18 020425

<SEC-DOCUMENT>0001104659-18-020425.
txt : 20180327
<SEC-HEADER>0001104659-18-020425.hdr.sgml : 20180327
<ACCEPTANCE-DATETIME>20180327154624
ACCESSION NUMBER: 0001104659-18-020425
CONFORMED SUBMISSION TYPE: 424B2
PUBLIC DOCUMENT COUNT: 6
FILED AS OF DATE: 20180327
DATE AS OF CHANGE: 20180327
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: BARCLAYS BANK PLC
CENTRAL INDEX KEY: 0000312070
STANDARD INDUSTRIAL CLASSIFICATION: COMMERCIAL BANKS, NEC [6029]
IRS NUMBER: 000000000
STATE OF INCORPORATION: X0
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: 424B2
SEC ACT: 1933 Act
SEC FILE NUMBER: 333-212571
FILM NUMBER: 18715318
BUSINESS ADDRESS:
STREET 1: 1 CHURCHILL PLACE
STREET 2: CANARY WHARF
CITY: LONDON
STATE: X0
ZIP: E14 5HP
BUSINESS PHONE: 0044-20-3555-4619
MAIL ADDRESS:
STREET 1: 1 CHURCHILL PLACE
STREET 2: CANARY WHARF
CITY: LONDON
STATE: X0
ZIP: E14 5HP
FORMER COMPANY:
FORMER CONFORMED NAME: BARCLAYS BANK PLC /ENG/
DATE OF NAME CHANGE: 19990402
FORMER COMPANY:
FORMER CONFORMED NAME: BARCLAYS BANK INTERNATIONAL LTD
DATE OF NAME CHANGE: 19850313
</SEC-HEADER>
<DOCUMENT>
<TYPE>424B2
<SEQUENCE>1
<FILENAME>a18-9157_8424b2.htm
<DESCRIPTION>424B2 - 6.5Y TRAILBLAZER PPN LEVERAGED PARTI PS_CY70 (3 LN18) [BARC-
AMERICAS.FID947905]
<TEXT>
<html>
<head>
</head>
<body link=blue lang="EN-US">
<div style="font-family:Times New Roman;">
 
<table border="0" cellspacing="0" cellpadding="0" width="100%" style="border-
collapse:collapse;">
<tr>
<td width="75%" valign="top" style="padding:0in 0in 0in 0in;width:75.84%;">
style="font-size:7.0pt;">Pricing Supplement dated March 23, 2018
style="font-size:7.0pt;">(To the Prospectus dated February 22, 2018 and the
Prospectus Supplement dated July 18, 2016) </td>
style="font-size:1.0pt;"> </td>
Filed Pursuant to Rule 424(b)
(2)
Registration
No. 333212571 </td> </tr> </table>
<tr>
<td width="38%" style="padding:0in 0in 0in 0in;width:38.34%;">
<img width="232" height="40"
src="g91578bai001.gif" alt="GRAPHIC"> </td>
$940,000
size="1" face="Times New Roman"
style="font-size:2.0pt;font-weight:bold;"> 
size="1" face="Arial" style="font-size:9.0pt;font-weight:bold;">Notes due
September 26, 2024
size="1" face="Arial" style="font-size:9.0pt;font-weight:bold;">Linked to the
Performance of the Barclays Trailblazer Sectors 5
Index
size="1" face="Arial" style="font-size:8.0pt;font-weight:bold;">Global Medium-
Term Notes, Series A </td> </tr> </table>
Terms used in this pricing
supplement, but not defined
herein, shall have the meanings ascribed to them in the prospectus
supplement.
<tr>
style="font-size:8.0pt;">Issuer: </td>
style="font-size:8.0pt;">Barclays Bank PLC </td> </tr>
<tr>
Denominations: </td>
style="font-size:8.0pt;">Minimum denomination of $1,000, and integral multiples
of $1,000 in excess thereof </td> </tr>
<tr>
style="font-size:8.0pt;">Initial Valuation Date: </td>
style="font-size:8.0pt;">March 23, 2018 </td> </tr>
<tr>
style="font-size:8.0pt;">Issue Date: </td>
style="font-size:8.0pt;">March 29, 2018 </td> </tr>
<tr>
style="font-size:8.0pt;">Final Valuation Date:* </td>
style="font-size:8.0pt;">September 23, 2024 </td> </tr>
<tr>
style="font-size:8.0pt;">Maturity Date:* </td>
style="font-size:8.0pt;">September 26, 2024 </td> </tr>
<tr>
style="font-size:8.0pt;">Reference Asset: </td>
style="font-size:8.0pt;">The Barclays Trailblazer Sectors 5 Index (Bloomberg ticker symbol BXIITBZ5
<Index>) (the Index) </td> </tr>
<tr>
style="font-size:8.0pt;">Payment at Maturity: </td>
 </td>
If you
hold your Notes to maturity, you will receive on the Maturity Date a cash payment
per $1,000 principal amount Note that you hold determined as follows:
§ &nbs
p; If the Final Level is greater than the Initial Level, you will receive a payment per $1,000
principal amount Note calculated as follows:
$1,000 + [$1,000 x Index Return x Upside Leverage Factor]
 &nbs
p; If the Final Level is equal to or less than the
Initial Level, you will receive a payment of $1,000 per $1,000 principal amount
Note
Any payment on the Notes is not guaranteed by any third party and
is subject to both the creditworthiness of the Issuer and to the exercise of any
U.K. Bail-in Power by the relevant U.K. resolution
authority. If
Barclays Bank PLC were to default on its payment obligations or become subject to
the exercise of any U.K. Bail-
in Power (or any other resolution measure) by the relevant U.K. resolution
authority, you might not receive any
amounts owed to you under the Notes. See
<a href="#CONSENTTOU_K_BAILINPOWER_103102">Consent to
U.K. Bail-in Power</a> and
<a href="#SELECTEDRISKCONSIDERATIONS_102847">Selected Risk
Considerations</a> in this
pricing supplement and Risk
Factors in the accompanying
prospectus supplement for more information. </td> </tr>
<tr>
Initial Level: </td>
 </td>
indent:-.7pt;">191.5656, the Index Level on the Initial Valuation Date </td>
</tr>
<tr>
New Roman" style="font-size:8.0pt;">Final Level: </td>
indent:-.7pt;"> </td>
indent:-.7pt;">The
Index Level on the Final Valuation Date </td> </tr>
<tr>
New Roman" style="font-size:8.0pt;">Upside Leverage Factor: </td>
New Roman" style="font-size:1.0pt;"> </td>
New Roman" style="font-size:8.0pt;">3.00 </td> </tr>
<tr>
New Roman" style="font-size:8.0pt;">Index Fee and Costs: </td>
index includes an index fee of 0.85% per annum. In addition, the Index is an
excess return index, meaning that it tracks the performance of its
components minus a notional borrowing cost (represented by the ICE LIBOR USD 3
Month rate).
components of the Index must perform sufficiently well to offset the effect of
such index fee and such borrowing cost in order for the Index to appreciate in
value and, accordingly, for you to earn any positive return on your Notes. See
The IndexOverview and Selected Risk
ConsiderationsRisks Relating to the IndexThe Deduction of Notional
Financing Costs and an Index Fee Will Adversely Affect Index Performance in
this pricing supplement for additional information. </td> </tr>
<tr>
New Roman" style="font-size:8.0pt;">Index Sponsor: </td>
Index was created by Barclays Bank PLC, which is the owner of the intellectual
property and licensing rights relating to the Index. The Index is operated by
Barclays Index Administration, an independent index administration function
within Barclays Bank PLC (in such capacity, the Index Sponsor and as
described under The IndexOverview in this pricing
supplement). </td> </tr>
<tr>
style="font-size:8.0pt;">Consent to U.K. Bail-in Power: </td>
New Roman" style="font-size:1.0pt;"> </td>
New Roman" style="font-size:8.0pt;">Notwithstanding any other agreements,
arrangements or understandings between Barclays Bank PLC and any holder of the
Notes, by acquiring the Notes, each holder of the Notes acknowledges, accepts,
agrees to be bound by, and consents to the exercise of, any U.K. Bail-in Power by
the relevant U.K. resolution authority. See <a
href="#CONSENTTOU_K_BAILINPOWER_103102">Consent to U.K. Bail-in Power</a> on page PS1 of this pricing
supplement. </td> </tr> </table>
[Terms of the Notes Continue on
the Next Page]
collapse:collapse;margin-left:.4in;">
<tr>
<td width="11%" valign="bottom" style="padding:0in 0in 0in 0in;width:11.84%;">
<td width="18%" valign="bottom" style="border:none;border-bottom:solid windowtext
1.0pt;padding:0in 0in 0in 0in;width:18.78%;">
size:8.0pt;font-weight:bold;">Initial Issue Price(1) </td>
face="Times New Roman" style="font-size:1.0pt;"> </td>
size:8.0pt;font-weight:bold;">Price to Public </td>
size:8.0pt;font-weight:bold;">Agents Commission(2) </td>
size:8.0pt;font-weight:bold;">Proceeds to Barclays Bank PLC(2) </td> </tr>
<tr>
Per
Note </td>
style="color:black;font-size:8.0pt;">$1,000 </td>
style="color:black;font-size:8.0pt;">100% </td>
style="color:black;font-size:8.0pt;">4.25% </td>
style="color:black;font-size:8.0pt;">95.75% </td> </tr>
<tr>
Roman" style="color:black;font-size:8.0pt;font-weight:bold;">Total
</td>
color="black" face="Times New Roman" style="color:black;font-
size:8.0pt;">$940,000 </td>
size:8.0pt;">$940,000 </td>
size:8.0pt;">$39,824 </td>
size:8.0pt;">$900,176 </td> </tr> </table>
(1) Our estimated value of the Notes on the Initial
Valuation Date, based on our internal pricing models, is $911.30 per Note. The
estimated value is less than the initial issue price of the Notes. See
<a href="#ADDITIONALINFORMATIONREGARDINGOU_103119">Additional Information Regarding Our Estimated Value of
the Notes</a> on
page PS2 of this pricing supplement.
size:8.0pt;">(2) Barclays Capital Inc. will receive commissions
from the Issuer of up to 4.25% of the principal amount of the Notes, or up to
$42.50 per $1,000 principal amount. Barclays Capital Inc. will use these
commissions to pay variable selling concessions or fees (including custodial or
clearing fees) to other dealers. The per Note agents commission and proceeds
to Issuer shown above is the minimum amount of proceeds that the Issuer receives
per Note, assuming the maximum Agents commission per Note of 4.25%. The total
agents commission and total proceeds to issuer shown above give effect to the
actual amount of the variable Agents commission.
