 11.55% per year, payable monthly if lululemon stock closes at or above barrier price on monthly observation date due 6/19/2015

Barclays Bank plc 15.75% per year, payable quarterly if United Continental shares close at or above downside threshold level on determination date for that quarter due 6/16/2017

Barclays Bank plc 11% per year, payable quarterly if Vale ADSs close at or above downside threshold level on determination date for that quarter due 6/16/2017

Barclays Bank plc 0.00% due 6/20/2015

Barclays Bank plc 0.00% due 6/17/2019

Barclays Bank plc 0.00% due 12/18/2017

Barclays Bank plc 0.00% due 6/17/2019

Barclays Bank plc 0.00% due 6/17/2019

Barclays Bank plc 8%, payable monthly if stock closes at or above barrier price on observation date for that month due 6/19/2019

Barclays Bank plc 0.00% due 8/28/2015

Barclays Bank plc 0.00% due 5/22/2017

Barclays Bank plc 6.50% due 6/29/2015

Barclays Bank plc 0.00% due 2/1/2017

Barclays Bank plc 0.00% due 12/14/2017

Barclays Bank plc 0.000% due 6/12/2020

Barclays Bank plc 11.9% per year, payable quarterly if U.S. Steel shares close at or above barrier price on valuation date for that quarter due 6/9/2016

Barclays Bank plc 0.000% due 6/27/2016

Barclays Bank plc 3.5% per quarter, payable if Baidu shares close at or above downside threshold level on determination date for that quarter due 6/12/2015

Barclays Bank plc 2.625% per quarter, payable if Seagate shares close at or above downside threshold level on determination date for that quarter due 6/9/2017

Barclays Bank plc 12.3%, payable quarterly if stock closes at or above barrier price on observation date for that quarter due 12/11/2015

Barclays Bank plc 7%, payable monthly if stock closes at or above barrier price on observation date for that month due 6/12/2019

Barclays Bank plc 6%, payable monthly if stock closes at or above barrier price on observation date for that month due 6/12/2019

Barclays Bank plc 7%, payable monthly if stock closes at or above barrier price on observation date for that month due 6/12/2019

Barclays Bank plc 10.15%, payable quarterly if stock closes at or above barrier price on observation date for that quarter due 12/11/2015

Barclays Bank plc 8.35%, payable quarterly if stock closes at or above barrier price on observation date for that quarter due 12/11/2015

Barclays Bank plc 0.00% due 6/2/2020

Barclays Bank plc 0.00% due 6/8/2017

Barclays Bank plc 11.4% annualized for each quarter that Bristol-Myers Squibb stock closes at or above trigger price on observation date for that quarter due 6/24/2015

Barclays Bank plc 14.3% per year, payable quarterly if Jazz shares close at or above barrier price on valuation date for that quarter due 6/5/2015

Barclays Bank plc 0.00% due 12/17/2015

Barclays Bank plc 2.5% (10% per year), payable quarterly if Barnes & Noble stock closes at or above downside threshold level on determination date for that quarter due 6/4/2015

Barclays Bank plc 2% (8% per year), payable quarterly if Bristol-Myers stock closes at or above downside threshold level on determination date for that quarter due 6/2/2017

Barclays Bank plc 2.375% (9.5% per year), payable quarterly if CBS stock closes at or above downside threshold level on determination date for that quarter due 6/2/2017

Barclays Bank plc 0.00% due 7/3/2015

Barclays Bank plc 0.00% due 6/15/2015

Barclays Bank plc 0.00% due 6/15/2015

Barclays Bank plc 0.00% due 7/31/2015

Barclays Bank plc 0.00% due 7/31/2015

Barclays Bank plc 12% per year, payable quarterly if Gulfport shares close at or above barrier price on valuation date for that quarter due 6/3/2016

Barclays Bank plc 0.00% due 5/31/2017

Barclays Bank plc 5.5% if year-over-year index return is positive or zero, otherwise 2%; payable annually due 5/29/2020

Barclays Bank plc 0.00% due 5/31/2016

Barclays Bank plc 0.00% due 5/31/2019

Barclays Bank plc 0.00% due 12/1/2017

Barclays Bank plc 0.00% due 5/31/2019

Barclays Bank plc 0.00% due 5/31/2019

Barclays Bank plc 0.00% due 5/31/2019

Barclays Bank plc 0.00% due 5/31/2019

Barclays Bank plc 0.00% due 5/31/2019

Barclays Bank plc 12.50% due 5/29/2015

Barclays Bank plc 0.00% due 5/30/2019

Barclays Bank plc 0.00% due 5/30/2019

Barclays Bank plc 8% per year, payable quarterly if fund closes above coupon barrier price on valuation date for that quarter due 5/30/2019

Barclays Bank plc 7.25% per year, payable quarterly if index closes above coupon barrier level on valuation date for that quarter due 5/30/2024

Barclays Bank plc 10% for one year; then four times spread of 30-year CMS rate over two-year CMS rate, minus 25 bps, with cap of 10%, floor of zero; payable quarterly due 5/30/2034

Barclays Bank plc 0.00% due 11/30/2017

Barclays Bank plc 0.00% due 5/31/2019

Barclays Bank plc 0.00% due 5/31/2017

Barclays Bank plc 9% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 5/31/2019

Barclays Bank plc 8.5% per year, payable quarterly if General Motors shares close at or above barrier price on quarterly review date due 5/26/2017

Barclays Bank plc Year-over-year change in CPI plus 33 bps, floor of 0% and cap of 8% per year; payable monthly due 5/28/2021

Barclays Bank plc 0.00% due 5/26/2016

Barclays Bank plc 0.00% due 5/26/2016

Barclays Bank plc 2.025% per quarter, payable if JPMorgan and Google stocks close at or above their downside threshold levels on quarterly determination date due 5/26/2017

Barclays Bank plc 2.0380% per quarter, payable if Apple stock closes at or above barrier level on determination date for that quarter due 5/30/2017

Barclays Bank plc 15% annualized for each month that GameStop stock closes at or above trigger price on a monthly observation date due 6/1/2015

Barclays Bank plc 12.45% per year; payable if Las Vegas Sands stock closes at or above trigger price on a quarterly observation date, otherwise, no coupon will be paid that quarter due 5/20/2015

Barclays Bank plc 0.00% due 6/9/2015

Barclays Bank plc 9.25% per year, payable quarterly if Bristol-Myers Squibb shares close at or above barrier price on valuation date for that quarter due 5/19/2016

Barclays Bank plc 10% per year, payable quarterly if each component closes at or above coupon barrier level on valuation date for that quarter due 11/19/2015

Barclays Bank plc 3.3125% per quarter, payable if Las Vegas Sands stock closes at or above barrier level on determination date for that quarter due 5/22/2017

Barclays Bank plc 0.00% due 5/21/2019

Barclays Bank plc 0.00% due 5/18/2017

Barclays Bank plc 10.20% due 11/24/2014

Barclays Bank plc 0.000% due 5/20/2021

Barclays Bank plc 3.75% per quarter (equivalent to 15% per year) if Jazz Pharmaceuticals shares close at or above barrier price on observation date for that quarter due 5/18/2015

Barclays Bank plc 10.75% per year, payable quarterly if Freeport-McMoRan shares close at or above barrier price on valuation date for that quarter due 5/12/2016

Barclays Bank plc 0.00% due 11/12/2015

Barclays Bank plc 10.15%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 5/28/2015

Barclays Bank plc 11.65%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 5/28/2015

Barclays Bank plc 12.35%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 5/28/2015

Barclays Bank plc 15.1%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 5/28/2015

Barclays Bank plc 16%, payable monthly if stock closes at or above trigger price on observation date for that month due 5/14/2015

Barclays Bank plc 11% for first year; beginning May 14, 2015, four times spread of 30-year CMS rate over two-year CMS rate, subject to minimum of zero and maximum of 11% per year; payable quarterly due 5/14/2029

Barclays Bank plc 10% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 5/14/2019

Barclays Bank plc 10% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 5/14/2019

Barclays Bank plc 0.00% due 5/10/2017

Barclays Bank plc 9.75% due 5/7/2015

Barclays Bank plc 12.3% per year, payable quarterly if Under Armour shares close at or above barrier price on valuation date for that quarter due 5/5/2016

Barclays Bank plc 0.00% due 7/10/2015

Barclays Bank plc 2% per quarter, payable if Potash stock closes at or above barrier level on determination date for that quarter due 5/5/2017

Barclays Bank plc 2.25% per quarter, payable if Bank of America stock closes at or above barrier level on determination date for that quarter due 5/5/2017

Barclays Bank plc 0.00% due 5/20/2015

Barclays Bank plc 0.00% due 5/19/2015

Barclays Bank plc 2.5% per quarter (equivalent to 10% per year) if Antero shares close at or above barrier price on observation date for that quarter due 5/5/2016

Barclays Bank plc 3.75% per quarter (equivalent to 15% per year) if United Continental shares close at or above barrier price on observation date for that quarter due 5/11/2015

Barclays Bank plc 0.00% due 6/5/2015

Barclays Bank plc 0.00% due 5/5/2017

Barclays Bank plc 3.6% per quarter, payable if United stock closes at or above downside threshold level on determination date for that quarter due 5/4/2015

Barclays Bank plc 5.5% if year-over-year index return is positive or zero, otherwise 2%; payable annually due 4/30/2020

Barclays Bank plc 0.00% due 4/30/2019

Barclays Bank plc 0.00% due 4/28/2017

Barclays Bank plc 8%, payable monthly if stock closes at or above barrier price on observation date for that month due 4/30/2019

Barclays Bank plc 8%, payable monthly if stock closes at or above barrier price on observation date for that month due 4/30/2019

Barclays Bank plc 6.5% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 4/30/2019

Barclays Bank plc 7%, payable monthly if stock closes at or above barrier price on observation date for that month due 4/30/2019

Barclays Bank plc 8%, payable monthly if stock closes at or above barrier price on observation date for that month due 4/30/2019

Barclays Bank plc 0.00% due 4/28/2017

Barclays Bank plc 8% per year, payable quarterly if each index closes at or above barrier level on valuation date for that quarter due 4/30/2019

Barclays Bank plc 0.00% due 4/30/2018

Barclays Bank plc 0.00% due 4/30/2019

Barclays Bank plc 0.00% due 4/30/2019

Barclays Bank plc 7.2%, payable quarterly if index closes at or above its coupon barrier level on review date for that quarter due 4/30/2024

Barclays Bank plc 11%, payable quarterly if fund closes at or above its barrier level on review date for that quarter due 4/28/2016

Barclays Bank plc 10% for first year; after that, five times spread of 30-year CMS rate over five-year CMS rate, subject to minimum of zero and maximum of 10% per year; payable quarterly due 4/30/2029

Barclays Bank plc 0.00% due 6/27/2016

Barclays Bank plc 10.00% due 5/14/2021

Barclays Bank plc 0.00% due 10/30/2017

Barclays Bank plc 0.00% due 10/31/2017

Barclays Bank plc 13.4% per year multiplied by proportion of days on which Tesla shares close at or above barrier price; payable monthly due 4/27/2017

Barclays Bank plc 0.00% due 4/28/2016

Barclays Bank plc 0.00% due 10/26/2015

Barclays Bank plc 6% per year multiplied by proportion of days on which Libor is 6% or less and index closes at or above index barrier; payable quarterly due 4/29/2024

Barclays Bank plc Payable quarterly in an amount based on the index dividend - the aggregate cash value of distributions that a hypothetical person holding the index constituents in proportion to their weights would have been entitled to receive - divided by 5.254 due 5/6/2044

Barclays Bank plc 15% per year, payable quarterly if Under Armour shares close at or above barrier price on valuation date for that quarter due 4/28/2016

Barclays Bank plc 11% for one year; then four times spread of 30-year CMS rate over two-year CMS rate, minus 50 bps, with cap of 11%, floor of zero; payable quarterly due 4/25/2034

Barclays Bank plc 5.00% due 6/25/2015

Barclays Bank plc 6.75% due 4/27/2015

Barclays Bank plc 8.90% due 4/27/2015

Barclays Bank plc 8.75% due 4/27/2015

Barclays Bank plc 0.00% due 5/6/2015

Barclays Bank plc 0.00% due 4/20/2018

Barclays Bank plc 0.00% due 10/21/2015

Barclays Bank plc 10.4% per year, payable quarterly if stock closes at or above barrier level on observation date for that quarter due 5/6/2015

Barclays Bank plc 16.8% per year, payable quarterly if stock closes at or above barrier level on observation date for that quarter due 5/6/2015

Barclays Bank plc 14% per year, payable quarterly if stock closes at or above barrier level on observation date for that quarter due 5/6/2015

Barclays Bank plc 0.00% due 5/21/2015

Barclays Bank plc 8.75% per year, payable quarterly if each index closes at or above coupon barrier level on valuation date for that quarter due 4/22/2019

Barclays Bank plc 0.00% due 4/21/2016

Barclays Bank plc 0.00% due 4/21/2016

Barclays Bank plc 2.275% per quarter, payable if JPMorgan stock closes at or above downside threshold level on determination date for that quarter due 4/20/2017

Barclays Bank plc 10.00% due 12/26/2014

Barclays Bank plc 3.00% due 12/26/2014

Barclays Bank plc 2% initially; beginning April 16, 2015, Libor plus 50 bps, subject to minimum interest rate of zero and a maximum rate of 5% per year; payable quarterly due 4/16/2019

Barclays Bank plc 0.00% due 8/17/2015

Barclays Bank plc 0.00% due 6/22/2015

Barclays Bank plc 0.00% due 4/29/2015

Barclays Bank plc 0.00% due 10/15/2015

Barclays Bank plc 10.75% for first year; beginning April 16, 2015, four times spread of 30-year CMS rate over two-year CMS rate, subject to minimum of zero and maximum of 10.75% per year; payable quarterly due 4/16/2029

Barclays Bank plc 0.00% due 10/23/2015

Barclays Bank plc 2.5% initially, stepping up to 3.75% on April 16, 2019 and to 6.25% on April 16, 2020; payable quarterly due 4/16/2021

Barclays Bank plc 0.00% due 4/17/2019

Barclays Bank plc 0.00% due 4/18/2017

Barclays Bank plc 20% per year, payable quarterly if stock closes at or above barrier level on observation date for that quarter due 4/29/2015

Barclays Bank plc 9.00% due 4/24/2015

Barclays Bank plc 10.00% due 4/24/2015

Barclays Bank plc 15.5% per year, payable quarterly if USG shares close at or above barrier price on observation date for that quarter due 4/28/2015

Barclays Bank plc 7.4%, payable quarterly if index closes at or above its coupon barrier level on review date for that quarter due 4/11/2024

Barclays Bank plc 8.00% due 4/13/2016

Barclays Bank plc 7.50% due 4/10/2015

Barclays Bank plc 2.7625% (11.05% per year), payable quarterly if Vodafone stock closes at or above downside threshold level on determination date for that quarter due 4/10/2017

Barclays Bank plc 13% per year, payable quarterly if stock closes at or above barrier level on observation date for that quarter due 4/22/2015

Barclays Bank plc 0.00% due 4/9/2019

Barclays Bank plc 7% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 4/10/2019

Barclays Bank plc 10% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 4/10/2019

Barclays Bank plc 2.2625% per quarter (equivalent to 9.05% per year) if Morgan Stanley shares close at or above barrier price on observation date for that quarter due 4/7/2016

Barclays Bank plc 2% (8% per year), payable quarterly if Bank of America stock closes at or above downside threshold level on determination date for that quarter due 4/7/2017

Barclays Bank plc 0.00% due 4/6/2017

Barclays Bank plc 0.00% due 7/6/2015

Barclays Bank plc 0.00% due 4/5/2016

Barclays Bank plc 0.00% due 5/7/2015

Barclays Bank plc 0.00% due 5/7/2015

Barclays Bank plc 0.00% due 4/3/2020

Barclays Bank plc 12.5% per year, payable quarterly if Tesoro shares close at or above barrier price on valuation date for that quarter due 3/31/2016

Barclays Bank plc 0.00% due 6/8/2015

Barclays Bank plc 0.00% due 4/15/2015

Barclays Bank plc 9.25% per year, payable quarterly if stock closes at or above barrier level on observation date for that quarter due 4/15/2015

Barclays Bank plc 0.00% due 6/1/2015

Barclays Bank plc 0.00% due 6/1/2015

Barclays Bank plc 0.00% due 5/29/2015

Barclays Bank plc 5.2% if year-over-year index return is positive or zero, otherwise 1.5%; payable annually due 3/29/2019

Barclays Bank plc 8.70% due 12/2/2015

Barclays Bank plc 0.00% due 4/1/2016

Barclays Bank plc 7.5% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 3/29/2019

Barclays Bank plc 7% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 3/29/2019

Barclays Bank plc 0.00% due 4/1/2024

Barclays Bank plc 0.00% due 3/30/2017

Barclays Bank plc 2.1125%, payable quarterly if each index closes at or above its initial level on valuation date for that quarter due 3/28/2024

Barclays Bank plc 0.00% due 3/29/2019

Barclays Bank plc 0.00% due 6/28/2019

Barclays Bank plc 5.25% per year multiplied by proportion of days on which index's closing level is greater than barrier level; payable monthly due 3/31/2021

Barclays Bank plc 10.15% per year, payable quarterly if Transocean shares close at or above barrier price on valuation date for that quarter due 3/31/2016

Barclays Bank plc 0.00% due 9/30/2015

Barclays Bank plc 0.00% due 3/29/2019

Barclays Bank plc 10% for two years; then 4 times spread of 30-year CMS rate over two-year CMS rate minus 50 bps, capped at 10%, floor of zero; payable quarterly due 3/28/2034

Barclays Bank plc 0.00% due 6/30/2020

Barclays Bank plc 8% for one year; then 5.5 times spread of 30-year CMS rate over two-year CMS rate, capped at 8%, floor of 0%; payable quarterly due 3/27/2029

Barclays Bank plc 10% for two years; then 5.5 times spread of 30-year CMS rate over five-year CMS rate, capped at 10%, floor of 0%; payable quarterly due 3/27/2029

Barclays Bank plc 10.00% due 3/26/2015

Barclays Bank plc 0.75% initially, steps up to 1.25% on March 27, 2015 and to 2.55% on March 27, 2016; payable quarterly due 3/27/2017

Barclays Bank plc 3.75% initially, steps up to 4% on March 27, 2020, to 5% on March 27, 2025, to 6% on March 27, 2027 and to 7% on March 27, 2028; payable semiannually due 3/27/2029

Barclays Bank plc 7.00% due 3/27/2015

Barclays Bank plc 7.02% due 3/27/2015

Barclays Bank plc 9.05% due 3/27/2015

Barclays Bank plc 8.49% due 3/27/2015

Barclays Bank plc 7.57% due 3/27/2015

Barclays Bank plc 7% per year, payable quarterly if Bank of New York Mellon shares close at or above barrier price on valuation date for that quarter due 3/24/2016

Barclays Bank plc 2.325% (9.3% per year), payable quarterly if Ford stock closes at or above downside threshold level on determination date for that quarter due 3/24/2017

Barclays Bank plc 0.00% due 6/2/2015

Barclays Bank plc 8.15% due 3/25/2015

Barclays Bank plc 9% per year, payable quarterly if lowest-performing index closes at or above barrier level on valuation date for that quarter due 6/25/2015

Barclays Bank plc 13% due 6/25/2014

Barclays Bank plc 5.1% per year, payable quarterly if both components close above coupon barrier level on a quarterly valuation date due 6/24/2015

Barclays Bank plc 0.00% due 6/24/2014

Barclays Bank plc 0.00% due 3/23/2017

Barclays Bank plc 0.00% due 3/23/2016

Barclays Bank plc 9.5% per year, payable quarterly if lowest-performing index closes at or above barrier level on valuation date for that quarter due 6/22/2015

Barclays Bank plc 0.00% due 9/19/2016

Barclays Bank plc 0.00% due 3/17/2016

Barclays Bank plc 0.00% due 3/17/2016

Barclays Bank plc 0.00% due 5/26/2015

Barclays Bank plc 2.6125% % per quarter, payable if Celgene stock closes at or above downside threshold level on determination date for that quarter due 3/20/2017

Barclays Bank plc 0.00% due 5/26/2015

Barclays Bank plc 12.1% per year, payable quarterly if stock closes at or above barrier level on observation date for that quarter due 4/1/2015

Barclays Bank plc 12.85% per year, payable quarterly if stock closes at or above barrier level on observation date for that quarter due 4/1/2015

Barclays Bank plc 19.85% per year, payable quarterly if stock closes at or above barrier level on observation date for that quarter due 4/1/2015

Barclays Bank plc 8%, payable monthly if stock closes at or above barrier price on observation date for that month due 3/20/2019

Barclays Bank plc 7.5%, payable monthly if stock closes at or above barrier price on observation date for that month due 3/20/2019

Barclays Bank plc 7%, payable monthly if stock closes at or above barrier price on observation date for that month due 3/20/2019

Barclays Bank plc 3.75% per quarter (equivalent to 15% per year) if Seadrill shares close at or above barrier price on observation date for that quarter due 3/17/2016

Barclays Bank plc 0.00% due 3/27/2015

Barclays Bank plc 0.00% due 3/17/2016

Barclays Bank plc 0.00% due 3/18/2019

Barclays Bank plc 7.190% due 3/13/2015

Barclays Bank plc 9.260% due 3/13/2015

Barclays Bank plc 7.830% due 3/13/2015

Barclays Bank plc 11.260% due 3/13/2015

Barclays Bank plc 0.000% due 8/13/2015

Barclays Bank plc 3.1% % per quarter, payable if Facebook stock closes at or above downside threshold level on determination date for that quarter due 3/12/2015

Barclays Bank plc 12.7% per year, payable quarterly if stock closes at or above barrier level on observation date for that quarter due 3/25/2015

Barclays Bank plc 0.00% due 9/11/2015

Barclays Bank plc 6.18% due 9/12/2014

Barclays Bank plc 0.00% due 9/10/2015

Barclays Bank plc 0.000% due 3/8/2017

Barclays Bank plc 8.00% due 3/5/2015

Barclays Bank plc based on the distributions made by the index constituents; may be zero due 3/18/2043

Barclays Bank plc 0.000% due 12/14/2015

Barclays Bank plc 2.875% % per quarter, payable if Abercrombie stock closes at or above downside threshold level on determination date for that quarter due 3/5/2015

Barclays Bank plc 0.00% due 3/17/2015

Barclays Bank plc 0.00% due 3/18/2015

Barclays Bank plc 0.00% due 3/5/2021

Barclays Bank plc 17.05% per year if Gilead Sciences stock closes at or above barrier level on a quarterly observation date due 3/18/2015

Barclays Bank plc 0.00% due 4/24/2015

Barclays Bank plc 0.00% due 3/13/2015

Barclays Bank plc 12.5%, payable quarterly if lululemon shares close at or above barrier price on valuation date for that quarter due 3/3/2016

Barclays Bank plc 12.25%, payable quarterly if U.S. Steel shares close at or above barrier price on valuation date for that quarter due 3/3/2016

Barclays Bank plc 0.00% due 3/16/2015

Barclays Bank plc 0.00% due 3/16/2015

Barclays Bank plc 0.25% due 3/4/2024

Barclays Bank plc 7.60% due 2/27/2015

Barclays Bank plc 5.75% due 2/27/2015

Barclays Bank plc 5.25% if year-over-year index return is positive or zero, otherwise 1.6%; payable annually due 2/28/2019

Barclays Bank plc 6% if year-over-year index return is positive or zero, otherwise 1.6%; payable annually due 2/28/2020

Barclays Bank plc 0.00% due 3/1/2018

Barclays Bank plc 0.00% due 2/28/2019

Barclays Bank plc 0.00% due 2/28/2019

Barclays Bank plc 7% annualized for each quarter that index closes above coupon barrier level on valuation date for that quarter; Coupon barrier level: 821.77, 70% of initial level due 2/28/2029

Barclays Bank plc 11.5% for one year; then 4.2 times spread of 30-year CMS rate over five-year CMS rate, capped at 11.5%, floor of zero; payable quarterly due 2/28/2034

Barclays Bank plc 0.00% due 8/28/2015

Barclays Bank plc 0.00% due 8/28/2015

Barclays Bank plc 0.00% due 8/31/2017

Barclays Bank plc 3% in years one through six and 5% in years seven through 10; payable semiannually due 2/28/2024

Barclays Bank plc 0.00% due 3/2/2021

Barclays Bank plc 0.00% due 2/28/2019

Barclays Bank plc 0.00% due 2/28/2019

Barclays Bank plc 0.00% due 2/28/2017

Barclays Bank plc 8.25% due 2/26/2015

Barclays Bank plc 0.00% due 2/28/2018

Barclays Bank plc 9.2% per year multiplied by proportion of days on which each index closes at or above its accrual barrier level; Accrual barrier levels: 2,348.75 for Euro Stoxx, 873.47 for Russell due 2/26/2024

Barclays Bank plc 7.9% per year, payable quarterly if Walgreen shares close at or above barrier price on valuation date for that quarter due 2/25/2016

Barclays Bank plc 0.000% due 9/24/2015

Barclays Bank plc 30.00% due 8/25/2023

Barclays Bank plc Libor plus 90 bps, with maximum coupon of 6% and floor of 0%; payable quarterly due 2/24/2021

Barclays Bank plc 1.53% per quarter, payable if General Electric stock closes at or above downside threshold level on determination date for that quarter due 2/17/2017

Barclays Bank plc 8%, payable monthly if stock closes at or above trigger price on observation date for that month due 2/21/2019

Barclays Bank plc 7%, payable monthly if stock closes at or above trigger price on observation date for that month due 2/21/2019

Barclays Bank plc 9%, payable monthly if stock closes at or above trigger price on observation date for that month due 2/21/2019

Barclays Bank plc 0.00% due 3/13/2015

Barclays Bank plc 2.6875% per quarter, payable if Michael Kors stock closes at or above downside threshold level on determination date for that quarter due 2/17/2015

Barclays Bank plc 12.5%, payable quarterly if Celgene shares close at or above barrier price on valuation date for that quarter due 2/11/2016

Barclays Bank plc 3.15% per quarter, payable if Michael Kors stock closes at or above downside threshold level on determination date for that quarter due 2/13/2015

Barclays Bank plc 2.5375% % per quarter, payable if Microsoft stock closes at or above downside threshold level on determination date for that quarter due 2/10/2017

Barclays Bank plc 11.5% annualized per quarter that Bristol-Myers stock closes at or above barrier level on a quarterly observation date due 2/25/2015

Barclays Bank plc 11% per year if Cummins stock closes at or above barrier level on a quarterly observation date due 2/25/2015

Barclays Bank plc 23% annualized per quarter that Trulia stock closes at or above barrier level on a quarterly observation date due 2/25/2015

Barclays Bank plc 0.00% due 2/13/2019

Barclays Bank plc 0.00% due 2/13/2019

Barclays Bank plc 10% per year payable quarterly if each index closes at or above trigger level on observation date for that quarter due 2/13/2024

Barclays Bank plc 0.00% due 2/9/2017

Barclays Bank plc 9.80% due 5/9/2014

Barclays Bank plc 9.30% due 5/9/2014

Barclays Bank plc 12% due 8/11/2014

Barclays Bank plc 11%, payable quarterly if Freeport-McMoRan shares close at or above barrier price on valuation date for that quarter due 2/10/2016

Barclays Bank plc 0.00% due 2/9/2017

Barclays Bank plc 15% per year, payable quarterly if U.S. Steel shares close at or above barrier price on valuation date for that quarter due 8/7/2015

Barclays Bank plc 5.50% due 2/9/2015

Barclays Bank plc 0.00% due 2/8/2017

Barclays Bank plc 0.00% due 2/23/2016

Barclays Bank plc 2.8125% per quarter, payable if General Motors stock closes at or above downside threshold level on determination date for that quarter due 2/3/2017

Barclays Bank plc 0.00% due 8/5/2015

Barclays Bank plc Quarterly contingent coupon of 23% per year if Trulia stock closes at or above barrier level on a quarterly observation date due 2/19/2015

Barclays Bank plc 0.00% due 3/27/2015

Barclays Bank plc 0.00% due 2/17/2015

Barclays Bank plc 0.00% due 1/29/2016

Barclays Bank plc 0.00% due 1/29/2016

Barclays Bank plc 1.7875% for each quarter that fund close at or above barrier price on observation date for that quarter due 3/1/2017

Barclays Bank plc 7.50% due 2/17/2015

Barclays Bank plc 5.3% if year-over-year index return is positive or zero, otherwise 2%; payable annually due 1/31/2019

Barclays Bank plc 6% if year-over-year index return is positive or zero, otherwise 2.25%; payable annually due 1/31/2020

Barclays Bank plc 9.00% due 2/3/2016

Barclays Bank plc 0.00% due 8/3/2015

Barclays Bank plc 7%, payable monthly if stock closes at or above barrier price on observation date for that month due 1/31/2019

Barclays Bank plc 7%, payable monthly if stock closes at or above barrier price on observation date for that month due 1/31/2019

Barclays Bank plc 0.00% due 1/31/2017

Barclays Bank plc 0.00% due 1/31/2017

Barclays Bank plc 0.00% due 1/31/2019

Barclays Bank plc 10% for one year; then 4 times spread of 30-year CMS rate over two-year CMS rate, capped at 10%, floor of 0%; payable quarterly due 1/31/2029

Barclays Bank plc 9.10% due 1/30/2015

Barclays Bank plc 0.00% due 1/31/2019

Barclays Bank plc 6% per year multiplied by proportion of days on which six-month Libor is 5% or less for years one through six, then 10% per year multiplied by the proportion of days on which six-month Libor is 5% or less; payable quarterly due 1/30/2029

Barclays Bank plc 8.05% per year, payable quarterly if JPMorgan shares close at or above barrier price on valuation date for that quarter due 7/28/2016

Barclays Bank plc 0.00% due 4/30/2015

Barclays Bank plc 2.0875% each quarter that Alcoa stock closes at or above downside threshold level on determination date for that quarter due 1/27/2017

Barclays Bank plc 2.0375% each quarter that General Electric stock closes at or above downside threshold level on determination date for that quarter due 1/27/2017

Barclays Bank plc 0.000% due 6/24/2038

Barclays Bank plc 12.05% per year, payable quarterly if stock closes at or above barrier level on observation date for that quarter due 2/11/2015

Barclays Bank plc 18% per year, payable quarterly if stock closes at or above barrier level on observation date for that quarter due 2/11/2015

Barclays Bank plc 0.00% due 1/31/2019

Barclays Bank plc 7% per year, payable monthly if Bank of America stock closes at or above trigger level on monthly observation date due 1/31/2019

Barclays Bank plc 7.18% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter due 1/31/2024

Barclays Bank plc 7% per year, payable monthly if Halliburtona stock closes at or above trigger level on monthly observation date due 1/31/2019

Barclays Bank plc 7% per year, payable monthly if Intel stock closes at or above trigger level on monthly observation date due 1/31/2019

Barclays Bank plc 8.8% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter due 1/31/2024

Barclays Bank plc 2.25% in years one through three, 3.25% in years four through six and 5.25% in last 18 months prior to maturity; payable quarterly due 7/28/2021

Barclays Bank plc 0.00% due 7/30/2015

Barclays Bank plc 16.26% due 7/25/2014

Barclays Bank plc 2.375%, payable quarterly if Apple shares close at or above barrier price on valuation date for that quarter due 1/26/2016

Barclays Bank plc 0.00% due 1/26/2016

Barclays Bank plc Year-over-year change in CPI plus 250 bps, floor of 0%; payable monthly due 1/24/2024

Barclays Bank plc 3% for the first six years; 6% beginning on Jan. 24, 2020; payable semiannually due 1/24/2024

Barclays Bank plc 2.5% each quarter that United Continental stock closes at or above downside threshold level on determination date for that quarter due 1/20/2017

Barclays Bank plc 0.00% due 12/14/2015

Barclays Bank plc 9.00% due 1/22/2015

Barclays Bank plc 0.000% due 9/17/2015

Barclays Bank plc 0.000% due 6/24/2038

Barclays Bank plc 10.5% per year, payable monthly if Peabody Energy stock closes at or above trigger level on monthly observation date due 7/20/2015

Barclays Bank plc 11.00% due 7/22/2014

Barclays Bank plc 4.85%, payable quarterly if Best Buy shares close at or above barrier price on valuation date for that quarter due 3/17/2016

Barclays Bank plc Libor plus 71 bps, subject to floor of zero and cap of 6% per year; payable quarterly due 1/22/2019

Barclays Bank plc 9.1% per year (2.275% per quarter), payable quarterly if Ford shares close at or above barrier price on valuation date for that quarter due 1/19/2016

Barclays Bank plc 9.1% per year (2.275% per quarter), payable quarterly if Ford shares close at or above barrier price on valuation date for that quarter due 1/19/2016

Barclays Bank plc 0.00% due 2/19/2015

Barclays Bank plc 15.4% per year, payable quarterly if USG shares close at or above barrier price on observation date for that quarter due 1/29/2015

Barclays Bank plc 7% per year, payable monthly if General Electric stock closes at or above trigger level on monthly observation date due 1/16/2019

Barclays Bank plc 9% per year, payable monthly if Nvidia stock closes at or above trigger level on monthly observation date due 1/16/2019

Barclays Bank plc 7% per year, payable monthly if Verizon stock closes at or above trigger level on monthly observation date due 1/16/2019

Barclays Bank plc 15.65% per year, payable monthly if GameStop shares close at or above barrier price on observation date for that month due 1/14/2015

Barclays Bank plc 15.65% per year, payable monthly if GameStop shares close at or above barrier price on observation date for that month due 1/14/2015

Barclays Bank plc 9.18% due 11/25/2014

Barclays Bank plc 0.00% due 1/11/2016

Barclays Bank plc 0.00% due 1/6/2017

Barclays Bank plc 4.75% due 1/8/2015

Barclays Bank plc 18.5% per year, payable quarterly if stock closes at or above barrier on observation date for that quarter due 1/22/2015

Barclays Bank plc 0.00% due 1/20/2015

Barclays Bank plc 0.00% due 1/5/2016

Barclays Bank plc 6.25% if year-over-year index return is positive or zero, otherwise 2.1%; payable annually due 12/31/2019

Barclays Bank plc 0.00% due 1/30/2015

Barclays Bank plc 0.00% due 12/31/2018

Barclays Bank plc 0.00% due 12/31/2018

Barclays Bank plc 0.00% due 12/28/2018

Barclays Bank plc 0.00% due 12/28/2018

Barclays Bank plc 10% per year, payable quarterly if ETF closes above coupon barrier price on valuation date for that quarter due 12/27/2018

Barclays Bank plc 9% for one year; then 4.05 times spread of 30-year CMS rate over five-year CMS rate, capped at 9%, floor of zero; payable quarterly due 12/27/2028

Barclays Bank plc 3.513% per quarter if Ford stock closes at or above downside threshold level on determination date for that quarter due 12/29/2016

Barclays Bank plc 0.00% due 1/5/2016

Barclays Bank plc 2.5% for the first five years; 5.75% beginning on Dec. 27, 2018; payable quarterly due 12/27/2033

Barclays Bank plc 7.00% due 12/29/2014

Barclays Bank plc 5.75% due 12/29/2014

Barclays Bank plc 11.00% due 12/29/2014

Barclays Bank plc 8.60% due 12/29/2014

Barclays Bank plc 0.00% due 6/23/2017

Barclays Bank plc 2.1625% each quarter that Bank of America stock closes at or above downside threshold level on determination date for that quarter due 12/23/2016

Barclays Bank plc 6.125% each quarter that InterOil stock closes at or above downside threshold level on determination date for that quarter due 12/28/2016

Barclays Bank plc 12.5% per year, payable quarterly if stock closes at or above barrier on observation date for that quarter due 1/6/2015

Barclays Bank plc 0.00% due 12/31/2018

Barclays Bank plc 0.00% due 12/24/2015

Barclays Bank plc 8.05% due 12/24/2015

Barclays Bank plc 2% initially; beginning on Dec. 24, 2014, Libor plus 50 bps, capped at 4% and floor of 1.5%; payable quarterly due 12/24/2018

Barclays Bank plc 7.35% due 6/24/2014

Barclays Bank plc 0.00% due 3/23/2015

Barclays Bank plc 10% per year, payable quarterly if closing price of Prudential shares is at or above barrier level on valuation date for that quarter due 3/18/2015

Barclays Bank plc 12% for one year; then 4 times spread of 10-year CMS rate over five-year CMS rate, capped at 12%, floor of zero; payable quarterly due 12/23/2033

Barclays Bank plc 0.00% due 7/23/2015

Barclays Bank plc 0.00% due 12/29/2014

Barclays Bank plc 14.75% due 6/20/2014

Barclays Bank plc 18.00% due 3/19/2014

Barclays Bank plc 0.000% due 12/30/2014

Barclays Bank plc 0.000% due 10/16/2015

Barclays Bank plc 0.000% due 1/2/2015

Barclays Bank plc 12.5% per year, payable quarterly if Continental Resources shares close at or above barrier price on any quarterly observation date due 12/30/2014

Barclays Bank plc 13.65% per year, payable quarterly if Gilead Sciences shares close at or above barrier price on any quarterly observation date due 12/30/2014

Barclays Bank plc 13.5% per year, payable quarterly if lululemon shares close at or above barrier price on any quarterly observation date due 12/30/2014

Barclays Bank plc 8% per year, payable monthly if Alcoa stock closes at or above trigger level on monthly observation date due 12/19/2018

Barclays Bank plc 13.15% per year, payable quarterly if Avago Technologies stock closes at or above trigger level on quarterly observation date due 6/19/2015

Barclays Bank plc 9.5% per year, payable quarterly if GM stock closes at or above trigger level on quarterly observation date due 6/19/2015

Barclays Bank plc 7% per year, payable monthly if Intel stock closes at or above trigger level on monthly observation date due 12/19/2018

Barclays Bank plc 12.5% per year, payable quarterly if Joy Global stock closes at or above trigger level on quarterly observation date due 6/19/2015

Barclays Bank plc 7% per year, payable monthly if Stanley Black & Decker stock closes at or above trigger level on monthly observation date due 12/19/2018

Barclays Bank plc 7.50% due 12/17/2015

Barclays Bank plc 10% per year, payable quarterly if Deutsche Bank shares close at or above barrier price on valuation date for that quarter due 12/16/2015

Barclays Bank plc 12% per year, payable quarterly if Peabody shares close at or above barrier price on valuation date for that quarter due 12/16/2015

Barclays Bank plc 4.1% per year, payable quarterly if lowest-performing component closes at or above barrier level on valuation date for that quarter due 12/15/2015

Barclays Bank plc 5.00% due 12/15/2014

Barclays Bank plc 0.00% due 12/29/2014

Barclays Bank plc 4.90% due 6/17/2014

Barclays Bank plc 0.000% due 6/24/2038

Barclays Bank plc 0.00% due 1/9/2015

Barclays Bank plc 2.125% each quarter that Bank of America stock closes at or above downside threshold level on determination date for that quarter due 12/9/2016

Barclays Bank plc 0.00% due 10/9/2015

Barclays Bank plc 0.00% due 12/12/2018

Barclays Bank plc 0.00% due 12/8/2016

Barclays Bank plc 15% per year, payable monthly if stock closes at or above barrier on observation date for that month due 12/10/2014

Barclays Bank plc 0.00% due 2/9/2016

Barclays Bank plc 0.00% due 12/8/2016

Barclays Bank plc 0.00% due 12/7/2018

Barclays Bank plc 0.00% due 12/8/2015

Barclays Bank plc 1.7625% for each quarter that each index closes at or above coupon barrier level on quarterly determination date due 7/15/2016

Barclays Bank plc 0.00% due 1/2/2015

Barclays Bank plc 12% per year payable quarterly if Terex stock closes at or above downside threshold level on determination date for that quarter due 12/5/2014

Barclays Bank plc 0.00% due 4/22/2015

Barclays Bank plc 10% per year, payable quarterly if stock closes at or above barrier on observation date for that quarter due 12/15/2014

Barclays Bank plc 0.00% due 6/2/2016

Barclays Bank plc 6.05% if year-over-year index return is positive or zero, otherwise 1.6%; payable annually due 11/29/2019

Barclays Bank plc 8% per year payable quarterly if AIG stock closes at or above downside threshold level on determination date for that quarter due 11/30/2016

Barclays Bank plc 0.000% due 11/30/2015

Barclays Bank plc 0.000% due 1/5/2015

Barclays Bank plc 0.000% due 12/12/2014

Barclays Bank plc 0.000% due 12/2/2015

Barclays Bank plc 0.000% due 11/30/2015

Barclays Bank plc 7.5% per year payable monthly if Cisco stock closes at or above trigger level on monthly observation date due 11/30/2018

Barclays Bank plc 7.5%, payable quarterly if each index closes at or above coupon barrier on observation date for that quarter due 11/30/2023

Barclays Bank plc 9% per year payable monthly if Freeport-McMoRan stock closes at or above trigger level on monthly observation date due 11/30/2018

Barclays Bank plc 8% per year payable monthly if Hartford stock closes at or above trigger level on monthly observation date due 11/30/2018

Barclays Bank plc 7% per year payable monthly if Whole Foods stock closes at or above trigger level on monthly observation date due 11/30/2018

Barclays Bank plc 0.00% due 11/30/2016

Barclays Bank plc 0.00% due 11/29/2018

Barclays Bank plc 10.75% per year, payable quarterly if ETF closes above barrier price on valuation date for that quarter due 11/29/2018

Barclays Bank plc 9.5% per year, payable quarterly if ETF closes above coupon barrier price on valuation date for that quarter due 11/29/2018

Barclays Bank plc 0.00% due 12/7/2015

Barclays Bank plc 0.00% due 11/29/2018

Barclays Bank plc 10.50% due 11/28/2014

Barclays Bank plc 0.00% due 5/31/2017

Barclays Bank plc 0.00% due 11/30/2016

Barclays Bank plc 0.00% due 12/9/2014

Barclays Bank plc 12.5% per year, payable quarterly if Facebook shares close at or above barrier price on valuation date for that quarter due 5/26/2016

Barclays Bank plc 11% per year, payable quarterly if Facebook shares close at or above barrier price on valuation date for that quarter due 11/27/2015

Barclays Bank plc 7.53% per year, payable quarterly if Microsoft shares close at or above barrier price on valuation date for that quarter due 11/26/2015

Barclays Bank plc 8.8% per year payable quarterly if Blackrock stock closes at or above downside threshold level on determination date for that quarter due 11/28/2016

Barclays Bank plc 10% per year payable quarterly if Broadcom stock closes at or above downside threshold level on determination date for that quarter due 11/28/2016

Barclays Bank plc 12.75% per year payable quarterly if Terex stock closes at or above downside threshold level on determination date for that quarter due 11/28/2014

Barclays Bank plc 0.00% due 2/2/2015

Barclays Bank plc 0.00% due 5/26/2016

Barclays Bank plc 0.00% due 11/25/2015

Barclays Bank plc 14.5% per year, payable quarterly if Barrick shares close at or above barrier price on valuation date for that quarter due 11/27/2015

Barclays Bank plc 9.5% per year, payable quarterly if Cisco shares close at or above barrier price on valuation date for that quarter due 11/27/2015

Barclays Bank plc 15% per year, payable quarterly if Tesoro shares close at or above barrier price on valuation date for that quarter due 2/26/2015

Barclays Bank plc 0.00% due 11/25/2016

Barclays Bank plc Libor plus 58 bps, floor of 0.58% and, beginning Feb. 27, 2014, up to a maximum rate of the immediately preceding interest period plus 25 bps; payable quarterly due 11/27/2016

Barclays Bank plc 10% due 2/25/2014

Barclays Bank plc 13% due 2/25/2014

Barclays Bank plc 5.00% due 11/24/2015

Barclays Bank plc Libor plus 40 bps, floor of 0.4%; payable quarterly due 11/27/2016

Barclays Bank plc 0.00% due 1/14/2015

Barclays Bank plc Libor plus 300 bps, subject to floor of 0% and cap of 6%; payable quarterly due 11/21/2018

Barclays Bank plc Initially 10%; beginning Nov. 22, 2014, product of (a) five times spread of 30-year CMS rate over five-year CMS rate, subject to maximum of 10% and minimum of zero, multiplied by (b) proportion of days on which index closes at or above coupon barrier level; payable quarterly; Coupon barrier level: 664.37, or 60% of initial index level due 11/22/2023

Barclays Bank plc 2% initially; beginning on Nov. 20, 2014, Libor plus 85 bps, capped at 6%; payable quarterly due 11/20/2020

Barclays Bank plc 2.925% each quarter that U.S. Steel stock closes at or above downside threshold level on determination date for that quarter due 11/21/2014

Barclays Bank plc 0.00% due 5/20/2015

Barclays Bank plc 12% per year, payable quarterly if stock closes at or above barrier on observation date for that quarter due 12/3/2014

Barclays Bank plc 13.5% per year, payable quarterly if stock closes at or above barrier on observation date for that quarter due 12/3/2014

Barclays Bank plc 0.00% due 11/21/2018

Barclays Bank plc 6% per year payable monthly if GE stock closes at or above trigger level on monthly observation date due 11/21/2018

Barclays Bank plc 7% per year payable monthly if Intel stock closes at or above trigger level on monthly observation date due 11/21/2018

Barclays Bank plc 6% per year payable monthly if Merck stock closes at or above trigger level on monthly observation date due 11/21/2018

Barclays Bank plc 12% due 2/19/2014

Barclays Bank plc 0.00% due 5/19/2015

Barclays Bank plc 0.00% due 11/28/2014

Barclays Bank plc 0.00% due 5/18/2017

Barclays Bank plc 10.70% due 5/22/2014

Barclays Bank plc 0.00% due 11/16/2015

Barclays Bank plc 0.00% due 5/13/2015

Barclays Bank plc 0.00% due 5/13/2015

Barclays Bank plc 10% annualized for each quarter that eBay stock closes at or above coupon barrier on quarterly determination date due 11/26/2014

Barclays Bank plc 0.00% due 11/26/2014

Barclays Bank plc 0.00% due 11/14/2018

Barclays Bank plc 0.00% due 11/14/2018

Barclays Bank plc 17.35% due 2/10/2014

Barclays Bank plc Initially 1.05%; beginning on Nov. 18, 2015, Libor plus 50 bps, capped at 2.5% with floor of zero; payable quarterly due 11/18/2016

Barclays Bank plc 0.00% due 3/9/2015

Barclays Bank plc 0.00% due 1/14/2015

Barclays Bank plc 0.00% due 11/9/2016

Barclays Bank plc 0.00% due 11/5/2015

Barclays Bank plc 0.00% due 11/4/2015

Barclays Bank plc 0.00% due 10/26/2015

Barclays Bank plc 0.00% due 11/7/2016

Barclays Bank plc 6.25% if year-over-year index return is positive or zero, otherwise 2%; payable annually due 10/31/2019

Barclays Bank plc 7.45% per year, payable quarterly if each index closes at or above coupon barrier on observation date for that quarter due 10/31/2023

Barclays Bank plc 0.00% due 10/31/2016

Barclays Bank plc 0.00% due 10/31/2016

Barclays Bank plc 0.00% due 10/31/2018

Barclays Bank plc 8% per year payable quarterly if ETF closes above barrier price on valuation date for that quarter due 10/31/2018

Barclays Bank plc 10% per year payable quarterly if ETF closes above barrier price on valuation date for that quarter due 10/31/2019

Barclays Bank plc 2% for first year; beginning Oct. 31, 2015, Libor plus 40 bps, subject to minimum of zero and maximum of 4%; payable quarterly due 10/31/2018

Barclays Bank plc 0.00% due 10/31/2018

Barclays Bank plc 10.25% due 10/30/2014

Barclays Bank plc 0.00% due 4/28/2017

Barclays Bank plc 0.00% due 8/2/2017

Barclays Bank plc 0.00% due 10/31/2018

Barclays Bank plc 9.20% due 11/13/2014

Barclays Bank plc 0.000% due 6/24/2038

Barclays Bank plc 0.00% due 1/22/2015

Barclays Bank plc 0.00% due 4/29/2015

Barclays Bank plc 0.00% due 4/29/2015

Barclays Bank plc 11% per year, payable quarterly if stock closes at or above barrier on observation date for that quarter due 11/13/2014

Barclays Bank plc 0.00% due 11/13/2014

Barclays Bank plc 3% in years one through five, 4% in years six through eight, 5% in year nine and 6% in year 10; payable semiannually due 10/30/2023

Barclays Bank plc 12% per year, payable quarterly if Facebook shares close at or above barrier price on valuation date for that quarter due 10/27/2016

Barclays Bank plc 0.00% due 1/13/2015

Barclays Bank plc 0.00% due 10/27/2016

Barclays Bank plc 0.00% due 10/21/2016

Barclays Bank plc Initially 2%; beginning Oct. 23, 2014, Libor plus 54 bps, cap of 4%, floor of 1.5%; payable quarterly due 10/23/2018

Barclays Bank plc 8% per year, payable quarterly if Alcoa stock closes at or above downside threshold level on determination date for that quarter due 10/24/2016

Barclays Bank plc 9.5% per year, payable quarterly if Macy's stock closes at or above downside threshold level on determination date for that quarter due 10/24/2016

Barclays Bank plc 0.00% due 11/4/2014

Barclays Bank plc 0.00% due 10/24/2016

Barclays Bank plc 20% due 4/23/2014

Barclays Bank plc 8% per year payable monthly if Amgen stock closes at or above trigger level on monthly observation date due 10/24/2018

Barclays Bank plc 8% per year payable monthly if Hess stock closes at or above trigger level on monthly observation date due 10/24/2018

Barclays Bank plc 0.00% due 10/14/2016

Barclays Bank plc 5.00% due 10/15/2021

Barclays Bank plc 0.00% due 10/29/2014

Barclays Bank plc Applicable rate times proportion of days on which index closes at or above coupon barrier level; applicable rate is 10% for first year; beginning Oct. 18, 2014, applicable rate is 4 times spread of 30-year CMS rate over two-year CMS rate, with floor of 0% and cap of 10%; payable quarterly due 10/18/2028

Barclays Bank plc 12% due 1/15/2014

Barclays Bank plc 0.00% due 10/17/2018

Barclays Bank plc 0.00% due 10/17/2018

Barclays Bank plc 8.3% per year, payable quarterly if each index closes at or above coupon barrier on observation date for that quarter due 10/17/2023

Barclays Bank plc 9.75% due 10/14/2016

Barclays Bank plc 9.40% due 1/15/2014

Barclays Bank plc 11.50% due 10/31/2014

Barclays Bank plc 0.00% due 9/17/2015

Barclays Bank plc 0.00% due 10/15/2015

Barclays Bank plc 0.00% due 10/15/2015

Barclays Bank plc 15% per year, payable quarterly if Hertz shares close at or above barrier price on valuation date for that quarter due 10/15/2015

Barclays Bank plc 12% due 1/14/2014

Barclays Bank plc 0.00% due 2/13/2018

Barclays Bank plc 8.252% per year, payable quarterly if Qualcomm stock closes at or above downside threshold level on determination date for that quarter due 10/11/2016

Barclays Bank plc 0.00% due 4/8/2015

Barclays Bank plc 0.00% due 10/7/2016

Barclays Bank plc 12% per year, payable quarterly if stock closes at or above barrier on observation date for that quarter due 10/2/2014

Barclays Bank plc 11% per year, payable quarterly if stock closes at or above barrier on observation date for that quarter due 10/2/2014

Barclays Bank plc 0.00% due 10/10/2017

Barclays Bank plc 0.00% due 10/22/2014

Barclays Bank plc 8% due 10/7/2014

Barclays Bank plc 0.00% due 10/8/2015

Barclays Bank plc 0.00% due 10/5/2015

Barclays Bank plc 0.00% due 11/5/2014

Barclays Bank plc 4% in years one through nine, 4.5% in years 10 through 13, 5% in year 14 and 7% in year 15; payable semiannually due 10/3/2028

Barclays Bank plc 11.2% per year, payable quarterly if Broadcom stock closes at or above downside threshold level on determination date for that quarter due 9/30/2016

Barclays Bank plc 0.00% due 7/6/2015

Barclays Bank plc 0.00% due 10/5/2015

Barclays Bank plc 11.1% per year, payable quarterly if stock closes at or above barrier on observation date for that quarter due 10/16/2014

Barclays Bank plc 10.5% per year, payable quarterly if stock closes at or above barrier on observation date for that quarter due 10/16/2014

Barclays Bank plc 10% per year, payable quarterly if shares close at or above barrier on observation date for that quarter due 10/16/2014

Barclays Bank plc 0.00% due 3/31/2015

Barclays Bank plc 0.00% due 10/16/2014

Barclays Bank plc 0.00% due 9/25/2015

Barclays Bank plc 7% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 9/28/2018

Barclays Bank plc 7% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 9/28/2018

Barclays Bank plc 10% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 9/28/2018

Barclays Bank plc 0.00% due 9/30/2016

Barclays Bank plc 0.00% due 9/29/2016

Barclays Bank plc 0.00% due 9/29/2016

Barclays Bank plc 6.10% due 9/30/2019

Barclays Bank plc 0.00% due 3/30/2017

Barclays Bank plc 8.17% per year, payable quarterly if closing price of Cisco shares is equal to or greater than barrier price; otherwise, no contingent interest payment for that quarter due 9/30/2015

Barclays Bank plc 11.5% per year, payable quarterly if lululemon shares close at or above barrier price on valuation date for that quarter due 9/30/2015

Barclays Bank plc 12% per year, payable quarterly if Tesoro shares close at or above barrier price on valuation date for that quarter due 9/30/2015

Barclays Bank plc 8.05% per year payable quarterly if ETF closes above barrier price on valuation date for that quarter due 9/28/2018

Barclays Bank plc 8.05% per year, payable quarterly if index closes above coupon barrier level on valuation date for that quarter due 9/29/2023

Barclays Bank plc 10% due 9/29/2014

Barclays Bank plc 9.30% due 12/31/2013

Barclays Bank plc 0.00% due 9/28/2018

Barclays Bank plc 0.00% due 9/29/2015

Barclays Bank plc 0.00% due 9/29/2015

Barclays Bank plc Equal to average of basket performance, floor of 2%; if stock's return is zero or positive, its performance will be 6%; if stock's return is negative, its performance will be greater of its return and negative 15% due 9/29/2020

Barclays Bank plc 0.00% due 9/27/2019

Barclays Bank plc Applicable rate times proportion of days on which index closes at or above coupon barrier level; applicable rate is 11% for first year; beginning Sept. 27, 2014, applicable rate is 4.25 times spread of 30-year CMS rate over two-year CMS rate, with floor of 0% and cap of 11%; payable quarterly; Coupon barrier level: 779.14, 72.5% due 9/27/2028

Barclays Bank plc 0.00% due 3/26/2015

Barclays Bank plc 14% due 12/27/2013

Barclays Bank plc 12.00% due 10/8/2014

Barclays Bank plc 14% per year, payable quarterly if Tesoro shares close at or above barrier price on valuation date for that quarter due 9/24/2015

Barclays Bank plc 15.5% per year, payable quarterly if stock closes at or above barrier on observation date for that quarter due 10/8/2014

Barclays Bank plc 10% per year, payable quarterly if stock closes at or above barrier on observation date for that quarter due 10/8/2014

Barclays Bank plc 10% per year, payable quarterly if stock closes at or above barrier on observation date for that quarter due 10/8/2014

Barclays Bank plc 10% per year, payable quarterly if stock closes at or above barrier on observation date for that quarter due 10/8/2014

Barclays Bank plc 8% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 9/26/2018

Barclays Bank plc 7.5% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 9/26/2018

Barclays Bank plc 10% per year, payable quarterly if Apple shares close at or above barrier price on valuation date for that quarter due 9/24/2015

Barclays Bank plc 15% per year, payable quarterly if Tesoro shares close at or above barrier price on valuation date for that quarter due 9/24/2015

Barclays Bank plc 0.00% due 9/24/2015

Barclays Bank plc 0.00% due 9/24/2015

Barclays Bank plc 9.2% per year, payable quarterly if closing price of Prudential shares is at or above barrier level on valuation date for that quarter due 9/23/2015

Barclays Bank plc 4.25% initially, stepping up to 4.5% on Sept. 23, 2019, to 5% on Sept. 23, 2025, to 6% on Sept. 23, 2029, to 7% on Sept. 23, 2033, to 8% on Sept. 23, 2035, to 9% on Sept. 23, 2036 and to 10% on Sept. 23, 2037; payable semiannually due 9/23/2038

Barclays Bank plc 0.00% due 10/2/2014

Barclays Bank plc 6.00% due 9/17/2014

Barclays Bank plc 0.00% due 3/20/2015

Barclays Bank plc 9.00% due 10/3/2014

Barclays Bank plc 12.5% per year, payable quarterly if closing price of Freeport-McMoRan shares is at or above barrier level on valuation date for that quarter due 9/21/2015

Barclays Bank plc 0.00% due 9/21/2020

Barclays Bank plc 9.75% due 9/15/2014

Barclays Bank plc 3.25% initially, stepping up to 3.5% on Sept. 19, 2017, stepping up to 4% on Sept. 19, 2019, stepping up to 5% on Sept. 19, 2020, stepping up to 6% on Sept. 19, 2021 and to 7% on Sept. 19, 2022; payable semiannually due 9/19/2023

Barclays Bank plc 10% per year, payable quarterly if closing price of Prudential shares is at or above barrier level on valuation date for that quarter due 3/18/2015

Barclays Bank plc 9.8% per year payable quarterly if AIG stock closes at or above downside threshold level on determination date for that quarter due 9/19/2014

Barclays Bank plc 0.00% due 8/18/2015

Barclays Bank plc 0.00% due 7/16/2015

Barclays Bank plc 14% per year, payable quarterly if stock closes at or above barrier on observation date for that quarter due 10/1/2014

Barclays Bank plc 12% per year, payable quarterly if stock closes at or above barrier on observation date for that quarter due 10/1/2014

Barclays Bank plc 11.5% per year, payable quarterly if stock closes at or above barrier on observation date for that quarter due 10/1/2014

Barclays Bank plc 0.00% due 10/1/2014

Barclays Bank plc 0.00% due 9/18/2018

Barclays Bank plc 0.00% due 9/29/2014

Barclays Bank plc 0.00% due 4/23/2015

Barclays Bank plc 10% per year, payable quarterly if stock closes at or above barrier on observation date for that quarter due 9/29/2014

Barclays Bank plc 17.50% due 12/13/2013

Barclays Bank plc 10% for one year; then 4.25 times spread of 30-year CMS rate over two-year CMS rate, capped at 11%, floor of zero; payable quarterly due 9/13/2028

Barclays Bank plc 0.00% due 9/14/2018

Barclays Bank plc 4.125% initially, stepping up to 5.125% on Sept. 12, 2023 and to 6.125% on Sept. 12, 2026; payable semiannually due 9/12/2029

Barclays Bank plc 10.52% per year payable quarterly if Weyerhaeuser stock closes at or above downside threshold level on determination date for that quarter due 9/12/2016

Barclays Bank plc 8% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 9/12/2018

Barclays Bank plc 8% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 9/12/2018

Barclays Bank plc 0.00% due 9/11/2015

Barclays Bank plc 0.00% due 9/8/2016

Barclays Bank plc 9% due 12/10/2013

Barclays Bank plc 20% due 3/10/2014

Barclays Bank plc 0.00% due 3/9/2016

Barclays Bank plc 0.00% due 9/7/2018

Barclays Bank plc 0.00% due 9/16/2014

Barclays Bank plc 9.30% due 12/9/2013

Barclays Bank plc 0.00% due 9/9/2015

Barclays Bank plc 0.00% due 9/9/2015

Barclays Bank plc 0.00% due 10/6/2014

Barclays Bank plc 14.5% per year, payable quarterly if stock closes at or above barrier on observation date for that quarter due 9/17/2014

Barclays Bank plc 0.00% due 9/17/2014

Barclays Bank plc 0.00% due 3/3/2017

Barclays Bank plc 0.00% due 9/12/2014

Barclays Bank plc 0.00% due 10/31/2014

Barclays Bank plc 0.00% due 10/2/2014

Barclays Bank plc 0.00% due 9/3/2015

Barclays Bank plc 12.8% per year, payable quarterly if stock closes at or above barrier price on observation date for that quarter due 9/10/2014

Barclays Bank plc 11.2% per year, payable quarterly if stock closes at or above barrier price on observation date for that quarter due 9/10/2014

Barclays Bank plc 15.20% due 12/4/2013

Barclays Bank plc 11.30% due 3/6/2014

Barclays Bank plc 6.2% if year-over-year index return is positive or zero, otherwise 2.2%; payable annually due 8/30/2019

Barclays Bank plc 0.000% due 8/31/2016

Barclays Bank plc 5.3% per year multiplied by proportion of days on which index's closing level is greater than barrier level; payable monthly due 8/30/2019

Barclays Bank plc 8.05% per year payable quarterly if ETF closes above barrier price on valuation date for that quarter due 8/30/2018

Barclays Bank plc 8.1% annualized for each quarter that index closes above coupon barrier level on valuation date for that quarter due 8/31/2023

Barclays Bank plc 0.000% due 6/24/2038

Barclays Bank plc 0.00% due 9/30/2014

Barclays Bank plc 3.25% initially, stepping up to 3.5% on Aug. 30, 2017, to 4% on Aug. 30, 2019, to 5% on Aug. 30, 2020, to 6% on Aug. 30, 2021 and to 7% on Aug. 30, 2022; payable semiannually due 8/30/2023

Barclays Bank plc 0.00% due 8/31/2018

Barclays Bank plc 0.00% due 8/31/2017

Barclays Bank plc 0.00% due 9/1/2016

Barclays Bank plc 0.000% due 8/13/2020

Barclays Bank plc 10.852% per year payable quarterly if Mosaic stock closes at or above downside threshold level on determination date for that quarter due 8/29/2016

Barclays Bank plc 0.000% due 9/10/2014

Barclays Bank plc 7% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 8/31/2018

Barclays Bank plc 9.15% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 8/31/2018

Barclays Bank plc 7% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 8/31/2018

Barclays Bank plc 8% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 8/31/2018

Barclays Bank plc 0.00% due 6/5/2018

Barclays Bank plc 0.00% due 8/25/2016

Barclays Bank plc 6% per year times proportion of days on which 30-year CMS rate exceeds two-year CMS rate by 25 bps or more; payable quarterly due 8/22/2028

Barclays Bank plc 8.1% per year, payable quarterly if lowest-performing component closes at or above barrier level on valuation date for that quarter due 8/25/2016

Barclays Bank plc 0.00% due 8/25/2015

Barclays Bank plc 10.00% due 8/22/2014

Barclays Bank plc 0.00% due 2/23/2015

Barclays Bank plc 0.00% due 11/24/2015

Barclays Bank plc 7.85% due 2/24/2014

Barclays Bank plc 7.25% due 2/24/2014

Barclays Bank plc 7.80% due 2/24/2014

Barclays Bank plc 1.84% (7.36% per year), payable quarterly if Caterpillar stock closes at or above downside threshold level on determination date for that quarter due 8/22/2014

Barclays Bank plc 2.85% (11.4% per year), payable quarterly if Potash stock closes at or above downside threshold level on determination date for that quarter due 8/22/2014

Barclays Bank plc 0.00% due 4/30/2015

Barclays Bank plc 0.00% due 9/3/2014

Barclays Bank plc 10.1% per year, payable quarterly if stock closes at or above barrier level on observation date for that quarter due 9/4/2014

Barclays Bank plc 0.00% due 9/4/2014

Barclays Bank plc 0.00% due 11/20/2014

Barclays Bank plc 3.35% initially, stepping up to 4.1% on Aug. 16, 2019, to 5.35% on Aug. 16, 2022 and to 7.35% on Aug. 16, 2025; payable semiannually due 8/16/2028

Barclays Bank plc 10% for one year; then 4 times spread of 10-year CMS rate over two-year CMS rate less 25 bps, capped at 10%, floor of zero; payable quarterly due 8/15/2033

Barclays Bank plc 13.4% per year, payable quarterly if Valero Energy shares close at or above barrier level on valuation date for that quarter due 2/12/2015

Barclays Bank plc 0.00% due 8/27/2014

Barclays Bank plc 3% initially, stepping up to 4% on Aug. 14, 2019, to 5% on Aug. 14, 2020, to 7% on Aug. 14, 2021 and to 8% on Aug. 14, 2022; payable semiannually due 8/14/2023

Barclays Bank plc 0.00% due 2/12/2015

Barclays Bank plc 14.25% per year, payable quarterly if closing price of PulteGroup shares is at or above barrier level on valuation date for that quarter due 2/11/2015

Barclays Bank plc 0.00% due 6/19/2015

Barclays Bank plc 0.00% due 8/10/2016

Barclays Bank plc 12% due 11/12/2013

Barclays Bank plc 7.50% due 8/8/2014

Barclays Bank plc 0.000% due 6/24/2038

Barclays Bank plc 0.00% due 8/10/2015

Barclays Bank plc 3.5% initially, stepping up to 4% on Aug. 8, 2020, to 5% on Aug. 8, 2024, to 6% on Aug. 8, 2027, to 7% on Aug. 8, 2029 and to 8% on Aug. 8, 2031; payable semiannually due 8/8/2033

Barclays Bank plc 0.00% due 8/13/2014

Barclays Bank plc 0.00% due 2/4/2015

Barclays Bank plc 0.00% due 8/13/2014

Barclays Bank plc 11% per year, payable quarterly if stock closes at or above barrier level on observation date for that quarter due 8/20/2014

Barclays Bank plc 15.3% per year, payable quarterly if stock closes at or above barrier level on observation date for that quarter due 8/20/2014

Barclays Bank plc 17.15% per year, payable quarterly if stock closes at or above barrier level on observation date for that quarter due 8/20/2014

Barclays Bank plc 0.00% due 11/6/2014

Barclays Bank plc 15.90% due 12/27/2013

Barclays Bank plc 2.188% for each quarter that closing price is at or above barrier level on quarterly determination date due 8/4/2016

Barclays Bank plc 6.00% due 7/31/2019

Barclays Bank plc 0.000% due 8/3/2015

Barclays Bank plc 0.000% due 8/13/2014

Barclays Bank plc 0.000% due 8/3/2015

Barclays Bank plc 0.25% due 8/1/2023

Barclays Bank plc 0.000% due 7/30/2018

Barclays Bank plc 7% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 7/31/2018

Barclays Bank plc 8% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 7/31/2018

Barclays Bank plc 7% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 7/31/2018

Barclays Bank plc 7% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 7/31/2018

Barclays Bank plc 0.000% due 7/29/2016

Barclays Bank plc 6.5% annualized for each quarter that index closes above coupon barrier level on valuation date for that quarter due 7/31/2019

Barclays Bank plc 9% annualized, payable quarterly if each underlying component closes at or above barrier price on review date for that interest period due 7/29/2016

Barclays Bank plc 7% for first year; after that, 7% per year multiplied by proportion of days on which the index is at or above 70% of initial level; payable monthly due 7/31/2018

Barclays Bank plc 0.000% due 8/6/2014

Barclays Bank plc 0.000% due 1/22/2015

Barclays Bank plc 0.250% due 7/30/2020

Barclays Bank plc 3% in years one through five, 3.5% in years six and seven, 4% in years eight and nine, 5% in year 10, 6% in year 11, 7% in year 12 and 8% in year 13; payable semiannually due 7/31/2026

Barclays Bank plc 0.000% due 7/31/2015

Barclays Bank plc 0.000% due 7/29/2016

Barclays Bank plc 0.000% due 7/29/2016

Barclays Bank plc 18.750% due 12/27/2013

Barclays Bank plc 0.000% due 7/1/2015

Barclays Bank plc 7.750% due 10/30/2013

Barclays Bank plc 0.00% due 7/28/2016

Barclays Bank plc 0.00% due 7/29/2015

Barclays Bank plc 11.25% annualized for each quarter that J.C. Penney shares close at or above barrier price on observation date for that quarter due 8/11/2014

Barclays Bank plc 10% due 7/22/2014

Barclays Bank plc 3.70% due 1/29/2014

Barclays Bank plc 8% for one year; then 4.25 times spread of 30-year CMS rate over two-year CMS rate less 50 bps, capped at 8%, floor of zero; payable quarterly due 7/24/2028

Barclays Bank plc 0.00% due 8/6/2014

Barclays Bank plc 0.00% due 7/30/2014

Barclays Bank plc 0.000% due 1/30/2019

Barclays Bank plc Notes will pay contingent coupon at rate of 11.4% per year if Facebook shares close at or above barrier price on observation date for that quarter due 8/6/2014

Barclays Bank plc Notes will pay contingent coupon at rate of 13% per year if Las Vegas Sands shares close at or above barrier price on observation date for that quarter due 8/6/2014

Barclays Bank plc Notes will pay contingent coupon at rate of 17.5% per year if PulteGroup shares close at or above barrier price on observation date for that quarter due 8/6/2014

Barclays Bank plc 9.8% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 1/26/2015

Barclays Bank plc 9.75% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 1/26/2015

Barclays Bank plc 8.1% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 1/26/2015

Barclays Bank plc 14% per year, payable quarterly if ETF's shares close at or above barrier price on valuation date for that quarter due 7/22/2015

Barclays Bank plc 0.00% due 7/28/2014

Barclays Bank plc 0.00% due 7/22/2015

Barclays Bank plc 13.25% due 7/23/2014

Barclays Bank plc 17.10% due 12/27/2013

Barclays Bank plc 12% due 10/21/2013

Barclays Bank plc 13.5% per year if Michael Kors shares close at or above barrier price on observation date for quarter due 8/1/2014

Barclays Bank plc 10.25% annualized for each quarter that each stock closes at or above coupon barrier level on quarterly determination date due 7/15/2016

Barclays Bank plc 8% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 7/18/2018

Barclays Bank plc 6% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 7/18/2018

Barclays Bank plc 7% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 7/18/2018

Barclays Bank plc 0.00% due 7/8/2016

Barclays Bank plc 0.00% due 2/10/2015

Barclays Bank plc 0.00% due 4/20/2015

Barclays Bank plc 17% per year if Coach shares close at or above barrier price on observation date for quarter due 7/23/2014

Barclays Bank plc 16.4% per year if Las Vegas Sands shares close at or above barrier price on observation date for quarter due 7/23/2014

Barclays Bank plc 18.8% per year if PulteGroup shares close at or above barrier price on observation date for quarter due 7/23/2014

Barclays Bank plc 0.00% due 7/18/2014

Barclays Bank plc 0.00% due 7/18/2014

Barclays Bank plc 2.875% for each quarter that closing price is at or above barrier level on quarterly determination date due 7/1/2016

Barclays Bank plc 0.00% due 7/10/2014

Barclays Bank plc 8.75% due 6/27/2014

Barclays Bank plc 0.00% due 8/22/2014

Barclays Bank plc 0.00% due 8/29/2014

Barclays Bank plc 0.00% due 8/29/2014

Barclays Bank plc 0.00% due 6/26/2015

Barclays Bank plc 12.35% per year if Bank of America shares close at or above barrier price on observation date for quarter due 7/16/2014

Barclays Bank plc 7.25% per year if Bank of America shares close at or above barrier price on observation date for quarter due 7/15/2014

Barclays Bank plc 6.2% if year-over-year index return is positive or zero, otherwise 2%; payable annually due 6/28/2019

Barclays Bank plc 0.00% due 7/1/2015

Barclays Bank plc 8% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 6/29/2018

Barclays Bank plc 8% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 6/29/2018

Barclays Bank plc 7% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 6/29/2018

Barclays Bank plc 0.00% due 6/30/2016

Barclays Bank plc 0.00% due 6/30/2016

Barclays Bank plc 10.25% per year, payable quarterly if Cisco shares close at or above barrier price on valuation date for that quarter due 6/30/2015

Barclays Bank plc 7.8% annualized for each quarter that index closes above coupon barrier level on valuation date for that quarter; Coupon barrier level: 672.88, 70% of initial level due 6/29/2023

Barclays Bank plc 7.3% per year multiplied by proportion of days on which the index is at or above 70% of initial level; payable monthly due 6/28/2019

Barclays Bank plc 0.00% due 12/31/2015

Barclays Bank plc 0.00% due 6/30/2020

Barclays Bank plc 0.00% due 12/30/2016

Barclays Bank plc 0.00% due 6/27/2019

Barclays Bank plc 8.75% per year, payable quarterly if Intel shares close at or above barrier price on valuation date for that quarter due 6/29/2015

Barclays Bank plc 14.65% due 2/26/2015

Barclays Bank plc 15.95% due 2/26/2015

Barclays Bank plc 0.00% due 6/26/2018

Barclays Bank plc 0.00% due 7/2/2014

Barclays Bank plc 6.70% due 6/25/2014

Barclays Bank plc 13.55% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 12/31/2014

Barclays Bank plc 13.25% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 12/31/2014

Barclays Bank plc 7.25% due 6/23/2023

Barclays Bank plc 8.25% due 6/24/2014

Barclays Bank plc 5.05% due 12/24/2014

Barclays Bank plc 3.25% for first five years, steps up to 3.5% on June 24, 2018, to 4% on June 24, 2023, to 5% on June 24, 2027, to 6% on June 24, 2030 and to 8% on June 24, 2032; payable semiannually due 6/24/2033

Barclays Bank plc 0.00% due 6/21/2018

Barclays Bank plc 8% annualized, payable quarterly if each underlying component closes at or above barrier price on review date for that interest period due 6/23/2016

Barclays Bank plc 12% due 9/23/2013

Barclays Bank plc 3.16% in years one through six, 3.66% in years seven through 10, 4.16% in years 11 and 12, 5.16% in years 13 and 14 and 6.16% in year 15; payable semiannually due 6/20/2028

Barclays Bank plc 15% annualized per quarter that Michael Kors shares close at or above barrier price on valuation date for that quarter due 6/18/2015

Barclays Bank plc 0.00% due 6/25/2014

Barclays Bank plc 2.8625% for each quarter that closing price is at least 75% of initial price on quarterly determination date due 6/17/2016

Barclays Bank plc 8.25% annualized for each quarter that index closes above coupon barrier level on valuation date for that quarter due 6/19/2028

Barclays Bank plc 0.00% due 7/2/2014

Barclays Bank plc 2.75% initially, stepping up to 3% on June 19, 2019, to 4% on June 19, 2021, to 5% on June 19, 2022; payable semiannually due 6/19/2023

Barclays Bank plc 0.00% due 12/18/2014

Barclays Bank plc 0.00% due 7/3/2014

Barclays Bank plc 0.00% due 6/18/2015

Barclays Bank plc 0.00% due 6/18/2015

Barclays Bank plc 12.15% per year, payable quarterly if closing price of Deutsche Bank shares is equal to or greater than barrier price; otherwise, no contingent interest payment for that quarter due 6/18/2015

Barclays Bank plc 10% per year, payable quarterly if MetLife shares close at or above barrier price on valuation date for that quarter due 6/18/2015

Barclays Bank plc 0.00% due 5/18/2015

Barclays Bank plc 9.00% due 9/18/2013

Barclays Bank plc 9.30% due 9/18/2013

Barclays Bank plc 7% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 6/18/2018

Barclays Bank plc 7% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 6/18/2018

Barclays Bank plc 7% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 6/18/2018

Barclays Bank plc 0.00% due 9/16/2014

Barclays Bank plc 9.30% due 9/16/2013

Barclays Bank plc 0.00% due 12/15/2015

Barclays Bank plc 8% per year, payable quarterly if index closes above coupon barrier level on valuation date for that quarter due 6/15/2023

Barclays Bank plc 13% per year, payable quarterly, if Freeport-McMoRan Energy shares close at or above barrier price on valuation date for that quarter due 6/11/2015

Barclays Bank plc 0.00% due 6/25/2014

Barclays Bank plc Notes will pay contingent coupon at rate of 10% per year if HCA shares close at or above barrier price on observation date for that quarter due 6/25/2014

Barclays Bank plc 11.40% due 12/11/2013

Barclays Bank plc 6% per year, payable quarterly if lesser performing index closes at or above coupon barrier level on valuation date for that quarter; Coupon barrier levels: 1,059.98 for S&P 500, 639.69 for Russell 2000; 65% of initial levels due 6/8/2018

Barclays Bank plc 0.00% due 6/10/2016

Barclays Bank plc 6.5% per year, payable quarterly if Carnival shares close at or above barrier price on valuation date for that quarter due 6/9/2015

Barclays Bank plc Notes will pay contingent coupon at rate of 10.25% per year if Bank of America shares close at or above barrier price on observation date for that quarter due 6/23/2014

Barclays Bank plc 7.4% per year, payable quarterly if index closes above coupon barrier level on valuation date for that quarter; Coupon barrier level: 693.37, 70% of initial level due 6/8/2023

Barclays Bank plc 15.15% per year, payable quarterly if American Capital Agency shares close at or above barrier price on valuation date for that quarter due 6/4/2015

Barclays Bank plc 14% per year, payable quarterly if Tesoro shares close at or above barrier price on valuation date for that quarter due 12/4/2014

Barclays Bank plc 0.00% due 6/11/2014

Barclays Bank plc Notes will pay contingent coupon at rate of 11.5% per year if Amazon.com shares close at or above barrier price on observation date for that quarter due 6/18/2014

Barclays Bank plc Notes will pay contingent coupon at rate of 12.25% per year if Ford shares close at or above barrier price on observation date for that quarter due 6/18/2014

Barclays Bank plc 0.000% due 7/25/2014

Barclays Bank plc 0.000% due 7/25/2014

Barclays Bank plc 0.00% due 7/25/2014

Barclays Bank plc 6.5% for each day that index closes at or above barrier level; payable quarterly; due 6/10/2016

Barclays Bank plc 5.400% due 9/4/2014

Barclays Bank plc Notes will pay contingent coupon at rate of 15% per year if Sears shares close at or above barrier price on observation date for that month due 5/30/2014

