MB Structured Investments UK 4Y Monthly Fixed Income Kick Out Plan (Y2 65) – December 2024 – BA9239

Barclays Bank PLC (https://derivatives.cib.barclays/). The PRIIP  manufacturer is also the product issuer. Call +44 (0) 20 7116 9000  for more information.

The product is designed to provide a return in the form of (1) regular fixed interest payments and (2) a cash payment on termination of the product. The timing and amount of this payment will depend on the performance of the underlying. The product has a fixed term and will terminate on the maturity date, unless terminated early. If, at maturity, the final reference level of the underlying has fallen below the barrier level, the product may return less than the product notional amount or even zero.

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 autocall barrier level. On any such early termination, you will on the immediately following autocall payment date receive, in addition to a final interest payment, a cash payment equal to the autocall payment of GBP 1. No interest payments will be made on any date after such autocall payment date. The relevant dates are shown in the table(s) in the Key Information Document.

Interest: If the product has not terminated early, on each interest payment date you will receive an interest payment of  GBP 0.004225. The interest payments are not linked to the performance of the underlying.. The relevant dates are  shown in the table(s) in the Key Information Document.

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

1. if the final reference level is at or above the barrier level, a cash  payment equal to GBP 1; or

2. if the final reference level is below the barrier level, a cash  payment directly linked to the performance of the underlying.  The cash payment will equal (i) the product notional amount  multiplied by (ii) (A) the final reference level divided by (B) the  strike level.

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 interest on a pro rata basis.

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 income, 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 able to bear a total loss of their initial investment,  consistent with the redemption profile of the product at maturity  (market risk);

4. they accept the risk that the issuer 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 4 out of 7 to achieve  potential returns, which reflects a medium risk (as shown in the  summary risk indicator in the key information document which takes into account both market risk and credit risk).