MB Structured Investments UK/US 5Y Quarterly Fixed Income Plan – September 2024 – BA8851

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 the  maturity date. The amount of this payment will depend on the  performance of the underlyings. The product has a fixed term  and will terminate on the maturity date. If, at maturity, the final  reference level of the worst performing underlying has fallen  below its barrier level, the product may return less than the  product notional amount or even zero.

Interest: On each interest payment date you will receive an  interest payment calculated by multiplying the product notional  amount by the interest rate of 5.9% per annum and then applying  the day count fraction to adjust this amount to reflect the length  of the relevant interest period. The interest payments are not  linked to the performance of the underlyings. The relevant dates  are shown in the table(s) in the key information document.

Termination on the maturity date: On termination of the  product on the maturity date you will receive:

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

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

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 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).