Barclays Bank plc 7.50% due 6/16/2014

Barclays Bank plc 8.50% due 6/16/2014

Barclays Bank plc 6.15% if year-over-year index return is positive or zero, otherwise 1.6%; payable annually due 5/31/2019

Barclays Bank plc 8.65% per year, payable quarterly if lowest-performing component closes at or above the coupon barrier level on valuation date for that quarter due 6/1/2018

Barclays Bank plc 9.25% for one year; then four times spread of 30-year CMS rate over five-year CMS rate less 25 bps, capped at 9.25%, floor of zero; payable quarterly due 6/17/2033

Barclays Bank plc 8%, payable monthly if stock closes at or above trigger price on observation date for that month due 5/31/2018

Barclays Bank plc 7.5%, payable monthly if stock closes at or above trigger price on observation date for that month due 5/31/2018

Barclays Bank plc 7.5%, payable monthly if stock closes at or above trigger price on observation date for that month due 5/31/2018

Barclays Bank plc 0.00% due 11/30/2015

Barclays Bank plc 6% times proportion of days on which index closes at or above coupon barrier level; payable monthly due 2/28/2019

Barclays Bank plc 8% per year, payable quarterly if index closes above coupon barrier level on valuation date for that quarter; Coupon barrier level: 2,126.90, 75% of initial level due 5/31/2023

Barclays Bank plc 7.1% per year, payable quarterly if index closes above coupon barrier level on valuation date for that quarter; Coupon barrier level: 698.15, 70% of initial level due 5/31/2023

Barclays Bank plc 0.00% due 12/4/2014

Barclays Bank plc 8% per year multiplied by proportion of days on which Libor is 6% or less and index closes at or above index barrier; payable quarterly due 5/31/2028

Barclays Bank plc 3% initially, stepping up to 3.5% on May 30, 2021, to 4% on May 30, 2024, to 5% on May 30, 2026 and to 6% on May 30, 2027; payable semiannually due 5/30/2028

Barclays Bank plc 0.00% due 12/3/2014

Barclays Bank plc 0.00% due 6/2/2015

Barclays Bank plc 6.5% per year, payable quarterly if PNC shares close at or above barrier price on valuation date for that quarter due 11/30/2015

Barclays Bank plc 0.00% due 9/22/2014

Barclays Bank plc 0.00% due 8/29/2014

Barclays Bank plc 13.25% per year, payable quarterly if stock closes at or above barrier level on observation date for that quarter due 6/12/2014

Barclays Bank plc 15.9% per year, payable quarterly if stock closes at or above barrier level on observation date for that quarter due 6/12/2014

Barclays Bank plc 0.00% due 5/26/2017

Barclays Bank plc 9.5% per year, payable quarterly, if Chesapeake Energy shares close at or above barrier price on valuation date for that quarter due 5/29/2015

Barclays Bank plc 0.00% due 5/29/2019

Barclays Bank plc 0.00% due 5/26/2017

Barclays Bank plc 9% due 8/28/2013

Barclays Bank plc 0.00% due 6/5/2018

Barclays Bank plc 0.00% due 11/30/2016

Barclays Bank plc 7.00% due 11/26/2014

Barclays Bank plc 0.00% due 6/4/2018

Barclays Bank plc 9.40% due 8/26/2013

Barclays Bank plc 6.5% per year multiplied by proportion of days on which index closes at or above barrier level; payable quarterly due 6/2/2016

Barclays Bank plc 0.00% due 5/23/2019

Barclays Bank plc 2.25% for first year; beginning May 22, 2014, Libor plus 60 bps, subject to minimum of zero and maximum of 6%; payable quarterly due 5/22/2020

Barclays Bank plc 2.375% for each quarter that closing price is at least 70% of initial price on quarterly determination date due 5/20/2016

Barclays Bank plc Notes will pay contingent coupon at rate of 11% per year if Joy Global shares close at or above trigger price on observation date for that quarter due 5/29/2014

Barclays Bank plc 9% due 8/22/2013

Barclays Bank plc 2.5% in years one through six, 3% in years seven and eight, 4% in years nine and 10, 5% in year 11 and 6% in year 12; payable semiannually due 5/21/2025

Barclays Bank plc 0.00% due 5/19/2016

Barclays Bank plc 0.00% due 5/20/2015

Barclays Bank plc 10.25% per year, payable quarterly if Michael Kors shares close at or above barrier price on valuation date for that quarter due 5/19/2015

Barclays Bank plc 12.4% per year, payable quarterly if Michael Kors shares close at or above barrier price on valuation date for that quarter due 5/19/2015

Barclays Bank plc 10.00% due 5/19/2014

Barclays Bank plc 0.00% due 2/23/2015

Barclays Bank plc 0.00% due 11/18/2013

Barclays Bank plc 7.93% due 5/16/2014

Barclays Bank plc 5.89% due 5/16/2014

Barclays Bank plc 8.50% due 5/16/2014

Barclays Bank plc 8.59% due 5/16/2014

Barclays Bank plc 9.96% due 5/16/2014

Barclays Bank plc 8% per year, payable quarterly if Credit Suisse shares close at or above barrier price on valuation date for that quarter due 11/14/2014

Barclays Bank plc 10% for one year; then four times spread of 30-year CMS rate over five-year CMS rate, minus 50 bps, with cap of 10%, floor of zero; payable semiannually due 5/31/2033

Barclays Bank plc 12.5% per year, payable quarterly if stock closes at or above barrier level on observation date for that quarter due 5/29/2014

Barclays Bank plc 16.6% per year, payable quarterly if stock closes at or above barrier level on observation date for that quarter due 5/29/2014

Barclays Bank plc 8.50% due 5/14/2014

Barclays Bank plc 9% due 8/15/2013

Barclays Bank plc 0.00% due 11/14/2014

Barclays Bank plc 0.00% due 5/14/2015

Barclays Bank plc 3.25% initially, stepping up to 4% on May 14, 2020, to 5% on May 14, 2027, to 6% on May 14, 2032, to 7% on May 14, 2034 and to 8% on May 14, 2036; payable semiannually due 5/14/2038

Barclays Bank plc 12% due 8/13/2013

Barclays Bank plc 11.15% per year, payable quarterly if Joy Global shares close at or above barrier price on valuation date for that quarter due 5/12/2015

Barclays Bank plc 8.25% per year, payable quarterly if Lennar shares close at or above barrier price on valuation date for that quarter due 5/12/2015

Barclays Bank plc 7% for one year; then four times spread of 30-year CMS rate over five-year CMS rate, minus 50 bps, with cap of 7.35%, floor of zero; payable quarterly due 5/10/2028

Barclays Bank plc 0.000% due 5/10/2016

Barclays Bank plc 9% due 5/8/2014

Barclays Bank plc 8.4% per year, payable quarterly if stock closes at or above barrier level on observation date for that quarter due 5/21/2014

Barclays Bank plc 13.85% per year, payable quarterly if stock closes at or above barrier level on observation date for that quarter due 5/21/2014

Barclays Bank plc 0.00% due 5/21/2014

Barclays Bank plc 0.000% due 5/9/2023

Barclays Bank plc 8% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 5/9/2018

Barclays Bank plc 7% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 5/9/2018

Barclays Bank plc 7.25% per year multiplied by proportion of days on which Libor is 6% or less and Russell 2000 closes at or above index barrier; payable quarterly due 5/8/2023

Barclays Bank plc 0.00% due 10/7/2014

Barclays Bank plc 0.00% due 5/4/2018

Barclays Bank plc 12% due 8/6/2013

Barclays Bank plc 0.00% due 11/4/2013

Barclays Bank plc 0.00% due 11/4/2014

Barclays Bank plc 11.50% due 4/29/2014

Barclays Bank plc 6% if year-over-year index return is positive or zero, otherwise 1.8%; payable annually due 4/30/2019

Barclays Bank plc 0.00% due 7/7/2014

Barclays Bank plc 9% for one year; then four times spread of 30-year CMS rate over five-year CMS rate, minus 50 bps, with cap of 9%, floor of zero; payable semiannually due 5/3/2033

Barclays Bank plc 0.00% due 4/29/2016

Barclays Bank plc 0.00% due 5/14/2014

Barclays Bank plc 13.6% per year, payable quarterly if stock closes at or above barrier level on observation date for that quarter due 5/14/2014

Barclays Bank plc 0.00% due 5/14/2014

Barclays Bank plc 7% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 4/30/2018

Barclays Bank plc 9% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 4/30/2018

Barclays Bank plc 7.5% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 4/30/2018

Barclays Bank plc 7% per year, payable quarterly if index closes above coupon barrier level on valuation date for that quarter due 4/28/2023

Barclays Bank plc 8.5% per year, payable quarterly if lowest-performing component closes at or above the coupon barrier level on valuation date for that quarter due 4/28/2016

Barclays Bank plc Greater of (a) average of indexes' performances on applicable coupon observation date and (b) zero; payable annually; Index performance: If index’s return is greater than or equal to zero, 6.05%; otherwise, greater of index’s return and negative 15% due 4/30/2018

Barclays Bank plc 0.00% due 4/30/2020

Barclays Bank plc 12.75% due 10/30/2013

Barclays Bank plc 8.70% due 4/29/2014

Barclays Bank plc 0.00% due 4/29/2015

Barclays Bank plc 11% per year, payable quarterly if HollyFrontier shares close at or above barrier price on valuation date for that quarter due 4/29/2015

Barclays Bank plc Libor plus 120 bps, capped at 6%; payable quarterly due 4/26/2023

Barclays Bank plc 6.50% due 10/27/2014

Barclays Bank plc 0.00% due 1/26/2015

Barclays Bank plc 3% initially, stepping up to 4% on April 24, 2021, to 5% on April 24, 2023, to 6% on April 24, 2025 and to 7% on April 24, 2027; payable semiannually due 4/24/2028

Barclays Bank plc 7% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 4/25/2018

Barclays Bank plc 8% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 4/25/2018

Barclays Bank plc 7% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 4/25/2018

Barclays Bank plc 0.00% due 4/24/2019

Barclays Bank plc 9.25% due 7/23/2013

Barclays Bank plc 9% per year, payable quarterly if lowest-performing component closes at or above the coupon barrier level on valuation date for that quarter due 4/24/2018

Barclays Bank plc 3.5% initially, stepping up to 4% on April 22, 2020, to 5% on April 22, 2026, to 6% on April 22, 2030, to 7% on April 22, 2033 and to 8% on April 22, 2036; payable semiannually due 4/22/2038

Barclays Bank plc 0.00% due 10/21/2014

Barclays Bank plc 15% due 10/18/2013

Barclays Bank plc 2% initially, stepping up to 2.5% on April 18, 2016, 2.75% on April 18, 2018, 3% on April 18, 2020, 3.5% on April 18, 2023, 4.25% on April 18, 2026 and 4.75% on April 18, 2028; payable semiannually due 4/18/2030

Barclays Bank plc 10.65% due 10/21/2013

Barclays Bank plc 10.30% due 10/21/2013

Barclays Bank plc 0.00% due 4/30/2014

Barclays Bank plc 0.00% due 4/24/2014

Barclays Bank plc 0.00% due 5/1/2014

Barclays Bank plc 0.00% due 4/30/2014

Barclays Bank plc 15.07% annualized for each quarter that Bank of America stock closes at or above coupon barrier on quarterly determination date due 4/30/2014

Barclays Bank plc 14.1% annualized for each quarter that eBay stock closes at or above coupon barrier on quarterly determination date due 4/30/2014

Barclays Bank plc 3% initially, stepping up to 4% on April 17, 2020, 5% on April 17, 2023 and 6% on April 17, 2024; payable semiannually due 4/17/2025

Barclays Bank plc 7.5% per year, payable quarterly if fund closes at or above trigger price on observation date for that quarter due 4/18/2018

Barclays Bank plc 8.00% due 5/23/2014

Barclays Bank plc 6.50% due 5/2/2014

Barclays Bank plc 8.5% per year, payable quarterly if Prudential shares close at or above barrier price on valuation date for that quarter due 4/15/2015

Barclays Bank plc 7.6% per year, payable quarterly only if lowest-performing component closes at or above its barrier level on valuation date for that quarter due 4/13/2018

Barclays Bank plc 15% due 10/15/2013

Barclays Bank plc 9.25% due 7/12/2013

Barclays Bank plc Libor plus 125 bps, cap of 7.5%; payable quarterly due 4/11/2023

Barclays Bank plc 2.5% in years one through seven, 3% in years eight and nine, 3.5% in year 10, 4% in years 11 and 12 and 5% in years 13 through 15; payable semiannually due 4/11/2028

Barclays Bank plc 8.600% due 10/11/2013

Barclays Bank plc 9.660% due 10/11/2013

Barclays Bank plc 8.600% due 10/11/2013

Barclays Bank plc Libor plus 100 bps, floor of 1.15%; payable quarterly due 4/9/2020

Barclays Bank plc 0.000% due 4/8/2016

Barclays Bank plc 12.000% due 7/11/2013

Barclays Bank plc 7.500% due 4/9/2014

Barclays Bank plc 14.370% due 10/10/2013

Barclays Bank plc 0.000% due 10/10/2014

Barclays Bank plc 8.3% per year, payable quarterly if lowest-performing index closes at or above barrier level on valuation date for that quarter due 10/8/2015

Barclays Bank plc 8% for one year; then four times spread of 30-year CMS rate over five-year CMS rate less 48 bps, capped at 8%, floor of zero; payable semiannually due 4/9/2028

Barclays Bank plc 10.25% for one year; then four times spread of 30-year CMS rate over five-year CMS rate, capped at 10.25%, floor of zero; payable semiannually due 4/19/2033

Barclays Bank plc 2.25% initially, stepping up to 2.5% on April 4, 2015, to 2.75% on April 4, 2018, to 3% on April 4, 2020 and to 3.5% on April 4, 2022; payable semiannually due 4/4/2023

Barclays Bank plc 0.00% due 4/2/2015

Barclays Bank plc 0.00% due 5/29/2014

Barclays Bank plc 0.00% due 3/27/2015

Barclays Bank plc 0.00% due 10/21/2013

Barclays Bank plc 0.00% due 3/27/2015

Barclays Bank plc 2.69% per quarter (10.76% per year) if closing price is at least 70% of initial price on quarterly determination date; otherwise, none due 4/4/2016

Barclays Bank plc 0.00% due 3/27/2015

Barclays Bank plc 9.25% due 7/3/2013

Barclays Bank plc 7.60% due 4/2/2018

Barclays Bank plc 6.77% due 3/31/2014

Barclays Bank plc 7.41% due 3/31/2014

Barclays Bank plc 9.04% due 3/31/2014

Barclays Bank plc 0.00% due 3/31/2016

Barclays Bank plc 11.48% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 9/30/2014

Barclays Bank plc 10.25% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 9/30/2014

Barclays Bank plc 13% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 9/30/2014

Barclays Bank plc 0.00% due 3/31/2016

Barclays Bank plc 0.00% due 3/31/2016

Barclays Bank plc 17.00% due 9/30/2013

Barclays Bank plc 12.25% due 9/30/2013

Barclays Bank plc 8% per year, payable quarterly if index closes above coupon barrier level on valuation date for that quarter; Coupon barrier level: 1,854.5, 70% of initial level due 3/30/2023

Barclays Bank plc Greater of (a) average of indexes' performances on applicable coupon observation date and (b) zero; payable annually; If an index’s return is greater than or equal to zero, its performance will be equal to the 6.6% return cap. Otherwise, an index’s performance will be the greater of its return and negative 15%. due 3/28/2018

Barclays Bank plc 0.00% due 3/28/2018

Barclays Bank plc 9% due 6/28/2013

Barclays Bank plc 2.5% initially, stepping up to 2.75% on March 28, 2018, to 3% on March 28, 2020, to 3.75% on March 28, 2022, to 4% on March 28, 2023 and to 5% on April 12, 2025; payable semiannually due 3/28/2028

Barclays Bank plc 10.25% initially; beginning March 28, 2014, four times spread of 30-year CMS rate over five-year CMS rate less 45 bps, capped at 10.25% with floor of zero; payable semiannually due 3/28/2033

Barclays Bank plc 8.3% per year, payable quarterly if Goldcorp shares close at or above barrier price on valuation date for that quarter due 3/26/2015

Barclays Bank plc 12.3% per year, payable quarterly if MGM Resorts shares close at or above barrier price on valuation date for that quarter due 3/26/2015

Barclays Bank plc 0.000% due 1/30/2019

Barclays Bank plc 3.25% initially, stepping up to 4% on March 27, 2020, to 5% on March 27, 2024, to 7.5% on March 27, 2029 and to 10% on March 27, 2031; payable semiannually due 3/27/2033

Barclays Bank plc 0.00% due 5/29/2014

Barclays Bank plc 0.00% due 3/26/2019

Barclays Bank plc 16.16% due 6/26/2013

Barclays Bank plc 7.00% due 9/25/2014

Barclays Bank plc 7.65% due 9/25/2014

Barclays Bank plc 0.000% due 12/15/2042

Barclays Bank plc 0.00% due 9/24/2014

Barclays Bank plc 7.25% per year, payable quarterly if Transocean shares close at or above barrier price on valuation date for that quarter due 3/24/2015

Barclays Bank plc 6% accrual for each day that index closes at or above 1,161 and six-month Libor is 6% or less; payable quarterly due 3/22/2028

Barclays Bank plc 6% accrual for each day that index closes at or above 1,161 and six-month Libor is 6% or less; payable semiannually due 3/28/2028

Barclays Bank plc 0.00% due 4/7/2014

Barclays Bank plc 2.5% initially, stepping up to 3% on March 22, 2017, to 4% on March 22, 2020 and to 5% on March 22, 2022; payable semiannually due 3/22/2023

Barclays Bank plc Initially 2%; beginning April 3, 2014, Libor plus 125 bps, capped at 5%; payable monthly due 4/3/2020

Barclays Bank plc 12% due 6/21/2013

Barclays Bank plc 9.25% per year, payable quarterly if closing price of Coach shares is equal to or greater than barrier price; otherwise, no contingent interest payment for that quarter due 3/19/2015

Barclays Bank plc 0.00% due 3/26/2014

Barclays Bank plc 0.00% due 4/2/2014

Barclays Bank plc 15.50% due 9/19/2013

Barclays Bank plc 3.07% in years one through seven, 4.07% in years eight through 10, 5.07% in years 11 through 13 and 6.57% in years 14 and 15; payable semiannually due 3/20/2028

Barclays Bank plc 8%, payable monthly if ADSs close at or above trigger price on observation date for that month due 3/21/2018

Barclays Bank plc 8%, payable monthly if stock closes at or above trigger price on observation date for that month due 3/21/2018

Barclays Bank plc 8%, payable monthly if stock closes at or above trigger price on observation date for that month due 3/21/2018

Barclays Bank plc 7% per year multiplied by proportion of days on which index's closing level is greater than barrier level; payable monthly; Barrier level: 706.88, 75% of initial level due 9/19/2018

Barclays Bank plc 19% per year, payable quarterly if closing price of Peabody shares is equal to or greater than barrier price; otherwise, no contingent interest payment for that quarter due 3/19/2015

Barclays Bank plc Notes will pay contingent coupon at rate of 15% per year if Vale ADSs close at or above trigger price on observation date for that quarter due 4/2/2014

Barclays Bank plc 18.65% due 9/19/2013

Barclays Bank plc 6.000% due 3/17/2016

Barclays Bank plc 0.000% due 9/18/2014

Barclays Bank plc 9.000% due 3/17/2014

Barclays Bank plc based on the distributions made by the index constituents; may be zero due 3/18/2043

Barclays Bank plc 9.5% per year, payable quarterly if lowest-performing index closes at or above coupon barrier level on valuation date for that quarter due 3/15/2018

Barclays Bank plc 9% due 6/17/2013

Barclays Bank plc 9.50% due 6/14/2013

Barclays Bank plc 6.51% due 3/14/2014

Barclays Bank plc 6.00% due 3/14/2014

Barclays Bank plc 8.11% due 3/14/2014

Barclays Bank plc 0.00% due 3/25/2014

Barclays Bank plc 13.2% per year if stock closes at or above barrier price on quarterly observation date; otherwise, no coupon due 3/26/2014

Barclays Bank plc 0.00% due 3/18/2014

Barclays Bank plc 7.3% per year, payable quarterly if closing price of Bank of America shares is equal to or greater than barrier price; otherwise, no contingent interest payment for that quarter due 3/12/2015

Barclays Bank plc 10.05% per year, payable quarterly if closing price of Dow Chemical shares is equal to or greater than barrier price; otherwise, no contingent interest payment for that quarter due 3/12/2015

Barclays Bank plc 3.75% initially, stepping up to 4% on March 12, 2021, 5% on March 12, 2027, 6% on March 12, 2031, 7% on March 12, 2034 and 8% on March 12, 2036; payable semiannually due 3/12/2038

Barclays Bank plc 0.00% due 3/9/2018

Barclays Bank plc 9% per year, payable quarterly if closing price of Bank of America shares is equal to or greater than barrier price; otherwise, no contingent interest payment for that quarter due 3/11/2015

Barclays Bank plc 9% per year, payable quarterly if closing price of Citigroup shares is equal to or greater than barrier price; otherwise, no contingent interest payment for that quarter due 3/11/2015

Barclays Bank plc 15.5% per year, payable quarterly if United States Steel shares close at or above barrier price on valuation date for that quarter due 3/11/2015

Barclays Bank plc Initially 2%; beginning March 19, 2015, Libor plus 100 bps, with maximum interest rate of 5% and minimum rate of zero due 3/19/2020

Barclays Bank plc 0.00% due 3/10/2016

Barclays Bank plc 3% initially, stepping up to 4% on March 20, 2020, 5% on March 20, 2024, 6% on March 20, 2026 and 7% on March 20, 2027; payable semiannually due 3/20/2028

Barclays Bank plc 10.000% due 6/7/2013

Barclays Bank plc 0.000% due 3/12/2014

Barclays Bank plc 0.000% due 3/6/2018

Barclays Bank plc 5% per quarter (20% per year) if closing price is at least 76% of initial price on quarterly determination date; otherwise, none due 3/7/2016

Barclays Bank plc 1.2% if index closes at or above barrier level on a quarterly determination date; otherwise, no contingent quarterly coupon will be paid that quarter due 3/5/2020

Barclays Bank plc 4% per quarter (16% per year) if closing price is at least 65% of initial price on quarterly determination date; otherwise, none due 3/4/2016

Barclays Bank plc 0.00% due 4/4/2014

Barclays Bank plc 13.75% due 8/30/2013

Barclays Bank plc 0.00% due 3/2/2016

Barclays Bank plc 0.00% due 2/29/2016

Barclays Bank plc 0.00% due 8/31/2017

Barclays Bank plc 5.5% per year, payable quarterly if closing price of UPS shares is equal to or greater than barrier price; otherwise, no contingent interest payment for that quarter due 2/29/2016

Barclays Bank plc 0.00% due 3/3/2015

Barclays Bank plc Greater of (a) average of indexes' performances on applicable coupon observation date and (b) zero; payable annually due 2/28/2018

Barclays Bank plc 14.2% per year if stock closes at or above barrier price on quarterly observation date; otherwise, no coupon due 3/17/2014

Barclays Bank plc 0.00% due 3/1/2016

Barclays Bank plc 10% per year, payable quarterly if closing price of Deutsche shares is equal to or greater than barrier price; otherwise, no contingent interest payment for that quarter due 3/2/2015

Barclays Bank plc 11.75% per year, payable quarterly if closing price of Deutsche shares is equal to or greater than barrier price; otherwise, no contingent interest payment for that quarter due 3/2/2015

Barclays Bank plc 7.75% per year, payable monthly if index closes at or above the barrier level on a monthly valuation date; otherwise, no contingent interest payment for that month due 2/28/2023

Barclays Bank plc 0.00% due 8/28/2014

Barclays Bank plc 10.50% due 2/27/2014

Barclays Bank plc 7.75% due 8/28/2013

Barclays Bank plc 7.00% due 8/28/2013

Barclays Bank plc 12.55% due 8/28/2013

Barclays Bank plc 10.25% initially; beginning March 21, 2014, four times spread of 30-year CMS rate over five-year CMS rate less 45 bps, capped at 10.25% and floor of zero; payable semiannually due 3/21/2033

Barclays Bank plc 0.00% due 8/27/2014

Barclays Bank plc 0.00% due 4/25/2014

Barclays Bank plc 8% per year, payable quarterly if lowest-performing component closes at or above barrier level on valuation date for that quarter due 2/25/2016

Barclays Bank plc 6.80% due 2/26/2015

Barclays Bank plc 16.75% due 5/24/2013

Barclays Bank plc 11% due 5/24/2013

Barclays Bank plc 7.50% due 3/7/2014

Barclays Bank plc 7.00% due 3/7/2014

Barclays Bank plc 2% in years one through three, 2.25% in years four and five, 3.5% in year six, 4% in year seven and 6% in year eight; payable semiannually due 2/26/2021

Barclays Bank plc 0.00% due 3/10/2014

Barclays Bank plc 8.00% due 2/20/2014

Barclays Bank plc 9% per year, payable quarterly if the closing price of Federated Investors stock is equal to or greater than coupon barrier price; otherwise, no coupon for that quarter due 2/25/2015

Barclays Bank plc 0.000% due 1/30/2019

Barclays Bank plc 10% due 2/24/2014

Barclays Bank plc 12.60% due 5/23/2013

Barclays Bank plc 3.25% initially, stepping up to 4% on Feb. 25, 2021, to 5% on Feb. 25, 2024, to 6% on Feb. 25, 2027, to 7% on Feb. 25, 2029 and to 8% on Feb. 25, 2031; payable semiannually due 2/25/2033

Barclays Bank plc Initially 4%; beginning Feb. 22, 2014, Libor plus 100 bps, with maximum interest rate that initially is 5% and will step up to 6% on Feb. 22, 2017 and to 7% on Feb. 22, 2020 due 2/22/2023

Barclays Bank plc 0.00% due 2/28/2014

Barclays Bank plc 9.00% due 8/21/2013

Barclays Bank plc 9.20% due 8/21/2013

Barclays Bank plc 8.00% due 8/21/2013

Barclays Bank plc 2% for one year; beginning Feb. 28, 2014, Libor plus 125 bps, capped at 5% per year; payable quarterly due 2/28/2020

Barclays Bank plc 16% per year if stock closes at or above barrier price on quarterly observation date; otherwise, no coupon due 3/5/2014

Barclays Bank plc 0.00% due 2/27/2014

Barclays Bank plc 0.00% due 3/5/2014

Barclays Bank plc 9% due 5/20/2013

Barclays Bank plc 0.00% due 8/20/2014

Barclays Bank plc Initially 1.5%; beginning Feb. 28, 2014, Libor plus 75 bps, with maximum interest rate that initially is 4% and will step up to 5% on Feb. 28, 2016 due 2/28/2018

Barclays Bank plc 1.5% for one year; beginning Feb. 28, 2014, Libor plus 75 bps, subject to 4% cap, which steps up to 5% on Feb. 28, 2016; payable quarterly due 2/28/2018

Barclays Bank plc 13.65% due 5/17/2013

Barclays Bank plc 8.75%, payable monthly if the closing price of Apple shares is equal to or greater than coupon barrier price; otherwise, no coupon paid for that month due 2/16/2018

Barclays Bank plc 0.00% due 2/19/2019

Barclays Bank plc 10% due 8/16/2013

Barclays Bank plc 9% due 8/14/2013

Barclays Bank plc 7.25% per year, payable quarterly if closing price of Newmont Mining shares is equal to or greater than barrier price due 8/13/2015

Barclays Bank plc 8% per year, payable quarterly if lowest-performing component closes at or above barrier level on valuation date for that quarter due 2/11/2016

Barclays Bank plc 12.50% due 8/13/2014

Barclays Bank plc 0.00% due 2/13/2018

Barclays Bank plc 8% per year, payable monthly, if stock closes at or above trigger price on observation date for that month due 2/14/2018

Barclays Bank plc 9% per year, payable monthly, if stock closes at or above trigger price on observation date for that month due 2/14/2018

Barclays Bank plc 0.00% due 2/12/2015

Barclays Bank plc 0.00% due 2/12/2018

Barclays Bank plc 6% per year multiplied by proportion of days on which six-month Libor is 6% or less and S&P 500 closes at or above index barrier; payable quarterly due 2/28/2028

Barclays Bank plc 0.00% due 2/10/2016

Barclays Bank plc 20% due 5/7/2013

Barclays Bank plc 13% per year if stock closes at or above barrier price on quarterly observation date due 2/20/2014

Barclays Bank plc Initially 3.125%, stepping up to 4% on Feb. 28, 2020, to 5% on Feb. 28, 2023 and to 7% on Feb. 28, 2026; payable semiannually due 2/28/2028

Barclays Bank plc 7% per year, payable monthly, if stock closes at or above trigger price on observation date for that month due 2/7/2018

Barclays Bank plc 20% due 5/6/2013

Barclays Bank plc 0.00% due 3/28/2014

Barclays Bank plc 0.00% due 2/3/2015

Barclays Bank plc 0.00% due 1/29/2016

Barclays Bank plc 0.00% due 7/31/2017

Barclays Bank plc 0.00% due 8/2/2016

Barclays Bank plc 9.65% due 8/1/2013

Barclays Bank plc 10.00% due 1/30/2014

Barclays Bank plc 10% per year, payable quarterly if closing price of Citigroup shares is equal to or greater than barrier price due 1/29/2015

Barclays Bank plc 9% per year, payable quarterly if closing price of MetLife shares is equal to or greater than barrier price due 1/29/2015

Barclays Bank plc 10.00% due 7/30/2014

Barclays Bank plc 2.29% for quarter if Amazon stock closes at or above downside threshold level on determination date for that quarter due 1/28/2016

Barclays Bank plc 2.5% in years one through four, 3% in years five through seven, 4% in years eight and nine, 5% in years 10 and 11 and 7% in years 12 and 13; payable semiannually due 1/30/2026

Barclays Bank plc 9.1% per year, payable quarterly, if stock closes at or above trigger price on observation date for that quarter due 1/31/2014

Barclays Bank plc 9.25% per year, payable quarterly, if stock closes at or above trigger price on observation date for that quarter due 1/31/2014

Barclays Bank plc 12.75% per year, payable quarterly, if stock closes at or above trigger price on observation date for that quarter due 1/31/2014

Barclays Bank plc 0.00% due 3/28/2014

Barclays Bank plc 2% for one year; beginning Jan. 28, 2014, Libor plus 100 bps, capped at 7%; payable quarterly due 3/28/2019

Barclays Bank plc 14.25% due 4/29/2013

Barclays Bank plc 3.5% initially, stepping up to 4% on Jan. 29, 2020, to 5% on Jan. 29, 2025, to 6% on Jan. 29, 2029, to 7% on Jan. 29, 2033 and to 8% on Jan. 29, 2020; payable semiannually due 1/29/2038

Barclays Bank plc 9.50% due 1/27/2014

Barclays Bank plc 9.10% due 4/29/2013

Barclays Bank plc Inside range rate multiplied by proportion of days on which six-month Libor is 6% or less and index closes at or above barrier level; inside range rate is 5% in years one through five, 6% in years six through 10 and 8% in years 11 through 15; payable quarterly due 2/15/2028

Barclays Bank plc 8.3% per year, payable quarterly if lowest-performing component closes at or above barrier level on valuation date for that quarter due 7/23/2015

Barclays Bank plc 0.00% due 3/28/2014

Barclays Bank plc 13.77% due 4/22/2013

Barclays Bank plc 10.50% due 1/21/2014

Barclays Bank plc 0.000% due 4/18/2041

Barclays Bank plc 9% due 4/18/2013

Barclays Bank plc 8% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 1/22/2018

Barclays Bank plc 7.51% per year, payable quarterly if closing price of Halliburton shares is equal to or greater than barrier price due 1/20/2015

Barclays Bank plc 0.00% due 7/17/2014

Barclays Bank plc 0.00% due 1/19/2016

Barclays Bank plc 11.1% per year if stock closes at or above barrier price on quarterly observation date due 1/30/2014

Barclays Bank plc 9.300% due 4/16/2013

Barclays Bank plc 11% due 1/14/2014

Barclays Bank plc 0.00% due 7/15/2014

Barclays Bank plc 2.5% initially, stepping up to 3% on Jan. 14, 2018, to 4% on Jan. 14, 2020, to 5% on Jan. 14, 2022 and to 6% on Jan. 14, 2024; payable semiannually due 1/14/2025

Barclays Bank plc 8% per year, payable quarterly if share price closes at or above trigger price on observation date for that quarter due 1/12/2018

Barclays Bank plc 0.00% due 1/12/2016

Barclays Bank plc 10.25% due 4/10/2013

Barclays Bank plc 3% initially, stepping up to 4% on Jan. 28, 2019, to 5% on Jan. 28, 2022 and to 6% on Jan. 28, 2025; payable semiannually due 1/28/2028

Barclays Bank plc 11.80% due 7/10/2013

Barclays Bank plc 9.25% due 7/10/2013

Barclays Bank plc 0.00% due 1/21/2014

Barclays Bank plc 12.5% per year, payable monthly, if stock closes at or above trigger price on observation date for that month due 1/10/2018

Barclays Bank plc 9% per year, payable monthly, if stock closes at or above trigger price on observation date for that month due 1/10/2018

Barclays Bank plc 0.000% due 12/15/2042

Barclays Bank plc 7% per year, payable quarterly if least-performing component closes at or above barrier level on valuation date for that quarter due 1/7/2016

Barclays Bank plc 0.00% due 1/31/2014

Barclays Bank plc 0.00% due 1/15/2014

Barclays Bank plc 5.5% per year multiplied by proportion of days on which index closes at or above 1,075 and six-month Libor is 6% or less; payable quarterly due 1/4/2028

Barclays Bank plc 2.5% for quarter if Starbucks stock closes at or above downside threshold level on determination date for that quarter due 1/4/2016

Barclays Bank plc 0.00% due 1/3/2018

Barclays Bank plc 0.00% due 2/3/2014

Barclays Bank plc 19.8% per year if stock closes at or above barrier price on quarterly observation date due 1/15/2014

Barclays Bank plc 0.00% due 6/30/2017

Barclays Bank plc 8.65% per year, payable quarterly if closing price of Baker Hughes shares is equal to or greater than barrier price due 12/31/2014

Barclays Bank plc Greater of (a) average of indexes' performances on applicable coupon observation date and (b) zero; payable annually due 12/29/2017

Barclays Bank plc 0.00% due 1/3/2014

Barclays Bank plc 0.00% due 6/27/2014

Barclays Bank plc 0.00% due 1/24/2014

Barclays Bank plc 10% per year, payable quarterly if closing price of Apple shares is equal to or greater than barrier price; otherwise, no contingent interest payment for that quarter due 12/26/2014

Barclays Bank plc 10% per year, payable quarterly if closing price of Dow shares is equal to or greater than barrier price; otherwise, no contingent interest payment for that quarter due 12/26/2014

Barclays Bank plc 0.00% due 12/31/2014

Barclays Bank plc 0.00% due 6/26/2014

Barclays Bank plc 8.60% due 12/26/2013

Barclays Bank plc 8% per year, payable quarterly if closing price of Bank of New York shares is equal to or greater than barrier price due 12/26/2014

Barclays Bank plc 8% per year, payable quarterly if closing price of Caterpillar shares is equal to or greater than barrier price due 12/26/2014

Barclays Bank plc 8.35% due 12/24/2013

Barclays Bank plc 0.00% due 12/21/2018

Barclays Bank plc 4.5% for one year; Beginning Dec. 21, 2013, Libor plus 75 bps, capped at 5% from Dec. 21, 2013 to Dec. 21, 2017 and at 6% beginning Dec. 21, 2017; payable quarterly due 12/21/2022

Barclays Bank plc 9.50% due 12/20/2013

Barclays Bank plc 10.5% per year, payable quarterly if closing price of Baker Hughes shares is equal to or greater than barrier price due 12/22/2014

Barclays Bank plc 3% initially, stepping up to 4% on Dec. 20, 2020, to 5% on Dec. 20, 2023, to 6% on Dec. 20, 2025 and to 7% on Dec. 20, 2026; payable semiannually due 1/3/2030

Barclays Bank plc 0.00% due 12/17/2015

Barclays Bank plc 0.00% due 12/26/2013

Barclays Bank plc 10.90% due 12/18/2013

Barclays Bank plc 3% initially, stepping up to 4% on Jan. 3, 2021, to 5% on Jan. 3, 2024 and to 6% on Jan. 3, 2027; payable semiannually due 1/3/2030

Barclays Bank plc 3.5% initially, stepping up to 4% on Dec. 17, 2021, to 5% on Dec. 17, 2027, to 6% on Dec. 17, 2031, to 7% on Dec. 17, 2033 and to 8% on Dec. 17, 2035; payable semiannually due 12/17/2037

Barclays Bank plc 13% due 12/13/2013

Barclays Bank plc 0.00% due 12/14/2017

Barclays Bank plc 9% per year, payable quarterly if closing price of Apple shares is equal to or greater than barrier price; otherwise, no contingent interest payment for that quarter due 12/17/2014

Barclays Bank plc 9.07% per year, payable quarterly if closing price of MetLife shares is equal to or greater than barrier price; otherwise, no contingent interest payment for that quarter due 12/17/2014

Barclays Bank plc 0.000% due 12/19/2013

Barclays Bank plc 0.000% due 12/19/2013

Barclays Bank plc 8.300% due 12/12/2013

Barclays Bank plc 0.00% due 12/18/2013

Barclays Bank plc 0.00% due 12/18/2013

Barclays Bank plc 11.5% per year, payable quarterly if closing price of Apple shares is equal to or greater than barrier price; otherwise, no contingent interest payment for that quarter due 12/11/2014

Barclays Bank plc 15% per year, payable quarterly if closing price of Deutsche shares is equal to or greater than barrier price; otherwise, no contingent interest payment for that quarter due 12/11/2014

Barclays Bank plc 10% per year, payable quarterly if closing price of MetLife shares is equal to or greater than barrier price; otherwise, no contingent interest payment for that quarter due 12/11/2014

Barclays Bank plc 0.00% due 6/12/2014

Barclays Bank plc 0.00% due 3/12/2014

Barclays Bank plc 16.5% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 12/26/2013

Barclays Bank plc 10% per year, payable monthly, if stock closes at or above trigger price on observation date for that month due 12/13/2017

Barclays Bank plc 9.5% per year, payable monthly, if stock closes at or above trigger price on observation date for that month due 12/13/2017

Barclays Bank plc 7.7% per year, payable monthly, if stock closes at or above trigger price on observation date for that month due 12/13/2017

Barclays Bank plc 0.00% due 12/20/2013

Barclays Bank plc 8% due 12/10/2013

Barclays Bank plc 0.00% due 12/9/2015

Barclays Bank plc 0.000% due 4/18/2041

Barclays Bank plc Base rate multiplied by proportion of days on which Libor is above zero and at or below applicable upper barrier and index level is greater than or equal to index barrier; base rate is 5% initially, steps up to 5.5% on Dec. 31, 2019 and to 6% on Dec. 31, 2023; upper barrier is initially 5.5%, steps up to 5.75% on Dec. 31, 2019 and to 6% on Dec. 31, 2023; payable quarterly due 12/31/2027

Barclays Bank plc 0.000% due 12/7/2017

Barclays Bank plc 10% per year payable quarterly if closing price of Bank of America shares is equal to or greater than barrier price; otherwise, no contingent interest payment for that quarter due 12/4/2014

Barclays Bank plc 10% per year payable quarterly if closing price of Citigroup shares is equal to or greater than barrier price; otherwise, no contingent interest payment for that quarter due 12/4/2014

Barclays Bank plc 20.5% per year if stock closes at or above barrier price on quarterly observation date; otherwise, no coupon due 12/19/2013

Barclays Bank plc 0.00% due 1/31/2014

Barclays Bank plc 9% due 2/27/2013

Barclays Bank plc 9% due 2/27/2013

Barclays Bank plc 8.50% due 12/13/2013

Barclays Bank plc 0.00% due 12/13/2013

Barclays Bank plc 8.35% due 5/31/2013

Barclays Bank plc 9.65% due 5/31/2013

Barclays Bank plc 8.32% due 5/31/2013

Barclays Bank plc 0.00% due 11/30/2015

Barclays Bank plc 9% due 11/29/2013

Barclays Bank plc 11% due 5/28/2013

Barclays Bank plc 8% due 11/29/2013

Barclays Bank plc 13.30% due 12/6/2013

Barclays Bank plc Average of stock performances, floor of 1%; if a stock's return is zero or positive, performance will be fixed at 6.125%; if a stock's return is negative, performance will be greater of stock return and negative 20% due 11/29/2019

Barclays Bank plc Greater of (a) average of indexes' performances on applicable coupon observation date and (b) zero; payable annually; Index performance: If index’s return is greater than or equal to zero, 7.125%; otherwise, greater of index’s return and negative 25% due 11/30/2017

Barclays Bank plc 9.25% due 11/29/2013

Barclays Bank plc 9.65% due 11/29/2013

Barclays Bank plc 10% due 5/31/2013

Barclays Bank plc 17% due 5/31/2013

Barclays Bank plc 9% due 11/29/2013

Barclays Bank plc 19% due 2/28/2013

Barclays Bank plc 14.50% due 2/28/2013

Barclays Bank plc 9% due 11/29/2013

Barclays Bank plc 0.00% due 6/2/2016

Barclays Bank plc 0.00% due 11/28/2014

Barclays Bank plc 4% for first year; after that, Libor plus 75 bps, subject to a maximum coupon of 6%; payable semiannually due 11/28/2022

Barclays Bank plc 3% initially, stepping up to 4% on Nov. 26, 2019, to 4.5% on Nov. 26, 2023, to 5.5% on Nov. 26, 2025 and to 7.5% on Nov. 26, 2027; payable semiannually due 11/26/2029

Barclays Bank plc 9.45% due 2/25/2013

Barclays Bank plc 19% due 3/15/2013

Barclays Bank plc 2.5% initially, stepping up to 3% on Nov. 26, 2017, to 4% on Nov. 26, 2019, to 5% on Nov. 26, 2021, to 6% on Nov. 26, 2023 and to 7% on Nov. 26, 2024; payable semiannually due 11/26/2025

Barclays Bank plc 12% due 11/21/2013

Barclays Bank plc 9.50% due 5/22/2013

Barclays Bank plc 8.70% due 5/22/2013

Barclays Bank plc 10.00% due 5/22/2013

Barclays Bank plc 0.00% due 11/21/2019

Barclays Bank plc 9.30% due 5/21/2014

Barclays Bank plc 0.000% due 4/18/2041

Barclays Bank plc 0.00% due 11/27/2013

Barclays Bank plc Greater of (a) average of indexes' performances on applicable coupon observation date and (b) zero; payable annually; Index performance: If index’s return is greater than or equal to zero, 5.5%; otherwise, greater of index’s return and negative 20% due 11/21/2017

Barclays Bank plc 0.00% due 11/25/2013

Barclays Bank plc 0.00% due 11/19/2014

Barclays Bank plc 9.00% due 11/18/2013

Barclays Bank plc 0.00% due 1/16/2015

Barclays Bank plc 1.25% initially, stepping up to 2% on Nov. 16, 2015, to 3% on Nov 16, 2016, to 4% on Nov. 16, 2017, to 5% on Nov. 16, 2018, to 6% on May 16, 2019, to 7% on Nov. 16, 2019 and to 8% on May 16, 2020; payable semiannually due 11/16/2020

Barclays Bank plc 7.35% due 11/15/2013

Barclays Bank plc 10% per year, payable quarterly, if stock closes at or above trigger price on observation date for that quarter due 11/15/2013

Barclays Bank plc 14.05% per year, payable quarterly, if stock closes at or above trigger price on observation date for that quarter due 11/15/2013

Barclays Bank plc 14.55% per year, payable quarterly, if stock closes at or above trigger price on observation date for that quarter due 11/15/2013

Barclays Bank plc 10.000% due 8/9/2013

Barclays Bank plc 1% initially; beginning Nov. 9, 2014, Libor plus 30 bps, floor of 0.5%; payable quarterly due 8/9/2016

Barclays Bank plc 0.000% due 11/15/2013

Barclays Bank plc 0.000% due 11/10/2015

Barclays Bank plc 9.000% due 3/28/2013

Barclays Bank plc 9.000% due 2/7/2013

Barclays Bank plc 16.250% due 11/4/2013

Barclays Bank plc 0.000% due 10/30/2015

Barclays Bank plc 0.000% due 10/31/2016

Barclays Bank plc 0.000% due 11/6/2018

Barclays Bank plc 2.01% if closing price is at least 80% of initial price on quarterly determination date; otherwise, none due 11/3/2015

Barclays Bank plc 3.39% if closing price is at least 80% of initial price on quarterly determination date; otherwise, none due 11/8/2013

Barclays Bank plc 3% for first seven years, steps up to 4% on Nov. 5, 2019, to 5.5% on Nov. 5, 2023, to 7% on Nov. 5, 2026 and to 8.5% on Nov. 5, 2028; payable semiannually due 11/5/2030

Barclays Bank plc 0.00% due 2/5/2014

Barclays Bank plc 0.00% due 5/5/2014

Barclays Bank plc 7.5% annualized for each day that fund closes above trigger level, payable quarterly due 10/30/2015

Barclays Bank plc 0.00% due 4/30/2014

Barclays Bank plc 0.00% due 10/31/2014

Barclays Bank plc 0.00% due 4/29/2016

Barclays Bank plc 0.25% plus greater of (a) average of indexes’ performances on applicable coupon observation date and (b) zero; payable annually; Index performance: If index’s return is greater than or equal to zero, 7.125%; otherwise, greater of index’s return and negative 25% due 10/31/2017

Barclays Bank plc 11.00% due 10/30/2013

Barclays Bank plc 8.50% due 10/30/2013

Barclays Bank plc 8.00% due 4/30/2013

Barclays Bank plc 9.25% due 10/30/2013

Barclays Bank plc 17.50% due 1/31/2013

Barclays Bank plc 15.00% due 4/30/2013

Barclays Bank plc 9.00% due 10/30/2013

Barclays Bank plc 2.5% initially, stepping up to 3.25% on Oct. 31, 2017, to 4% on Oct. 31, 2019, to 5% on Oct. 31, 2021, to 6% on Oct. 31, 2022 and to 7% on Oct. 31, 2023; payable semiannually due 10/31/2024

Barclays Bank plc 3% initially, stepping up to 4% on Nov. 15, 2018, to 5.5% on Nov. 15, 2024, to 7% on Nov. 15, 2027 and to 8.5% on Nov. 15, 2030; payable semiannually due 11/15/2032

Barclays Bank plc 8.797% due 12/31/2012

Barclays Bank plc 0.00% due 12/2/2013

Barclays Bank plc 3.5% initially, stepping up to 4% on Oct. 30, 2017, to 4.5% on Oct. 30, 2022, to 5% on Oct. 30, 2027, to 6.5% on Oct. 30, 2031 and to 8% on Oct. 30, 2034; payable semiannually due 10/30/2027

Barclays Bank plc 13.3% per year if stock closes at or above barrier price on quarterly observation date; otherwise, no coupon due 11/14/2013

Barclays Bank plc 9.000% due 3/28/2013

Barclays Bank plc 10% due 10/29/2013

Barclays Bank plc 7.30% due 9/27/2013

Barclays Bank plc 0.00% due 10/30/2017

Barclays Bank plc 0.00% due 4/29/2014

Barclays Bank plc 2.375% contingent payment if Amazon stock closes at or above downside threshold level on a quarterly determination date due 10/29/2015

Barclays Bank plc 8.000% due 8/14/2013

Barclays Bank plc 6.50% due 4/29/2013

Barclays Bank plc 0.000% due 11/25/2013

Barclays Bank plc 11.80% due 10/24/2013

Barclays Bank plc 8.25% due 10/24/2013

Barclays Bank plc 0.00% due 11/6/2013

Barclays Bank plc 0.00% due 11/6/2013

Barclays Bank plc 10.50% due 10/23/2013

Barclays Bank plc 9.000% due 3/28/2013

Barclays Bank plc 10.7% per year, payable monthly, if stock closes at or above trigger price on observation date for that month due 10/25/2017

Barclays Bank plc 8.6% per year, payable monthly, if stock closes at or above trigger price on observation date for that month due 10/25/2017

Barclays Bank plc 9.24% due 4/23/2014

Barclays Bank plc 7.40% due 4/23/2014

Barclays Bank plc 7.50% due 10/22/2013

Barclays Bank plc 7.30% due 10/22/2013

Barclays Bank plc 9.000% due 9/18/2013

Barclays Bank plc 9.000% due 9/18/2013

Barclays Bank plc 10.000% due 8/9/2013

Barclays Bank plc 3% initially, stepping up to 4% on Oct. 17, 2019, to 5% on Oct. 17, 2022, to 6% on Oct. 17, 2025, to 7% on Oct. 17, 2026 and to 8% on Oct. 17, 2027; payable semiannually due 10/17/2028

Barclays Bank plc 8% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 10/18/2017

Barclays Bank plc 8.33% per year, payable monthly if fund closes at or above trigger price on observation date for that month due 10/18/2017

Barclays Bank plc 9.1% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 10/18/2017

Barclays Bank plc 8.50% due 10/25/2013

Barclays Bank plc 7.50% due 10/25/2013

Barclays Bank plc 0.00% due 10/25/2013

Barclays Bank plc 0.000% due 10/12/2022

Barclays Bank plc 0.000% due 1/30/2019

Barclays Bank plc 8.00% due 10/11/2013

Barclays Bank plc 0.00% due 10/23/2013

Barclays Bank plc 0.00% due 10/17/2013

Barclays Bank plc 0.00% due 4/9/2014

Barclays Bank plc 15.1% per year if stock closes at or above barrier price on quarterly observation date; otherwise, no coupon due 10/25/2013

Barclays Bank plc 0.00% due 10/23/2013

Barclays Bank plc 8.90% due 4/10/2013

Barclays Bank plc 12% due 10/10/2013

Barclays Bank plc 8.03% due 4/13/2015

Barclays Bank plc 0.000% due 10/9/2015

Barclays Bank plc 9.000% due 9/18/2013

Barclays Bank plc 9.600% due 10/9/2013

Barclays Bank plc 10.750% due 12/31/2012

Barclays Bank plc 2.98% in years one through eight, 3.98% in years nine through 11 and 4.98% in year 12; payable semiannually due 10/9/2024

Barclays Bank plc 4% initially, stepping up to 5% on Oct. 9, 2027, to 6% on Oct. 9, 2031 and to 8% on Oct. 9, 2035; payable semiannually due 10/9/2037

Barclays Bank plc 2% initially, stepping up to 3.5% on Oct. 9, 2017, to 5% on Oct. 9, 2018 and to 6.5% on Oct. 9, 2019; payable semiannually due 10/9/2020

Barclays Bank plc 0.000% due 10/5/2017

Barclays Bank plc 9.000% due 9/18/2013

Barclays Bank plc 10.000% due 8/9/2013

Barclays Bank plc 15.000% due 3/29/2013

Barclays Bank plc 0.000% due 10/9/2013

Barclays Bank plc 8.750% due 4/2/2014

Barclays Bank plc 0.000% due 10/9/2013

Barclays Bank plc 0.000% due 10/9/2013

Barclays Bank plc 0.000% due 10/9/2013

Barclays Bank plc 0.000% due 10/9/2013

Barclays Bank plc 0.00% due 9/26/2014

Barclays Bank plc 0.00% due 9/26/2014

Barclays Bank plc 0.00% due 9/26/2014

Barclays Bank plc 9.000% due 9/18/2013

Barclays Bank plc 7.00% due 4/2/2013

Barclays Bank plc 8.75% due 3/28/2013

Barclays Bank plc 9.70% due 3/28/2013

Barclays Bank plc 0.00% due 9/30/2014

Barclays Bank plc 0.00% due 3/31/2014

Barclays Bank plc $39.40 per note if settlement price of oil is greater than or equal to trigger price on observation date for that quarter due 10/7/2013

Barclays Bank plc 0.00% due 10/7/2013

Barclays Bank plc 8.85% due 3/28/2013

Barclays Bank plc 10.000% due 8/9/2013

Barclays Bank plc 7.30% due 9/27/2013

Barclays Bank plc 9.30% due 9/27/2013

Barclays Bank plc 10.75% due 3/28/2013

Barclays Bank plc 0.00% due 9/27/2016

Barclays Bank plc 11.25% due 3/28/2014

Barclays Bank plc 0.00% due 10/3/2013

Barclays Bank plc Noteholders will receive quarterly interest payments at rate of 7.6% per year if lesser-performing index closes at or above barrier level on valuation date for that quarter due 9/28/2017

Barclays Bank plc Greater of average of index performances on applicable coupon observation date and 0%, payable annually; Index performance: If index return is greater than or equal to zero, 6.15%; otherwise, greater of its return and negative 25% due 9/28/2016

Barclays Bank plc 18% due 12/31/2012

Barclays Bank plc 10.75% due 12/31/2012

Barclays Bank plc 15.00% due 3/29/2013

Barclays Bank plc 3% initially, stepping up to 4% on Sept. 28, 2019, to 5% on Sept. 28, 2022, to 6% on Sept. 28, 2024, to 7% on Sept. 28, 2025 and to 8% on Sept. 28, 2026; payable semiannually due 9/28/2027

Barclays Bank plc 0.000% due 1/28/2016

Barclays Bank plc 0.00% due 10/10/2013

Barclays Bank plc 0.00% due 10/2/2013

Barclays Bank plc 0.00% due 10/9/2013

Barclays Bank plc 0.00% due 10/2/2013

Barclays Bank plc 0.00% due 10/2/2013

Barclays Bank plc 0.00% due 3/26/2014

Barclays Bank plc 0.00% due 3/26/2014

Barclays Bank plc 9.50% due 9/25/2013

Barclays Bank plc 8.50% due 9/25/2013

Barclays Bank plc 16% due 9/20/2013

Barclays Bank plc 4% initially, stepping up to 5% on Sept. 20, 2022, to 6% on Sept. 20, 2027 and to 7% on Sept. 20, 2032; payable semiannually due 9/20/2034

Barclays Bank plc 0.00% due 3/20/2014

Barclays Bank plc 0.00% due 9/20/2019

Barclays Bank plc 4% in years one through 10, 5% in years 11 through 13 and 7.25% in years 14 through 16; payable semiannually due 9/20/2028

Barclays Bank plc 0 due 9/22/2014

Barclays Bank plc 6.5% annualized for each day that index closes at or above trigger level and six-month Libor is 6% or less, capped at 6.5% and floor of 0%, payable semiannually due 9/20/2027

Barclays Bank plc 0.000% due 9/25/2013

Barclays Bank plc 0.00% due 9/25/2013

Barclays Bank plc 9.000% due 9/18/2013

Barclays Bank plc 10.000% due 9/18/2013

Barclays Bank plc 0.00% due 3/19/2014

Barclays Bank plc 8.50% due 9/18/2013

Barclays Bank plc 2.5% initially, stepping up to 4.5% on Sept. 28, 2018 and to 6.5% on Sept. 28, 2021; payable semiannually due 9/28/2023

Barclays Bank plc 0.00% due 3/17/2014

Barclays Bank plc 0.00% due 3/17/2014

Barclays Bank plc 0.00% due 3/17/2014

Barclays Bank plc 17% due 3/15/2013

Barclays Bank plc 19% due 3/15/2013

Barclays Bank plc 3.3% initially, stepping up to 4.3% on Sept. 17, 2017, to 5.3% on Sept. 17, 2021 and to 7.3% on Sept. 17, 2025; payable semiannually due 9/17/2027

Barclays Bank plc 2.5% initially, stepping up to 3% on Sept. 14, 2016, to 4% on Sept. 14, 2017, to 5.5% on Sept. 14, 2018 and to 7.5% on Sept. 14, 2019; payable semiannually due 9/14/2020

Barclays Bank plc 9% due 12/13/2012

Barclays Bank plc 3% initially, stepping up to 4% on Sept. 13, 2017, to 5.5% on Sept. 13, 2019 and to 6.5% on Sept. 13, 2021; payable semiannually due 9/13/2022

Barclays Bank plc 0.00% due 7/10/2014

Barclays Bank plc 2.5% initially; beginning Sept. 12, 2013, Libor plus 100 bps, subject to minimum interest rate of 1.25% per year; payable quarterly due 9/12/2016

Barclays Bank plc 0.00% due 9/10/2015

Barclays Bank plc 0.000% due 3/22/2013

Barclays Bank plc 12.500% due 3/7/2014

Barclays Bank plc 2.5% initially; beginning Sept. 26, 2013, Libor plus 100 bps, subject to minimum interest rate of 1.25% per year; payable quarterly due 9/26/2016

Barclays Bank plc 8% due 7/30/2013

Barclays Bank plc 10.50% due 8/14/2013

Barclays Bank plc 8.50% due 8/14/2013

Barclays Bank plc 0.00% due 9/8/2017

Barclays Bank plc 8.450% due 1/31/2013

Barclays Bank plc 6.30% due 9/6/2017

Barclays Bank plc 0.00% due 9/12/2013

Barclays Bank plc 0.00% due 9/12/2013

Barclays Bank plc 0.00% due 9/6/2018

Barclays Bank plc 0.00% due 12/5/2013

Barclays Bank plc 0.000% due 3/5/2014

Barclays Bank plc Broadcom stock closes at or above downside threshold level on quarterly determination date, $0.281 per note; otherwise, no contingent payment will be made that quarter; Downside threshold level: $24.49, 70% of initial share price due 9/8/2015

Barclays Bank plc If Mosaic stock closes at or above downside threshold level on quarterly determination date, $0.256 per note; otherwise, no contingent payment will be made that quarter due 9/8/2015

Barclays Bank plc 10.000% due 8/9/2013

Barclays Bank plc 9.500% due 12/5/2012

Barclays Bank plc 0.000% due 9/4/2014

Barclays Bank plc 0.000% due 8/29/2014

Barclays Bank plc 0.00% due 10/3/2013

Barclays Bank plc 11.50% due 2/28/2013

Barclays Bank plc 10% due 7/15/2013

Barclays Bank plc 9.50% due 8/30/2013

Barclays Bank plc 11.25% due 8/30/2013

Barclays Bank plc 9% due 11/30/2012

Barclays Bank plc 5.75% if year-over-year index return is positive or zero, otherwise 3%; payable annually due 8/31/2017

Barclays Bank plc 0.000% due 12/31/2015

Barclays Bank plc 12.400% due 3/5/2014

Barclays Bank plc 11.250% due 3/5/2014

Barclays Bank plc 0.25% plus greater of (a) average of indexes’ performances on applicable coupon observation date and (b) zero; payable annually due 8/31/2016

Barclays Bank plc 10.000% due 8/9/2013

Barclays Bank plc 14.000% due 8/30/2013

Barclays Bank plc 9.500% due 8/30/2013

Barclays Bank plc 14.000% due 2/28/2013

Barclays Bank plc 12.000% due 11/30/2012

Barclays Bank plc 0.000% due 9/11/2013

Barclays Bank plc 0.000% due 9/11/2013

Barclays Bank plc 0.000% due 3/5/2014

Barclays Bank plc 0.000% due 8/29/2017

Barclays Bank plc 0.000% due 9/11/2013

Barclays Bank plc 10.000% due 8/9/2013

Barclays Bank plc 0.000% due 1/30/2019

Barclays Bank plc 0.000% due 8/28/2017

Barclays Bank plc 8% due 7/30/2013

Barclays Bank plc 3% initially, stepping up to 3.5% on Aug. 23, 2017, to 4% on Aug. 23, 2019, to 5% on Aug. 23, 2021, to 7% on Aug. 23, 2022 and to 9% on Aug. 23, 2023; payable semiannually due 8/23/2024

Barclays Bank plc 4% initially, stepping up to 6% on Aug. 23, 2025, to 8% on Aug. 23, 2028 and to 9% on Aug. 23, 2031; payable semiannually due 8/23/2034

Barclays Bank plc 0.00% due 8/28/2013

Barclays Bank plc 0.00% due 8/28/2013

Barclays Bank plc 0.00% due 8/21/2014

Barclays Bank plc 0.00% due 2/26/2014

Barclays Bank plc 0.00% due 2/26/2014

Barclays Bank plc 0.00% due 2/26/2014

Barclays Bank plc 0.00% due 8/25/2015

Barclays Bank plc 0.00% due 8/21/2017

Barclays Bank plc If Dow stock closes at or above downside threshold level on quarterly determination date, $0.269 per note; otherwise, no contingent payment will be made that quarter due 8/27/2013

Barclays Bank plc 0.000% due 1/30/2019

Barclays Bank plc 0.00% due 8/22/2017

Barclays Bank plc 9.000% due 3/28/2013

Barclays Bank plc 2.3% initially, stepping up to 3.5% on Aug. 16, 2016, to 5% on Aug. 16, 2017 and to 7% on Aug. 16, 2018; payable semiannually due 8/16/2019

Barclays Bank plc 0.00% due 2/13/2014

Barclays Bank plc 17.50% due 2/14/2013

Barclays Bank plc 8% due 8/14/2013

Barclays Bank plc 10.50% due 8/14/2013

Barclays Bank plc 8.50% due 8/14/2013

Barclays Bank plc 20% due 11/16/2012

Barclays Bank plc 12.50% due 11/16/2012

Barclays Bank plc 0.00% due 11/15/2013

Barclays Bank plc 9.25% due 8/9/2013

Barclays Bank plc 0.00% due 8/10/2015

Barclays Bank plc 10% due 8/9/2013

Barclays Bank plc 8.25% due 8/9/2013

Barclays Bank plc 0.00% due 8/21/2013

Barclays Bank plc 0.00% due 8/12/2013

Barclays Bank plc 0.00% due 8/12/2013

Barclays Bank plc 0.00% due 8/21/2013

Barclays Bank plc 0.00% due 8/7/2014

Barclays Bank plc 0.00% due 8/7/2014

Barclays Bank plc 0.00% due 8/7/2014

Barclays Bank plc 16.90% due 2/7/2013

Barclays Bank plc 10.50% due 7/30/2013

Barclays Bank plc 16.60% due 2/7/2013

Barclays Bank plc 11% due 6/28/2013

Barclays Bank plc 2.81% if closing price is at least 75% of initial price on quarterly determination date; otherwise, none due 8/2/2013

Barclays Bank plc 2.66% if closing price is at least 65% of initial price on quarterly determination date; otherwise, none due 8/2/2013

Barclays Bank plc 9.000% due 3/28/2013

Barclays Bank plc 14.500% due 12/28/2012

Barclays Bank plc 0.00% due 8/14/2013

Barclays Bank plc 0.00% due 7/31/2014

Barclays Bank plc 0.00% due 8/7/2013

Barclays Bank plc 0.00% due 8/7/2013

Barclays Bank plc 0.00% due 8/14/2013

Barclays Bank plc 0.00% due 2/5/2014

Barclays Bank plc 0.00% due 8/14/2013

Barclays Bank plc 8% due 7/30/2013

Barclays Bank plc 8% due 7/30/2013

Barclays Bank plc 8.450% due 1/31/2013

Barclays Bank plc 5.125% if year-over-year index return is positive or zero, otherwise 3.5%; payable annually due 7/31/2017

Barclays Bank plc 2% initially; beginning on July 31, 2013, Libor times 2.25, floor of 1%; payable quarterly due 7/31/2015

Barclays Bank plc 3.5% initially; beginning on July 31, 2013, Libor plus 100 bps, floor of 1.25%; payable quarterly due 7/31/2017

Barclays Bank plc Greater of average of index performances on applicable coupon observation date and 0%, payable annually due 7/29/2016

Barclays Bank plc 9.000% due 3/28/2013

Barclays Bank plc 18.750% due 1/31/2013

Barclays Bank plc 19.750% due 10/31/2012

Barclays Bank plc 10.50% due 7/30/2013

Barclays Bank plc 19.000% due 7/30/2013

Barclays Bank plc 11% due 6/28/2013

Barclays Bank plc 19.000% due 10/31/2012

Barclays Bank plc 0.000% due 7/30/2015

Barclays Bank plc 3% initially, stepping up to 4% on July 27, 2017, to 5% on July 27, 2022 and to 7% on July 27, 2025; payable semiannually due 7/27/2027

Barclays Bank plc 9.000% due 3/28/2013

Barclays Bank plc 0.00% due 7/31/2013

Barclays Bank plc $0.25 per note payable quarterly if Whole Foods stock closes at or above downside threshold level on relevant quarterly determination date; otherwise, no contingent payment will be made for that period due 7/27/2015

Barclays Bank plc 9% due 10/25/2012

Barclays Bank plc 2.5% initially, stepping up to 5% on July 24, 2016, to 6% on July 24, 2018 and to 8% on July 24, 2019; payable semiannually due 7/24/2020

Barclays Bank plc $0.183 per note payable quarterly if GE stock closes at or above downside threshold level on relevant quarterly determination date; otherwise, no contingent payment will be made for that period due 7/23/2015

Barclays Bank plc 0.00% due 7/20/2017

Barclays Bank plc 9.000% due 3/28/2013

Barclays Bank plc 10% due 7/15/2013

Barclays Bank plc 0.00% due 10/18/2013

Barclays Bank plc 0.00% due 4/10/2013

Barclays Bank plc If GE stock closes at or above downside threshold level on quarterly determination date, $0.266 per note; otherwise, no contingent payment will be made that quarter due 7/16/2015

Barclays Bank plc 0.00% due 1/16/2014

Barclays Bank plc 10% due 7/15/2013

Barclays Bank plc 0.000% due 1/10/2013

Barclays Bank plc 0.00% due 7/9/2015

Barclays Bank plc 0.000% due 7/11/2016

Barclays Bank plc 3.25% initially; beginning on June 18, 2013, Libor plus 125 bps, floor of 1.5%; payable quarterly due 7/5/2016

Barclays Bank plc 10.750% due 1/4/2013

Barclays Bank plc 11.000% due 1/4/2013

Barclays Bank plc 0.00% due 8/30/2013

Barclays Bank plc 0.00% due 12/31/2012

Barclays Bank plc 0.00% due 6/27/2014

Barclays Bank plc 0.00% due 6/27/2014

Barclays Bank plc 0.00% due 7/2/2014

Barclays Bank plc 10.20% due 12/31/2012

Barclays Bank plc 10.25% due 6/28/2013

Barclays Bank plc 11.60% due 12/31/2012

Barclays Bank plc 10.00% due 6/28/2013

Barclays Bank plc 5.25% if year-over-year index return is positive or zero, otherwise 4%; payable annually due 6/30/2017

Barclays Bank plc 0.00% due 12/31/2015

Barclays Bank plc 0.00% due 12/31/2013

Barclays Bank plc 0.25% plus greater of (a) average of indexes’ performances on applicable coupon observation date and (b) zero; payable annually; Index performance: If index’s return is greater than or equal to zero, 8%; otherwise, greater of index’s return and negative 25% due 6/29/2016

Barclays Bank plc 0.00% due 9/29/2016

Barclays Bank plc 18.25% due 9/28/2012

Barclays Bank plc 12.50% due 12/31/2012

Barclays Bank plc 16% due 12/31/2012

Barclays Bank plc 20% due 6/28/2013

Barclays Bank plc 11% due 6/28/2013

Barclays Bank plc 13.50% due 9/28/2012

Barclays Bank plc 14.50% due 12/28/2012

Barclays Bank plc 4% initially, stepping up to 5% on June 28, 2022, to 6% on June 28, 2025, to 7% on June 28, 2028 and to 8% on June 28, 2030; payable semiannually due 6/28/2032

Barclays Bank plc 3% initially, stepping up to 4.25% on June 28, 2016 and to 7.5% on June 28, 2019; payable semiannually due 6/28/2022

Barclays Bank plc 2.25% initially, stepping up to 4.25% on June 28, 2015, to 5.25% on June 28, 2016 and to 6.25% on June 28, 2017; payable semiannually due 6/28/2018

Barclays Bank plc 0.000% due 12/31/2014

Barclays Bank plc 0.000% due 6/30/2014

Barclays Bank plc 0.00% due 7/10/2013

Barclays Bank plc 0.00% due 7/3/2013

Barclays Bank plc 0.00% due 12/26/2013

Barclays Bank plc 0.00% due 7/10/2013

Barclays Bank plc If Starbucks stock closes at or above downside threshold on quarterly determination date, $0.301 per note; otherwise, no contingent payment will be made for that period due 6/25/2015

Barclays Bank plc 0.00% due 6/25/2015

Barclays Bank plc 8.75% due 12/31/2012

Barclays Bank plc 6.85% due 12/31/2012

Barclays Bank plc 9.00% due 12/31/2012

Barclays Bank plc 8.00% due 12/31/2012

Barclays Bank plc 0.00% due 6/26/2014

Barclays Bank plc Initially 4.25%, stepping up to 6.25% on June 21, 2022 and to 8.25% on June 21, 2027; payable semiannually due 6/21/2032

Barclays Bank plc 10.75% due 6/19/2013

Barclays Bank plc 0.00% due 6/26/2013

Barclays Bank plc 0.00% due 7/3/2013

Barclays Bank plc 0.00% due 6/19/2014

Barclays Bank plc 0.00% due 7/3/2013

Barclays Bank plc 7% per year multiplied by proportion of days on which six-month Libor is 6% or less and S&P 500 closes at or above 984.73; payable quarterly due 6/18/2027

Barclays Bank plc 0.00% due 7/2/2013

Barclays Bank plc 3% initially; beginning on June 18, 2013, Libor plus 100 bps, floor of 1.5%; payable quarterly due 12/18/2015

Barclays Bank plc 10.75% due 11/28/2012

Barclays Bank plc 0.00% due 6/19/2013

Barclays Bank plc 0.00% due 6/12/2014

Barclays Bank plc 9% due 9/13/2012

Barclays Bank plc 8.00% due 12/13/2012

Barclays Bank plc 9.800% due 12/13/2012

Barclays Bank plc 9.450% due 12/13/2012

Barclays Bank plc 8.750% due 12/13/2012

Barclays Bank plc 0.000% due 6/11/2014

Barclays Bank plc 12.750% due 12/11/2013

Barclays Bank plc 13.500% due 12/10/2013

Barclays Bank plc 0.000% due 6/8/2017

Barclays Bank plc 0.000% due 6/10/2014

Barclays Bank plc 0.000% due 6/10/2015

Barclays Bank plc 3% initially, stepping up to 5% on June 8, 2017, to 6% on June 8, 2018 and to 7% on June 8, 2019; payable semiannually due 6/8/2020

Barclays Bank plc 0.000% due 6/10/2015

Barclays Bank plc 3.625% initially; beginning on June 26, 2013, Libor plus 150 bps, floor of 1.75%; payable quarterly due 6/26/2017

Barclays Bank plc 13.000% due 12/28/2012

Barclays Bank plc 13.750% due 12/5/2013

Barclays Bank plc 0.000% due 6/12/2013

Barclays Bank plc 0.000% due 6/19/2013

Barclays Bank plc 8.050% due 12/5/2013

Barclays Bank plc 13.600% due 12/5/2013

Barclays Bank plc 12.700% due 12/5/2013

Barclays Bank plc 0.00% due 7/3/2013

Barclays Bank plc 5.5% if year-over-year index return is positive or zero, otherwise 3%; payable annually due 5/31/2017

Barclays Bank plc 9.25% due 5/31/2013

Barclays Bank plc 10.50% due 11/30/2012

Barclays Bank plc 12% due 11/30/2012

Barclays Bank plc 0.00% due 11/29/2012

Barclays Bank plc 0.00% due 11/29/2013

Barclays Bank plc 0.00% due 5/29/2015

Barclays Bank plc 0.00% due 5/30/2014

Barclays Bank plc 0.00% due 7/26/2013

Barclays Bank plc 0.00% due 5/30/2014

Barclays Bank plc 0.00% due 11/29/2013

Barclays Bank plc 0.00% due 11/29/2013

Barclays Bank plc 0.00% due 11/30/2015

Barclays Bank plc 11.25% due 11/29/2013

Barclays Bank plc 0.00% due 6/12/2013

Barclays Bank plc 3.5% initially; beginning May 29, 2013, Libor plus 100 bps, floor of 1.5%; payable quarterly due 11/29/2016

Barclays Bank plc 0.00% due 5/23/2014

Barclays Bank plc 0.25% plus greater of (a) average of indexes’ performances on applicable coupon observation date and (b) zero; payable annually due 5/27/2016

Barclays Bank plc 8.250% due 11/15/2012

Barclays Bank plc 20% due 8/29/2012

Barclays Bank plc 20% due 8/29/2012

Barclays Bank plc 14.000% due 10/17/2012

Barclays Bank plc 20% due 8/29/2012

Barclays Bank plc 0.00% due 6/10/2013

Barclays Bank plc 0.000% due 5/29/2018

Barclays Bank plc 0.000% due 5/26/2017

Barclays Bank plc 6.70% due 5/29/2013

Barclays Bank plc 12.000% due 11/27/2013

Barclays Bank plc 5% initially; beginning May 25, 2014, Libor plus 150 bps, capped at 8% and floored at 2%; payable quarterly due 5/25/2022

Barclays Bank plc 11.000% due 11/26/2012

Barclays Bank plc 14.50% due 12/28/2012

Barclays Bank plc 4% initially, stepping up to 4.5% on June 20, 2019, to 6% on June 20, 2021, to 7% on June 20, 2022, to 8% on June 20, 2023 and to 9% on June 20, 2024; payable semiannually due 6/20/2025

Barclays Bank plc 9.50% due 5/23/2013

Barclays Bank plc 0.00% due 6/5/2013

Barclays Bank plc If Apple stock closes at or above downside threshold level on quarterly determination date, $0.421 per note; otherwise, no contingent payment will be made that quarter due 5/23/2013

Barclays Bank plc 0.00% due 11/20/2013

Barclays Bank plc 0.00% due 11/20/2013

Barclays Bank plc 0.00% due 5/22/2015

Barclays Bank plc 12.85% due 5/22/2013

Barclays Bank plc 10.88% due 11/21/2013

Barclays Bank plc 0.00% due 9/22/2015

Barclays Bank plc Initially 3%, stepping up to 5% on May 21, 2017 and to 7% on May 21, 2018; payable semiannually due 5/21/2019

Barclays Bank plc Initially 3.125%, stepping up to 4% on May 21, 2017, to 6% on May 21, 2018 and to 8% on May 21, 2019; payable semiannually due 5/21/2020

Barclays Bank plc 0.00% due 5/21/2014

Barclays Bank plc 7.15% annualized for each day that fund closes at or above strike level; payable quarterly due 5/20/2015

Barclays Bank plc 0.000% due 8/18/2021

Barclays Bank plc 7.75% due 11/19/2012

Barclays Bank plc 9% due 8/17/2012

Barclays Bank plc 0.00% due 5/23/2013

Barclays Bank plc 6.55% due 5/16/2013

Barclays Bank plc 8.250% due 11/15/2012

Barclays Bank plc 9.000% due 8/16/2012

Barclays Bank plc 4% in years one through six, 4.45% in years seven through 10, 5.7% in years 11 through 13 and 7.45% in years 14 and 15; payable semiannually due 5/17/2027

Barclays Bank plc 0.000% due 5/15/2014

Barclays Bank plc 0.000% due 5/16/2016

Barclays Bank plc 4.000% due 5/15/2014

Barclays Bank plc 8.000% due 11/15/2013

Barclays Bank plc 0.000% due 5/15/2017

Barclays Bank plc 0.000% due 5/31/2013

Barclays Bank plc 0.000% due 5/14/2014

Barclays Bank plc 9.000% due 8/14/2012

Barclays Bank plc Initially 3.25%; beginning May 11, 2013, Libor plus 100 bps; floor of 2%; payable quarterly due 5/11/2017

Barclays Bank plc 0.000% due 5/12/2015

Barclays Bank plc 0.000% due 11/8/2012

Barclays Bank plc 0.000% due 5/7/2015

Barclays Bank plc 10.000% due 11/9/2012

Barclays Bank plc 0.000% due 5/8/2014

Barclays Bank plc 0.000% due 5/8/2014

Barclays Bank plc 10.500% due 1/30/2013

Barclays Bank plc Initially 4%, stepping up to 5.5% on May 4, 2020, to 7% on May 4, 2023 and to 9% on May 4, 2025; payable semiannually due 5/4/2027

Barclays Bank plc 15.750% due 4/30/2013

Barclays Bank plc 8.000% due 3/28/2013

Barclays Bank plc 20.000% due 7/31/2012

Barclays Bank plc 10.000% due 11/2/2012

Barclays Bank plc 0.00% due 5/8/2013

Barclays Bank plc 0.00% due 5/1/2014

Barclays Bank plc 0.000% due 5/31/2013

Barclays Bank plc 0.000% due 4/30/2015

Barclays Bank plc 9.000% due 3/28/2013

Barclays Bank plc 10.75% due 4/30/2013

Barclays Bank plc 9.50% due 10/31/2012

Barclays Bank plc 3% in years one through four, 3.5% in year five, 4% in year six and 6% in year seven; payable semiannually. due 4/30/2019

Barclays Bank plc 5.3% if year-over-year index return is positive or zero, otherwise 2.5%; payable annually due 4/28/2017

Barclays Bank plc 0.00% due 10/30/2013

Barclays Bank plc 10.50% due 10/30/2013

Barclays Bank plc 0.25% due 4/28/2016

Barclays Bank plc 0.00% due 10/30/2013

Barclays Bank plc 18% due 7/30/2012

Barclays Bank plc 13.50% due 7/30/2012

Barclays Bank plc 9% due 7/30/2012

Barclays Bank plc 14.50% due 10/30/2012

Barclays Bank plc 18.25% due 4/30/2013

Barclays Bank plc 15.75% due 4/30/2013

Barclays Bank plc 12.75% due 10/30/2012

Barclays Bank plc 15% due 10/30/2012

Barclays Bank plc 0.00% due 6/28/2013

Barclays Bank plc 0.00% due 10/29/2013

Barclays Bank plc 0.00% due 8/27/2015

Barclays Bank plc Inside range rate multiplied by proportion of days on which Libor is 7% or less and index closes at or above 900; payable quarterly due 5/10/2027