In addition, investors that hold
their Notes in fee-based advisory or trust accounts may be charged fees by the
investment advisor or manager of such account based on the amount of assets held in
those accounts, including the Notes.
Investing in the Notes involves a number of risks. See
Risk Factors beginning on page S7 of the
prospectus supplement and <a
href="#SELECTEDRISKCONSIDERATIONS_102847">Selected Risk Considerations</a> beginning
on page PS6 of this pricing
supplement.
We may use this pricing supplement in the initial sale of
Notes. In addition, Barclays Capital Inc. or another of our affiliates may
use this pricing supplement in market resale transactions in any Notes after their
initial sale. Unless we or our agent informs you otherwise in the confirmation of
sale, this pricing supplement is being used in a market resale
transaction.
The Notes will not be listed
on any U.S. securities
exchange or quotation system. Neither the Securities and Exchange Commission
nor any state securities commission has approved or disapproved of these securities
or determined that this pricing supplement is truthful or complete. Any
representation to the contrary is a criminal offense.
The Notes constitute our
direct, unconditional,
unsecured and unsubordinated obligations and are not deposit liabilities of either
Barclays PLC or Barclays Bank PLC and are not covered by the U.K.
Financial Services Compensation Scheme or insured or guaranteed by the
U.S. Federal Deposit Insurance Corporation or any other governmental
agency of the United States, the United Kingdom or any other
jurisdiction.
<div style="margin:0in 0in .0001pt;"><hr size="3" width="100%" noshade align="left"
style="color:#010101;"></div>
</div>

 

Terms of Notes, Continued
<tr>
Index Return: </td>
style="font-size:8.0pt;">The performance of the Index from the Initial Level to
the Final Level, calculated as follows:
face="Times New Roman" style="font-size:2.0pt;"> 
Final Level Initial
Level Initial
Level </td> </tr>
<tr>
style="font-size:8.0pt;">Index Level: </td>
New Roman" style="font-size:8.0pt;">With respect to the Index on any date, the
official closing level of the Index on that date calculated and published by the
Index Sponsor and displayed on Bloomberg Professional® service page BXIITBZ5 <Index>
or any successor page on Bloomberg Professional service or any successor service, as
applicable </td> </tr>
<tr>
style="font-size:8.0pt;">Calculation Agent: </td>
style="font-size:8.0pt;">Barclays Bank PLC </td> </tr>
<tr>
style="font-size:8.0pt;">CUSIP / ISIN: </td>
style="font-size:8.0pt;">06744CY70 / US06744CY706 </td> </tr>
</table>
indent:-.25in;">* &#16
0; Subject to postponement in the event of a Market
Disruption Event, as
described under Additional Terms of the Notes in this
pricing supplement
face="Times New Roman"><img border="0" width="232" height="40"
src="g91578bai002.gif" alt="GRAPHIC">
</div>


ADDITIONAL DOCUMENTS RELATED TO THE
OFFERING OF THE NOTES
New Roman" style="font-size:10.0pt;">You should read this pricing supplement
together with the prospectus dated February 22, 2018, as supplemented by the
prospectus supplement dated July 18, 2016 relating to our Global Medium-Term
Notes, Series A, of which these Notes are a part. This pricing supplement,
together with the documents listed below, contains the terms of the Notes and
supersedes all prior or contemporaneous oral statements as well as any other
written materials including preliminary or indicative pricing terms,
correspondence, trade ideas, structures for implementation, sample structures,
brochures or other educational materials of ours. You should carefully consider,
among other things, the matters set forth under Risk Factors in the
prospectus supplement and Selected Risk Considerations in this pricing
supplement, as the Notes involve risks not associated with conventional debt
securities. We urge you to consult your investment, legal, tax, accounting and
other advisors before you invest in the Notes.
New Roman" style="font-size:10.0pt;">When you read the prospectus supplement, note
that all references to the prospectus dated July 18, 2016, or to any sections
therein, should refer instead to the accompanying prospectus dated
February 22, 2018, or to the corresponding sections of that
prospectus.
New Roman" style="font-size:10.0pt;">You may access these documents on the SEC
website at www.sec.gov as follows (or if such address has changed, by reviewing our
filings for the relevant date on the SEC website):
· &#16
0; Prospectus dated February 22,
2018:
<a
href="http://www.sec.gov/Archives/edgar/data/312070/000119312518053870/
d515301dposasr.htm">https://www.sec.gov/Archives/edgar/data/
312070/000119312518053870/d515301dposasr.htm</a>
· &#16
0; Prospectus Supplement dated July 18,
2016:
<a
href="http://www.sec.gov/Archives/edgar/data/312070/000110465916132999/a16-
14463_21424b3.htm">https://www.sec.gov/Archives/edgar/data/
312070/000110465916132999/a16-14463_21424b3.htm</a>
Our SEC file number is
110257. As used in this
pricing supplement, the Company, we, us, or
our refers to Barclays Bank PLC.
CONSENT TO
U.K. BAIL-IN POWER<a
name="CONSENTTOU_K_BAILINPOWER_103102"></a>
New Roman" style="font-size:10.0pt;">Notwithstanding any other agreements,
arrangements or understandings between us and any holder of the Notes, by acquiring
the Notes, each holder of the Notes acknowledges, accepts, agrees to be bound by,
and consents to the exercise of, any U.K. Bail-in Power by the relevant U.K.
resolution authority.
New Roman" style="font-size:10.0pt;">Under the U.K. Banking Act 2009, as amended,
the relevant U.K. resolution authority may exercise a U.K. Bail-in Power in
circumstances in which the relevant U.K. resolution authority is satisfied that the
resolution conditions are met. These conditions include that a U.K. bank or
investment firm is failing or is likely to fail to satisfy the Financial Services
and Markets Act 2000 (the FSMA) threshold conditions for authorization
to carry on certain regulated activities (within the meaning of section 55B FSMA)
or, in the case of a U.K. banking group company that is a European Economic Area
(EEA) or third country institution or investment firm, that the
relevant EEA or third country relevant authority is satisfied that the resolution
conditions are met in the respect of that entity.
New Roman" style="font-size:10.0pt;">The U.K. Bail-in Power includes any write-
down, conversion, transfer, modification and/or suspension power, which allows for
(i) the reduction or cancellation of all, or a portion, of the principal
amount of, interest on, or any other amounts payable on, the Notes; (ii) the
conversion of all, or a portion, of the principal amount of, interest on, or any
other amounts payable on, the Notes into shares or other securities or other
obligations of Barclays Bank PLC or another person (and the issue to, or conferral
on, the holder of the Notes such shares, securities or obligations); and/or
(iii) the amendment or alteration of the maturity of the Notes, or amendment
of the amount of interest or any other amounts due on the Notes, or the dates on
which interest or any other amounts become payable, including by suspending payment
for a temporary period; which U.K. Bail-in Power may be exercised by means of a
variation of the terms of the Notes solely to give effect to the exercise by the
relevant U.K. resolution authority of such U.K. Bail-in Power. Each holder of the
Notes further acknowledges and agrees that the rights of the holders of the Notes
are subject to, and will be varied, if necessary, solely to give effect to, the
exercise of any U.K. Bail-in Power by the relevant U.K. resolution authority. For
the avoidance of doubt, this consent and acknowledgment is not a waiver of any
rights holders of the securities may have at law if and to the extent that any U.K.
Bail-in Power is exercised by the relevant U.K. resolution authority in breach of
laws applicable in England.
For more
information, please see Selected Risk
ConsiderationsYou May Lose Some or All of Your Investment If Any
U.K. Bail-in Power Is Exercised by the Relevant
U.K. Resolution Authority in this pricing supplement as
well as U.K. Bail-in Power,
Risk FactorsRisks Relating to the Securities
GenerallyRegulatory action in the event a bank or investment firm in
the Group is failing or likely to fail could materially adversely affect the value
of the securities and Risk FactorsRisks
Relating to the Securities GenerallyUnder the terms of the
securities, you have agreed to be bound by the exercise of any
U.K. Bail-in Power by the relevant U.K.
resolution authority in the accompanying prospectus
supplement.
