MB Structured Investments UK 6Y Step Down to 85 Kick Out Deposit Plan (Y3) – August 2024 – BA8815

Barclays Bank PLC (www.barx-is.com) Call +44 (0) 20 7116 9000 for more information.

The product is designed to provide a return in the form of (1) conditional coupon payments and (2) a cash payment on termination of the product. The product has a fixed term and will terminate on the maturity date, unless terminated early.

Early termination following an autocall: The product will terminate prior to the  maturity date if, on any autocall observation date, the reference level is at or above the relevant autocall barrier level. On any such early termination, you will on the  immediately following autocall payment date receive, in addition to any final coupon  payment, a cash payment equal to the autocall payment of GBP 1. No coupon  payments will be made on any date after such autocall payment date. The relevant  dates and autocall barrier levels are shown in  the table(s) in the key information  document.

Coupon: If the product has not terminated early, on each coupon payment date you  will receive the applicable coupon payment together with any previously unpaid  coupon payments if the reference level is at or above the relevant coupon barrier level  on the immediately preceding coupon observation date. If this condition is not met, you will receive no coupon payment on such coupon payment date. The relevant dates,  coupon barrier levels and coupon payments are shown in the table(s) on the key information document.

Termination on the maturity date: If the product has not terminated early, on the  maturity date you will receive GBP 1.

Under the product terms, certain dates specified above and below will be adjusted if  the respective date is either not a business day or not a trading day (as applicable).  Any adjustments may affect the return, if any, you receive.

The product terms also provide that if certain exceptional events occur (1) adjustments may be made to the product and/or (2) the issuer may terminate the product early.  These events are specified in the product terms and principally relate to the  underlying, the product and the issuer. The return (if any) you receive on such early  termination is likely to be different from the scenarios described above and may be  less than the amount you invested.

When purchasing this product during its lifetime,  the purchase price may include  accrued coupon on a pro rata basis. For display  purposes numbers within this  document have been cut off at 4 decimal places.

The product is intended to be offered to retail investors who fulfil all of the criteria below:

1. they have the ability to make an informed investment decision through sufficient  knowledge and understanding of the product and its specific risks and rewards, either  independently or through professional advice, and they may have experience of  investing in and/or holding a number of similar products providing a similar market  exposure;

2. they seek capital growth and/or full protection of the deposited amount, subject to  the deposit taker’s ability to pay, expect the movement in the underlying to perform in a way that generates a positive return. They have a long investment horizon and  understand that the product may terminate early;

3. they are not able to bear any loss of their initial investment, consistent with the  redemption profile of the product at maturity (market risk);

4. they accept the risk that the deposit taker could fail to pay or perform its obligations  under the product irrespective of the redemption profile of the product (credit risk);

5. they are willing to accept a level of risk of 2 out of 7 to achieve potential returns,  which reflects a low risk (as shown in the summary risk indicator in the key information document which takes into account both market risk and credit risk).