Barclays Bank plc 3%, then beginning on April 26, 2013, Libor plus 100 bps, floor of 1.5%; payable quarterly due 4/26/2016

Barclays Bank plc 7% per year multiplied by proportion of days on which S&P 500 is at or above 995 and six-month Libor is 6% or less; payable quarterly due 4/26/2027

Barclays Bank plc 3.25% initially, stepping up to 4% on May 4, 2015, to 5% on May 4, 2018 and to 6% on May 4, 2020; payable semiannually due 5/4/2022

Barclays Bank plc 0.00% due 4/25/2017

Barclays Bank plc 0.000% due 10/24/2013

Barclays Bank plc 9.000% due 3/28/2013

Barclays Bank plc 5% initially; beginning May 3, 2014, Libor plus 212 bps, capped at 5.5% until May 3, 2017, at 6.5% until May 3, 2020 and at 7.5% after that until maturity; payable quarterly due 5/3/2022

Barclays Bank plc At least 4% initially, stepping up to 5% on April 23, 2019, to 6% on April 23, 2022 and to 8% on April 23, 2025; payable semiannually due 4/23/2027

Barclays Bank plc 10.000% due 4/19/2013

Barclays Bank plc 9.000% due 3/28/2013

Barclays Bank plc 9.000% due 7/20/2012

Barclays Bank plc 0.000% due 10/21/2013

Barclays Bank plc 0.00% due 7/22/2013

Barclays Bank plc 8.00% due 3/28/2013

Barclays Bank plc 9% due 7/17/2012

Barclays Bank plc 9% due 4/29/2013

Barclays Bank plc 0.00% due 4/14/2017

Barclays Bank plc 10.000% due 10/17/2013

Barclays Bank plc 9.000% due 3/28/2013

Barclays Bank plc 0.000% due 9/8/2020

Barclays Bank plc Initially 3%; beginning on April 12, 2013, Libor plus 100 bps; floor of 2%; payable quarterly due 4/12/2017

Barclays Bank plc 10% due 7/12/2012

Barclays Bank plc 10.500% due 1/30/2013

Barclays Bank plc 8.250% due 2/28/2013

Barclays Bank plc 0.00% due 4/17/2013

Barclays Bank plc 0.00% due 4/10/2014

Barclays Bank plc 0.00% due 4/10/2014

Barclays Bank plc 0.00% due 4/10/2017

Barclays Bank plc 2% in years one and two, 3% in year three, 4% in year four, 5% in year five and 6% in year six; payable semiannually due 4/10/2018

Barclays Bank plc 0.00% due 4/13/2015

Barclays Bank plc 0.000% due 6/6/2013

Barclays Bank plc 8.250% due 2/28/2013

Barclays Bank plc 10.000% due 7/6/2012

Barclays Bank plc 0.00% due 4/17/2013

Barclays Bank plc 0.00% due 10/3/2013

Barclays Bank plc 0.00% due 4/3/2014

Barclays Bank plc 0.00% due 4/4/2014

Barclays Bank plc 9.250% due 10/4/2012

Barclays Bank plc 0.00% due 5/31/2013

Barclays Bank plc 0.00% due 9/28/2012

Barclays Bank plc Initially 3.25%, stepping up to 4% on April 23, 2015, to 5% on April 23, 2018 and to 6% on April 23, 2021; payable semiannually due 4/23/2024

Barclays Bank plc 0.00% due 4/15/2013

Barclays Bank plc 0.00% due 4/15/2013

Barclays Bank plc 0.00% due 9/30/2015

Barclays Bank plc 0.000% due 3/31/2014

Barclays Bank plc 9.000% due 3/28/2013

Barclays Bank plc Inside range rate multiplied by proportion of days on which six-month Libor is 6% or less and S&P 500 closes at or above 975; payable quarterly; Inside range rate: 6.5% per year in years one through eight, 7% per year in years nine through 11, 9% per year in years 12 and 13 and 11% per year in years 14 and 15 due 4/2/2027

Barclays Bank plc 5.25% if year-over-year index return is at least zero, otherwise 3%; payable annually due 3/31/2017

Barclays Bank plc If stock closes at or above downside threshold level on quarterly determination date, $0.216 for that quarter due 3/30/2015

Barclays Bank plc If stock closes at or above downside threshold level on quarterly determination date, $0.219 for that quarter due 3/30/2015

Barclays Bank plc If stock closes at or above downside threshold level on quarterly determination date, $0.216 for that quarter due 3/30/2015

Barclays Bank plc 0.25% plus greater of (a) average of indexes’ performances on applicable coupon observation date and (b) zero; payable annually due 3/30/2016

Barclays Bank plc 16.50% due 6/29/2012

Barclays Bank plc 9.50% due 3/28/2013

Barclays Bank plc 20% due 6/29/2012

Barclays Bank plc 19% due 3/28/2013

Barclays Bank plc 15.000% due 5/22/2012

Barclays Bank plc 11.50% due 9/28/2012

Barclays Bank plc 8.00% due 3/28/2013

Barclays Bank plc 14.25% due 9/28/2012

Barclays Bank plc 20.000% due 7/31/2012

Barclays Bank plc 9.50% due 3/28/2013

Barclays Bank plc 14% due 9/28/2012

Barclays Bank plc 2% initially; beginning March 29, 2013, Libor plus 75 bps, floor of 1.25%; payable quarterly due 9/29/2014

Barclays Bank plc 0.000% due 4/10/2013

Barclays Bank plc Initially 1%; beginning June 30, Libor plus 20 bps, capped at 2%; payable quarterly due 9/30/2013

Barclays Bank plc 0.000% due 3/27/2014

Barclays Bank plc 0.000% due 3/28/2017

Barclays Bank plc 10.000% due 9/26/2013

Barclays Bank plc 8.250% due 2/28/2013

Barclays Bank plc 0.000% due 9/26/2013

Barclays Bank plc 0.000% due 4/3/2013

Barclays Bank plc 10.500% due 1/30/2013

Barclays Bank plc 15.000% due 5/22/2012

Barclays Bank plc 9.500% due 3/20/2013

Barclays Bank plc 0.000% due 4/19/2013

Barclays Bank plc Initially 4%; beginning March 21, 2014, Libor plus 200 bps, with floor of 2.25% and cap of 5% up to March 20, 2017, floor of 3% and cap of 6% from March 21, 2017 up to March 21, 2020 and floor of 4% and cap of 7% after that; payable quarterly due 3/21/2022

Barclays Bank plc 0.000% due 1/30/2019

Barclays Bank plc 0.000% due 3/20/2014

Barclays Bank plc 0.000% due 9/20/2013

Barclays Bank plc 0.000% due 9/20/2013

Barclays Bank plc 0.000% due 1/30/2019

Barclays Bank plc 0.000% due 3/20/2017

Barclays Bank plc 9.750% due 3/20/2013

Barclays Bank plc 0.000% due 3/26/2013

Barclays Bank plc 0.000% due 9/19/2013

Barclays Bank plc 10.000% due 9/19/2013

Barclays Bank plc Initially 4%; beginning March 19, 2014, Libor plus 200 bps, with floor of 2.25% and cap of 5.5% through March 18, 2016, 6% from March 19, 2016 through March 18, 2018 and 7% after that; payable quarterly due 3/19/2020

Barclays Bank plc 10.500% due 1/30/2013

Barclays Bank plc 4% in years one through five, 4.5% in years six through nine, 5% in years 10 and 11, 7% in years 12 and 13 and 9% in years 14 and 15; payable semiannually due 3/19/2027

Barclays Bank plc 0.000% due 4/3/2013

Barclays Bank plc due 3/17/2014

Barclays Bank plc 2.25% initially; beginning March 16, 2013, Libor plus 100 bps, floor of 1.75%; payable quarterly due 3/16/2015

Barclays Bank plc 1.900% due 9/20/2012

Barclays Bank plc 3% for first three years and steps up to 4% on March 30, 2015, to 5% on March 30, 2018, to 6% on March 30, 2020 and to 7% on March 30, 2021; payable semiannually due 3/30/2022

Barclays Bank plc 0.000% due 9/13/2012

Barclays Bank plc 0.000% due 3/27/2013

Barclays Bank plc 0.000% due 3/20/2013

Barclays Bank plc 0.000% due 3/20/2013

Barclays Bank plc 0.000% due 3/20/2013

Barclays Bank plc 0.000% due 9/16/2013

Barclays Bank plc 12.000% due 5/31/2012

Barclays Bank plc 10.500% due 1/30/2013

Barclays Bank plc 13.250% due 7/31/2012

Barclays Bank plc 0.000% due 4/11/2013

Barclays Bank plc 2% initially, stepping up to 2.5% on March 9, 2014, to 4% on March 9, 2015 and to 5.5% on March 9, 2016; payable semiannually due 3/9/2017

Barclays Bank plc 0.000% due 3/11/2015

Barclays Bank plc 10.500% due 1/30/2013

Barclays Bank plc 8.250% due 2/28/2013

Barclays Bank plc 7.370% due 9/10/2013

Barclays Bank plc 0.000% due 9/7/2012

Barclays Bank plc 0.000% due 1/30/2019

Barclays Bank plc 0.000% due 3/14/2013

Barclays Bank plc 0.000% due 9/9/2013

Barclays Bank plc 0.000% due 9/9/2013

Barclays Bank plc 0.000% due 3/6/2017

Barclays Bank plc 8.750% due 9/4/2012

Barclays Bank plc 10.500% due 1/30/2013

Barclays Bank plc 20.000% due 7/31/2012

Barclays Bank plc 4% initially, stepping up to 4.25% on March 2, 2017, to 4.5% on March 2, 2020, to 5% on March 2, 2021, to 6% on March 2, 2022 and to 8% on March 2, 2023; payable semiannually due 3/2/2024

Barclays Bank plc 0.00% due 3/5/2018

Barclays Bank plc 10.500% due 1/30/2013

Barclays Bank plc 0.000% due 8/31/2015

Barclays Bank plc 0.000% due 3/4/2014

Barclays Bank plc 0.000% due 2/28/2014

Barclays Bank plc 9.75% due 2/28/2013

Barclays Bank plc 0.00% due 2/27/2014

Barclays Bank plc 0.000% due 3/13/2013

Barclays Bank plc 0.00% due 2/27/2014

Barclays Bank plc 0.00% due 2/27/2014

Barclays Bank plc 0.00% due 2/28/2017

Barclays Bank plc 0.00% due 2/27/2014

Barclays Bank plc 0.25% plus greater of (a) average of indexes’ performances on applicable coupon observation date and (b) zero; payable annually; Index performance: If index’s return is greater than or equal to zero, 7%; otherwise, greater of index’s return and negative 25% due 2/29/2016

Barclays Bank plc 0.00% due 9/3/2013

Barclays Bank plc 0.00% due 9/3/2013

Barclays Bank plc 12.000% due 5/31/2012

Barclays Bank plc 10.400% due 2/28/2013

Barclays Bank plc 8.250% due 2/28/2013

Barclays Bank plc 10.100% due 5/31/2012

Barclays Bank plc 10.000% due 8/31/2012

Barclays Bank plc 10.750% due 8/31/2012

Barclays Bank plc 11.000% due 2/28/2013

Barclays Bank plc 15.250% due 2/28/2013

Barclays Bank plc 10.85% due 5/31/2012

Barclays Bank plc 0.000% due 4/26/2013

Barclays Bank plc 0.000% due 4/26/2013

Barclays Bank plc 0.000% due 4/26/2013

Barclays Bank plc 0.000% due 2/28/2014

Barclays Bank plc Initially 2.125%; beginning Feb. 28, 2013, Libor plus 100 bps, floor of 2%; payable quarterly due 8/28/2015

Barclays Bank plc 0.00% due 2/27/2015

Barclays Bank plc 10.500% due 1/30/2013

Barclays Bank plc 0.000% due 3/11/2013

Barclays Bank plc 0.000% due 3/13/2013

Barclays Bank plc 0.000% due 3/11/2013

Barclays Bank plc 0.000% due 2/27/2014

Barclays Bank plc 9.500% due 11/28/2012

Barclays Bank plc 10.750% due 2/22/2013

Barclays Bank plc 0.000% due 8/22/2013

Barclays Bank plc 0.000% due 3/1/2013

Barclays Bank plc 0.000% due 2/25/2013

Barclays Bank plc 0.000% due 8/26/2013

Barclays Bank plc 10.500% due 1/30/2013

Barclays Bank plc 15.000% due 5/22/2012

Barclays Bank plc 14.000% due 5/22/2012

Barclays Bank plc 0.000% due 3/30/2017

Barclays Bank plc 0.000% due 2/21/2017

Barclays Bank plc 20.000% due 7/31/2012

Barclays Bank plc 0.000% due 2/17/2017

Barclays Bank plc 13.250% due 7/31/2012

Barclays Bank plc 3% initially; beginning Feb. 16, 2014, Libor plus 200 bps, floor of 2.25% and capped at 6%; payable quarterly due 2/16/2018

Barclays Bank plc 0.000% due 8/15/2012

Barclays Bank plc 0.000% due 2/13/2014

Barclays Bank plc 0.000% due 2/22/2013

Barclays Bank plc 3% initially, stepping up to 4% on Feb. 15, 2015 and to 5% on Feb. 15, 2016; payable semiannually due 2/15/2017

Barclays Bank plc 4% initially, stepping up to 4.25% on Feb. 15, 2016, to 5% on Feb. 15, 2018, to 6% on Feb. 15, 2020 and to 8% on Feb. 15, 2021; payable semiannually due 2/15/2022

Barclays Bank plc 0.000% due 8/15/2013

Barclays Bank plc Initially 2%; beginning Feb. 15, 2013, Libor plus 150 bps, floor of 2%; payable quarterly due 8/15/2014

Barclays Bank plc 10.500% due 1/30/2013

Barclays Bank plc 4% initially, stepping up to 4.125% on Feb. 28, 2015, to 5% on Feb. 28, 2018, to 6% on Feb. 28, 2021 and to 7% on Feb. 28, 2024; payable semiannually due 2/28/2027

Barclays Bank plc 0.500% due 2/14/2022

Barclays Bank plc 0.000% due 2/13/2014

Barclays Bank plc 9.000% due 2/13/2013

Barclays Bank plc 9.000% due 2/13/2013

Barclays Bank plc 0.000% due 2/13/2014

Barclays Bank plc 20.000% due 7/31/2012

Barclays Bank plc 0.000% due 2/11/2015

Barclays Bank plc 0.000% due 2/11/2015

Barclays Bank plc For first year, 5% per year for each day that S&P 500 is at or above 1,000; beginning Feb. 28, 2013, year-over-year change in CPI plus 200 bps, floor of 0%; payable monthly due 2/28/2022

Barclays Bank plc 10.500% due 1/30/2013

Barclays Bank plc 0.000% due 8/8/2012

Barclays Bank plc 4.125% initially, stepping up to 4.375% on Feb. 8, 2017, to 5% on Feb. 8, 2022 and to 7% on Feb. 8, 2025; payable semiannually due 2/8/2027

Barclays Bank plc 0.000% due 2/14/2013

Barclays Bank plc 0.000% due 9/8/2020

Barclays Bank plc 0.000% due 8/13/2013

Barclays Bank plc 8.000% due 2/7/2013

Barclays Bank plc 0.000% due 2/3/2014

Barclays Bank plc 0.000% due 2/5/2014

Barclays Bank plc 0.000% due 8/5/2013

Barclays Bank plc 0.000% due 6/6/2012

Barclays Bank plc 3% initially, stepping up to 3.5% on Feb. 2, 2015, to 4.5% on Feb. 2, 2016, to 6% on Feb. 2, 2017 and to 7% on Feb. 2, 2018; payable semiannually due 2/2/2019

Barclays Bank plc 6.25% if year-over-year index return is positive or zero, otherwise 3%; payable annually due 1/30/2015

Barclays Bank plc 6.5% if year-over-year index return is positive or zero, otherwise 3%; payable annually due 1/31/2017

Barclays Bank plc 0.000% due 7/31/2015

Barclays Bank plc 0.000% due 1/30/2014

Barclays Bank plc 0.000% due 1/31/2014

Barclays Bank plc 0.00% due 4/1/2013

Barclays Bank plc 0.00% due 4/1/2013

Barclays Bank plc 0.00% due 1/31/2014

Barclays Bank plc 0.000% due 1/27/2014

Barclays Bank plc Average of the performances of the basket stocks, subject to a minimum interest rate of zero; payable annually; Stock performance: If stock’s return is greater than or equal to zero, 10%; otherwise, greater of stock return and negative 25% due 1/31/2017

Barclays Bank plc 0.5% plus greater of (a) average of indexes’ performances on applicable coupon observation date and (b) zero; payable annually Index performance: If index’s return is greater than or equal to zero, 9.25%; otherwise, greater of index’s return and negative 20% due 1/29/2016

Barclays Bank plc 0.000% due 1/31/2017

Barclays Bank plc 16.000% due 4/30/2012

Barclays Bank plc 11.000% due 7/31/2012

Barclays Bank plc 10.500% due 1/30/2013

Barclays Bank plc 11% due 4/30/2012

Barclays Bank plc 10.50% due 1/30/2013

Barclays Bank plc 10% due 7/31/2012

Barclays Bank plc 11% due 1/30/2013

Barclays Bank plc 20% due 1/30/2013

Barclays Bank plc 13.25% due 7/31/2012

Barclays Bank plc 13% due 1/30/2013

Barclays Bank plc 14% due 7/31/2012

Barclays Bank plc 20% due 7/31/2012

Barclays Bank plc 9.50% due 7/31/2012

Barclays Bank plc 0.000% due 1/30/2014

Barclays Bank plc 7.500% due 1/29/2013

Barclays Bank plc 9.500% due 11/28/2012

Barclays Bank plc 5% initially, stepping up to 5.25% on Feb. 17, 2017, to 6% on Feb. 17, 2017 and to 7% on Feb. 17, 2027; payable semiannually due 2/17/2032

Barclays Bank plc 3.5% in years one through three, 4% in years four through six, 5.5% in years seven through nine and 7% in years 10 through 12; payable semiannually due 1/26/2024

Barclays Bank plc 0.000% due 1/23/2015

Barclays Bank plc 0.000% due 1/24/2014

Barclays Bank plc 3.25% initially, stepping up to 4% on Jan. 25, 2015, to 5% on Jan. 25, 2016 and to 7% on Jan. 25, 2017; payable semiannually due 1/25/2018

Barclays Bank plc 4% initially, stepping up to 4.625% on Jan. 25, 2016, to 6% on Jan. 25, 2018 and to 7% on Jan. 25, 2020; payable semiannually due 1/25/2022

Barclays Bank plc 0.00% due 1/25/2019

Barclays Bank plc 0.000% due 7/24/2013

Barclays Bank plc 0.000% due 1/24/2014

Barclays Bank plc 4.900% due 7/26/2012

Barclays Bank plc 0.00% due 1/23/2015

Barclays Bank plc 4% initially, stepping up to 4.5% on Jan. 20, 2017, to 5.5% on Jan. 20, 2019 and to 7% on Jan. 20, 2021; payable semiannually due 1/20/2022

Barclays Bank plc 0.00% due 1/23/2014

Barclays Bank plc 4.5% initially, stepping up to 5% on Jan. 20, 2020 and 6% on Jan. 20, 2025; payable semiannually due 1/20/2027

Barclays Bank plc 0.000% due 7/18/2012

Barclays Bank plc 7.00% due 1/16/2013

Barclays Bank plc 7.00% due 1/16/2013

Barclays Bank plc 10.25% due 1/16/2013

Barclays Bank plc 0.000% due 1/16/2014

Barclays Bank plc 12.40% due 4/18/2012

Barclays Bank plc 17.25% due 7/18/2012

Barclays Bank plc 0.000% due 7/17/2013

Barclays Bank plc 0.000% due 7/16/2013

Barclays Bank plc Initially 3%; beginning Jan. 30, 2013, Libor plus 175 bps, subject to minimum rate of 2.5%; payable quarterly due 1/30/2015

Barclays Bank plc Initially 4%; beginning on Jan. 13, 2013, Libor plus 200 bps, subject to minimum rate of 2.5%; payable quarterly due 1/13/2016

Barclays Bank plc 9.500% due 11/28/2012

Barclays Bank plc 4% for three years, steps up to 5% on Jan. 31, 2015, to 6% on Jan. 31, 2018 and to 7% on Jan. 31, 2021, payable monthly due 1/31/2024

Barclays Bank plc 0.000% due 7/11/2012

Barclays Bank plc 0.000% due 5/9/2013

Barclays Bank plc 14.500% due 6/29/2012

Barclays Bank plc 0.000% due 1/12/2015

Barclays Bank plc 0.000% due 6/29/2012

Barclays Bank plc 0.000% due 12/23/2013

Barclays Bank plc 0.000% due 12/30/2013

Barclays Bank plc 0.000% due 12/28/2015

Barclays Bank plc 0.000% due 1/29/2013

Barclays Bank plc 13.700% due 7/12/2012

Barclays Bank plc 0.000% due 1/6/2017

Barclays Bank plc 0.000% due 1/3/2014

Barclays Bank plc 14.000% due 10/31/2012

Barclays Bank plc 7% if year-over-year index return is positive or zero, otherwise 3%; payable annually due 12/31/2014

Barclays Bank plc 7.25% if year-over-year index return is positive or zero, otherwise 4%; payable annually due 12/30/2016

Barclays Bank plc 0.000% due 6/30/2015

Barclays Bank plc 0.000% due 12/31/2013

Barclays Bank plc 0.000% due 1/3/2017

Barclays Bank plc 4.000% due 12/30/2013

Barclays Bank plc 0.000% due 7/1/2013

Barclays Bank plc Initially 3.25%; beginning on Dec. 30, 2012, Libor plus 200 bps, subject to minimum rate of 3%; payable quarterly due 12/30/2014

Barclays Bank plc 13% due 12/28/2012

Barclays Bank plc 20% due 3/30/2012

Barclays Bank plc 11% due 6/29/2012

Barclays Bank plc 12.50% due 12/28/2012

Barclays Bank plc 15% due 6/29/2012

Barclays Bank plc 12% due 6/29/2012

Barclays Bank plc 15% due 6/29/2012

Barclays Bank plc 14.50% due 3/30/2012

Barclays Bank plc 14.50% due 12/28/2012

Barclays Bank plc 11.50% due 3/30/2012

Barclays Bank plc 15% due 6/29/2012

Barclays Bank plc 14.50% due 6/29/2012

Barclays Bank plc 14% due 6/29/2012

Barclays Bank plc 19% due 12/28/2012

Barclays Bank plc 0.000% due 6/30/2015

Barclays Bank plc 0.000% due 6/27/2013

Barclays Bank plc 0.000% due 1/9/2013

Barclays Bank plc 4.6% for four years, steps up to 4.85% Dec. 28, 2015, 5.25% on Dec. 28, 2019, 6% on Dec. 28, 2022, 6.75% on Dec. 28, 2025 and 7.5% on Dec. 28, 2027; payable semiannually due 12/28/2029

Barclays Bank plc 3% in years one and two, 4% in year three and 5% in year four; payable semiannually. due 12/28/2015

Barclays Bank plc 0.5% plus greater of (a) average of indexes’ performances on applicable coupon observation date and (b) zero; payable annually due 12/28/2015

Barclays Bank plc 5% in years one through 10, 7% in years 11 through 15 and 10% in years 16 through 20; payable semiannually due 1/20/2032

Barclays Bank plc due 12/26/2014

Barclays Bank plc due 12/26/2014

Barclays Bank plc 15.500% due 5/31/2012

Barclays Bank plc 0.000% due 12/26/2014

Barclays Bank plc 0.000% due 12/26/2014

Barclays Bank plc 1.885% due 6/22/2015

Barclays Bank plc 5% initially; beginning Dec. 23, 2012, Libor plus 300 bps, capped at 7%; payable quarterly due 12/23/2018

Barclays Bank plc 11.800% due 12/21/2012

Barclays Bank plc 0.000% due 1/7/2015

Barclays Bank plc 0.00% due 6/21/2012

Barclays Bank plc 12.00% due 12/20/2012

Barclays Bank plc 0.00% due 12/19/2013

Barclays Bank plc 0.00% due 12/23/2014

Barclays Bank plc 4.25 times Libor, subject to floor of 1.5% and cap of 10%; payable quarterly due 12/30/2014

Barclays Bank plc 9.50% due 11/28/2012

Barclays Bank plc 10.700% due 5/11/2012

Barclays Bank plc Initially 4%; beginning Dec. 16, 2012, Libor plus 250 bps, floor of 3%; payable quarterly due 12/16/2015

Barclays Bank plc 4% initially, stepping up to 5.5% on Dec. 30, 2015 and to 7% on Dec. 30, 2017; payable semiannually due 12/30/2019

Barclays Bank plc 4.25% in years one through three, 5.5% in years four through six, 7% in years seven and eight and 9% in years nine and 10; payable semiannually due 12/14/2021

Barclays Bank plc 0.000% due 12/16/2013

Barclays Bank plc 8.000% due 6/13/2012

Barclays Bank plc 0.000% due 1/10/2013

Barclays Bank plc 0.000% due 12/12/2013

Barclays Bank plc 0.00% due 12/11/2013

Barclays Bank plc 10.700% due 5/11/2012

Barclays Bank plc 14.000% due 4/30/2012

Barclays Bank plc 0.000% due 12/12/2013

Barclays Bank plc 3% for the first three years, stepping up to 4.5% on Dec. Dec. 7, 2014 and to 6% on Dec. 7, 2015; payable semiannually due 12/7/2016

Barclays Bank plc 0.000% due 6/12/2013

Barclays Bank plc 0.000% due 6/12/2013

Barclays Bank plc 0.000% due 12/9/2013

Barclays Bank plc 5.125% for the first five years, stepping up to 6% on Dec. 29, 2016 and to 8% on Dec. 29, 2021; payable semiannually due 12/29/2026

Barclays Bank plc 0.000% due 12/12/2012

Barclays Bank plc 15.000% due 4/30/2012

Barclays Bank plc 11.900% due 3/30/2012

Barclays Bank plc 0.000% due 12/11/2012

Barclays Bank plc 10.700% due 5/11/2012

Barclays Bank plc 14.000% due 10/31/2012

Barclays Bank plc 14.000% due 10/17/2012

Barclays Bank plc 7.9% if year-over-year index return is positive or zero, otherwise 3%; payable annually due 11/30/2016

Barclays Bank plc 8% if year-over-year index return is positive or zero, otherwise 2%; payable annually due 11/28/2014

Barclays Bank plc 0.000% due 11/29/2013

Barclays Bank plc 0.000% due 11/28/2014

Barclays Bank plc 0.000% due 6/3/2013

Barclays Bank plc 0.000% due 6/3/2013

Barclays Bank plc 9.50% due 11/28/2012

Barclays Bank plc 15.50% due 5/31/2012

Barclays Bank plc 11% due 11/28/2012

Barclays Bank plc 14.50% due 5/31/2012

Barclays Bank plc 10.50% due 2/29/2012

Barclays Bank plc 8.50% due 11/28/2012

Barclays Bank plc 12% due 5/31/2012

Barclays Bank plc 11% due 11/28/2012

Barclays Bank plc 10.75% due 11/28/2012

Barclays Bank plc 8% due 2/29/2012

Barclays Bank plc 0.000% due 1/25/2013

Barclays Bank plc 0.000% due 1/25/2013

Barclays Bank plc 0.00% due 1/25/2013

Barclays Bank plc 0.00% due 12/5/2012

Barclays Bank plc 5% initially, stepping up to 5.5% on Nov. 28, 2021 and to 7% on Nov. 28, 2026; payable semiannually due 11/28/2031

Barclays Bank plc 0% due 12/1/2014

Barclays Bank plc Initially 2.5%; beginning Nov. 28, 2012, Libor plus 175 bps, floor of 2.25%; payable quarterly due 11/28/2014

Barclays Bank plc 0.000% due 11/22/2013

Barclays Bank plc 0.25% plus greater of (a) average of index performances on applicable coupon observation date and (b) zero; observation dates are Nov. 23, 2012, Nov. 22, 2013, Nov. 24, 2014 and Nov. 20, 2015; index performance will equal 11.5% if its return is greater than or equal to zero or, if its return is less than zero, the greater of its return and negative 20% due 11/25/2015

Barclays Bank plc 3.5% if the basket return is 0% or greater on the observation dates of Nov. 22, 2012 and Nov. 22, 2013 due 11/26/2014

Barclays Bank plc 10.700% due 5/11/2012

Barclays Bank plc 11.900% due 3/30/2012

Barclays Bank plc 0.000% due 11/21/2013

Barclays Bank plc 5.7% for each day that six-month Libor is 6% or less and S&P 500 index is at least 870; payable quarterly due 11/23/2021

Barclays Bank plc 0.000% due 11/21/2013

Barclays Bank plc For each day that six-month Libor is 6% or less and S&P 500 index is at least 870, accrues at 5.2% for three years, then 6% beginning on Nov. 23, 2014, 7% beginning on Nov. 23, 2017 and 8% beginning on Nov. 23, 2020; payable quarterly due 11/23/2021

Barclays Bank plc 4.25% initially, steps up to 5% on Dec. 9, 2015 and to 7% on Dec. 9, 2018; payable semiannually due 12/9/2021

Barclays Bank plc 9.500% due 11/21/2012

Barclays Bank plc 10.250% due 9/28/2012

Barclays Bank plc 0.00% due 2/5/2015

Barclays Bank plc 0.000% due 11/25/2015

Barclays Bank plc 11.900% due 3/30/2012

Barclays Bank plc 3% initially, stepping up to 4% on Nov. 17, 2014, to 5% on Nov. 17, 2015 and to 6.5% on Nov. 17, 2016; payable semiannually due 11/17/2017

Barclays Bank plc 11.900% due 3/30/2012

Barclays Bank plc 0.000% due 5/15/2013

Barclays Bank plc 3.25% initially; beginning Nov. 16, 2012, Libor plus 200 bps, floor of 2.5% and capped at 6%; payable quarterly due 11/16/2015

Barclays Bank plc 10.700% due 5/11/2012

Barclays Bank plc 14.000% due 10/31/2012

Barclays Bank plc 14.500% due 11/9/2012

Barclays Bank plc 0.000% due 11/8/2013

Barclays Bank plc 0.000% due 11/16/2012

Barclays Bank plc 14.000% due 4/30/2012

Barclays Bank plc 0.000% due 1/11/2013

Barclays Bank plc 0.000% due 1/11/2013

Barclays Bank plc 4.25% initially, stepping up to 5.5% on Nov. 23, 2017 and to 7.5% on Nov. 23, 2021; payable semiannually due 11/23/2026

Barclays Bank plc 0.000% due 10/25/2013

Barclays Bank plc 0.000% due 10/24/2014

Barclays Bank plc 0.000% due 10/25/2013

Barclays Bank plc 11.900% due 3/30/2012

Barclays Bank plc 0.000% due 11/20/2012

Barclays Bank plc 0.000% due 11/9/2012

Barclays Bank plc 0.000% due 2/5/2015

Barclays Bank plc 11.500% due 11/1/2012

Barclays Bank plc 0.000% due 11/8/2012

Barclays Bank plc 5.700% due 5/4/2012

Barclays Bank plc 5% initially, stepping up to 6.5% on Nov. 18, 2021 and to 10% on Nov. 18, 2026; payable semiannually due 11/18/2031

Barclays Bank plc 0.000% due 10/30/2015

Barclays Bank plc 7.75% if year-over-year index return is positive or zero, otherwise 2%; payable annually due 10/30/2014

Barclays Bank plc 12.500% due 10/31/2012

Barclays Bank plc 0.000% due 12/1/2016

Barclays Bank plc 5% initially, stepping up to 6% on Oct. 31, 2021, 7% on Oct. 31, 2026 and to 8% on Oct. 31, 2031; payable semiannually due 10/31/2036

Barclays Bank plc 5% initially, stepping up to 5% on Oct. 31, 2014, 6% on Oct. 31, 2015 and to 7% on Oct. 31, 2016; payable semiannually due 10/31/2017

Barclays Bank plc Initially 6.25%; beginning Oct. 31, 2013, 6.25% per year multiplied by proportion of days on which six-month Libor is 6% or less; payable quarterly due 10/31/2031

Barclays Bank plc Initially 3%; beginning Oct. 31, 2012, Libor plus 190 bps, subject to minimum rate of 2.75%; payable quarterly due 10/31/2014

Barclays Bank plc 0.000% due 10/31/2016

Barclays Bank plc 12.500% due 4/30/2012

Barclays Bank plc 16.000% due 10/31/2012

Barclays Bank plc 15.000% due 4/30/2012

Barclays Bank plc 10.000% due 4/30/2012

Barclays Bank plc 11.900% due 3/30/2012

Barclays Bank plc 10.250% due 9/28/2012

Barclays Bank plc 14% due 4/30/2012

Barclays Bank plc 13.50% due 4/30/2012

Barclays Bank plc 13% due 10/31/2012

Barclays Bank plc 14% due 10/31/2012

Barclays Bank plc 15.75% due 10/31/2012

Barclays Bank plc 13.75% due 4/30/2012

Barclays Bank plc 4.375% initially; beginning Oct. 28, 2013, Libor plus 200 bps, floor of 2.5% and capped at 7%; payable quarterly due 10/28/2016

Barclays Bank plc 3.625% if closing price is at least 70% of initial price on quarterly determination date; otherwise, none due 10/31/2012

Barclays Bank plc 4.5% initially, steps up to 6% on Oct. 27, 2017 and to 7% on Oct. 27, 2022; payable semiannually due 10/27/2027

Barclays Bank plc 0.000% due 11/1/2012

Barclays Bank plc 10.250% due 9/28/2012

Barclays Bank plc 4.125% initially, steps up to 5% on Nov. 15, 2015, to 7% on Nov. 15, 2017 and to 9% on Nov. 15, 2019; payable semiannually due 11/15/2021

Barclays Bank plc 0.000% due 4/23/2013

Barclays Bank plc 0.25% plus greater of (a) average of index performances on applicable coupon observation date and (b) zero; payable annually due 10/21/2015

Barclays Bank plc 10.250% due 9/28/2012

Barclays Bank plc 9.00% due 4/20/2012

Barclays Bank plc 4.5% initially, stepping up to 5.25% on Oct. 20, 2016, to 7.5% on Oct. 20, 2021 and to 10% on Oct. 20, 2024; payable semiannually due 10/20/2026

Barclays Bank plc 0.00% due 11/2/2012

Barclays Bank plc 0.00% due 4/18/2013

Barclays Bank plc 0.00% due 1/17/2013

Barclays Bank plc 3.75% initially, stepping up to 5% on Oct. 18, 2016, to 7% on Oct. 18, 2017 and to 9% on Oct. 18, 2018; payable semiannually due 10/18/2019

Barclays Bank plc 4.5% initially; beginning Oct. 19, 2013, Libor plus 200 bps, floor of 2.5% and capped at 7%; payable quarterly due 10/19/2016

Barclays Bank plc 0.000% due 4/22/2013

Barclays Bank plc 14.000% due 10/17/2012

Barclays Bank plc 7% if year-over-year index return is positive or zero, otherwise 2%; payable annually due 10/17/2014

Barclays Bank plc 0.00% due 4/18/2013

Barclays Bank plc 11.900% due 3/30/2012

Barclays Bank plc 0.00% due 10/29/2012

Barclays Bank plc 5.1% initially, steps up to 6% on Oct. 17, 2021 and to 6.5% on Oct. 17, 2028; payable semiannually due 10/17/2033

Barclays Bank plc Initially 8%; beginning Oct. 26, 2012, 8.84% minus 1.36 times Libor, subject to minimum interest rate of 1%; payable quarterly due 10/26/2026

Barclays Bank plc 4.125% initially, steps up to 5% on Oct. 14, 2016, to 6.5% on Oct. 14, 2021 and to 8.5% on Oct. 14, 2024; payable semiannually due 10/14/2026

Barclays Bank plc 0.000% due 10/17/2012

Barclays Bank plc 0.000% due 10/17/2012

Barclays Bank plc 9.000%

Barclays Bank plc 4.75% initially, stepping up to 5.75% on Oct. 28, 2016 and to 7.5% on Oct. 28, 2021; payable semiannually due 10/28/2026

Barclays Bank plc 4.125% initially, stepping up to 5.125% on Oct. 6, 2017, to 6.25% on Oct. 6, 2022; payable semiannually due 10/6/2027

Barclays Bank plc Libor plus 150 bps, with minimum interest rate of 2.4%; payable quarterly due 8/1/2014

Barclays Bank plc 18.500% due 10/3/2012

Barclays Bank plc 20.000% due 10/3/2012

Barclays Bank plc 0.000% due 11/30/2012

Barclays Bank plc 0.000% due 9/27/2013

Barclays Bank plc 8.500% due 10/16/2012

Barclays Bank plc 9.000% due 10/16/2012

Barclays Bank plc 0.000% due 3/23/2012

Barclays Bank plc 0.000% due 3/23/2012

Barclays Bank plc 0.000% due 4/3/2013

Barclays Bank plc 10.5% for one year; then four times spread of 30-year CMS rate over two-year CMS rate less 50 bps, capped at 10.5%, floor of zero; payable semiannually due 11/1/2031

Barclays Bank plc 4.125% initially, stepping up to 5% on Oct. 21, 2016, to 6% on Oct. 21, 2018, to 8% on Oct. 21, 2019 and to 10% on Oct. 21, 2020; payable semiannually due 10/21/2021

Barclays Bank plc 0.000% due 10/3/2017

Barclays Bank plc 6.75% if year-over-year index return is positive or zero, otherwise 2%; payable annually due 9/30/2014

Barclays Bank plc 6.55% if year-over-year index return is positive or zero, otherwise 2%; payable annually due 9/30/2016

Barclays Bank plc 15.000% due 3/30/2012

Barclays Bank plc 1% per quarter due 9/30/2013

Barclays Bank plc 0.000% due 9/30/2013

Barclays Bank plc 0.000% due 3/28/2013

Barclays Bank plc 0.000% due 7/31/2012

Barclays Bank plc 0.000% due 7/31/2012

Barclays Bank plc 0.000% due 7/31/2012

Barclays Bank plc 0.000% due 7/31/2012

Barclays Bank plc 5.15% initially, stepping up to 5.5% on Sept. 30, 2021, to 5.75% on Sept. 30, 2026 and to 6.5% on Sept. 30, 2031; payable semiannually due 9/30/2036

Barclays Bank plc 7.500% due 4/2/2013

Barclays Bank plc 0.000% due 9/30/2014

Barclays Bank plc 0.000% due 9/30/2016

Barclays Bank plc 0.000% due 10/2/2013

Barclays Bank plc 0.000% due 9/30/2016

Barclays Bank plc 0.000% due 9/29/2017

Barclays Bank plc 11.900% due 3/30/2012

Barclays Bank plc 9.000%

Barclays Bank plc 11.500% due 3/30/2012

Barclays Bank plc 19.000% due 3/30/2012

Barclays Bank plc 15.000% due 3/30/2012

Barclays Bank plc 8.500% due 9/28/2012

Barclays Bank plc 12.000% due 9/28/2012

Barclays Bank plc 8.750% due 3/30/2012

Barclays Bank plc 11.900% due 3/30/2012

Barclays Bank plc 9.250% due 9/28/2012

Barclays Bank plc 10.250% due 9/28/2012

Barclays Bank plc 13.000% due 12/30/2011

Barclays Bank plc 11.000% due 9/28/2012

Barclays Bank plc 13.600% due 12/30/2011

Barclays Bank plc 16.250% due 12/30/2011

Barclays Bank plc 0.000% due 10/3/2013

Barclays Bank plc 4.125% initially, stepping up to 5% on Sept. 29, 2016, to 6% on Sept. 29, 2021 and to 8% on Sept. 29, 2024; payable semiannually due 9/29/2026

Barclays Bank plc 11.000% due 2/29/2012

Barclays Bank plc 3.25% initially, stepping up to 4.25% on Sept. 28, 2015, to 5.25% on Sept. 28, 2016 and to 7.25% on Sept. 28, 2017; payable semiannually due 9/22/2026

Barclays Bank plc 0.00% due 4/2/2013

Barclays Bank plc 0.00% due 9/26/2013

Barclays Bank plc 0.00% due 10/11/2012

Barclays Bank plc 0.00% due 11/27/2013

Barclays Bank plc 0.00% due 11/27/2013

Barclays Bank plc 0.000% due 10/25/2012

Barclays Bank plc 8.150% due 3/27/2013

Barclays Bank plc 9.750% due 4/1/2013

Barclays Bank plc 7.55% per year times initial exchange rate divided by exchange rate on relevant valuation date; payable semiannually due 9/26/2016

Barclays Bank plc 10.000% due 8/31/2012

Barclays Bank plc Initially 7%; beginning Oct. 1, 2012, rate shifts to (a) 7.54% minus (b) Libor times 1.3, subject to a minimum interest rate of 1%; payable quarterly due 10/1/2026

Barclays Bank plc 4% initially, stepping up to 5% on Sept. 22, 2016, to 6% on Sept. 22, 2021 and to 7% on Sept. 22, 2024; payable semiannually due 9/22/2026

Barclays Bank plc 0.000% due 12/19/2012

Barclays Bank plc 0.000% due 6/19/2013

Barclays Bank plc 0.000% due 9/20/2021

Barclays Bank plc 0.000% due 9/19/2013

Barclays Bank plc 0.000% due 3/20/2013

Barclays Bank plc 10.000% due 2/29/2012

Barclays Bank plc 9.000% due 10/1/2012

Barclays Bank plc 14.000% due 10/1/2012

Barclays Bank plc 8.000% due 9/28/2012

Barclays Bank plc 4.5% initially, stepping up to 5% on Oct. 5, 2016, to 7.25% on Oct. 5, 2021 and to 9% on Oct. 5, 2024; payable semiannually due 10/5/2026

Barclays Bank plc 6.5% if year-over-year index return is positive or zero, otherwise 2%; payable annually due 9/16/2016

Barclays Bank plc 6.4% if year-over-year index return is positive or zero, otherwise 2%; payable annually due 9/18/2014

Barclays Bank plc 9.5% for one year; then four times spread of 30-year CMS rate over two-year CMS rate less 50 bps, capped at 9.5%, floor of zero; payable semiannually due 9/30/2031

Barclays Bank plc 5.05% for first 10 years, stepping up to 5.375% on Sept. 16, 2021 and to 6% on Sept. 16, 2028; payable semiannually due 9/16/2033

Barclays Bank plc Initially 3.75%; beginning on Sept. 16, 2013, Libor plus 150 bps, capped at 6%; payable quarterly due 9/16/2016

Barclays Bank plc 8.700% due 4/2/2013

Barclays Bank plc 0.000% due 10/12/2016

Barclays Bank plc 4.125% in years one through six, 5.125% in years seven through 11 and 6.5% in years 12 through 16; payable semiannually due 9/15/2027

Barclays Bank plc 0.000% due 9/15/2016

Barclays Bank plc Above-barrier rate multiplied by proportion of days on which 10-year CMS rate is greater than or equal to two-year CMS rate; above-barrier rate is 5% in years one through five, 6% in years six through 10 and 8.25% in years 11 through 15; payable semiannually due 9/14/2026

Barclays Bank plc 0.000% due 9/13/2013

Barclays Bank plc 0.000% due 9/20/2012

Barclays Bank plc Initially 3.25%; beginning Sept. 29, 2013, Libor plus 175 bps, with minimum interest rate of 2.5% and maximum rate of 6%; payable quarterly due 9/29/2016

Barclays Bank plc 8.250% due 8/31/2012

Barclays Bank plc 4.125% initially, stepping up to 5% on Sept. 9, 2016, to 6% on Sept. 9, 2021 and to 7% on Sept. 9, 2024; payable semiannually due 9/9/2026

Barclays Bank plc 0.000% due 8/30/2013

Barclays Bank plc 11% for one year; then four times spread of 30-year CMS rate over two-year CMS rate less 50 bps, capped at 10%, floor of zero; payable semiannually due 9/30/2031

Barclays Bank plc 5% for first 15 years, stepping up to 5.375% on Aug. 31, 2026 and to 6% on Aug. 31, 2031; payable semiannually due 8/31/2036

Barclays Bank plc 0.000% due 3/5/2013

Barclays Bank plc 6.7% if year-over-year index return is positive, otherwise 2%; payable annually due 8/31/2014

Barclays Bank plc 4% initially, stepping up to 5% on Sept. 1, 2017 and to 6.5% on Sept. 1, 2023; payable semiannually due 9/1/2027

Barclays Bank plc 7.65% per year multiplied by quotient of initial exchange rate divided by exchange rate on related valuation date; payable annually due 8/26/2016

Barclays Bank plc 0.00% due 8/22/2012

Barclays Bank plc 0.000% due 2/27/2015

Barclays Bank plc 0.000% due 8/29/2013

Barclays Bank plc 5% for first 15 years, stepping up to 5.375% on Aug. 31, 2026 and to 6% on Aug. 31, 2031; payable semiannually due 8/31/2036

Barclays Bank plc 0.000% due 8/29/2014

Barclays Bank plc 0.000% due 8/31/2017

Barclays Bank plc 10.500% due 2/29/2012

Barclays Bank plc 8.500% due 2/29/2012

Barclays Bank plc 10.000% due 2/29/2012

Barclays Bank plc 8.250% due 2/29/2012

Barclays Bank plc 10.000% due 2/29/2012

Barclays Bank plc 11.000% due 2/29/2012

Barclays Bank plc 8.000% due 2/29/2012

Barclays Bank plc 13.250% due 11/30/2011

Barclays Bank plc 10.000% due 11/30/2011

Barclays Bank plc 17.000% due 11/30/2011

Barclays Bank plc 8.25% due 8/31/2012

Barclays Bank plc 11.75% due 8/31/2012

Barclays Bank plc 10.000% due 2/29/2012

Barclays Bank plc 10.000% due 8/31/2012

Barclays Bank plc 14.500% due 2/29/2012

Barclays Bank plc 10.250% due 2/29/2012

Barclays Bank plc 8.000% due 9/11/2012

Barclays Bank plc 0.000% due 8/29/2014

Barclays Bank plc 6.000% due 1/14/2012

Barclays Bank plc 0.000% due 8/30/2013

Barclays Bank plc 0.000% due 8/23/2013

Barclays Bank plc 0.000% due 8/28/2015

Barclays Bank plc 0.000% due 8/23/2013

Barclays Bank plc 0.000% due 9/29/2012

Barclays Bank plc 8.00% due 9/11/2012

Barclays Bank plc 0.000% due 9/11/2012

Barclays Bank plc 0.000% due 9/11/2012

Barclays Bank plc 0.000% due 9/22/2012

Barclays Bank plc 10.00% due 8/29/2012

Barclays Bank plc Initially 3.5%; beginning Sept. 12, 2013, Libor plus 200 bps, with maximum interest rate of 5.5% until Sept. 11, 2015 and 6.5% after that until maturity; payable quarterly due 9/12/2017

Barclays Bank plc 0.000% due 9/6/2012

Barclays Bank plc 0.000% due 9/6/2012

Barclays Bank plc 8% per year for each day that six-month Libor is at or below 6% and Russell 2000 is at or above 515; payable semiannually due 8/26/2026

Barclays Bank plc 4% in years one through six, 5.125% in years seven through 12 and 6.5% in years 13 through 16; payable semiannually due 8/25/2027

Barclays Bank plc 4.25% initially, stepping up to 5% on Sept. 15, 2016 and to 7% on Sept. 15, 2021; payable semiannually due 9/15/2026

Barclays Bank plc 8.600% due 2/26/2013

Barclays Bank plc 8.300% due 8/23/2012

Barclays Bank plc 7.70% due 2/25/2013

Barclays Bank plc 0.000% due 8/18/2021

Barclays Bank plc 0.000% due 8/23/2012

Barclays Bank plc 0.000% due 8/28/2015

Barclays Bank plc 3.75% initially, stepping up to 4.5% on Aug. 18, 2016, to 5.5% on Aug. 18, 2021 and to 6.5% on Aug. 18, 2024; payable semiannually due 8/18/2026

Barclays Bank plc 0.000% due 8/15/2013

Barclays Bank plc 0.000% due 2/16/2012

Barclays Bank plc 0.000% due 8/19/2016

Barclays Bank plc 0.000% due 12/15/2011

Barclays Bank plc 0.000% due 8/29/2012

Barclays Bank plc 0.000% due 2/19/2013

Barclays Bank plc 3.000% due 8/16/2013

Barclays Bank plc 0.000% due 2/19/2013

Barclays Bank plc 3% initially, stepping up to 3.25% on Aug. 16, 2015, to 4% on Aug. 16, 2016 and to 6% on Aug. 16, 2017; payable semiannually due 8/16/2018

Barclays Bank plc Initially 4%; beginning Aug. 18, 2013, Libor plus 105 bps, with maximum interest rate of 4% beginning Aug. 18, 2013, 5% beginning Aug. 18, 2014 and 6% beginning Aug. 18, 2015; payable quarterly due 8/18/2016

Barclays Bank plc 0.000% due 2/28/2013

Barclays Bank plc 0.000% due 8/16/2016

Barclays Bank plc 9.000% due 8/28/2012

Barclays Bank plc 0.000% due 8/14/2014

Barclays Bank plc 0.000% due 8/27/2012

Barclays Bank plc Initially 3.25%; beginning Aug. 26, 2013, Libor plus 120 bps, subject to cap of 6.5% per year; payable quarterly due 8/26/2016

Barclays Bank plc 10.250% due 2/13/2012

Barclays Bank plc 4% in years one through six, 5.25% in years seven through 12 and 6.25% in years 13 through 16; payable semiannually due 8/11/2027

Barclays Bank plc 0.000% due 9/8/2016

Barclays Bank plc 0.000% due 8/16/2012

Barclays Bank plc 0.000% due 2/8/2013

Barclays Bank plc 15.13% per year, payable quarterly, only if Avon closes at or above trigger price on observation date for that quarter due 8/9/2012

Barclays Bank plc 18.48% per year, payable quarterly, only if Caterpillar closes at or above trigger price on observation date for that quarter due 8/9/2012

Barclays Bank plc 4% initially, stepping up to 5% on Aug. 26, 2016 and to 6% on Aug. 26, 2021; payable semiannually due 8/26/2026

Barclays Bank plc 0.000% due 8/9/2012

Barclays Bank plc 5% initially, stepping up to 5.5% on Aug. 4, 2021, to 5.75% on Aug. 4, 2026 and to 6.25% on Aug. 4, 2031; payable semiannually due 8/4/2036

Barclays Bank plc 4% initially, stepping up to 5% on Aug. 4, 2016, to 5.5% on Aug. 4, 2021 and to 7% on Aug. 4, 2024; payable semiannually due 8/4/2026

Barclays Bank plc 0.000% due 2/28/2013

Barclays Bank plc 0.000% due 2/2/2012

Barclays Bank plc 0.000% due 8/3/2016

Barclays Bank plc 0.000% due 8/1/2013

Barclays Bank plc 11.25% for one year; then four times spread of 30-year CMS rate over two-year CMS rate less 50 bps, capped at 10.5%, floor of zero; payable semiannually due 8/31/2031

Barclays Bank plc Initially 4%; beginning Aug. 12, 2012, Libor plus 100 bps, cap of 6.5%; payable quarterly due 8/12/2016

Barclays Bank plc 4% for first year; beginning Aug. 5, 2012, year-over-year change in CPI plus 190 bps, floor of 0% and cap of 8%; payable monthly due 8/5/2021

Barclays Bank plc 3% initially, stepping up to 3.5% on Aug. 1, 2015 and to 4.5% on Aug. 1, 2016; payable semiannually due 8/1/2017

Barclays Bank plc 0.00% due 1/29/2015

Barclays Bank plc 0.00% due 7/31/2013

Barclays Bank plc 0.00% due 7/31/2013

Barclays Bank plc Libor plus 530 bps, payable quarterly due 7/31/2013

Barclays Bank plc 10.75% due 7/27/2012

Barclays Bank plc 0.00% due 7/31/2014

Barclays Bank plc 13% if basket return is positive on July 26 annual observation date due 1/14/2013

Barclays Bank plc 0.00% due 7/31/2017

Barclays Bank plc 12.00% due 10/31/2011

Barclays Bank plc 10.10% due 10/31/2011

Barclays Bank plc 9.25% due 7/27/2012

Barclays Bank plc 10.85% due 10/31/2011

Barclays Bank plc 10.50% due 7/27/2012

Barclays Bank plc 10.75% due 1/31/2012

Barclays Bank plc 10.25% due 1/31/2012

Barclays Bank plc 11.75% due 10/31/2011

Barclays Bank plc 8.50% due 1/31/2012

Barclays Bank plc 10.00% due 1/31/2012

Barclays Bank plc 10.10% due 1/31/2012

Barclays Bank plc 10.00% due 1/31/2012

Barclays Bank plc 9.25% due 1/31/2012

Barclays Bank plc 9.00% due 1/31/2012

Barclays Bank plc 11.75% due 1/31/2012

Barclays Bank plc 10.00% due 10/31/2011

Barclays Bank plc 11.00% due 1/31/2012

Barclays Bank plc 17.75% due 10/31/2011

Barclays Bank plc 9.75% due 1/31/2012

Barclays Bank plc 10.65% due 1/31/2012

Barclays Bank plc 10.90% due 1/31/2012

Barclays Bank plc 9.00% due 1/31/2012

Barclays Bank plc 12.50% due 10/31/2011

Barclays Bank plc 10.00% due 1/31/2012

Barclays Bank plc 10.75% due 10/31/2011

Barclays Bank plc 11.00% due 1/31/2012

Barclays Bank plc 10.40% due 7/27/2012

Barclays Bank plc 15.25% due 7/27/2012

Barclays Bank plc 0.00% due 7/31/2014

Barclays Bank plc 4% initially, steps up to 5% on July 28, 2016, to 5% on July 28, 2021, to 5.5% on July 28, 2022 and to July 28, 2024; payable semiannually due 7/28/2026

Barclays Bank plc 9.000%

Barclays Bank plc 2.900% due 2/1/2012

Barclays Bank plc 5% initially, stepping up to 6% on Aug. 19, 2022 and to 7% on Aug. 19, 2027; payable semiannually due 8/19/2031

Barclays Bank plc 10.92% per year, payable quarterly, if stock closes at or above trigger price on observation date for that quarter due 7/26/2012

Barclays Bank plc 15.56% per year, payable quarterly, if stock closes at or above trigger price on observation date for that quarter due 7/26/2012

Barclays Bank plc 8.710% due 7/27/2012

Barclays Bank plc 8.460% due 7/27/2012

Barclays Bank plc 7.43% on each day that six-month Libor is 6% or less and Russell 2000 is 600 or greater; payable quarterly due 7/29/2026

Barclays Bank plc 3% initially, stepping up to 3.5% on July 28, 2015 and to 4.5% on July 28, 2016; payable semiannually due 7/28/2017

Barclays Bank plc 7.800% due 1/27/2012

Barclays Bank plc Above-barrier rate multiplied by proportion of days on which 10-year CMS rate is greater than or equal to two-year CMS rate; above-barrier rate is 5% in years one through five, 6.5% in years six through 10 and 9.25% in years 11 through 15; payable semiannually due 7/22/2026

Barclays Bank plc 0.000% due 8/23/2012

Barclays Bank plc 10.100% due 1/23/2012

Barclays Bank plc 0.000% due 1/24/2013

Barclays Bank plc 4% initially, stepping up to 5% on July 21, 2016, to 5.5% on July 21, 2021 and to 6.5% on July 21, 2024; payable semiannually due 7/21/2026

Barclays Bank plc 8.500% due 10/31/2011

Barclays Bank plc 0.000% due 1/18/2013

Barclays Bank plc 0.000% due 8/1/2012

Barclays Bank plc 0.000% due 1/22/2013

Barclays Bank plc 0.000% due 8/1/2012

Barclays Bank plc 10.350% due 7/20/2012

Barclays Bank plc 0.000% due 7/29/2016

Barclays Bank plc 14.250% due 7/18/2012

Barclays Bank plc 7.000% due 7/27/2012

Barclays Bank plc 11.500% due 7/27/2012

Barclays Bank plc 0.000% due 7/17/2013

Barclays Bank plc Initially 8%; beginning July 29, 2012, 8.71% minus product of 1.3 times Libor, subject to minimum of 1%; payable quarterly due 7/29/2026

Barclays Bank plc 0.000% due 7/15/2016

Barclays Bank plc 0.000% due 7/12/2021

Barclays Bank plc 0.000% due 7/12/2021

Barclays Bank plc 4.25% initially, steps up to 5.25% on Aug. 11, 2017, to 6.25% on Aug. 11, 2021 and to 8.25% on Aug. 11, 2024; payable semiannually due 8/11/2026

Barclays Bank plc 4.25% initially, steps up to 5.375% on July 14, 2017 and to 6.5% on July 14, 2023; payable semiannually due 7/14/2027

Barclays Bank plc 3% initially, stepping up to 3.5% on July 13, 2015 and to 4.5% on July 13, 2016; payable semiannually due 7/13/2017

Barclays Bank plc 0.000% due 7/12/2021

Barclays Bank plc 11.27% if Lowe’s stock closes at or above the trigger price on Oct. 11, Jan. 9, 2012, April 9, 2012 and July 9, 2012 due 7/13/2012

Barclays Bank plc 14.97% if Research in Motion stock closes at or above the trigger price on Oct. 11, Jan. 9, 2012, April 9, 2012 and July 9, 2012 due 7/13/2012

Barclays Bank plc 10.570% due 1/13/2012

Barclays Bank plc 11.560% due 1/13/2012

Barclays Bank plc 8.940% due 1/13/2012

Barclays Bank plc 4% for first year; beginning July 28, 2012, year-over-year change in CPI plus 150 bps, floor of 1% and cap of 8%; payable monthly due 7/28/2021

Barclays Bank plc 6.000% due 1/14/2012

Barclays Bank plc 17.500% due 7/11/2012

Barclays Bank plc 3.6% in years one through five, stepping up to 4.75% on July 12, 2016 and to 6.75% on July 12, 2018; payable semiannually due 7/12/2019

Barclays Bank plc 4% initially, stepping up to 4.5% on July 8, 2016, to 5.5% on July 8, 2021 and to 6.5% on July 8, 2024; payable semiannually due 7/8/2026

Barclays Bank plc 8.900% due 1/12/2012

Barclays Bank plc 8.000% due 1/6/2012

Barclays Bank plc 0.000% due 7/12/2012

Barclays Bank plc 0.000% due 1/14/2013

Barclays Bank plc 0.000% due 9/5/2012

Barclays Bank plc 0.000% due 10/4/2012

Barclays Bank plc 0.000% due 7/1/2016

Barclays Bank plc 11% for one year; then four times spread of 30-year CMS rate over two-year CMS rate less 50 bps, capped at 11%, floor of par; payable semiannually due 7/28/2031

Barclays Bank plc Initially 3.25%; beginning on July 15, 2012, Libor plus 100 bps, cap of 6%; payable quarterly due 7/15/2016

Barclays Bank plc 0.000% due 7/2/2014

Barclays Bank plc 0.000% due 6/30/2016

Barclays Bank plc L+570 due 7/2/2013

Barclays Bank plc 4% in years one through six, stepping up to 5% on June 30, 2017 and to 6% on June 30, 2023; payable semiannually due 6/30/2027

Barclays Bank plc 0.000% due 6/28/2013

Barclays Bank plc 0.000% due 12/31/2012

Barclays Bank plc 0.000% due 6/30/2014

Barclays Bank plc 0.000% due 6/30/2014

Barclays Bank plc 11.000% due 9/30/2011

Barclays Bank plc 11.750% due 12/30/2011

Barclays Bank plc 10.750% due 12/30/2011

Barclays Bank plc 15.100% due 9/30/2011

Barclays Bank plc 10.600% due 12/30/2011

Barclays Bank plc 11.000% due 12/30/2011

Barclays Bank plc 10.650% due 9/30/2011

Barclays Bank plc 10.500% due 12/30/2011

Barclays Bank plc 10.000% due 6/29/2012

Barclays Bank plc 12.100% due 6/29/2012

Barclays Bank plc 10.500% due 12/30/2011

Barclays Bank plc 11.500% due 12/30/2011

Barclays Bank plc 9.000% due 6/29/2012

Barclays Bank plc 10.250% due 12/30/2011

Barclays Bank plc 10.500% due 12/30/2011

Barclays Bank plc 0.000% due 6/30/2016

Barclays Bank plc Equal to average of basket commodities’ component returns, subject to floor of zero; if a basket commodity’s return is positive, its component return will be fixed at 9%; if a basket commodity’s return is negative, its component return will be the greater of the commodity return and negative 25%; payable annually due 6/29/2015

Barclays Bank plc 0.000% due 7/27/2012

Barclays Bank plc 0.000% due 12/27/2012

Barclays Bank plc 0.000% due 8/31/2012

Barclays Bank plc 0.000% due 8/31/2012

Barclays Bank plc 5% initially, stepping up to 6% on July 22, 2026 and to 7% on July 22, 2029; payable semiannually due 7/22/2031

Barclays Bank plc 0.000% due 6/28/2013

Barclays Bank plc 0.000% due 6/28/2013

Barclays Bank plc 0.000% due 6/28/2013

Barclays Bank plc 3% in years one through five, 4% in year six, 5% in year seven and 7% in year eight; payable semiannually due 6/27/2019

Barclays Bank plc 10.06% due 12/28/2011

Barclays Bank plc 9.89% due 12/28/2011

Barclays Bank plc 4% initially, stepping up to 4.75% on June 23, 2017 and to 5.75% on June 23, 2023; payable semiannually due 6/23/2027

Barclays Bank plc 0.000% due 7/3/2012

Barclays Bank plc 0.000% due 12/21/2012

Barclays Bank plc 0.000% due 6/26/2012

Barclays Bank plc 0.000% due 6/22/2015

Barclays Bank plc 4.25% initially, stepping up to 5% on July 13, 2017, to 6% on July 13, 2021 and to 8% on July 13, 2024; payable semiannually due 7/13/2026

Barclays Bank plc 0.000% due 7/5/2012

Barclays Bank plc 0.000% due 6/19/2015

Barclays Bank plc 12.500% due 12/21/2011

Barclays Bank plc 10.500% due 12/20/2011

Barclays Bank plc 0.000% due 6/20/2013

Barclays Bank plc 0.000% due 6/19/2014

Barclays Bank plc Libor plus 75 bps, capped at 6.5%, floor of 1.75% due 6/20/2016

Barclays Bank plc 0.000% due 6/28/2013

Barclays Bank plc 3% initially, stepping up to 4% on June 27, 2016, to 6.5% on June 27, 2017 and to 8.5% on June 27, 2018; payable semiannually due 6/27/2019

Barclays Bank plc 4% initially, stepping up to 4.75% on June 16, 2017 and to 6% on June 16, 2023; payable semiannually due 6/16/2027

Barclays Bank plc 11.25% due 12/16/2011

Barclays Bank plc 0.000% due 6/29/2012

Barclays Bank plc 0.000% due 6/15/2016

Barclays Bank plc 0.000% due 6/27/2012

Barclays Bank plc 0.000% due 12/13/2012

Barclays Bank plc 12.000% due 11/30/2011

Barclays Bank plc 4% initially, stepping up to 5% on June 9, 2017 and to 6% on June 9, 2023; payable semiannually due 6/9/2027

Barclays Bank plc 3.75% initially, stepping up to 4.25% on June 9, 2016, to 4.5% on June 9, 2021, to 5.25% on June 9, 2026 and to 6% on June 9, 2029; payable semiannually due 6/9/2031

Barclays Bank plc 0.000% due 6/8/2016

Barclays Bank plc 4% for first two years; beginning June 28, 2013, year-over-year change in CPI plus 150 bps, floor of 0% and cap of 7%; payable monthly due 6/28/2023

Barclays Bank plc 11.600% due 12/7/2011

Barclays Bank plc 2.625% initially, stepping up to 3% on June 6, 2014, to 4% on June 6, 2015 and to 6.5% on June 6, 2016; payable semiannually due 6/6/2017

Barclays Bank plc 4% initially, stepping up to 4.5% on June 6, 2017, to 5.75% on June 6, 2019 and to 8% on June 6, 2021; payable semiannually due 6/6/2023

Barclays Bank plc Federal Funds effective rate due 6/10/2013

Barclays Bank plc 0.000% due 6/5/2014

Barclays Bank plc 4% initially, steps up to 5% on June 3, 2017 and to 6% on June 3, 2023; payable semiannually due 6/3/2027

Barclays Bank plc 4% initially, steps up to 4.25% on June 3, 2016, to 4.5% on June 3, 2021, to 5% on June 3, 2026 and to 6% on June 3, 2029; payable semiannually due 6/3/2031

Barclays Bank plc 0.000% due 6/11/2012

Barclays Bank plc 0.000% due 6/13/2012

Barclays Bank plc 0.000% due 6/13/2012

Barclays Bank plc 0.000% due 6/2/2016

Barclays Bank plc 0.000% due 7/27/2012

Barclays Bank plc 0.000% due 7/27/2012

Barclays Bank plc 0.000% due 5/31/2013

Barclays Bank plc 0.000% due 5/31/2013

Barclays Bank plc 0.000% due 5/23/2014

Barclays Bank plc 0.000% due 6/8/2012

Barclays Bank plc 9.920% due 11/30/2011

Barclays Bank plc 9.930% due 11/30/2011

Barclays Bank plc 12.040% due 11/30/2011

Barclays Bank plc 0.000% due 5/31/2013

Barclays Bank plc 0.000% due 5/31/2016

Barclays Bank plc 6% for the first year; after that, per-year rate times proportion of days on which index closes at or above 1,050. Initial per-year rate is 6%, steps up to 6.75% on May 31, 2016 and to 8% on May 31, 2021 due 5/29/2026

Barclays Bank plc 0.000% due 8/30/2012

Barclays Bank plc 0.000% due 5/30/2014

Barclays Bank plc 10.250% due 8/31/2011

Barclays Bank plc 11.000% due 40877

Barclays Bank plc 10.000% due 11/30/2011

Barclays Bank plc 12.000% due 8/31/2011

Barclays Bank plc 11.750% due 11/30/2011

Barclays Bank plc 11.250% due 11/30/2011

Barclays Bank plc 8.000% due 5/30/2012

Barclays Bank plc 8.000% due 4/27/2012

Barclays Bank plc 12.000% due 11/30/2011

Barclays Bank plc 11.250% due 8/31/2011

Barclays Bank plc 16.250% due 11/30/2011

Barclays Bank plc 11.100% due 5/30/2012

Barclays Bank plc 9.000% due 11/30/2011

Barclays Bank plc 8.750% due 11/30/2011

Barclays Bank plc 14.100% due 11/30/2011

Barclays Bank plc 12.750% due 11/30/2011

Barclays Bank plc 10.900% due 5/30/2012

Barclays Bank plc 9.250% due 11/30/2011

Barclays Bank plc 0.000% due 5/31/2013

Barclays Bank plc 4% initially, steps up to 5% on May 26, 2017 and to 6% on May 26, 2023; payable semiannually due 5/26/2027

Barclays Bank plc 0.000% due 1/28/2023

Barclays Bank plc 4% initially, steps up to 4.25% on May 26, 2019, to 4.75% on May 26, 2023, to 5% on May 26, 2027, to 6% on May 26, 2029 and to 8% on May 26, 2030; payable semiannually due 5/26/2031

Barclays Bank plc 0.000% due 11/26/2012

Barclays Bank plc 0.000% due 6/1/2012

Barclays Bank plc 4.25% initially, steps up to 5.125% on June 15, 2017, to 6% on June 15, 2021 and to 8.5% on June 15, 2024; payable semiannually due 6/15/2026

Barclays Bank plc 0.000% due 4/2/2012

Barclays Bank plc 4% initially, steps up to 4.5% on May 23, 2017, to 6% on May 23, 2019 and to 8% on May 23, 2021; payable semiannually due 5/23/2023

Barclays Bank plc 2.75% initially, stepping up to 3% on May 23, 2014, to 4% on May 23, 2015 and to 6.5% on May 23, 2016; payable semiannually due 5/23/2017

Barclays Bank plc 6.100% due 5/22/2012

Barclays Bank plc 0.000% due 5/22/2013

Barclays Bank plc 0.000% due 5/22/2013

Barclays Bank plc Initially 0.93%; beginning Nov. 23, 2011, Libor plus 30 bps, floor of 0.93%; payable quarterly due 5/23/2013

Barclays Bank plc 10.250% due 5/18/2012

Barclays Bank plc 9.650% due 5/18/2012

Barclays Bank plc 4% initially, steps up to 5% on May 19, 2017, to 6% on May 19, 2022 and to 7% on May 19, 2025; payable semiannually due 5/19/2027

Barclays Bank plc Libor plus 100 bps, capped at 7%, floor of 2%; payable quarterly due 5/19/2021

Barclays Bank plc 0.000% due 11/16/2012

Barclays Bank plc 0.000% due 11/16/2012

Barclays Bank plc 0.000% due 5/16/2013

Barclays Bank plc 18.850% due 11/17/2011

Barclays Bank plc 9.000% due 5/17/2012

Barclays Bank plc 3% initially; after May 27, 2012, Libor plus 75 bps, capped at 6%; payable quarterly due 5/27/2016

Barclays Bank plc 8.000% due 12/23/2011

Barclays Bank plc 0.000% due 6/18/2012

Barclays Bank plc Initially 0.93%; beginning Nov. 23, 2011, Libor plus 30 bps, floor of 0.93%; payable quarterly due 5/23/2013

Barclays Bank plc 4% initially, steps up to 5% on May 12, 2017, to 6% on May 12, 2021 and to 7% on May 12, 2024; payable semiannually due 5/12/2026

Barclays Bank plc Libor plus 125 bps, cap of 7% and floor of 2%; payable quarterly due 5/12/2021

Barclays Bank plc 0.000% due 6/24/2038

Barclays Bank plc 3.5% initially, steps up to 3.75% on May 12, 2015, to 4% on May 12, 2017, to 5% on May 12, 2019 and to 6.5% on May 12, 2020; payable semiannually due 5/12/2021

Barclays Bank plc 0.000% due 11/9/2012

Barclays Bank plc 4% initially, steps up to 4.5% on May 11, 2014, to 5.5% on May 11, 2017, to 6% on May 11, 2020 and to 8.5% on May 11, 2023; payable semiannually due 5/11/2026

Barclays Bank plc 8.500% due 41039

Barclays Bank plc 3.125% initially, stepping up to 4% on May 10, 2014, to 5.25% on May 10, 2016 and to 7.25% on May 10, 2018; payable semiannually due 5/10/2019

Barclays Bank plc 0.000% due 6/24/2038

Barclays Bank plc 0.000% due 5/10/2016

Barclays Bank plc 9.750% due 10/31/2011

Barclays Bank plc 10.750% due 10/31/2011

Barclays Bank plc Libor plus 105 bps; beginning Aug. 9, 2011, minimum rate equal to rate for the immediately preceding interest period, maximum of 25 bps more than minimum rate; payable quarterly due 5/9/2014

Barclays Bank plc 0.000% due 5/14/2012

Barclays Bank plc 0.500% due 5/9/2014

Barclays Bank plc 4% initially, steps up to 5% on May 5, 2017, to 6% on May 5, 2022 and to 7% on May 5, 2025; payable semiannually due 5/5/2027

Barclays Bank plc Libor plus 130 bps, cap of 7% and floor of 2%; payable quarterly due 5/5/2021

Barclays Bank plc Initially 4.5%; beginning May 12, 2012, Libor plus 125 bps; maximum of 7%; payable quarterly due 5/12/2021

Barclays Bank plc 3.150% due 11/5/2011

Barclays Bank plc 0.000% due 4/30/2012

Barclays Bank plc 11.800% due 10/31/2011

Barclays Bank plc 9.750% due 10/31/2011

Barclays Bank plc 10.700% due 10/31/2011

Barclays Bank plc 10.900% due 10/31/2011

Barclays Bank plc 0.000% due 5/1/2014

Barclays Bank plc 0.000% due 4/30/2013

Barclays Bank plc 0.000% due 4/30/2013

Barclays Bank plc 0.000% due 4/30/2013

Barclays Bank plc 0.000% due 4/30/2014

Barclays Bank plc 7% for each day that index closes above 1,050; payable quarterly due 4/29/2026

Barclays Bank plc 0.500% due 5/1/2014

Barclays Bank plc 0.000% due 12/2/2013

Barclays Bank plc 9.000% due 4/27/2012

Barclays Bank plc 8.000% due 4/27/2012

Barclays Bank plc 10.000% due 10/31/2011

Barclays Bank plc 8.500% due 10/31/2011

Barclays Bank plc 11.750% due 7/29/2011

Barclays Bank plc 13.250% due 7/29/2011

Barclays Bank plc 15.750% due 7/29/2011

Barclays Bank plc 10.000% due 4/27/2012

Barclays Bank plc 11.750% due 10/31/2011

Barclays Bank plc 9.750% due 10/31/2011

Barclays Bank plc 9.250% due 10/31/2011

Barclays Bank plc 11.300% due 4/27/2012

Barclays Bank plc 10.750% due 10/31/2011

Barclays Bank plc 12.000% due 4/27/2012

Barclays Bank plc 0.000% due 4/30/2015

Barclays Bank plc 0.000% due 4/29/2016

Barclays Bank plc 4.5% in years one through six, 5% in years seven through 11, 5.75% in years 12 through 14 and 7% in years 15 through 17; payable semiannually due 4/28/2027

Barclays Bank plc 6.7% for each day that index closes at or above 850 and six-month Libor is 6.5% or less; payable quarterly due 4/28/2026

Barclays Bank plc 3.75% in years one through four, 4% in years five through seven, 4.5% in years eight through 10, 5% in years 11 and 12, 6% in year 13, 6.5% in year 14 and 7.5% in year 15; payable semiannually due 4/28/2026

Barclays Bank plc 3.125% initially, steps up to 4.125% on April 27, 2015, to 5% on April 27, 2016 and to 7% on April 27, 2017; payable semiannually due 4/27/2018

Barclays Bank plc 0.000% due 4/18/2041

Barclays Bank plc 0.000% due 4/18/2041

Barclays Bank plc 0.000% due 4/18/2041

Barclays Bank plc 0.000% due 4/18/2041

Barclays Bank plc 0.000% due 4/18/2041

Barclays Bank plc 0.000% due 4/18/2041

Barclays Bank plc 0.000% due 4/18/2041

Barclays Bank plc 0.000% due 4/18/2041

Barclays Bank plc 0.000% due 4/18/2041

Barclays Bank plc 0.000% due 4/18/2041

Barclays Bank plc 0.000% due 4/18/2041

Barclays Bank plc 0.000% due 4/18/2041

Barclays Bank plc 0.000% due 4/18/2041

Barclays Bank plc 0.000% due 4/18/2041

Barclays Bank plc 0.000% due 4/18/2041

Barclays Bank plc 0.000% due 4/18/2041

Barclays Bank plc 0.000% due 4/18/2041

Barclays Bank plc 0.000% due 4/18/2041

Barclays Bank plc 0.000% due 4/18/2041

Barclays Bank plc 4.5% initially, steps up to 5% on April 21, 2016, to 6.5% on April 21, 2021 and to 7.5% on April 21, 2024; payable semiannually due 4/21/2026

Barclays Bank plc 0.000% due 4/23/2013

Barclays Bank plc 4% initially and steps up to 4.5% on April 21, 2014, to 4.75% on April 21, 2019, to 5.5% on April 21, 2021 and to 7% on April 21, 2022; payable semiannually due 4/21/2023

Barclays Bank plc 9.000% due 4/19/2012

Barclays Bank plc 0.000% due 4/18/2013

Barclays Bank plc 0.000% due 5/4/2012

Barclays Bank plc 0.000% due 4/26/2012

Barclays Bank plc 0.000% due 5/2/2012

Barclays Bank plc 7.200% due 7/19/2012

Barclays Bank plc 4.5% initially, steps up to 5% on May 13, 2016, to 6% on May 13, 2020 and to 9% on May 13, 2023; payable semiannually due 5/13/2026

Barclays Bank plc 10.750% due 4/18/2012

Barclays Bank plc 4.5% for one year; thereafter, Libor plus 150 bps, cap of 7% and floor of 2.25%; payable quarterly due 4/18/2021

Barclays Bank plc 3% for first two years, then 3.25% until April 18, 2015, 4.25% until April 18, 2016, 6.25% thereafter; payable semiannually due 4/18/2017

Barclays Bank plc 4% for first two years; beginning May 12, 2013, year-over-year change in CPI plus 200 bps, with floor of 1% and cap of 7.25%; payable monthly due 5/12/2021

Barclays Bank plc 8.500% due 10/14/2011

Barclays Bank plc 4.25% initially, 5% beginning May 6, 2018, 7% beginning May 6, 2019 and 10% beginning May 6, 2020; payable semiannually due 5/6/2021

Barclays Bank plc 4.5% initially, steps up to 5.25% on April 14, 2016, to 6.25% on April 14, 2021 and to 7.5% on April 14, 2024; payable semiannually due 4/14/2026

Barclays Bank plc 4% initially, 4.25% on April 14, 2014, to 4.5% on April 14, 2018, to 5% on April 14, 2020, to 6% on April 14, 2022 and to 7% on April 14, 2024; payable semiannually due 4/14/2025

Barclays Bank plc 5% for one year; thereafter, Libor plus a spread, with cap and floor: through year five, spread of 150 bps, cap of 5% and floor of 3%; through year 10, spread of 250 bps, with cap of 6% and floor of 3%; thereafter, spread of 350 bps, cap of 8% and floor of 3%; payable quarterly due 4/8/2026