PS-
1<a name="PB_1_223113_7771"></a>
</div>


Roman" style="color:black;font-size:10.0pt;font-weight:bold;">ADDITIONAL
INFORMATION REGARDING OUR ESTIMATED VALUE OF THE NOTES<a
name="ADDITIONALINFORMATIONREGARDINGOU_103119"></a>
Our internal pricing
models take into account a number of variables and are based on a number of
subjective assumptions, which may or may not materialize, typically including
volatility, interest rates, and our internal funding rates. Our internal funding
rates (which are our internally published borrowing rates based on variables such
as market benchmarks, our appetite for borrowing, and our existing obligations
coming to maturity) may vary from the levels at which our benchmark debt securities
trade in the secondary market. Our estimated value on the Initial Valuation Date is
based on our internal funding rates. Our estimated value of the Notes might be
lower if such valuation were based on the levels at which our benchmark debt
securities trade in the secondary market.
face="Times New Roman" style="color:black;font-size:10.0pt;">Our estimated value of
the Notes on the Initial Valuation Date is less than the initial issue price of the
Notes. The difference between the initial issue price of the Notes and our
estimated value of the Notes results from several factors, including any sales
commissions to be paid to Barclays Capital Inc. or another affiliate of ours, any
selling concessions, discounts, commissions or fees to be allowed or paid to non-
affiliated intermediaries, the estimated profit that we or any of our affiliates
expect to earn in connection with structuring the Notes, the estimated cost which
we may incur in hedging our obligations under the Notes, and estimated development
and other costs which we may incur in connection with the Notes.
face="Times New Roman" style="color:black;font-size:10.0pt;">Our estimated value on
the Initial Valuation Date is not a prediction of the price at which the Notes may
trade in the secondary market, nor will it be the price at which Barclays Capital
Inc. may buy or sell the Notes in the secondary market. Subject to normal market
and funding conditions, Barclays Capital Inc. or another affiliate of ours intends
to offer to purchase the Notes in the secondary market but it is not obligated to
do so.
New Roman" style="font-size:10.0pt;">Assuming that all relevant factors remain
constant after the Initial Valuation Date, the price at which Barclays Capital Inc.
may initially buy or sell the Notes in the secondary market, if any, and the value
that we may initially use for customer account statements, if we provide any
customer account statements at all, may exceed our estimated value on the Initial
Valuation Date for a temporary period expected to be approximately six months after
the Issue Date because, in our discretion, we may elect to effectively reimburse to
investors a portion of the estimated cost of hedging our obligations under the
Notes and other costs in connection with the Notes which we will no longer expect
to incur over the term of the Notes. We made such discretionary election and
determined this temporary reimbursement period on the basis of a number of factors,
which may include the tenor of the Notes and/or any agreement we may have with the
distributors of the Notes. The amount of our estimated costs which we effectively
reimburse to investors in this way may not be allocated ratably throughout the
reimbursement period, and we may discontinue such reimbursement at any time or
revise the duration of the reimbursement period after the initial issue date of the
Notes based on changes in market conditions and other factors that cannot be
predicted.
size="2" face="Times New Roman" style="font-size:10.0pt;font-weight:bold;">We urge
you to read the <a
href="#SELECTEDRISKCONSIDERATIONS_102847">Selected Risk
Considerations</a> beginning on page PS6 of this pricing
supplement.
2<a name="PB_2_223127_7056"></a>
</div>
ba.htm',USER='108202',CD='Mar 27 23:46 2018' -->

style="font-size:10.0pt;font-weight:bold;">SELECTED PURCHASE
CONSIDERATIONS
style="font-size:10.0pt;">The Notes are not suitable for all investors. The Notes
may be a suitable investment for you if all of the following statements are
true:
· &#16
0; You do not seek an investment that produces periodic interest
or coupon payments or other sources of current income
size:3.0pt;"> &#16
0; You understand and accept that you may not earn any positive
return on your Notes
size:3.0pt;"> &#16
0; You believe that the investment view implicit in the Index
will be successful, you seek an investment that will give you exposure to the Index
and you are willing to bear the risks related to such an investment
size:3.0pt;"> &#16
0; You understand and accept that the performance of the Index
will be affected by an index fee of 0.85% per annum and by the reduction of a
notional financing cost equal to the ICE LIBOR USD 3 Month rate
size:3.0pt;"> &#16
0; You understand accept that the risks that the Index
(a) may not achieve its target level of volatility, (b) may be subject to
increased volatility due to the use of leverage and (c) may underperform its
underlying portfolio and/or alternative indices that do not include a volatility
targeting mechanism
size:3.0pt;"> &#16
0; You understand and accept the risk that the Index may at any
time be notionally invested only in a single component or a small number of
components
 &#16
0; You do not seek an investment for which there will be an
active secondary market and you are willing and able to hold the Notes to
maturity
size:3.0pt;"> &#16
0; You are willing to assume our credit risk for all payments on
the Notes
size:3.0pt;"> &#16
0; You are willing to consent to the exercise of any U.K. Bail-
in Power by any relevant U.K. resolution authority
style="font-size:10.0pt;">The Notes may not be a suitable investment for you
if any of the following statements are true:
size:3.0pt;"> &#16
0; You seek an investment that produces periodic interest or
coupon payments or other sources of current income or otherwise provides for a
guaranteed positive return
size:3.0pt;"> &#16
0; You do not believe that the investment view implicit in the
Index will be successful or you are unwilling or unable to bear the risks
associated with an investment that provides exposure to the Index
size:3.0pt;"> &#16
0; You seek exposure to an index or group of assets that does
not subtract an index fee or notional financing costs
size:3.0pt;"> &#16
0; You seek exposure to an index or portfolio that may not be
concentrated in a small number of assets
size:3.0pt;"> &#16
0; You are unable or unwilling to accept the risks associated
with the volatility targeting mechanism of the Index, including the risk that the
Index may not achieve its target volatility and the risk that the Index may
underperform an investment in its portfolio that is not subject to a volatility
targeting mechanism
size:3.0pt;"> &#16
0; You seek an investment for which there will be an active
secondary market and/or you are unwilling or unable to hold the Notes to
maturity
size:3.0pt;"> &#16
0; You are unwilling or unable to assume our credit risk for all
payments on the Notes
size:3.0pt;"> &#16
0; You are unwilling or unable to consent to the exercise of any
U.K. Bail-in Power by any relevant U.K. resolution authority
You must rely on your own evaluation of the merits of an investment
in the Notes. You should reach a decision whether to invest in the
Notes after carefully considering, with your advisors, the suitability of the Notes
in light of your investment objectives and the specific information set out in this
pricing supplement, the prospectus supplement and the prospectus. Neither the
Issuer nor Barclays Capital Inc. makes any recommendation as to the suitability of
the Notes for investment.
3<a name="PB_3_223145_5335"></a>
</div>
ba.htm',USER='108202',CD='Mar 27 23:46 2018' -->

style="font-size:10.0pt;font-weight:bold;">ADDITIONAL TERMS OF THE
NOTES
Market
Disruption Events
New Roman" style="font-size:10.0pt;">If the Calculation Agent determines that, on
the Final Valuation Date, a Market Disruption Event occurs or is continuing with
respect to the Index, the Final Valuation Date will be postponed to the immediately
succeeding Index Business Day on which no Market Disruption Event occurs or is
continuing. In no event, however, will the Final Valuation Date be postponed by
more than five scheduled Index Business Days. If the Calculation Agent determines
that a Market Disruption Event occurs or is continuing with respect to the Index on
such fifth day, the Calculation Agent will determine the Index Level for such fifth
day in good faith and in a commercially reasonable manner.
New Roman" style="font-size:10.0pt;">If the Final Valuation Date is postponed, the
Maturity Date will be postponed such that the number of business days from the
Final Valuation Date to the Maturity Date remains the same.
New Roman" style="font-size:10.0pt;">With respect to the Notes, a Market
Disruption Event, means:
size:3.0pt;"> &#16
0; The occurrence of an Index Market
Disruption Event (as defined below under Description of the Index);
or
size:3.0pt;"> &#16
0; The failure of the Index Sponsor to
calculate and publish the official Index Level on an Index Business Day
New Roman" style="font-size:10.0pt;">in each case as determined by the Calculation
Agent in its sole discretion.
Discontinuation of the Index; Alteration of
Methodology or Calculation of the Index
New Roman" style="font-size:10.0pt;">If the Index Sponsor discontinues publication
of the Index and the Index Sponsor or another entity publishers a successor or
substitute index that the Calculation Agent determines, in its sole discretion, to
be comparable to the discontinued Index (such index being referred to herein as a
Successor Index), then the Index Level on the Final Valuation Date, or
any other relevant date on which the Index Level is to be determined, will be
determined by reference to the level of such Successor Index at the time of daily
final publication, or close of trading on the relevant exchange or market for such
Successor Index, as applicable, on such date. If a Successor Index is selected by
the Calculation Agent, the Successor Index will be used as a substitute for the
Index for all purposes under the Notes.