Barclays Bank plc 4.5% initially, 5.25% beginning April 7, 2016, 6.25% beginning April 7, 2021 and 7.5% beginning April 7, 2024; payable semiannually due 4/7/2026

Barclays Bank plc 4% initially, 4.25% beginning April 7, 2016, 5.5% beginning April 7, 2019 and 7% beginning April 7, 2020; payable semiannually due 4/7/2021

Barclays Bank plc 7.35% for each day that index closes at or above 950 and six-month Libor is 7% or less; payable quarterly due 4/28/2026

Barclays Bank plc 0.000% due 4/3/2014

Barclays Bank plc 0.000% due 4/12/2016

Barclays Bank plc 0.000% due 4/12/2017

Barclays Bank plc 0.000% due 4/6/2015

Barclays Bank plc 3.15% initially, steps up to 3.5% on April 4, 2013, to 4% on April 4, 2015 and to 5.25% on April 4, 2017, payable semiannually due 4/4/2018

Barclays Bank plc 10.500% due 8/26/2011

Barclays Bank plc 10.040% due 9/30/2011

Barclays Bank plc 8.460% due 9/30/2011

Barclays Bank plc 9.500% due 9/30/2011

Barclays Bank plc 9.380% due 9/30/2011

Barclays Bank plc 9.800% due 9/30/2011

Barclays Bank plc 0.000% due 3/28/2013

Barclays Bank plc 0.000% due 3/28/2013

Barclays Bank plc 10% for one year; then seven times spread of 30-year EUR CMS rate over two-year EUR CMS rate, capped at 10%, floor of zero; payable quarterly due 4/28/2026

Barclays Bank plc Libor plus 160 bps, capped at 7.5%, floor of 2.25%; payable quarterly due 3/31/2021

Barclays Bank plc 0.000% due 3/31/2014

Barclays Bank plc 8% for each day that index closes at or above 925 and six-month Libor is 6.5% or less due 4/8/2026

Barclays Bank plc 6.5% initially; coupon will accrue at annualized above-barrier rate on each day that the index closes at or above 1,050. The rate will be 6.5% beginning March 31, 2012, rising to 8% beginning on March 31, 2016 and to 9.5% beginning on March 31, 2021; payable quarterly; floor of zero due 3/31/2026

Barclays Bank plc 0.000% due 10/22/2037

Barclays Bank plc 0.000% due 3/31/2016

Barclays Bank plc If year-over-year change in index is greater than or equal to zero, 5.5%; otherwise, 1%; payable annually due 4/2/2014

Barclays Bank plc 14.000% due 6/30/2011

Barclays Bank plc 9.000% due 3/30/2012

Barclays Bank plc 9.250% due 3/30/2012

Barclays Bank plc 9.250% due 9/30/2011

Barclays Bank plc 10.750% due 9/30/2011

Barclays Bank plc 10.250% due 9/30/2011

Barclays Bank plc 8.500% due 9/30/2011

Barclays Bank plc 10.500% due 9/30/2011

Barclays Bank plc 10.250% due 6/30/2011

Barclays Bank plc 13.500% due 6/30/2011

Barclays Bank plc 14.000% due 9/30/2011

Barclays Bank plc 12.500% due 6/30/2011

Barclays Bank plc 8.750% due 9/30/2011

Barclays Bank plc 13.500% due 3/30/2012

Barclays Bank plc 15.250% due 9/30/2011

Barclays Bank plc 8.500% due 3/30/2012

Barclays Bank plc 10.250% due 3/30/2012

Barclays Bank plc 15.250% due 6/30/2011

Barclays Bank plc 10.250% due 9/30/2011

Barclays Bank plc 11.750% due 9/30/2011

Barclays Bank plc 4.5% initially, 5.25% beginning March 31, 2016, 6.25% beginning March 31, 2021 and 7.5% beginning March 31, 2024; payable semiannually due 3/31/2026

Barclays Bank plc 4% for the first three years, 4.25% for years three through six, 4.75% for years six through nine, 5% for years nine through 11 and 7% to maturity; payable semiannually due 3/31/2023

Barclays Bank plc 0.000% due 10/3/2012

Barclays Bank plc 0.000% due 10/3/2011

Barclays Bank plc 0.000% due 10/2/2012

Barclays Bank plc 0.000% due 4/11/2012

Barclays Bank plc 0.000% due 11/19/2014

Barclays Bank plc 9.000% due 2/28/2012

Barclays Bank plc 0.000% due 5/25/2012

Barclays Bank plc 0.000% due 5/25/2012

Barclays Bank plc 0.000% due 5/25/2012

Barclays Bank plc 11% for one year; then four times spread of 30-year CMS rate over two-year CMS rate less 35 bps, capped at 10%, floor of zero; payable semiannually due 4/28/2031

Barclays Bank plc 0.000% due 4/1/2013

Barclays Bank plc 0.000% due 4/1/2013

Barclays Bank plc 0.000% due 10/22/2037

Barclays Bank plc 0.000% due 6/24/2038

Barclays Bank plc 0.000% due 6/24/2038

Barclays Bank plc 0.000% due 6/24/2038

Barclays Bank plc 0.000% due 4/26/2012

Barclays Bank plc 9.250% due 2/28/2012

Barclays Bank plc 10.250% due 9/20/2011

Barclays Bank plc 11.500% due 8/26/2011

Barclays Bank plc 0.000% due 3/26/2015

Barclays Bank plc 4.75% initially, steps up to 5.125% on March 24, 2019, to 6.75% on March 24, 2024 and to 7% on March 24, 2026, payable semiannually due 3/24/2027

Barclays Bank plc 0.000% due 10/22/2037

Barclays Bank plc 0.000% due 6/24/2038

Barclays Bank plc 0.000% due 6/24/2038

Barclays Bank plc 11.500% due 3/16/2012

Barclays Bank plc 4% for years one through five, 4.25% for years six through eight, 5.5% for year nine and 7% for year 10; payable semiannually due 3/24/2021

Barclays Bank plc 10.500% due 9/22/2011

Barclays Bank plc 0.000% due 9/25/2012

Barclays Bank plc 0.000% due 4/4/2012

Barclays Bank plc 0.000% due 6/24/2038

Barclays Bank plc 0.000% due 6/24/2038

Barclays Bank plc 0.000% due 4/4/2012

Barclays Bank plc 4.770% due 3/25/2013

Barclays Bank plc 8.25% for each day that six-month Libor is at or below 6.5% and index closes at or above 900, capped at 8.25% with floor of 0%; payable quarterly due 4/8/2026

Barclays Bank plc 0.000% due 3/22/2012

Barclays Bank plc 0.000% due 12/20/2013

Barclays Bank plc 5% initially, steps up to 5.5% on April 13, 2019 and to 7.5% on April 13, 2023; payable semiannually due 4/13/2026

Barclays Bank plc Libor plus 100 bps, capped at a rate equal to the immediately preceding interest period plus 20 bps and with a floor equal to the rate for the immediately preceding interest period due 3/28/2014

Barclays Bank plc 9.750% due 3/16/2012

Barclays Bank plc 0.000% due 9/20/2012

Barclays Bank plc 0.000% due 9/20/2012

Barclays Bank plc 15.500% due 9/20/2011

Barclays Bank plc 10.750% due 3/16/2012

Barclays Bank plc 11.500% due 3/16/2012

Barclays Bank plc 13.800% due 9/20/2011

Barclays Bank plc 11.750% due 6/20/2011

Barclays Bank plc 10.250% due 9/20/2011

Barclays Bank plc 10.250% due 6/20/2011

Barclays Bank plc 14.000% due 9/20/2011

Barclays Bank plc 11.000% due 9/20/2011

Barclays Bank plc 14.500% due 6/20/2011

Barclays Bank plc 10.000% due 9/20/2011

Barclays Bank plc 0.000% due 3/20/2013

Barclays Bank plc 10.000% due 3/16/2012

Barclays Bank plc 4.75% initially, steps up to 5.5% on March 17, 2019 and to 7% on March 17, 2024, payable semiannually due 3/17/2027

Barclays Bank plc 4% for four years, 4.25% to March 17, 2017, 4.5% to March 17, 2019, 5.5% to March 17, 2020 and 7% thereafter; payable semiannually due 3/17/2021

Barclays Bank plc 0.000% due 3/21/2012

Barclays Bank plc 10.140% due 9/20/2011

Barclays Bank plc 10.700% due 9/20/2011

Barclays Bank plc 11.800% due 9/20/2011

Barclays Bank plc 12.890% due 9/20/2011

Barclays Bank plc 0.000% due 9/21/2011

Barclays Bank plc 0.000% due 9/14/2012

Barclays Bank plc 4.35% until April 8, 2013; thereafter, year-over-year change in CPI plus 200 bps, with floor of 1% and capped at 6.5% beginning April 8, 2013, 7.5% beginning April 8, 2016 and 8.5% beginning April 8, 2019; payable monthly due 4/8/2021

Barclays Bank plc 0.000% due 6/24/2038

Barclays Bank plc 0.000% due 6/14/2012

Barclays Bank plc 0.000% due 1/30/2019

Barclays Bank plc 0.000% due 3/14/2013

Barclays Bank plc 0.000% due 3/14/2013

Barclays Bank plc 9.250% due 2/28/2012

Barclays Bank plc 12.500% due 8/26/2011

Barclays Bank plc 10.700% due 7/27/2011

Barclays Bank plc 10.700% due 7/27/2011

Barclays Bank plc 8.25% per year multiplied by proportion of days on which six-month Libor is 6.5% or less and S&P 500 index closes at or above 950; payable quarterly due 3/30/2026

Barclays Bank plc 10.700% due 7/27/2011

Barclays Bank plc Year-over-year change in Consumer Price Index plus 175 bps, subject to floor of zero and cap of 8%; payable monthly due 3/10/2021

Barclays Bank plc 4.25% initially, steps up to 5.25% on March 10, 2016, to 6.25% on March 10, 2021 and to 7.5% on March 10, 2024, payable semiannually due 3/10/2026

Barclays Bank plc 4% initially, steps up to 4.25% on March 10, 2015, to 4.5% on March 10, 2017, to 5.5% on March 10, 2019 and to 7% on March 10, 2020, payable semiannually due 3/10/2021

Barclays Bank plc 1.72 times Libor, subject to floor of 2.5%, cap of 6% for the first three years, 7.2% for years four through six and 8.125% to maturity; payable quarterly due 3/9/2021

Barclays Bank plc 0.000% due 6/7/2012

Barclays Bank plc 0.000% due 3/21/2012

Barclays Bank plc 12.500% due 8/26/2011

Barclays Bank plc 19.000% due 9/19/2011

Barclays Bank plc 11.500% due 2/28/2012

Barclays Bank plc 12.500% due 9/9/2011

Barclays Bank plc 0.000% due 3/6/2014

Barclays Bank plc 0.000% due 6/24/2038

Barclays Bank plc 10.500% due 8/26/2011

Barclays Bank plc 8.500% due 2/16/2012

Barclays Bank plc 5% for one year; thereafter, Libor plus 120 bps, capped at 7.5%, floor of 2.5%; payable quarterly due 3/15/2021

Barclays Bank plc 8.500% due 2/16/2012

Barclays Bank plc 5.125% for the first seven years, 5.5% for years eight through 14, 7.25% for years 15 through 18 and 8% to maturity; payable semiannually due 3/21/2031

Barclays Bank plc 5% for the first eight years, 5.5% for years nine through 12 and 7.5% to maturity; payable semiannually due 3/21/2026

Barclays Bank plc 3% initially, steps up to 3.25% on March 4, 2013, to 4% on March 4, 2015 and to 7.25% on March 4, 2016; payable semiannually due 3/4/2017

Barclays Bank plc 0.000% due 4/10/2012

Barclays Bank plc 4.5% initially, steps up to 5.25% on March 3, 2016, to 5.75% on March 3, 2021 and to 7% on March 3, 2025; payable semiannually due 3/3/2027

Barclays Bank plc 4% initially, steps up to 4.25% on March 3, 2014, to 4.75% on March 3, 2016, to 5% on March 3, 2019, to 5.75% on March 3, 2021 and to 6.25% on March 3, 2024; payable semiannually due 3/3/2026

Barclays Bank plc 0.000% due 3/8/2012

Barclays Bank plc 0.000% due 8/29/2012

Barclays Bank plc 12.410% due 8/31/2011

Barclays Bank plc 11.530% due 8/31/2011

Barclays Bank plc 9.810% due 8/31/2011

Barclays Bank plc 9.540% due 8/31/2011

Barclays Bank plc 0.000% due 8/28/2012

Barclays Bank plc 0.000% due 2/27/2013

Barclays Bank plc If index closes at or above initial level on an annual observation date, 10%; payable annually due 2/26/2016

Barclays Bank plc 0.000% due 2/27/2014

Barclays Bank plc 6.75% initially; coupon will accrue at annualized rate on each day that the index closes at or above 1,000; rate is 7.75% beginning Feb. 28, 2015, 9% beginning Feb. 28, 2019, 10% beginning Feb. 28, 2023 and 12% beginning Feb. 28, 2027; payable quarterly; floor of zero due 2/28/2031

Barclays Bank plc 0.000% due 3/6/2012

Barclays Bank plc 0.000% due 2/28/2013

Barclays Bank plc 10.500% due 8/26/2011

Barclays Bank plc 9.250% due 2/28/2012

Barclays Bank plc 10.000% due 2/28/2012

Barclays Bank plc 10.500% due 8/26/2011

Barclays Bank plc 10.500% due 8/26/2011

Barclays Bank plc 15.500% due 8/26/2011

Barclays Bank plc 11.500% due 2/28/2012

Barclays Bank plc 12.500% due 8/26/2011

Barclays Bank plc 15.500% due 8/26/2011

Barclays Bank plc 11.000% due 2/28/2012

Barclays Bank plc 11.000% due 8/26/2011

Barclays Bank plc 9.000% due 2/28/2012

Barclays Bank plc 10.500% due 2/28/2012

Barclays Bank plc 11.500% due 8/26/2011

Barclays Bank plc 9.000% due 2/28/2012

Barclays Bank plc 13.500% due 8/26/2011

Barclays Bank plc 10.500% due 8/26/2011

Barclays Bank plc 11.000% due 2/28/2012

Barclays Bank plc 12.000% due 8/26/2011

Barclays Bank plc 0.000% due 2/29/2012

Barclays Bank plc 0.000% due 3/1/2012

Barclays Bank plc 0.000% due 3/1/2012

Barclays Bank plc 0.000% due 3/1/2012

Barclays Bank plc 0.000% due 2/28/2013

Barclays Bank plc Initially 11%; after one year, seven times spread of 30-year EUR CMS rate over two-year EUR CMS rate, with floor of zero and cap of 10%; payable quarterly due 3/10/2026

Barclays Bank plc 4.5% for years one through five, 5.5% for years six through 10, 6.5% for years 11 through 13, 8% for years 14 and 15; payable semiannually due 2/25/2026

Barclays Bank plc 4.5% for years one through five, 4.75% for years six and seven, 5% for years eight and nine, 5.25% for years 10 and 11, 7% for year 12; payable semiannually due 2/25/2023

Barclays Bank plc 0.000% due 2/22/2013

Barclays Bank plc 0.000% due 8/22/2012

Barclays Bank plc 0.000% due 8/22/2012

Barclays Bank plc 0.000% due 8/22/2012

Barclays Bank plc 0.000% due 2/22/2013

Barclays Bank plc Initially 11%; after one year, 4.5 times spread of 10-year CMS rate over two-year CMS rate minus 25 bps, with floor of zero and cap of 11%; payable semiannually due 3/21/2031

Barclays Bank plc 0.000% due 2/22/2013

Barclays Bank plc 0.000% due 2/22/2013

Barclays Bank plc 0.000% due 5/23/2012

Barclays Bank plc 20.000% due 5/23/2011

Barclays Bank plc 2.350% due 5/5/2011

Barclays Bank plc 3.05% initially; 3.25% from Feb. 22, 2014; 4% from Feb. 22, 2015, 6.5% from Feb. 22, 2016 due 2/22/2017

Barclays Bank plc Initially 5%; after one year, Libor plus 125 bps, subject to floor of 3% and cap of 8%; payable quarterly due 2/22/2021

Barclays Bank plc 4.25% until March 16, 2013; thereafter, year-over-year change in CPI plus 200 bps, with cap of 8% and floor of 1%; payable monthly due 3/16/2021

Barclays Bank plc 8.250% due 2/17/2012

Barclays Bank plc 5% for years one through eight, 5.5% for years nine through 12, 6.5% for years 13 and 14 and 7% for years 15 and 16; payable semiannually due 2/17/2027

Barclays Bank plc 4.5% for the first seven years, 5% for years eight through nine, 5.5% for years 10 through 11 and 7% to maturity; payable semiannually due 2/17/2023

Barclays Bank plc 7.72% for each day that Libor is at or below 7% and S&P 500 closes at or above 875; payable quarterly due 2/17/2026

Barclays Bank plc Initially 3.2%; after one year, Libor plus 100 bps, up to maximum rate of 6%; payable quarterly due 2/25/2016

Barclays Bank plc 0.000% due 10/22/2037

Barclays Bank plc 0.000% due 2/17/2012

Barclays Bank plc 8.500% due 2/16/2012

Barclays Bank plc 0.000% due 2/17/2015

Barclays Bank plc 0.000% due 2/17/2012

Barclays Bank plc 2.350% due 5/5/2011

Barclays Bank plc 0.000% due 2/15/2014

Barclays Bank plc 11.600% due 2/16/2012

Barclays Bank plc 2.350% due 5/5/2011

Barclays Bank plc 0.000% due 2/24/2012

Barclays Bank plc 0.000% due 2/13/2013

Barclays Bank plc 2.2% for years one and two, 3.5% for years three and four; payable semiannually due 2/25/2015

Barclays Bank plc 4.625% for first five years, 5.25% for years six through 10; 6% for years 11 through 15 and 7% until maturity; payable semiannually due 2/10/2027

Barclays Bank plc 4.5% for the first eight years, 5% for years nine through 10, 5.25% for years 11 through 12, 5.5% for years 13 through 14 and 6.5% to maturity; payable semiannually due 2/10/2026

Barclays Bank plc 0.000% due 3/1/2012

Barclays Bank plc Initially 4.25%; beginning Feb. 9, 2012, year-over-over change in index plus 200 bps, subject to minimum rate of 1%; payable monthly due 2/9/2021

Barclays Bank plc 0.000% due 2/23/2012

Barclays Bank plc 0.000% due 5/9/2012

Barclays Bank plc 0.000% due 8/9/2012

Barclays Bank plc 10.000% due 1/31/2012

Barclays Bank plc 1.6% initially, steps up to 2% on Feb. 24, 2012 and to 4.25% on Feb. 24, 2013, payable semiannually due 2/24/2014

Barclays Bank plc 11.500% due 7/29/2011

Barclays Bank plc 10.700% due 1/31/2012

Barclays Bank plc 11.450% due 1/31/2012

Barclays Bank plc 10.400% due 1/31/2012

Barclays Bank plc 5.125% for years one through seven; 5.5% in years eight through 12; 7% until maturity due 2/25/2026

Barclays Bank plc Initially 10.5%; after one year, seven times spread of 30-year EUR CMS rate over two-year EUR CMS rate, with floor of zero and cap of 11%; payable quarterly due 2/3/2026

Barclays Bank plc 0.000% due 2/6/2012

Barclays Bank plc 13.200% due 6/30/2011

Barclays Bank plc 4.5% for years one through seven, 4.75% for years eight and nine, 5% for years 10 and 11, 6.25% until maturity; payable semiannually due 2/3/2023

Barclays Bank plc 4.625% initially; steps up to 5.125% on Feb. 3, 2021, 6.5% on Feb. 3, 2024 and 8% thereafter; payable semiannually due 2/3/2026

Barclays Bank plc 0.000% due 2/15/2012

Barclays Bank plc 0.000% due 2/15/2012

Barclays Bank plc 0.000% due 3/2/2012

Barclays Bank plc 0.000% due 2/14/2012

Barclays Bank plc 1.000% due 2/2/2016

Barclays Bank plc 8.15% per year multiplied by proportion of days on which six-month Libor is 6.5% or less and S&P 500 index closes at or above 900; payable quarterly due 2/23/2026

Barclays Bank plc Initially 12%; after one year, four times spread of 30-year CMS rate over two-year CMS rate minus 0.5%, with floor of zero and cap of 12%; payable semiannually due 2/25/2031

Barclays Bank plc 0.000% due 1/25/2013

Barclays Bank plc 0.000% due 1/25/2013

Barclays Bank plc 0.000% due 1/30/2014

Barclays Bank plc 0.000% due 7/31/2012

Barclays Bank plc 0.000% due 1/31/2013

Barclays Bank plc 8% if index gains on any of five observation dates due 1/29/2016

Barclays Bank plc 0.000% due 1/30/2014

Barclays Bank plc 0.000% due 1/29/2016

Barclays Bank plc 13.500% due 4/29/2011

Barclays Bank plc 11.200% due 7/29/2011

Barclays Bank plc 8.750% due 1/31/2012

Barclays Bank plc 12.000% due 7/29/2011

Barclays Bank plc 9.750% due 1/31/2012

Barclays Bank plc 10.700% due 1/31/2012

Barclays Bank plc 8.250% due 1/31/2012

Barclays Bank plc 9.750% due 1/31/2012

Barclays Bank plc 10.000% due 1/31/2012

Barclays Bank plc 11.450% due 1/31/2012

Barclays Bank plc 11.750% due 7/29/2011

Barclays Bank plc 10.250% due 1/31/2012

Barclays Bank plc 10.600% due 7/29/2011

Barclays Bank plc 9.900% due 1/31/2012

Barclays Bank plc 11.900% due 7/29/2011

Barclays Bank plc 12.200% due 1/31/2012

Barclays Bank plc 9.250% due 1/31/2012

Barclays Bank plc 11.000% due 7/29/2011

Barclays Bank plc 9.000% due 1/31/2012

Barclays Bank plc 12.000% due 4/29/2011

Barclays Bank plc 9.500% due 7/29/2011

Barclays Bank plc 12.000% due 7/29/2011

Barclays Bank plc 10.000% due 1/31/2012

Barclays Bank plc 11.600% due 7/29/2011

Barclays Bank plc 10.400% due 7/29/2011

Barclays Bank plc 11.000% due 7/29/2011

Barclays Bank plc 11.700% due 7/29/2011

Barclays Bank plc 10.100% due 7/29/2011

Barclays Bank plc 10.200% due 7/29/2011

Barclays Bank plc 11.250% due 4/29/2011

Barclays Bank plc 10.000% due 1/31/2012

Barclays Bank plc 11.500% due 7/29/2011

Barclays Bank plc 10.400% due 1/31/2012

Barclays Bank plc 0.000% due 1/31/2013

Barclays Bank plc 0.000% due 1/30/2013

Barclays Bank plc 7% per year multiplied by the proportion of days on which the spread of the 30-year CMS rate over the 10-year CMS rate is greater than 0%; payable quarterly due 2/25/2026

Barclays Bank plc Initially 3.25%; after one year, Libor plus 100 bps, up to maximum rate of 6.5%; payable quarterly due 1/28/2016

Barclays Bank plc 2.2% for years one and two, 3.5% for years three and four; payable semiannually due 2/3/2015

Barclays Bank plc 4.625% for years one through five; 5.125% for years six through 10; 5.75% for years 11 through 14; 7% for years 15 and 16; payable semiannually due 1/27/2027

Barclays Bank plc 4.5% for years one through eight, 4.75% for years nine and 10, 5% for years 11 and 12, 5.25% for years 13 and 14, 6.5% for year 15; payable semiannually due 1/27/2026

Barclays Bank plc 11.000% due 7/26/2011

Barclays Bank plc 9.550% due 2/1/2012

Barclays Bank plc 0.000% due 2/6/2012

Barclays Bank plc 0.000% due 1/27/2012

Barclays Bank plc 0.00% due 1/27/2012

Barclays Bank plc Initially 10.5%; after one year, seven times spread of 30-year EUR CMS rate over two-year EUR CMS rate, with floor of zero and cap of 11%; payable quarterly due 2/3/2026

Barclays Bank plc 9.500% due 10/28/2011

Barclays Bank plc 9.000% due 7/25/2011

Barclays Bank plc 10.700% due 7/27/2011

Barclays Bank plc 8% for one year; then four times spread of 30-year CMS rate over two-year CMS rate for each day that S&P 500 is at least 875, capped at 8%, floor of zero; payable quarterly due 2/17/2021

Barclays Bank plc 6% until Jan. 14, 2012; thereafter, year-over-year change in CPI plus 200 bps, with cap of 8% and floor of zero; payable monthly due 1/14/2021

Barclays Bank plc 4.5% for years one through five, 5% for years six through 10, 6% for years 11 through 13 and 7% for years 14 and 15; payable semiannually due 1/21/2026

Barclays Bank plc 0.000% due 1/25/2013

Barclays Bank plc 4.5% initially, steps up to 5% on Feb. 17, 2017 and to 6% on Feb. 17, 2019; payable semiannually due 2/17/2021

Barclays Bank plc 4.5% initially; steps up to 5% on Jan. 21, 2021 and to 6% on Jan. 21, 2022; payable semiannually due 1/21/2023

Barclays Bank plc 0.000% due 1/25/2016

Barclays Bank plc 5.000% due 1/17/2013

Barclays Bank plc 0.000% due 7/19/2012

Barclays Bank plc 0.000% due 7/19/2012

Barclays Bank plc 0.000% due 7/19/2012

Barclays Bank plc 4.5% for years one through six, 5% for years seven and eight, 6% up to maturity; payable semiannually due 1/20/2021

Barclays Bank plc 0.000% due 2/1/2012

Barclays Bank plc 0.000% due 12/30/2011

Barclays Bank plc 3.25% initially, steps up to 4% on Feb. 7, 2014, to 4.5% on Feb. 7, 2016, and to 7% on Feb. 7, 2017; payable semiannually due 2/7/2018

Barclays Bank plc 0.000% due 1/14/2021

Barclays Bank plc 0.000% due 1/31/2012

Barclays Bank plc 0.000% due 2/16/2012

Barclays Bank plc 8% for each day that six-month Libor is at or below 6.5% and S&P 500 closes at or above 900; payable quarterly due 1/27/2026

Barclays Bank plc 11.200% due 6/30/2011

Barclays Bank plc 3.05% for years one through three; 3.5% in year four; 4% in year five; 5.75% in year six due 1/18/2017

Barclays Bank plc 0.000% due 2/16/2012

Barclays Bank plc 5% for the first five years, 5.5% for years six through 10, 6% for years 11 through 15, 8% for years 16 through 20, 9% for years 21 through 23 and 10% to maturity; payable semiannually due 1/31/2036

Barclays Bank plc 0.000% due 4/13/2012

Barclays Bank plc 0.000% due 10/2/2037

Barclays Bank plc 0.000% due 10/22/2037

Barclays Bank plc 0.000% due 6/24/2038

Barclays Bank plc 4.625% initially, steps up to 5% on Jan. 13, 2016, to 5.75% on Jan. 13, 2021 and to 7% on Jan. 13, 2025, payable semiannually due 1/13/2027

Barclays Bank plc 4.5% for the first eight years, 4.625% for years nine through 10, 4.75% for years 11 through 12, 5.5% for years 13 through 14 and 6% to maturity; payable semiannually due 1/13/2026

Barclays Bank plc 0.000% due 1/10/2013

Barclays Bank plc 0.000% due 1/25/2012

Barclays Bank plc 0.000% due 1/24/2012

Barclays Bank plc 0.000% due 1/23/2012

Barclays Bank plc 0.000% due 7/13/2012

Barclays Bank plc 0.000% due 7/13/2012

Barclays Bank plc 11.200% due 6/30/2011

Barclays Bank plc 11.500% due 10/28/2011

Barclays Bank plc 0.000% due 1/30/2019

Barclays Bank plc 0.000% due 1/25/2012

Barclays Bank plc 0.000% due 1/14/2013

Barclays Bank plc 9.850% due 7/12/2011

Barclays Bank plc 5% for years one through seven, 5.5% for years eight through 12 and 7% for years 13 through 15; payable semiannually due 1/27/2026

Barclays Bank plc 7.000% due 1/18/2012

Barclays Bank plc 7.000% due 1/27/2012

Barclays Bank plc 4.875% through year five, 5.125% for years six through 10, 5.75% for years 11 through 14 and 7% for years 15 through 16; payable semiannually due 1/6/2027

Barclays Bank plc 4.5% for years one through eight, 5% for years nine through 11 and 6.5% for year 12; payable semiannually due 1/6/2023

Barclays Bank plc 11% for one year; then 4.5 times spread of 30-year CMS rate over two-year CMS rate less 50 bps, capped at 11%, floor of zero; payable semiannually due 1/27/2031

Barclays Bank plc 0.000% due 1/6/2012

Barclays Bank plc 0.000% due 1/6/2012

Barclays Bank plc 0.000% due 3/31/2015

Barclays Bank plc 0.000% due 6/29/2012

Barclays Bank plc 0.000% due 6/29/2012

Barclays Bank plc 4.5% for years one through five, 5.125% for years six through 10, 6% for years 11 through 13 and 8.5% for years 14 and 15; payable semiannually due 12/30/2025

Barclays Bank plc 11.000% due 6/30/2011

Barclays Bank plc 9.000% due 6/30/2011

Barclays Bank plc 11.000% due 6/30/2011

Barclays Bank plc 13.200% due 6/30/2011

Barclays Bank plc 12.100% due 6/30/2011

Barclays Bank plc 13.000% due 6/30/2011

Barclays Bank plc 10.250% due 12/30/2011

Barclays Bank plc 10.400% due 3/31/2011

Barclays Bank plc 9.250% due 12/30/2011

Barclays Bank plc 10.400% due 12/30/2011

Barclays Bank plc 10.500% due 6/30/2011

Barclays Bank plc 10.400% due 12/30/2011

Barclays Bank plc 11.300% due 6/30/2011

Barclays Bank plc 10.750% due 6/30/2011

Barclays Bank plc 11.200% due 6/30/2011

Barclays Bank plc 10.000% due 12/30/2011

Barclays Bank plc 10.500% due 12/30/2011

Barclays Bank plc 10.000% due 6/30/2011

Barclays Bank plc 10.400% due 6/30/2011

Barclays Bank plc 9.750% due 6/30/2011

Barclays Bank plc 9.250% due 6/30/2011

Barclays Bank plc 10.400% due 3/31/2011

Barclays Bank plc 9.250% due 6/30/2011

Barclays Bank plc 12.100% due 12/30/2011

Barclays Bank plc 10.750% due 6/30/2011

Barclays Bank plc 8.750% due 12/30/2011

Barclays Bank plc 12.600% due 6/30/2011

Barclays Bank plc 11.500% due 6/30/2011

Barclays Bank plc 10.900% due 6/30/2011

Barclays Bank plc 12.250% due 6/30/2011

Barclays Bank plc 10.200% due 6/30/2011

Barclays Bank plc 10.300% due 12/30/2011

Barclays Bank plc 11.700% due 12/30/2011

Barclays Bank plc 11.250% due 6/30/2011

Barclays Bank plc 13.800% due 3/31/2011

Barclays Bank plc 9.000% due 6/30/2011

Barclays Bank plc 12.500% due 6/30/2011

Barclays Bank plc 11.800% due 6/30/2011

Barclays Bank plc 11.000% due 12/30/2011

Barclays Bank plc 4.5% for first eight years, then 5% for three years and 6.5% for one year; payable semiannually due 12/30/2022

Barclays Bank plc 10.500% due 6/28/2011

Barclays Bank plc 4.5% for years one through six, 5% for years seven and eight, 6% up to maturity; payable semiannually due 1/20/2021

Barclays Bank plc 0.000% due 12/30/2013

Barclays Bank plc 0.000% due 12/30/2013

Barclays Bank plc 0.000% due 12/27/2012

Barclays Bank plc 0.000% due 12/28/2012

Barclays Bank plc 0.000% due 1/11/2012

Barclays Bank plc 6.5% per year multiplied by proportion of days on which six-month Libor is 6% or less; payable quarterly due 12/30/2025

Barclays Bank plc 0.000% due 12/31/2012

Barclays Bank plc 0.000% due 12/21/2012

Barclays Bank plc 0.750% due 12/24/2015

Barclays Bank plc 0.000% due 6/26/2012

Barclays Bank plc 4.5% for years one through five, 5.125% for years six through 10, 6% for years 11 through 13 and 8.5% up to maturity; payable semiannually due 12/23/2025

Barclays Bank plc 3.05% for first two years, 3.25% for third and fourth years, 4.25% for fifth year and 6% for sixth year; payable semiannually due 12/23/2016

Barclays Bank plc 4.625% initially; steps up to 5% on Dec. 23, 2019, to 5.5% on Dec. 23, 2020 and to 6.5% on Dec. 23, 2021; payable semiannually due 12/23/2022

Barclays Bank plc 0.000% due 12/23/2011

Barclays Bank plc 0.000% due 12/24/2012

Barclays Bank plc 0.000% due 12/29/2011

Barclays Bank plc 6% until Jan. 14, 2012; thereafter, year-over-year change in CPI plus 200 bps, with cap of 8% and floor of zero; payable monthly due 1/14/2021

Barclays Bank plc $10.00 per $1,000 principal amount in each quarter due 12/20/2012

Barclays Bank plc 0.000% due 6/20/2012

Barclays Bank plc 12% for one year; then four times spread of 30-year CMS rate over two-year CMS rate less 50 bps, capped at 12% with floor of zero; payable semiannually due 12/30/2030

Barclays Bank plc 0.000% due 12/19/2018

Barclays Bank plc 0.000% due 12/19/2018

Barclays Bank plc 19.000% due 9/19/2011

Barclays Bank plc Initially 4.25%; steps up to 5.25% on Dec. 16, 2015, to 6% on Dec. 16, 2020 and to 8.5% on Dec. 16, 2023; payable semiannually due 12/16/2025

Barclays Bank plc 4.25% to Dec. 16, 2018, 4.75% to Dec. 16, 2021, 5% to Dec. 16, 2022 and 7% until maturity due 12/16/2023

Barclays Bank plc 0.000% due 12/21/2011

Barclays Bank plc 0.000% due 1/6/2012

Barclays Bank plc 0.000% due 1/6/2012

Barclays Bank plc 0.000% due 12/13/2012

Barclays Bank plc 0.000% due 12/14/2016

Barclays Bank plc 8.25% per year multiplied by proportion of days on which six-month Libor is 6.5% or less and S&P 500 index closes at or above 900; payable quarterly due 12/30/2025

Barclays Bank plc 10.000% due 11/29/2011

Barclays Bank plc 8.200% due 6/13/2011

Barclays Bank plc 12.500% due 12/13/2011

Barclays Bank plc 9.250% due 4/29/2011

Barclays Bank plc 0.000% due 12/11/2015

Barclays Bank plc 0.000% due 12/13/2016

Barclays Bank plc 4.125% for six years; 5% for years 7 through 10; 5.75% for years 11 through 13 and 8.5% thereafter due 12/9/2025

Barclays Bank plc Initially 5%; after two years, Libor plus 150 bps, up to maximum rate of 7%; payable quarterly due 12/30/2020

Barclays Bank plc 4.125% initially; 4.5% from Dec. 9, 2019; 4.75% from Dec. 9, 2021, 6% from Dec. 9, 2022 due 12/9/2023

Barclays Bank plc 0.000% due 6/13/2012

Barclays Bank plc 0.000% due 12/7/2016

Barclays Bank plc 0.000% due 12/8/2015

Barclays Bank plc 3.25% for one year; thereafter, Libor plus 75 bps, capped at 6%; payable monthly due 12/22/2015

Barclays Bank plc 13.100% due 2/28/2011

Barclays Bank plc 10.700% due 5/27/2011

Barclays Bank plc 13.300% due 11/29/2011

Barclays Bank plc 10.000% due 12/7/2011

Barclays Bank plc Initially 10%; beginning Dec. 30, 2011, four times spread of 30-year CMS rate over two-year CMS rate minus 50 bps, with floor of zero and cap of 10%; payable semiannually due 12/30/2030

Barclays Bank plc 0.000% due 12/21/2011

Barclays Bank plc 8.000% due 12/14/2011

Barclays Bank plc Initially 2.5%; beginning Dec. 6, 2012, Libor plus 100 bps, capped at 7%; payable quarterly due 12/6/2015

Barclays Bank plc 0.000% due 11/30/2020

Barclays Bank plc 0.000% due 11/30/2020

Barclays Bank plc 0.000% due 11/30/2020

Barclays Bank plc 0.000% due 11/30/2020

Barclays Bank plc 0.000% due 11/30/2020

Barclays Bank plc 0.000% due 11/30/2020

Barclays Bank plc 0.000% due 11/30/2020

Barclays Bank plc 0.000% due 11/30/2020

Barclays Bank plc 0.000% due 11/30/2020

Barclays Bank plc 0.000% due 11/30/2020

Barclays Bank plc 0.000% due 11/30/2020

Barclays Bank plc 4% for years one through seven, 4.75% for years eight through 10, 6% for years 11 through 13 and 8% for years 14 and 15; payable semiannually due 12/2/2025

Barclays Bank plc 4% for years one through eight, 4.25% for years nine and 10, 4.5% for year 11 and 5.25% for year 12; payable semiannually due 12/2/2022

Barclays Bank plc 0.000% due 11/29/2013

Barclays Bank plc 0.000% due 11/29/2013

Barclays Bank plc 4% for two years; thereafter, Consumer Price Index plus 100 bps; floor of 1% and cap of 7%; payable monthly due 11/30/2020

Barclays Bank plc 0.000% due 11/29/2012

Barclays Bank plc 0.000% due 11/30/2015

Barclays Bank plc 0.000% due 11/30/2015

Barclays Bank plc 12.000% due 5/27/2011

Barclays Bank plc 9.250% due 5/27/2011

Barclays Bank plc 9.500% due 11/29/2011

Barclays Bank plc 15.500% due 5/27/2011

Barclays Bank plc 10.400% due 11/29/2011

Barclays Bank plc 11.200% due 5/27/2011

Barclays Bank plc 10.000% due 11/29/2011

Barclays Bank plc 10.000% due 11/29/2011

Barclays Bank plc 10.200% due 2/28/2011

Barclays Bank plc 10.400% due 11/29/2011

Barclays Bank plc 13.100% due 2/28/2011

Barclays Bank plc 10.700% due 5/27/2011

Barclays Bank plc 10.000% due 2/28/2011

Barclays Bank plc 9.500% due 5/27/2011

Barclays Bank plc 9.750% due 5/27/2011

Barclays Bank plc 10.700% due 5/27/2011

Barclays Bank plc 10.300% due 5/27/2011

Barclays Bank plc 13.300% due 11/29/2011

Barclays Bank plc 9.500% due 5/27/2011

Barclays Bank plc 13.300% due 5/27/2011

Barclays Bank plc 12.500% due 2/28/2011

Barclays Bank plc 9.750% due 5/27/2011

Barclays Bank plc 10.000% due 5/27/2011

Barclays Bank plc 10.000% due 5/27/2011

Barclays Bank plc 8.750% due 11/29/2011

Barclays Bank plc 11.250% due 5/27/2011

Barclays Bank plc 13.800% due 5/27/2011

Barclays Bank plc 10.500% due 5/27/2011

Barclays Bank plc 13.000% due 5/27/2011

Barclays Bank plc 13.500% due 5/27/2011

Barclays Bank plc 10.000% due 11/29/2011

Barclays Bank plc 13.000% due 2/28/2011

Barclays Bank plc 9.500% due 11/29/2011

Barclays Bank plc 10.100% due 11/29/2011

Barclays Bank plc 17.500% due 5/27/2011

Barclays Bank plc 12.000% due 5/27/2011

Barclays Bank plc 15.000% due 11/29/2011

Barclays Bank plc 13.500% due 11/29/2011

Barclays Bank plc 10.700% due 5/27/2011

Barclays Bank plc 10.900% due 11/29/2011

Barclays Bank plc 10.300% due 11/29/2011

Barclays Bank plc 10.100% due 5/27/2011

Barclays Bank plc 9.000% due 2/28/2011

Barclays Bank plc 11.500% due 5/27/2011

Barclays Bank plc 10.000% due 11/29/2011

Barclays Bank plc 10.200% due 5/27/2011

Barclays Bank plc 0.000% due 11/29/2012

Barclays Bank plc 0.000% due 5/30/2012

Barclays Bank plc 10.460% due 11/30/2011

Barclays Bank plc 10.350% due 11/30/2011

Barclays Bank plc 9.010% due 11/30/2011

Barclays Bank plc 10.440% due 11/30/2011

Barclays Bank plc 0.000% due 11/23/2012

Barclays Bank plc 0.000% due 11/23/2012

Barclays Bank plc Fixed rate for each day that six-month Libor is at or below 6.5% and S&P 500 closes at or above 875; capped at fixed rate, with a floor of zero; fixed rate will be 7% for the first five years, 8% for years six through 10, 9% for years 11 through 13 and 10% until maturity; payable quarterly due 12/22/2025

Barclays Bank plc Fixed rate for each day that six-month Libor is at or below 6.5% and S&P 500 closes at or above 775; rate will be 6.3% for five years, 7.3% through year 10, 8.3% through year 13 and 9.3% thereafter; payable quarterly due 12/22/2025

Barclays Bank plc 0.000% due 11/27/2015

Barclays Bank plc 0.000% due 11/27/2015

Barclays Bank plc 4% initially; 4.5% from Nov. 26, 2015; 5.25% from Nov. 26, 2020, 7.5% from Nov. 26, 2023 due 11/26/2025

Barclays Bank plc 6.25% for first two years, then applicable rate multiplied by proportion of days on which S&P 500 closes at or above 982.23; applicable rate is initially 6.25% and steps up to 6.75% on Nov. 26, 2015 and to 7% on Nov. 26, 2020; payable quarterly due 11/26/2025

Barclays Bank plc 0.000% due 11/27/2013

Barclays Bank plc 0.000% due 12/8/2011

Barclays Bank plc 0.000% due 12/3/2015

Barclays Bank plc 3.75% initially, 4% from Nov. 26, 2013, 4.25% from Nov. 26, 2017, 4.5% from Nov. 26, 2021 and 6% from Nov. 26, 2022 due 11/26/2023

Barclays Bank plc 0.000% due 11/25/2015

Barclays Bank plc 0.000% due 12/7/2011

Barclays Bank plc 0.000% due 12/22/2011

Barclays Bank plc 0.000% due 11/27/2012

Barclays Bank plc 0.000% due 6/1/2012

Barclays Bank plc 2% for years one and two, 2.375% for years three and four and 3.5% for year five; payable monthly due 12/22/2015

Barclays Bank plc 0.000% due 11/30/2011

Barclays Bank plc 11.000% due 11/23/2011

Barclays Bank plc 4.75% for years one through 10, 5.25% for years 11 through 14, 6% for years 15 through 18 and 8% for years 19 and 20; payable semiannually due 12/22/2030

Barclays Bank plc 8% for each day that six-month Libor is at or below 6.5% and index closes at or above 875, capped at 8%; payable quarterly due 12/22/2025

Barclays Bank plc 0.000% due 5/21/2012

Barclays Bank plc 0.000% due 5/21/2012

Barclays Bank plc 4% for years one through seven, 4.5% for year eight, 5% for year nine and 6% until but excluding maturity; payable semiannually due 12/22/2020

Barclays Bank plc 4.5% for years one through six, 5% for years seven through 12 and 8% until but excluding maturity; payable semiannually due 12/22/2025

Barclays Bank plc 4% for five years; 4.125% through year 10; 4.5% through year 12; 5.5% through year 14 and 7% thereafter due 11/18/2026

Barclays Bank plc 3.5% for three years; 3.75% through year seven; 4% through year 11; 4.5% through year 13 and 5.5% thereafter; payable semiannually due 11/18/2025

Barclays Bank plc 0.000% due 11/16/2012

Barclays Bank plc 0.000% due 11/20/2012

Barclays Bank plc 0.000% due 11/19/2012

Barclays Bank plc 0.000% due 11/15/2017

Barclays Bank plc 1.5% for one year; thereafter, Libor plus 80 bps; payable quarterly due 11/24/2015

Barclays Bank plc 12.000% due 6/4/2011

Barclays Bank plc 0.000% due 11/15/2012

Barclays Bank plc 0.000% due 5/14/2013

Barclays Bank plc 0.000% due 5/14/2012

Barclays Bank plc 0.000% due 11/15/2012

Barclays Bank plc 4% for five years; 4.125% for years 5 to 10; 5% for years 10 to 13 and 7% thereafter due 11/12/2025

Barclays Bank plc Libor plus 65 bps; floor of 3% and cap of 7%; payable quarterly due 11/24/2020

Barclays Bank plc 3.5% for years one through three, 3.625% for years four through six, 4% for years seven through 10, 4.5% for year 11 and 5.5% for year 12.; payable semiannually due 11/12/2022

Barclays Bank plc 2% for two years; then Libor plus 82.5 bps, capped at 6.5%; payable quarterly due 11/19/2015

Barclays Bank plc 0.000% due 11/17/2011

Barclays Bank plc 0.000% due 5/11/2011

Barclays Bank plc 8.000% due 4/29/2011

Barclays Bank plc Initially 3%; beginning Nov. 9, 2012, Libor plus 100 bps, capped at 7%; payable quarterly due 11/9/2017

Barclays Bank plc 0.000% due 5/4/2012

Barclays Bank plc 4% for years one through five, 4.125% for years six through 10, 4.5% for years 11 and 12, 5.5% for years 13 and 14 and 6.5% for years 15 and 16; payable semiannually due 11/4/2026

Barclays Bank plc 0.000% due 11/8/2012

Barclays Bank plc 3.25% for years one and two, 3.5% for years three through six, 4% for years seven through 10, 4.5% for years 11 through 13 and 6% for years 14 and 15; payable semiannually due 11/4/2025

Barclays Bank plc 0.000% due 11/16/2011

Barclays Bank plc 0.000% due 11/16/2011

Barclays Bank plc 0.000% due 5/2/2014

Barclays Bank plc 2.6% for one year; thereafter, Libor plus 50 bps, capped at 6%; payable quarterly due 11/12/2015

Barclays Bank plc 0.000% due 11/1/2013

Barclays Bank plc 2.350% due 5/5/2011

Barclays Bank plc 0.000% due 10/26/2012

Barclays Bank plc 4.15% for first five years; 5% for years six to 10 and 6% thereafter; payable semiannually due 11/18/2025

Barclays Bank plc Initially 10%; beginning Nov. 29, 2011, four times spread of 10-year CMS rate over two-year CMS rate minus 0.25%, with floor of zero and cap of 10%; payable semiannually due 11/29/2030

Barclays Bank plc At specified rate for each day that six-month Libor is 6.5% or less and S&P 500 closes at or above 875; initially 7%, rising to 7.5% on Nov. 18, 2016, to 8% on Nov. 18, 2020 and to 10% on Nov. 18, 2023; payable quarterly due 11/18/2025

Barclays Bank plc Libor plus 600 bps for first year; from Nov. 10, 2011 onward, sum of Libor plus 600 bps and 10 times the spread of the weighted average of Libor times 0.67 over the average Sifma index value, subject to a floor of zero and a cap of 9%; payable and reset quarterly due 11/10/2025

Barclays Bank plc 3.25% for one year; thereafter, Libor plus 65 bps, capped at 6%, floor of 1%; payable quarterly due 5/3/2016

Barclays Bank plc 7.25% for first year; beginning Nov. 24, 2011, Libor plus 100 bps, capped at 7%; payable quarterly due 11/24/2020

Barclays Bank plc 0.000% due 1/30/2015

Barclays Bank plc 11.250% due 5/2/2011

Barclays Bank plc 9.620% due 4/29/2011

Barclays Bank plc 10.970% due 4/29/2011

Barclays Bank plc 0.000% due 10/31/2013

Barclays Bank plc 0.000% due 10/31/2012

Barclays Bank plc 4% for the first six years; after that, 5% for years seven through nine and then 7% for years 10 through 12; payable semiannually due 10/28/2022

Barclays Bank plc 0.000% due 10/31/2011

Barclays Bank plc 0.000% due 10/31/2013

Barclays Bank plc 0.000% due 10/21/2011

Barclays Bank plc 0.000% due 10/30/2015

Barclays Bank plc 0.000% due 10/30/2015

Barclays Bank plc 0.000% due 10/31/2012

Barclays Bank plc 10.250% due 10/28/2011

Barclays Bank plc 8.500% due 10/28/2011

Barclays Bank plc 10.00% due 4/29/2011

Barclays Bank plc 10.500% due 10/28/2011

Barclays Bank plc 12.500% due 10/28/2011

Barclays Bank plc 11.500% due 4/29/2011

Barclays Bank plc 9.250% due 4/29/2011

Barclays Bank plc 10.250% due 4/29/2011

Barclays Bank plc 10.250% due 4/29/2011

Barclays Bank plc 12.500% due 4/29/2011

Barclays Bank plc 11.750% due 10/28/2011

Barclays Bank plc 9.500% due 10/28/2011

Barclays Bank plc 14.000% due 1/31/2011

Barclays Bank plc 10.500% due 4/29/2011

Barclays Bank plc 9.500% due 10/28/2011

Barclays Bank plc 12.250% due 4/29/2011

Barclays Bank plc 15.250% due 1/31/2011

Barclays Bank plc 12.000% due 4/29/2011

Barclays Bank plc 10.250% due 10/28/2011

Barclays Bank plc 15.500% due 1/31/2011

Barclays Bank plc 11.250% due 4/29/2011

Barclays Bank plc 14.500% due 4/29/2011

Barclays Bank plc 10.000% due 4/29/2011

Barclays Bank plc 11.000% due 10/28/2011

Barclays Bank plc 10.500% due 4/29/2011

Barclays Bank plc 12.250% due 4/29/2011

Barclays Bank plc 15.000% due 1/31/2011

Barclays Bank plc 10.000% due 4/29/2011

Barclays Bank plc 9.500% due 10/28/2011

Barclays Bank plc 9.750% due 10/28/2011

Barclays Bank plc 17.500% due 4/29/2011

Barclays Bank plc 9.000% due 4/29/2011

Barclays Bank plc 10.750% due 4/29/2011

Barclays Bank plc 11.250% due 4/29/2011

Barclays Bank plc 10.750% due 4/29/2011

Barclays Bank plc 11.500% due 10/28/2011

Barclays Bank plc 18.000% due 4/29/2011

Barclays Bank plc 17.500% due 1/31/2011

Barclays Bank plc 16.500% due 4/29/2011

Barclays Bank plc 10.500% due 4/29/2011

Barclays Bank plc 14.500% due 10/28/2011

Barclays Bank plc 12.250% due 4/29/2011

Barclays Bank plc 12.000% due 10/28/2011

Barclays Bank plc 9.500% due 10/28/2011

Barclays Bank plc 11.250% due 4/29/2011

Barclays Bank plc 0.000% due 1/31/2012

Barclays Bank plc 0.000% due 11/3/2011

Barclays Bank plc 0.000% due 11/1/2011

Barclays Bank plc 4% for eight years; 4.125% for years nine to 11; 4.5% for years 12 to 13; 7.5% for years 14 and 15; and 8% thereafter due 10/28/2026

Barclays Bank plc 0.000% due 1/30/2019

Barclays Bank plc 0.000% due 6/1/2016

Barclays Bank plc 0.000% due 11/28/2011

Barclays Bank plc 3.5% for first three years; 3.625% for years four to six; 4% for years seven to nine, 4.25% for years 10 to 11, 5% for year 12 and 5.5% thereafter; payable semiannually due 10/28/2023

Barclays Bank plc 0.000% due 11/7/2011

Barclays Bank plc 2.25% for first two years; beginning Oct. 29, 2012, Libor plus 45 bps; payable quarterly due 10/29/2015

Barclays Bank plc 0.000% due 10/29/2012

Barclays Bank plc 0.000% due 5/2/2012

Barclays Bank plc 2% until Nov. 18, 2012; from Nov. 19, 2012 to Nov. 18, 2013, 2.25%; from Nov. 19, 2013 to Nov. 18, 2014, 2.5%; from Nov. 19, 2014 to Nov. 19, 2015, 3% due 11/19/2015

Barclays Bank plc 2% until Nov. 3, 2013; from Nov. 4, 2013 to Nov. 4, 2015, 3.1% due 11/4/2015

Barclays Bank plc 12.000% due 9/30/2011

Barclays Bank plc 0.000% due 11/25/2011

Barclays Bank plc 15.000% due 7/22/2011

Barclays Bank plc 4% for six years; 4.5% for years seven to nine; 5% for years 10 to 12; 7.25% thereafter due 11/18/2025

Barclays Bank plc 3.5% for years one through six; 4% in years seven and eight; 5% in year nine; 6% in year 10 due 11/18/2020

Barclays Bank plc 4% for first two years; beginning Oct. 21, 2012, Libor plus 35 bps; payable due 10/21/2020

Barclays Bank plc 9.250% due 9/30/2011

Barclays Bank plc 4% for seven years; 4.125% for years eight to 10; 4.5% for years 11 to 13; 7% thereafter due 10/21/2026

Barclays Bank plc 3.5% for eight years, 4% for years nine and 10, 4.5% for year 11 and 5% thereafter; payable semiannually due 10/21/2022

Barclays Bank plc 0.000% due 10/27/2011

Barclays Bank plc 0.000% due 11/2/2011

Barclays Bank plc 0.000% due 10/18/2012

Barclays Bank plc 6.5% for first year, then applicable rate multiplied by proportion of days on which S&P 500 closes at or above 952.71; applicable rate is 6.5% for years two through five, 7.25% for years six through 10 and 8% for years 11 through 15; payable quarterly due 10/20/2025

Barclays Bank plc 0.000% due 1/30/2019

Barclays Bank plc 0.000% due 10/18/2012

Barclays Bank plc 0.000% due 10/25/2011

Barclays Bank plc Libor plus 125 bpsuntil Oct. 27, 2015; beginning Oct. 28, 2015, 7.25% due 10/28/2025

Barclays Bank plc 20.000% due 1/18/2011

Barclays Bank plc 5% until Oct. 14, 2015; beginning Oct. 15, 2012, Libor plus 200 bps; payable quarterly due 10/15/2015

Barclays Bank plc 8.500% due 9/30/2011

Barclays Bank plc 8.000% due 9/30/2011

Barclays Bank plc 4% until Oct. 14, 2016; from Oct. 15, 2016 to Oct. 14, 2020, 4.125%; from Oct. 15, 2020 to Oct. 14, 2023, 4.5%; from Oct. 15, 2014 to Oct. 15, 2025, 8% due 10/15/2025

Barclays Bank plc for 10/15/2010 to 10/14/2016, 3.5% per year, for 10/15/2016 to 10/14/2019, 4% per year, for 10/15/2019 to 10/14/2021, 4.25% per year, for 10/15/2021 to 10/14/2022, 5% per year, for 10/15/2022 to 10/14/2023, 5.5% per year, due 10/15/2023

Barclays Bank plc 0.000% due 10/15/2015

Barclays Bank plc 10.250% due 3/31/2011

Barclays Bank plc 8.000% due 9/30/2011

Barclays Bank plc 0.000% due 10/12/2012

Barclays Bank plc 0.000% due 10/12/2012

Barclays Bank plc Accrues at a rate for each day that six-month Libor is at or below 6.5% and S&P 500 closes at or above 825; rate is 6.25% for the first five years, 7.25% for next five years and 8.25% thereafter; payable quarterly due 10/29/2025

Barclays Bank plc 0.750% due 10/13/2017

Barclays Bank plc 19.000% due 10/11/2011

Barclays Bank plc 0.000% due 10/11/2013

Barclays Bank plc 4% until Oct.28, 2011; beginning Oct. 6, 2012, Libor plus 75 bps; payable quarterly due 10/7/2020

Barclays Bank plc 4% until Oct. 6, 2016; from Oct. 7, 2016 to Oct. 6, 2020, 4.125%; from Oct. 7, 2020 to Oct. 6, 2023, 4.25%; from Oct. 7, 2023 to Oct. 7, 2025, 6.75% due 10/7/2025

Barclays Bank plc 3.65% until Oct.6, 2019; from Oct. 7, 2019 to Oct. 6, 2021, 4%; from Oct. 7, 2021 to Oct. 6, 2023, 4.5%; from Oct. 7, 2023 to Oct. 6, 2024, 5%; from Oct. 7, 2024 to Oct. 7, 2025, 6% due 10/7/2025

Barclays Bank plc 0.000% due 4/5/2012

Barclays Bank plc 3% for one year; thereafter, Libor plus 50 bps, capped at 6%, floor of 1%; payable quarterly due 10/29/2015

Barclays Bank plc Accrues at a rate for each day that six-month Libor is at or below 6.5% and S&P 500 closes at or above 790; rate is 6.25% for the first five years, 7% beginning Oct. 28, 2015, 8% beginning Oct. 28, 2020 and 10% thereafter; payable quarterly due 10/28/2025

Barclays Bank plc 0.000% due 10/19/2011

Barclays Bank plc 12.500% due 10/4/2011

Barclays Bank plc 6% for one year; thereafter, Libor plus 150 bps, capped at 7%; payable quarterly due 10/7/2020

Barclays Bank plc 4.25% for five years; 4.75% for years six to 10; 5% for years 11 to 15; 7% thereafter; payable semiannually due 10/28/2030

Barclays Bank plc 0.000% due 9/30/2013

Barclays Bank plc 0.000% due 9/28/2012

Barclays Bank plc 0.000% due 3/30/2012

Barclays Bank plc 0.000% due 3/30/2012

Barclays Bank plc 0.000% due 3/30/2012

Barclays Bank plc 0.000% due 3/30/2012

Barclays Bank plc 4% until 09/29/2015; 4.25% from 09/30/2015 to 09/29/2020; 5% from 09/30/2020 to 09/29/2022; 4.25% from 09/30/2022 to 09/29/2024 due 9/30/2024

Barclays Bank plc 5% until Sept. 30, 2012; thereafter, Libor, capped at 8% with a minimum of 3.25%; payable quarterly due 9/30/2025

Barclays Bank plc 0.000% due 9/30/2013

Barclays Bank plc 0.000% due 9/23/2011

Barclays Bank plc 0.000% due 9/23/2011

Barclays Bank plc Initially 4.25%; beginning Sept. 30, 2012, Libor plus 50 bps; payable quarterly due 9/30/2020

Barclays Bank plc 0.000% due 10/6/2011

Barclays Bank plc 0.000% due 9/28/2012

Barclays Bank plc 0.000% due 9/30/2013

Barclays Bank plc 0.000% due 9/29/2017

Barclays Bank plc 0.000% due 10/6/2011

Barclays Bank plc 0.000% due 9/28/2012

Barclays Bank plc 14.000% due 3/31/2011

Barclays Bank plc 15.250% due 3/31/2011

Barclays Bank plc 13.750% due 12/30/2010

Barclays Bank plc 9.000% due 9/30/2011

Barclays Bank plc 8.500% due 9/30/2011

Barclays Bank plc 10.750% due 9/30/2011

Barclays Bank plc 11.500% due 3/31/2011

Barclays Bank plc 8.000% due 9/30/2011

Barclays Bank plc 9.500% due 9/30/2011

Barclays Bank plc 11.000% due 3/31/2011

Barclays Bank plc 10.250% due 3/31/2011

Barclays Bank plc 10.450% due 3/31/2011

Barclays Bank plc 12.000% due 9/30/2011

Barclays Bank plc 10.750% due 9/30/2011

Barclays Bank plc 9.000% due 9/30/2011

Barclays Bank plc 14.000% due 9/30/2011

Barclays Bank plc 8.500% due 9/30/2011

Barclays Bank plc 9.250% due 9/30/2011

Barclays Bank plc 11.500% due 9/30/2011

Barclays Bank plc 13.250% due 3/31/2011

Barclays Bank plc 10.250% due 9/30/2011

Barclays Bank plc 15.000% due 3/31/2011

Barclays Bank plc 10.250% due 9/30/2011

Barclays Bank plc 13.500% due 3/31/2011

Barclays Bank plc 9.000% due 9/30/2011

Barclays Bank plc 10.000% due 9/30/2011

Barclays Bank plc 12.250% due 3/31/2011

Barclays Bank plc 8.000% due 9/30/2011

Barclays Bank plc 10.250% due 9/30/2011

Barclays Bank plc 10.000% due 3/31/2011

Barclays Bank plc 12.000% due 3/31/2011

Barclays Bank plc 11.750% due 3/31/2011

Barclays Bank plc 10.150% due 3/31/2011

Barclays Bank plc 10.000% due 3/31/2011

Barclays Bank plc 10.000% due 9/30/2011

Barclays Bank plc 12.250% due 3/31/2011

Barclays Bank plc 9.250% due 9/30/2011

Barclays Bank plc 10.500% due 9/30/2011

Barclays Bank plc 13.250% due 3/31/2011

Barclays Bank plc 9.000% due 3/31/2011

Barclays Bank plc 12.000% due 3/31/2011

Barclays Bank plc 10.000% due 9/30/2011

Barclays Bank plc 15.000% due 3/31/2011

Barclays Bank plc 8.000% due 9/30/2011

Barclays Bank plc 14.500% due 3/31/2011

Barclays Bank plc 9.000% due 9/30/2011

Barclays Bank plc 9.000% due 3/31/2011

Barclays Bank plc 11.000% due 9/30/2011

Barclays Bank plc 12.250% due 9/30/2011

Barclays Bank plc 17.500% due 12/30/2010

Barclays Bank plc 11.250% due 9/30/2011

Barclays Bank plc 10.000% due 9/30/2011

Barclays Bank plc 10.000% due 9/30/2011

Barclays Bank plc 9.000% due 9/30/2011

Barclays Bank plc 12.050% due 9/30/2011

Barclays Bank plc 17.000% due 3/31/2011

Barclays Bank plc 17.000% due 9/30/2011

Barclays Bank plc 11.000% due 3/31/2011

Barclays Bank plc 4% until 09/29/2019; 4.25% from 09/30/2019 to 09/29/2021; 4.5% from 09/30/2021 to 09/29/2023; 5% from 09/30/2023 to 09/29/2024; 6% from 09/30/2024 to 09/29/2025 due 9/30/2024

Barclays Bank plc 0.000% due 3/31/2016

Barclays Bank plc 0.000% due 3/29/2012

Barclays Bank plc Applicable rate multiplied by proportion of days on which six-month Libor is at or below barrier; applicable rate and barrier each equal 5% for first three years, 5.25% for years four through six, 5.5% for years seven through nine, 5.75% for years 10 through 12 and 6% from year 13 to maturity; payable semiannually due 9/30/2025

Barclays Bank plc 12.000% due 3/29/2011

Barclays Bank plc 0.000% due 10/27/2011

Barclays Bank plc 0.000% due 10/10/2011

Barclays Bank plc 0.000% due 3/25/2011

Barclays Bank plc From 09/22/2010 to 10/19/2013, 2.5%, from 10/20/2013 to 10/19/2015, 3.25%, from 10/20/2015 to 10/19/2016, 5%, from 10/20/2016 to 10/20/2017, 6% due 10/20/2017

Barclays Bank plc 0.000% due 10/26/2011

Barclays Bank plc 0.000% due 3/26/2012

Barclays Bank plc 6.25% for one year; thereafter, Libor plus 150 bps, capped at 7%; payable quarterly due 9/30/2010

Barclays Bank plc 20% due 12/23/2010

Barclays Bank plc 4.125% until Sept. 22, 2015; 4.25% from Sept. 23, 2015 to Sept. 22, 2020; 5% from Sept. 23, 2020 to Sept. 22, 2022; 6% from Sept. 23, 2020 to Sept. 22, 2023; 8% from Sept. 23, 2023 to Sept. 22, 2025 due 9/23/2025

Barclays Bank plc 4% for years one through seven, 4.25% for year eight, 4.5% for year nine and 6% until but excluding maturity; payable semiannually due 9/23/2023

Barclays Bank plc 0.000% due 3/22/2012

Barclays Bank plc 0.000% due 3/21/2011

Barclays Bank plc Fixed at 7% for the first year; beginning Sept. 22, 2011, a fixed percent multiplied by the proportion of days on which the index closes at or above the barrier level; the fixed percent will be 7% per year for years two through five, 7.25% per year for years six through 10 and 8.5% per year for years 11 through 15; payable quarterly due 9/22/2025

Barclays Bank plc 0.000% due 1/30/2019

Barclays Bank plc 10.000% due 9/21/2011

Barclays Bank plc 8.750% due 9/22/2011

Barclays Bank plc 7.500% due 9/22/2011

Barclays Bank plc 8.800% due 9/22/2011

Barclays Bank plc Initially 9%; beginning Sept. 30, 2011, four times spread of 10-year CMS rate over two-year CMS rate minus 0.25%, with floor of zero and cap of 10%; payable semiannually due 9/30/2025

Barclays Bank plc 10.000% due 1/21/2011

Barclays Bank plc 4.75% for one year; thereafter, Libor plus 125 bps, capped at 7%; payable quarterly due 9/30/2020

Barclays Bank plc 10.000% due 3/17/2011

Barclays Bank plc 0.000% due 12/16/2011

Barclays Bank plc 4% for years one through six, 4.25% for year six through 12, 6% for year 12 through 14, 7% until but excluding maturity; payable semiannually due 9/16/2025

Barclays Bank plc 4% for years one through 10, 4.5% for year 10 through 13, 6% until but excluding maturity; payable semiannually due 9/16/2024

Barclays Bank plc 0.000% due 9/29/2011

Barclays Bank plc 0.000% due 3/26/2012

Barclays Bank plc 0.000% due 9/29/2011

Barclays Bank plc 0.000% due 9/13/2012

Barclays Bank plc 0.000% due 9/13/2012

Barclays Bank plc 0.000% due 3/14/2012

Barclays Bank plc 4.25% for one year; thereafter, Libor plus 125 bps, capped at 7.5%; payable quarterly due 9/21/2020

Barclays Bank plc 4% for years one through four, 4.375% for years four through eight, 4.625% for years eight through 12, 5% until but excluding maturity; payable semiannually due 9/10/2025

Barclays Bank plc 4% for years one through 10, 4.25% for year 11, 4.5% for year 12, 5.75% until but excluding maturity; payable semiannually due 9/10/2023

Barclays Bank plc 4% until Sept. 29, 2016; 4.5% from Sept. 30, 2016 to Sept. 29, 2018; 5% from Sept. 30, 2018 to Sept. 29, 2019; 7% from Sept. 30, 2019 to Sept. 29, 2020 due 9/30/2020

Barclays Bank plc 4% until Sept. 29, 2016; 4.5% from Sept. 30, 2016 to Sept. 29, 2018; 5% from Sept. 30, 2018 to Sept. 29, 2020; 7% from Sept. 30, 2020 to Sept. 29, 2021; 9% from Sept. 30, 2021 to Sept. 29, 2022 due 9/30/2022

Barclays Bank plc 0.000% due 10/6/2011

Barclays Bank plc 0.000% due 9/6/2013

Barclays Bank plc 8% for each day that six-month Libor is 7% or less and S&P 500 closes at or above 875; payable quarterly due 9/29/2025

Barclays Bank plc 0.000% due 9/8/2020

Barclays Bank plc 0.000% due 9/3/2015

Barclays Bank plc 0.000% due 1/30/2019

Barclays Bank plc 4% for years one through four, 4.25% for years four through eight, 4.5% for years eight through 12, and 5% until but excluding maturity; payable semiannually due 9/2/2025

Barclays Bank plc 4% for 10 years; 4.25% for years 10 to 12; 5.5% for years 12 to maturity due 9/2/2023

Barclays Bank plc 0.000% due 9/20/2011

Barclays Bank plc 0.000% due 9/19/2011

Barclays Bank plc 0.000% due 12/1/2011

Barclays Bank plc 0.000% due 9/30/2011

Barclays Bank plc 0.000% due 9/15/2011

Barclays Bank plc 11.250% due 8/31/2012

Barclays Bank plc 11.070% due 8/31/2012

Barclays Bank plc 0.000% due 8/29/2013

Barclays Bank plc 0.000% due 8/31/2015

Barclays Bank plc 0.000% due 8/30/2012

Barclays Bank plc 0.000% due 8/30/2012

Barclays Bank plc 0.000% due 9/29/2011

Barclays Bank plc 0.000% due 2/28/2012

Barclays Bank plc 0.000% due 2/28/2012

Barclays Bank plc 0.000% due 9/29/2011

Barclays Bank plc 0.000% due 2/28/2012

Barclays Bank plc 0.000% due 9/29/2011

Barclays Bank plc 0.000% due 2/28/2012

Barclays Bank plc 0.000% due 2/28/2012

Barclays Bank plc 0.000% due 9/29/2011

Barclays Bank plc 0.000% due 9/29/2011

Barclays Bank plc 0.000% due 2/28/2012

Barclays Bank plc 0.000% due 8/30/2013

Barclays Bank plc 0.000% due 11/30/2011

Barclays Bank plc 0.000% due 8/31/2016

Barclays Bank plc 0.000% due 8/31/2016

Barclays Bank plc 0.000% due 8/30/2013

Barclays Bank plc 0.000% due 2/28/2012

Barclays Bank plc 11.000% due 11/30/2010

Barclays Bank plc 9.000% due 8/31/2011

Barclays Bank plc 8.500% due 8/31/2011

Barclays Bank plc 8.500% due 8/31/2011

Barclays Bank plc 9.500% due 2/28/2011

Barclays Bank plc 9.000% due 2/28/2011

Barclays Bank plc 10.000% due 2/28/2011

Barclays Bank plc 11.000% due 8/31/2011

Barclays Bank plc 8.500% due 8/31/2011

Barclays Bank plc 9.000% due 8/31/2011

Barclays Bank plc 12.000% due 2/28/2011

Barclays Bank plc 12.000% due 11/30/2010

Barclays Bank plc 10.000% due 8/31/2011

Barclays Bank plc 13.000% due 11/30/2010

Barclays Bank plc 14.300% due 2/28/2011

Barclays Bank plc 9.000% due 8/31/2011

Barclays Bank plc 9.500% due 8/31/2011

Barclays Bank plc 8.500% due 8/31/2011

Barclays Bank plc 11.500% due 2/28/2011

Barclays Bank plc 11.600% due 2/28/2011

Barclays Bank plc 9.500% due 8/31/2011

Barclays Bank plc 8.500% due 8/31/2011

Barclays Bank plc 10.100% due 8/31/2011

Barclays Bank plc 10.000% due 2/28/2011

Barclays Bank plc 13.000% due 2/28/2011

Barclays Bank plc 9.500% due 2/28/2011

Barclays Bank plc 10.750% due 2/28/2011

Barclays Bank plc 9.000% due 8/31/2011

Barclays Bank plc 9.750% due 8/31/2011

Barclays Bank plc 15.000% due 2/28/2011

Barclays Bank plc 17.250% due 2/28/2011

Barclays Bank plc 16.000% due 11/30/2010

Barclays Bank plc 11.000% due 2/28/2011

Barclays Bank plc 10.500% due 2/28/2011

Barclays Bank plc 10.500% due 2/28/2011

Barclays Bank plc 11.000% due 2/28/2011

Barclays Bank plc 4% until Sept. 29, 2016; 5% from Sept. 30, 2016 to Sept. 29, 2022; 7% from Sept. 30, 2022 to Sept. 29, 2025 due 9/30/2025

Barclays Bank plc 0.000% due 8/29/2012

Barclays Bank plc 0.000% due 8/29/2018

Barclays Bank plc 0.000% due 8/31/2015

Barclays Bank plc 0.000% due 8/31/2015

Barclays Bank plc 9.000% due 3/1/2011

Barclays Bank plc 4% for first 7 years; 4.75% for years 7 through 13; 7% thereafter due 8/26/2025

Barclays Bank plc Libor plus 135 bps, capped at 8%, minimum of 3% due 8/26/2025

Barclays Bank plc 4% for first 10 years; 4.25% for year 11; 4.5 %for year 12; 6% thereafter due 8/26/2023

Barclays Bank plc 161% of Libor, capped at 8%, floored at 2.5%; payable quarterly due 8/26/2020

Barclays Bank plc 0.000% due 8/30/2011

Barclays Bank plc 20.000% due 11/26/2010

Barclays Bank plc 8.000% due 2/25/2011

Barclays Bank plc 15.000% due 11/30/2010

Barclays Bank plc 9% for one year; after that, four times spread of 10-year CMS rate over two-year CMS rate, capped at 10% with floor of 0%; payable quarterly due 9/16/2025

Barclays Bank plc 2.5% for one year; thereafter, Libor plus 75 bps, with aminimum of 1.5%; payable quarterly due 9/17/2015

Barclays Bank plc 20.000% due 11/22/2010

Barclays Bank plc 15.150% due 8/23/2011

Barclays Bank plc 4% for first year; 4.5% for years six through 10; 6% for years 10 through 23; 8% for years 13 through 14; 10% thereafter due 8/19/2025

Barclays Bank plc 4% for first five years; 42.5% for years five through seven; 4.5% for years seven through 11; 5.5% thereafter due 8/19/2022

Barclays Bank plc 0.000% due 8/16/2013

Barclays Bank plc 9.100% due 11/18/2010

Barclays Bank plc 5% until Aug. 26, 2012; thereafter, Libor plus 110 bps, capped at 7%; payable quarterly due 8/27/2020

Barclays Bank plc 5% for two years; then Libor plus 110 bps, capped at 7%; payable quarterly due 8/27/2020

Barclays Bank plc 20.000% due 11/17/2010

Barclays Bank plc 4% for first six years; 5% for years 6 through 12; 8% thereafter due 8/26/2025

Barclays Bank plc 150% of Libor, capped at 9%; payable quarterly due 8/16/2017

Barclays Bank plc 20.000% due 11/16/2010

Barclays Bank plc 0.000% due 1/30/2019

Barclays Bank plc 0.000% due 8/14/2012

Barclays Bank plc 0.000% due 8/14/2012

Barclays Bank plc 4% for years one through five, 4.25% for years five through nine, 5% for years nine through 11, 6% for years 11 and 12, and 7% for years 12 through maturity; payable semiannually due 8/12/2023

Barclays Bank plc 4% for years one through six, 4.75% for years six through ten, 5.5% for years ten through 13, 7% for years 13 and 14, and 8% for years 14 through maturity; payable semiannually due 8/12/2025

Barclays Bank plc 0.000% due 8/13/2020

Barclays Bank plc 0.000% due 8/13/2020

Barclays Bank plc 0.000% due 8/13/2020

Barclays Bank plc 0.000% due 8/13/2020

Barclays Bank plc 0.000% due 8/13/2020

Barclays Bank plc 0.000% due 8/13/2020

Barclays Bank plc 0.000% due 8/13/2020

Barclays Bank plc 0.000% due 8/13/2020

Barclays Bank plc 4% for years one through five, 4.25% for years five through nine, 4.5% for years nine through 11 and 5.5% for years 11 through maturity; payable semiannually due 8/12/2022

Barclays Bank plc 0.000% due 2/9/2012

Barclays Bank plc 0.000% due 8/9/2013

Barclays Bank plc 0.000% due 8/15/2011

Barclays Bank plc 9.050% due 12/9/2010

Barclays Bank plc 4% for years one through six, 4.25% for years six through eight, 4.5% for years eight through nine, 5% for years nine through maturity; payable semiannually due 8/5/2020

Barclays Bank plc 9.400% due 7/31/2012

Barclays Bank plc 8.640% due 1/31/2011

Barclays Bank plc 10.800% due 7/31/2012

Barclays Bank plc 9.300% due 1/31/2011

Barclays Bank plc 0.000% due 7/31/2015

Barclays Bank plc 0.000% due 7/31/2013

Barclays Bank plc 0.000% due 7/31/2013

Barclays Bank plc 0.000% due 7/31/2013

Barclays Bank plc 0.000% due 1/31/2012

Barclays Bank plc 0.000% due 7/30/2015

Barclays Bank plc 4.25% for years one through five, 5% for years five through nine, 6% for years nine through 13, 7% for years 13 through 14, 8% for years 14 through maturity; payable semiannually due 7/28/2025

Barclays Bank plc 0.000% due 8/8/2011

Barclays Bank plc 0.000% due 7/31/2013

Barclays Bank plc 0.000% due 7/29/2011

Barclays Bank plc 9.500% due 7/28/2011

Barclays Bank plc 4% for years one through three, 4.25% for years three through six, 4.5% for years six through nine, 5% for years nine through maturity; payable semiannually due 7/28/2020

Barclays Bank plc 0.000% due 7/26/2013

Barclays Bank plc 0.000% due 8/10/2011

Barclays Bank plc 0.000% due 7/26/2012

Barclays Bank plc 0.000% due 5/26/2016

Barclays Bank plc 0.000% due 7/28/2015

Barclays Bank plc 0.000% due 7/28/2016

Barclays Bank plc 0.000% due 7/28/2016

Barclays Bank plc 15.500% due 1/27/2011

Barclays Bank plc 11.000% due 1/27/2011

Barclays Bank plc 13.250% due 10/28/2010

Barclays Bank plc 9.200% due 7/28/2011

Barclays Bank plc 17.000% due 7/28/2011

Barclays Bank plc 8.500% due 7/28/2011

Barclays Bank plc 10.250% due 7/28/2011

Barclays Bank plc 14.000% due 1/27/2011

Barclays Bank plc 10.500% due 1/27/2011

Barclays Bank plc 18.750% due 10/28/2010

Barclays Bank plc 13.750% due 1/27/2011

Barclays Bank plc 11.000% due 1/27/2011

Barclays Bank plc 10.250% due 1/27/2011

Barclays Bank plc 10.000% due 1/27/2011

Barclays Bank plc 8.500% due 1/27/2011

Barclays Bank plc 10.500% due 1/27/2011

Barclays Bank plc 15.500% due 1/27/2011

Barclays Bank plc 10.000% due 1/27/2011

Barclays Bank plc 10.000% due 1/27/2011

Barclays Bank plc 14.500% due 10/28/2010

Barclays Bank plc 10.150% due 7/28/2011

Barclays Bank plc 8.750% due 7/28/2011

Barclays Bank plc 13.500% due 1/27/2011

Barclays Bank plc 10.600% due 1/27/2011

Barclays Bank plc 12.000% due 1/27/2011

Barclays Bank plc 11.750% due 1/27/2011

Barclays Bank plc 19.000% due 10/28/2010

Barclays Bank plc 9.250% due 1/27/2011

Barclays Bank plc 15.500% due 10/28/2010

Barclays Bank plc 9.250% due 7/28/2011

Barclays Bank plc 10.800% due 1/27/2011

Barclays Bank plc 10.250% due 1/27/2011

Barclays Bank plc 10.000% due 1/27/2011

Barclays Bank plc 9.750% due 1/27/2011

Barclays Bank plc 13.250% due 10/28/2010

Barclays Bank plc 11.500% due 10/28/2010

Barclays Bank plc 19.000% due 10/28/2010

Barclays Bank plc 10.000% due 10/28/2010

Barclays Bank plc 11.250% due 1/27/2011

Barclays Bank plc 10.500% due 1/27/2011

Barclays Bank plc 12.100% due 1/27/2011

Barclays Bank plc 9.500% due 1/27/2011

Barclays Bank plc 13.700% due 7/28/2011

Barclays Bank plc 10.500% due 1/27/2011

Barclays Bank plc 18.000% due 1/27/2011

Barclays Bank plc 16.500% due 10/28/2010

Barclays Bank plc 13.000% due 1/27/2011

Barclays Bank plc 14.000% due 1/27/2011

Barclays Bank plc 15.500% due 1/27/2011

Barclays Bank plc 8.500% due 7/28/2011

Barclays Bank plc 0.000% due 7/31/2012

Barclays Bank plc 0.000% due 1/26/2012

Barclays Bank plc 0.000% due 1/26/2012

Barclays Bank plc 4% for first six years; 4.5% for years six through eight; 6% thereafter due 8/19/2020

Barclays Bank plc 0.000% due 1/26/2012

Barclays Bank plc 0.000% due 11/25/2010

Barclays Bank plc 12.700% due 10/25/2010

Barclays Bank plc 4.5% for first six years; 5% for years six through nine; 6% thereafter due 8/19/2025

Barclays Bank plc 4.5% for first five years; 5% for years five through nine; 6% for years nine through 12; 8% thereafter; payable semi-annually due 7/22/2023

Barclays Bank plc 4.25% for first three years; 4.5% for years three through six, 4.75% for years six through nine, 5% for years nine though maturity; payable semi-annually due 7/22/2020

Barclays Bank plc 0.000% due 7/19/2012

Barclays Bank plc 0.000% due 7/17/2020

Barclays Bank plc 0.000% due 7/21/2011

Barclays Bank plc 0.000% due 8/10/2011

Barclays Bank plc 0.000% due 7/18/2013

Barclays Bank plc 10.800% due 10/19/2010

Barclays Bank plc 4.600% due 1/24/2011

Barclays Bank plc 6% for two years; then Libor plus 140 bps, capped at 7%; payable quarterly due 7/28/2020

Barclays Bank plc 4.25% for first five years; 5.5% for years five through 10; 7% thereafter; payable semi-annually due 7/15/2022

Barclays Bank plc 5.000% due 7/12/2012

Barclays Bank plc 0.000% due 8/5/2011

Barclays Bank plc 0.000% due 7/12/2012

Barclays Bank plc 0.000% due 1/12/2012

Barclays Bank plc 0.000% due 7/12/2012

Barclays Bank plc 0.000% due 7/12/2013

Barclays Bank plc 0.000% due 1/20/2012

Barclays Bank plc 0.000% due 7/13/2012

Barclays Bank plc 10% for one year; after that, four times spread of 30-year CMS rate over two-year CMS rate, capped at 10%; payable quarterly due 7/28/2025

Barclays Bank plc Libor, capped at 8.25% with a minimum of 3.25% due 7/28/2016

Barclays Bank plc Libor; with a minimum of 2.25%, payable quarterly due 11/24/2015

Barclays Bank plc 0.000% due 7/9/2015

Barclays Bank plc 4.25% for first three years; 4.5% for years three through six; 5% for years six throuhg nine; 6.75% thereafter; payable semi-annually due 7/9/2020

Barclays Bank plc Libor plus 75 bps, capped at 10%, floor of 3.75%; payable quarterly due 7/28/2020

Barclays Bank plc 13.150% due 7/12/2011

Barclays Bank plc 0.000% due 1/6/2012

Barclays Bank plc 0.000% due 1/6/2012

Barclays Bank plc 5% for first five years; 6.6% thereafter; payable semi-annually due 7/16/2018

Barclays Bank plc 8% multiplied by proportion of days on which six-month Libor is 7% or less and S&P 500 closes at or above 825; payable quarterly due 7/28/2025

Barclays Bank plc Libor multiplied by 2.03, capped at 10.25%, minimum of 1% due 7/6/2020

Barclays Bank plc 0.000% due 1/5/2012

Barclays Bank plc 10.500% due 1/4/2011

Barclays Bank plc 4% for years one through three, 5% for years three through six, 6% for years six through nine, 9% for years nine through maturity; payable semiannually due 7/27/2022

Barclays Bank plc 0.000% due 7/2/2015

Barclays Bank plc 2.25% for first year; 2.5% for years one and two; 3.25% for years two through maturity; payable semi-annually due 7/16/2013

Barclays Bank plc 4.5% for years one through four, 5.5% for years four through eight, 6% for years eight through 12, 8% for years 12 through 16, 10% for years 16 through maturity; payable semiannually due 7/26/2030

Barclays Bank plc Initially 4.25%; from July 1, 1013 to June 30, 2016, 5%, thereafter, 6% payable semi-annually due 7/1/2019

Barclays Bank plc 0.000% due 6/30/2016

Barclays Bank plc 0.00% due 6/30/2016

Barclays Bank plc 0.000% due 6/28/2013

Barclays Bank plc 0.000% due 7/28/2011

Barclays Bank plc 0.000% due 12/30/2011

Barclays Bank plc 0.000% due 12/30/2011

Barclays Bank plc 0.000% due 12/30/2011

Barclays Bank plc 0.000% due 12/30/2011

Barclays Bank plc 0.000% due 12/30/2011

Barclays Bank plc 7% for one year; after that, four times spread of 30-year CMS rate over two-year CMS rate, capped at 7% with floor of zero; payable semiannually due 7/23/2020

Barclays Bank plc 0.000% due 6/28/2013

Barclays Bank plc 0.000% due 7/1/2011

Barclays Bank plc 0.000% due 6/28/2013

Barclays Bank plc 0.000% due 6/28/2013

Barclays Bank plc 0.000% due 6/30/2015

Barclays Bank plc 0.000% due 12/29/2011

Barclays Bank plc 0.000% due 12/29/2011

Barclays Bank plc 0.000% due 6/30/2015

Barclays Bank plc 0.000% due 6/30/2015

Barclays Bank plc 0.000% due 6/28/2013

Barclays Bank plc 0.000% due 6/28/2012

Barclays Bank plc 0.000% due 6/28/2013

Barclays Bank plc 0.000% due 6/28/2013

Barclays Bank plc 0.000% due 7/29/2011

Barclays Bank plc 15.000% due 9/30/2010

Barclays Bank plc 11.850% due 12/30/2010

Barclays Bank plc 12.500% due 12/30/2010

Barclays Bank plc 9.400% due 12/30/2010

Barclays Bank plc 10.500% due 12/30/2010

Barclays Bank plc 9.500% due 6/30/2011

Barclays Bank plc 11.600% due 12/30/2010

Barclays Bank plc 17.500% due 12/30/2010

Barclays Bank plc 8.750% due 12/30/2010

Barclays Bank plc 11.750% due 12/30/2010

Barclays Bank plc 10.500% due 6/30/2011

Barclays Bank plc 9.000% due 6/30/2011

Barclays Bank plc 13.500% due 12/30/2010

Barclays Bank plc 15.000% due 12/30/2010

Barclays Bank plc 10.300% due 12/30/2010

Barclays Bank plc 10.500% due 6/30/2011

Barclays Bank plc 11.250% due 12/30/2010

Barclays Bank plc 12.250% due 12/30/2010

Barclays Bank plc 13.000% due 6/30/2011

Barclays Bank plc 12.500% due 12/30/2010

Barclays Bank plc 14.000% due 9/30/2010

Barclays Bank plc 12.000% due 12/30/2010

Barclays Bank plc 8.500% due 12/30/2010

Barclays Bank plc 10.300% due 12/30/2010

Barclays Bank plc 10.200% due 6/30/2011

Barclays Bank plc 18.500% due 6/30/2011

Barclays Bank plc 16.200% due 9/30/2010

Barclays Bank plc 7.200% due 9/30/2010

Barclays Bank plc 8.300% due 12/30/2010

Barclays Bank plc 8.000% due 6/30/2011

Barclays Bank plc 15.000% due 12/30/2010

Barclays Bank plc 12.700% due 9/30/2010

Barclays Bank plc 12.000% due 9/30/2010

Barclays Bank plc 12.300% due 12/30/2010

Barclays Bank plc 12.700% due 12/30/2010

Barclays Bank plc 14.500% due 12/30/2010

Barclays Bank plc 9.700% due 12/30/2010

Barclays Bank plc 12.700% due 9/30/2010

Barclays Bank plc 8.200% due 6/30/2011

Barclays Bank plc 9.250% due 6/30/2011

Barclays Bank plc 11.200% due 6/30/2011

Barclays Bank plc 11.000% due 9/30/2010

Barclays Bank plc 13.400% due 12/30/2010

Barclays Bank plc 9.400% due 9/30/2010

Barclays Bank plc 10.500% due 9/30/2010

Barclays Bank plc 15.600% due 12/30/2010

Barclays Bank plc 16.400% due 12/30/2010

Barclays Bank plc 10.250% due 12/30/2010

Barclays Bank plc 11.500% due 12/30/2010

Barclays Bank plc 12.100% due 6/30/2011

Barclays Bank plc 18.500% due 12/30/2010

Barclays Bank plc 17.000% due 6/30/2011

Barclays Bank plc 9.000% due 9/30/2010

Barclays Bank plc 11.400% due 6/30/2011

Barclays Bank plc 9.300% due 6/30/2011

Barclays Bank plc 8.000% due 9/30/2010

Barclays Bank plc 9.500% due 12/30/2010

Barclays Bank plc 12.000% due 12/30/2010

Barclays Bank plc 14.250% due 12/30/2010

Barclays Bank plc 7.700% due 9/30/2010

Barclays Bank plc 9.600% due 6/30/2011

Barclays Bank plc 9.000% due 9/30/2010

Barclays Bank plc 10.000% due 12/30/2010

Barclays Bank plc 9.250% due 6/30/2011

Barclays Bank plc 9.500% due 9/30/2010

Barclays Bank plc 13.200% due 12/30/2010

Barclays Bank plc 9.000% due 12/30/2010

Barclays Bank plc 9.000% due 9/30/2010

Barclays Bank plc 8.500% due 9/30/2010

Barclays Bank plc 12.100% due 12/30/2010

Barclays Bank plc 7.100% due 9/30/2010

Barclays Bank plc 9.100% due 6/30/2011

Barclays Bank plc 9.800% due 9/30/2010

Barclays Bank plc 20.000% due 12/30/2010

Barclays Bank plc 10.800% due 9/30/2010

Barclays Bank plc 13.200% due 12/30/2010

Barclays Bank plc 12.800% due 12/30/2010

Barclays Bank plc 13.400% due 6/30/2011

Barclays Bank plc 12.600% due 12/30/2010

Barclays Bank plc 15.500% due 6/30/2011

Barclays Bank plc 7.500% due 9/30/2010

Barclays Bank plc 10.300% due 9/30/2010

Barclays Bank plc 10.200% due 12/30/2010

Barclays Bank plc 8.800% due 9/30/2010

Barclays Bank plc 9.000% due 6/30/2011

Barclays Bank plc 10.300% due 12/30/2010

Barclays Bank plc 11.500% due 6/30/2011

Barclays Bank plc 16.250% due 9/30/2010

Barclays Bank plc 14.000% due 12/30/2010

Barclays Bank plc 13.000% due 6/30/2011

Barclays Bank plc 14.000% due 9/30/2010

Barclays Bank plc 11.600% due 9/30/2010

Barclays Bank plc 10.300% due 12/30/2010

Barclays Bank plc 13.400% due 9/30/2010

Barclays Bank plc 0.000% due 7/28/2011

Barclays Bank plc 0.000% due 7/28/2011

Barclays Bank plc 0.000% due 7/28/2011

Barclays Bank plc 5% for first five years; 5.75% for years five through 10, 7% for years 10 through maturity; payable semi-annually due 7/23/2025

Barclays Bank plc Libor, capped at 8%, floor of 3%; payable quarterly due 7/7/2015

Barclays Bank plc Libor, capped at 6%, floor of 3.4%; payable quarterly due 7/7/2015

Barclays Bank plc Libor plus 50 bps, capped at 10%, floor of 4%; payable quarterly due 7/6/2020

Barclays Bank plc 1.000% due 6/25/2017

Barclays Bank plc 0.000% due 6/26/2018

Barclays Bank plc 8.600% due 9/27/2010

Barclays Bank plc 13% for one year; after that, four times spread of 10-year CMS rate over two-year CMS rate, capped at 13%; payable quarterly due 6/24/2025

Barclays Bank plc Initially 4.25%; from June 24, 2012 to June 23, 2014, 4.75%, from June 24, 2014 to June 23, 2016, 5.25%; from June 24, 2016 through maturity, 5.75% payable semi-annually due 6/24/2018

Barclays Bank plc 0.000% due 6/29/2011

Barclays Bank plc 0.000% due 7/15/2011

Barclays Bank plc 0.000% due 7/15/2011

Barclays Bank plc 0.000% due 12/21/2011

Barclays Bank plc Initially 4.75%; from June 30, 2014 to June 29, 2017, 5.5%, from June 30, 2017 through maturity, 7%; payable semi-annually due 6/30/2020

Barclays Bank plc 10.500% due 12/20/2010

Barclays Bank plc 27.400% due 12/20/2010

Barclays Bank plc Applicable rate multiplied by proportion of days on which six-month Libor is at or below barrier; applicable rate is 7.1%; barrier is 7%; payable quarterly due 6/28/2030

Barclays Bank plc 0.000% due 6/18/2015

Barclays Bank plc Initially 5%; from June 28, 2016 to maturity, 7%; payable semi-annually due 6/28/2022

Barclays Bank plc 0.000% due 7/1/2011

Barclays Bank plc 0.000% due 6/16/2015

Barclays Bank plc 12.5% for one year; after that, 4.25 times spread of 30-year CMS rate over two-year CMS rate less 25 bps, capped at 12.5%; payable semiannually due 6/30/2025

Barclays Bank plc 9% multiplied by proportion of days on which six-month Libor is 7% or less and S&P 500 closes at or above 895; payable quarterly due 6/30/2025

Barclays Bank plc 14.500% due 12/16/2010

Barclays Bank plc Initially 4%; from June 29, 2012 to June 28, 2014, 5%; thereafter 6%; payable semi-annually due 6/29/2016

Barclays Bank plc 19.100% due 12/15/2010

Barclays Bank plc 0.000% due 6/11/2015

Barclays Bank plc 13% for one year; after that, four times spread of 10-year CMS rate over two-year CMS rate, capped at 13%; payable quarterly due 6/24/2025

Barclays Bank plc Initially 5%; from June 25, 2015 to June 24, 2019, 6%; from June 25, 2019 to June 24, 2021, 7%; from June 25, 2021 to June 24, 2023, 8%; thereafter 10%; payable semi-annually due 6/25/2025

Barclays Bank plc 0.000% due 6/11/2015

Barclays Bank plc Initially 5.25%; from June 25, 2015 to June 24, 2020, 6%, from June 25, 2020 through maturity, 7%; payable semi-annually due 6/25/2025

Barclays Bank plc 0.000% due 6/7/2013

Barclays Bank plc 0.000% due 6/9/2014

Barclays Bank plc 0.000% due 6/11/2012

Barclays Bank plc 0.000% due 12/12/2011

Barclays Bank plc 0.000% due 6/24/2011

Barclays Bank plc 0.000% due 6/11/2012

Barclays Bank plc 11% for one year; after that, four times spread of 30-year CMS rate over two-year CMS rate less 25 bps, capped at 11%; payable quarterly due 6/9/2025

Barclays Bank plc 0.000% due 12/12/2011

Barclays Bank plc 0.000% due 6/10/2013

Barclays Bank plc Libor plus 0 bps, capped at 8%, minimum of 3% due 6/18/2015

Barclays Bank plc 13.250% due 12/8/2010

Barclays Bank plc 11.000% due 12/7/2010

Barclays Bank plc Initially 1.875%; beginning June 18, 2011, Libor plus 125 bps; capped at 4%; payable quarterly due 6/18/2013

Barclays Bank plc Initially 4.5%; from June 17, 2014 to June 16, 2017, 5.5%; thereafter 7%; payable semi-annually due 6/17/2020

Barclays Bank plc Per-year rate equal to 10-year Constant Maturity Swap rate, capped at 10% and floored at 3.5%; payable quarterly due 6/4/2020

Barclays Bank plc 12.350% due 6/3/2011

Barclays Bank plc 0.000% due 5/31/2012

Barclays Bank plc 0.000% due 12/5/2011

Barclays Bank plc 0.000% due 6/21/2011

Barclays Bank plc Initially 4.5%; beginning June 11, 2011, Libor plus 150 bps; capped at 9% due 6/11/2015

Barclays Bank plc Initially 5.25%; from June 10, 2015 to June 9, 2020, 6%; thereafter 7%; payable semi-annually due 6/10/2025

Barclays Bank plc Per-year rate equal to CMT rate plus 30 bps, capped at 10%; payable quarterly due 5/28/2020

Barclays Bank plc Per-year rate equal to 10-year Constant Maturity Swap rate, capped at 10% and floored at 3.5%; payable quarterly due 6/4/2020

Barclays Bank plc 0.000% due 5/31/2016

Barclays Bank plc 0.000% due 5/31/2016

Barclays Bank plc 0.000% due 5/31/2013

Barclays Bank plc 0.000% due 5/31/2016

Barclays Bank plc 0.000% due 6/1/2011

Barclays Bank plc 0.000% due 5/31/2012

Barclays Bank plc 0.000% due 11/30/2011

Barclays Bank plc 0.000% due 11/30/2011

Barclays Bank plc 15.500% due 11/30/2010

Barclays Bank plc 0.000% due 5/31/2013

Barclays Bank plc 0.000% due 5/31/2011

Barclays Bank plc 0.000% due 11/30/2011

Barclays Bank plc 0.000% due 5/29/2015

Barclays Bank plc 0.000% due 6/28/2011

Barclays Bank plc 19.000% due 8/30/2010

Barclays Bank plc 8.000% due 11/30/2010

Barclays Bank plc 9.250% due 5/27/2011

Barclays Bank plc 12.000% due 11/30/2010

Barclays Bank plc 10.250% due 5/27/2011

Barclays Bank plc 11.000% due 11/30/2010

Barclays Bank plc 9.750% due 5/27/2011

Barclays Bank plc 19.000% due 11/30/2010

Barclays Bank plc 8.500% due 11/30/2010

Barclays Bank plc 10.500% due 11/30/2010

Barclays Bank plc 8.000% due 5/27/2011

Barclays Bank plc 9.000% due 11/30/2010

Barclays Bank plc 9.500% due 5/27/2011

Barclays Bank plc 9.500% due 11/30/2010

Barclays Bank plc 10.000% due 5/27/2011

Barclays Bank plc 9.000% due 11/30/2010

Barclays Bank plc 8.250% due 5/27/2011

Barclays Bank plc 13.000% due 11/30/2010

Barclays Bank plc 9.000% due 5/27/2011

Barclays Bank plc 9.000% due 5/27/2011

Barclays Bank plc 11.750% due 11/30/2010

Barclays Bank plc 9.000% due 5/27/2011

Barclays Bank plc 20.000% due 8/30/2010

Barclays Bank plc 9.250% due 5/27/2011

Barclays Bank plc 20.000% due 8/30/2010

Barclays Bank plc 17.500% due 8/30/2010

Barclays Bank plc 15.500% due 8/30/2010

Barclays Bank plc 8.000% due 11/30/2010

Barclays Bank plc 13.500% due 11/30/2010

Barclays Bank plc 14.500% due 8/30/2010

Barclays Bank plc 11.000% due 11/30/2010

Barclays Bank plc 20.000% due 11/30/2010

Barclays Bank plc 11.250% due 11/30/2010

Barclays Bank plc 8.500% due 5/27/2011

Barclays Bank plc 9.000% due 11/30/2010

Barclays Bank plc 15.300% due 8/30/2010

Barclays Bank plc 9.500% due 11/30/2010

Barclays Bank plc 8.000% due 8/30/2010

Barclays Bank plc 10.000% due 8/30/2010

Barclays Bank plc 12.000% due 8/30/2010

Barclays Bank plc 8.500% due 5/27/2011

Barclays Bank plc 12.400% due 8/30/2010

Barclays Bank plc 11.000% due 8/30/2010

Barclays Bank plc 9.000% due 5/27/2011

Barclays Bank plc 10.000% due 11/30/2010

Barclays Bank plc 13.000% due 8/30/2010

Barclays Bank plc 10.500% due 11/30/2010

Barclays Bank plc 15.500% due 11/30/2010

Barclays Bank plc 9.500% due 11/30/2010

Barclays Bank plc 18.500% due 8/30/2010

Barclays Bank plc 9.000% due 11/30/2010

Barclays Bank plc 6.000% due 11/30/2010

Barclays Bank plc 9.000% due 11/30/2010

Barclays Bank plc 8.250% due 5/27/2011

Barclays Bank plc 14.000% due 11/30/2010

Barclays Bank plc 17.000% due 11/30/2010

Barclays Bank plc 12.000% due 11/30/2010

Barclays Bank plc 10.750% due 8/30/2010

Barclays Bank plc 9.750% due 11/30/2010

Barclays Bank plc 20.000% due 8/30/2010

Barclays Bank plc 9.000% due 11/30/2010

Barclays Bank plc 14.000% due 11/30/2010

Barclays Bank plc 10.500% due 11/30/2010

Barclays Bank plc 8.000% due 5/27/2011

Barclays Bank plc 14.500% due 8/30/2010

Barclays Bank plc 16.000% due 8/30/2010

Barclays Bank plc 10.000% due 11/30/2010

Barclays Bank plc 10.000% due 11/30/2010

Barclays Bank plc 9.500% due 11/30/2010

Barclays Bank plc 20.000% due 11/30/2010

Barclays Bank plc 12.000% due 11/30/2010

Barclays Bank plc 12.000% due 11/30/2010

Barclays Bank plc 12.000% due 8/30/2010

Barclays Bank plc 11.000% due 11/30/2010

Barclays Bank plc 10.000% due 8/30/2010

Barclays Bank plc 10.500% due 11/30/2010

Barclays Bank plc 8.500% due 11/30/2010

Barclays Bank plc 8.750% due 5/27/2011

Barclays Bank plc 8.500% due 5/27/2011

Barclays Bank plc 20.000% due 8/30/2010

Barclays Bank plc 15.750% due 11/30/2010

Barclays Bank plc 14.500% due 11/30/2010

Barclays Bank plc 9.750% due 11/30/2010

Barclays Bank plc 11.250% due 5/27/2011

Barclays Bank plc 10.250% due 5/27/2011

Barclays Bank plc 19.000% due 11/30/2010

Barclays Bank plc 19.250% due 8/30/2010

Barclays Bank plc 14.000% due 11/30/2010

Barclays Bank plc 20.000% due 8/30/2010

Barclays Bank plc 14.000% due 8/30/2010

Barclays Bank plc 15.250% due 11/30/2010

Barclays Bank plc 15.000% due 8/30/2010

Barclays Bank plc 15.000% due 8/30/2010

Barclays Bank plc 12.250% due 11/30/2010

Barclays Bank plc 20.000% due 8/30/2010

Barclays Bank plc 8.000% due 8/30/2010

Barclays Bank plc 13.000% due 8/30/2010

Barclays Bank plc 0.000% due 5/29/2012

Barclays Bank plc 15.750% due 8/27/2010

Barclays Bank plc 12.000% due 1/22/2011

Barclays Bank plc 0.000% due 5/24/2012

Barclays Bank plc 0.000% due 11/25/2011

Barclays Bank plc 11% for one year; after that, four times spread of 30-year CMS rate over two-year CMS rate less 25 bps, capped at 11%; payable quarterly due 6/9/2025

Barclays Bank plc 0.000% due 5/28/2013

Barclays Bank plc 8.000% due 8/26/2010

Barclays Bank plc 15.500% due 11/26/2010

Barclays Bank plc Initially 5%; from June 9, 2015 to June 8, 2020, 5.75%; thereafter 7%; payable semi-annually due 6/9/2025

Barclays Bank plc 13% for one year; after that, four times spread of 10-year CMS rate over two-year CMS rate, capped at 13%; payable quarterly due 5/25/2025

Barclays Bank plc 12% for one year; after that, four times spread of 30-year CMS rate over two-year CMS rate less 25 bps, capped at 12%; payable semiannually due 5/25/2025

Barclays Bank plc 12.000% due 11/26/2010

Barclays Bank plc 11.500% due 5/24/2011

Barclays Bank plc 0.000% due 5/23/2013

Barclays Bank plc 9.000% due 2/25/2011

Barclays Bank plc 9.000% due 3/30/2011

Barclays Bank plc 8.500% due 3/30/2011

Barclays Bank plc 8.000% due 3/30/2011

Barclays Bank plc 13% for one year; after that, four times spread of 10-year CMS rate over two-year CMS rate, capped at 13%; payable quarterly due 6/2/2025

Barclays Bank plc 9.000% due 11/24/2010

Barclays Bank plc 15.000% due 11/24/2010

Barclays Bank plc 8.000% due 8/24/2010

Barclays Bank plc 2.500% due 5/24/2017

Barclays Bank plc Applicable rate multiplied by proportion of days on which six-month Libor is less than or equal to barrier; applicable rate is 7% for first five years, 8% for next five years and 10% for final five years; barrier is 5% for first five years, 6% for next fi due 5/21/2025

Barclays Bank plc 9.625% due 11/23/2010

Barclays Bank plc 9.000% due 2/25/2011

Barclays Bank plc 10.950% due 5/23/2011

Barclays Bank plc 13.000% due 5/23/2011

Barclays Bank plc 0.000% due 5/17/2012

Barclays Bank plc Per-year rate equal to CMT rate plus 30 bps, capped at 10%; payable quarterly due 5/28/2020

Barclays Bank plc 20.000% due 8/19/2010

Barclays Bank plc 16.100% due 11/17/2011

Barclays Bank plc 12.000% due 8/19/2010

Barclays Bank plc 8.500% due 8/18/2010

Barclays Bank plc 10.000% due 9/30/2010

Barclays Bank plc 10.250% due 12/28/2010

Barclays Bank plc Initially 5%; from May 28, 2015 to May 27, 2020, 6%; thereafter 7%; payable semi-annually due 5/28/2025

Barclays Bank plc 13% for one year; after that, four times spread of 10-year CMS rate over two-year CMS rate, capped at 13%; payable quarterly due 5/25/2025

Barclays Bank plc 6.25% for one year; then 0.96 times the 10-year CMT rate, floor of 3% and cap of 9%; payable quarterly due 5/19/2020

Barclays Bank plc 20.000% due 8/17/2010

Barclays Bank plc 10.500% due 8/26/2010

Barclays Bank plc 9.000% due 12/28/2010

Barclays Bank plc 0.000% due 11/18/2011

Barclays Bank plc 0.000% due 11/18/2011

Barclays Bank plc 6.000% due 11/18/2010

Barclays Bank plc 0.000% due 1/9/2012

Barclays Bank plc 12% for one year; after that, four times spread of 30-year CMS rate over two-year CMS rate less 25 bps, capped at 12%; payable semiannually due 5/25/2025

Barclays Bank plc 8.000% due 8/13/2010

Barclays Bank plc 0.000% due 5/26/2011

Barclays Bank plc 0.000% due 5/25/2011

Barclays Bank plc 11.350% due 11/10/2011

Barclays Bank plc Applicable rate multiplied by proportion of days on which six-month Libor is less than or equal to barrier; applicable rate is 7% for first five years, 8% for next five years and 10% for final five years; barrier is 5% for first five years, 6% for next five years and 7% for final five years; payable quarterly due 5/21/2025

Barclays Bank plc 12.100% due 11/12/2010

Barclays Bank plc 15.250% due 5/11/2011

Barclays Bank plc 0.000% due 5/8/2015

Barclays Bank plc 0.000% due 5/9/2013

Barclays Bank plc 0.000% due 5/9/2013

Barclays Bank plc 0.000% due 5/9/2013

Barclays Bank plc 0.000% due 5/8/2013

Barclays Bank plc 9.000% due 3/30/2011

Barclays Bank plc 0.000% due 1/9/2012

Barclays Bank plc 0.000% due 8/9/2011

Barclays Bank plc 0.000% due 5/12/2011

Barclays Bank plc 20.000% due 8/6/2010

Barclays Bank plc Initially 4.625%; from May 19, 2015 to May 18, 2020, 5.5%; thereafter 7%; payable semi-annually due 5/19/2025

Barclays Bank plc 0.000% due 5/19/2011

Barclays Bank plc 0.000% due 11/7/2011

Barclays Bank plc 0.000% due 11/7/2011

Barclays Bank plc 18.250% due 11/2/2010

Barclays Bank plc 0.000% due 1/30/2019

Barclays Bank plc 11.000% due 11/2/2010

Barclays Bank plc 12.000% due 10/29/2010

Barclays Bank plc 9.700% due 10/29/2010

Barclays Bank plc 12.000% due 10/29/2010

Barclays Bank plc 0.000% due 4/29/2016

Barclays Bank plc 0.000% due 4/29/2016

Barclays Bank plc 0.000% due 4/30/2013

Barclays Bank plc 0.000% due 4/30/2013

Barclays Bank plc 0.000% due 4/29/2016

Barclays Bank plc 0.000% due 4/30/2012

Barclays Bank plc 0.000% due 4/30/2013

Barclays Bank plc 0.000% due 10/31/2011

Barclays Bank plc 0.000% due 10/31/2011

Barclays Bank plc 0.000% due 5/31/2011

Barclays Bank plc 0.000% due 5/31/2011

Barclays Bank plc 0.000% due 10/31/2011

Barclays Bank plc 0.000% due 5/31/2011

Barclays Bank plc 0.000% due 4/30/2013

Barclays Bank plc 0.000% due 5/2/2011

Barclays Bank plc 0.000% due 10/31/2011

Barclays Bank plc 0.000% due 4/30/2015

Barclays Bank plc 0.000% due 4/30/2015

Barclays Bank plc 0.000% due 4/30/2013

Barclays Bank plc 20.000% due 7/30/2010

Barclays Bank plc 20.000% due 7/30/2010

Barclays Bank plc 9.000% due 4/29/2011

Barclays Bank plc 8.000% due 4/29/2011

Barclays Bank plc 9.250% due 10/29/2010

Barclays Bank plc 10.500% due 10/29/2010

Barclays Bank plc 9.000% due 10/29/2010

Barclays Bank plc 9.000% due 4/29/2011

Barclays Bank plc 11.000% due 7/30/2010

Barclays Bank plc 8.250% due 4/29/2011

Barclays Bank plc 14.500% due 10/29/2010

Barclays Bank plc 11.000% due 10/29/2010

Barclays Bank plc 16.500% due 10/29/2010

Barclays Bank plc 9.000% due 10/29/2010

Barclays Bank plc 9.000% due 4/29/2011

Barclays Bank plc 8.000% due 4/29/2011

Barclays Bank plc 9.000% due 3/30/2011

Barclays Bank plc 9.000% due 4/29/2011

Barclays Bank plc 11.000% due 10/29/2010

Barclays Bank plc 10.500% due 10/29/2010

Barclays Bank plc 8.250% due 4/29/2011

Barclays Bank plc 8.000% due 4/29/2011

Barclays Bank plc 8.000% due 4/29/2011

Barclays Bank plc 8.250% due 4/29/2011

Barclays Bank plc 10.000% due 10/29/2010

Barclays Bank plc 13.500% due 10/29/2010

Barclays Bank plc 13.500% due 10/29/2010

Barclays Bank plc 10.500% due 10/29/2010

Barclays Bank plc 11.000% due 7/30/2010

Barclays Bank plc 11.000% due 7/30/2010

Barclays Bank plc 9.250% due 4/29/2011

Barclays Bank plc 9.500% due 4/29/2011

Barclays Bank plc 8.000% due 4/29/2011

Barclays Bank plc 14.250% due 10/29/2010

Barclays Bank plc 13.650% due 10/29/2010

Barclays Bank plc 14.500% due 7/30/2010

Barclays Bank plc 13.500% due 10/29/2010

Barclays Bank plc 10.250% due 10/29/2010

Barclays Bank plc 9.250% due 7/30/2010

Barclays Bank plc 11.750% due 10/29/2010

Barclays Bank plc 10.000% due 10/29/2010

Barclays Bank plc 10.150% due 4/29/2011

Barclays Bank plc 10.000% due 7/30/2010

Barclays Bank plc 8.000% due 4/29/2011

Barclays Bank plc 8.000% due 4/29/2011

Barclays Bank plc 12.250% due 10/29/2010

Barclays Bank plc 11.000% due 10/29/2010

Barclays Bank plc 9.250% due 4/29/2011

Barclays Bank plc 9.000% due 4/29/2011

Barclays Bank plc 11.500% due 10/29/2010

Barclays Bank plc 11.000% due 10/29/2010

Barclays Bank plc 8.000% due 4/29/2011

Barclays Bank plc 8.250% due 4/29/2011

Barclays Bank plc 9.000% due 4/29/2011

Barclays Bank plc 11.000% due 10/29/2010

Barclays Bank plc 8.000% due 10/29/2010

Barclays Bank plc 9.500% due 10/29/2010

Barclays Bank plc 13.000% due 7/30/2010

Barclays Bank plc 10.750% due 10/29/2010

Barclays Bank plc 10.000% due 10/29/2010

Barclays Bank plc 9.000% due 4/29/2011

Barclays Bank plc 12.750% due 10/29/2010

Barclays Bank plc 9.500% due 10/29/2010

Barclays Bank plc 20.000% due 10/29/2010

Barclays Bank plc 9.000% due 4/29/2011

Barclays Bank plc 9.000% due 4/29/2011

Barclays Bank plc 11.500% due 10/29/2010

Barclays Bank plc 10.750% due 10/29/2010

Barclays Bank plc 8.250% due 4/29/2011

Barclays Bank plc 11.000% due 10/29/2010

Barclays Bank plc 10.500% due 10/29/2010

Barclays Bank plc 8.500% due 4/29/2011

Barclays Bank plc 9.000% due 4/29/2011

Barclays Bank plc 10.250% due 10/29/2010

Barclays Bank plc 11.250% due 10/29/2010

Barclays Bank plc 8.250% due 4/29/2011

Barclays Bank plc 16.000% due 10/29/2010

Barclays Bank plc 10.000% due 10/29/2010

Barclays Bank plc 8.000% due 4/29/2011

Barclays Bank plc 9.000% due 4/29/2011

Barclays Bank plc 12.000% due 10/29/2010

Barclays Bank plc 10.000% due 10/29/2010

Barclays Bank plc 11.250% due 10/29/2010

Barclays Bank plc 10.250% due 10/29/2010

Barclays Bank plc 15.000% due 7/30/2010

Barclays Bank plc 15.000% due 7/30/2010

Barclays Bank plc 8.000% due 4/29/2011

Barclays Bank plc 9.000% due 4/29/2011

Barclays Bank plc 12.000% due 10/29/2010

Barclays Bank plc 9.000% due 4/29/2011

Barclays Bank plc 14.000% due 10/29/2010

Barclays Bank plc 8.250% due 4/29/2011

Barclays Bank plc 16.750% due 10/29/2010

Barclays Bank plc 17.000% due 10/29/2010

Barclays Bank plc 8.000% due 4/29/2011

Barclays Bank plc 8.000% due 4/29/2011

Barclays Bank plc 9.250% due 4/29/2011

Barclays Bank plc 8.000% due 4/29/2011

Barclays Bank plc 9.500% due 10/29/2010

Barclays Bank plc 9.250% due 4/29/2011

Barclays Bank plc 8.000% due 4/29/2011

Barclays Bank plc 10.000% due 4/29/2011

Barclays Bank plc 10.000% due 10/29/2010

Barclays Bank plc 14.100% due 7/30/2010

Barclays Bank plc 11.750% due 10/29/2010

Barclays Bank plc 10.250% due 10/29/2010

Barclays Bank plc 8.000% due 10/29/2010

Barclays Bank plc 18.750% due 7/30/2010

Barclays Bank plc 11.250% due 10/29/2010

Barclays Bank plc 9.250% due 4/29/2011

Barclays Bank plc 9.000% due 4/29/2011

Barclays Bank plc 10.000% due 4/29/2011

Barclays Bank plc 9.250% due 4/29/2011

Barclays Bank plc 9.500% due 10/29/2010

Barclays Bank plc 8.500% due 4/29/2011

Barclays Bank plc 11.000% due 10/29/2010

Barclays Bank plc 8.500% due 4/29/2011

Barclays Bank plc 10.250% due 10/29/2010

Barclays Bank plc 8.250% due 4/29/2011

Barclays Bank plc 9.000% due 3/30/2011

Barclays Bank plc 9.000% due 4/29/2011

Barclays Bank plc 9.500% due 4/29/2011

Barclays Bank plc 11.250% due 10/29/2010

Barclays Bank plc 9.000% due 4/29/2011

Barclays Bank plc 10.750% due 10/29/2010

Barclays Bank plc 8.500% due 4/29/2011

Barclays Bank plc 11.500% due 10/29/2010

Barclays Bank plc 10.750% due 7/30/2010

Barclays Bank plc 10.250% due 10/29/2010

Barclays Bank plc 11.500% due 10/29/2010

Barclays Bank plc 12.650% due 7/30/2010

Barclays Bank plc 10.500% due 4/29/2011

Barclays Bank plc 8.000% due 4/29/2011

Barclays Bank plc 8.000% due 4/29/2011

Barclays Bank plc 8.500% due 4/29/2011

Barclays Bank plc 10.250% due 10/29/2010

Barclays Bank plc 8.250% due 4/29/2011

Barclays Bank plc 8.750% due 10/29/2010

Barclays Bank plc 10.750% due 10/29/2010

Barclays Bank plc 8.000% due 4/29/2011

Barclays Bank plc 9.500% due 4/29/2011

Barclays Bank plc 12.000% due 7/30/2010

Barclays Bank plc 19.900% due 10/29/2010

Barclays Bank plc 19.750% due 7/30/2010

Barclays Bank plc 8.000% due 4/29/2011

Barclays Bank plc 12.000% due 10/29/2010

Barclays Bank plc 12.000% due 10/29/2010

Barclays Bank plc 8.000% due 4/29/2011

Barclays Bank plc 10.500% due 10/29/2010

Barclays Bank plc 8.500% due 7/30/2010

Barclays Bank plc 10.000% due 10/29/2010

Barclays Bank plc 11.900% due 10/29/2010

Barclays Bank plc 12.250% due 7/30/2010

Barclays Bank plc 9.500% due 10/29/2010

Barclays Bank plc 10.250% due 10/29/2010

Barclays Bank plc 8.000% due 4/29/2011

Barclays Bank plc 10.500% due 10/29/2010

Barclays Bank plc 20.000% due 7/30/2010

Barclays Bank plc 18.000% due 7/30/2010

Barclays Bank plc 15.750% due 10/29/2010

Barclays Bank plc 13.000% due 7/30/2010

Barclays Bank plc 10.750% due 10/29/2010

Barclays Bank plc 16.250% due 7/30/2010

Barclays Bank plc 16.250% due 7/30/2010

Barclays Bank plc 8.250% due 4/29/2011

Barclays Bank plc 12.750% due 10/29/2010

Barclays Bank plc 10.000% due 10/29/2010

Barclays Bank plc 8.250% due 4/29/2011

Barclays Bank plc 8.250% due 4/29/2011

Barclays Bank plc 11.750% due 10/29/2010

Barclays Bank plc 11.500% due 10/29/2010

Barclays Bank plc 9.000% due 4/29/2011

Barclays Bank plc 8.250% due 4/29/2011

Barclays Bank plc 10.000% due 4/29/2011

Barclays Bank plc 11.500% due 10/29/2010

Barclays Bank plc 11.000% due 10/29/2010

Barclays Bank plc 10.000% due 4/29/2011

Barclays Bank plc 0.000% due 5/31/2011

Barclays Bank plc 0.000% due 4/26/2012

Barclays Bank plc 0.000% due 10/31/2011

Barclays Bank plc 0.000% due 10/31/2011

Barclays Bank plc 8.000% due 7/29/2010

Barclays Bank plc 0.000% due 5/27/2011

Barclays Bank plc 0.000% due 11/2/2011

Barclays Bank plc 0.000% due 5/12/2011

Barclays Bank plc 13.050% due 4/27/2012

Barclays Bank plc 0.000% due 4/25/2013

Barclays Bank plc 12.400% due 7/27/2010

Barclays Bank plc 0.000% due 4/25/2013

Barclays Bank plc 10.000% due 1/28/2011

Barclays Bank plc Initially 4.5%; from May 6, 2015 to May 5, 2020, 5.5%; thereafter 7%; payable semi-annually due 5/6/2025

Barclays Bank plc 14.000% due 10/25/2010

Barclays Bank plc 9.750% due 10/25/2010

Barclays Bank plc 8.250% due 7/22/2010

Barclays Bank plc 0.000% due 4/22/2015

Barclays Bank plc 11% for one year; after that, four times spread of 10-year CMS rate over two-year CMS rate, capped at 15%; payable semiannually due 4/22/2025

Barclays Bank plc 0.000% due 10/27/2011

Barclays Bank plc 0.000% due 5/9/2011

Barclays Bank plc 0.000% due 4/19/2013

Barclays Bank plc 0.000% due 10/24/2011

Barclays Bank plc 20.000% due 7/21/2010

Barclays Bank plc 8.950% due 4/20/2012

Barclays Bank plc 12.950% due 4/20/2012

Barclays Bank plc 0.000% due 4/22/2011

Barclays Bank plc 0.000% due 5/20/2011

Barclays Bank plc 12% for one year; after that, four times spread of 30-year CMS rate over two-year CMS rate, capped at 15%; payable semiannually due 4/20/2030

Barclays Bank plc 14.000% due 10/20/2010

Barclays Bank plc Initially 5.75%; beginning April 28, 2011, Libor plus 150 bps; capped at 6.75% due 4/28/2020

Barclays Bank plc Equal to the change in the CPI plus a spread of 2.25%; floor of 0% and cap of 8.5%; payable monthly due 4/28/2020

Barclays Bank plc 0.000% due 11/3/2010

Barclays Bank plc Equal to the 10-year CMS rate, capped at 7.05% per year; payable quarterly due 4/29/2020

Barclays Bank plc 0.92 times the 10-year CMS rate, capped at 15% per year; floor of 3%; payable quarterly due 4/16/2020

Barclays Bank plc 0.000% due 10/24/2011

Barclays Bank plc 12.750% due 10/18/2010

Barclays Bank plc 0.000% due 4/18/2011

Barclays Bank plc 0.000% due 6/24/2038

Barclays Bank plc 11.000% due 11/12/2010

Barclays Bank plc 11% for one year; after that, four times spread of 10-year CMS rate over two-year CMS rate, capped at 15%; payable semiannually due 4/22/2025

Barclays Bank plc 0.000% due 4/10/2015

Barclays Bank plc 0.000% due 4/10/2013

Barclays Bank plc 0.000% due 4/10/2013

Barclays Bank plc 0.000% due 4/11/2012

Barclays Bank plc 0.000% due 4/10/2015

Barclays Bank plc 0.9 times the 10-year CMS rate, capped at 10% per year; floor of 3%; payable quarterly due 4/20/2020

Barclays Bank plc 0.92 times the 10-year CMS rate, capped at 15% per year; floor of 3%; payable quarterly due 4/16/2020

Barclays Bank plc Initially 4.25%; from April 21, 2012 to April 20, 2014, 4.75%; from April 21, 2014 to April 20, 2016, 5%; from April 21, 2016 to April 20, 2018, 6%; from April 21, 2018 to maturty, 7%; payable semi-annually due 4/21/2020

Barclays Bank plc 0.000% due 4/8/2015

Barclays Bank plc 0.000% due 4/7/2015

Barclays Bank plc 11.5% for first year; after that, four times spread of 10-year CMS rate over two-year CMS rate, capped at 15% with floor of zero; payable semiannually due 4/7/2025

Barclays Bank plc 12% for one year; after that, four times spread of 30-year CMS rate over two-year CMS rate, capped at 15%; payable semiannually due 4/20/2030

Barclays Bank plc 0.000% due 4/7/2015

Barclays Bank plc 0.000% due 10/11/2011

Barclays Bank plc 0.000% due 7/9/2010

Barclays Bank plc 15.500% due 10/6/2010

Barclays Bank plc Initially 5%; from April 16, 2015 to April 15, 2020, 5.65%; from April 16, 2020 to maturity 7%; payable semi-annually due 4/16/2025

Barclays Bank plc Initially 4.5%; from April 16, 2013 to April 15, 2016, 5%; from April 16, 2016 to April 15, 2019, 5.5%; from April 16, 2019 to April 15, 2022, 7%; thereafter 9%; payable semi-annually due 4/16/2025

Barclays Bank plc 0.000% due 10/10/2011

Barclays Bank plc 8.000% due 1/28/2011

Barclays Bank plc 0.000% due 6/24/2038

Barclays Bank plc 11.350% due 9/30/2010

Barclays Bank plc 9.500% due 9/30/2010

Barclays Bank plc 0.000% due 3/31/2016

Barclays Bank plc 0.000% due 3/31/2016

Barclays Bank plc 0.000% due 3/31/2016

Barclays Bank plc 0.000% due 4/2/2012

Barclays Bank plc 0.000% due 4/1/2011

Barclays Bank plc 0.000% due 3/28/2013

Barclays Bank plc 0.000% due 3/31/2015

Barclays Bank plc 0.000% due 9/28/2011

Barclays Bank plc 0.000% due 3/28/2012

Barclays Bank plc 0.000% due 3/28/2013

Barclays Bank plc 0.000% due 9/30/2010

Barclays Bank plc 0.000% due 4/2/2012

Barclays Bank plc 0.000% due 3/29/2013

Barclays Bank plc 9.000% due 9/30/2010

Barclays Bank plc 8.000% due 3/30/2011

Barclays Bank plc 8.000% due 3/30/2011

Barclays Bank plc 8.000% due 3/30/2011

Barclays Bank plc 11.250% due 3/30/2011

Barclays Bank plc 12.250% due 9/30/2010

Barclays Bank plc 10.000% due 9/30/2010

Barclays Bank plc 11.500% due 9/30/2010

Barclays Bank plc 11.000% due 9/30/2010

Barclays Bank plc 10.250% due 3/30/2011

Barclays Bank plc 9.250% due 3/30/2011

Barclays Bank plc 10.500% due 6/30/2010

Barclays Bank plc 9.000% due 3/30/2011

Barclays Bank plc 8.000% due 3/30/2011

Barclays Bank plc 8.000% due 3/30/2011

Barclays Bank plc 8.000% due 3/30/2011

Barclays Bank plc 9.000% due 9/30/2010

Barclays Bank plc 9.000% due 3/30/2011

Barclays Bank plc 8.000% due 3/30/2011

Barclays Bank plc 8.000% due 3/30/2011

Barclays Bank plc 14.000% due 9/30/2010

Barclays Bank plc 17.500% due 6/30/2010

Barclays Bank plc 9.000% due 9/30/2010

Barclays Bank plc 9.000% due 3/30/2011

Barclays Bank plc 9.000% due 3/30/2011

Barclays Bank plc 9.000% due 3/30/2011

Barclays Bank plc 10.500% due 9/30/2010

Barclays Bank plc 9.000% due 3/30/2011

Barclays Bank plc 8.500% due 9/30/2010

Barclays Bank plc 9.000% due 3/30/2011

Barclays Bank plc 10.500% due 9/30/2010

Barclays Bank plc 8.500% due 3/30/2011

Barclays Bank plc 8.500% due 3/30/2011

Barclays Bank plc 8.500% due 9/30/2010

Barclays Bank plc 9.000% due 9/30/2010

Barclays Bank plc 10.250% due 3/30/2011

Barclays Bank plc 9.250% due 3/30/2011

Barclays Bank plc 10.750% due 6/30/2010

Barclays Bank plc 9.000% due 9/30/2010

Barclays Bank plc 10.000% due 9/30/2010

Barclays Bank plc 11.500% due 9/30/2010

Barclays Bank plc 8.500% due 3/30/2011

Barclays Bank plc 10.500% due 9/30/2010

Barclays Bank plc 9.500% due 9/30/2010

Barclays Bank plc 9.500% due 3/30/2011

Barclays Bank plc 9.500% due 9/30/2010

Barclays Bank plc 8.500% due 3/30/2011

Barclays Bank plc 11.250% due 9/30/2010

Barclays Bank plc 8.750% due 3/30/2011

Barclays Bank plc 8.000% due 9/30/2010

Barclays Bank plc 10.500% due 9/30/2010

Barclays Bank plc 11.500% due 6/30/2010

Barclays Bank plc 10.500% due 9/30/2010

Barclays Bank plc 9.500% due 9/30/2010

Barclays Bank plc 8.500% due 3/30/2011

Barclays Bank plc 10.500% due 6/30/2010

Barclays Bank plc 10.250% due 9/30/2010

Barclays Bank plc 10.500% due 9/30/2010

Barclays Bank plc 8.500% due 9/30/2010

Barclays Bank plc 9.000% due 3/30/2011

Barclays Bank plc 11.000% due 6/30/2010

Barclays Bank plc 13.250% due 9/30/2010

Barclays Bank plc 9.000% due 9/30/2010

Barclays Bank plc 8.500% due 9/30/2010

Barclays Bank plc 10.500% due 9/30/2010

Barclays Bank plc 11.000% due 9/30/2010

Barclays Bank plc 10.000% due 9/30/2010

Barclays Bank plc 11.750% due 9/30/2010

Barclays Bank plc 10.750% due 3/30/2011

Barclays Bank plc 9.250% due 3/30/2011

Barclays Bank plc 11.500% due 9/30/2010

Barclays Bank plc 12.750% due 9/30/2010

Barclays Bank plc 10.000% due 9/30/2010

Barclays Bank plc 8.000% due 9/30/2010

Barclays Bank plc 9.500% due 3/30/2011

Barclays Bank plc 10.500% due 6/30/2010

Barclays Bank plc 8.500% due 3/30/2011

Barclays Bank plc 11.000% due 9/30/2010

Barclays Bank plc 10.000% due 9/30/2010

Barclays Bank plc 9.250% due 3/30/2011

Barclays Bank plc 8.500% due 3/30/2011

Barclays Bank plc 10.000% due 9/30/2010

Barclays Bank plc 10.500% due 9/30/2010

Barclays Bank plc 12.000% due 6/30/2010

Barclays Bank plc 8.500% due 3/30/2011

Barclays Bank plc 10.500% due 9/30/2010

Barclays Bank plc 20.000% due 6/30/2010

Barclays Bank plc 10.000% due 9/30/2010

Barclays Bank plc 9.000% due 9/30/2010

Barclays Bank plc 10.000% due 3/30/2011

Barclays Bank plc 10.500% due 9/30/2010

Barclays Bank plc 10.500% due 3/30/2011

Barclays Bank plc 9.250% due 3/30/2011

Barclays Bank plc 10.000% due 9/30/2010

Barclays Bank plc 8.000% due 6/30/2010

Barclays Bank plc 12.000% due 9/30/2010

Barclays Bank plc 8.000% due 3/30/2011

Barclays Bank plc 10.000% due 9/30/2010

Barclays Bank plc 10.250% due 9/30/2010

Barclays Bank plc 12.500% due 9/30/2010

Barclays Bank plc 8.000% due 9/30/2010

Barclays Bank plc 10.000% due 9/30/2010

Barclays Bank plc 9.000% due 3/30/2011

Barclays Bank plc 10.250% due 9/30/2010

Barclays Bank plc 9.500% due 9/30/2010

Barclays Bank plc 10.000% due 9/30/2010

Barclays Bank plc 12.000% due 6/30/2010

Barclays Bank plc 9.250% due 9/30/2010

Barclays Bank plc 12.500% due 6/30/2010

Barclays Bank plc 9.000% due 3/30/2011

Barclays Bank plc 10.000% due 3/30/2011

Barclays Bank plc 8.000% due 3/30/2011

Barclays Bank plc 10.000% due 9/30/2010

Barclays Bank plc 8.000% due 9/30/2010

Barclays Bank plc 9.500% due 9/30/2010

Barclays Bank plc 10.000% due 9/30/2010

Barclays Bank plc 10.000% due 3/30/2011

Barclays Bank plc 8.000% due 3/30/2011

Barclays Bank plc 10.000% due 9/30/2010

Barclays Bank plc 9.000% due 3/30/2011

Barclays Bank plc 8.500% due 9/30/2010

Barclays Bank plc 8.000% due 3/30/2011

Barclays Bank plc 10.000% due 9/30/2010

Barclays Bank plc 10.000% due 9/30/2010

Barclays Bank plc 8.000% due 3/30/2011

Barclays Bank plc 9.000% due 3/30/2011

Barclays Bank plc 9.000% due 6/30/2010

Barclays Bank plc 10.750% due 9/30/2010

Barclays Bank plc 10.000% due 9/30/2010

Barclays Bank plc 12.000% due 9/30/2010

Barclays Bank plc 11.250% due 3/30/2011

Barclays Bank plc 12.250% due 6/30/2010

Barclays Bank plc 13.000% due 9/30/2010

Barclays Bank plc 8.250% due 9/30/2010

Barclays Bank plc 20.000% due 9/30/2010

Barclays Bank plc 20.000% due 6/30/2010

Barclays Bank plc 20.000% due 6/30/2010

Barclays Bank plc 11.000% due 9/30/2010

Barclays Bank plc 12.000% due 9/30/2010

Barclays Bank plc 9.500% due 9/30/2010

Barclays Bank plc 10.000% due 9/30/2010

Barclays Bank plc 9.500% due 9/30/2010

Barclays Bank plc 8.500% due 9/30/2010

Barclays Bank plc 9.500% due 9/30/2010

Barclays Bank plc 8.000% due 3/30/2011

Barclays Bank plc 12.500% due 9/30/2010

Barclays Bank plc 9.000% due 3/30/2011

Barclays Bank plc 10.000% due 3/30/2011

Barclays Bank plc 9.000% due 3/30/2011

Barclays Bank plc 8.000% due 3/30/2011

Barclays Bank plc 9.500% due 9/30/2010

Barclays Bank plc 9.000% due 9/30/2010

Barclays Bank plc 10.000% due 9/30/2010

Barclays Bank plc 10.250% due 9/30/2010

Barclays Bank plc 10.000% due 6/30/2010

Barclays Bank plc 10.500% due 9/30/2010

Barclays Bank plc 12.250% due 9/30/2010

Barclays Bank plc 12.000% due 3/30/2011

Barclays Bank plc 10.250% due 9/30/2010

Barclays Bank plc 10.500% due 9/30/2010

Barclays Bank plc 9.250% due 9/30/2010

Barclays Bank plc 9.000% due 3/30/2011

Barclays Bank plc 10.500% due 9/30/2010

Barclays Bank plc 9.500% due 9/30/2010

Barclays Bank plc 14.500% due 6/30/2010

Barclays Bank plc 17.000% due 9/30/2010

Barclays Bank plc 18.000% due 6/30/2010

Barclays Bank plc 19.500% due 9/30/2010

Barclays Bank plc 17.000% due 3/30/2011

Barclays Bank plc 9.500% due 3/30/2011

Barclays Bank plc 8.250% due 3/30/2011

Barclays Bank plc 13.000% due 6/30/2010

Barclays Bank plc 11.000% due 6/30/2010

Barclays Bank plc 9.000% due 9/30/2010

Barclays Bank plc 9.500% due 3/30/2011

Barclays Bank plc 10.500% due 9/30/2010

Barclays Bank plc 10.500% due 3/30/2011

Barclays Bank plc 8.000% due 9/30/2010

Barclays Bank plc 10.000% due 9/30/2010

Barclays Bank plc 10.000% due 3/30/2011

Barclays Bank plc 9.500% due 3/30/2011

Barclays Bank plc 11.000% due 9/30/2010

Barclays Bank plc 10.000% due 9/30/2010

Barclays Bank plc 9.250% due 9/30/2010

Barclays Bank plc 10.250% due 9/30/2010

Barclays Bank plc 18.000% due 9/30/2010

Barclays Bank plc 16.000% due 6/30/2010

Barclays Bank plc 10.500% due 9/30/2010

Barclays Bank plc 20.000% due 9/30/2010

Barclays Bank plc 18.500% due 6/30/2010

Barclays Bank plc 8.250% due 3/30/2011

Barclays Bank plc 12.500% due 9/30/2010

Barclays Bank plc 10.500% due 9/30/2010

Barclays Bank plc 9.250% due 3/30/2011

Barclays Bank plc 10.500% due 9/30/2010

Barclays Bank plc 10.000% due 9/30/2010

Barclays Bank plc 8.250% due 3/30/2011

Barclays Bank plc 9.250% due 3/30/2011

Barclays Bank plc 10.000% due 3/30/2011

Barclays Bank plc 9.500% due 9/30/2010

Barclays Bank plc 12.750% due 9/30/2010

Barclays Bank plc 0.000% due 9/29/2011

Barclays Bank plc 0.000% due 4/29/2011

Barclays Bank plc 0.000% due 4/29/2011

Barclays Bank plc 0.000% due 4/29/2011

Barclays Bank plc 0.000% due 4/29/2011

Barclays Bank plc 0.000% due 9/29/2011

Barclays Bank plc 10.000% due 10/16/2010

Barclays Bank plc 0.000% due 1/9/2012

Barclays Bank plc 0.000% due 9/29/2011

Barclays Bank plc 11.5% for first year; after that, four times spread of 10-year CMS rate over two-year CMS rate, capped at 15% with floor of zero; payable semiannually due 4/7/2025

Barclays Bank plc 0.000% due 7/1/2010

Barclays Bank plc 10.250% due 12/28/2010

Barclays Bank plc 11.5% for first year; after that, 4.25 times spread of 10-year CMS rate over two-year CMS rate, with floor of 0% and cap of 11.5%; payable semiannually due 3/26/2025

Barclays Bank plc 10.250% due 12/28/2010

Barclays Bank plc 9.000% due 2/25/2011

Barclays Bank plc 0.000% due 3/27/2013

Barclays Bank plc per-year rate equal to 10-year Constant Maturity Swap rate, capped at 8.25%; payable quarterly due 3/25/2020

Barclays Bank plc 8.500% due 6/25/2010

Barclays Bank plc 0.000% due 3/26/2012

Barclays Bank plc 0.000% due 4/5/2011

Barclays Bank plc 0.000% due 9/26/2011

Barclays Bank plc 14.000% due 9/23/2010

Barclays Bank plc Initially 3%; beginning April 1, 2012, Libor plus 170 bps; capped at 5% from April 1, 2012 to March 30, 2013, at 6% from April 1, 2013 to March 30, 2015, and at 7% from April 1, 2015 to Maturity; payable quarterly due 4/1/2017

Barclays Bank plc 0.000% due 9/26/2011

Barclays Bank plc 1.000% due 3/24/2015

Barclays Bank plc 9.450% due 5/24/2010

Barclays Bank plc 16.500% due 6/23/2010

Barclays Bank plc Initially 5%; from April 1, 2015 to March 31, 2020, 5.35%; thereafter 7%; payable semi-annually due 4/1/2025

Barclays Bank plc 9% multiplied by proportion of days on which six-month Libor is 9% or less and S&P 500 closes at or above 870 due 3/19/2025

Barclays Bank plc 0.000% due 1/30/2019

Barclays Bank plc 17.400% due 6/18/2010

Barclays Bank plc 9.000% due 9/21/2010

Barclays Bank plc 11.000% due 9/21/2010

Barclays Bank plc 0.000% due 3/19/2012

Barclays Bank plc 11.5% for first year; after that, 4.25 times spread of 10-year CMS rate over two-year CMS rate, with floor of 0% and cap of 11.5%; payable semiannually due 3/26/2025

Barclays Bank plc 0.000% due 4/1/2011

Barclays Bank plc 0.000% due 3/31/2011

Barclays Bank plc 21.000% due 6/17/2010

Barclays Bank plc 0.000% due 1/30/2019

Barclays Bank plc 13.750% due 9/16/2010

Barclays Bank plc 8.000% due 2/25/2011

Barclays Bank plc 4.5% for two years; thereafter, 150% of CPI change; floor of 0% and cap of 7% in year three, 8% in years four and five and 9% in years six and seven; payable monthly due 3/10/2017

Barclays Bank plc 11% for first year; after that, 4.5 times spread of 10-year CMS rate over two-year CMS rate, with floor of 0% and cap of 11%; payable semiannually due 3/12/2025

Barclays Bank plc per-year rate equal to 10-year Constant Maturity Swap rate, capped at 8.25%; payable quarterly due 3/25/2020

Barclays Bank plc 10.000% due 3/15/2011

Barclays Bank plc 13.500% due 6/14/2010

Barclays Bank plc 10.500% due 6/14/2010

Barclays Bank plc 15.500% due 6/11/2010

Barclays Bank plc 4.75% for years one through five, 6% for years five through 10, 7.5% for years 10 through 13, and 10% through maturity; payable semiannually due 3/25/2025

Barclays Bank plc 0.000% due 3/8/2012

Barclays Bank plc 9% multiplied by proportion of days on which six-month Libor is 9% or less and S&P 500 closes at or above 870 due 3/19/2025

Barclays Bank plc 13.250% due 9/10/2010

Barclays Bank plc 4.5% for two years; thereafter, 150% of CPI change; floor of 0% and cap of 7% in year three, 8% in years four and five and 9% in years six and seven; payable monthly due 3/10/2017

Barclays Bank plc 0.000% due 3/24/2011

Barclays Bank plc 0.000% due 3/9/2015

Barclays Bank plc 12.000% due 6/9/2010

Barclays Bank plc 0.000% due 9/8/2011

Barclays Bank plc 0.000% due 3/7/2013

Barclays Bank plc 0.000% due 3/7/2012

Barclays Bank plc 14.600% due 6/8/2010

Barclays Bank plc 16.500% due 8/26/2010

Barclays Bank plc 0.000% due 3/5/2013

Barclays Bank plc 9.000% due 2/25/2011

Barclays Bank plc 9.250% due 11/26/2010

Barclays Bank plc 13.000% due 2/25/2011

Barclays Bank plc 10.250% due 2/25/2011

Barclays Bank plc Initially 3%; beginning March 11, 2011, Libor plus 75 bps, capped at 5%; payable quarterly due 3/11/2015

Barclays Bank plc weighted average of the basket stocks’ returns, subject to a floor of zero; return of each basket stock capped at 10.7% with a floor of negative 35%; payable annually in March due 3/4/2015

Barclays Bank plc 8.500% due 12/28/2010

Barclays Bank plc 0.000% due 3/17/2011

Barclays Bank plc 0.000% due 3/1/2012

Barclays Bank plc 10-year CMS rate, capped at 8.4% per year; payable quarterly due 3/3/2020

Barclays Bank plc 0.000% due 8/31/2011

Barclays Bank plc 0.000% due 3/17/2011

Barclays Bank plc 4.5% for two years; thereafter, 150% of CPI change; floor of 0% and cap of 7% in year three, 8% in years four and five and 9% in years six and seven; payable monthly due 3/10/2017

Barclays Bank plc 8.000% due 5/27/2010

Barclays Bank plc 14.000% due 8/27/2010

Barclays Bank plc Initially 4.5%; from March 10, 2015 to March 10, 2020, 6%; thereafter 10%; payable semi-annually due 3/10/2025

Barclays Bank plc 8.000% due 9/8/2010

Barclays Bank plc 0.000% due 2/29/2016

Barclays Bank plc 0.000% due 2/29/2016

Barclays Bank plc 0.000% due 2/29/2016

Barclays Bank plc 0.000% due 2/29/2016

Barclays Bank plc 0.000% due 2/28/2012

Barclays Bank plc 0.000% due 2/28/2012

Barclays Bank plc 0.000% due 8/26/2011

Barclays Bank plc 0.000% due 8/26/2011

Barclays Bank plc 0.000% due 8/26/2011

Barclays Bank plc 11% for first year; after that, four times spread of 30-year CMS rate over two-year CMS rate, with floor of 0% and cap of 11%; payable semiannually due 2/26/2030

Barclays Bank plc 0.000% due 2/29/2016

Barclays Bank plc 11.100% due 2/25/2011

Barclays Bank plc 10-year CMS rate, capped at 8.4% per year; payable quarterly due 3/3/2020

Barclays Bank plc 0.000% due 2/28/2013

Barclays Bank plc 0.000% due 2/28/2011

Barclays Bank plc 0.000% due 2/27/2015

Barclays Bank plc 0.000% due 2/27/2015

Barclays Bank plc 0.000% due 2/28/2013

Barclays Bank plc 0.000% due 2/28/2013

Barclays Bank plc 9.000% due 2/25/2011

Barclays Bank plc 9.000% due 2/25/2011

Barclays Bank plc 13.75% due 8/26/2010

Barclays Bank plc 11.500% due 5/27/2010

Barclays Bank plc 10.40% due 2/25/2011

Barclays Bank plc 10% due 2/25/2011

Barclays Bank plc 10% due 8/26/2010

Barclays Bank plc 12.50% due 5/27/2010

Barclays Bank plc 11.30% due 8/26/2010

Barclays Bank plc 15.40% due 5/27/2010

Barclays Bank plc 11.30% due 8/26/2010

Barclays Bank plc 10.750% due 5/27/2010

Barclays Bank plc 9% due 8/26/2010

Barclays Bank plc 9% due 8/26/2010

Barclays Bank plc 8.000% due 2/25/2011

Barclays Bank plc 9.000% due 2/25/2011

Barclays Bank plc 17.250% due 5/27/2010

Barclays Bank plc 8.750% due 2/25/2011

Barclays Bank plc 10.30% due 2/25/2011

Barclays Bank plc 10% due 2/25/2011

Barclays Bank plc 9.000% due 2/25/2011

Barclays Bank plc 8.250% due 2/25/2011

Barclays Bank plc 10.25% due 8/26/2010

Barclays Bank plc 10.90% due 2/25/2011

Barclays Bank plc 11.30% due 5/27/2010

Barclays Bank plc 10% due 2/25/2011

Barclays Bank plc 10% due 8/26/2010

Barclays Bank plc 12.50% due 8/26/2010

Barclays Bank plc 13.90% due 5/27/2010

Barclays Bank plc 10.20% due 8/26/2010

Barclays Bank plc 10.80% due 2/25/2011

Barclays Bank plc 10% due 2/25/2011

Barclays Bank plc 11.60% due 8/26/2010

Barclays Bank plc 9% due 8/26/2010

Barclays Bank plc 10.250% due 2/25/2011

Barclays Bank plc 10.750% due 2/25/2011

Barclays Bank plc 8.000% due 2/25/2011

Barclays Bank plc 10.000% due 2/25/2011

Barclays Bank plc 10.50% due 8/26/2010

Barclays Bank plc 9% due 8/26/2010

Barclays Bank plc 8.500% due 2/25/2011

Barclays Bank plc 8% due 8/26/2010

Barclays Bank plc 10.25% due 8/26/2010

Barclays Bank plc 14.250% due 5/27/2010

Barclays Bank plc 9.75% due 2/25/2011

Barclays Bank plc 12% due 8/26/2010

Barclays Bank plc 9.50% due 8/26/2010

Barclays Bank plc 10% due 8/26/2010

Barclays Bank plc 8.000% due 2/25/2011

Barclays Bank plc 15.75% due 8/26/2010

Barclays Bank plc 15.500% due 5/27/2010

Barclays Bank plc 8.500% due 2/25/2011

Barclays Bank plc 13.000% due 2/25/2011

Barclays Bank plc 8.000% due 2/25/2011

Barclays Bank plc 10.25% due 8/26/2010

Barclays Bank plc 10.250% due 2/25/2011

Barclays Bank plc 8.500% due 2/25/2011

Barclays Bank plc 11% due 2/25/2011

Barclays Bank plc 10% due 5/27/2010

Barclays Bank plc 10% due 2/25/2011

Barclays Bank plc 9% due 8/26/2010

Barclays Bank plc 10% due 8/26/2010

Barclays Bank plc 12.10% due 5/27/2010

Barclays Bank plc 10.10% due 8/26/2010

Barclays Bank plc 11.000% due 5/27/2010

Barclays Bank plc 12.25% due 5/27/2010

Barclays Bank plc 10.500% due 2/25/2011

Barclays Bank plc 9.500% due 2/25/2011

Barclays Bank plc 10% due 8/26/2010

Barclays Bank plc 10.50% due 8/26/2010

Barclays Bank plc 9.000% due 2/25/2011

Barclays Bank plc 10.25% due 8/26/2010

Barclays Bank plc 10% due 8/26/2010

Barclays Bank plc 8.500% due 2/25/2011

Barclays Bank plc 10% due 8/26/2010

Barclays Bank plc 8.000% due 2/25/2011

Barclays Bank plc 11.50% due 8/26/2010

Barclays Bank plc 20% due 8/26/2010

Barclays Bank plc 20.000% due 5/27/2010

Barclays Bank plc 10.50% due 8/26/2010

Barclays Bank plc 9.000% due 2/25/2011

Barclays Bank plc 11.25% due 8/26/2010

Barclays Bank plc 9.000% due 2/25/2011

Barclays Bank plc 14.25% due 8/26/2010

Barclays Bank plc 9.000% due 2/25/2011

Barclays Bank plc 9.000% due 2/25/2011

Barclays Bank plc 9.000% due 2/25/2011

Barclays Bank plc 13.250% due 5/27/2010

Barclays Bank plc 10.25% due 8/26/2010

Barclays Bank plc 9.500% due 2/25/2011

Barclays Bank plc 11.25% due 5/27/2010

Barclays Bank plc 20.000% due 5/27/2010

Barclays Bank plc 9.000% due 2/25/2011

Barclays Bank plc 9.75% due 8/26/2010

Barclays Bank plc 11.10% due 8/26/2010

Barclays Bank plc 10.000% due 2/25/2011

Barclays Bank plc 9% due 8/26/2010

Barclays Bank plc 9% due 5/27/2010

Barclays Bank plc 9.000% due 2/25/2011

Barclays Bank plc 8.500% due 2/25/2011

Barclays Bank plc 8.500% due 2/25/2011

Barclays Bank plc 9.000% due 2/25/2011

Barclays Bank plc 12.25% due 8/26/2010

Barclays Bank plc 20.000% due 5/27/2010

Barclays Bank plc 18.500% due 5/27/2010

Barclays Bank plc 11.50% due 2/25/2011

Barclays Bank plc 9.000% due 2/25/2011

Barclays Bank plc 9.50% due 8/26/2010

Barclays Bank plc 15% due 8/26/2010

Barclays Bank plc 12% due 8/26/2010

Barclays Bank plc 9.500% due 2/25/2011

Barclays Bank plc 9.500% due 2/25/2011

Barclays Bank plc 10% due 8/26/2010

Barclays Bank plc 11.000% due 5/27/2010

Barclays Bank plc 11.30% due 2/25/2011

Barclays Bank plc 10% due 2/25/2011

Barclays Bank plc 10.25% due 8/26/2010

Barclays Bank plc 12% due 8/26/2010

Barclays Bank plc 10% due 8/26/2010

Barclays Bank plc 10.250% due 2/25/2011

Barclays Bank plc 9% due 8/26/2010

Barclays Bank plc 10.000% due 2/25/2011

Barclays Bank plc 10% due 8/26/2010

Barclays Bank plc 9% due 8/26/2010

Barclays Bank plc 8.50% due 8/26/2010

Barclays Bank plc 9.000% due 2/25/2011

Barclays Bank plc 10.000% due 2/25/2011

Barclays Bank plc 18.30% due 2/25/2011

Barclays Bank plc 15.40% due 5/27/2010

Barclays Bank plc 16.50% due 2/25/2011

Barclays Bank plc 18.80% due 8/26/2010

Barclays Bank plc 20% due 5/27/2010

Barclays Bank plc 17.50% due 8/26/2010

Barclays Bank plc 12.750% due 5/27/2010

Barclays Bank plc 14.750% due 5/27/2010

Barclays Bank plc 11.30% due 2/25/2011

Barclays Bank plc 11.70% due 5/27/2010

Barclays Bank plc 10% due 2/25/2011

Barclays Bank plc 10.25% due 8/26/2010

Barclays Bank plc 12.70% due 8/26/2010

Barclays Bank plc 14.20% due 5/27/2010

Barclays Bank plc 10.50% due 8/26/2010

Barclays Bank plc 8.50% due 8/26/2010

Barclays Bank plc 10.000% due 2/25/2011

Barclays Bank plc 10.250% due 2/25/2011

Barclays Bank plc 9% due 8/26/2010

Barclays Bank plc 12.50% due 8/26/2010

Barclays Bank plc 16.50% due 8/26/2010

Barclays Bank plc 12.500% due 5/27/2010

Barclays Bank plc 20% due 8/26/2010

Barclays Bank plc 10.75% due 8/26/2010

Barclays Bank plc 8.500% due 2/25/2011

Barclays Bank plc 8.500% due 2/25/2011

Barclays Bank plc 10.250% due 2/25/2011

Barclays Bank plc 11.000% due 5/27/2010

Barclays Bank plc 10.000% due 8/26/2010

Barclays Bank plc 10.000% due 5/27/2010

Barclays Bank plc 10.750% due 2/25/2011

Barclays Bank plc 12.000% due 8/26/2010

Barclays Bank plc 0.000% due 3/28/2011

Barclays Bank plc 0.000% due 3/28/2011

Barclays Bank plc 0.000% due 8/26/2011

Barclays Bank plc 0.000% due 8/31/2011

Barclays Bank plc 0.000% due 2/27/2012

Barclays Bank plc 0.000% due 8/29/2011

Barclays Bank plc 10.250% due 5/26/2010

Barclays Bank plc 0.000% due 2/22/2013

Barclays Bank plc 9.250% due 11/26/2010

Barclays Bank plc 11% for first year; after that, 4.5 times spread of 10-year CMS rate over two-year CMS rate, with floor of 0% and cap of 11%; payable semiannually due 3/12/2025

Barclays Bank plc 12.750% due 5/21/2010

Barclays Bank plc 0.000% due 2/20/2015

Barclays Bank plc 0.000% due 2/22/2012

Barclays Bank plc 10.750% due 10/29/2010

Barclays Bank plc 12.250% due 7/29/2010

Barclays Bank plc 12.000% due 6/28/2010

Barclays Bank plc 9.000% due 1/28/2011

Barclays Bank plc 8.750% due 11/26/2010

Barclays Bank plc 10.250% due 1/28/2011

Barclays Bank plc 11.500% due 10/29/2010

Barclays Bank plc 8.500% due 12/28/2010

Barclays Bank plc 13.750% due 7/29/2010

Barclays Bank plc Originally 4%; from Feb. 24, 2011, Libor plus 190 bps, capped at 7% due 2/24/2017

Barclays Bank plc Initially 4.5%; steps up to 6% on Feb. 26, 2014, to 7.5% on Feb. 26, 2018, and to 10% on Feb. 26, 2022; payable semiannually due 2/26/2025

Barclays Bank plc Average of the stocks' returns, floor of zero; each stock's return capped at 9.5%; payable annually due 2/20/2015

Barclays Bank plc Initially 11%; beginning Feb. 19, 2011, 4.5 times spread of 10-year CMS rate over two-year CMS rate minus 0.25%, subject to cap of 11% and floor of zero; payable semiannually due 2/19/2025

Barclays Bank plc 11% for first year; after that, four times spread of 30-year CMS rate over two-year CMS rate, with floor of 0% and cap of 11%; payable semiannually due 2/26/2030

Barclays Bank plc 0.000% due 8/12/2010

Barclays Bank plc 12.100% due 8/10/2010

Barclays Bank plc 12.300% due 8/10/2010

Barclays Bank plc 0.000% due 7/24/2014

Barclays Bank plc 11.250% due 10/29/2010

Barclays Bank plc 9.500% due 1/28/2011

Barclays Bank plc 8.500% due 12/28/2010

Barclays Bank plc 9.000% due 7/29/2010

Barclays Bank plc 0.000% due 2/6/2015

Barclays Bank plc 0.000% due 2/8/2012

Barclays Bank plc 0.000% due 2/8/2012

Barclays Bank plc 0.000% due 2/7/2013

Barclays Bank plc 23.800% due 5/7/2010

Barclays Bank plc 15.250% due 5/6/2010

Barclays Bank plc 14.300% due 5/7/2010

Barclays Bank plc 10.000% due 2/7/2011

Barclays Bank plc 10.250% due 5/6/2010

Barclays Bank plc 10.000% due 8/6/2010

Barclays Bank plc Initially 5.1425%; steps up to 5.3925% on Feb. 5, 2015, and to 6.3925% on Feb. 5, 2020; payable semiannually due 2/5/2025

Barclays Bank plc 5.850% due 8/8/2010

Barclays Bank plc 15.250% due 5/6/2010

Barclays Bank plc 0.000% due 3/3/2011

Barclays Bank plc 11.5% for first year; after that, five times spread of 30-year CMS rate over two-year CMS rate minus 50 bps, with floor of 0% and cap of 11.5%; payable semiannually due 2/25/2025