New Roman" style="font-size:10.0pt;">If an Index Cancellation occurs on or prior to
the Final Valuation Date or any other relevant date on which the Index Level is to
be determined and is continuing on any such date, then the Index Level will be
computed by the Calculation Agent in accordance with the formula for and method of
calculating the Index or Successor Index, as applicable, last in effect prior to
such Index Cancellation.
New Roman" style="font-size:10.0pt;">An Index Cancellation will occur
if (a) the Index Sponsor discontinues publication of the Index Level on or
prior to the Final Valuation Date (or any other relevant date on which the Index
Level is to be determined) and such discontinuation is continuing on the Final
Valuation Date (or other relevant date) and the Calculation Agent determines that
no Successor Index is available at such time or (b) the Calculation Agent has
previously selected a Successor Index and publication of such Successor Index is
discontinued prior to, and such discontinuation is continuing on, such Final
Valuation Date or other relevant date.
New Roman" style="font-size:10.0pt;">If at any time the method of calculating the
Index or a Successor Index, or the level thereof, is changed in a material respect,
or if the Index or a Successor Index is in any other way modified so that the Index
or such Successor Index does not, in the opinion of the Calculation Agent, fairly
represent the level of the Index or such Successor Index had such changes or
modifications not been made, then the Calculation Agent will make those
calculations and adjustments as the Calculation Agent determines may be necessary
in order to arrive at a level for the Index or Successor Index comparable to the
Index or Successor Index, as the case may be, as if those changes or modifications
had not been made, and calculate the payment at maturity or any other payment to be
made on the Notes with reference to the Index (or Successor Index), as
adjusted.
4<a name="PB_4_223207_5796"></a>
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style="font-size:10.0pt;font-weight:bold;">HYPOTHETICAL EXAMPLES OF AMOUNTS PAYABLE
AT MATURITY
New Roman" style="font-size:10.0pt;">The following table illustrates the
hypothetical total return at maturity on the Notes under various circumstances. The
total return as used in this pricing supplement is the number,
expressed as a percentage, that results from comparing the payment at maturity per
$1,000 principal amount Note to $1,000. The hypothetical total returns set forth
below are for illustrative purposes only and may not be the actual total returns
applicable to a purchaser of the Notes. The numbers appearing in the following
table and examples have been rounded for ease of analysis. The hypothetical
examples below do not take into account any tax consequences from investing in the
Notes and make the following key assumption:
§ &#16
0; Hypothetical Initial Level: 100.0000*
size:3.0pt;">
The hypothetical Initial Level of
100.0000 has been chosen for illustrative purposes only. The Initial Level is as
set forth on the cover of this pricing supplement.
<div align="center">
<table border="1" cellspacing="0" cellpadding="0" width="78%"
style="border:none;border-collapse:collapse;width:78.88%;">
<tr>
<td width="25%" style="background:#D9D9D9;border:solid windowtext 1.0pt;padding:0in
5.4pt 0in 5.4pt;width:25.0%;">
size="2" face="Times New Roman" style="font-size:10.0pt;font-weight:bold;">Final
Level </td>
<td width="23%" style="background:#D9D9D9;border:solid windowtext 1.0pt;border-
left:none;padding:0in 5.4pt 0in 5.4pt;width:23.62%;">
size="2" face="Times New Roman" style="font-size:10.0pt;font-weight:bold;">Index
Return </td>
align:center;">Payment at Maturity** </td>
size="2" face="Times New Roman" style="font-size:10.0pt;font-weight:bold;">Total
Return on Notes </td> </tr>
<tr>
<td width="25%" style="border:solid windowtext 1.0pt;border-top:none;padding:0in
5.4pt 0in 5.4pt;width:25.0%;">
face="Times New Roman" style="font-size:10.0pt;">150.0000 </td>
<td width="23%" style="border-bottom:solid windowtext 1.0pt;border-
left:none;border-right:solid windowtext 1.0pt;border-top:none;padding:0in 5.4pt 0in
5.4pt;width:23.62%;">
face="Times New Roman" style="font-size:10.0pt;">50.00% </td>
<td width="26%" valign="bottom" style="border-bottom:solid windowtext 1.0pt;border-
5.4pt;width:26.38%;">
face="Times New Roman" style="font-size:10.0pt;">$2,500.00 </td>
5.4pt;width:25.0%;">
</tr>
<tr>
5.4pt 0in 5.4pt;width:25.0%;">
5.4pt;width:23.62%;">
5.4pt;width:26.38%;">
5.4pt;width:25.0%;">
</tr>
<tr>
5.4pt 0in 5.4pt;width:25.0%;">
5.4pt;width:23.62%;">
5.4pt;width:26.38%;">
5.4pt;width:25.0%;">
face="Times New Roman" style="font-size:10.0pt;">90.00% </td> </tr>
<tr>
5.4pt 0in 5.4pt;width:25.0%;">
5.4pt;width:23.62%;">
5.4pt;width:26.38%;">
5.4pt;width:25.0%;">
<tr>
5.4pt 0in 5.4pt;width:25.0%;">
5.4pt;width:23.62%;">
5.4pt;width:26.38%;">
5.4pt;width:25.0%;">
<tr>
5.4pt 0in 5.4pt;width:25.0%;">
5.4pt;width:23.62%;">
5.4pt;width:26.38%;">
5.4pt;width:25.0%;">
<tr>
<td width="25%" bgcolor="#FFD900" style="background:#D9D9D9;border:solid windowtext
1.0pt;border-top:none;padding:0in 5.4pt 0in 5.4pt;width:25.0%;">
<td width="23%" bgcolor="#FFD900" style="background:#D9D9D9;border-bottom:solid
windowtext 1.0pt;border-left:none;border-right:solid windowtext 1.0pt;border-
top:none;padding:0in 5.4pt 0in 5.4pt;width:23.62%;">
<tr>
face="Times New Roman" style="font-size:10.0pt;">-10.00% </td>
<tr>
<tr>
<tr>
<tr>
<tr>
<tr>
<tr>
<tr>
<tr>
<tr>
<td width="100%" colspan="4" style="border:none;padding:0in 5.4pt 0in
5.4pt;width:100.0%;">
style="font-size:9.0pt;">** Per $1,000 principal amount Note
</td> </tr> </table>
</div>
style="font-size:10.0pt;">The following examples illustrate how the total returns
set forth in the table above are calculated:
size="2" face="Times New Roman" style="font-size:10.0pt;font-weight:bold;">Example
1: The level of the Index increases from an Initial Level of
100.0000 to a Final Level of 110.0000.
New Roman" style="font-size:10.0pt;">Because the Final Level is greater than the
Initial Level, you will receive a payment at maturity of $1,300.00 per $1,000
principal amount Note that you hold, calculated as follows:
face="Times New Roman" style="font-size:10.0pt;">$1,000 + [$1,000 x Index Return x
Upside Leverage Factor]
align:center;">$1,000 + [$1,000 x 10.00% x 3.00] = $1,300.00
The total return on the investment of the
Notes is 30.00%.
size="2" face="Times New Roman" style="font-size:10.0pt;font-weight:bold;">Example
2: The level of the Index decreases from an Initial Level of
100.0000 to a Final Level of 80.0000.
size="2" face="Times New Roman" style="font-size:10.0pt;">Because the Final
Level is less than the Initial Level, you will receive a payment at maturity of
$1,000 per $1,000 principal amount Note that you hold.
The total return on the investment of the
Notes is 0.00%.
5<a name="PB_5_223302_2897"></a>
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style="font-size:10.0pt;font-weight:bold;">SELECTED RISK
CONSIDERATIONS<a name="SELECTEDRISKCONSIDERATIONS_102847"></a>
New Roman" style="font-size:10.0pt;">An investment in the Notes involves
significant risks. Investing in the Notes is not equivalent to investing directly
in the Index or its components. These risks are explained in more detail in the
Risk Factors section of the prospectus supplement, including the risk
factors discussed under the following headings of the prospectus
supplement:
style="font-
size:3.0pt;"> &#16
0; Risk FactorsRisks Relating to the
Securities Generally; and
style="font-
size:3.0pt;"> &#16
0; Risk FactorsAdditional Risks Relating to
Securities with Reference Assets That Are Equity Securities, Indices of Equity
Securities or Exchange-Traded Funds that Hold Equity Securities.
style="font-size:10.0pt;">In addition to the risks described above, you should
consider the following:
Risks Relating to the
Notes Generally
size:3.0pt;"> &#16
0; You Will Not Receive any Payments on the Notes Other
than the Payment at MaturityYou will not receive any interest or coupon
payments on the Notes or any other payments other than the payment at maturity. If
the Final Level is equal to or less than the Initial Level, your payment at
maturity will be limited to the principal amount of your Notes and you will not
earn any positive return. The return at maturity of the principal amount of your
Notes plus any amount in excess thereof may not compensate you for any loss
in value due to inflation and other factors relating to the value of money over
time.
size:3.0pt;"> &#16
0; The Payment at Maturity of Your Notes
is Not Based on the Level of the Index at Any Time Other than the Final
LevelThe Final Level and the Index Return will be based solely on
the Index Level on the Final Valuation Date (as compared to the Initial Level).
Therefore, if the level of the Index drops on the Final Valuation Date, the payment
at maturity on the Notes may be significantly less than it would have been had it
been linked to the level of the Index prior to such drop.
size:3.0pt;"> &#16
0; Credit of IssuerThe Notes are senior
unsecured debt obligations of the issuer, Barclays Bank PLC and are not, either
directly or indirectly, an obligation of any third party. Any payment to be made on
the Notes is subject to the ability of Barclays Bank PLC to satisfy its obligations
as they come due and is not guaranteed by any third party. In the event Barclays
Bank PLC were to default on its obligations, you may not receive any amounts owed
to you under the terms of the Notes.
size:3.0pt;"> &#16
0; You May Lose Some or All of Your Investment If
Any U.K. Bail-in Power Is Exercised by the Relevant
U.K. Resolution AuthorityNotwithstanding any other
agreements, arrangements or understandings between Barclays Bank PLC and any holder
of the Notes, by acquiring the Notes, each holder of the Notes acknowledges,
accepts, agrees to be bound by, and consents to the exercise of, any U.K. Bail-in
Power by the relevant U.K. resolution authority as set forth under Consent to
U.K. Bail-in Power in this pricing supplement. Accordingly, any U.K. Bail-in
Power may be exercised in such a manner as to result in you and other holders of
the Notes losing all or a part of the value of your investment in the Notes or
receiving a different security from the Notes, which may be worth significantly
less than the Notes and which may have significantly fewer protections than those
typically afforded to debt securities. Moreover, the relevant U.K. resolution
authority may exercise the U.K. Bail-in Power without providing any advance notice
to, or requiring the consent of, the holders of the Notes. The exercise of any U.K.
Bail-in Power by the relevant U.K. resolution authority with respect to the Notes
will not be a default or an Event of Default (as each term is defined in the
indenture) and the trustee will not be liable for any action that the trustee
takes, or abstains from taking, in either case, in accordance with the exercise of
the U.K. Bail-in Power by the relevant U.K. resolution authority with respect to
the Notes. See Consent to U.K. Bail-in Power in this pricing supplement
as well as U.K. Bail-in Power, Risk FactorsRisks Relating
to the Securities GenerallyRegulatory action in the event a bank or
investment firm in the Group is failing or likely to fail could materially
adversely affect the value of the securities and Risk
FactorsRisks Relating to the Securities GenerallyUnder the terms of the
securities, you have agreed to be bound by the exercise of any U.K. Bail-in Power
by the relevant U.K. resolution authority in the accompanying prospectus
supplement.
size:3.0pt;"> &#16
0; No Dividend Payments or Voting RightsAs a
holder of the Notes, you will not have voting rights or rights to receive cash
dividends or other distributions or other rights that holders of the Index
Components or any asset underlying the Index Components would have.
size:3.0pt;"> &#16
0; The Estimated Value of Your Notes is Lower Than the
Initial Issue Price of Your NotesThe estimated value of your Notes on the
Initial Valuation Date is lower than the initial issue price of your Notes. The
difference between the initial issue price of your Notes and the estimated value of
the Notes is a result of certain factors, such as any sales commissions to be paid
to Barclays Capital Inc. or another affiliate of ours, any selling concessions,
discounts, commissions or fees to be allowed or paid to non-affiliated
intermediaries, the estimated profit that we or any of our affiliates expect to
earn in connection with structuring the Notes, the estimated cost which we may
incur in hedging our obligations under the Notes, and estimated development and
other costs which we may incur in connection with the Notes.
size:3.0pt;"> &#16
0; The Estimated Value of Your Notes Might be Lower if
Such Estimated Value Were Based on the Levels at Which Our Debt Securities Trade in
the Secondary MarketThe estimated value of your Notes on the Initial
Valuation Date is based on a number of variables, including our internal funding
rates. Our internal funding rates may vary from the levels at which our benchmark
debt securities trade in the secondary market. As a result of this difference, the
estimated value referenced above might be lower if such estimated value was based
on the levels at which our benchmark debt securities trade in the secondary
market.
6<a name="PB_6_223002_47"></a>
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size:3.0pt;"> &#16
0; The Estimated Value of the Notes is Based on Our
Internal Pricing Models, Which May Prove to be Inaccurate and May be
Different from the Pricing Models of Other Financial InstitutionsThe
estimated value of your Notes on the Initial Valuation Date is based on our
internal pricing models, which take into account a number of variables and are
based on a number of subjective assumptions, which may or may not materialize.
These variables and assumptions are not evaluated or verified on an independent
basis. Further, our pricing models may be different from other financial
institutions pricing models and the methodologies used by us to estimate the
value of the Notes may not be consistent with those of other financial institutions
which may be purchasers or sellers of Notes in the secondary market. As a result,
the secondary market price of your Notes may be materially different from the
estimated value of the Notes determined by reference to our internal pricing
models.
size:3.0pt;"> &#16
0; The Estimated Value of Your Notes Is Not a
Prediction of the Prices at Which You May Sell Your Notes in the Secondary
Market, if any, and Such Secondary Market Prices, If
Any, Will Likely be Lower Than the Initial Issue Price of Your Notes and
Maybe Lower Than the Estimated Value of Your NotesThe estimated value of
the Notes will not be a prediction of the prices at which Barclays Capital Inc.,
other affiliates of ours or third parties may be willing to purchase the Notes from
you in secondary market transactions (if they are willing to purchase, which they
are not obligated to do). The price at which you may be able to sell your Notes in
the secondary market at any time will be influenced by many factors that cannot be
predicted, such as market conditions, and any bid and ask spread for similar sized
trades, and may be substantially less than our estimated value of the Notes.
Further, as secondary market prices of your Notes take into account the levels at
which our debt securities trade in the secondary market, and do not take into
account our various costs related to the Notes such as fees, commissions,
discounts, and the costs of hedging our obligations under the Notes, secondary
market prices of your Notes will likely be lower than the initial issue price of
your Notes. As a result, the price, at which Barclays Capital Inc., other
affiliates of ours or third parties may be willing to purchase the Notes from you
in secondary market transactions, if any, will likely be lower than the price you
paid for your Notes, and any sale prior to the maturity date could result in a
substantial loss to you.
size:3.0pt;"> &#16
0; The Temporary Price at Which We May Initially
Buy The Notes in the Secondary Market And the Value We May Initially Use for
Customer Account Statements, If We Provide Any Customer Account
Statements At All, May Not Be Indicative of Future Prices of Your
NotesAssuming that all relevant factors remain constant after the Initial
Valuation Date, the price at which Barclays Capital Inc. may initially buy or sell
the Notes in the secondary market (if Barclays Capital Inc. makes a market in the
Notes, which it is not obligated to do) and the value that we may initially use for
customer account statements, if we provide any customer account statements at all,
may exceed our estimated value of the Notes on the Initial Valuation Date, as well
as the secondary market value of the Notes, for a temporary period after the
initial issue date of the Notes. The price at which Barclays Capital Inc. may
initially buy or sell the Notes in the secondary market and the value that we may
initially use for customer account statements may not be indicative of future
prices of your Notes.
size:3.0pt;"> &#16
0; We and Our Affiliates May Engage in Various
Activities or Make Determinations That Could Materially Affect Your Notes in
Various Ways and Create Conflicts of InterestWe and our affiliates play a
variety of roles in connection with the issuance of the Notes, as described below.
In performing these roles, our and our affiliates economic interests are
potentially adverse to your interests as an investor in the Notes.
face="Times New Roman" style="font-size:10.0pt;">We and our affiliates make markets
in and trade various financial instruments or products for our accounts and for the
account of our clients and otherwise provide investment banking and other financial
services with respect to these financial instruments and products. These financial
instruments and products may include securities, derivative instruments or assets
that may relate to the Index or its components. In any such market making, trading
and hedging activity, and other services, we or our affiliates may take positions
or take actions that are inconsistent with, or adverse to, the investment
objectives of holders of the Notes. We and our affiliates have no obligation to
take the needs of any buyer, seller or holder of the Notes into account in
conducting these activities. Such market making, trading and hedging activity,
investment banking and other financial services may negatively impact the value of
the Notes.
face="Times New Roman" style="font-size:10.0pt;">In addition, the role played by
Barclays Capital Inc., as the agent for the Notes, could present significant
conflicts of interest with the role of Barclays Bank PLC, as issuer of the Notes.
For example, Barclays Capital Inc. or its representatives may derive compensation
or financial benefit from the distribution of the Notes. Furthermore, we and
our affiliates establish the offering price of the Notes for initial sale to the
public, and the offering price is not based upon any independent verification or
valuation.
face="Times New Roman" style="font-size:10.0pt;">In addition to the activities
described above, we will also act as the Calculation Agent for the Notes. As
Calculation Agent, we will determine any values of the Index and make any other
determinations necessary to calculate any payments on the Notes. In making these
determinations, we may be required to make certain discretionary judgments relating
to the Index and the Notes. In making these discretionary judgments, our economic
interests are potentially adverse to your interests as an investor in the Notes,
and any of these determinations may adversely affect any payments on the
Notes.
face="Times New Roman" style="font-size:10.0pt;">Furthermore, the role played by
Barclays Index Administration in its role as Index Sponsor may create the
opportunity for additional conflicts of interest. For more information, see
Risks Relating to the Index GenerallyThe Index Sponsor Will Have
the Authority to Make Determinations That Could Materially Affect the Index Level
and the Amounts Payable on the Notes and their Market Value and Create Conflicts of
Interest below.