Barclays Bank plc 4.5% for one year; thereafter, 150% of CPI change; floor of 0% and cap of 7% in year three, 8% in years four and five and 9% in years six and seven; payable monthly due 1/27/2017

Barclays Bank plc 11.750% due 6/28/2010

Barclays Bank plc Initially 4%; steps up to 5% on Feb. 17, 2013, to 6% on Feb. 17, 2016, to 8% on Feb. 17, 2022 ,and to 10% on Feb. 17, 2022; payable semiannually due 2/17/2025

Barclays Bank plc 11.000% due 1/28/2011

Barclays Bank plc 9.000% due 11/26/2010

Barclays Bank plc 9.250% due 12/28/2010

Barclays Bank plc 9.000% due 8/2/2010

Barclays Bank plc 12.000% due 7/30/2010

Barclays Bank plc 0.000% due 3/3/2011

Barclays Bank plc 10.65% due 1/31/2012

Barclays Bank plc 9.250% due 1/31/2012

Barclays Bank plc 0.000% due 1/29/2016

Barclays Bank plc 0.000% due 1/29/2016

Barclays Bank plc 0.000% due 1/29/2016

Barclays Bank plc 0.000% due 3/2/2011

Barclays Bank plc 0.000% due 7/29/2011

Barclays Bank plc 12.250% due 7/29/2010

Barclays Bank plc 0.000% due 1/31/2013

Barclays Bank plc 0.000% due 1/31/2011

Barclays Bank plc 0.000% due 1/29/2016

Barclays Bank plc 9.500% due 1/28/2011

Barclays Bank plc 9.250% due 7/29/2010

Barclays Bank plc 9.250% due 1/28/2011

Barclays Bank plc 11.500% due 7/29/2010

Barclays Bank plc 12.250% due 1/28/2011

Barclays Bank plc 10.000% due 7/29/2010

Barclays Bank plc 11.750% due 7/29/2010

Barclays Bank plc 8.500% due 1/28/2011

Barclays Bank plc 10.500% due 1/28/2011

Barclays Bank plc 8.500% due 1/28/2011

Barclays Bank plc 8.500% due 1/28/2011

Barclays Bank plc 7.000% due 1/28/2011

Barclays Bank plc 8.500% due 1/28/2011

Barclays Bank plc 9.250% due 7/29/2010

Barclays Bank plc 11.500% due 4/29/2010

Barclays Bank plc 9.000% due 1/28/2011

Barclays Bank plc 8.500% due 1/28/2011

Barclays Bank plc 8.500% due 1/28/2011

Barclays Bank plc 10.750% due 1/28/2011

Barclays Bank plc 9.250% due 7/29/2010

Barclays Bank plc 8.500% due 1/28/2011

Barclays Bank plc 8.250% due 1/28/2011

Barclays Bank plc 8.500% due 1/28/2011

Barclays Bank plc 12.250% due 7/29/2010

Barclays Bank plc 9.000% due 7/29/2010

Barclays Bank plc 8.500% due 7/29/2010

Barclays Bank plc 11.000% due 7/29/2010

Barclays Bank plc 8.000% due 1/28/2011

Barclays Bank plc 11.750% due 7/29/2010

Barclays Bank plc 11.500% due 7/29/2010

Barclays Bank plc 8.250% due 1/28/2011

Barclays Bank plc 11.000% due 7/29/2010

Barclays Bank plc 9.000% due 7/29/2010

Barclays Bank plc 11.000% due 1/28/2011

Barclays Bank plc 9.250% due 7/29/2010

Barclays Bank plc 12.250% due 7/29/2010

Barclays Bank plc 9.000% due 4/29/2010

Barclays Bank plc 8.500% due 1/28/2011

Barclays Bank plc 10.000% due 7/29/2010

Barclays Bank plc 14.000% due 4/29/2010

Barclays Bank plc 8.000% due 1/28/2011

Barclays Bank plc 7.500% due 1/28/2011

Barclays Bank plc 8.000% due 1/28/2011

Barclays Bank plc 8.250% due 1/28/2011

Barclays Bank plc 8.500% due 7/29/2010

Barclays Bank plc 15.000% due 4/29/2010

Barclays Bank plc 10.250% due 7/29/2010

Barclays Bank plc 10.000% due 7/29/2010

Barclays Bank plc 8.500% due 1/28/2011

Barclays Bank plc 13.000% due 7/29/2010

Barclays Bank plc 13.750% due 4/29/2010

Barclays Bank plc 10.500% due 7/29/2010

Barclays Bank plc 8.000% due 1/28/2011

Barclays Bank plc 10.000% due 7/29/2010

Barclays Bank plc 8.000% due 7/29/2010

Barclays Bank plc 12.250% due 7/29/2010

Barclays Bank plc 10.500% due 1/28/2011

Barclays Bank plc 12.000% due 1/28/2011

Barclays Bank plc 10.000% due 7/29/2010

Barclays Bank plc 10.250% due 7/29/2010

Barclays Bank plc 12.000% due 7/29/2010

Barclays Bank plc 13.000% due 7/29/2010

Barclays Bank plc 9.000% due 1/28/2011

Barclays Bank plc 10.250% due 1/28/2011

Barclays Bank plc 10.000% due 7/29/2010

Barclays Bank plc 8.000% due 1/28/2011

Barclays Bank plc 10.000% due 1/28/2011

Barclays Bank plc 15.000% due 4/29/2010

Barclays Bank plc 10.000% due 1/28/2011

Barclays Bank plc 11.250% due 7/29/2010

Barclays Bank plc 11.000% due 7/29/2010

Barclays Bank plc 8.000% due 1/28/2011

Barclays Bank plc 9.000% due 1/28/2011

Barclays Bank plc 8.000% due 1/28/2011

Barclays Bank plc 8.500% due 1/28/2011

Barclays Bank plc 11.750% due 4/29/2010

Barclays Bank plc 9.250% due 1/28/2011

Barclays Bank plc 9.000% due 1/28/2011

Barclays Bank plc 15.500% due 4/29/2010

Barclays Bank plc 10.000% due 1/28/2011

Barclays Bank plc 8.250% due 1/28/2011

Barclays Bank plc 9.000% due 1/28/2011

Barclays Bank plc 8.250% due 1/28/2011

Barclays Bank plc 11.000% due 4/29/2010

Barclays Bank plc 10.250% due 7/29/2010

Barclays Bank plc 15.500% due 4/29/2010

Barclays Bank plc 9.000% due 7/29/2010

Barclays Bank plc 10.500% due 1/28/2011

Barclays Bank plc 8.000% due 1/28/2011

Barclays Bank plc 12.250% due 7/29/2010

Barclays Bank plc 8.500% due 7/29/2010

Barclays Bank plc 11.250% due 7/29/2010

Barclays Bank plc 8.500% due 1/28/2011

Barclays Bank plc 10.000% due 1/28/2011

Barclays Bank plc 10.000% due 1/28/2011

Barclays Bank plc 11.000% due 1/28/2011

Barclays Bank plc 8.500% due 1/28/2011

Barclays Bank plc 10.250% due 1/28/2011

Barclays Bank plc 16.500% due 4/29/2010

Barclays Bank plc 8.000% due 1/28/2011

Barclays Bank plc 9.000% due 7/29/2010

Barclays Bank plc 10.000% due 7/29/2010

Barclays Bank plc 11.500% due 7/29/2010

Barclays Bank plc 9.500% due 7/29/2010

Barclays Bank plc 9.000% due 7/29/2010

Barclays Bank plc 10.000% due 1/28/2011

Barclays Bank plc 10.000% due 7/29/2010

Barclays Bank plc 8.000% due 1/28/2011

Barclays Bank plc 9.000% due 1/28/2011

Barclays Bank plc 8.250% due 1/28/2011

Barclays Bank plc 8.000% due 1/28/2011

Barclays Bank plc 9.000% due 1/28/2011

Barclays Bank plc 8.000% due 1/28/2011

Barclays Bank plc 8.000% due 1/28/2011

Barclays Bank plc 9.000% due 1/28/2011

Barclays Bank plc 10.000% due 7/29/2010

Barclays Bank plc 8.500% due 1/28/2011

Barclays Bank plc 10.000% due 1/28/2011

Barclays Bank plc 8.500% due 1/28/2011

Barclays Bank plc 9.250% due 1/28/2011

Barclays Bank plc 10.250% due 1/28/2011

Barclays Bank plc 10.750% due 7/29/2010

Barclays Bank plc 10.750% due 7/29/2010

Barclays Bank plc 20.000% due 7/29/2010

Barclays Bank plc 8.000% due 1/28/2011

Barclays Bank plc 11.250% due 7/29/2010

Barclays Bank plc 9.500% due 1/28/2011

Barclays Bank plc 9.500% due 1/28/2011

Barclays Bank plc 9.500% due 1/28/2011

Barclays Bank plc 12.500% due 7/29/2010

Barclays Bank plc 8.000% due 1/28/2011

Barclays Bank plc 10.500% due 7/29/2010

Barclays Bank plc 12.250% due 7/29/2010

Barclays Bank plc 13.000% due 7/29/2010

Barclays Bank plc 9.500% due 1/28/2011

Barclays Bank plc 11.750% due 7/29/2010

Barclays Bank plc 10.500% due 7/29/2010

Barclays Bank plc 9.250% due 1/28/2011

Barclays Bank plc 9.250% due 7/29/2010

Barclays Bank plc 8.500% due 1/28/2011

Barclays Bank plc 9.500% due 1/28/2011

Barclays Bank plc 8.000% due 1/28/2011

Barclays Bank plc 9.500% due 1/28/2011

Barclays Bank plc 9.000% due 1/28/2011

Barclays Bank plc 8.500% due 1/28/2011

Barclays Bank plc 16.500% due 4/29/2010

Barclays Bank plc 16.500% due 7/29/2010

Barclays Bank plc 9.250% due 7/29/2010

Barclays Bank plc 10.000% due 7/29/2010

Barclays Bank plc 12.000% due 7/29/2010

Barclays Bank plc 10.000% due 1/28/2011

Barclays Bank plc 11.500% due 1/28/2011

Barclays Bank plc 8.000% due 1/28/2011

Barclays Bank plc 12.250% due 7/29/2010

Barclays Bank plc 10.000% due 1/28/2011

Barclays Bank plc 10.000% due 7/29/2010

Barclays Bank plc 9.000% due 1/28/2011

Barclays Bank plc 8.000% due 1/28/2011

Barclays Bank plc 20.000% due 4/29/2010

Barclays Bank plc 16.000% due 4/29/2010

Barclays Bank plc 9.500% due 1/28/2011

Barclays Bank plc 8.500% due 1/28/2011

Barclays Bank plc 14.000% due 4/29/2010

Barclays Bank plc 9.000% due 1/28/2011

Barclays Bank plc 9.000% due 7/29/2010

Barclays Bank plc 9.000% due 1/28/2011

Barclays Bank plc 8.000% due 1/28/2011

Barclays Bank plc 12.000% due 7/29/2010

Barclays Bank plc 9.000% due 1/28/2011

Barclays Bank plc 8.500% due 1/28/2011

Barclays Bank plc 9.500% due 7/29/2010

Barclays Bank plc 8.000% due 1/28/2011

Barclays Bank plc 13.750% due 7/29/2010

Barclays Bank plc 0.000% due 2/28/2011

Barclays Bank plc 0.000% due 2/28/2011

Barclays Bank plc 0.000% due 2/28/2011

Barclays Bank plc 0.000% due 2/28/2011

Barclays Bank plc 0.000% due 3/2/2011

Barclays Bank plc 0.000% due 2/28/2011

Barclays Bank plc 0.000% due 7/29/2011

Barclays Bank plc 0.000% due 2/28/2011

Barclays Bank plc 0.000% due 2/28/2011

Barclays Bank plc 0.000% due 7/29/2011

Barclays Bank plc 0.000% due 2/28/2011

Barclays Bank plc 0.000% due 2/28/2011

Barclays Bank plc 0.000% due 2/28/2011

Barclays Bank plc 0.000% due 2/28/2011

Barclays Bank plc 0.000% due 7/29/2011

Barclays Bank plc Average of the stocks’ returns, floor of zero; each stock’s return capped at 11%; payable annually due 1/29/2015

Barclays Bank plc Initially 11%; beginning Feb. 19, 2011, 4.5 times spread of 10-year CMS rate over two-year CMS rate minus 0.25%, subject to cap of 11% and floor of zero; payable semiannually due 2/19/2025

Barclays Bank plc 5% for one year; thereafter, 150% of CPI change; cap of 8%, floor of 0%; payable monthly due 1/27/2017

Barclays Bank plc 0.000% due 2/24/2011

Barclays Bank plc 0.000% due 1/27/2014

Barclays Bank plc 0.8 times the 30-year CMS rate, floor of 4% and cap of 12%; payable quarterly due 1/27/2025

Barclays Bank plc 0.000% due 2/10/2011

Barclays Bank plc 20.000% due 4/27/2010

Barclays Bank plc 0.000% due 11/5/2012

Barclays Bank plc 9.600% due 1/25/2011

Barclays Bank plc 8.250% due 7/26/2010

Barclays Bank plc 0.000% due 1/25/2012

Barclays Bank plc 9.500% due 9/29/2010

Barclays Bank plc 0.000% due 1/30/2019

Barclays Bank plc 9.500% due 12/30/2010

Barclays Bank plc 0.000% due 10/26/2010

Barclays Bank plc 0.000% due 1/24/2012

Barclays Bank plc 0.000% due 1/21/2011

Barclays Bank plc 19.000% due 4/20/2010

Barclays Bank plc 8.550% due 1/23/2012

Barclays Bank plc 10.350% due 1/23/2012

Barclays Bank plc 5% for one year; thereafter, 150% of CPI change; cap of 8%, floor of 0%; payable monthly due 1/27/2017

Barclays Bank plc 9.750% due 12/28/2010

Barclays Bank plc 10.750% due 4/16/2010

Barclays Bank plc 13.500% due 7/15/2010

Barclays Bank plc 11.500% due 7/15/2010

Barclays Bank plc 80% of Libor, capped at 12%, floored at 4%; payable quarterly due 1/27/2025

Barclays Bank plc 0.8 times the 30-year CMS rate, floor of 4% and cap of 12%; payable quarterly due 1/27/2025

Barclays Bank plc 9.000% due 12/28/2010

Barclays Bank plc 0.000% due 10/13/2010

Barclays Bank plc 0.000% due 10/19/2010

Barclays Bank plc 0.000% due 1/17/2012

Barclays Bank plc 0.000% due 1/20/2011

Barclays Bank plc 0.000% due 7/15/2010

Barclays Bank plc 0.000% due 1/13/2015

Barclays Bank plc 10.000% due 10/29/2010

Barclays Bank plc Originally 3.25%; from Jan. 28, 2011, Libor plus 150 bps, capped at 4.75% due 1/28/2015

Barclays Bank plc Initially 4.125%; steps up to 6% on Jan. 29, 2015, and to 10% on Jan. 29, 2020; payable semiannually due 1/29/2025

Barclays Bank plc 0.000% due 1/30/2019

Barclays Bank plc 9.000% due 7/9/2010

Barclays Bank plc Initially 10%; beginning Jan. 29, 2011, 5.25 times the spread of the 10-year CMS rate over the two-year CMS rate minus 0.5%, with floor of zero and cap of 10% per year; payable semiannually due 1/29/2025

Barclays Bank plc 0.000% due 1/2/2015

Barclays Bank plc 8.500% due 6/30/2010

Barclays Bank plc 8.500% due 6/30/2010

Barclays Bank plc 0.000% due 12/31/2015

Barclays Bank plc 0.000% due 12/31/2015

Barclays Bank plc 0.000% due 1/3/2013

Barclays Bank plc 0.000% due 6/30/2011

Barclays Bank plc 0.000% due 6/30/2011

Barclays Bank plc 0.000% due 1/31/2011

Barclays Bank plc 0.000% due 1/31/2011

Barclays Bank plc 10.250% due 12/30/2010

Barclays Bank plc 9.250% due 12/30/2010

Barclays Bank plc 10.750% due 6/30/2010

Barclays Bank plc 12.250% due 6/30/2010

Barclays Bank plc 9.500% due 6/30/2010

Barclays Bank plc 11.000% due 6/30/2010

Barclays Bank plc 12.500% due 3/31/2010

Barclays Bank plc 10.500% due 3/31/2010

Barclays Bank plc 11.000% due 12/30/2010

Barclays Bank plc 8.000% due 6/30/2010

Barclays Bank plc 8.500% due 12/30/2010

Barclays Bank plc 8.500% due 12/30/2010

Barclays Bank plc 8.250% due 6/30/2010

Barclays Bank plc 10.000% due 6/30/2010

Barclays Bank plc 10.750% due 12/30/2010

Barclays Bank plc 10.000% due 6/30/2010

Barclays Bank plc 11.500% due 6/30/2010

Barclays Bank plc 8.000% due 12/30/2010

Barclays Bank plc 9.000% due 6/30/2010

Barclays Bank plc 10.250% due 6/30/2010

Barclays Bank plc 9.500% due 12/30/2010

Barclays Bank plc 8.500% due 12/30/2010

Barclays Bank plc 9.500% due 12/30/2010

Barclays Bank plc 8.000% due 12/30/2010

Barclays Bank plc 0.000% due 6/30/2011

Barclays Bank plc 0.000% due 6/30/2011

Barclays Bank plc 0.000% due 1/31/2011

Barclays Bank plc 0.000% due 1/31/2011

Barclays Bank plc 0.000% due 1/31/2011

Barclays Bank plc 0.000% due 1/31/2011

Barclays Bank plc 13.000% due 6/28/2010

Barclays Bank plc 0.000% due 1/28/2011

Barclays Bank plc 9.750% due 12/28/2010

Barclays Bank plc 13.750% due 12/28/2010

Barclays Bank plc 9.000% due 12/28/2010

Barclays Bank plc 9.000% due 12/28/2010

Barclays Bank plc 12.500% due 6/28/2010

Barclays Bank plc 9.000% due 12/28/2010

Barclays Bank plc 9.000% due 12/28/2010

Barclays Bank plc 9.750% due 12/28/2010

Barclays Bank plc 12.000% due 6/28/2010

Barclays Bank plc 9.000% due 12/28/2010

Barclays Bank plc 9.000% due 12/28/2010

Barclays Bank plc 8.500% due 12/28/2010

Barclays Bank plc 12.000% due 6/28/2010

Barclays Bank plc 9.000% due 6/28/2010

Barclays Bank plc 12.000% due 6/28/2010

Barclays Bank plc 12.250% due 6/28/2010

Barclays Bank plc 15.000% due 3/26/2010

Barclays Bank plc 10.000% due 6/28/2010

Barclays Bank plc 9.250% due 12/28/2010

Barclays Bank plc 11.000% due 3/26/2010

Barclays Bank plc 13.000% due 6/28/2010

Barclays Bank plc 10.000% due 6/28/2010

Barclays Bank plc 12.500% due 6/28/2010

Barclays Bank plc 9.500% due 6/28/2010

Barclays Bank plc 11.250% due 6/28/2010

Barclays Bank plc 11.500% due 12/28/2010

Barclays Bank plc 10.000% due 12/28/2010

Barclays Bank plc 12.250% due 6/28/2010

Barclays Bank plc 10.250% due 6/28/2010

Barclays Bank plc 10.250% due 6/28/2010

Barclays Bank plc 14.000% due 6/28/2010

Barclays Bank plc 10.250% due 12/28/2010

Barclays Bank plc 10.250% due 12/28/2010

Barclays Bank plc 9.500% due 6/28/2010

Barclays Bank plc 12.000% due 6/28/2010

Barclays Bank plc 10.250% due 6/28/2010

Barclays Bank plc 17.000% due 3/26/2010

Barclays Bank plc 13.000% due 6/28/2010

Barclays Bank plc 11.250% due 6/28/2010

Barclays Bank plc 20.000% due 3/26/2010

Barclays Bank plc 10.000% due 6/28/2010

Barclays Bank plc 10.500% due 6/28/2010

Barclays Bank plc 12.500% due 6/28/2010

Barclays Bank plc 9.250% due 6/28/2010

Barclays Bank plc 9.250% due 12/28/2010

Barclays Bank plc 18.000% due 3/26/2010

Barclays Bank plc 18.000% due 3/26/2010

Barclays Bank plc 11.750% due 6/28/2010

Barclays Bank plc 10.250% due 6/28/2010

Barclays Bank plc 10.250% due 6/28/2010

Barclays Bank plc 8.500% due 12/28/2010

Barclays Bank plc 11.000% due 6/28/2010

Barclays Bank plc 10.000% due 6/28/2010

Barclays Bank plc 10.250% due 12/28/2010

Barclays Bank plc 8.500% due 12/28/2010

Barclays Bank plc 11.000% due 6/28/2010

Barclays Bank plc 13.50% due 6/28/2010

Barclays Bank plc 10.500% due 12/28/2010

Barclays Bank plc 9.000% due 12/28/2010

Barclays Bank plc 15.250% due 6/28/2010

Barclays Bank plc 19.000% due 6/28/2010

Barclays Bank plc 10.250% due 6/28/2010

Barclays Bank plc 12.250% due 6/28/2010

Barclays Bank plc 12.750% due 6/28/2010

Barclays Bank plc 10.250% due 6/28/2010

Barclays Bank plc 9.000% due 12/28/2010

Barclays Bank plc 11.500% due 6/28/2010

Barclays Bank plc 10.000% due 12/28/2010

Barclays Bank plc 10.250% due 12/28/2010

Barclays Bank plc 0.000% due 12/28/2012

Barclays Bank plc 0.000% due 12/26/2014

Barclays Bank plc 0.000% due 12/28/2011

Barclays Bank plc 0.000% due 12/24/2012

Barclays Bank plc 0.000% due 12/28/2010

Barclays Bank plc 0.000% due 6/24/2011

Barclays Bank plc 0.000% due 12/27/2011

Barclays Bank plc 13.400% due 3/23/2010

Barclays Bank plc 7.100% due 3/22/2010

Barclays Bank plc 7.100% due 3/22/2010

Barclays Bank plc 0.000% due 12/19/2014

Barclays Bank plc 8.250% due 10/29/2010

Barclays Bank plc 10.250% due 11/26/2010

Barclays Bank plc 0.000% due 2/25/2013

Barclays Bank plc 10.400% due 3/19/2010

Barclays Bank plc 15.000% due 3/19/2010

Barclays Bank plc 10.000% due 5/26/2010

Barclays Bank plc 12.250% due 11/26/2010

Barclays Bank plc 0.000% due 12/16/2011

Barclays Bank plc 0.000% due 12/19/2011

Barclays Bank plc 2.5% for first year; beginning Dec. 24, 2010, 1.5 times the year-over-year change in the index, with a floor of zero and a cap of 7%; payable monthly due 12/24/2014

Barclays Bank plc 11.000% due 6/15/2010

Barclays Bank plc 16.000% due 4/30/2010

Barclays Bank plc 10.000% due 5/26/2010

Barclays Bank plc 16.000% due 6/14/2010

Barclays Bank plc 11.500% due 11/26/2010

Barclays Bank plc 11.250% due 11/26/2010

Barclays Bank plc 11.500% due 11/26/2010

Barclays Bank plc 0.000% due 1/12/2011

Barclays Bank plc 4.750% due 5/27/2010

Barclays Bank plc 0.000% due 9/14/2010

Barclays Bank plc 0.000% due 12/12/2011

Barclays Bank plc 0.75 times the 30-year CMS rate, floor of 3.5% and cap of 15%; payable quarterly due 12/24/2019

Barclays Bank plc Initially 11%; beginning Dec. 24, 2010, 5.25 times the spread of the 10-year CMS rate over the two-year CMS rate minus 0.5%, with floor of zero and cap of 15% per year; payable semiannually due 12/24/2024

Barclays Bank plc 0.000% due 12/13/2010

Barclays Bank plc 8.250% due 10/29/2010

Barclays Bank plc 10.100% due 3/9/2010

Barclays Bank plc 11.000% due 10/29/2010

Barclays Bank plc 10.800% due 6/7/2010

Barclays Bank plc 0.000% due 12/2/2011

Barclays Bank plc 0.000% due 12/5/2011

Barclays Bank plc 0.000% due 11/30/2011

Barclays Bank plc 0.000% due 11/30/2015

Barclays Bank plc 0.000% due 11/30/2015

Barclays Bank plc 0.000% due 11/30/2012

Barclays Bank plc 0.000% due 12/1/2010

Barclays Bank plc 15.750% due 2/26/2010

Barclays Bank plc 0.000% due 5/27/2011

Barclays Bank plc 10.500% due 5/26/2010

Barclays Bank plc 17.750% due 5/26/2010

Barclays Bank plc 11.250% due 5/26/2010

Barclays Bank plc 9.000% due 5/26/2010

Barclays Bank plc 9.250% due 11/26/2010

Barclays Bank plc 9.000% due 11/26/2010

Barclays Bank plc 11.000% due 5/26/2010

Barclays Bank plc 8.750% due 11/26/2010

Barclays Bank plc 10.250% due 11/26/2010

Barclays Bank plc 12.000% due 2/26/2010

Barclays Bank plc 10.000% due 5/26/2010

Barclays Bank plc 8.500% due 11/26/2010

Barclays Bank plc 9.250% due 11/26/2010

Barclays Bank plc 12.250% due 5/26/2010

Barclays Bank plc 10.750% due 5/26/2010

Barclays Bank plc 9.000% due 5/26/2010

Barclays Bank plc 10.250% due 11/26/2010

Barclays Bank plc 11.200% due 5/26/2010

Barclays Bank plc 8.500% due 11/26/2010

Barclays Bank plc 15.750% due 5/26/2010

Barclays Bank plc 11.250% due 5/26/2010

Barclays Bank plc 12.250% due 5/26/2010

Barclays Bank plc 15.250% due 5/26/2010

Barclays Bank plc 8.750% due 11/26/2010

Barclays Bank plc 9.000% due 11/26/2010

Barclays Bank plc 10.000% due 5/26/2010

Barclays Bank plc 9.000% due 11/26/2010

Barclays Bank plc 10.500% due 5/26/2010

Barclays Bank plc 20.000% due 5/26/2010

Barclays Bank plc 8.500% due 11/26/2010

Barclays Bank plc 10.000% due 5/26/2010

Barclays Bank plc 12.750% due 2/26/2010

Barclays Bank plc 9.000% due 5/26/2010

Barclays Bank plc 15.000% due 5/26/2010

Barclays Bank plc 10.750% due 5/26/2010

Barclays Bank plc 15.250% due 2/26/2010

Barclays Bank plc 12.250% due 11/26/2010

Barclays Bank plc 14.000% due 5/26/2010

Barclays Bank plc 11.250% due 2/26/2010

Barclays Bank plc 9.250% due 11/26/2010

Barclays Bank plc 10.250% due 5/26/2010

Barclays Bank plc 9.000% due 11/26/2010

Barclays Bank plc 14.250% due 5/26/2010

Barclays Bank plc 14.250% due 5/26/2010

Barclays Bank plc 13.000% due 5/26/2010

Barclays Bank plc 16.250% due 2/26/2010

Barclays Bank plc 8.750% due 11/26/2010

Barclays Bank plc 8.500% due 11/26/2010

Barclays Bank plc 10.500% due 5/26/2010

Barclays Bank plc 11.500% due 5/26/2010

Barclays Bank plc 11.000% due 5/26/2010

Barclays Bank plc 18.750% due 5/26/2010

Barclays Bank plc 9.500% due 5/26/2010

Barclays Bank plc 14.000% due 5/26/2010

Barclays Bank plc 18.250% due 5/26/2010

Barclays Bank plc 17.000% due 2/26/2010

Barclays Bank plc 8.500% due 11/26/2010

Barclays Bank plc 8.500% due 11/26/2010

Barclays Bank plc 14.500% due 5/26/2010

Barclays Bank plc 11.500% due 11/26/2010

Barclays Bank plc 20.000% due 2/26/2010

Barclays Bank plc 9.250% due 11/26/2010

Barclays Bank plc 11.500% due 5/26/2010

Barclays Bank plc 11.750% due 5/26/2010

Barclays Bank plc 10.750% due 5/26/2010

Barclays Bank plc 12.500% due 5/26/2010

Barclays Bank plc 11.500% due 11/26/2010

Barclays Bank plc 8.750% due 11/26/2010

Barclays Bank plc 10.000% due 5/26/2010

Barclays Bank plc 9.000% due 5/26/2010

Barclays Bank plc 9.000% due 11/26/2010

Barclays Bank plc 18.750% due 5/26/2010

Barclays Bank plc 14.000% due 2/26/2010

Barclays Bank plc 11.000% due 5/26/2010

Barclays Bank plc 11.250% due 11/26/2010

Barclays Bank plc 16.850% due 5/26/2010

Barclays Bank plc 13.250% due 5/26/2010

Barclays Bank plc 9.000% due 5/26/2010

Barclays Bank plc 11.500% due 5/26/2010

Barclays Bank plc 10.750% due 5/26/2010

Barclays Bank plc 17.500% due 2/26/2010

Barclays Bank plc 13.000% due 5/26/2010

Barclays Bank plc 9.500% due 11/26/2010

Barclays Bank plc 13.000% due 5/26/2010

Barclays Bank plc 13.000% due 5/26/2010

Barclays Bank plc 17.500% due 5/26/2010

Barclays Bank plc 10.250% due 5/26/2010

Barclays Bank plc 8.750% due 11/26/2010

Barclays Bank plc 9.000% due 5/26/2010

Barclays Bank plc 16.000% due 5/26/2010

Barclays Bank plc 20.000% due 5/26/2010

Barclays Bank plc 10.250% due 5/26/2010

Barclays Bank plc 9.000% due 5/26/2010

Barclays Bank plc 11.250% due 5/26/2010

Barclays Bank plc 16.750% due 5/26/2010

Barclays Bank plc 13.250% due 5/26/2010

Barclays Bank plc 8.500% due 11/26/2010

Barclays Bank plc 9.500% due 11/26/2010

Barclays Bank plc 9.500% due 5/26/2010

Barclays Bank plc 10.500% due 5/26/2010

Barclays Bank plc 11.000% due 5/26/2010

Barclays Bank plc 10.750% due 5/26/2010

Barclays Bank plc 9.000% due 11/26/2010

Barclays Bank plc 9.000% due 11/26/2010

Barclays Bank plc 0.000% due 11/25/2011

Barclays Bank plc 0.000% due 11/29/2011

Barclays Bank plc 0.000% due 11/25/2011

Barclays Bank plc 0.000% due 11/25/2011

Barclays Bank plc 0.000% due 11/23/2011

Barclays Bank plc 0.000% due 12/1/2010

Barclays Bank plc 17.750% due 5/25/2010

Barclays Bank plc 12.100% due 2/25/2010

Barclays Bank plc 11.800% due 2/25/2010

Barclays Bank plc 15.00% due 5/24/2010

Barclays Bank plc 19.250% due 2/24/2010

Barclays Bank plc 0.000% due 8/27/2010

Barclays Bank plc 0.000% due 8/27/2010

Barclays Bank plc 0.75 times the 30-year CMS rate with floor of 3.5% per year and cap of 15% per year in each interest period; payable quarterly due 12/4/2019

Barclays Bank plc 14.250% due 2/23/2010

Barclays Bank plc 0.000% due 11/20/2014

Barclays Bank plc 0.000% due 11/20/2014

Barclays Bank plc 0.000% due 11/20/2014

Barclays Bank plc 0.000% due 11/20/2014

Barclays Bank plc 0.000% due 11/20/2014

Barclays Bank plc 0.000% due 11/21/2012

Barclays Bank plc 0.000% due 11/21/2011

Barclays Bank plc 11% for first year; after that, 5.25 times the spread of 10-year CMS rate over the two-year CMS rate minus 50 bps, with floor of zero and cap of 15%; payable semiannually due 11/27/2024

Barclays Bank plc 9.750% due 10/29/2010

Barclays Bank plc 0.000% due 11/24/2010

Barclays Bank plc 0.000% due 11/21/2011

Barclays Bank plc 0.000% due 12/1/2010

Barclays Bank plc 3% for first year; beginning Nov. 27, 2010, 1.5 times the year-over-year change in the index, with a floor of zero and a cap of 7%; payable monthly due 11/27/2014

Barclays Bank plc 10.250% due 5/19/2010

Barclays Bank plc 11.100% due 5/19/2010

Barclays Bank plc 0.000% due 8/19/2010

Barclays Bank plc 0.000% due 8/19/2010

Barclays Bank plc 0.000% due 11/17/2011

Barclays Bank plc 12.300% due 5/17/2010

Barclays Bank plc 9.500% due 2/17/2010

Barclays Bank plc 0.000% due 11/16/2011

Barclays Bank plc 9% per year multiplied by proportion of days on which six-month Libor is 7% or less and S&P 500 is 885 or greater; payable semiannually due 11/27/2024

Barclays Bank plc 0.000% due 11/15/2011

Barclays Bank plc 0.000% due 11/15/2011

Barclays Bank plc 11.000% due 5/11/2010

Barclays Bank plc 0.000% due 11/24/2010

Barclays Bank plc 10.600% due 5/12/2010

Barclays Bank plc 12.300% due 11/8/2010

Barclays Bank plc Initially 10%; beginning Nov. 27, 2010, four-and-a-half times the spread of the 30-year CMS rate over the two-year CMS rate minus 0.5%, with floor of zero and cap of 12% per year; payable semiannually due 11/27/2024

Barclays Bank plc 8.250% due 9/29/2010

Barclays Bank plc 0.000% due 1/30/2019

Barclays Bank plc 0.000% due 11/4/2011

Barclays Bank plc 0.000% due 11/4/2013

Barclays Bank plc 0.000% due 9/20/2012

Barclays Bank plc 0.000% due 11/17/2010

Barclays Bank plc 0.000% due 11/17/2010

Barclays Bank plc 4% for first year; thereafter, 1.5 times the change in the CPI, subject to a cap of 7% and a floor of 0%; payable monthly due 11/24/2015

Barclays Bank plc 0.000% due 11/7/2014

Barclays Bank plc 0.000% due 4/29/2011

Barclays Bank plc 12.800% due 1/29/2010

Barclays Bank plc 10.300% due 1/29/2010

Barclays Bank plc 0.000% due 10/31/2011

Barclays Bank plc 0.000% due 10/31/2011

Barclays Bank plc 0.000% due 11/30/2010

Barclays Bank plc Initially 10%; beginning Nov. 13, 2010, four times the spread of the 10-year CMS rate over the two-year CMS rate, with floor of zero and cap of 15% per year; payable semiannually due 11/13/2024

Barclays Bank plc 0.000% due 4/29/2011

Barclays Bank plc 11.500% due 4/30/2010

Barclays Bank plc 10.000% due 10/29/2010

Barclays Bank plc 14.75% due 1/29/2010

Barclays Bank plc 15.000% due 4/30/2010

Barclays Bank plc 10.000% due 10/29/2010

Barclays Bank plc 10.000% due 4/30/2010

Barclays Bank plc 16.500% due 4/30/2010

Barclays Bank plc 9.500% due 10/29/2010

Barclays Bank plc 11.000% due 10/29/2010

Barclays Bank plc 9.000% due 4/30/2010

Barclays Bank plc 8.250% due 10/29/2010

Barclays Bank plc 13.500% due 4/30/2010

Barclays Bank plc 20.000% due 4/30/2010

Barclays Bank plc 9.750% due 10/29/2010

Barclays Bank plc 11.000% due 10/29/2010

Barclays Bank plc 10.750% due 10/29/2010

Barclays Bank plc 9.250% due 10/29/2010

Barclays Bank plc 11.000% due 4/30/2010

Barclays Bank plc 19.750% due 1/29/2010

Barclays Bank plc 14.500% due 4/30/2010

Barclays Bank plc 8.250% due 10/29/2010

Barclays Bank plc 14.750% due 4/30/2010

Barclays Bank plc 12.750% due 4/30/2010

Barclays Bank plc 9.500% due 10/29/2010

Barclays Bank plc 9.500% due 10/29/2010

Barclays Bank plc 10.500% due 10/29/2010

Barclays Bank plc 10.250% due 10/29/2010

Barclays Bank plc 9.500% due 4/30/2010

Barclays Bank plc 9.000% due 10/29/2010

Barclays Bank plc 9.000% due 10/29/2010

Barclays Bank plc 11.000% due 4/30/2010

Barclays Bank plc 20.000% due 4/30/2010

Barclays Bank plc 18.500% due 4/30/2010

Barclays Bank plc 15.000% due 4/30/2010

Barclays Bank plc 16.500% due 4/30/2010

Barclays Bank plc 14.500% due 4/30/2010

Barclays Bank plc 11.250% due 10/29/2010

Barclays Bank plc 12.750% due 4/30/2010

Barclays Bank plc 11.250% due 4/30/2010

Barclays Bank plc 12.000% due 4/30/2010

Barclays Bank plc 12.250% due 1/29/2010

Barclays Bank plc 14.000% due 4/30/2010

Barclays Bank plc 9.000% due 10/29/2010

Barclays Bank plc 13.000% due 4/30/2010

Barclays Bank plc 14.000% due 1/29/2010

Barclays Bank plc 18.500% due 4/30/2010

Barclays Bank plc 11.500% due 4/30/2010

Barclays Bank plc 11.000% due 4/30/2010

Barclays Bank plc 14.000% due 4/30/2010

Barclays Bank plc 9.000% due 10/29/2010

Barclays Bank plc 16.000% due 4/30/2010

Barclays Bank plc 9.000% due 10/29/2010

Barclays Bank plc 9.000% due 10/29/2010

Barclays Bank plc 13.250% due 1/29/2010

Barclays Bank plc 11.000% due 1/29/2010

Barclays Bank plc 12.000% due 4/30/2010

Barclays Bank plc 16.000% due 1/29/2010

Barclays Bank plc 11.500% due 4/30/2010

Barclays Bank plc 12.000% due 4/30/2010

Barclays Bank plc 9.250% due 10/29/2010

Barclays Bank plc 10.250% due 4/30/2010

Barclays Bank plc 13.000% due 4/30/2010

Barclays Bank plc 9.000% due 10/29/2010

Barclays Bank plc 20.000% due 4/30/2010

Barclays Bank plc 13.000% due 4/30/2010

Barclays Bank plc 11.500% due 10/29/2010

Barclays Bank plc 13.000% due 4/30/2010

Barclays Bank plc 12.000% due 4/30/2010

Barclays Bank plc 10.000% due 10/29/2010

Barclays Bank plc 16.000% due 1/29/2010

Barclays Bank plc 11.000% due 4/30/2010

Barclays Bank plc 8.500% due 10/29/2010

Barclays Bank plc 9.500% due 4/30/2010

Barclays Bank plc 16.750% due 4/30/2010

Barclays Bank plc 12.000% due 4/30/2010

Barclays Bank plc 9.500% due 10/29/2010

Barclays Bank plc 16.750% due 1/29/2010

Barclays Bank plc 18.000% due 1/29/2010

Barclays Bank plc 8.250% due 10/29/2010

Barclays Bank plc 10.000% due 4/30/2010

Barclays Bank plc 15.500% due 4/30/2010

Barclays Bank plc 12.250% due 4/30/2010

Barclays Bank plc 9.250% due 10/29/2010

Barclays Bank plc 14.750% due 4/30/2010

Barclays Bank plc 10.000% due 4/30/2010

Barclays Bank plc 10.250% due 10/29/2010

Barclays Bank plc 10.000% due 10/29/2010

Barclays Bank plc 12.000% due 4/30/2010

Barclays Bank plc 10.000% due 10/29/2010

Barclays Bank plc 12.000% due 4/30/2010

Barclays Bank plc 8.250% due 10/29/2010

Barclays Bank plc 14.000% due 4/30/2010

Barclays Bank plc 0.000% due 10/26/2011

Barclays Bank plc 0.000% due 4/28/2015

Barclays Bank plc 0.000% due 4/28/2010

Barclays Bank plc 15.200% due 4/28/2010

Barclays Bank plc 10.000% due 1/28/2010

Barclays Bank plc 0.000% due 10/29/2010

Barclays Bank plc 0.000% due 7/29/2010

Barclays Bank plc 10-year Constant Maturity Swap rate, with floor of 3% and cap of 10% due 11/12/2019

Barclays Bank plc 11.100% due 4/26/2010

Barclays Bank plc 13.500% due 9/29/2010

Barclays Bank plc 13.250% due 1/25/2010

Barclays Bank plc 5.750% due 4/27/2010

Barclays Bank plc Initially 10%; beginning Oct. 28, 2010, four times the spread of the 30-year CMS rate over the two-year CMS rate, with floor of zero and cap of 10% per year; payable quarterly due 10/28/2024

Barclays Bank plc 0.000% due 10/21/2011

Barclays Bank plc 0.000% due 11/3/2010

Barclays Bank plc 0.000% due 4/21/2010

Barclays Bank plc 0.000% due 10/22/2010

Barclays Bank plc 9.000% due 8/30/2010

Barclays Bank plc 14.650% due 4/19/2010

Barclays Bank plc 19.270% due 1/20/2010

Barclays Bank plc 10.000% due 2/26/2010

Barclays Bank plc 18.000% due 3/30/2010

Barclays Bank plc 0.000% due 10/14/2011

Barclays Bank plc 0.000% due 10/27/2010

Barclays Bank plc 0.000% due 10/27/2010

Barclays Bank plc 11.000% due 4/14/2010

Barclays Bank plc 0.000% due 1/16/2015

Barclays Bank plc 0.000% due 10/16/2012

Barclays Bank plc Initially 12.5%; beginning Oct. 29, 2010, 4.25 times the spread of the 30-year CMS rate over the two-year CMS rate minus 0.5%, with floor of zero and cap of 12.5% per year; payable semiannually due 10/29/2024

Barclays Bank plc 17.000% due 1/12/2010

Barclays Bank plc 13.500% due 9/29/2010

Barclays Bank plc 9.000% due 8/30/2010

Barclays Bank plc 9.000% due 8/30/2010

Barclays Bank plc 0.000% due 10/14/2010

Barclays Bank plc 0.000% due 10/7/2011

Barclays Bank plc 8.600% due 1/7/2010

Barclays Bank plc 0.000% due 10/7/2011

Barclays Bank plc 0.000% due 8/12/2013

Barclays Bank plc Initially 11%; beginning Oct. 29, 2010, 4 times the spread of the 10-year CMS rate over the two-year CMS rate, with floor of zero and cap of 15% per year; payable semiannually due 10/29/2024

Barclays Bank plc 0.000% due 10/7/2014

Barclays Bank plc Applicable per-year rate multiplied by proportion of days on which six-month Libor is 6% or less; applicable rate is 6% for first five years, 7% for second five years and 8% for final five years; payable quarterly due 9/30/2024

Barclays Bank plc Initially 8%; beginning Sept. 30, 2010, four times the spread of the 10-year CMS rate over the two-year CMS rate, with floor of zero and cap of 12% per year; payable semiannually due 9/30/2019

Barclays Bank plc 19.000% due 12/31/2009

Barclays Bank plc 0.000% due 9/30/2011

Barclays Bank plc 0.000% due 10/1/2010

Barclays Bank plc 0.000% due 10/14/2010

Barclays Bank plc 0.000% due 3/30/2011

Barclays Bank plc 0.000% due 10/28/2010

Barclays Bank plc 0.000% due 9/28/2012

Barclays Bank plc 0.000% due 10/28/2010

Barclays Bank plc 0.000% due 10/28/2010

Barclays Bank plc 0.000% due 3/31/2011

Barclays Bank plc 12.000% due 3/30/2010

Barclays Bank plc 12.250% due 3/30/2010

Barclays Bank plc 15.000% due 12/31/2009

Barclays Bank plc 16.250% due 3/30/2010

Barclays Bank plc 10.000% due 9/29/2010

Barclays Bank plc 13.250% due 9/29/2010

Barclays Bank plc 8.500% due 9/29/2010

Barclays Bank plc 12.500% due 3/30/2010

Barclays Bank plc 15.000% due 3/30/2010

Barclays Bank plc 11.000% due 9/29/2010

Barclays Bank plc 9.500% due 9/29/2010

Barclays Bank plc 9.500% due 9/29/2010

Barclays Bank plc 12.000% due 12/31/2009

Barclays Bank plc 10.250% due 9/29/2010

Barclays Bank plc 13.250% due 3/30/2010

Barclays Bank plc 14.500% due 12/31/2009

Barclays Bank plc 9.000% due 9/29/2010

Barclays Bank plc 12.250% due 3/30/2010

Barclays Bank plc 11.000% due 3/30/2010

Barclays Bank plc 10.500% due 3/30/2010

Barclays Bank plc 9.000% due 9/29/2010

Barclays Bank plc 9.000% due 9/29/2010

Barclays Bank plc 9.500% due 3/30/2010

Barclays Bank plc 9.000% due 9/29/2010

Barclays Bank plc 8.750% due 9/29/2010

Barclays Bank plc 11.000% due 9/29/2010

Barclays Bank plc 11.250% due 3/30/2010

Barclays Bank plc 20.000% due 12/31/2009

Barclays Bank plc 19.000% due 3/30/2010

Barclays Bank plc 9.000% due 9/29/2010

Barclays Bank plc 18.500% due 3/30/2010

Barclays Bank plc 18.000% due 3/30/2010

Barclays Bank plc 17.750% due 12/31/2009

Barclays Bank plc 14.500% due 3/30/2010

Barclays Bank plc 15.500% due 3/30/2010

Barclays Bank plc 13.250% due 3/30/2010

Barclays Bank plc 12.250% due 3/30/2010

Barclays Bank plc 11.250% due 3/30/2010

Barclays Bank plc 14.500% due 12/31/2009

Barclays Bank plc 9.500% due 3/30/2010

Barclays Bank plc 12.500% due 3/30/2010

Barclays Bank plc 20.000% due 12/31/2009

Barclays Bank plc 20.000% due 3/30/2010

Barclays Bank plc 12.000% due 3/30/2010

Barclays Bank plc 14.000% due 3/30/2010

Barclays Bank plc 10.500% due 3/30/2010

Barclays Bank plc 8.250% due 9/29/2010

Barclays Bank plc 14.000% due 12/31/2009

Barclays Bank plc 8.250% due 9/29/2010

Barclays Bank plc 12.500% due 3/30/2010

Barclays Bank plc 19.000% due 12/31/2009

Barclays Bank plc 13.250% due 3/30/2010

Barclays Bank plc 12.250% due 3/30/2010

Barclays Bank plc 20.000% due 3/30/2010

Barclays Bank plc 11.750% due 3/30/2010

Barclays Bank plc 12.250% due 3/30/2010

Barclays Bank plc 11.250% due 3/30/2010

Barclays Bank plc 18.000% due 12/31/2009

Barclays Bank plc 12.000% due 3/30/2010

Barclays Bank plc 9.250% due 3/30/2010

Barclays Bank plc 12.000% due 3/30/2010

Barclays Bank plc 14.000% due 3/30/2010

Barclays Bank plc 9.500% due 9/29/2010

Barclays Bank plc 10.750% due 12/31/2009

Barclays Bank plc 20.000% due 3/30/2010

Barclays Bank plc 8.250% due 9/29/2010

Barclays Bank plc 12.000% due 3/30/2010

Barclays Bank plc 17.000% due 3/30/2010

Barclays Bank plc 12.750% due 3/30/2010

Barclays Bank plc 9.000% due 9/29/2010

Barclays Bank plc 18.000% due 3/30/2010

Barclays Bank plc 12.250% due 3/30/2010

Barclays Bank plc 12.500% due 3/30/2010

Barclays Bank plc 9.250% due 3/30/2010

Barclays Bank plc 8.250% due 9/29/2010

Barclays Bank plc 13.500% due 9/29/2010

Barclays Bank plc 14.500% due 3/30/2010

Barclays Bank plc 14.250% due 3/30/2010

Barclays Bank plc 12.750% due 3/30/2010

Barclays Bank plc 9.500% due 9/29/2010

Barclays Bank plc 16.000% due 3/30/2010

Barclays Bank plc 0.000% due 9/29/2011

Barclays Bank plc 0.000% due 7/1/2010

Barclays Bank plc 0.000% due 10/27/2010

Barclays Bank plc 0.000% due 9/27/2011

Barclays Bank plc Initially 12.5%; beginning Sept. 30, 2010, 5.5 times the spread of the 10-year CMS rate over the two-year CMS rate minus 0.25%, with floor of zero and cap of 12.5% per year; payable quarterly due 9/30/2024

Barclays Bank plc 13.000% due 9/24/2010

Barclays Bank plc 17.000% due 3/29/2010

Barclays Bank plc Initially 10%; beginning Sept. 30, 2010, 3.5 times the spread of the 30-year CMS rate over the two-year CMS rate, with floor of zero and cap of 10% per year; payable semiannually due 9/30/2024

Barclays Bank plc 0.000% due 9/20/2012

Barclays Bank plc 0.000% due 9/23/2011

Barclays Bank plc 15.000% due 3/23/2010

Barclays Bank plc 0.000% due 3/24/2011

Barclays Bank plc 9.000% due 12/23/2009

Barclays Bank plc 9.000% due 8/30/2010

Barclays Bank plc 12.000% due 4/2/2010

Barclays Bank plc 0.000% due 12/18/2009

Barclays Bank plc 12.300% due 3/19/2010

Barclays Bank plc 11.250% due 3/19/2010

Barclays Bank plc 0.000% due 9/19/2012

Barclays Bank plc Initially 11%; beginning Sept. 30, 2010, four times the spread of the 10-year CMS rate over the two-year CMS rate, with floor of zero and cap of 15% per year; payable semiannually due 9/30/2024

Barclays Bank plc 0.000% due 9/16/2011

Barclays Bank plc 0.000% due 9/29/2010

Barclays Bank plc 0.000% due 3/17/2011

Barclays Bank plc 0.000% due 3/17/2011

Barclays Bank plc 0.000% due 3/17/2011

Barclays Bank plc 0.000% due 10/12/2010

Barclays Bank plc 0.000% due 3/10/2011

Barclays Bank plc 0.000% due 3/10/2011

Barclays Bank plc 0.000% due 6/24/2038

Barclays Bank plc 0.000% due 9/6/2011

Barclays Bank plc 0.000% due 9/7/2010

Barclays Bank plc 0.000% due 3/3/2011

Barclays Bank plc 0.000% due 9/8/2014

Barclays Bank plc 0.000% due 3/3/2011

Barclays Bank plc 0.000% due 9/1/2011

Barclays Bank plc 12.000% due 8/31/2010

Barclays Bank plc 9.800% due 2/26/2010

Barclays Bank plc 11.700% due 2/26/2010

Barclays Bank plc 0.000% due 2/28/2011

Barclays Bank plc 0.000% due 11/30/2010

Barclays Bank plc 0.000% due 3/3/2011

Barclays Bank plc 0.000% due 3/3/2011

Barclays Bank plc 9.000% due 2/26/2010

Barclays Bank plc 13.750% due 2/26/2010

Barclays Bank plc 12.000% due 8/30/2010

Barclays Bank plc 12.500% due 2/26/2010

Barclays Bank plc 19.000% due 11/30/2009

Barclays Bank plc 14.000% due 2/26/2010

Barclays Bank plc 9.000% due 8/30/2010

Barclays Bank plc 10.500% due 8/30/2010

Barclays Bank plc 9.000% due 2/26/2010

Barclays Bank plc 16.000% due 11/30/2009

Barclays Bank plc 9.250% due 2/26/2010

Barclays Bank plc 10.750% due 2/26/2010

Barclays Bank plc 9.250% due 8/30/2010

Barclays Bank plc 10.000% due 2/26/2010

Barclays Bank plc 9.000% due 2/26/2010

Barclays Bank plc 10.250% due 2/26/2010

Barclays Bank plc 9.250% due 2/26/2010

Barclays Bank plc 9.000% due 2/26/2010

Barclays Bank plc 19.000% due 11/30/2009

Barclays Bank plc 15.500% due 2/26/2010

Barclays Bank plc 12.500% due 11/30/2009

Barclays Bank plc 13.000% due 2/26/2010

Barclays Bank plc 10.500% due 2/26/2010

Barclays Bank plc 13.250% due 2/26/2010

Barclays Bank plc 9.500% due 2/26/2010

Barclays Bank plc 12.000% due 11/30/2009

Barclays Bank plc 20.000% due 11/30/2009

Barclays Bank plc 13.000% due 2/26/2010

Barclays Bank plc 12.250% due 2/26/2010

Barclays Bank plc 9.000% due 8/30/2010

Barclays Bank plc 14.250% due 11/30/2009

Barclays Bank plc 9.000% due 8/30/2010

Barclays Bank plc 20.000% due 11/30/2009

Barclays Bank plc 9.000% due 8/30/2010

Barclays Bank plc 13.000% due 11/30/2009

Barclays Bank plc 19.000% due 11/30/2009

Barclays Bank plc 12.000% due 2/26/2010

Barclays Bank plc 11.000% due 2/26/2010

Barclays Bank plc 10.000% due 2/26/2010

Barclays Bank plc 18.500% due 11/30/2009

Barclays Bank plc 13.000% due 2/26/2010

Barclays Bank plc 9.000% due 8/30/2010

Barclays Bank plc 15.000% due 2/26/2010

Barclays Bank plc 9.000% due 8/30/2010

Barclays Bank plc 19.250% due 11/30/2009

Barclays Bank plc 10.750% due 2/26/2010

Barclays Bank plc 16.500% due 2/26/2010

Barclays Bank plc 11.000% due 2/26/2010

Barclays Bank plc 13.000% due 2/26/2010

Barclays Bank plc 2.000% due 11/30/2009

Barclays Bank plc Initially 12%; beginning Sept. 30, 2010, 4.5 times the spread of the 10-year CMS rate over the two-year CMS rate, with floor of zero and cap of 12% per year; payable semiannually due 9/30/2024

Barclays Bank plc Applicable rate multiplied by proportion of days on which six-month Libor is 7% or less; applicable rate is 7% for first three years and 10% per year after that; payable quarterly due 9/10/2024

Barclays Bank plc 20.000% due 8/27/2010

Barclays Bank plc 0.000% due 9/28/2010

Barclays Bank plc 0.000% due 8/26/2011

Barclays Bank plc 0.000% due 8/30/2010

Barclays Bank plc 14.800% due 2/24/2010

Barclays Bank plc 0.000% due 9/28/2010

Barclays Bank plc 0.000% due 10/22/2037

Barclays Bank plc 0.000% due 11/24/2009

Barclays Bank plc Initially 10%; beginning Aug. 27, 2010, four times the spread of the 30-year CMS rate over the two-year CMS rate, with floor of zero and cap of 10% per year; payable semiannually due 8/27/2024

Barclays Bank plc 15.600% due 12/16/2009

Barclays Bank plc 0.000% due 2/25/2011

Barclays Bank plc 13.550% due 8/20/2010

Barclays Bank plc 18.200% due 2/23/2010

Barclays Bank plc 0.000% due 9/18/2009

Barclays Bank plc Initially 12.5%; beginning Aug. 27, 2010, four times the spread of the 10-year CMS rate over the two-year CMS rate, with floor of zero and cap of 12.5% per year; payable semiannually due 8/27/2024

Barclays Bank plc 0.000% due 10/22/2037

Barclays Bank plc 0.000% due 6/24/2038

Barclays Bank plc 0.000% due 6/24/2038

Barclays Bank plc 0.000% due 12/18/2036

Barclays Bank plc 0.000% due 8/19/2011

Barclays Bank plc 0.000% due 8/22/2011

Barclays Bank plc 0.000% due 9/21/2010

Barclays Bank plc 15.600% due 12/16/2009

Barclays Bank plc 0.000% due 8/20/2012

Barclays Bank plc 20.000% due 11/17/2009

Barclays Bank plc 12.740% due 11/17/2009

Barclays Bank plc 20.080% due 11/17/2009

Barclays Bank plc 0.000% due 8/11/2011

Barclays Bank plc 0.000% due 8/12/2013

Barclays Bank plc 0.000% due 8/12/2011

Barclays Bank plc 0.000% due 8/10/2012

Barclays Bank plc 16.500% due 2/10/2010

Barclays Bank plc 0.000% due 9/14/2010

Barclays Bank plc Initially 12%; beginning Aug. 27, 2010, four times the spread of the 30-year CMS rate over the two-year CMS rate, with floor of zero and cap of 12% per year; payable semiannually due 8/27/2024

Barclays Bank plc 18.400% due 2/10/2010

Barclays Bank plc 15.600% due 12/16/2009

Barclays Bank plc Initially 12%; beginning Aug. 27, 2010, five times the spread of the 10-year CMS rate over the two-year CMS rate, with floor of zero and cap of 12% per year; payable semiannually due 8/27/2024

Barclays Bank plc 18.750% due 11/30/2009

Barclays Bank plc 8.750% due 11/9/2009

Barclays Bank plc 15.600% due 12/16/2009

Barclays Bank plc 7.5% per year multiplied by proportion of days on which six-month Libor is 7% or less; payable quarterly due 8/27/2024

Barclays Bank plc 0.000% due 8/5/2011

Barclays Bank plc 0.000% due 8/3/2011

Barclays Bank plc 0.000% due 8/1/2011

Barclays Bank plc 0.000% due 7/28/2011

Barclays Bank plc 0.000% due 7/27/2012

Barclays Bank plc Initially 13%; beginning Aug. 21, 2010, 5.5 times the spread of the 10-year CMS rate over the two-year CMS rate, with floor of zero and cap of 13% per year; payable semiannually due 8/21/2024

Barclays Bank plc 0.000% due 8/27/2010

Barclays Bank plc 0.000% due 7/31/2014

Barclays Bank plc 10.000% due 1/29/2010

Barclays Bank plc 11.000% due 1/29/2010

Barclays Bank plc 0.000% due 7/24/2014

Barclays Bank plc 0.000% due 1/21/2011

Barclays Bank plc 0.000% due 7/24/2012

Barclays Bank plc 0.000% due 7/24/2014

Barclays Bank plc 0.000% due 7/24/2013

Barclays Bank plc 0.000% due 8/7/2014

Barclays Bank plc 0.000% due 7/24/2014

Barclays Bank plc 0.000% due 1/30/2019

Barclays Bank plc 15.500% due 1/26/2010

Barclays Bank plc 13.500% due 1/26/2010

Barclays Bank plc 15.000% due 1/26/2010

Barclays Bank plc 9.750% due 7/23/2010

Barclays Bank plc 15.750% due 1/26/2010

Barclays Bank plc 20.000% due 10/26/2009

Barclays Bank plc 16.250% due 1/26/2010

Barclays Bank plc 10.750% due 1/26/2010

Barclays Bank plc 14.000% due 1/26/2010

Barclays Bank plc 10.250% due 7/23/2010

Barclays Bank plc 20.000% due 10/26/2009

Barclays Bank plc 20.000% due 1/26/2010

Barclays Bank plc 13.250% due 1/26/2010

Barclays Bank plc 0.000% due 7/24/2012

Barclays Bank plc 0.000% due 7/22/2011

Barclays Bank plc 0.000% due 7/19/2012

Barclays Bank plc 0.000% due 10/22/2010

Barclays Bank plc 0.000% due 7/19/2012

Barclays Bank plc 9.850% due 7/21/2011

Barclays Bank plc 10.60% due 7/21/2011

Barclays Bank plc 11.000% due 1/20/2010

Barclays Bank plc 12.000% due 10/19/2009

Barclays Bank plc 0.000% due 7/19/2010

Barclays Bank plc Initially 12%; beginning July 23, 2010, five times the spread of the 30-year CMS rate over the two-year CMS rate, with floor of zero and cap of 12% per year; payable semiannually due 7/23/2024

Barclays Bank plc 8.250% due 10/16/2009

Barclays Bank plc 0.000% due 7/15/2011

Barclays Bank plc 0.000% due 7/15/2011

Barclays Bank plc 0.000% due 7/18/2011

Barclays Bank plc Initially 12.5%; beginning June 23, 2010, 5.5 times the spread of the 10-year CMS rate over the two-year CMS rate, with floor of zero and cap of 12.5% per year; payable semiannually due 7/23/2024

Barclays Bank plc 14.000% due 10/15/2009

Barclays Bank plc 11.500% due 7/13/2010

Barclays Bank plc 15.000% due 1/13/2010

Barclays Bank plc 10.000% due 1/13/2010

Barclays Bank plc 12.000% due 7/13/2010

Barclays Bank plc 16.000% due 1/13/2010

Barclays Bank plc 12.500% due 10/15/2009

Barclays Bank plc 10.000% due 1/13/2010

Barclays Bank plc 10.750% due 1/13/2010

Barclays Bank plc 20.000% due 1/13/2010

Barclays Bank plc 13.500% due 1/13/2010

Barclays Bank plc 14.000% due 1/13/2010

Barclays Bank plc 0.000% due 7/8/2011

Barclays Bank plc 0.000% due 7/8/2011

Barclays Bank plc 0.000% due 7/12/2011

Barclays Bank plc 0.000% due 1/30/2019

Barclays Bank plc 0.000% due 1/30/2019

Barclays Bank plc 0.000% due 7/7/2010

Barclays Bank plc 19.150% due 12/31/2009

Barclays Bank plc 19.000% due 11/12/2009

Barclays Bank plc 0.000% due 7/1/2011

Barclays Bank plc 0.000% due 7/1/2011

Barclays Bank plc 0.000% due 7/5/2011

Barclays Bank plc 13.500% due 6/29/2010

Barclays Bank plc 17.30% due 12/31/2009

Barclays Bank plc 9.000% due 6/30/2011

Barclays Bank plc 7.610% due 6/30/2011

Barclays Bank plc 0.00% due 6/28/2013

Barclays Bank plc 0.000% due 7/8/2014

Barclays Bank plc 0.000% due 7/8/2014

Barclays Bank plc 0.000% due 7/28/2010

Barclays Bank plc Initially 12.5%; beginning June 26, 2010, six times the spread of the 30-year CMS rate over the two-year CMS rate, with floor of zero and cap of 12.5% per year; payable semiannually due 7/23/2024

Barclays Bank plc 10.200% due 12/30/2009

Barclays Bank plc 16.000% due 12/30/2009

Barclays Bank plc 3.75% for first two years; thereafter, change in the CPI plus a spread of 175 bps; payable monthly due 7/24/2014

Barclays Bank plc 0.000% due 6/29/2010

Barclays Bank plc 0.000% due 6/29/2010

Barclays Bank plc 0.000% due 6/30/2014

Barclays Bank plc 17.000% due 12/30/2009

Barclays Bank plc 10.250% due 6/29/2010

Barclays Bank plc 14.750% due 9/30/2009

Barclays Bank plc 9.250% due 12/30/2009

Barclays Bank plc 14.000% due 12/30/2009

Barclays Bank plc 14.000% due 12/30/2009

Barclays Bank plc 14.50% due 9/30/2009

Barclays Bank plc 12.500% due 12/30/2009

Barclays Bank plc 9.000% due 6/29/2010

Barclays Bank plc 14.500% due 12/30/2009

Barclays Bank plc 10.000% due 6/29/2010

Barclays Bank plc 20.000% due 9/30/2009

Barclays Bank plc 10.000% due 6/29/2010

Barclays Bank plc 9.500% due 6/29/2010

Barclays Bank plc 18.000% due 12/30/2009

Barclays Bank plc 9.250% due 6/29/2010

Barclays Bank plc 8.500% due 9/28/2009

Barclays Bank plc 0.000% due 6/23/2011

Barclays Bank plc 0.00% due 6/27/2011

Barclays Bank plc 10.50% due 6/22/2010

Barclays Bank plc 0.000% due 4/21/2010

Barclays Bank plc 0.000% due 4/21/2010

Barclays Bank plc Initially 13%; beginning June 26, 2010, six times the spread of the 30-year CMS rate over the two-year CMS rate, with floor of zero and cap of 13% per year; payable semiannually due 6/26/2024

Barclays Bank plc 0.000% due 6/15/2012

Barclays Bank plc 0.000% due 6/21/2011

Barclays Bank plc 10.500% due 6/16/2010

Barclays Bank plc 0.000% due 6/16/2010

Barclays Bank plc 0.000% due 6/16/2010

Barclays Bank plc 0.000% due 6/16/2010

Barclays Bank plc 15.500% due 12/16/2009

Barclays Bank plc 15.750% due 12/16/2009

Barclays Bank plc 13.000% due 9/16/2009

Barclays Bank plc 19.000% due 12/16/2009

Barclays Bank plc 17.500% due 12/16/2009

Barclays Bank plc 17.000% due 12/16/2009

Barclays Bank plc 10.350% due 12/16/2009

Barclays Bank plc 11.500% due 12/16/2009

Barclays Bank plc 15.500% due 12/16/2009

Barclays Bank plc 11.500% due 12/16/2009

Barclays Bank plc 12.750% due 12/16/2009

Barclays Bank plc 10.750% due 6/16/2010

Barclays Bank plc 13.750% due 12/16/2009

Barclays Bank plc 12.000% due 12/16/2009

Barclays Bank plc 15.600% due 12/16/2009

Barclays Bank plc 11.000% due 12/16/2009

Barclays Bank plc 13.750% due 12/16/2009

Barclays Bank plc 20.000% due 9/16/2009

Barclays Bank plc 12.250% due 12/16/2009

Barclays Bank plc 13.000% due 12/16/2009

Barclays Bank plc 10% per year multiplied by proportion of days on which six-month Libor is 7% or less; payable quarterly due 6/24/2024

Barclays Bank plc 0.000% due 10/22/2037

Barclays Bank plc 13.500% due 9/15/2009

Barclays Bank plc 8.05% for proportion of days on which six-month Libor is 7% or less; payable quarterly due 6/25/2019

Barclays Bank plc 17.500% due 11/12/2009

Barclays Bank plc 14.000% due 11/12/2009

Barclays Bank plc 14.5% for first year; beginning June 26, 2010, seven times spread of 10-year CMS rate over two-year CMS rate, with floor of zero and cap of 14.5%; payable semiannually due 6/26/2024

Barclays Bank plc 10.750% due 6/9/2010

Barclays Bank plc 0.000% due 6/10/2014

Barclays Bank plc 0.000% due 6/8/2012

Barclays Bank plc 0.000% due 6/13/2011

Barclays Bank plc 20% due 6/8/2010

Barclays Bank plc 12.000% due 1/29/2010

Barclays Bank plc 0.000% due 6/6/2014

Barclays Bank plc 0.000% due 6/7/2011

Barclays Bank plc 0.000% due 1/23/2012

Barclays Bank plc 12% for first year; beginning June 26, 2010, six times spread of 30-year CMS rate over two-year CMS rate, with floor of zero and cap of 12%; payable semiannually due 6/26/2024

Barclays Bank plc 12.75% for first two years; beginning May 28, 2011, seven times spread of 10-year CMS rate over two-year CMS rate, with floor of zero and cap of 12.75%; payable semiannually due 5/29/2029

Barclays Bank plc 7.460% due 11/30/2009

Barclays Bank plc 10.330% due 11/30/2009

Barclays Bank plc 10.510% due 5/31/2011

Barclays Bank plc 9.660% due 5/31/2011

Barclays Bank plc 8.000% due 5/31/2011

Barclays Bank plc 0.000% due 5/31/2012

Barclays Bank plc 0.000% due 11/29/2012

Barclays Bank plc 0.000% due 6/6/2014

Barclays Bank plc 0.000% due 5/31/2012

Barclays Bank plc 11.000% due 11/30/2009

Barclays Bank plc 0.000% due 5/28/2010

Barclays Bank plc 0.000% due 5/30/2014

Barclays Bank plc 10.000% due 5/28/2010

Barclays Bank plc 12.500% due 11/30/2009

Barclays Bank plc 11.000% due 11/30/2009

Barclays Bank plc 17.250% due 11/30/2009

Barclays Bank plc 20.000% due 11/30/2009

Barclays Bank plc 13.750% due 8/31/2009

Barclays Bank plc 12.000% due 11/30/2009

Barclays Bank plc 12.250% due 11/30/2009

Barclays Bank plc 18.750% due 11/30/2009

Barclays Bank plc 10.500% due 8/31/2009

Barclays Bank plc 18.000% due 11/30/2009

Barclays Bank plc 14.500% due 11/30/2009

Barclays Bank plc 13.000% due 11/30/2009

Barclays Bank plc 13.250% due 11/30/2009

Barclays Bank plc 20.000% due 8/31/2009

Barclays Bank plc 10.250% due 5/28/2010

Barclays Bank plc 17.250% due 11/30/2009

Barclays Bank plc 14.000% due 11/30/2009

Barclays Bank plc 15.000% due 8/31/2009

Barclays Bank plc 17.000% due 8/31/2009

Barclays Bank plc 10.500% due 5/28/2010

Barclays Bank plc 0.000% due 6/6/2014

Barclays Bank plc 0.000% due 5/27/2011

Barclays Bank plc 0.000% due 5/26/2011

Barclays Bank plc 0.000% due 5/26/2011

Barclays Bank plc 13.800% due 5/27/2011

Barclays Bank plc 14.000% due 11/25/2009

Barclays Bank plc 0.000% due 5/31/2011

Barclays Bank plc per-year rate equal to the 10-year CMS rate plus the greater of (a) the spread of the 10-year CMS rate over 4.5% and (b) zero, subject to a maximum rate of 20%; payable quarterly due 5/28/2014

Barclays Bank plc 0.000% due 11/24/2010

Barclays Bank plc 0.000% due 8/18/2009

Barclays Bank plc 15.000% due 12/18/2009

Barclays Bank plc 0.000% due 5/20/2011

Barclays Bank plc 0.000% due 5/13/2014

Barclays Bank plc 0.000% due 8/12/2009

Barclays Bank plc 0.000% due 5/11/2010

Barclays Bank plc 10.000% due 11/12/2009

Barclays Bank plc 17.500% due 11/12/2009

Barclays Bank plc 19.000% due 8/12/2009

Barclays Bank plc 19.000% due 11/12/2009

Barclays Bank plc 14.000% due 11/12/2009

Barclays Bank plc 14.250% due 11/12/2009

Barclays Bank plc 14.750% due 11/12/2009

Barclays Bank plc 17.750% due 8/12/2009

Barclays Bank plc 11.750% due 11/12/2009

Barclays Bank plc 17.250% due 11/12/2009

Barclays Bank plc 20.000% due 1/11/2010

Barclays Bank plc 20.000% due 1/11/2010

Barclays Bank plc 20.000% due 1/11/2010

Barclays Bank plc 0.000% due 11/12/2010

Barclays Bank plc 20.000% due 8/10/2009

Barclays Bank plc 0.000% due 5/13/2011

Barclays Bank plc 0.000% due 5/5/2011

Barclays Bank plc 2.000% due 8/6/2009

Barclays Bank plc 12.75% for first two years; beginning May 28, 2011, seven times spread of 10-year CMS rate over two-year CMS rate, with floor of zero and cap of 12.75%; payable semiannually due 5/29/2029

Barclays Bank plc 12% for first year; beginning May 28, 2010, six times spread of 30-year CMS rate over two-year CMS rate, with floor of zero and cap of 12%; payable semiannually due 5/28/2024

Barclays Bank plc 0.000% due 5/6/2010

Barclays Bank plc 12.5% for first year; beginning April 30, 2010, seven times spread of 10-year CMS rate over two-year CMS rate, with floor of zero and cap of 12.5% due 4/30/2024

Barclays Bank plc 0.000% due 5/7/2014

Barclays Bank plc 0.000% due 5/7/2014

Barclays Bank plc 0.000% due 4/29/2010

Barclays Bank plc 0.000% due 4/29/2010

Barclays Bank plc 0.000% due 4/30/2014

Barclays Bank plc 16.750% due 10/30/2009

Barclays Bank plc 11.250% due 4/29/2010

Barclays Bank plc 16.750% due 10/30/2009

Barclays Bank plc 10.500% due 4/29/2010

Barclays Bank plc 18.000% due 7/30/2009

Barclays Bank plc 11.000% due 7/30/2009

Barclays Bank plc 12.000% due 10/30/2009

Barclays Bank plc 18.500% due 4/29/2010

Barclays Bank plc 16.000% due 10/30/2009

Barclays Bank plc 12.000% due 10/30/2009

Barclays Bank plc 12.500% due 10/30/2009

Barclays Bank plc 10.500% due 4/29/2010

Barclays Bank plc 15.000% due 10/30/2009

Barclays Bank plc 15.750% due 10/30/2009

Barclays Bank plc 20.000% due 7/30/2009

Barclays Bank plc 19.500% due 10/30/2009

Barclays Bank plc 12.000% due 10/30/2009

Barclays Bank plc 11.000% due 10/30/2009

Barclays Bank plc 0.000% due 5/6/2011

Barclays Bank plc 0.000% due 4/29/2014

Barclays Bank plc 0.000% due 5/27/2010

Barclays Bank plc 0.000% due 5/28/2010

Barclays Bank plc 0.000% due 5/28/2010

Barclays Bank plc 12.5% for first year; beginning April 30, 2010, seven times spread of 10-year CMS rate over two-year CMS rate, with floor of zero and cap of 12.5% due 4/30/2024

Barclays Bank plc 0.000% due 4/20/2012

Barclays Bank plc 7% for first two years; beginning May 14, 2011, 7% multiplied by proportion of days on which six-month Libor is 7% or less; payable quarterly due 5/14/2024

Barclays Bank plc 0.000% due 4/28/2011

Barclays Bank plc 0.000% due 4/8/2010

Barclays Bank plc 0.000% due 4/8/2010

Barclays Bank plc 0.000% due 1/9/2012

Barclays Bank plc 11.000% due 10/14/2009

Barclays Bank plc 16.500% due 10/14/2009

Barclays Bank plc 10.500% due 7/13/2009

Barclays Bank plc 19.000% due 10/14/2009

Barclays Bank plc 13.000% due 10/14/2009

Barclays Bank plc 20.000% due 7/13/2009

Barclays Bank plc 11.000% due 10/14/2009

Barclays Bank plc 10.000% due 10/14/2009

Barclays Bank plc 13.000% due 10/14/2009

Barclays Bank plc 12.000% due 7/13/2009

Barclays Bank plc 20.000% due 10/14/2009

Barclays Bank plc 19.000% due 4/6/2010

Barclays Bank plc 0.000% due 7/9/2009

Barclays Bank plc 12% for first year; beginning April 22, 2010, seven times spread of 10-year CMS rate over two-year CMS rate, with floor of zero and cap of 12% due 4/22/2024

Barclays Bank plc 0.000% due 4/8/2010

Barclays Bank plc 0.000% due 4/1/2010

Barclays Bank plc 0.000% due 3/31/2014

Barclays Bank plc 0.000% due 4/7/2014

Barclays Bank plc 0.000% due 3/31/2014

Barclays Bank plc 0.000% due 4/1/2010

Barclays Bank plc 9.500% due 9/30/2009

Barclays Bank plc 13.000% due 9/30/2009

Barclays Bank plc 13.000% due 9/30/2009

Barclays Bank plc 0.000% due 4/29/2010

Barclays Bank plc 0.000% due 4/30/2010

Barclays Bank plc 0.000% due 3/31/2011

Barclays Bank plc 0.000% due 9/29/2010

Barclays Bank plc 16.000% due 9/30/2009

Barclays Bank plc 20.000% due 9/30/2009

Barclays Bank plc 0.000% due 4/30/2010

Barclays Bank plc 0.000% due 4/30/2010

Barclays Bank plc 0.000% due 9/30/2010

Barclays Bank plc 18.500% due 9/30/2009

Barclays Bank plc 18.500% due 9/30/2009

Barclays Bank plc 11.500% due 3/26/2010

Barclays Bank plc 11.250% due 3/26/2010

Barclays Bank plc 13.750% due 9/30/2009

Barclays Bank plc 20.000% due 9/30/2009

Barclays Bank plc 18.000% due 9/30/2009

Barclays Bank plc 20.000% due 9/30/2009

Barclays Bank plc 16.000% due 9/30/2009

Barclays Bank plc 14.500% due 9/30/2009

Barclays Bank plc 12.000% due 6/30/2009

Barclays Bank plc 12.250% due 3/26/2010

Barclays Bank plc 15.000% due 9/30/2009

Barclays Bank plc 20.000% due 9/30/2009

Barclays Bank plc 15.250% due 3/26/2010

Barclays Bank plc 12.000% due 3/26/2010

Barclays Bank plc 19.250% due 6/30/2009

Barclays Bank plc 18.000% due 9/30/2009

Barclays Bank plc 14.500% due 6/30/2009

Barclays Bank plc 15.250% due 9/30/2009

Barclays Bank plc 17.250% due 6/30/2009

Barclays Bank plc 12.000% due 9/28/2009

Barclays Bank plc 12% for first year; beginning April 9, 2010, 7.5 times the 10-year CMS rate minus two-year CMS rate, capped at 15% and floor of 0% due 4/9/2024

Barclays Bank plc 10.000% due 3/23/2010

Barclays Bank plc 8.300% due 6/19/2009

Barclays Bank plc 0.000% due 3/23/2010

Barclays Bank plc 0.000% due 9/17/2009

Barclays Bank plc 20.000% due 9/10/2009

Barclays Bank plc 20.000% due 9/10/2009

Barclays Bank plc 20.000% due 3/5/2010

Barclays Bank plc 17.500% due 6/10/2009

Barclays Bank plc 20.000% due 9/10/2009

Barclays Bank plc 20.000% due 6/10/2009

Barclays Bank plc 10.000% due 9/10/2009

Barclays Bank plc 7% per year multiplied by proportion of days on which Libor is 6.75% or less; payable monthly due 3/5/2029

Barclays Bank plc 0.000% due 3/8/2010

Barclays Bank plc 0.000% due 9/1/2009

Barclays Bank plc 0.000% due 3/17/2010

Barclays Bank plc 0.000% due 2/27/2014

Barclays Bank plc 0.000% due 3/7/2014

Barclays Bank plc 0.000% due 2/27/2014

Barclays Bank plc 0.000% due 3/10/2010

Barclays Bank plc 13.250% due 8/27/2009

Barclays Bank plc 12.750% due 5/28/2009

Barclays Bank plc 10.000% due 2/24/2010

Barclays Bank plc 20.000% due 8/27/2009

Barclays Bank plc 10.000% due 8/27/2009

Barclays Bank plc 20.000% due 8/27/2009

Barclays Bank plc 20.000% due 5/28/2009

Barclays Bank plc 20.000% due 8/27/2009

Barclays Bank plc 20.000% due 8/27/2009

Barclays Bank plc 13.750% due 2/24/2010

Barclays Bank plc 10.250% due 5/28/2009

Barclays Bank plc 20.000% due 8/27/2009

Barclays Bank plc 15.250% due 5/28/2009

Barclays Bank plc 19.250% due 8/27/2009

Barclays Bank plc 20.000% due 2/24/2010

Barclays Bank plc 20.000% due 5/22/2009

Barclays Bank plc 0.000% due 8/14/2036

Barclays Bank plc 7% per year multiplied by proportion of days on which Libor is 6.75% or less; payable monthly due 3/5/2029

Barclays Bank plc 0.000% due 3/1/2011

Barclays Bank plc 0.000% due 3/1/2011

Barclays Bank plc 0.00% due 5/14/2009

Barclays Bank plc 0.00% due 3/16/2010

Barclays Bank plc 20.000% due 2/11/2010

Barclays Bank plc 20.000% due 2/11/2010

Barclays Bank plc 16.75% due 8/13/2009

Barclays Bank plc 15% due 8/13/2009

Barclays Bank plc 18.50% due 8/13/2009

Barclays Bank plc 15.75% due 8/13/2009

Barclays Bank plc 14.75% due 8/13/2009

Barclays Bank plc 0.000% due 8/5/2010

Barclays Bank plc 0.000% due 8/2/2012

Barclays Bank plc 0.000% due 8/2/2012

Barclays Bank plc 14.750% due 8/4/2009

Barclays Bank plc 0.000% due 2/16/2011

Barclays Bank plc 0.000% due 2/16/2011

Barclays Bank plc 0.000% due 1/30/2019

Barclays Bank plc 0.000% due 1/30/2019

Barclays Bank plc 0.000% due 1/4/2010

Barclays Bank plc 17.000% due 4/30/2009

Barclays Bank plc 11.000% due 7/30/2009

Barclays Bank plc 12.500% due 7/30/2009

Barclays Bank plc 0.000% due 1/31/2012

Barclays Bank plc 0.000% due 7/30/2010

Barclays Bank plc 15.000% due 4/30/2009

Barclays Bank plc 11.000% due 7/30/2009

Barclays Bank plc 11.000% due 7/30/2009

Barclays Bank plc 13.000% due 4/30/2009

Barclays Bank plc 15.300% due 7/30/2009

Barclays Bank plc 11.750% due 7/30/2009

Barclays Bank plc 14.750% due 7/30/2009

Barclays Bank plc 11.000% due 7/30/2009

Barclays Bank plc 13.500% due 7/30/2009

Barclays Bank plc 14.500% due 1/27/2010

Barclays Bank plc 14.250% due 1/27/2010

Barclays Bank plc 11.500% due 7/30/2009

Barclays Bank plc 13.500% due 4/30/2009

Barclays Bank plc 18.250% due 1/27/2010

Barclays Bank plc 11.300% due 4/30/2009

Barclays Bank plc 15.900% due 7/30/2009

Barclays Bank plc 14.000% due 7/29/2009

Barclays Bank plc 0.000% due 7/28/2009

Barclays Bank plc 20.000% due 7/29/2009

Barclays Bank plc 0.000% due 7/28/2009

Barclays Bank plc 0.000% due 8/14/2036

Barclays Bank plc 13.00% due 7/22/2009

Barclays Bank plc 10.000% due 7/22/2009

Barclays Bank plc 11.000% due 7/22/2009

Barclays Bank plc 20.000% due 7/22/2009

Barclays Bank plc 0.000% due 7/21/2009

Barclays Bank plc 20.000% due 4/20/2009

Barclays Bank plc 9.75% due 7/20/2009

Barclays Bank plc 20.000% due 4/20/2009

Barclays Bank plc 13.50% due 7/20/2009

Barclays Bank plc 14.50% due 7/20/2009

Barclays Bank plc 13.25% due 7/20/2009

Barclays Bank plc 14.000% due 7/16/2009

Barclays Bank plc 13.000% due 7/16/2009

Barclays Bank plc 12.000% due 7/14/2009

Barclays Bank plc 20.000% due 4/15/2009

Barclays Bank plc 20.000% due 7/14/2009

Barclays Bank plc 18.000% due 4/15/2009

Barclays Bank plc 13.000% due 7/14/2009

Barclays Bank plc 11.000% due 7/14/2009

Barclays Bank plc 11.500% due 4/15/2009

Barclays Bank plc 16.500% due 7/14/2009

Barclays Bank plc 16.000% due 7/14/2009

Barclays Bank plc 16.000% due 7/14/2009

Barclays Bank plc 20.000% due 4/15/2009

Barclays Bank plc 0.000% due 4/13/2009

Barclays Bank plc 0.000% due 10/5/2010

Barclays Bank plc 0.000% due 8/14/2036

Barclays Bank plc 20.000% due 6/26/2009

Barclays Bank plc 0.000% due 1/4/2010

Barclays Bank plc 13.000% due 6/26/2009

Barclays Bank plc 14.000% due 3/26/2009

Barclays Bank plc 14.500% due 3/26/2009

Barclays Bank plc 10.000% due 6/26/2009

Barclays Bank plc 10.500% due 6/26/2009

Barclays Bank plc 0.000% due 1/4/2010

Barclays Bank plc 18.500% due 3/26/2009

Barclays Bank plc 17.000% due 6/26/2009

Barclays Bank plc 18.000% due 6/26/2009

Barclays Bank plc 17.000% due 6/26/2009

Barclays Bank plc 18.000% due 6/26/2009

Barclays Bank plc 15.000% due 6/26/2009

Barclays Bank plc 20.000% due 3/26/2009

Barclays Bank plc 12.650% due 6/23/2009

Barclays Bank plc 19.000% due 3/24/2009

Barclays Bank plc 15.000% due 3/24/2009

Barclays Bank plc 12.000% due 3/24/2009

Barclays Bank plc 20.000% due 3/24/2009

Barclays Bank plc 19.000% due 3/24/2009

Barclays Bank plc 13.500% due 3/24/2009

Barclays Bank plc 13.500% due 3/24/2009

Barclays Bank plc 0.000% due 12/23/2010

Barclays Bank plc 19.000% due 3/23/2009

Barclays Bank plc 0.000% due 12/23/2009

Barclays Bank plc 0.000% due 1/21/2011

Barclays Bank plc 0.000% due 6/17/2009

Barclays Bank plc 0.000% due 12/22/2009

Barclays Bank plc 0.000% due 12/30/2009

Barclays Bank plc 11.450% due 3/17/2009

Barclays Bank plc 17.750% due 3/17/2009

Barclays Bank plc 20.000% due 3/17/2009

Barclays Bank plc 10.000% due 3/17/2009

Barclays Bank plc 18.650% due 3/17/2009

Barclays Bank plc 11.500% due 3/17/2009

Barclays Bank plc 0.000% due 3/16/2009

Barclays Bank plc 11.500% due 6/10/2009

Barclays Bank plc 10.000% due 6/10/2009

Barclays Bank plc 13.000% due 6/10/2009

Barclays Bank plc 0.000% due 6/8/2012

Barclays Bank plc 0.000% due 12/23/2009

Barclays Bank plc 20.000% due 3/10/2009

Barclays Bank plc 0.000% due 12/22/2009

Barclays Bank plc 0.000% due 6/9/2009

Barclays Bank plc 0.000% due 6/9/2009

Barclays Bank plc 0.000% due 12/16/2009

Barclays Bank plc 0.000% due 5/29/2009

Barclays Bank plc 11.000% due 5/29/2009

Barclays Bank plc 16.000% due 5/29/2009

Barclays Bank plc 0.000% due 5/28/2010

Barclays Bank plc 0.000% due 11/30/2010

Barclays Bank plc 10.750% due 5/28/2009

Barclays Bank plc 8.600% due 11/24/2009

Barclays Bank plc 10.500% due 5/28/2009

Barclays Bank plc 14.750% due 5/28/2009

Barclays Bank plc 10.250% due 5/28/2009

Barclays Bank plc 11.500% due 5/28/2009

Barclays Bank plc 18.000% due 2/27/2009

Barclays Bank plc 10.000% due 5/28/2009

Barclays Bank plc 10.000% due 5/28/2009

Barclays Bank plc 18.000% due 5/28/2009

Barclays Bank plc 20.000% due 5/28/2009

Barclays Bank plc 16.500% due 2/27/2009

Barclays Bank plc 14.500% due 12/29/2008

Barclays Bank plc 15.000% due 2/27/2009

Barclays Bank plc 0.000% due 5/27/2009

Barclays Bank plc 0.000% due 5/27/2009

Barclays Bank plc 0.000% due 12/9/2009

Barclays Bank plc 16.000% due 5/27/2009

Barclays Bank plc 20.000% due 2/25/2009

Barclays Bank plc 18.000% due 5/20/2009

Barclays Bank plc 14.500% due 5/18/2009

Barclays Bank plc 18.500% due 5/15/2009

Barclays Bank plc 11.500% due 5/15/2009

Barclays Bank plc 15.000% due 2/9/2009

Barclays Bank plc 14.000% due 2/4/2009

Barclays Bank plc 0.000% due 4/30/2010

Barclays Bank plc 0.000% due 4/30/2010

Barclays Bank plc 20.000% due 1/30/2009

Barclays Bank plc 16.000% due 1/30/2009

Barclays Bank plc 10.100% due 4/30/2009

Barclays Bank plc 18.000% due 1/30/2009

Barclays Bank plc 20.000% due 1/30/2009

Barclays Bank plc 11.500% due 4/30/2009

Barclays Bank plc 14.200% due 1/28/2009

Barclays Bank plc 0.000% due 4/27/2009

Barclays Bank plc 0.000% due 4/27/2009

Barclays Bank plc 0.000% due 4/20/2012

Barclays Bank plc 10.250% due 4/9/2009

Barclays Bank plc 20.000% due 4/9/2009

Barclays Bank plc 20.000% due 4/9/2009

Barclays Bank plc 10.000% due 4/9/2009

Barclays Bank plc 10.500% due 4/9/2009

Barclays Bank plc 8.8% times the proportion of days on which six-month Libor is between 0% and 7%; payable quarterly due 10/10/2023

Barclays Bank plc 0.000% due 10/15/2009

Barclays Bank plc 12% for first year; then 11 times positive difference between the 10-year CMS rate and the two-year CMS rate due 9/30/2028

Barclays Bank plc 0.000% due 9/30/2011

Barclays Bank plc 0.000% due 10/29/2009

Barclays Bank plc 0.000% due 10/29/2009

Barclays Bank plc 0.000% due 3/28/2013

Barclays Bank plc 0.000% due 9/30/2013

Barclays Bank plc 0.000% due 10/1/2009

Barclays Bank plc 0.000% due 3/31/2010

Barclays Bank plc 0.000% due 3/31/2010

Barclays Bank plc 14.750% due 3/30/2009

Barclays Bank plc 12.000% due 3/30/2009

Barclays Bank plc 14.250% due 3/30/2009

Barclays Bank plc 15.500% due 12/30/2008

Barclays Bank plc 9.500% due 9/25/2009

Barclays Bank plc 9.000% due 9/25/2009

Barclays Bank plc 15.350% due 12/30/2008

Barclays Bank plc 11.750% due 3/30/2009

Barclays Bank plc 19.750% due 3/30/2009

Barclays Bank plc 12.250% due 3/30/2009

Barclays Bank plc 19.750% due 3/30/2009

Barclays Bank plc 9.000% due 3/30/2009

Barclays Bank plc 18.250% due 12/30/2008

Barclays Bank plc 20.000% due 12/30/2008

Barclays Bank plc 16.500% due 9/25/2009

Barclays Bank plc 17.250% due 3/30/2009

Barclays Bank plc 16.400% due 12/30/2008

Barclays Bank plc 14.000% due 3/30/2009

Barclays Bank plc 13.500% due 12/30/2008

Barclays Bank plc 12.750% due 9/25/2009

Barclays Bank plc 15.750% due 3/30/2009

Barclays Bank plc 19.750% due 3/30/2009

Barclays Bank plc 12.000% due 3/30/2009

Barclays Bank plc 9.750% due 9/25/2009

Barclays Bank plc 10.750% due 3/30/2009

Barclays Bank plc 10.750% due 3/30/2009

Barclays Bank plc 8.750% due 3/30/2009

Barclays Bank plc 14.250% due 3/30/2009

Barclays Bank plc 14.750% due 3/30/2009

Barclays Bank plc 12.000% due 12/30/2008

Barclays Bank plc 11.750% due 3/30/2009

Barclays Bank plc 10.750% due 9/25/2009

Barclays Bank plc 12.750% due 3/30/2009

Barclays Bank plc 9.250% due 9/25/2009

Barclays Bank plc 9.000% due 3/30/2009

Barclays Bank plc 11.750% due 3/30/2009

Barclays Bank plc 15.750% due 3/30/2009

Barclays Bank plc 9.200% due 3/30/2009

Barclays Bank plc 12.850% due 3/30/2009

Barclays Bank plc 20.000% due 3/30/2009

Barclays Bank plc 13.000% due 3/30/2009

Barclays Bank plc 12.250% due 9/24/2009

Barclays Bank plc 19.000% due 9/24/2009

Barclays Bank plc 12.500% due 3/26/2009

Barclays Bank plc 14.000% due 12/24/2008

Barclays Bank plc 18.700% due 12/24/2008

Barclays Bank plc 20.000% due 12/24/2008

Barclays Bank plc 11.800% due 3/24/2009

Barclays Bank plc 10.950% due 3/24/2009

Barclays Bank plc 10.050% due 3/23/2009

Barclays Bank plc 0.000% due 9/22/2011

Barclays Bank plc 12.250% due 9/15/2009

Barclays Bank plc 0.000% due 9/14/2014

Barclays Bank plc 0.000% due 10/1/2009

Barclays Bank plc 10.400% due 12/16/2008

Barclays Bank plc 8.000% due 12/16/2008

Barclays Bank plc 20.000% due 3/13/2009

Barclays Bank plc 9.650% due 9/10/2009

Barclays Bank plc 20.000% due 12/12/2008

Barclays Bank plc 0.000% due 9/24/2009

Barclays Bank plc 20.000% due 3/11/2009

Barclays Bank plc 11.600% due 9/8/2009

Barclays Bank plc 17.000% due 3/11/2009

Barclays Bank plc 15.000% due 3/11/2009

Barclays Bank plc 12.750% due 3/11/2009

Barclays Bank plc 19.500% due 12/11/2008

Barclays Bank plc 18.750% due 3/11/2009

Barclays Bank plc 16.000% due 3/11/2009

Barclays Bank plc 13.000% due 9/8/2009

Barclays Bank plc 17.250% due 12/11/2008

Barclays Bank plc 17.750% due 3/11/2009

Barclays Bank plc 11.000% due 3/11/2009

Barclays Bank plc 15.500% due 9/8/2009

Barclays Bank plc 16.000% due 3/11/2009

Barclays Bank plc 8.750% due 9/8/2009

Barclays Bank plc 7.400% due 3/11/2009

Barclays Bank plc 0.000% due 9/8/2011

Barclays Bank plc 0.000% due 9/24/2009

Barclays Bank plc 0.000% due 9/8/2011

Barclays Bank plc 10.000% due 3/10/2009

Barclays Bank plc 10.350% due 12/10/2008

Barclays Bank plc 8.000% due 12/10/2008

Barclays Bank plc 0.000% due 9/22/2009

Barclays Bank plc equal to the difference between the return on the underlying strategy and the return based only on exchange rate movements and excluding local deposit rates; paid based on the value of the index for the previous month less the previous coupon payment; payable monthly due 4/8/2038

Barclays Bank plc 0.000% due 9/17/2009

Barclays Bank plc 0.000% due 9/17/2009

Barclays Bank plc 20.000% due 12/3/2008

Barclays Bank plc 9.500% due 12/2/2008

Barclays Bank plc 0.000% due 2/26/2010

Barclays Bank plc 0.000% due 8/31/2011

Barclays Bank plc 0.000% due 8/30/2013

Barclays Bank plc 0.000% due 8/30/2013

Barclays Bank plc 0.000% due 8/30/2013

Barclays Bank plc 0.000% due 8/31/2011

Barclays Bank plc 14.000% due 2/27/2009

Barclays Bank plc 9.750% due 2/27/2009

Barclays Bank plc 19.500% due 2/27/2009

Barclays Bank plc 13.500% due 2/27/2009

Barclays Bank plc 9.250% due 8/26/2009

Barclays Bank plc 14.600% due 2/27/2009

Barclays Bank plc 10.000% due 2/27/2009

Barclays Bank plc 9.750% due 8/26/2009

Barclays Bank plc 15.800% due 2/27/2009

Barclays Bank plc 15.500% due 8/26/2009

Barclays Bank plc 16.000% due 2/27/2009

Barclays Bank plc 13.000% due 2/27/2009

Barclays Bank plc 9.500% due 8/26/2009

Barclays Bank plc 15.900% due 2/27/2009

Barclays Bank plc 10.750% due 8/26/2009

Barclays Bank plc 15.250% due 2/27/2009

Barclays Bank plc 12.500% due 2/27/2009

Barclays Bank plc 20.000% due 8/26/2009

Barclays Bank plc 10.500% due 2/27/2009

Barclays Bank plc 15.650% due 11/28/2008

Barclays Bank plc 11.000% due 2/27/2009

Barclays Bank plc 20.000% due 2/27/2009

Barclays Bank plc 20.000% due 11/28/2008

Barclays Bank plc 13.500% due 2/27/2009

Barclays Bank plc 16.750% due 2/27/2009

Barclays Bank plc 18.000% due 2/27/2009

Barclays Bank plc 15.500% due 11/28/2008

Barclays Bank plc 11.750% due 2/27/2009

Barclays Bank plc 11.750% due 2/27/2009

Barclays Bank plc 9.250% due 2/27/2009

Barclays Bank plc 12.750% due 2/27/2009

Barclays Bank plc 10.250% due 2/27/2009

Barclays Bank plc 8.250% due 2/27/2009

Barclays Bank plc 14.000% due 2/27/2009

Barclays Bank plc 11.500% due 2/27/2009

Barclays Bank plc 9.750% due 8/26/2009

Barclays Bank plc 16.750% due 2/27/2009

Barclays Bank plc 12.750% due 11/28/2008

Barclays Bank plc 17.500% due 2/27/2009

Barclays Bank plc 13.800% due 2/27/2009

Barclays Bank plc 14.000% due 2/27/2009

Barclays Bank plc 9.500% due 2/27/2009

Barclays Bank plc 18.000% due 2/27/2009

Barclays Bank plc 13.000% due 2/27/2009

Barclays Bank plc 18.500% due 2/27/2009

Barclays Bank plc 15.500% due 8/26/2009

Barclays Bank plc 20.000% due 11/28/2008

Barclays Bank plc 13.500% due 2/27/2009

Barclays Bank plc 8.250% due 2/27/2009

Barclays Bank plc 14.900% due 2/27/2009

Barclays Bank plc 12.250% due 8/26/2009

Barclays Bank plc 14.400% due 2/27/2009

Barclays Bank plc 12.750% due 2/27/2009

Barclays Bank plc 13.500% due 11/28/2008

Barclays Bank plc 20.000% due 2/27/2009

Barclays Bank plc 8.000% due 2/27/2009

Barclays Bank plc 7.300% due 2/27/2009

Barclays Bank plc 15.800% due 2/27/2009

Barclays Bank plc 20.000% due 2/27/2009

Barclays Bank plc 20.000% due 2/27/2009

Barclays Bank plc 11.000% due 2/27/2009

Barclays Bank plc 20.000% due 2/27/2009

Barclays Bank plc 19.500% due 11/28/2008

Barclays Bank plc 18.000% due 2/27/2009

Barclays Bank plc 17.250% due 2/27/2009

Barclays Bank plc 14.500% due 2/27/2009

Barclays Bank plc 9.250% due 8/26/2009

Barclays Bank plc 14.300% due 2/27/2009

Barclays Bank plc 11.850% due 3/2/2009

Barclays Bank plc 0.000% due 9/9/2011

Barclays Bank plc 0.000% due 8/31/2009

Barclays Bank plc 0.000% due 9/11/2009

Barclays Bank plc 19.750% due 8/21/2009

Barclays Bank plc 0.000% due 11/25/2009

Barclays Bank plc 9.600% due 11/26/2008

Barclays Bank plc 19.650% due 11/26/2008

Barclays Bank plc 0.000% due 11/24/2009

Barclays Bank plc 19.250% due 11/24/2008

Barclays Bank plc 0.000% due 3/5/2013

Barclays Bank plc 9.750% due 2/23/2009

Barclays Bank plc 0.000% due 9/3/2009

Barclays Bank plc 0.000% due 8/17/2010

Barclays Bank plc 11.000% due 8/7/2009

Barclays Bank plc 17.000% due 8/7/2009

Barclays Bank plc 10.500% due 8/7/2009

Barclays Bank plc 15.000% due 2/11/2009

Barclays Bank plc 18.500% due 11/13/2008

Barclays Bank plc 10.000% due 2/11/2009

Barclays Bank plc 20.000% due 2/11/2009

Barclays Bank plc 10.000% due 2/11/2009

Barclays Bank plc 10.500% due 8/7/2009

Barclays Bank plc 14.750% due 8/7/2009

Barclays Bank plc 14.000% due 11/13/2008

Barclays Bank plc 14.250% due 8/7/2009

Barclays Bank plc 10.750% due 8/7/2009

Barclays Bank plc 19.500% due 2/11/2009

Barclays Bank plc 8.250% due 11/13/2008

Barclays Bank plc 14.000% due 2/11/2009

Barclays Bank plc 20.000% due 2/11/2009

Barclays Bank plc 18.000% due 2/11/2009

Barclays Bank plc 16.500% due 2/11/2009

Barclays Bank plc 17.250% due 2/11/2009

Barclays Bank plc 0.000% due 7/31/2013

Barclays Bank plc 0.000% due 7/31/2013

Barclays Bank plc 0.000% due 1/29/2010

Barclays Bank plc 0.000% due 1/29/2010

Barclays Bank plc 16.000% due 10/30/2008

Barclays Bank plc 14.500% due 1/30/2009

Barclays Bank plc 15.000% due 10/30/2008

Barclays Bank plc 17.000% due 1/30/2009

Barclays Bank plc 10.750% due 7/27/2009

Barclays Bank plc 15.000% due 1/30/2009

Barclays Bank plc 10.000% due 7/27/2009

Barclays Bank plc 10.000% due 1/30/2009

Barclays Bank plc 11.500% due 1/30/2009

Barclays Bank plc 10.000% due 1/30/2009

Barclays Bank plc 9.250% due 7/27/2009

Barclays Bank plc 14.000% due 7/27/2009

Barclays Bank plc 11.250% due 7/27/2009

Barclays Bank plc 14.000% due 10/30/2008

Barclays Bank plc 9.000% due 7/27/2009

Barclays Bank plc 17.000% due 1/30/2009

Barclays Bank plc 14.000% due 1/30/2009

Barclays Bank plc 9.150% due 7/27/2009

Barclays Bank plc 10.150% due 1/30/2009

Barclays Bank plc 11.500% due 7/27/2009

Barclays Bank plc 10.300% due 7/27/2009

Barclays Bank plc 10.100% due 7/27/2009

Barclays Bank plc 10.000% due 7/27/2009

Barclays Bank plc 19.000% due 1/30/2009

Barclays Bank plc 14.000% due 7/27/2009

Barclays Bank plc 20.000% due 1/30/2009

Barclays Bank plc 9.100% due 1/30/2009

Barclays Bank plc 20.000% due 7/27/2009

Barclays Bank plc 14.500% due 7/27/2009

Barclays Bank plc 20.000% due 10/30/2008

Barclays Bank plc 10.750% due 1/30/2009

Barclays Bank plc 13.500% due 7/27/2009

Barclays Bank plc 13.000% due 1/30/2009

Barclays Bank plc 11.750% due 1/30/2009

Barclays Bank plc 10.000% due 1/30/2009

Barclays Bank plc 8.500% due 1/30/2009

Barclays Bank plc 16.500% due 10/30/2008

Barclays Bank plc 11.000% due 7/27/2009

Barclays Bank plc 12.000% due 7/27/2009

Barclays Bank plc 17.500% due 1/30/2009

Barclays Bank plc 15.000% due 1/30/2009

Barclays Bank plc 10.000% due 7/27/2009

Barclays Bank plc 13.500% due 1/30/2009

Barclays Bank plc 11.250% due 1/30/2009

Barclays Bank plc 15.250% due 1/30/2009

Barclays Bank plc 16.500% due 7/27/2009

Barclays Bank plc 16.000% due 7/27/2009

Barclays Bank plc 8.500% due 1/30/2009

Barclays Bank plc 16.250% due 7/27/2009

Barclays Bank plc 9.000% due 1/30/2009

Barclays Bank plc 14.750% due 1/30/2009

Barclays Bank plc 10.500% due 1/30/2009

Barclays Bank plc 12.250% due 1/30/2009

Barclays Bank plc 16.000% due 10/30/2008

Barclays Bank plc 13.000% due 7/27/2009

Barclays Bank plc 20.000% due 7/27/2009

Barclays Bank plc 10.750% due 7/27/2009

Barclays Bank plc 14.000% due 1/30/2009

Barclays Bank plc 17.000% due 10/30/2008

Barclays Bank plc 20.000% due 10/30/2008

Barclays Bank plc 15.000% due 1/30/2009

Barclays Bank plc 14.500% due 10/30/2008

Barclays Bank plc 12.750% due 1/30/2009

Barclays Bank plc 11.500% due 1/30/2009

Barclays Bank plc 0.000% due 7/28/2011

Barclays Bank plc 0.000% due 7/30/2013

Barclays Bank plc 0.000% due 8/13/2009

Barclays Bank plc 0.000% due 8/12/2010

Barclays Bank plc 18.600% due 10/29/2008

Barclays Bank plc 12.700% due 1/28/2009

Barclays Bank plc 9.700% due 7/23/2009

Barclays Bank plc 14.300% due 7/21/2009

Barclays Bank plc 10.750% due 1/23/2009

Barclays Bank plc 10.250% due 10/24/2008

Barclays Bank plc 0.000% due 7/27/2009

Barclays Bank plc 0.000% due 8/11/2009

Barclays Bank plc 12.250% due 10/22/2008

Barclays Bank plc 10.000% due 10/22/2008

Barclays Bank plc 8.000% due 10/22/2008

Barclays Bank plc 0.000% due 7/20/2011

Barclays Bank plc 11.000% due 1/22/2009

Barclays Bank plc 18.000% due 10/16/2008

Barclays Bank plc 0.000% due 7/30/2009

Barclays Bank plc 0.000% due 1/19/2011

Barclays Bank plc 20.000% due 1/14/2009

Barclays Bank plc 8.800% due 10/16/2008

Barclays Bank plc 0.000% due 8/14/2009

Barclays Bank plc 0.000% due 7/13/2010

Barclays Bank plc 0.000% due 7/15/2009

Barclays Bank plc 0.000% due 7/10/2009

Barclays Bank plc 0.000% due 7/8/2009

Barclays Bank plc 0.000% due 7/21/2011

Barclays Bank plc 0.000% due 7/22/2009

Barclays Bank plc 11.000% due 7/8/2009

Barclays Bank plc 9.650% due 7/8/2009

Barclays Bank plc 9.500% due 7/8/2009

Barclays Bank plc 10.150% due 7/8/2009

Barclays Bank plc 16.750% due 7/8/2009

Barclays Bank plc 20.000% due 7/8/2009

Barclays Bank plc 20.000% due 7/8/2009

Barclays Bank plc 19.500% due 1/8/2009

Barclays Bank plc 20.000% due 1/8/2009

Barclays Bank plc 20.000% due 1/7/2009

Barclays Bank plc 12.000% due 1/8/2009

Barclays Bank plc 14.400% due 7/8/2009

Barclays Bank plc 10.150% due 7/8/2009

Barclays Bank plc 10.000% due 1/8/2009

Barclays Bank plc 20.000% due 1/8/2009

Barclays Bank plc 12.850% due 10/8/2008

Barclays Bank plc 11.000% due 7/8/2009

Barclays Bank plc 20.000% due 1/8/2009

Barclays Bank plc 14.000% due 1/8/2009

Barclays Bank plc 0.000% due 7/2/2009

Barclays Bank plc 11.350% due 10/3/2008

Barclays Bank plc 9.350% due 10/3/2008

Barclays Bank plc 0.000% due 7/16/2009

Barclays Bank plc 0.000% due 7/16/2009

Barclays Bank plc 0.000% due 7/16/2009

Barclays Bank plc 0.000% due 7/16/2009

Barclays Bank plc 10.000% due 7/1/2009

Barclays Bank plc 0.000% due 6/29/2010

Barclays Bank plc 12.500% due 10/1/2008

Barclays Bank plc 0.000% due 6/29/2011

Barclays Bank plc 0.000% due 12/30/2009

Barclays Bank plc 0.000% due 9/30/2009

Barclays Bank plc 0.000% due 6/28/2013

Barclays Bank plc 0.000% due 6/28/2013

Barclays Bank plc 16.000% due 9/30/2008

Barclays Bank plc 28.750% due 12/30/2008

Barclays Bank plc 13.400% due 12/31/2008

Barclays Bank plc 12.250% due 12/31/2008

Barclays Bank plc 10.250% due 6/29/2009

Barclays Bank plc 20.000% due 12/31/2008

Barclays Bank plc 12.500% due 6/29/2009

Barclays Bank plc 20.000% due 9/30/2008

Barclays Bank plc 15.400% due 6/30/2009

Barclays Bank plc 10.000% due 12/31/2008

Barclays Bank plc 11.250% due 6/29/2009

Barclays Bank plc 10.100% due 12/31/2008

Barclays Bank plc 9.250% due 6/29/2009

Barclays Bank plc 10.500% due 12/31/2008

Barclays Bank plc 9.600% due 6/29/2009

Barclays Bank plc 13.000% due 9/30/2008

Barclays Bank plc 10.250% due 12/31/2008

Barclays Bank plc 11.200% due 12/31/2008

Barclays Bank plc 11.400% due 12/31/2008

Barclays Bank plc 10.500% due 12/31/2008

Barclays Bank plc 20.000% due 12/31/2008

Barclays Bank plc 11.500% due 6/29/2009

Barclays Bank plc 12.250% due 12/31/2008

Barclays Bank plc 13.200% due 12/31/2008

Barclays Bank plc 8.300% due 6/29/2009

Barclays Bank plc 19.150% due 12/30/2008

Barclays Bank plc 16.900% due 9/30/2008

Barclays Bank plc 20.000% due 9/30/2008

Barclays Bank plc 8.500% due 6/29/2009

Barclays Bank plc 9.700% due 12/31/2008

Barclays Bank plc 18.000% due 9/30/2008

Barclays Bank plc 14.300% due 12/31/2008

Barclays Bank plc 14.300% due 6/30/2009

Barclays Bank plc 16.000% due 9/30/2008

Barclays Bank plc 9.500% due 6/29/2009

Barclays Bank plc 20.000% due 12/31/2008

Barclays Bank plc 12.800% due 12/31/2008

Barclays Bank plc 10.250% due 12/31/2008

Barclays Bank plc 12.300% due 12/31/2008

Barclays Bank plc 9.100% due 12/31/2008

Barclays Bank plc 9.100% due 12/31/2008

Barclays Bank plc 11.400% due 12/31/2008

Barclays Bank plc 9.600% due 12/31/2008

Barclays Bank plc 9.050% due 12/30/2008

Barclays Bank plc 8.450% due 12/30/2008

Barclays Bank plc 9.400% due 12/31/2008

Barclays Bank plc 11.250% due 12/31/2008

Barclays Bank plc 14.000% due 12/31/2008

Barclays Bank plc 11.250% due 12/31/2008

Barclays Bank plc 12.800% due 12/31/2008

Barclays Bank plc 9.000% due 6/29/2009

Barclays Bank plc 15.600% due 12/30/2008

Barclays Bank plc 14.000% due 6/29/2009

Barclays Bank plc 13.250% due 12/31/2008

Barclays Bank plc 17.000% due 12/30/2008

Barclays Bank plc 12.000% due 12/31/2008

Barclays Bank plc 10.800% due 12/31/2008

Barclays Bank plc 19.600% due 12/30/2008

Barclays Bank plc 8.750% due 6/29/2009

Barclays Bank plc 15.750% due 6/29/2009

Barclays Bank plc 9.800% due 12/31/2008

Barclays Bank plc 12.300% due 12/31/2008

Barclays Bank plc 15.500% due 12/31/2008

Barclays Bank plc 14.750% due 12/31/2008

Barclays Bank plc 9.500% due 9/30/2008

Barclays Bank plc 9.500% due 12/31/2008

Barclays Bank plc 14.300% due 12/31/2008

Barclays Bank plc 20.000% due 6/29/2009

Barclays Bank plc 13.000% due 12/31/2008

Barclays Bank plc 14.000% due 12/31/2008

Barclays Bank plc 20.000% due 12/31/2008

Barclays Bank plc 14.750% due 6/29/2009

Barclays Bank plc 10.500% due 12/31/2008

Barclays Bank plc 14.000% due 12/31/2008

Barclays Bank plc 12.100% due 12/31/2008

Barclays Bank plc 11.200% due 12/31/2008

Barclays Bank plc 0.000% due 6/29/2009

Barclays Bank plc 0.000% due 6/24/2038

Barclays Bank plc 0.000% due 6/24/2038

Barclays Bank plc 0.000% due 6/24/2038

Barclays Bank plc 0.000% due 6/24/2038

Barclays Bank plc 0.000% due 6/24/2038

Barclays Bank plc 0.000% due 6/24/2038

Barclays Bank plc 0.000% due 10/22/2037

Barclays Bank plc 0.000% due 6/24/2038

Barclays Bank plc 0.000% due 6/24/2038

Barclays Bank plc 0.000% due 6/24/2038

Barclays Bank plc 0.000% due 6/24/2038

Barclays Bank plc 0.000% due 6/24/2038

Barclays Bank plc 18.250% due 9/26/2008

Barclays Bank plc 0.000% due 12/31/2009

Barclays Bank plc 15.250% due 12/26/2008

Barclays Bank plc 0.000% due 10/22/2037

Barclays Bank plc 0.000% due 7/9/2009

Barclays Bank plc 0.000% due 7/9/2009

Barclays Bank plc 13.000% due 9/25/2008

Barclays Bank plc 8.150% due 12/24/2008

Barclays Bank plc 9.500% due 9/24/2008

Barclays Bank plc 15.000% due 9/25/2008

Barclays Bank plc 10.000% due 9/25/2008

Barclays Bank plc 0.000% due 6/23/2010

Barclays Bank plc 9.450% due 9/24/2008

Barclays Bank plc 9.750% due 9/24/2008

Barclays Bank plc 20.000% due 12/24/2008

Barclays Bank plc 0.000% due 9/23/2009

Barclays Bank plc 0.000% due 10/22/2037

Barclays Bank plc 0.000% due 7/2/2009

Barclays Bank plc 0.000% due 7/16/2009

Barclays Bank plc equal to the difference between the return on the reference strategy and the return based on exchange rate movements and local deposit rates; will be paid monthly based on the value of the reference strategy for the previous month less the previous coupon payment due 2/4/2038

Barclays Bank plc 0.000% due 7/2/2009

Barclays Bank plc 14.000% due 12/17/2008

Barclays Bank plc 15.250% due 12/17/2008

Barclays Bank plc 20.000% due 12/17/2008

Barclays Bank plc 13.250% due 6/16/2009

Barclays Bank plc 0.000% due 10/22/2037

Barclays Bank plc 8.750% due 9/16/2008

Barclays Bank plc 16.400% due 6/12/2009

Barclays Bank plc 8.000% due 9/15/2008

Barclays Bank plc 13.000% due 12/12/2008

Barclays Bank plc 0.000% due 6/27/2011

Barclays Bank plc 0.000% due 6/24/2009

Barclays Bank plc 0.000% due 6/24/2009

Barclays Bank plc 10.250% due 12/10/2008

Barclays Bank plc 9.000% due 6/10/2009

Barclays Bank plc 20.000% due 12/10/2008

Barclays Bank plc 10.500% due 9/10/2008

Barclays Bank plc 15.250% due 12/10/2008

Barclays Bank plc 19.000% due 6/10/2009

Barclays Bank plc 10.500% due 12/10/2008

Barclays Bank plc 10.000% due 12/10/2008

Barclays Bank plc 15.500% due 12/10/2008

Barclays Bank plc 20.000% due 12/10/2008

Barclays Bank plc 17.500% due 12/10/2008

Barclays Bank plc 7.000% due 11/10/2008

Barclays Bank plc 0.000% due 6/5/2009

Barclays Bank plc 13.750% due 9/9/2008

Barclays Bank plc 19.000% due 9/9/2008

Barclays Bank plc 12.500% due 9/5/2008

Barclays Bank plc 12.250% due 12/5/2008

Barclays Bank plc 0.000% due 6/22/2009

Barclays Bank plc 14.600% due 12/31/2008

Barclays Bank plc 19.450% due 12/31/2008

Barclays Bank plc 15.650% due 12/31/2008

Barclays Bank plc 19.500% due 12/31/2008

Barclays Bank plc 9.150% due 12/3/2008

Barclays Bank plc 11.500% due 8/29/2008

Barclays Bank plc 13.300% due 12/3/2008

Barclays Bank plc 0.000% due 6/2/2011

Barclays Bank plc 0.000% due 7/2/2009

Barclays Bank plc 0.000% due 11/30/2011

Barclays Bank plc 0.000% due 11/30/2009

Barclays Bank plc 0.000% due 11/30/2009

Barclays Bank plc 0.000% due 6/4/2009

Barclays Bank plc 8.250% due 5/29/2009

Barclays Bank plc 15.500% due 11/28/2008

Barclays Bank plc 13.500% due 11/28/2008

Barclays Bank plc 10.750% due 11/28/2008

Barclays Bank plc 13.250% due 11/28/2008

Barclays Bank plc 15.250% due 11/28/2008

Barclays Bank plc 15.500% due 11/28/2008

Barclays Bank plc 9.500% due 11/28/2008

Barclays Bank plc 10.500% due 11/28/2008

Barclays Bank plc 11.000% due 11/28/2008

Barclays Bank plc 9.250% due 5/29/2009

Barclays Bank plc 11.750% due 11/28/2008

Barclays Bank plc 10.000% due 8/29/2008

Barclays Bank plc 11.250% due 11/28/2008

Barclays Bank plc 8.500% due 11/28/2008

Barclays Bank plc 20.000% due 11/28/2008

Barclays Bank plc 9.750% due 11/28/2008

Barclays Bank plc 12.000% due 11/28/2008

Barclays Bank plc 11.500% due 8/29/2008

Barclays Bank plc 13.000% due 11/28/2008

Barclays Bank plc 10.250% due 11/28/2008

Barclays Bank plc 9.600% due 11/28/2008

Barclays Bank plc 9.000% due 11/28/2008

Barclays Bank plc 20.000% due 11/28/2008

Barclays Bank plc 9.250% due 11/28/2008

Barclays Bank plc 14.250% due 11/28/2008

Barclays Bank plc 9.000% due 11/28/2008

Barclays Bank plc 17.000% due 11/28/2008

Barclays Bank plc 14.000% due 8/29/2008

Barclays Bank plc 18.750% due 11/28/2008

Barclays Bank plc 8.250% due 11/28/2008

Barclays Bank plc 15.500% due 5/29/2009

Barclays Bank plc 9.750% due 11/28/2008

Barclays Bank plc 12.000% due 11/28/2008

Barclays Bank plc 9.250% due 11/28/2008

Barclays Bank plc 9.250% due 11/28/2008

Barclays Bank plc 10.000% due 11/28/2008

Barclays Bank plc 12.250% due 5/29/2009

Barclays Bank plc 12.000% due 11/28/2008

Barclays Bank plc 12.000% due 11/28/2008

Barclays Bank plc 10.000% due 5/29/2009

Barclays Bank plc 13.500% due 8/29/2008

Barclays Bank plc 11.500% due 11/28/2008

Barclays Bank plc 20.000% due 8/29/2008

Barclays Bank plc 12.000% due 5/29/2009

Barclays Bank plc 13.000% due 11/28/2008

Barclays Bank plc 10.000% due 11/28/2008

Barclays Bank plc 9.500% due 5/29/2009

Barclays Bank plc 11.250% due 11/28/2008

Barclays Bank plc 11.000% due 11/28/2008

Barclays Bank plc 8.000% due 5/29/2009

Barclays Bank plc 15.250% due 11/28/2008

Barclays Bank plc 9.250% due 5/29/2009

Barclays Bank plc 14.750% due 11/28/2008

Barclays Bank plc 10.250% due 11/28/2008

Barclays Bank plc 17.000% due 11/28/2008

Barclays Bank plc 11.500% due 11/28/2008

Barclays Bank plc 10.000% due 5/29/2009

Barclays Bank plc 10.000% due 5/29/2009

Barclays Bank plc 15.000% due 11/28/2008

Barclays Bank plc 11.000% due 11/28/2008

Barclays Bank plc 8.000% due 5/29/2009

Barclays Bank plc 14.000% due 8/29/2008

Barclays Bank plc 17.000% due 5/29/2009

Barclays Bank plc 10.250% due 11/28/2008

Barclays Bank plc 14.500% due 11/28/2008

Barclays Bank plc 13.250% due 11/28/2008

Barclays Bank plc 11.000% due 11/28/2008

Barclays Bank plc 0.000% due 5/26/2011

Barclays Bank plc 0.000% due 6/11/2009

Barclays Bank plc 0.000% due 6/11/2009

Barclays Bank plc 0.000% due 6/11/2010

Barclays Bank plc 0.000% due 6/11/2010

Barclays Bank plc 9.500% due 8/28/2008

Barclays Bank plc 10.250% due 8/28/2008

Barclays Bank plc 8.250% due 8/28/2008

Barclays Bank plc 8.250% due 8/28/2008

Barclays Bank plc 14.500% due 8/28/2008

Barclays Bank plc 0.000% due 5/25/2011

Barclays Bank plc 0.000% due 5/26/2010

Barclays Bank plc 17.500% due 11/26/2008

Barclays Bank plc 20.000% due 11/26/2008

Barclays Bank plc 13.000% due 7/25/2008

Barclays Bank plc 13.000% due 11/26/2008

Barclays Bank plc 0.000% due 11/19/2009

Barclays Bank plc 0.000% due 6/4/2009

Barclays Bank plc 0.000% due 6/4/2009

Barclays Bank plc 8.250% due 8/20/2008

Barclays Bank plc 9.000% due 11/20/2008

Barclays Bank plc 9.700% due 11/20/2008

Barclays Bank plc 9.500% due 11/20/2008

Barclays Bank plc 9.000% due 11/20/2008

Barclays Bank plc 11.650% due 5/20/2010

Barclays Bank plc 0.000% due 6/19/2009

Barclays Bank plc 0.000% due 11/17/2010

Barclays Bank plc 0.000% due 11/20/2012

Barclays Bank plc 16.000% due 11/19/2008

Barclays Bank plc 9.000% due 5/18/2009

Barclays Bank plc 10.000% due 5/18/2009

Barclays Bank plc 11.500% due 11/19/2008

Barclays Bank plc 0.000% due 5/12/2010

Barclays Bank plc 0.000% due 5/28/2009

Barclays Bank plc 10.000% due 8/13/2008

Barclays Bank plc 16.000% due 8/13/2008

Barclays Bank plc 13.000% due 11/13/2008

Barclays Bank plc 10.000% due 11/13/2008

Barclays Bank plc 9.300% due 11/13/2008

Barclays Bank plc 0.000% due 5/20/2009

Barclays Bank plc 18.500% due 11/5/2008

Barclays Bank plc 19.125% due 11/5/2008

Barclays Bank plc 12.25% due 11/5/2008

Barclays Bank plc 8.750% due 11/5/2008

Barclays Bank plc 8.000% due 8/6/2008

Barclays Bank plc 13.250% due 8/1/2008

Barclays Bank plc 0.000% due 4/8/2038

Barclays Bank plc 9.500% due 7/31/2008

Barclays Bank plc 9.500% due 7/31/2008

Barclays Bank plc 10.750% due 10/31/2008

Barclays Bank plc 0.000% due 4/30/2012

Barclays Bank plc 0.000% due 4/28/2011

Barclays Bank plc 0.000% due 4/25/2014

Barclays Bank plc 0.000% due 5/14/2009

Barclays Bank plc 0.000% due 4/29/2011

Barclays Bank plc 0.000% due 5/6/2009

Barclays Bank plc 9.500% due 4/29/2009

Barclays Bank plc 11.250% due 10/29/2008

Barclays Bank plc 13.000% due 10/29/2008

Barclays Bank plc 11.500% due 10/29/2008

Barclays Bank plc 13.000% due 10/29/2008

Barclays Bank plc 9.500% due 10/29/2008

Barclays Bank plc 10.250% due 10/29/2008

Barclays Bank plc 9.250% due 10/29/2008

Barclays Bank plc 11.750% due 4/29/2009

Barclays Bank plc 9.000% due 10/29/2008

Barclays Bank plc 13.65% due 10/29/2008

Barclays Bank plc 14.75% due 10/29/2008

Barclays Bank plc 12% due 10/29/2008

Barclays Bank plc 15.50% due 10/29/2008

Barclays Bank plc 19% due 10/29/2008

Barclays Bank plc 11% due 10/29/2008

Barclays Bank plc 9% due 10/29/2008

Barclays Bank plc 10.000% due 4/29/2009

Barclays Bank plc 10.750% due 4/29/2009

Barclays Bank plc 10.25% due 10/29/2008

Barclays Bank plc 15.70% due 10/29/2008

Barclays Bank plc 9.250% due 4/29/2009

Barclays Bank plc 12.15% due 10/29/2008

Barclays Bank plc 11.50% due 10/29/2008

Barclays Bank plc 11% due 10/29/2008

Barclays Bank plc 10% due 10/29/2008

Barclays Bank plc 11.10% due 10/29/2008

Barclays Bank plc 9.250% due 4/29/2009

Barclays Bank plc 11% due 10/29/2008

Barclays Bank plc 15% due 10/29/2008

Barclays Bank plc 20.000% due 7/30/2008

Barclays Bank plc 14.35% due 10/29/2008

Barclays Bank plc 13.50% due 10/29/2008

Barclays Bank plc 12.35% due 10/29/2008

Barclays Bank plc 10.25% due 10/29/2008

Barclays Bank plc 9.25% due 10/29/2008

Barclays Bank plc 12.75% due 10/29/2008

Barclays Bank plc 15.50% due 10/29/2008

Barclays Bank plc 10.15% due 10/29/2008

Barclays Bank plc 15% due 10/29/2008

Barclays Bank plc 11.000% due 4/29/2009

Barclays Bank plc 11.15% due 10/29/2008

Barclays Bank plc 14.000% due 7/30/2008

Barclays Bank plc 10.75% due 10/29/2008

Barclays Bank plc 15.20% due 10/29/2008

Barclays Bank plc 13.10% due 10/29/2008

Barclays Bank plc 14.500% due 7/30/2008

Barclays Bank plc 20.000% due 7/30/2008

Barclays Bank plc 12.75% due 10/29/2008

Barclays Bank plc 10.70% due 10/29/2008

Barclays Bank plc 9.75% due 10/29/2008

Barclays Bank plc 13.60% due 10/29/2008

Barclays Bank plc 10.65% due 10/29/2008

Barclays Bank plc 16.75% due 10/29/2008

Barclays Bank plc 11.65% due 10/29/2008

Barclays Bank plc 13.750% due 4/29/2009

Barclays Bank plc 18.500% due 4/29/2009

Barclays Bank plc 19.500% due 7/30/2008

Barclays Bank plc 14.900% due 7/30/2008

Barclays Bank plc 12.10% due 10/29/2008

Barclays Bank plc 14.10% due 10/29/2008

Barclays Bank plc 13% due 10/29/2008

Barclays Bank plc 9.75% due 10/29/2008

Barclays Bank plc 9.000% due 10/29/2008

Barclays Bank plc 0.000% due 3/2/2009

Barclays Bank plc 8.500% due 7/25/2008

Barclays Bank plc 0.000% due 4/21/2010

Barclays Bank plc 0.000% due 5/1/2009

Barclays Bank plc 0.000% due 5/1/2009

Barclays Bank plc 15.000% due 4/22/2009

Barclays Bank plc 0.000% due 5/20/2009

Barclays Bank plc 0.000% due 4/21/2011

Barclays Bank plc 8.350% due 10/22/2008

Barclays Bank plc 10.900% due 4/21/2009

Barclays Bank plc 10.000% due 7/21/2008

Barclays Bank plc 9.400% due 10/21/2008

Barclays Bank plc 0.000% due 10/2/2009

Barclays Bank plc 0.000% due 3/20/2013

Barclays Bank plc 0.000% due 7/20/2010

Barclays Bank plc 11.500% due 4/16/2009

Barclays Bank plc 12.000% due 7/17/2008

Barclays Bank plc 10.000% due 10/17/2008

Barclays Bank plc 0.000% due 4/24/2009

Barclays Bank plc 0.000% due 4/24/2009

Barclays Bank plc 8.000% due 4/16/2009

Barclays Bank plc 15.700% due 10/10/2008

Barclays Bank plc 18.000% due 10/10/2008

Barclays Bank plc 12.800% due 10/10/2008

Barclays Bank plc 9.000% due 10/10/2008

Barclays Bank plc 0.000% due 4/21/2009

Barclays Bank plc 0.000% due 4/21/2009

Barclays Bank plc 10.200% due 4/8/2009

Barclays Bank plc 9.250% due 4/8/2009

Barclays Bank plc 10.600% due 4/8/2009

Barclays Bank plc 20.000% due 4/8/2009

Barclays Bank plc 9.250% due 4/8/2009

Barclays Bank plc 10.150% due 4/8/2009

Barclays Bank plc equal to the difference between the return on the underlying strategy and the return based only on exchange rate movements and excluding local deposit rates; paid based on the value of the index for the previous month less the previous coupon payment; payable monthly due 4/8/2038

Barclays Bank plc 10.500% due 10/8/2008

Barclays Bank plc 17.500% due 7/8/2008

Barclays Bank plc equal to the difference between the return on the underlying index and the return based only on exchange rate movement; paid based on the value of the index for the previous month less the previous coupon payment; payable monthly due 4/8/2038

Barclays Bank plc 10.400% due 10/8/2008

Barclays Bank plc 0.000% due 4/7/2010

Barclays Bank plc 0.000% due 5/7/2009

Barclays Bank plc 9.750% due 7/3/2008

Barclays Bank plc 13.350% due 10/1/2008

Barclays Bank plc 0.000% due 7/1/2009

Barclays Bank plc 12.000% due 7/2/2008

Barclays Bank plc 0.000% due 3/30/2011

Barclays Bank plc 12.000% due 3/30/2009

Barclays Bank plc 13.000% due 9/30/2008

Barclays Bank plc 11.750% due 9/30/2008

Barclays Bank plc 17.000% due 9/30/2008

Barclays Bank plc 10.250% due 9/30/2008

Barclays Bank plc 10.000% due 3/30/2009

Barclays Bank plc 12.500% due 9/30/2008

Barclays Bank plc 10.000% due 3/30/2009

Barclays Bank plc 13.000% due 9/30/2008

Barclays Bank plc 11.750% due 9/30/2008

Barclays Bank plc 10.250% due 9/30/2008

Barclays Bank plc 8.500% due 9/30/2008

Barclays Bank plc 15.000% due 6/30/2008

Barclays Bank plc 14.500% due 9/30/2008

Barclays Bank plc 9.500% due 9/30/2008

Barclays Bank plc 10.000% due 9/30/2008

Barclays Bank plc 11.000% due 3/30/2009

Barclays Bank plc 10.500% due 9/30/2008

Barclays Bank plc 19.000% due 6/30/2008

Barclays Bank plc 10.000% due 3/30/2009

Barclays Bank plc 11.000% due 9/30/2008

Barclays Bank plc 8.000% due 9/30/2008

Barclays Bank plc 10.375% due 9/30/2008

Barclays Bank plc 14.000% due 6/30/2008

Barclays Bank plc 10.500% due 9/30/2008

Barclays Bank plc 10.250% due 9/30/2008

Barclays Bank plc 18.500% due 6/30/2008

Barclays Bank plc 10.000% due 9/30/2008

Barclays Bank plc 9.500% due 9/30/2008

Barclays Bank plc 10.000% due 9/30/2008

Barclays Bank plc 9.750% due 9/30/2008

Barclays Bank plc 13.000% due 9/30/2008

Barclays Bank plc 16.250% due 9/30/2008

Barclays Bank plc 15.750% due 9/30/2008

Barclays Bank plc 10.250% due 3/30/2009

Barclays Bank plc 9.250% due 9/30/2008

Barclays Bank plc 10.750% due 9/30/2008

Barclays Bank plc 9.500% due 3/30/2009

Barclays Bank plc 8.000% due 9/30/2008

Barclays Bank plc 12.000% due 9/30/2008

Barclays Bank plc 10.000% due 9/30/2008

Barclays Bank plc 10.25% due 9/30/2008

Barclays Bank plc 14.000% due 9/30/2008

Barclays Bank plc 15.000% due 9/30/2008

Barclays Bank plc 11.000% due 3/30/2009

Barclays Bank plc 9.000% due 9/30/2008

Barclays Bank plc 20.000% due 9/30/2008

Barclays Bank plc 15.000% due 9/30/2008

Barclays Bank plc 10.250% due 9/30/2008

Barclays Bank plc 9.250% due 3/30/2009

Barclays Bank plc 9.500% due 3/30/2009

Barclays Bank plc 10.250% due 9/30/2008

Barclays Bank plc 13.000% due 9/30/2008

Barclays Bank plc 10.500% due 9/30/2008

Barclays Bank plc 11.250% due 9/30/2008

Barclays Bank plc 11.000% due 9/30/2008

Barclays Bank plc 17.250% due 9/30/2008

Barclays Bank plc 12.250% due 3/30/2009

Barclays Bank plc 11.250% due 9/30/2008

Barclays Bank plc 9.125% due 9/30/2008

Barclays Bank plc 17.500% due 9/30/2008

Barclays Bank plc 8.500% due 9/30/2008

Barclays Bank plc 16.250% due 9/30/2008

Barclays Bank plc 11.000% due 3/30/2009

Barclays Bank plc 15.000% due 9/30/2008

Barclays Bank plc 8.500% due 9/30/2008

Barclays Bank plc 9.000% due 9/30/2008

Barclays Bank plc 13.000% due 9/30/2008

Barclays Bank plc 11.250% due 9/30/2008

Barclays Bank plc 16.250% due 6/30/2008

Barclays Bank plc 13.750% due 9/30/2008

Barclays Bank plc 14.750% due 3/30/2009

Barclays Bank plc 10.250% due 3/30/2009

Barclays Bank plc 11.250% due 9/30/2008

Barclays Bank plc 12.500% due 9/30/2008

Barclays Bank plc 10.000% due 3/30/2009

Barclays Bank plc 0.000% due 3/28/2013

Barclays Bank plc 9.000% due 6/30/2008

Barclays Bank plc 16.000% due 6/27/2008

Barclays Bank plc 3.000% due 7/3/2008

Barclays Bank plc 0.000% due 7/3/2008

Barclays Bank plc 10.000% due 7/3/2008

Barclays Bank plc 15.250% due 7/3/2008

Barclays Bank plc 15.250% due 7/3/2008

Barclays Bank plc 0.000% due 4/3/2009

Barclays Bank plc 9.300% due 9/24/2008

Barclays Bank plc 0.000% due 12/18/2009

Barclays Bank plc 19.000% due 6/24/2008

Barclays Bank plc 9.250% due 9/24/2008

Barclays Bank plc 0.000% due 3/27/2009

Barclays Bank plc 0.000% due 3/26/2009

Barclays Bank plc 18.650% due 9/17/2008

Barclays Bank plc 20.000% due 9/17/2008

Barclays Bank plc 0.000% due 4/13/2009

Barclays Bank plc 0.000% due 3/20/2009

Barclays Bank plc 0.000% due 3/20/2009

Barclays Bank plc 0.000% due 3/20/2009

Barclays Bank plc 12.500% due 3/11/2009

Barclays Bank plc 10.750% due 9/10/2008

Barclays Bank plc 10.000% due 3/10/2009

Barclays Bank plc 11.000% due 3/10/2009

Barclays Bank plc 11.500% due 3/10/2009

Barclays Bank plc 11.750% due 9/10/2008

Barclays Bank plc 0.000% due 4/9/2009

Barclays Bank plc 13.000% due 9/10/2008

Barclays Bank plc 0.000% due 3/8/2010

Barclays Bank plc 0.000% due 3/13/2009

Barclays Bank plc 0.000% due 3/13/2009

Barclays Bank plc 10.500% due 3/4/2009

Barclays Bank plc 10.000% due 3/4/2009

Barclays Bank plc 10.250% due 3/4/2009

Barclays Bank plc 0.000% due 3/2/2010

Barclays Bank plc 0.000% due 2/28/2011

Barclays Bank plc 11.500% due 8/29/2008

Barclays Bank plc 10.000% due 8/29/2008

Barclays Bank plc 11.000% due 8/29/2008

Barclays Bank plc 11.000% due 8/29/2008

Barclays Bank plc 10.000% due 2/27/2009

Barclays Bank plc 10.750% due 8/29/2008

Barclays Bank plc 9.000% due 2/27/2009

Barclays Bank plc 9.500% due 8/29/2008

Barclays Bank plc 10.250% due 8/29/2008

Barclays Bank plc 10.750% due 8/29/2008

Barclays Bank plc 10.750% due 8/29/2008

Barclays Bank plc 14.000% due 8/29/2008

Barclays Bank plc 10.000% due 8/29/2008

Barclays Bank plc 12.000% due 8/29/2008

Barclays Bank plc 20.000% due 8/29/2008

Barclays Bank plc 10.500% due 8/29/2008

Barclays Bank plc 9.000% due 8/29/2008

Barclays Bank plc 10.750% due 8/29/2008

Barclays Bank plc 10.500% due 2/27/2009

Barclays Bank plc 13.750% due 8/29/2008

Barclays Bank plc 10.250% due 8/29/2008

Barclays Bank plc 18.000% due 8/29/2008

Barclays Bank plc 10.000% due 8/29/2008

Barclays Bank plc 12.350% due 8/29/2008

Barclays Bank plc 13.000% due 8/29/2008

Barclays Bank plc 11.000% due 8/29/2008

Barclays Bank plc 9.750% due 2/27/2009

Barclays Bank plc 17.500% due 8/29/2008

Barclays Bank plc 16.000% due 8/29/2008

Barclays Bank plc 9.500% due 8/29/2008

Barclays Bank plc 11.750% due 8/29/2008

Barclays Bank plc 9.500% due 8/29/2008

Barclays Bank plc 10.500% due 8/29/2008

Barclays Bank plc 10.500% due 8/29/2008

Barclays Bank plc 9.750% due 2/27/2009

Barclays Bank plc 16.000% due 8/29/2008

Barclays Bank plc 11.500% due 2/27/2009

Barclays Bank plc 12.000% due 8/29/2008

Barclays Bank plc 11.500% due 8/29/2008

Barclays Bank plc 12.500% due 8/29/2008

Barclays Bank plc 14.000% due 2/27/2009

Barclays Bank plc 10.500% due 8/29/2008

Barclays Bank plc 9.750% due 8/29/2008

Barclays Bank plc 9.250% due 2/27/2009

Barclays Bank plc 10.500% due 8/29/2008

Barclays Bank plc 15.500% due 8/29/2008

Barclays Bank plc 17.000% due 8/29/2008

Barclays Bank plc 10.250% due 8/29/2008

Barclays Bank plc 12.500% due 8/29/2008

Barclays Bank plc 14.250% due 8/29/2008

Barclays Bank plc 10.000% due 2/27/2009

Barclays Bank plc 11.500% due 8/29/2008

Barclays Bank plc 9.250% due 2/27/2009

Barclays Bank plc 13.000% due 8/29/2008

Barclays Bank plc 11.000% due 8/29/2008

Barclays Bank plc 11.000% due 2/27/2009

Barclays Bank plc 14.000% due 8/29/2008

Barclays Bank plc 10.500% due 8/29/2008

Barclays Bank plc 10.000% due 2/27/2009

Barclays Bank plc 20.000% due 2/27/2009

Barclays Bank plc 10.000% due 2/27/2009

Barclays Bank plc 13.000% due 2/27/2009

Barclays Bank plc 10.250% due 8/29/2008

Barclays Bank plc 10.000% due 2/27/2009

Barclays Bank plc 11.500% due 8/29/2008

Barclays Bank plc 10.250% due 2/27/2009

Barclays Bank plc 0.000% due 2/27/2009

Barclays Bank plc 10.850% due 5/29/2008

Barclays Bank plc 10.000% due 5/29/2008

Barclays Bank plc 10.900% due 5/29/2008

Barclays Bank plc 0.000% due 11/26/2013

Barclays Bank plc 0.000% due 11/29/2012

Barclays Bank plc 0.000% due 2/28/2011

Barclays Bank plc 0.000% due 2/27/2009

Barclays Bank plc 0.000% due 3/6/2009

Barclays Bank plc 0.000% due 11/26/2008

Barclays Bank plc 17.250% due 5/29/2008

Barclays Bank plc 19.750% due 5/29/2008

Barclays Bank plc 11.000% due 2/27/2009

Barclays Bank plc 13.000% due 8/29/2008

Barclays Bank plc 14.000% due 8/29/2008

Barclays Bank plc 11.250% due 9/3/2008

Barclays Bank plc 9.750% due 5/28/2008

Barclays Bank plc 13.750% due 5/28/2008

Barclays Bank plc 14.000% due 8/29/2008

Barclays Bank plc 10.800% due 9/3/2008

Barclays Bank plc 19.000% due 5/29/2008

Barclays Bank plc 14.125% due 2/27/2009

Barclays Bank plc 14.250% due 8/29/2008

Barclays Bank plc 16.000% due 8/29/2008

Barclays Bank plc 12.600% due 5/28/2008

Barclays Bank plc 9.250% due 2/27/2009

Barclays Bank plc 20.000% due 5/29/2008

Barclays Bank plc 19.500% due 5/29/2008

Barclays Bank plc 10.250% due 2/27/2009

Barclays Bank plc 10.000% due 8/26/2008

Barclays Bank plc 0.000% due 2/18/2009

Barclays Bank plc 12.250% due 9/3/2008

Barclays Bank plc 15.750% due 8/22/2008

Barclays Bank plc 9.000% due 5/22/2008

Barclays Bank plc 10.500% due 2/17/2009

Barclays Bank plc 11.500% due 2/17/2009

Barclays Bank plc 18.500% due 8/14/2008

Barclays Bank plc 0.000% due 2/11/2009

Barclays Bank plc 14.500% due 2/11/2009

Barclays Bank plc 9.050% due 2/6/2009

Barclays Bank plc equal to the difference between the return on the reference strategy and the return based on exchange rate movements and local deposit rates; will be paid monthly based on the value of the reference strategy for the previous month less the previous coupon payment due 2/4/2038

Barclays Bank plc 12.750% due 5/8/2008

Barclays Bank plc 10.000% due 8/8/2008

Barclays Bank plc 10.000% due 8/7/2008

Barclays Bank plc 0.000% due 2/4/2009

Barclays Bank plc 0.000% due 2/4/2009

Barclays Bank plc 0.000% due 2/20/2009

Barclays Bank plc equal to the difference between the return on the underlying index and the return based only on exchange rate movements and excluding local deposit rates. It will be paid based on the value of the index for the previous month less the previous coupon payment due 2/4/2038

Barclays Bank plc 14.800% due 8/6/2008

Barclays Bank plc 11.150% due 8/6/2008

Barclays Bank plc 16.500% due 8/6/2008

Barclays Bank plc 13.500% due 8/6/2008

Barclays Bank plc 0.000% due 2/4/2009

Barclays Bank plc 11.250% due 2/4/2009

Barclays Bank plc 11.250% due 2/4/2009

Barclays Bank plc 0.000% due 2/20/2009

Barclays Bank plc 0.000% due 2/20/2009

Barclays Bank plc 0.000% due 6/12/2036

Barclays Bank plc 0.000% due 2/20/2009

Barclays Bank plc 11.550% due 1/30/2009

Barclays Bank plc 0.000% due 5/30/2014

Barclays Bank plc 0.000% due 2/28/2014

Barclays Bank plc 0.000% due 1/28/2038

Barclays Bank plc 20.000% due 4/30/2008

Barclays Bank plc 14.500% due 7/31/2008

Barclays Bank plc 13.250% due 4/30/2008

Barclays Bank plc 18.000% due 7/31/2008

Barclays Bank plc 20.000% due 4/30/2008

Barclays Bank plc 18.000% due 4/30/2008

Barclays Bank plc 15.500% due 4/30/2008

Barclays Bank plc 16.500% due 7/31/2008

Barclays Bank plc 15.250% due 7/31/2008

Barclays Bank plc 18.000% due 4/30/2008

Barclays Bank plc 9.500% due 7/31/2008

Barclays Bank plc 14.500% due 1/30/2009

Barclays Bank plc 18.500% due 7/31/2008

Barclays Bank plc 17.000% due 4/30/2008

Barclays Bank plc 15.000% due 7/31/2008

Barclays Bank plc 11.500% due 7/31/2008

Barclays Bank plc 9.250% due 7/31/2008

Barclays Bank plc 13.750% due 7/31/2008

Barclays Bank plc 16.500% due 1/30/2009

Barclays Bank plc 15.250% due 1/30/2009

Barclays Bank plc 12.000% due 4/30/2008

Barclays Bank plc 13.000% due 7/31/2008

Barclays Bank plc 18.000% due 1/30/2009

Barclays Bank plc 15.500% due 7/31/2008

Barclays Bank plc 18.500% due 7/31/2008

Barclays Bank plc 18.500% due 1/30/2009

Barclays Bank plc 9.250% due 7/31/2008

Barclays Bank plc 16.000% due 7/31/2008

Barclays Bank plc 16.000% due 7/31/2008

Barclays Bank plc 18.500% due 1/30/2009

Barclays Bank plc 18.500% due 7/31/2008

Barclays Bank plc 18.000% due 4/30/2008

Barclays Bank plc 16.250% due 4/30/2008

Barclays Bank plc 20.000% due 4/30/2008

Barclays Bank plc 12.500% due 7/31/2008

Barclays Bank plc 11.500% due 1/30/2009

Barclays Bank plc 12.000% due 7/31/2008

Barclays Bank plc 13.000% due 7/31/2008

Barclays Bank plc 17.500% due 4/30/2008

Barclays Bank plc 20.000% due 7/31/2008

Barclays Bank plc 14.500% due 7/31/2008

Barclays Bank plc 12.500% due 7/31/2008

Barclays Bank plc 16.500% due 7/31/2008

Barclays Bank plc 13.250% due 4/30/2008

Barclays Bank plc 18.500% due 4/30/2008

Barclays Bank plc 18.000% due 7/31/2008

Barclays Bank plc 15.000% due 1/30/2009

Barclays Bank plc 11.500% due 7/31/2008

Barclays Bank plc 16.000% due 7/31/2008

Barclays Bank plc 11.000% due 4/30/2008

Barclays Bank plc 12.250% due 4/30/2008

Barclays Bank plc 15.250% due 7/31/2008

Barclays Bank plc 9.250% due 1/30/2009

Barclays Bank plc 13.000% due 1/30/2009

Barclays Bank plc 13.000% due 7/31/2008

Barclays Bank plc 15.500% due 1/30/2009

Barclays Bank plc 17.250% due 7/31/2008

Barclays Bank plc 13.000% due 7/31/2008

Barclays Bank plc 19.000% due 4/30/2008

Barclays Bank plc 16.250% due 7/31/2008

Barclays Bank plc 14.000% due 7/31/2008

Barclays Bank plc 10.000% due 7/31/2008

Barclays Bank plc 12.350% due 7/31/2008

Barclays Bank plc 10.000% due 7/31/2008

Barclays Bank plc 20.000% due 4/30/2008

Barclays Bank plc 11.750% due 7/31/2008

Barclays Bank plc 12.000% due 7/31/2008

Barclays Bank plc 12.750% due 7/31/2008

Barclays Bank plc 10.125% due 7/31/2008

Barclays Bank plc 9.250% due 1/30/2009

Barclays Bank plc 0.000% due 7/30/2012

Barclays Bank plc 0.000% due 7/28/2010

Barclays Bank plc 0.000% due 7/28/2010

Barclays Bank plc 12.500% due 4/30/2008

Barclays Bank plc 15.000% due 7/29/2008

Barclays Bank plc 0.000% due 7/24/2009

Barclays Bank plc 8.500% due 1/23/2009

Barclays Bank plc 16.250% due 1/23/2009

Barclays Bank plc 10.500% due 1/23/2009

Barclays Bank plc 10.000% due 4/25/2008

Barclays Bank plc 13.500% due 1/23/2009

Barclays Bank plc 0.000% due 7/23/2012

Barclays Bank plc 0.000% due 1/28/2009

Barclays Bank plc 0.000% due 1/30/2009

Barclays Bank plc 12.500% due 7/23/2008

Barclays Bank plc 12.750% due 7/22/2008

Barclays Bank plc 9.300% due 4/22/2008

Barclays Bank plc 13.250% due 7/22/2008

Barclays Bank plc 12.500% due 1/21/2009

Barclays Bank plc 0.000% due 7/20/2009

Barclays Bank plc 0.000% due 1/14/2009

Barclays Bank plc 0.000% due 1/25/2011

Barclays Bank plc 0.000% due 1/23/2009

Barclays Bank plc 10.150% due 7/15/2008

Barclays Bank plc 16.000% due 4/9/2008

Barclays Bank plc 10.300% due 7/9/2008

Barclays Bank plc 0.000% due 1/29/2009

Barclays Bank plc 0.000% due 12/30/2011

Barclays Bank plc 19.500% due 3/26/2008

Barclays Bank plc 17.500% due 3/26/2008

Barclays Bank plc 12.000% due 6/25/2008

Barclays Bank plc 9.750% due 6/25/2008

Barclays Bank plc 16.500% due 6/25/2008

Barclays Bank plc 15.000% due 6/25/2008

Barclays Bank plc 9.750% due 6/25/2008

Barclays Bank plc 9.250% due 6/25/2008

Barclays Bank plc 14.000% due 6/25/2008

Barclays Bank plc 13.000% due 6/25/2008

Barclays Bank plc 10.750% due 6/25/2008

Barclays Bank plc 14.500% due 6/25/2008

Barclays Bank plc 17.250% due 3/26/2008

Barclays Bank plc 18.000% due 3/26/2008

Barclays Bank plc 11.250% due 6/25/2008

Barclays Bank plc 20.000% due 3/26/2008

Barclays Bank plc 18.750% due 6/25/2008

Barclays Bank plc 17.500% due 6/25/2008

Barclays Bank plc 9.750% due 6/25/2008

Barclays Bank plc 15.750% due 6/25/2008

Barclays Bank plc 10.750% due 6/25/2008

Barclays Bank plc 11.300% due 6/25/2008

Barclays Bank plc 13.000% due 6/25/2008

Barclays Bank plc 14.500% due 12/24/2008

Barclays Bank plc 17.000% due 6/25/2008

Barclays Bank plc 17.500% due 6/25/2008

Barclays Bank plc 9.000% due 3/26/2008

Barclays Bank plc 16.000% due 6/25/2008

Barclays Bank plc 14.250% due 6/25/2008

Barclays Bank plc 10.500% due 6/25/2008

Barclays Bank plc 9.500% due 6/25/2008

Barclays Bank plc 14.000% due 6/25/2008

Barclays Bank plc 11.250% due 6/25/2008

Barclays Bank plc 14.350% due 6/25/2008

Barclays Bank plc 17.750% due 6/25/2008

Barclays Bank plc 11.000% due 6/25/2008

Barclays Bank plc 15.650% due 12/24/2008

Barclays Bank plc 18.250% due 6/25/2008

Barclays Bank plc 12.500% due 6/25/2008

Barclays Bank plc 9.500% due 6/25/2008

Barclays Bank plc 16.000% due 6/25/2008

Barclays Bank plc 17.35% due 6/20/2008

Barclays Bank plc 17.50% due 3/24/2008

Barclays Bank plc 16.20% due 6/20/2008

Barclays Bank plc 17.25% due 3/24/2008

Barclays Bank plc 18.15% due 6/20/2008

Barclays Bank plc 13.15% due 3/24/2008

Barclays Bank plc 19.000% due 6/20/2008

Barclays Bank plc 0.000% due 1/6/2009

Barclays Bank plc 11.000% due 6/18/2008

Barclays Bank plc 13.000% due 3/17/2008

Barclays Bank plc 0.000% due 12/15/2011

Barclays Bank plc 11.100% due 12/10/2008

Barclays Bank plc 0.000% due 12/9/2009

Barclays Bank plc 9.700% due 12/5/2008

Barclays Bank plc 0.000% due 12/15/2008

Barclays Bank plc 0.000% due 1/7/2009

Barclays Bank plc 0.000% due 12/15/2008

Barclays Bank plc 0.000% due 12/3/2009

Barclays Bank plc 0.000% due 12/3/2008

Barclays Bank plc 10.000% due 11/28/2008

Barclays Bank plc 11.000% due 11/28/2008

Barclays Bank plc 0.000% due 11/30/2012

Barclays Bank plc 0.000% due 5/30/2010

Barclays Bank plc 0.000% due 5/30/2012

Barclays Bank plc 0.000% due 9/30/2013

Barclays Bank plc 16.500% due 2/29/2008

Barclays Bank plc 19.000% due 5/30/2008

Barclays Bank plc 15.000% due 2/29/2008

Barclays Bank plc 11.750% due 5/30/2008

Barclays Bank plc 14.000% due 2/29/2008

Barclays Bank plc 12.500% due 2/29/2008

Barclays Bank plc 10.000% due 5/30/2008

Barclays Bank plc 11.000% due 5/30/2008

Barclays Bank plc 15.000% due 2/29/2008

Barclays Bank plc 11.250% due 5/30/2008

Barclays Bank plc 18.250% due 5/30/2008

Barclays Bank plc 8.750% due 11/28/2008

Barclays Bank plc 12.500% due 2/29/2008

Barclays Bank plc 20.000% due 2/29/2008

Barclays Bank plc 11.000% due 5/30/2008

Barclays Bank plc 17.000% due 5/30/2008

Barclays Bank plc 14.250% due 5/30/2008

Barclays Bank plc 13.000% due 5/30/2008

Barclays Bank plc 13.250% due 5/30/2008

Barclays Bank plc 14.250% due 2/29/2008

Barclays Bank plc 12.500% due 5/28/2008

Barclays Bank plc 12.500% due 11/28/2008

Barclays Bank plc 11.800% due 5/30/2008

Barclays Bank plc 11.000% due 5/30/2008

Barclays Bank plc 15.250% due 5/30/2008

Barclays Bank plc 14.500% due 5/30/2008

Barclays Bank plc 10.500% due 5/30/2008

Barclays Bank plc 15.000% due 2/29/2008

Barclays Bank plc 20.000% due 2/29/2008

Barclays Bank plc 18.500% due 5/30/2008

Barclays Bank plc 12.000% due 5/30/2008

Barclays Bank plc 15.500% due 5/30/2008

Barclays Bank plc 11.250% due 11/28/2008

Barclays Bank plc 18.500% due 2/29/2008

Barclays Bank plc 10.500% due 5/30/2008

Barclays Bank plc 18.750% due 2/29/2008

Barclays Bank plc 11.000% due 5/30/2008

Barclays Bank plc 19.000% due 2/29/2008

Barclays Bank plc 13.000% due 2/29/2008

Barclays Bank plc 14.500% due 2/29/2008

Barclays Bank plc 12.000% due 5/30/2008

Barclays Bank plc 15.000% due 2/29/2008

Barclays Bank plc 10.250% due 5/30/2008

Barclays Bank plc 16.350% due 2/29/2008

Barclays Bank plc 17.000% due 5/30/2008

Barclays Bank plc 9.750% due 5/30/2008

Barclays Bank plc 9.250% due 2/29/2008

Barclays Bank plc 13.000% due 5/30/2008

Barclays Bank plc 13.100% due 5/30/2008

Barclays Bank plc 15.000% due 5/30/2008

Barclays Bank plc 10.250% due 5/30/2008

Barclays Bank plc 13.500% due 5/30/2008

Barclays Bank plc 10.250% due 2/29/2008

Barclays Bank plc 13.500% due 5/30/2008

Barclays Bank plc 10.750% due 5/30/2008

Barclays Bank plc 13.250% due 5/30/2008

Barclays Bank plc 15.500% due 2/29/2008

Barclays Bank plc 0.000% due 5/29/2009

Barclays Bank plc 0.000% due 12/2/2008

Barclays Bank plc 10.900% due 5/23/2008

Barclays Bank plc 9.600% due 5/23/2008

Barclays Bank plc 9.300% due 5/23/2008

Barclays Bank plc 10.500% due 5/23/2008

Barclays Bank plc 12.300% due 5/22/2008

Barclays Bank plc 12.850% due 5/22/2008

Barclays Bank plc 0.000% due 5/19/2010

Barclays Bank plc 20.000% due 2/21/2008

Barclays Bank plc 9.500% due 2/21/2008

Barclays Bank plc 18.000% due 5/21/2008

Barclays Bank plc 10.050% due 5/20/2008

Barclays Bank plc 10.250% due 11/18/2008

Barclays Bank plc 13.750% due 11/13/2008

Barclays Bank plc 9.000% due 11/13/2008

Barclays Bank plc 16.000% due 11/13/2008

Barclays Bank plc 12.300% due 11/7/2008

Barclays Bank plc 7.250% due 11/7/2008

Barclays Bank plc 9.750% due 11/7/2008

Barclays Bank plc 0.000% due 12/15/2010

Barclays Bank plc 13.500% due 5/7/2008

Barclays Bank plc 18.250% due 2/6/2008

Barclays Bank plc 16.000% due 2/6/2008

Barclays Bank plc 19.500% due 2/6/2008

Barclays Bank plc 13.500% due 2/6/2008

Barclays Bank plc 18.400% due 2/6/2008

Barclays Bank plc 16.750% due 2/6/2008

Barclays Bank plc 10.800% due 2/6/2008

Barclays Bank plc 11.250% due 2/6/2008

Barclays Bank plc 17.000% due 5/7/2008

Barclays Bank plc 12.250% due 2/6/2008

Barclays Bank plc 10.750% due 2/6/2008

Barclays Bank plc 16.250% due 2/6/2008

Barclays Bank plc 12.200% due 2/6/2008

Barclays Bank plc 13.250% due 2/6/2008

Barclays Bank plc 12.600% due 5/6/2008

Barclays Bank plc 0.000% due 11/5/2012

Barclays Bank plc 2% plus any apportioned dividends due 11/6/2008

Barclays Bank plc 0.000% due 11/4/2009

Barclays Bank plc 14.650% due 10/31/2008

Barclays Bank plc 0.000% due 10/31/2012

Barclays Bank plc 0.000% due 10/30/2009

Barclays Bank plc 0.000% due 10/31/2012

Barclays Bank plc 0.000% due 10/29/2008

Barclays Bank plc 0.000% due 10/31/2013

Barclays Bank plc One-time payment equal to 10% of par if basket level on Oct. 27, 2008 is greater than initial level due 10/29/2009