7<a name="PB_7_223019_7056"></a>
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size:3.0pt;"> &#16
0; Lack of LiquidityThe Notes will not be
listed on any securities exchange. Barclays Capital Inc. and other affiliates of
Barclays Bank PLC intend to make a secondary market for the Notes but are not
required to do so, and may discontinue any such secondary market making at any
time, without notice. Barclays Capital Inc. may at any time hold unsold inventory,
which may inhibit the development of a secondary market for the Notes. Even if
there is a secondary market, it may not provide enough liquidity to allow you to
trade or sell the Notes easily. Because other dealers are not likely to make a
secondary market for the Notes, the price at which you may be able to trade your
Notes is likely to depend on the price, if any, at which Barclays Capital Inc. and
other affiliates of Barclays Bank PLC are willing to buy the Notes. The Notes are
not designed to be short-term trading instruments. Accordingly, you should be able
and willing to hold your Notes to maturity.
size:3.0pt;"> &#16
0; Many Economic and Market Factors Will Impact the
Value of the NotesThe value of the Notes will be affected by a number of
economic and market factors that interact in complex and unpredictable ways and
that may either offset or magnify each other, including:
indent:-.25in;">o &#16
0; the level of the Index, the Index Components and the assets
underlying the Index Components;
size:3.0pt;"> &#16
0; the volatility of the Index or any of the Index Components;
size:3.0pt;"> &#16
0; the time to maturity of the Notes;
size:3.0pt;"> &#16
0; the dividend rate on the Index Components and any equity securities
held in the portfolios of such Index Components;
size:3.0pt;"> &#16
0; interest and yield rates in the market generally;
size:3.0pt;"> &#16
0; a variety of economic, financial, political, regulatory or judicial
events;
size:3.0pt;"> &#16
0; supply and demand for the Notes; and
size:3.0pt;"> &#16
0; our creditworthiness, including actual or anticipated downgrades in
our credit ratings.
size:3.0pt;"> &#16
0; Tax TreatmentAs discussed further below
under Tax Considerations and in the accompanying prospectus supplement,
if you are a U.S. individual or taxable entity, you should be required to accrue
interest on a current basis in respect of the Notes over their term based on the
comparable yield for the Notes and pay tax accordingly, even though you will not
receive any payments from us until maturity. This comparable yield is determined
solely to calculate the amount on which you will be taxed prior to maturity and is
neither a prediction nor a guarantee of what the actual yield will be.
Index Generally
size:3.0pt;"> &#16
0; The Index May Not be Successful and
May Underperform Alternative Investment StrategiesThere can be no
assurance that the Index will achieve positive returns. The Index tracks a dynamic
notional portfolio selected from a universe of 13 Index Components (as defined
under The IndexOverview below), while targeting a portfolio
volatility equal to the Target Volatility (as defined under The
IndexOverview below) of 5%. The Index seeks to track a portfolio
constructed from the Index Components that is determined by the Index methodology
to have the highest expected return, subject to certain weighting constraints and
other conditions described under The IndexOverview below, without
the portfolio exceeding the Target Volatility of 5%.
It is possible that the
Index Components selected at any time for inclusion in the Index will decrease and
cause the Index Level (as defined under The IndexOverview below)
to fall, or to increase at a lesser rate, than if different Index Components had
been chosen for inclusion in the Index. There can be no assurance that a notional
investment in the Index Portfolio will perform better than an alternative
investment portfolio selected based on different criteria or using any other
methodology. For example, the return on the S&P® 500 Index,
an index intended to provide a benchmark for the U.S. equity markets, measured from
July 5, 2016 (the live date of the Index) to March 23, 2018 was
approximately 23.9%, while the return on the Index was approximately 7.0% when
measured between the same two dates.
size:3.0pt;"> &#16
0; The Index is Subject to Market RiskThe
Index Level will depend, in large part, on the performance of the Index Components
included in the portfolio tracked by the Index over the term of your Notes. Even if
the Index allocates exposure to the Index Components with the highest returns, the
Index Level may decline if there is a general deterioration in financial markets
and economic conditions that causes a decline in the value of the Index Components
that compose the Index at that time.
size:3.0pt;"> &#16
0; Historical Volatility May be a Poor Indicator
of Future Index Component PerformanceA fundamental assumption of the
Index is that the historical volatility of the Index Components, as measured by the
Index, may be an accurate predictor of their future performance. Accordingly, the
Index seeks to track the portfolio whose Index Components have the highest
weighted-average volatility (because volatility is used as a proxy for expected
return), without portfolio volatility exceeding the Target Volatility of 5%. No
assurance can be given that the historical volatility of the Index Components will
accurately predict their future performance. If the historical volatility of the
Index Components proves not to be an accurate indicator of actual performance, then
the Index Portfolio tracked by the Index may not be optimal and may perform
poorly.
size:3.0pt;"> &#16
0; Historical Volatility May be a Poor Indicator
of Future VolatilityThe Index seeks to take on a defined and limited
degree of expected risk by tracking a portfolio with an expected risk that does not
exceed a pre-defined level. The Index measures the expected risk of portfolio based
on its historical volatility. However, there can be no assurance that the
historical volatility of the portfolio tracked by the Index will be indicative of
its future volatility. The volatility of a portfolio may change significantly and
sharply as markets change. In addition, other potential measures of volatility,
such as implied volatility derived from the prices of listed options on the Index
Components, might be more predictive of future volatility than historical
volatility. As a result, the measure of expected risk used by the Index may be less
accurate than other measures that could have been used.
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size:3.0pt;"> &#16
0; The Deduction of Notional Financing Costs and an
Index Fee Will Adversely Affect Index PerformanceWhile a total return
index tracks a notional funded investment in its components, with dividends
notionally reinvested, an excess return index tracks a notional investment in its
components, with dividends notionally reinvested, made through the use of borrowed
funds for which a financing cost is notionally paid. The Notes are linked to an
excess return index and not a total return index. In the particular case of the
Index, the level of each Index Component is based on a notional investment in that
Index Component minus a borrowing cost represented by the ICE LIBOR USD 3 Month
rate. Accordingly, each Index Component will underperform the total return
performance of the corresponding exchange-traded fund.
face="Times New Roman" style="font-size:10.0pt;">The ICE LIBOR USD 3 Month rate
reflects the rate at which banks lend U.S. dollars to each other for a term of 3
months in the London interbank market. The ICE LIBOR USD 3 Month rate will be
affected by many factors, including, among others, the monetary policy of the
Federal Reserve. The ICE LIBOR USD 3 Month rate has fluctuated significantly over
time. For example, on December 30, 2005, the ICE LIBOR USD 3 Month rate was
4.53625% and on December 30, 2016, the ICE LIBOR USD 3 Month rate was
0.99789%. Any increase in the ICE LIBOR USD 3 Month rate, due to the Federal
Reserve raising interest rates (specifically, its federal funds target rate) or
otherwise, will increase the adverse effect of the borrowing cost on the excess
return performance of each Index Component (and, therefore, the performance of the
Index).
face="Times New Roman" style="font-size:10.0pt;">In addition, the performance of
the Index will be reduced by the daily deduction of a fee of 0.85% per annum. As
such, the Index performance will trail that of a hypothetical, identically
constituted index from which no such cost is deducted.
face="Times New Roman" style="font-size:10.0pt;">The deduction of the notional
financing cost and the index fee will place a significant drag on the performance
of the Index, offsetting any positive total return of the Index Components included
in the Index Portfolio, exacerbating any negative total return of the Index
Components included in the Index Portfolio and causing the Index Level to decline
steadily if the total return of the Index Components included in the Index
Portfolio is relatively flat. The Index will not appreciate unless the total return
performance of the Index Components included in the Index Portfolio is sufficient
to offset the negative effects of the notional financing cost and the index fee,
and then only to the extent that the total return performance of the Index
Components included in the Index Portfolio is greater than the deducted amounts. As
a result of these deductions, the Index Level may decline even if the total return
of the Index Components included in the Index Portfolio is positive.
size:3.0pt;"> &#16
0; The Index May Not be Fully Invested in the
Index ComponentsIf the aggregate weight of the Index Components in the
portfolio selected by the Index is not 100%, the Index Portfolio will allocate
exposure to a cash position that will earn no return. In addition, the Index
adjusts its notional exposure to the Index Portfolio as frequently as each Index
Business Day in an attempt to maintain a historical volatility for the Index equal
to approximately the Target Volatility of 5%, subject to a maximum notional
exposure to the Index Portfolio of 150% and a minimum exposure of 0%. If the
Indexs notional exposure to the Index Portfolio is less than 100%, the
difference will be notionally uninvested and will earn no return. As a result, the
Index may underperform a similar index that provides 100% exposure to the Index
Components.
size:3.0pt;"> &#16
0; The Index May Not Achieve its Target Volatility
of 5%The Index seeks to maintain a target volatility level of 5% by
employing a volatility targeting mechanism based on the historical volatility of
the Index Portfolio to dynamically adjust its exposure to the Index Portfolio at
any given time, as described under The IndexCapped Participation
below. There can, however, be no assurance that historical trends in volatility
will continue in the future. Accordingly, there is no assurance that this
volatility targeting mechanism will be the most effective way to
(i) accurately assess volatility of the market at a given time or
(ii) predict patterns of volatility. As a result, the Index may not achieve
its Target Volatility of 5% at any time, which may adversely impact the Index
Level, and, consequently, the market value of your Notes.