Barclays Bank plc 0.000% due 10/29/2009

Barclays Bank plc 0.000% due 5/31/2013

Barclays Bank plc 17.250% due 4/30/2008

Barclays Bank plc 18.500% due 1/30/2008

Barclays Bank plc 14.750% due 4/30/2008

Barclays Bank plc 18.750% due 4/30/2008

Barclays Bank plc 14.000% due 4/30/2008

Barclays Bank plc 15.500% due 4/30/2008

Barclays Bank plc 12.250% due 4/30/2008

Barclays Bank plc 15.250% due 4/30/2008

Barclays Bank plc 10.000% due 4/30/2008

Barclays Bank plc 11.250% due 4/30/2008

Barclays Bank plc 18.500% due 4/30/2008

Barclays Bank plc 14.250% due 4/30/2008

Barclays Bank plc 12.250% due 4/30/2008

Barclays Bank plc 10.500% due 4/30/2008

Barclays Bank plc 20.000% due 1/30/2008

Barclays Bank plc 10.000% due 4/30/2008

Barclays Bank plc 19.500% due 10/29/2008

Barclays Bank plc 17.500% due 4/30/2008

Barclays Bank plc 9.500% due 4/30/2008

Barclays Bank plc 14.750% due 4/30/2008

Barclays Bank plc 13.500% due 4/30/2008

Barclays Bank plc 10.000% due 4/30/2008

Barclays Bank plc 14.750% due 1/30/2008

Barclays Bank plc 9.125% due 10/29/2008

Barclays Bank plc 18.250% due 1/30/2008

Barclays Bank plc 12.250% due 10/29/2008

Barclays Bank plc 11.500% due 4/30/2008

Barclays Bank plc 11.000% due 1/30/2008

Barclays Bank plc 13.500% due 4/30/2008

Barclays Bank plc 14.500% due 4/30/2008

Barclays Bank plc 10.250% due 4/30/2008

Barclays Bank plc 17.000% due 1/30/2008

Barclays Bank plc 10.250% due 4/30/2008

Barclays Bank plc 13.600% due 1/30/2008

Barclays Bank plc 10.250% due 4/30/2008

Barclays Bank plc 17.500% due 4/30/2008

Barclays Bank plc 11.750% due 4/30/2008

Barclays Bank plc 11.750% due 4/30/2008

Barclays Bank plc 12.250% due 1/30/2008

Barclays Bank plc 13.500% due 4/30/2008

Barclays Bank plc 18.000% due 1/30/2008

Barclays Bank plc 15.500% due 4/30/2008

Barclays Bank plc 9.500% due 4/30/2008

Barclays Bank plc 15.250% due 1/30/2008

Barclays Bank plc 12.000% due 4/30/2008

Barclays Bank plc 10.000% due 4/30/2008

Barclays Bank plc 16.000% due 4/30/2008

Barclays Bank plc 20.000% due 4/30/2008

Barclays Bank plc 14.250% due 4/30/2008

Barclays Bank plc 15.250% due 1/30/2008

Barclays Bank plc 13.500% due 4/30/2008

Barclays Bank plc 10.250% due 4/30/2008

Barclays Bank plc 11.500% due 1/30/2008

Barclays Bank plc 11.750% due 4/30/2008

Barclays Bank plc 16.000% due 4/30/2008

Barclays Bank plc 13.250% due 4/30/2008

Barclays Bank plc 17.250% due 4/30/2008

Barclays Bank plc 11.000% due 4/30/2008

Barclays Bank plc 18.500% due 4/30/2008

Barclays Bank plc 13.000% due 1/30/2008

Barclays Bank plc 13.000% due 4/30/2008

Barclays Bank plc 11.250% due 4/30/2008

Barclays Bank plc 12.250% due 10/29/2008

Barclays Bank plc 17.750% due 4/30/2008

Barclays Bank plc 18.750% due 4/30/2008

Barclays Bank plc 12.250% due 4/30/2008

Barclays Bank plc 10.250% due 10/29/2008

Barclays Bank plc 9.000% due 4/30/2008

Barclays Bank plc 9.000% due 4/30/2008

Barclays Bank plc 13.000% due 4/30/2008

Barclays Bank plc 0.000% due 10/22/2037

Barclays Bank plc 0.000% due 10/22/2037

Barclays Bank plc 0.000% due 10/22/2037

Barclays Bank plc 0.000% due 10/22/2037

Barclays Bank plc 0.000% due 10/22/2037

Barclays Bank plc 0.000% due 10/22/2037

Barclays Bank plc 0.000% due 10/22/2037

Barclays Bank plc 0.000% due 10/22/2037

Barclays Bank plc 12.450% due 10/24/2008

Barclays Bank plc 0.000% due 11/24/2010

Barclays Bank plc 0.000% due 11/24/2008

Barclays Bank plc 0.000% due 10/24/2011

Barclays Bank plc 15.500% due 1/24/2008

Barclays Bank plc 18.250% due 4/23/2008

Barclays Bank plc 15.500% due 1/24/2008

Barclays Bank plc 11.000% due 10/24/2008

Barclays Bank plc 0.000% due 12/18/2036

Barclays Bank plc 11.000% due 4/22/2008

Barclays Bank plc 13.000% due 1/22/2008

Barclays Bank plc 10.000% due 4/22/2008

Barclays Bank plc 0.000% due 11/24/2010

Barclays Bank plc 17.650% due 4/16/2008

Barclays Bank plc 12.500% due 4/16/2008

Barclays Bank plc 15.250% due 1/16/2008

Barclays Bank plc 0.000% due 10/20/2009

Barclays Bank plc 9.000% due 10/16/2008

Barclays Bank plc 12.250% due 4/16/2008

Barclays Bank plc 19.250% due 1/16/2008

Barclays Bank plc 10.900% due 4/15/2008

Barclays Bank plc 19.100% due 4/14/2008

Barclays Bank plc 0.000% due 10/20/2008

Barclays Bank plc 0.000% due 11/26/2008

Barclays Bank plc 10.150% due 4/9/2008

Barclays Bank plc 16.500% due 4/9/2008

Barclays Bank plc 12.350% due 4/9/2008

Barclays Bank plc 14.000% due 4/9/2008

Barclays Bank plc 14.250% due 4/9/2008

Barclays Bank plc 10.750% due 4/9/2008

Barclays Bank plc 12.500% due 4/9/2008

Barclays Bank plc 13.300% due 4/9/2008

Barclays Bank plc 11.800% due 4/9/2008

Barclays Bank plc 13.200% due 4/9/2008

Barclays Bank plc 0.000% due 10/20/2008

Barclays Bank plc 10.250% due 4/8/2008

Barclays Bank plc 0.000% due 10/6/2009

Barclays Bank plc 2.15% plus any apportioned dividends due 10/6/2008

Barclays Bank plc 20.000% due 1/3/2008

Barclays Bank plc 20.000% due 1/3/2008

Barclays Bank plc 11.500% due 1/3/2008

Barclays Bank plc 20.000% due 1/3/2008

Barclays Bank plc 10.250% due 1/3/2008

Barclays Bank plc 17.000% due 1/3/2008

Barclays Bank plc 13.000% due 10/1/2008

Barclays Bank plc 0.000% due 3/28/2013

Barclays Bank plc 0.000% due 9/28/2009

Barclays Bank plc 0.000% due 3/28/2012

Barclays Bank plc 0.000% due 9/30/2008

Barclays Bank plc 0.000% due 9/29/2009

Barclays Bank plc 20.000% due 3/28/2008

Barclays Bank plc 11.500% due 3/28/2008

Barclays Bank plc 19.500% due 12/28/2007

Barclays Bank plc 15.250% due 3/28/2008

Barclays Bank plc 15.500% due 3/28/2008

Barclays Bank plc 9.500% due 3/28/2008

Barclays Bank plc 8.600% due 9/26/2008

Barclays Bank plc 14.500% due 3/28/2008

Barclays Bank plc 14.100% due 3/28/2008

Barclays Bank plc 11.000% due 3/28/2008

Barclays Bank plc 11.750% due 3/28/2008

Barclays Bank plc 13.250% due 3/28/2008

Barclays Bank plc 10.250% due 9/26/2008

Barclays Bank plc 11.250% due 3/28/2008

Barclays Bank plc 18.000% due 3/28/2008

Barclays Bank plc 9.500% due 3/28/2008

Barclays Bank plc 11.250% due 3/28/2008

Barclays Bank plc 11.600% due 9/26/2008

Barclays Bank plc 18.500% due 9/26/2008

Barclays Bank plc 12.000% due 3/28/2008

Barclays Bank plc 10.500% due 3/28/2008

Barclays Bank plc 19.500% due 3/28/2008

Barclays Bank plc 17.500% due 9/26/2008

Barclays Bank plc 16.000% due 3/28/2008

Barclays Bank plc 15.250% due 3/28/2008

Barclays Bank plc 14.250% due 3/28/2008

Barclays Bank plc 10.500% due 3/28/2008

Barclays Bank plc 10.000% due 3/28/2008

Barclays Bank plc 12.400% due 3/28/2008

Barclays Bank plc 9.250% due 3/28/2008

Barclays Bank plc 11.750% due 3/28/2008

Barclays Bank plc 12.250% due 3/28/2008

Barclays Bank plc 14.500% due 3/28/2008

Barclays Bank plc 10.250% due 3/28/2008

Barclays Bank plc 18.000% due 3/28/2008

Barclays Bank plc 12.000% due 9/26/2008

Barclays Bank plc 11.500% due 3/28/2008

Barclays Bank plc 18.250% due 3/28/2008

Barclays Bank plc 12.500% due 3/28/2008

Barclays Bank plc 17.500% due 12/28/2007

Barclays Bank plc 10.250% due 3/28/2008

Barclays Bank plc 16.000% due 3/28/2008

Barclays Bank plc 19.600% due 12/27/2007

Barclays Bank plc 0.000% due 10/3/2008

Barclays Bank plc 0.000% due 10/3/2008

Barclays Bank plc 12.150% due 3/26/2008

Barclays Bank plc 9.600% due 9/26/2008

Barclays Bank plc 17.750% due 12/27/2007

Barclays Bank plc 17.000% due 12/27/2007

Barclays Bank plc 11.500% due 12/27/2007

Barclays Bank plc 11.450% due 3/25/2008

Barclays Bank plc 11.000% due 3/25/2008

Barclays Bank plc 11.250% due 9/19/2008

Barclays Bank plc 0.000% due 9/26/2008

Barclays Bank plc 0.000% due 9/26/2008

Barclays Bank plc 10.400% due 9/17/2008

Barclays Bank plc 10.150% due 3/19/2008

Barclays Bank plc 10.000% due 3/19/2008

Barclays Bank plc 10.500% due 9/17/2008

Barclays Bank plc 14.500% due 3/19/2008

Barclays Bank plc 13.750% due 3/19/2008

Barclays Bank plc 12.550% due 3/19/2008

Barclays Bank plc 13.250% due 9/17/2008

Barclays Bank plc 0.000% due 9/18/2009

Barclays Bank plc 11.000% due 9/17/2008

Barclays Bank plc 13.250% due 3/14/2008

Barclays Bank plc 17.000% due 12/12/2007

Barclays Bank plc 15.350% due 3/11/2008

Barclays Bank plc 8.500% due 12/11/2007

Barclays Bank plc 2.1% plus any apportioned dividends due 9/8/2008

Barclays Bank plc 11.000% due 3/6/2008

Barclays Bank plc 10.150% due 3/6/2008

Barclays Bank plc 12.300% due 3/6/2008

Barclays Bank plc 9.000% due 3/6/2008

Barclays Bank plc 18.500% due 3/5/2008

Barclays Bank plc 13.250% due 9/12/2008

Barclays Bank plc 0.000% due 9/12/2008

Barclays Bank plc 0.000% due 9/12/2008

Barclays Bank plc 0.000% due 8/29/2008

Barclays Bank plc 0.000% due 8/31/2010

Barclays Bank plc 0.000% due 9/2/2009

Barclays Bank plc 0.000% due 8/28/2009

Barclays Bank plc 20.000% due 2/29/2008

Barclays Bank plc 18.500% due 2/29/2008

Barclays Bank plc 12.250% due 2/29/2008

Barclays Bank plc 17.250% due 2/29/2008

Barclays Bank plc 13.300% due 8/29/2008

Barclays Bank plc 9.500% due 8/29/2008

Barclays Bank plc 13.150% due 2/29/2008

Barclays Bank plc 20.000% due 2/29/2008

Barclays Bank plc 9.500% due 2/29/2008

Barclays Bank plc 9.300% due 8/29/2008

Barclays Bank plc 11.250% due 2/29/2008

Barclays Bank plc 10.750% due 2/29/2008

Barclays Bank plc 16.000% due 2/29/2008

Barclays Bank plc 13.250% due 2/29/2008

Barclays Bank plc 20.000% due 2/29/2008

Barclays Bank plc 15.750% due 8/29/2008

Barclays Bank plc 18.500% due 2/29/2008

Barclays Bank plc 18.750% due 2/29/2008

Barclays Bank plc 11.000% due 2/29/2008

Barclays Bank plc 17.500% due 2/29/2008

Barclays Bank plc 14.500% due 2/29/2008

Barclays Bank plc 15.250% due 8/29/2008

Barclays Bank plc 13.250% due 2/29/2008

Barclays Bank plc 10.500% due 2/29/2008

Barclays Bank plc 9.000% due 2/29/2008

Barclays Bank plc 9.750% due 2/29/2008

Barclays Bank plc 17.000% due 2/29/2008

Barclays Bank plc 14.100% due 2/29/2008

Barclays Bank plc 12.250% due 2/29/2008

Barclays Bank plc 10.500% due 2/29/2008

Barclays Bank plc 17.500% due 2/29/2008

Barclays Bank plc 14.750% due 2/29/2008

Barclays Bank plc 10.250% due 2/29/2008

Barclays Bank plc 10.000% due 2/29/2008

Barclays Bank plc 13.000% due 2/29/2008

Barclays Bank plc 14.500% due 2/29/2008

Barclays Bank plc 13.500% due 2/29/2008

Barclays Bank plc 10.750% due 2/29/2008

Barclays Bank plc 14.000% due 2/29/2008

Barclays Bank plc 16.000% due 8/29/2008

Barclays Bank plc 15.000% due 2/29/2008

Barclays Bank plc 9.750% due 2/29/2008

Barclays Bank plc 16.250% due 2/29/2008

Barclays Bank plc 16.000% due 2/29/2008

Barclays Bank plc 9.750% due 2/29/2008

Barclays Bank plc 11.000% due 8/29/2008

Barclays Bank plc 12.000% due 2/29/2008

Barclays Bank plc 17.250% due 2/29/2008

Barclays Bank plc 14.250% due 2/29/2008

Barclays Bank plc 16.750% due 2/29/2008

Barclays Bank plc 10.000% due 2/29/2008

Barclays Bank plc 12.750% due 2/29/2008

Barclays Bank plc 18.500% due 2/29/2008

Barclays Bank plc 10.500% due 2/29/2008

Barclays Bank plc 11.500% due 2/29/2008

Barclays Bank plc 17.000% due 2/29/2008

Barclays Bank plc 13.000% due 2/29/2008

Barclays Bank plc 13.000% due 2/29/2008

Barclays Bank plc 12.000% due 11/30/2007

Barclays Bank plc 11.750% due 2/29/2008

Barclays Bank plc 10.200% due 2/29/2008

Barclays Bank plc 10.500% due 2/29/2008

Barclays Bank plc 0.000% due 9/9/2010

Barclays Bank plc 0.000% due 9/9/2010

Barclays Bank plc 8.5% per year until September 2008; after that, 8.5% times the proportion of days on which six-month Libor is between 0% and 6.75% due 9/7/2022

Barclays Bank plc 18.250% due 11/28/2007

Barclays Bank plc 10.600% due 2/27/2008

Barclays Bank plc 10.500% due 2/27/2008

Barclays Bank plc 12.750% due 2/27/2008

Barclays Bank plc 11.350% due 2/27/2008

Barclays Bank plc 10.000% due 2/27/2008

Barclays Bank plc 13.250% due 2/27/2008

Barclays Bank plc 12.500% due 2/27/2008

Barclays Bank plc 18.500% due 11/28/2007

Barclays Bank plc 19.350% due 11/28/2007

Barclays Bank plc 20.000% due 11/28/2007

Barclays Bank plc 10.000% due 8/27/2008

Barclays Bank plc 0.000% due 8/24/2009

Barclays Bank plc 11.250% due 11/21/2007

Barclays Bank plc 10.000% due 2/22/2008

Barclays Bank plc 16.000% due 2/22/2008

Barclays Bank plc 19.250% due 11/21/2007

Barclays Bank plc 0.000% due 8/31/2010

Barclays Bank plc 0.000% due 2/20/2009

Barclays Bank plc 20.000% due 2/21/2008

Barclays Bank plc 16.350% due 2/21/2008

Barclays Bank plc 15.350% due 8/20/2008

Barclays Bank plc 13.100% due 2/20/2008

Barclays Bank plc 15.250% due 8/15/2008

Barclays Bank plc 0.000% due 8/22/2008

Barclays Bank plc 9.000% due 11/15/2007

Barclays Bank plc 9.400% due 8/13/2008

Barclays Bank plc 11.250% due 8/13/2008

Barclays Bank plc 10.000% due 2/13/2008

Barclays Bank plc 0.000% due 6/12/2036

Barclays Bank plc 10.500% due 8/13/2008

Barclays Bank plc 0.000% due 8/19/2010

Barclays Bank plc 10.500% due 8/8/2008

Barclays Bank plc 11.150% due 8/8/2008

Barclays Bank plc 17.500% due 11/7/2007

Barclays Bank plc 13.500% due 11/7/2007

Barclays Bank plc 15.000% due 11/7/2007

Barclays Bank plc 17.000% due 1/31/2008

Barclays Bank plc 14.500% due 1/31/2008

Barclays Bank plc 20.000% due 1/31/2008

Barclays Bank plc 14.750% due 10/31/2007

Barclays Bank plc 12.750% due 1/31/2008

Barclays Bank plc 12.000% due 1/31/2008

Barclays Bank plc 14.000% due 10/31/2007

Barclays Bank plc 9.250% due 7/31/2008

Barclays Bank plc 9.250% due 1/31/2008

Barclays Bank plc 9.250% due 1/31/2008

Barclays Bank plc 10.000% due 1/31/2008

Barclays Bank plc 14.250% due 1/31/2008

Barclays Bank plc 11.250% due 1/31/2008

Barclays Bank plc 10.500% due 1/31/2008

Barclays Bank plc 21.000% due 1/31/2008

Barclays Bank plc 9.000% due 7/31/2008

Barclays Bank plc 9.000% due 7/31/2008

Barclays Bank plc 12.000% due 1/31/2008

Barclays Bank plc 9.250% due 1/31/2008

Barclays Bank plc 21.000% due 1/31/2008

Barclays Bank plc 9.000% due 7/31/2008

Barclays Bank plc 15.500% due 10/31/2007

Barclays Bank plc 17.750% due 10/31/2007

Barclays Bank plc 10.000% due 1/31/2008

Barclays Bank plc 9.500% due 1/31/2008

Barclays Bank plc 9.000% due 7/31/2008

Barclays Bank plc 19.000% due 10/31/2007

Barclays Bank plc 12.000% due 1/31/2008

Barclays Bank plc 11.750% due 1/31/2008

Barclays Bank plc 15.000% due 1/31/2008

Barclays Bank plc 9.250% due 1/31/2008

Barclays Bank plc 11.000% due 1/31/2008

Barclays Bank plc 11.000% due 1/31/2008

Barclays Bank plc 10.500% due 1/31/2008

Barclays Bank plc 14.750% due 1/31/2008

Barclays Bank plc 18.000% due 1/31/2008

Barclays Bank plc 10.500% due 7/31/2008

Barclays Bank plc 19.500% due 1/31/2008

Barclays Bank plc 14.250% due 1/31/2008

Barclays Bank plc 11.750% due 1/31/2008

Barclays Bank plc 10.000% due 7/31/2008

Barclays Bank plc 10.750% due 1/31/2008

Barclays Bank plc 9.000% due 1/31/2008

Barclays Bank plc 10.500% due 1/31/2008

Barclays Bank plc 9.000% due 7/31/2008

Barclays Bank plc 16.000% due 1/31/2008

Barclays Bank plc 12.000% due 1/31/2008

Barclays Bank plc 9.000% due 7/31/2008

Barclays Bank plc 19.000% due 1/31/2008

Barclays Bank plc 9.000% due 7/31/2008

Barclays Bank plc 11.250% due 1/31/2008

Barclays Bank plc 16.000% due 10/25/2007

Barclays Bank plc 18.500% due 10/25/2007

Barclays Bank plc 10.050% due 1/25/2008

Barclays Bank plc 0.000% due 8/1/2008

Barclays Bank plc 0.000% due 7/24/2009

Barclays Bank plc 0.000% due 7/24/2009

Barclays Bank plc 0.000% due 7/23/2009

Barclays Bank plc 11.750% due 7/23/2008

Barclays Bank plc 12.000% due 10/24/2007

Barclays Bank plc 12.000% due 10/24/2007

Barclays Bank plc 11.750% due 7/23/2008

Barclays Bank plc 19.000% due 1/24/2008

Barclays Bank plc 19.000% due 1/24/2008

Barclays Bank plc 19.750% due 1/24/2008

Barclays Bank plc 11.800% due 7/23/2008

Barclays Bank plc 10.600% due 1/24/2008

Barclays Bank plc 11.500% due 1/24/2008

Barclays Bank plc 12.250% due 1/24/2008

Barclays Bank plc 11.100% due 1/24/2008

Barclays Bank plc 19.000% due 1/24/2008

Barclays Bank plc 13.000% due 10/24/2007

Barclays Bank plc 12.650% due 7/23/2008

Barclays Bank plc 14.650% due 1/24/2008

Barclays Bank plc 13.000% due 1/24/2008

Barclays Bank plc 17.000% due 1/24/2008

Barclays Bank plc 12.250% due 1/24/2008

Barclays Bank plc 0.000% due 7/25/2012

Barclays Bank plc 9.250% due 10/19/2007

Barclays Bank plc 0.000% due 7/27/2010

Barclays Bank plc 0.000% due 7/25/2008

Barclays Bank plc 0.000% due 8/18/2008

Barclays Bank plc 0.000% due 10/14/2011

Barclays Bank plc 13.400% due 1/16/2008

Barclays Bank plc 10.000% due 7/11/2008

Barclays Bank plc 11.000% due 1/11/2008

Barclays Bank plc 0.000% due 8/8/2008

Barclays Bank plc 0.000% due 7/20/2010

Barclays Bank plc 14.000% due 1/9/2008

Barclays Bank plc 13.250% due 1/9/2008

Barclays Bank plc 15.750% due 1/9/2008

Barclays Bank plc 16.000% due 1/9/2008

Barclays Bank plc 18.500% due 1/9/2008

Barclays Bank plc 13.000% due 1/9/2008

Barclays Bank plc 11.150% due 7/9/2008

Barclays Bank plc 0.000% due 7/10/2008

Barclays Bank plc 0.000% due 7/13/2010

Barclays Bank plc 9.000% due 7/2/2008

Barclays Bank plc 9.750% due 7/2/2008

Barclays Bank plc 18.850% due 10/3/2007

Barclays Bank plc 18.350% due 10/3/2007

Barclays Bank plc 12.250% due 10/3/2007

Barclays Bank plc 9.650% due 1/3/2008

Barclays Bank plc 0.000% due 6/12/2036

Barclays Bank plc 0.000% due 7/1/2010

Barclays Bank plc 0.000% due 9/28/2012

Barclays Bank plc 17.000% due 1/2/2008

Barclays Bank plc 11.650% due 1/2/2008

Barclays Bank plc 9.350% due 7/2/2008

Barclays Bank plc 11.050% due 1/2/2008

Barclays Bank plc 0.000% due 6/29/2012

Barclays Bank plc 0.000% due 6/29/2012

Barclays Bank plc 0.000% due 6/29/2009

Barclays Bank plc 0.000% due 12/29/2009

Barclays Bank plc 0.000% due 6/30/2010

Barclays Bank plc 0.000% due 6/29/2012

Barclays Bank plc 0.000% due 7/29/2008

Barclays Bank plc 0.000% due 7/29/2008

Barclays Bank plc 12.250% due 6/27/2008

Barclays Bank plc 9.750% due 6/27/2008

Barclays Bank plc 9.250% due 12/27/2007

Barclays Bank plc 9.250% due 6/27/2008

Barclays Bank plc 9.000% due 12/27/2007

Barclays Bank plc 9.350% due 12/27/2007

Barclays Bank plc 10.500% due 12/27/2007

Barclays Bank plc 10.500% due 6/27/2008

Barclays Bank plc 9.750% due 12/27/2007

Barclays Bank plc 10.500% due 6/27/2008

Barclays Bank plc 9.750% due 12/27/2007

Barclays Bank plc 11.250% due 12/27/2007

Barclays Bank plc 16.750% due 12/27/2007

Barclays Bank plc 9.000% due 6/27/2008

Barclays Bank plc 15.750% due 12/27/2007

Barclays Bank plc 9.000% due 12/27/2007

Barclays Bank plc 9.250% due 12/27/2007

Barclays Bank plc 9.000% due 12/27/2007

Barclays Bank plc 19.500% due 12/27/2007

Barclays Bank plc 14.750% due 6/27/2008

Barclays Bank plc 8.750% due 6/27/2008

Barclays Bank plc 19.250% due 12/27/2007

Barclays Bank plc 10.000% due 6/27/2008

Barclays Bank plc 10.500% due 6/27/2008

Barclays Bank plc 9.650% due 6/27/2008

Barclays Bank plc 11.500% due 12/27/2007

Barclays Bank plc 10.000% due 12/27/2007

Barclays Bank plc 11.000% due 9/28/2007

Barclays Bank plc 9.875% due 9/28/2007

Barclays Bank plc 17.250% due 12/27/2007

Barclays Bank plc 8.750% due 6/27/2008

Barclays Bank plc 10.400% due 6/27/2008

Barclays Bank plc 9.500% due 12/27/2007

Barclays Bank plc 9.500% due 12/27/2007

Barclays Bank plc 9.150% due 12/27/2007

Barclays Bank plc 9.250% due 6/27/2008

Barclays Bank plc 11.650% due 6/27/2008

Barclays Bank plc 9.000% due 6/27/2008

Barclays Bank plc 15.500% due 12/27/2007

Barclays Bank plc 11.000% due 12/27/2007

Barclays Bank plc 9.500% due 12/27/2007

Barclays Bank plc 9.750% due 6/27/2008

Barclays Bank plc 15.750% due 12/27/2007

Barclays Bank plc 16.400% due 12/27/2007

Barclays Bank plc 17.750% due 12/27/2007

Barclays Bank plc 9.250% due 12/27/2007

Barclays Bank plc 11.000% due 6/27/2008

Barclays Bank plc 14.750% due 12/27/2007

Barclays Bank plc 9.500% due 12/27/2007

Barclays Bank plc 9.000% due 12/27/2007

Barclays Bank plc 9.150% due 6/27/2008

Barclays Bank plc 0.000% due 6/30/2010

Barclays Bank plc 0.000% due 7/6/2010

Barclays Bank plc 0.000% due 10/6/2008

Barclays Bank plc 19.000% due 12/27/2007

Barclays Bank plc 10.750% due 6/25/2008

Barclays Bank plc 13.750% due 6/25/2008

Barclays Bank plc 11.650% due 6/25/2008

Barclays Bank plc 12.250% due 12/27/2007

Barclays Bank plc 10.000% due 6/25/2008

Barclays Bank plc 0.000% due 12/27/2010

Barclays Bank plc 9.500% due 6/27/2008

Barclays Bank plc 9.000% due 9/21/2007

Barclays Bank plc 0.000% due 12/19/2008

Barclays Bank plc 0.000% due 6/27/2008

Barclays Bank plc 9% times the proportion of days that six-month Libor is above 0% and below 7%; payable quarterly due 6/27/2022

Barclays Bank plc 0.000% due 6/17/2011

Barclays Bank plc 9.850% due 12/19/2007

Barclays Bank plc 20.000% due 9/19/2007

Barclays Bank plc 11.500% due 12/19/2007

Barclays Bank plc 11.500% due 12/19/2007

Barclays Bank plc 10.100% due 9/18/2007

Barclays Bank plc 12.100% due 12/18/2007

Barclays Bank plc 18.150% due 9/18/2007

Barclays Bank plc 10.500% due 12/18/2007

Barclays Bank plc 10.150% due 12/18/2007

Barclays Bank plc 9.100% due 9/14/2007

Barclays Bank plc 9.000% due 6/11/2008

Barclays Bank plc 12.600% due 12/12/2007

Barclays Bank plc 12.500% due 12/12/2007

Barclays Bank plc 12.000% due 6/17/2008

Barclays Bank plc 16.250% due 12/12/2007

Barclays Bank plc 11.150% due 12/12/2007

Barclays Bank plc 9.500% due 12/11/2007

Barclays Bank plc 9.500% due 12/11/2007

Barclays Bank plc 9.500% due 12/11/2007

Barclays Bank plc 10.650% due 12/7/2007

Barclays Bank plc 11.300% due 12/7/2007

Barclays Bank plc 10.300% due 12/7/2007

Barclays Bank plc 0.000% due 6/15/2010

Barclays Bank plc 9.000% due 6/4/2008

Barclays Bank plc 20.000% due 9/6/2007

Barclays Bank plc 13.750% due 9/6/2007

Barclays Bank plc 15.500% due 9/6/2007

Barclays Bank plc 17.000% due 12/5/2007

Barclays Bank plc 14.000% due 9/6/2007

Barclays Bank plc 16.500% due 9/6/2007

Barclays Bank plc 0.000% due 8/6/2008

Barclays Bank plc 12.500% due 6/4/2008

Barclays Bank plc 10.200% due 12/4/2007

Barclays Bank plc 0.000% due 9/1/2011

Barclays Bank plc 0.000% due 6/5/2008

Barclays Bank plc 0.000% due 5/30/2012

Barclays Bank plc 0.000% due 5/30/2012

Barclays Bank plc 0.000% due 11/28/2008

Barclays Bank plc 0.000% due 5/29/2009

Barclays Bank plc 17.500% due 11/28/2007

Barclays Bank plc 14.500% due 8/29/2007

Barclays Bank plc 20.000% due 11/28/2007

Barclays Bank plc 10.250% due 11/28/2007

Barclays Bank plc 10.000% due 5/29/2008

Barclays Bank plc 10.000% due 5/29/2008

Barclays Bank plc 9.000% due 5/29/2008

Barclays Bank plc 12.800% due 11/28/2007

Barclays Bank plc 11.350% due 11/28/2007

Barclays Bank plc 10.500% due 11/28/2007

Barclays Bank plc 11.000% due 5/29/2008

Barclays Bank plc 10.000% due 11/28/2007

Barclays Bank plc 11.500% due 11/28/2007

Barclays Bank plc 9.000% due 11/28/2007

Barclays Bank plc 10.000% due 11/28/2007

Barclays Bank plc 13.400% due 11/28/2007

Barclays Bank plc 9.500% due 11/28/2007

Barclays Bank plc 9.000% due 11/28/2007

Barclays Bank plc 10.750% due 5/29/2008

Barclays Bank plc 11.500% due 11/28/2007

Barclays Bank plc 11.250% due 11/28/2007

Barclays Bank plc 14.500% due 11/28/2007

Barclays Bank plc 9.250% due 5/29/2008

Barclays Bank plc 9.250% due 11/28/2007

Barclays Bank plc 9.000% due 5/29/2008

Barclays Bank plc 9.500% due 11/28/2007

Barclays Bank plc 11.000% due 5/29/2008

Barclays Bank plc 13.400% due 11/28/2007

Barclays Bank plc 10.750% due 5/29/2008

Barclays Bank plc 13.250% due 5/29/2008

Barclays Bank plc 17.000% due 11/28/2007

Barclays Bank plc 9.250% due 5/29/2008

Barclays Bank plc 9.250% due 5/29/2008

Barclays Bank plc 9.250% due 11/28/2007

Barclays Bank plc 16.000% due 11/28/2007

Barclays Bank plc 11.750% due 5/29/2008

Barclays Bank plc 9.875% due 11/28/2007

Barclays Bank plc 9.250% due 11/28/2007

Barclays Bank plc 11.000% due 11/28/2007

Barclays Bank plc 9.000% due 11/28/2007

Barclays Bank plc 10.000% due 5/29/2008

Barclays Bank plc 9.500% due 11/28/2007

Barclays Bank plc 10.500% due 11/28/2007

Barclays Bank plc 9.000% due 5/29/2008

Barclays Bank plc 9.000% due 11/28/2007

Barclays Bank plc 10.250% due 11/28/2007

Barclays Bank plc 9.700% due 11/28/2007

Barclays Bank plc 9.000% due 5/29/2008

Barclays Bank plc 10.250% due 5/29/2008

Barclays Bank plc 9.250% due 5/29/2008

Barclays Bank plc 11.000% due 5/29/2008

Barclays Bank plc 9.000% due 11/28/2007

Barclays Bank plc 8.750% due 5/29/2008

Barclays Bank plc 11.250% due 11/28/2007

Barclays Bank plc 11.100% due 5/29/2008

Barclays Bank plc 13.000% due 11/28/2007

Barclays Bank plc 10.000% due 5/29/2008

Barclays Bank plc 9.500% due 5/29/2008

Barclays Bank plc 10.350% due 5/29/2008

Barclays Bank plc 9.250% due 5/29/2008

Barclays Bank plc 10.500% due 5/29/2008

Barclays Bank plc 9.500% due 5/29/2008

Barclays Bank plc 13.000% due 11/28/2007

Barclays Bank plc 19.500% due 11/28/2007

Barclays Bank plc 10.250% due 5/29/2008

Barclays Bank plc 9.500% due 11/28/2007

Barclays Bank plc 10.500% due 11/28/2007

Barclays Bank plc 16.000% due 11/28/2007

Barclays Bank plc 9.500% due 11/28/2007

Barclays Bank plc 9.000% due 11/28/2007

Barclays Bank plc 11.400% due 11/28/2007

Barclays Bank plc 11.000% due 5/29/2008

Barclays Bank plc 9.750% due 11/28/2007

Barclays Bank plc 9.400% due 11/28/2007

Barclays Bank plc 10.000% due 11/28/2007

Barclays Bank plc 0.000% due 6/27/2008

Barclays Bank plc 10.000% due 11/28/2007

Barclays Bank plc 0.000% due 5/28/2037

Barclays Bank plc 13.750% due 11/23/2007

Barclays Bank plc 10.000% due 11/23/2007

Barclays Bank plc 11.500% due 11/23/2007

Barclays Bank plc 16.750% due 11/23/2007

Barclays Bank plc 14.250% due 11/23/2007

Barclays Bank plc 10.250% due 11/23/2007

Barclays Bank plc 10.500% due 11/23/2007

Barclays Bank plc 0.000% due 5/30/2008

Barclays Bank plc 0.000% due 9/2/2008

Barclays Bank plc 13.000% due 11/21/2007

Barclays Bank plc 18.350% due 8/22/2007

Barclays Bank plc 0.000% due 5/22/2009

Barclays Bank plc 8.100% due 5/16/2008

Barclays Bank plc 0.000% due 5/23/2008

Barclays Bank plc 13.500% due 11/15/2007

Barclays Bank plc 11.200% due 5/14/2008

Barclays Bank plc 0.000% due 5/14/2037

Barclays Bank plc 0.000% due 12/18/2036

Barclays Bank plc 0.000% due 5/14/2037

Barclays Bank plc 0.000% due 5/14/2037

Barclays Bank plc 18.900% due 11/9/2007

Barclays Bank plc 0.000% due 5/16/2008

Barclays Bank plc 10.000% due 11/7/2007

Barclays Bank plc 19.300% due 11/7/2007

Barclays Bank plc 15.000% due 11/7/2007

Barclays Bank plc 19.000% due 8/8/2007

Barclays Bank plc 9.500% due 5/7/2008

Barclays Bank plc 10.000% due 11/7/2007

Barclays Bank plc 12.000% due 11/7/2007

Barclays Bank plc 0.000% due 5/11/2010

Barclays Bank plc 12.250% due 11/1/2007

Barclays Bank plc 16.250% due 11/1/2007

Barclays Bank plc 12.600% due 11/1/2007

Barclays Bank plc 15.100% due 8/1/2007

Barclays Bank plc 13.250% due 11/1/2007

Barclays Bank plc 12.000% due 11/1/2007

Barclays Bank plc 14.300% due 10/31/2007

Barclays Bank plc 0.000% due 4/30/2009

Barclays Bank plc 0.000% due 10/28/2010

Barclays Bank plc 17.150% due 10/30/2007

Barclays Bank plc 20.000% due 7/30/2007

Barclays Bank plc 16.650% due 7/30/2007

Barclays Bank plc 0.000% due 4/27/2012

Barclays Bank plc 0.000% due 4/28/2008

Barclays Bank plc 0.000% due 4/29/2009

Barclays Bank plc 0.000% due 10/29/2012

Barclays Bank plc 20.750% due 7/27/2007

Barclays Bank plc 0.000% due 4/29/2010

Barclays Bank plc 12.850% due 4/25/2008

Barclays Bank plc 14.750% due 10/26/2007

Barclays Bank plc 12.250% due 10/26/2007

Barclays Bank plc 13.750% due 10/26/2007

Barclays Bank plc 10.500% due 10/26/2007

Barclays Bank plc 15.000% due 10/26/2007

Barclays Bank plc 12.100% due 10/26/2007

Barclays Bank plc 12.250% due 10/26/2007

Barclays Bank plc 12.300% due 10/26/2007

Barclays Bank plc 9.100% due 4/25/2008

Barclays Bank plc 9.000% due 4/23/2008

Barclays Bank plc 20.000% due 10/26/2007

Barclays Bank plc 13.000% due 10/26/2007

Barclays Bank plc 13.000% due 10/26/2007

Barclays Bank plc 9.250% due 10/26/2007

Barclays Bank plc 9.250% due 4/25/2008

Barclays Bank plc 9.350% due 7/25/2007

Barclays Bank plc 13.500% due 10/26/2007

Barclays Bank plc 11.700% due 4/23/2008

Barclays Bank plc 11.750% due 4/25/2008

Barclays Bank plc 9.150% due 4/25/2008

Barclays Bank plc 13.100% due 4/25/2008

Barclays Bank plc 13.750% due 10/26/2007

Barclays Bank plc 10.200% due 4/23/2008

Barclays Bank plc 13.100% due 4/25/2008

Barclays Bank plc 9.550% due 4/23/2008

Barclays Bank plc 12.500% due 10/26/2007

Barclays Bank plc 12.500% due 4/23/2008

Barclays Bank plc 10.750% due 10/26/2007

Barclays Bank plc 10.800% due 4/23/2008

Barclays Bank plc 10.750% due 10/26/2007

Barclays Bank plc 11.000% due 10/26/2007

Barclays Bank plc 15.650% due 4/25/2008

Barclays Bank plc 12.250% due 10/26/2007

Barclays Bank plc 16.750% due 10/26/2007

Barclays Bank plc 13.500% due 10/26/2007

Barclays Bank plc 13.800% due 10/24/2007

Barclays Bank plc 11.500% due 10/26/2007

Barclays Bank plc 10.750% due 10/26/2007

Barclays Bank plc 9.250% due 10/26/2007

Barclays Bank plc 15.250% due 10/26/2007

Barclays Bank plc 9.250% due 4/25/2008

Barclays Bank plc 13.000% due 10/26/2007

Barclays Bank plc 20.000% due 10/24/2007

Barclays Bank plc 8.000% due 10/24/2007

Barclays Bank plc 11.500% due 4/23/2008

Barclays Bank plc 8.150% due 10/24/2007

Barclays Bank plc 9.250% due 4/25/2008

Barclays Bank plc 11.250% due 10/19/2007

Barclays Bank plc 0.000% due 4/23/2008

Barclays Bank plc 11.500% due 7/18/2007

Barclays Bank plc 10.000% due 10/17/2007

Barclays Bank plc 12.500% due 10/17/2007

Barclays Bank plc 10.000% due 10/17/2007

Barclays Bank plc 0.000% due 6/12/2036

Barclays Bank plc 0.000% due 8/14/2036

Barclays Bank plc 0.000% due 4/14/2010

Barclays Bank plc 0.000% due 4/16/2008

Barclays Bank plc 0.000% due 4/16/2008

Barclays Bank plc 12.750% due 10/11/2007

Barclays Bank plc 10.000% due 4/9/2008

Barclays Bank plc 9.000% due 10/11/2007

Barclays Bank plc 18.000% due 10/3/2007

Barclays Bank plc 15.000% due 7/3/2007

Barclays Bank plc 0.000% due 3/30/2010

Barclays Bank plc 11.000% due 9/28/2007

Barclays Bank plc 12.500% due 9/28/2007

Barclays Bank plc 10.200% due 3/28/2008

Barclays Bank plc 10.500% due 3/28/2008

Barclays Bank plc 9.000% due 3/28/2008

Barclays Bank plc 9.750% due 3/28/2008

Barclays Bank plc 11.375% due 9/28/2007

Barclays Bank plc 13.750% due 6/29/2007

Barclays Bank plc 9.500% due 9/28/2007

Barclays Bank plc 13.750% due 9/28/2007

Barclays Bank plc 13.750% due 3/28/2008

Barclays Bank plc 9.250% due 3/28/2008

Barclays Bank plc 12.750% due 9/28/2007

Barclays Bank plc 12.000% due 9/28/2007

Barclays Bank plc 9.050% due 9/28/2007

Barclays Bank plc 11.150% due 3/28/2008

Barclays Bank plc 10.250% due 3/28/2008

Barclays Bank plc 9.300% due 3/28/2008

Barclays Bank plc 10.250% due 9/28/2007

Barclays Bank plc 16.125% due 9/28/2007

Barclays Bank plc 12.000% due 9/28/2007

Barclays Bank plc 11.500% due 9/28/2007

Barclays Bank plc 11.250% due 9/28/2007

Barclays Bank plc 9.750% due 9/28/2007

Barclays Bank plc 11.750% due 3/28/2008

Barclays Bank plc 16.250% due 9/28/2007

Barclays Bank plc 15.750% due 9/28/2007

Barclays Bank plc 11.650% due 3/28/2008

Barclays Bank plc 10.000% due 3/28/2008

Barclays Bank plc 14.125% due 9/28/2007

Barclays Bank plc 15.250% due 9/28/2007

Barclays Bank plc 10.000% due 3/28/2008

Barclays Bank plc 13.250% due 9/28/2007

Barclays Bank plc 14.000% due 9/28/2007

Barclays Bank plc 10.250% due 3/28/2008

Barclays Bank plc 12.500% due 9/28/2007

Barclays Bank plc 11.500% due 9/28/2007

Barclays Bank plc 10.350% due 3/28/2008

Barclays Bank plc 11.500% due 9/28/2007

Barclays Bank plc 10.000% due 3/28/2008

Barclays Bank plc 15.375% due 9/28/2007

Barclays Bank plc 12.000% due 9/28/2007

Barclays Bank plc 16.250% due 9/28/2007

Barclays Bank plc 9.650% due 9/28/2007

Barclays Bank plc 9.500% due 3/28/2008

Barclays Bank plc 12.250% due 9/28/2007

Barclays Bank plc 9.600% due 9/28/2007

Barclays Bank plc 11.500% due 9/28/2007

Barclays Bank plc 9.000% due 3/28/2008

Barclays Bank plc 11.000% due 3/28/2008

Barclays Bank plc 0.000% due 3/28/2012

Barclays Bank plc 0.000% due 3/26/2009

Barclays Bank plc 0.000% due 9/28/2012

Barclays Bank plc 0.000% due 6/28/2011

Barclays Bank plc 8.650% due 3/26/2008

Barclays Bank plc 8.750% due 3/26/2008

Barclays Bank plc 9.000% due 3/26/2008

Barclays Bank plc 11.200% due 9/27/2007

Barclays Bank plc 14.050% due 9/27/2007

Barclays Bank plc 0.000% due 3/30/2009

Barclays Bank plc 8.100% due 3/28/2008

Barclays Bank plc 10.550% due 3/26/2008

Barclays Bank plc 15.000% due 9/26/2007

Barclays Bank plc 14.600% due 3/20/2008

Barclays Bank plc 0.000% due 3/26/2010

Barclays Bank plc 11.500% due 9/19/2007

Barclays Bank plc 9.150% due 3/18/2008

Barclays Bank plc 10.700% due 9/14/2007

Barclays Bank plc 0.000% due 3/19/2008

Barclays Bank plc 0.000% due 3/19/2008

Barclays Bank plc 0.000% due 3/19/2008

Barclays Bank plc 0.000% due 3/19/2008

Barclays Bank plc 10.125% due 3/13/2008

Barclays Bank plc 0.000% due 3/9/2017

Barclays Bank plc 15.500% due 9/7/2007

Barclays Bank plc 15.650% due 8/31/2007

Barclays Bank plc 0.000% due 3/2/2009

Barclays Bank plc 0.000% due 8/28/2012

Barclays Bank plc 0.000% due 3/1/2011

Barclays Bank plc 0.000% due 8/28/2012

Barclays Bank plc 12.000% due 8/28/2007

Barclays Bank plc 11.750% due 8/28/2007

Barclays Bank plc 9.250% due 2/27/2008

Barclays Bank plc 13.750% due 8/28/2007

Barclays Bank plc 9.250% due 2/27/2008

Barclays Bank plc 9.250% due 2/27/2008

Barclays Bank plc 9.500% due 2/27/2008

Barclays Bank plc 10.000% due 8/28/2007

Barclays Bank plc 14.000% due 8/28/2007

Barclays Bank plc 9.000% due 2/27/2008

Barclays Bank plc 14.500% due 5/29/2007

Barclays Bank plc 9.250% due 2/27/2008

Barclays Bank plc 14.250% due 8/28/2007

Barclays Bank plc 14.000% due 8/28/2007

Barclays Bank plc 9.500% due 2/27/2008

Barclays Bank plc 10.000% due 2/27/2008

Barclays Bank plc 14.500% due 8/28/2007

Barclays Bank plc 13.000% due 2/27/2008

Barclays Bank plc 14.500% due 8/28/2007

Barclays Bank plc 10.000% due 8/28/2007

Barclays Bank plc 12.000% due 8/28/2007

Barclays Bank plc 9.250% due 2/27/2008

Barclays Bank plc 9.500% due 2/27/2008

Barclays Bank plc 9.250% due 2/27/2008

Barclays Bank plc 15.000% due 8/28/2007

Barclays Bank plc 12.500% due 8/28/2007

Barclays Bank plc 14.250% due 8/28/2007

Barclays Bank plc 15.000% due 5/29/2007

Barclays Bank plc 14.750% due 8/28/2007

Barclays Bank plc 9.000% due 2/27/2008

Barclays Bank plc 13.000% due 8/28/2007

Barclays Bank plc 10.375% due 8/28/2007

Barclays Bank plc 11.000% due 8/28/2007

Barclays Bank plc 15.250% due 8/28/2007

Barclays Bank plc 11.250% due 8/28/2007

Barclays Bank plc 13.000% due 8/28/2007

Barclays Bank plc 14.500% due 8/28/2007

Barclays Bank plc 12.500% due 8/28/2007

Barclays Bank plc 11.000% due 2/27/2008

Barclays Bank plc 9.250% due 2/27/2008

Barclays Bank plc 0.000% due 9/4/2012

Barclays Bank plc 19.850% due 8/24/2007

Barclays Bank plc 14.000% due 8/24/2007

Barclays Bank plc 16.800% due 8/24/2007

Barclays Bank plc 12.850% due 2/26/2008

Barclays Bank plc 10.000% due 2/21/2008

Barclays Bank plc 0.000% due 3/4/2010

Barclays Bank plc 15.000% due 8/21/2007

Barclays Bank plc 11.050% due 8/21/2007

Barclays Bank plc 0.000% due 3/13/2008

Barclays Bank plc 10.000% due 2/12/2008

Barclays Bank plc 17.350% due 5/10/2007

Barclays Bank plc 9.050% due 2/8/2008

Barclays Bank plc 0.000% due 2/13/2008

Barclays Bank plc 9.000% due 2/6/2008

Barclays Bank plc 0.000% due 1/31/2012

Barclays Bank plc 0.000% due 7/31/2009

Barclays Bank plc 0.000% due 7/31/2012

Barclays Bank plc 10.000% due 1/30/2008

Barclays Bank plc 17.750% due 7/31/2007

Barclays Bank plc 9.500% due 7/31/2007

Barclays Bank plc 17.750% due 7/31/2007

Barclays Bank plc 17.250% due 7/31/2007

Barclays Bank plc 9.750% due 1/30/2008

Barclays Bank plc 10.000% due 1/30/2008

Barclays Bank plc 11.250% due 1/30/2008

Barclays Bank plc 12.750% due 7/31/2007

Barclays Bank plc 10.250% due 7/31/2007

Barclays Bank plc 10.750% due 1/30/2008

Barclays Bank plc 11.000% due 1/30/2008

Barclays Bank plc 12.000% due 7/31/2007

Barclays Bank plc 9.000% due 7/31/2007

Barclays Bank plc 11.750% due 1/30/2008

Barclays Bank plc 12.250% due 1/30/2008

Barclays Bank plc 14.100% due 7/31/2007

Barclays Bank plc 9.250% due 1/30/2008

Barclays Bank plc 9.050% due 7/31/2007

Barclays Bank plc 15.000% due 7/31/2007

Barclays Bank plc 13.000% due 1/30/2008

Barclays Bank plc 9.550% due 1/30/2008

Barclays Bank plc 9.500% due 7/31/2007

Barclays Bank plc 10.600% due 1/30/2008

Barclays Bank plc 9.800% due 1/30/2008

Barclays Bank plc 15.000% due 7/31/2007

Barclays Bank plc 18.500% due 7/31/2007

Barclays Bank plc 11.500% due 7/31/2007

Barclays Bank plc 16.000% due 7/31/2007

Barclays Bank plc 10.750% due 7/31/2007

Barclays Bank plc 11.500% due 7/31/2007

Barclays Bank plc 12.250% due 7/31/2007

Barclays Bank plc 0.000% due 6/12/2036

Barclays Bank plc 0.000% due 6/12/2036

Barclays Bank plc 8.95% plus 65% of the average Libor for each interest period minus the average value of the BMA Municipal Swap index; payable semiannually due 1/31/2017

Barclays Bank plc 11.000% due 1/25/2008

Barclays Bank plc 0.000% due 2/9/2010

Barclays Bank plc 0.000% due 1/31/2008

Barclays Bank plc 18.000% due 7/24/2007

Barclays Bank plc 0.000% due 7/24/2008

Barclays Bank plc 12.600% due 7/23/2007

Barclays Bank plc 0.000% due 1/26/2009

Barclays Bank plc 17.750% due 7/18/2007

Barclays Bank plc 17.000% due 4/17/2007

Barclays Bank plc 10.000% due 1/16/2008

Barclays Bank plc 10.500% due 1/16/2008

Barclays Bank plc 10.500% due 1/15/2008

Barclays Bank plc 18.750% due 7/16/2007

Barclays Bank plc 10.750% due 7/11/2007

Barclays Bank plc 7.5% per annum for each day the six-month Libor is above 0% and below 6.5%; payable semi-annually due 1/26/2022

Barclays Bank plc 18.500% due 7/10/2007

Barclays Bank plc 14.000% due 7/10/2007

Barclays Bank plc 11.500% due 12/28/2007

Barclays Bank plc 11.250% due 6/29/2007

Barclays Bank plc 12.000% due 6/29/2007

Barclays Bank plc 14.500% due 12/28/2007

Barclays Bank plc 10.500% due 6/29/2007

Barclays Bank plc 15.000% due 12/28/2007

Barclays Bank plc 10.350% due 12/28/2007

Barclays Bank plc 0.000% due 1/7/2008

Barclays Bank plc 0.000% due 1/27/2009

Barclays Bank plc 0.000% due 1/7/2008

Barclays Bank plc 12.350% due 3/27/2007

Barclays Bank plc 0.000% due 6/30/2008

Barclays Bank plc 0.000% due 6/24/2010

Barclays Bank plc 0.000% due 12/26/2008

Barclays Bank plc 0.000% due 12/26/2008

Barclays Bank plc 8.000% due 12/27/2007

Barclays Bank plc 11.000% due 12/27/2007

Barclays Bank plc 10.000% due 12/27/2007

Barclays Bank plc 10.750% due 12/27/2007

Barclays Bank plc 10.250% due 12/27/2007

Barclays Bank plc 13.250% due 12/27/2007

Barclays Bank plc 9.250% due 12/27/2007

Barclays Bank plc 9.750% due 12/27/2007

Barclays Bank plc 11.500% due 12/27/2007

Barclays Bank plc 13.100% due 12/27/2007

Barclays Bank plc 8.500% due 12/27/2007

Barclays Bank plc 8.550% due 12/27/2007

Barclays Bank plc 18.500% due 3/26/2007

Barclays Bank plc 9.000% due 12/27/2007

Barclays Bank plc 10.050% due 12/27/2007

Barclays Bank plc 9.000% due 12/27/2007

Barclays Bank plc 9.000% due 12/27/2007

Barclays Bank plc 11.250% due 12/27/2007

Barclays Bank plc 9.750% due 12/27/2007

Barclays Bank plc 19.250% due 3/26/2007

Barclays Bank plc 9.500% due 12/27/2007

Barclays Bank plc 9.250% due 6/26/2007

Barclays Bank plc 10.000% due 6/26/2007

Barclays Bank plc 9.500% due 6/26/2007

Barclays Bank plc 8.000% due 12/27/2007

Barclays Bank plc 15.000% due 12/27/2007

Barclays Bank plc 9.750% due 12/27/2007

Barclays Bank plc 12.250% due 6/26/2007

Barclays Bank plc 0.000% due 6/12/2036

Barclays Bank plc 0.000% due 12/18/2036

Barclays Bank plc 10.000% due 12/21/2007

Barclays Bank plc 0.000% due 7/8/2009

Barclays Bank plc 13.500% due 6/20/2007

Barclays Bank plc 8.850% due 6/20/2007

Barclays Bank plc 10.000% due 12/19/2007

Barclays Bank plc 8.500% due 12/19/2007

Barclays Bank plc 12.100% due 6/20/2007

Barclays Bank plc 0.000% due 12/29/2008

Barclays Bank plc 16.250% due 6/13/2007

Barclays Bank plc 18.000% due 6/13/2007

Barclays Bank plc 10.000% due 12/16/2007

Barclays Bank plc 14.650% due 6/12/2007

Barclays Bank plc 0.000% due 1/16/2008

Barclays Bank plc 10.300% due 6/11/2007

Barclays Bank plc 20.000% due 3/6/2007

Barclays Bank plc 19.000% due 5/31/2007

Barclays Bank plc 11.000% due 11/30/2007

Barclays Bank plc 13.500% due 11/30/2007

Barclays Bank plc 8.750% due 11/30/2007

Barclays Bank plc 15.500% due 5/31/2007

Barclays Bank plc 15.000% due 5/31/2007

Barclays Bank plc 17.500% due 5/31/2007

Barclays Bank plc 15.500% due 5/31/2007

Barclays Bank plc 11.500% due 5/31/2007

Barclays Bank plc 19.000% due 5/31/2007

Barclays Bank plc 15.500% due 5/31/2007

Barclays Bank plc 9.500% due 11/30/2007

Barclays Bank plc 13.500% due 11/30/2007

Barclays Bank plc 14.000% due 5/31/2007

Barclays Bank plc 8.750% due 11/30/2007

Barclays Bank plc 10.000% due 5/31/2007

Barclays Bank plc 15.000% due 5/31/2007

Barclays Bank plc 12.500% due 5/31/2007

Barclays Bank plc 9.250% due 11/30/2007

Barclays Bank plc 0.000% due 11/25/2009

Barclays Bank plc 0.000% due 11/24/2011

Barclays Bank plc 10.000% due 5/24/2007

Barclays Bank plc 12.500% due 5/23/2007

Barclays Bank plc 9.500% due 5/24/2007

Barclays Bank plc 16.250% due 2/22/2007

Barclays Bank plc 12.800% due 5/22/2007

Barclays Bank plc 19.750% due 2/22/2007

Barclays Bank plc 20.000% due 5/22/2007

Barclays Bank plc 10.350% due 5/22/2007

Barclays Bank plc 19.000% due 2/22/2007

Barclays Bank plc 17.500% due 2/22/2007

Barclays Bank plc 14.250% due 5/22/2007

Barclays Bank plc 12.000% due 5/18/2007

Barclays Bank plc 10.700% due 5/18/2007

Barclays Bank plc 12.550% due 5/18/2007

Barclays Bank plc 11.400% due 11/14/2007

Barclays Bank plc 15.250% due 2/13/2007

Barclays Bank plc 13.750% due 2/13/2007

Barclays Bank plc 10.500% due 4/12/2007

Barclays Bank plc 15.100% due 5/10/2007

Barclays Bank plc 16.000% due 2/8/2007

Barclays Bank plc 0.000% due 5/6/2008

Barclays Bank plc 12.500% due 5/2/2007

Barclays Bank plc 9.500% due 11/2/2007

Barclays Bank plc 10.200% due 5/2/2007

Barclays Bank plc 9.750% due 10/31/2007

Barclays Bank plc 9.000% due 10/31/2007

Barclays Bank plc 9.500% due 10/31/2007

Barclays Bank plc 10.000% due 10/31/2007

Barclays Bank plc 9.500% due 10/31/2007

Barclays Bank plc 10.500% due 10/31/2007

Barclays Bank plc 16.500% due 4/30/2007

Barclays Bank plc 10.500% due 10/31/2007

Barclays Bank plc 13.250% due 4/30/2007

Barclays Bank plc 11.000% due 10/31/2007

Barclays Bank plc 0.000% due 10/27/2011

Barclays Bank plc 14.350% due 10/26/2007

Barclays Bank plc 11.550% due 10/26/2007

Barclays Bank plc 14.250% due 10/26/2007

Barclays Bank plc 12.250% due 10/26/2007

Barclays Bank plc 13.000% due 10/26/2007

Barclays Bank plc 14.500% due 4/27/2007

Barclays Bank plc 19.000% due 1/26/2007

Barclays Bank plc 10.500% due 10/26/2007

Barclays Bank plc 11.800% due 10/26/2007

Barclays Bank plc 12.000% due 4/26/2007

Barclays Bank plc 13.500% due 4/25/2007

Barclays Bank plc 14.500% due 1/24/2007

Barclays Bank plc 12.000% due 4/25/2007

Barclays Bank plc 11.300% due 4/25/2007

Barclays Bank plc 10.850% due 10/24/2007

Barclays Bank plc 11.400% due 4/23/2007

Barclays Bank plc 0.000% due 11/21/2007

Barclays Bank plc 11.500% due 10/17/2007

Barclays Bank plc 8.625% due 10/17/2007

Barclays Bank plc 10.750% due 10/17/2007

Barclays Bank plc 8.500% due 10/17/2007

Barclays Bank plc 16.500% due 4/18/2007

Barclays Bank plc 8.500% due 10/17/2007

Barclays Bank plc 15.500% due 10/17/2007

Barclays Bank plc 8.500% due 10/17/2007

Barclays Bank plc 9.000% due 10/17/2007

Barclays Bank plc 14.000% due 10/17/2007

Barclays Bank plc 15.150% due 10/17/2007

Barclays Bank plc 11.000% due 10/17/2007

Barclays Bank plc 11.000% due 10/17/2007

Barclays Bank plc 11.250% due 10/17/2007

Barclays Bank plc 13.000% due 10/16/2007

Barclays Bank plc 0.000% due 10/13/2011

Barclays Bank plc 10.850% due 1/16/2007

Barclays Bank plc 14.850% due 1/16/2007

Barclays Bank plc 10.000% due 10/12/2007

Barclays Bank plc 10.000% due 10/5/2007

Barclays Bank plc 20.000% due 1/4/2007

Barclays Bank plc 15.250% due 9/28/2007

Barclays Bank plc 0.000% due 4/1/2008

Barclays Bank plc 8.500% due 9/28/2007

Barclays Bank plc 9.750% due 9/28/2007

Barclays Bank plc 13.750% due 9/28/2007

Barclays Bank plc 14.500% due 3/30/2007

Barclays Bank plc 16.500% due 9/28/2007

Barclays Bank plc 10.000% due 9/28/2007

Barclays Bank plc 13.250% due 9/28/2007

Barclays Bank plc 10.000% due 9/28/2007

Barclays Bank plc 15.000% due 9/28/2007

Barclays Bank plc 12.000% due 9/28/2007

Barclays Bank plc 8.000% due 9/28/2007

Barclays Bank plc 9.000% due 9/28/2007

Barclays Bank plc 9.000% due 9/28/2007

Barclays Bank plc 13.500% due 9/28/2007

Barclays Bank plc 9.000% due 9/28/2007

Barclays Bank plc 9.850% due 9/28/2007

Barclays Bank plc 13.750% due 9/28/2007

Barclays Bank plc 8.750% due 9/28/2007

Barclays Bank plc 11.400% due 9/21/2007

Barclays Bank plc 11.200% due 3/22/2007

Barclays Bank plc 15.350% due 9/18/2007

Barclays Bank plc 10.750% due 9/21/2007

Barclays Bank plc 8.500% due 9/19/2007

Barclays Bank plc 11.500% due 9/14/2007

Barclays Bank plc 9.550% due 9/18/2007

Barclays Bank plc 13.500% due 8/31/2007

Barclays Bank plc 8.500% due 8/31/2007

Barclays Bank plc 9.250% due 8/31/2007

Barclays Bank plc 17.000% due 8/31/2007

Barclays Bank plc 9.250% due 8/31/2007

Barclays Bank plc 10.000% due 8/31/2007

Barclays Bank plc 13.000% due 8/31/2007

Barclays Bank plc 10.000% due 8/31/2007

Barclays Bank plc 0.000% due 2/28/2008

Barclays Bank plc 12.750% due 2/26/2007

Barclays Bank plc 9.300% due 8/24/2007

Barclays Bank plc 12.250% due 2/23/2007

Barclays Bank plc 10.000% due 8/22/2007

Barclays Bank plc 9.500% due 8/22/2007

Barclays Bank plc 11.250% due 8/17/2007

Barclays Bank plc 10.600% due 8/16/2007

Barclays Bank plc 10.750% due 8/16/2007

Barclays Bank plc 8.530% due 5/9/2007

Barclays Bank plc 10.000% due 7/26/2007

Barclays Bank plc 14.000% due 7/26/2007

Barclays Bank plc 12.000% due 7/26/2007

Barclays Bank plc 13.000% due 7/26/2007

Barclays Bank plc 10.000% due 7/26/2007

Barclays Bank plc 11.500% due 7/26/2007

Barclays Bank plc 9.500% due 7/26/2007

Barclays Bank plc 11.750% due 7/26/2007

Barclays Bank plc 11.000% due 7/26/2007

Barclays Bank plc 14.250% due 7/26/2007

Barclays Bank plc 10.000% due 7/26/2007

Barclays Bank plc 9.000% due 7/26/2007

Barclays Bank plc 8.000% due 7/26/2007

Barclays Bank plc 12.000% due 7/26/2007

Barclays Bank plc 10.500% due 7/26/2007

Barclays Bank plc 9.100% due 7/26/2007

Barclays Bank plc 10.750% due 7/26/2007

Barclays Bank plc 9.000% due 7/17/2007

Barclays Bank plc 10.000% due 7/17/2007

Barclays Bank plc 17.000% due 7/16/2007

Barclays Bank plc 11.000% due 7/18/2007

Barclays Bank plc 9.000% due 7/6/2007

Barclays Bank plc 13.500% due 6/29/2007

Barclays Bank plc 10.500% due 6/29/2007

Barclays Bank plc 13.500% due 6/29/2007

Barclays Bank plc 10.500% due 6/29/2007

Barclays Bank plc 14.000% due 6/29/2007

Barclays Bank plc 10.000% due 6/29/2007

Barclays Bank plc 8.000% due 6/29/2007

Barclays Bank plc 12.500% due 6/29/2007

Barclays Bank plc 13.000% due 6/29/2007

Barclays Bank plc 10.500% due 6/29/2007

Barclays Bank plc 18.000% due 6/29/2007

Barclays Bank plc 14.000% due 6/29/2007

Barclays Bank plc 19.250% due 6/19/2007

Barclays Bank plc 10.400% due 6/15/2007

Barclays Bank plc 0.00% due 6/12/2036

Barclays Bank plc 10.250% due 6/6/2007

Barclays Bank plc 9.650% due 6/8/2007

Barclays Bank plc 8.500% due 5/31/2007

Barclays Bank plc 11.500% due 5/31/2007

Barclays Bank plc 18.500% due 5/31/2007

Barclays Bank plc 10.000% due 5/31/2007

Barclays Bank plc 10.000% due 5/31/2007

Barclays Bank plc 10.000% due 5/31/2007

Barclays Bank plc 11.000% due 5/31/2007

Barclays Bank plc 13.500% due 5/31/2007

Barclays Bank plc 10.000% due 5/31/2007

Barclays Bank plc 9.000% due 5/31/2007

Barclays Bank plc 11.500% due 5/25/2007

Barclays Bank plc 7.750% due 11/22/2006

Barclays Bank plc 9.400% due 5/10/2007

Barclays Bank plc 11.700% due 5/11/2007

Barclays Bank plc 8.000% due 4/27/2007

Barclays Bank plc 10.000% due 4/27/2007

Barclays Bank plc 10.500% due 4/27/2007

Barclays Bank plc 10.000% due 4/27/2007

Barclays Bank plc 10.000% due 4/27/2007

Barclays Bank plc 8.000% due 4/27/2007

Barclays Bank plc 9.000% due 4/27/2007

Barclays Bank plc 12.000% due 4/27/2007

Barclays Bank plc 11.000% due 4/27/2007

Barclays Bank plc 11.500% due 4/27/2007

Barclays Bank plc 0.000% due 4/28/2011

Barclays Bank plc 8.000% due 4/18/2007

Barclays Bank plc 13.500% due 4/13/2007

Barclays Bank plc 13.100% due 4/12/2007

Barclays Bank plc 10.000% due 3/30/2007

Barclays Bank plc 9.000% due 3/30/2007

Barclays Bank plc 10.000% due 3/30/2007

Barclays Bank plc 11.500% due 3/30/2007

Barclays Bank plc 9.000% due 3/30/2007

Barclays Bank plc 9.000% due 3/30/2007

Barclays Bank plc 17.500% due 3/30/2007

Barclays Bank plc 11.000% due 3/30/2007

Barclays Bank plc 11.000% due 3/30/2007

Barclays Bank plc 13.250% due 3/30/2007

Barclays Bank plc 11.250% due 3/30/2007

Barclays Bank plc 10.500% due 3/30/2007

Barclays Bank plc 11.500% due 3/30/2007

Barclays Bank plc 10.000% due 3/29/2007

Barclays Bank plc 8.150% due 3/22/2007

Barclays Bank plc 8.000% due 3/16/2007

Barclays Bank plc 8.000% due 3/16/2007

Barclays Bank plc 11.500% due 3/14/2007

Barclays Bank plc 6.000% due 3/7/2007

Barclays Bank plc 9.000% due 2/28/2007

Barclays Bank plc 10.000% due 2/28/2007

Barclays Bank plc 11.000% due 2/28/2007

Barclays Bank plc 10.500% due 2/28/2007

Barclays Bank plc 9.000% due 2/28/2007

Barclays Bank plc 12.000% due 2/28/2007

Barclays Bank plc 15.000% due 2/28/2007

Barclays Bank plc 10.500% due 2/28/2007

Barclays Bank plc 14.000% due 2/28/2007

Barclays Bank plc 10.000% due 2/28/2007

Barclays Bank plc 10.600% due 2/9/2007

Barclays Bank plc 11.850% due 2/9/2007

Barclays Bank plc 11.250% due 2/9/2007

Barclays Bank plc 10.500% due 1/31/2007

Barclays Bank plc 9.000% due 1/31/2007

Barclays Bank plc 10.500% due 1/31/2007

Barclays Bank plc 11.500% due 1/31/2007

Barclays Bank plc 9.000% due 1/31/2007

Barclays Bank plc 13.750% due 1/31/2007

Barclays Bank plc 10.000% due 1/31/2007

Barclays Bank plc 8.000% due 1/17/2007

Barclays Bank plc 10.250% due 1/18/2007

Barclays Bank plc 11.000% due 12/29/2006

Barclays Bank plc 13.000% due 12/29/2006

Barclays Bank plc 14.250% due 12/29/2006

Barclays Bank plc 10.000% due 12/29/2006

Barclays Bank plc 10.000% due 12/29/2006

Barclays Bank plc 15.000% due 12/29/2006

Barclays Bank plc 11.500% due 12/29/2006

Barclays Bank plc 10.000% due 12/29/2006

Barclays Bank plc 9.000% due 12/29/2006

Barclays Bank plc 8.500% due 11/30/2006

Barclays Bank plc 12.000% due 11/30/2006

Barclays Bank plc 10.500% due 11/30/2006

Barclays Bank plc 13.000% due 11/30/2006

Barclays Bank plc 10.000% due 11/30/2006

Barclays Bank plc 10.250% due 11/15/2006

Barclays Bank plc 0.000% due 4/30/2009

Barclays Bank plc 10.500% due 10/31/2006

Barclays Bank plc 8.500% due 10/31/2006

Barclays Bank plc 10.500% due 10/31/2006

Barclays Bank plc 8.000% due 10/31/2006

Barclays Bank plc 9.000% due 10/31/2006

Barclays Bank plc 10.000% due 10/31/2006

Barclays Bank plc 9.250% due 10/31/2006

Barclays Bank plc 10.500% due 10/31/2006

Barclays Bank plc 11.000% due 10/31/2006

Barclays Bank plc 9.000% due 9/29/2006

Barclays Bank plc 11.000% due 9/29/2006

Barclays Bank plc 11.500% due 9/29/2006

Barclays Bank plc 12.000% due 9/29/2006

Barclays Bank plc 11.500% due 9/29/2006

Barclays Bank plc 12.500% due 9/29/2006

Barclays Bank plc 10.000% due 9/29/2006

Barclays Bank plc 18.500% due 9/29/2006

Barclays Bank plc 0.000% due 9/29/2008

Barclays Bank plc 12.000% due 9/22/2006

Barclays Bank plc 10.750% due 9/25/2006

Barclays Bank plc 9.750% due 8/31/2006

Barclays Bank plc 10.250% due 8/31/2006

Barclays Bank plc 8.400% due 8/31/2006

Barclays Bank plc 10.500% due 8/31/2006

Barclays Bank plc 8.500% due 8/31/2006

Barclays Bank plc 14.000% due 8/31/2006

Barclays Bank plc 11.500% due 8/31/2006

Barclays Bank plc 10.250% due 8/31/2006

Barclays Bank plc 10.000% due 8/31/2006

Barclays Bank plc 8.250% due 8/18/2006

Barclays Bank plc 10.750% due 7/28/2006

Barclays Bank plc 8.500% due 7/28/2006

Barclays Bank plc 8.500% due 7/28/2006

Barclays Bank plc 7.000% due 7/28/2006

Barclays Bank plc 8.000% due 7/28/2006

Barclays Bank plc 9.000% due 7/28/2006

Barclays Bank plc 8.800% due 7/28/2006

Barclays Bank plc 13.350% due 7/28/2006

Barclays Bank plc 8.000% due 6/30/2006

Barclays Bank plc 12.000% due 6/30/2006

Barclays Bank plc 14.250% due 6/30/2006

Barclays Bank plc 10.000% due 6/30/2006

Barclays Bank plc 9.000% due 6/30/2006

Barclays Bank plc 18.000% due 6/30/2006

Barclays Bank plc 10.000% due 6/30/2006

Barclays Bank plc 11.500% due 6/30/2006

Barclays Bank plc 7.000% due 6/22/2006

Barclays Bank plc 12.600% due 9/23/2005

Barclays Bank plc 11.150% due 6/15/2006

Barclays Bank plc 9.000% due 5/31/2006

Barclays Bank plc 9.750% due 5/31/2006

Barclays Bank plc 7.000% due 5/31/2006

Barclays Bank plc 8.000% due 5/31/2006

Barclays Bank plc 12.000% due 5/31/2006

Barclays Bank plc 11.000% due 5/31/2006

Barclays Bank plc 10.500% due 5/26/2006

Barclays Bank plc 10.250% due 5/25/2006

Barclays Bank plc 8.000% due 5/1/2006

Barclays Bank plc 9.250% due 5/1/2006

Barclays Bank plc 11.500% due 5/1/2006

Barclays Bank plc 9.500% due 5/1/2006

Barclays Bank plc 10.000% due 5/1/2006

Barclays Bank plc 14.500% due 5/1/2006

Barclays Bank plc 10.750% due 5/1/2006

Barclays Bank plc 7.750% due 5/1/2006

Barclays Bank plc 11.250% due 5/2/2006

Barclays Bank plc 9.500% due 4/28/2006

Barclays Bank plc 16.700% due 3/31/2006

Barclays Bank plc 10.550% due 3/31/2006

Barclays Bank plc 18.850% due 3/31/2006

Barclays Bank plc 10.000% due 3/31/2006

Barclays Bank plc 8.500% due 3/24/2006

Barclays Bank plc 9.000% due 3/16/2006

Barclays Bank plc 0.000% due 2/28/2008

Barclays Bank plc 9.000% due 2/28/2006

Barclays Bank plc 15.000% due 2/28/2006

Barclays Bank plc 13.050% due 2/28/2006

Barclays Bank plc 13.200% due 2/28/2006

Barclays Bank plc 9.600% due 2/28/2006

Barclays Bank plc 12.000% due 2/28/2006

Barclays Bank plc 12.500% due 2/16/2006

Barclays Bank plc 0.000% due 1/31/2008

Barclays Bank plc 13.500% due 1/31/2006

Barclays Bank plc 11.000% due 1/31/2006

Barclays Bank plc 12.500% due 1/31/2006

Barclays Bank plc 14.150% due 1/31/2006

Barclays Bank plc 12.200% due 12/23/2005

Barclays Bank plc 10.500% due 12/23/2005

Barclays Bank plc 9.050% due 12/23/2005

Barclays Bank plc 7.500% due 12/16/2005

Barclays Bank plc 15.000% due 12/15/2005

Barclays Bank plc 8.000% due 12/13/2005

Barclays Bank plc 14.400% due 12/13/2005

Barclays Bank plc 7.500% due 11/30/2005

Barclays Bank plc 8.800% due 11/30/2005

Barclays Bank plc 8.050% due 10/28/2005

Barclays Bank plc 7.250% due 10/28/2005

Barclays Bank plc 15.200% due 10/28/2005

Barclays Bank plc 7.000% due 10/6/2005

Barclays Bank plc 8.000% due 9/30/2005

Barclays Bank plc 7.150% due 9/30/2005

Barclays Bank plc 14.000% due 10/4/2005

Barclays Bank plc 11.500% due 9/30/2005

Barclays Bank plc 0.000% due 6/24/2038

Barclays Bank plc 0.000% due 6/24/2038

Barclays Bank plc 0.000% due 6/24/2038

Barclays Bank plc 0.000% due 6/24/2038

Barclays Bank plc 10.500% due 12/30/2011

Barclays Bank plc 11.800% due 6/30/2011

Barclays Bank plc 11.800% due 6/30/2011

Barclays Bank plc 11.000% due 10/14/2009

Barclays Bank plc 17.500% due 11/12/2009

Barclays Bank plc 19.000% due 11/12/2009

Barclays Bank plc 14.000% due 11/12/2009

Barclays Bank plc 20.000% due 8/31/2009

Barclays Bank plc 10.250% due 7/23/2010

Barclays Bank plc 10.000% due 10/29/2010



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