size:3.0pt;"> &#16
0; The Index May be Subject to Increased
Volatility Due to the Use of LeverageWhen the volatility of the Index
Portfolio is less than the Target Volatility of 5%, the Index will employ leverage
to increase the exposure of the Index to the Index Portfolio, up to a maximum
exposure of 150%. When the Index Portfolio is leveraged, any movements in values of
the Index Component may result in greater changes in the value of the Index
Portfolio than if leverage were not used. In particular, the use of leverage will
magnify any negative performance of the Index Portfolio. For example, if Capped
Participation on any day is 130%, a 1% decrease in the value of the Index Portfolio
on such day would cause the Index to fall by 1.30%, plus an additional reduction to
account for the Index Fee.
size:3.0pt;"> &#16
0; The Indexs Target Volatility
May Reduce the Appreciation Potential of the Index; the Volatility
Targeting Mechanism of the Index May Cause the Index to Underperform the Index
PortfolioUnder normal circumstances, equity markets exhibit significantly
higher volatility than the Target Volatility of 5%. Accordingly, the Target
Volatility of 5% may have the effect of skewing the allocations among the Index
Components in the Index Portfolio toward Index Components that provide exposure to
fixed-income assets, which typically have lower volatility than Index Components
that provide exposure to equities, or to the cash position, which provides no
return and therefore has a volatility of 0%. These typically lower-volatility Index
Components may have lower return potential than the typically higher-volatility
Index Components, and any cash position has zero return potential. If the Index has
a relatively low allocation to the typically higher-volatility Index Components, it
will not fully participate in any appreciation among those Index Components.
face="Times New Roman" style="font-size:10.0pt;">Moreover, if the Index has a
relatively high allocation to Index Components that provide exposure to fixed-
income assets, it will be particularly sensitive to factors that adversely affect
the value of fixed-income instruments, such as increases in interest rates or
declining perceptions of credit quality. A low Target Volatility does not mean that
the Index is less likely to decline than it would
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face="Times New Roman" style="font-size:10.0pt;">be if it had a higher Target
Volatility. In fact, a low-volatility portfolio may decline in value even while a
high-volatility portfolio appreciates. For example, in an equity bull market that
is accompanied by rising interest rates, a portfolio heavily weighted toward Index
Components that provide exposure to fixed-income assets might decline in value as a
result of the rising interest rates, while a portfolio heavily weighted toward
Index Components that provide exposure to equities would appreciate.
face="Times New Roman" style="font-size:10.0pt;">The volatility targeting feature
of the Index may cause the Index to reduce its exposure to the Index Portfolio in
periods of high volatility, even if the Index Portfolio is generally performing
positively. The performance of the Index may be negative or less positive than the
performance of the Index Portfolio during such periods. Accordingly, the return on
the Index may be less, and may be significantly less, than the return on an Index
that does not include a volatility targeting (sometimes referred to as
a risk control) feature.
size:3.0pt;"> &#16
0; The Index Sponsor Will Have the Authority to Make
Determinations That Could Materially Affect the Index Level and the Amount Payable
on the Notes and their Market Value and Create Conflicts of InterestThe
Index Sponsor, an independent index administration function within Barclays Bank
PLC, is responsible for the operation of the Index, and the policies of the Index
Sponsor concerning the calculation of the Index Level could affect the Index Level
and, therefore, the amount payable on the Notes at maturity and the market value of
the Notes prior to maturity.
face="Times New Roman" style="font-size:10.0pt;">The Index Sponsor may modify the
methodology for calculating the Index Level. In addition, as described in The
IndexModifications to the Index below, the Index Sponsor may make
certain changes to the way in which the Index is calculated. For example, the Index
Sponsor may discontinue or suspend calculation or publication of the Index upon the
occurrence of certain market disruptions or other events, in which case it may
become difficult to determine the Index Level and the value of the Notes. In
addition, the Index Sponsor may replace an Index Component if that Index Component
ceases to exist or changes in a way that makes the calculation of the Index
impossible or infeasible. The replacement Index Component may perform significantly
worse than the replaced Index Component. Any such changes could adversely affect
the value of the Notes. The circumstances in which the Index Sponsor might make any
such a determination are described more fully under The
IndexModifications to the Index.
face="Times New Roman" style="font-size:10.0pt;">The role played by the Index
Sponsor, and the exercise of the kinds of discretion described above and in the
section entitled The IndexModifications to the Index below, could
present it with significant conflicts of interest in light of the fact that
Barclays Bank PLC is the issuer of the Notes. The Index Sponsor has no obligation
to take the needs of any buyer, seller or holder of the Notes into consideration at
any time.
size:3.0pt;"> &#16
0; At any Time, the Index May not be
Invested in Most or All Index Components, Resulting in a Concentrated
Investment That May Not Perform As Well Over Time as an Investment in a More
Diversified PortfolioDiversification is generally considered to reduce
the amount of risk associated with generating returns. There can be no assurance,
however, that the Index will be invested in most or all of the Index Components or
that the Index will be sufficiently diversified at any time to reduce or minimize
such risks to any extent. In particular, at any time, the Index may be notionally
invested in a single Index Component or in a small number of Index Components, and
that may produce lower returns than would an investment in a more diversified
portfolio of assets.
size:3.0pt;"> &#16
0; The Values of the Index Components that Comprise the
Index May Offset Each OtherPrice movements between the Index
Components may not correlate with each other. At a time when the value of certain
Index Components increases, the value of the other Index Components may not
increase as much or may decline. Therefore, in calculating the Index Level,
increases in the value of one of the Index Components included in the portfolio
tracked by the Index may be moderated, or more than offset, by lesser increases or
decreases in the value of the other Index Components included in the portfolio
tracked by the Index. In addition, high correlation during periods of negative
returns among Index Components could have an adverse effect on the Index Level.
size:3.0pt;"> &#16
0; The Index Has a Limited Performance
HistoryThe Index was launched on July 5, 2016, and the Index Sponsor
has published limited information about how the Index might have performed had it
been calculated in the past. Because the Index is new and limited historical
performance data exists, your investment in the Notes may involve a greater risk
than investing in alternate securities linked to one or more indices with an
established record of performance. A longer history of actual performance would be
helpful in providing more reliable information on which to assess the validity of
the methodology that the Index uses as the basis for an investment decision.
size:3.0pt;"> &#16
0; The Index Relies on Third-Party Data Sources That
May Not be AccurateThe Index relies on data supplied by third
parties. This data is used in calculating the Index Level, including to generate
the table and graphs set forth under The IndexHistorical and
Hypothetical Historical Performance of the Index below. The data supplied by
third parties may not be accurate and could distort the calculation of the Index
Level.
size:3.0pt;"> &#16
0; The Index Relies on Financial Modelling Techniques
That Are Subject to Inherent LimitationsThe Index seeks to track a
portfolio constructed from the Index Components that is determined by the Index
methodology to have the highest expected return, subject to certain weighting
constraints and other conditions described under The
IndexOverview below, without portfolio volatility exceeding the Target
Volatility of 5%. The Index Sponsor uses market-standard financial modelling
techniques to seek to identify each optimized portfolio. In limited
circumstances, the portfolio composition used as the starting point for the model
could theoretically cause the model to produce a less optimal portfolio. While the
Index Sponsor runs the model using multiple starting points to reduce the
likelihood of such an occurrence, this risk cannot be eliminated entirely.
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size:3.0pt;"> &#16
0; Hypothetical Back-Tested Data Relating to the Index
Does Not Represent Actual Historical Data and is Subject to Inherent
LimitationsAll data relating to the period prior to the launch date of
the Index, including the table and graphs set forth under The
IndexHistorical and Hypothetical Historical Performance of the Index
below, is purely theoretical and does not represent the actual historical
performance of the Index and has not been verified by an independent third party.
The information is based on a hypothetical estimate by the Index Sponsor using
available historical data as to how the Index may have performed in the pre-launch
date period. In addition, for periods prior to the Index Component Base Date (as
defined under The IndexIndex Components below) of an Index
Component, the hypothetical historical information was calculated using alternative
performance information derived from a related index, after deducting hypothetical
fund fees, rather than the performance information for that Index Component.
face="Times New Roman" style="font-size:10.0pt;">Alternative modeling techniques or
assumptions may produce different hypothetical historical information that might
prove to be more appropriate and that might differ significantly from the
hypothetical historical information set forth under The IndexHistorical
and Hypothetical Historical Performance of the Index. In addition, back-
tested, hypothetical historical results have inherent limitations. These back-
tested results are achieved by means of a retroactive application of a back-tested
model designed with the benefit of hindsight. Hypothetical back-tested data should
not be taken as an indication of future performance.
size:3.0pt;"> &#16
0; Hypothetical or Hypothetical Historical Levels of
the Index Should Not be Taken as an Indication of the Future Performance of the
Index During the Term of the NotesThe actual performance of the Index
over the term of the Notes, as well as the amount payable at maturity, may bear
little relation to the historical or hypothetical historical levels of the Index.
Past fluctuations and trends in the Index are not necessarily indicative of
fluctuations or trends that may occur in the future.
size:3.0pt;"> &#16
0; The Index is Not Actively ManagedThe Index
operates by pre-determined rules, as described under The Index below.
There will be no active management of the Index to enhance returns or limit losses.
An actively managed investment may potentially respond more directly and
appropriately to immediate market, political, economic, financial or other factors
than the non-actively managed Index, which may adversely affect the Index Level and
the value of the Notes.
size:3.0pt;"> &#16
0; The Index is Comprised of Notional Assets and
LiabilitiesThe exposure to the Index Components that comprise the Index
at any given time are purely notional and will exist solely in the records
maintained by or on behalf of the Index Sponsor. There is no actual portfolio of
assets to which any person or entity is entitled or in which any person or entity
has any ownership interest. Consequently, no person or entity will have any claim
against any of the Index Components that comprise the Index at any time.
Index Components
size:3.0pt;"> &#16
0; Certain Features of the Index Components Will Impact
the Index LevelEach Index Component is an exchange-traded fund.
Accordingly, the performance of the Index is subject to risks associated with
investments in exchange-traded funds, including:
size:3.0pt;"> &#16
0; Management Risk. This is the risk that the
respective investment strategies for an Index Component, the implementation of
which is subject to a number of constraints, may not produce the intended results.
An investment in an exchange-traded fund involves risks similar to those of
investing in any fund of equity securities traded on an exchange, such as market
fluctuations caused by such factors as economic and political developments, changes
in interest rates and perceived trends in security prices. However, because the
Index Components are not actively managed, they generally do not take
defensive positions in declining markets or would not sell a security because the
securitys issuer was experiencing financial trouble or other difficulties.
Therefore, the performance of the Index Components could be lower than other types
of funds that may actively shift their portfolio assets to take advantage of market
opportunities and lessen the impact of a market decline or to allocate exposure
away from securities that may experience difficulties for other reasons.
size:3.0pt;"> &#16
0; Derivatives Risk. The Index Components may
invest in futures contracts, options on futures contracts, other types of options
and swaps and other derivatives. A derivative is a financial contract, the value of
which depends on, or is derived from, the value of an underlying asset. Compared to
conventional securities, derivatives can be more sensitive to changes in interest
rates or to sudden fluctuations in market prices, and thus the Index
Components losses, and, as a consequence, the return on your Notes, may be
greater if the Index Components invested only in conventional securities.
size:3.0pt;"> &#16
0; Tracking and Underperformance Risk
(particularly in periods of market volatility). The performance of an
Index Component may not replicate the performance of, and may underperform, its
Underlying Index (as defined in the table under The IndexIndex
Components below). The Index Components will reflect transaction costs and
fees that will reduce their relative performances.
face="Times New Roman" style="font-size:10.0pt;">Moreover, it is also possible that
an Index Component may not fully replicate or may, in certain circumstances,
diverge significantly from the performance of its Underlying Index due to
differences in trading hours between that Index Component and the Underlying Index
it is meant to track or due to other circumstances. During periods of market
volatility, securities underlying an Index Component may be unavailable in the
secondary market, market participants may be unable to calculate accurately the
intraday net asset value per share of an Index Component and the liquidity of an
Index Component may be adversely affected. This kind of market volatility may also
disrupt the ability of market participants to create and redeem shares in an Index
Component. Further, market volatility may adversely affect, sometimes materially,
the prices at which market participants are willing to buy and sell shares of an
Index Component. As a result, under these circumstances, the market value of an
Index Component may vary substantially from the net asset value per share of that
Index Component.
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face="Times New Roman" style="font-size:10.0pt;">This variation in performance is
called tracking error and, at times, the tracking error may be
significant. Because the performance of the Index is dependent upon the performance
of the Index Components and not their Underlying Indices, the return on your Notes
may be less than that of an alternative investment linked directly to the
securities or other investments comprising the Underlying Indices.
size:3.0pt;"> &#16
0; The Select Sector Funds Involve Sector Concentration
RiskEach Index Component in the equity sectors asset class (other than
the iShares® U.S. Real Estate ETF) is a Select Sector SPDR® Fund
(each, a Select Sector Fund and collectively, the Select Sector
Funds). The Select Sector Indices upon which the Select Sector Funds are
based together comprise all of the companies in the S&P 500® Index.
face="Times New Roman" style="font-size:10.0pt;">The investment objective of each
Select Sector Fund is to provide investment results that, before expenses,
correspond generally to the price and yield performance of publicly traded equity
securities of companies in one particular sector or group of industries, as
represented by a specified Select Sector Index. Accordingly, the performance of
each Select Sector Fund will not benefit from the diversification that could result
if such funds held securities issued by companies that operate in multiple
sectors.
face="Times New Roman" style="font-size:10.0pt;">The performance of companies that
operate in any particular sector is subject to a number of complex and
unpredictable factors such as industry competition, government action and
regulation, geopolitical events and supply and demand for the products and services
offered by such company. Any adverse development in the relevant sector tracked by
any Select Sector Fund may have a material adverse effect on the securities held in
the portfolio of such Select Sector Fund and, as a result, may have a material
adverse effect on the price of such Select Sector Fund, the Index Level and the
value of your Notes.
size:3.0pt;"> &#16
0; Risks Associated with the Real Estate Industry Will
Affect the Value of the iShares® U.S.
Real Estate ETFThe iShares® U.S. Real Estate ETF
invests in companies that invest in real estate, such as real estate investment
trusts (or REITs) or real estate holding companies. The value of real
estate and, consequently, companies that invest in real estate may be affected by
many factors that interrelate with each other in complex and unpredictable ways.
Such factors may include, but are not limited to, general economic and political
conditions, liquidity in the real estate market, rising or falling interest rates,
governmental actions and the ability of borrowers to obtain financing for real
estate development or to repay their loans. Any negative developments in any such
factor may negatively affect the value of companies that invest in real estate and,
consequently, may adversely affect the iShares® U.S. Real Estate ETF,
the Index Level and the value of your Notes.
size:3.0pt;"> &#16
0; The Index Components Included in the Fixed-Income
Asset Class are Subject to Interest Rate-Related RisksAll of the
Index Components included in the fixed-income asset class (which we collectively
refer to as the Fixed-Income ETFs) are exchange-traded funds that
attempt to track the performance of indices composed of fixed-income securities.
Investing in the Notes linked to the performance of the Index (and, accordingly
indirectly to the Fixed-Income ETFs) differs significantly from investing directly
in bonds to be held to maturity because the values of the Fixed-Income ETFs change,
at times significantly, during each trading day based upon the current market
prices of their underlying bonds. The market prices of these bonds are volatile and
significantly influenced by a number of factors, particularly the yields on these
bonds as compared to current market interest rates and the actual or perceived
credit quality of the issuer of these bonds.
face="Times New Roman" style="font-size:10.0pt;">In general, fixed-income
securities are significantly affected by changes in current market interest rates.
As interest rates rise, the price of fixed-income securities, including those
underlying the Fixed-Income ETFs, is likely to decrease. Securities with longer
durations tend to be more sensitive to interest rate changes, usually making them
more volatile than securities with shorter durations. The eligibility criteria for
the securities included in the indices that underlie the Fixed-Income ETFs, each of
which mandate that each security must have a minimum term remaining to maturity
(ranging from one year to 20 years) for continued eligibility, means that, at any
time, only longer-term securities underlie the Fixed-Income ETFs, which thereby
increases the risk of price volatility in the underlying securities and,
consequently, the volatility in the Index Level. As a result, rising interest rates
may cause the value of the bonds underlying the Fixed-Income ETFs, the Fixed-Income
ETFs and the Index to decline, possibly significantly.
face="Times New Roman" style="font-size:10.0pt;">Interest rates are subject to
volatility due to a variety of factors that interrelate in complex and
unpredictable ways, including, among others:
size:3.0pt;"> &#16
0; sentiment regarding underlying strength in the U.S.
economy and global economies;
size:3.0pt;"> &#16
0; expectations regarding the level of price
inflation;
size:3.0pt;"> &#16
0; sentiment regarding credit quality in the U.S. and
global credit markets;
size:3.0pt;"> &#16
0; central bank policies regarding interest rates; and
size:3.0pt;"> &#16
0; the performance of U.S. and foreign capital
markets.
face="Times New Roman" style="font-size:10.0pt;">Recently, U.S. treasury notes have
traded near their historic high trading prices for an extended period of time. If
the price of U.S. treasury notes reverts to its historic mean or otherwise falls,
as a result of a general increase in interest rates or actions, or perceptions of
reduced credit quality of the U.S. government or otherwise, the value of the bonds
underlying the iShares 20+ Year Treasury Bond ETF will decline, which could have a
negative impact on the performance of the Index and the return on your
Notes.
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size:3.0pt;"> &#16
0; The Index Components Included in the Fixed-Income
Asset Class are Subject to Credit RiskThe prices of the bonds
underlying the Fixed-Income ETFs are significantly influenced by the
creditworthiness of the issuers of the bonds. The issuers of the bonds underlying
the Fixed-Income ETFs may have their credit ratings downgraded, a downgrade from
investment grade to non-investment grade status, or have their credit spreads widen
significantly. Following a ratings downgrade or the widening of credit spreads,
some or all of the underlying bonds may suffer significant and rapid price
declines. Such events may have material adverse effects on the value of the Fixed-
Income ETFs, the Index and the Notes.
Further, the
iShares® iBoxx $ High Yield Corporate Bond ETF is designed to
provide a representation of the U.S. dollar high-yield corporate market and is
therefore subject to high-yield securities risk. Securities that are rated below
investment grade (commonly known as junk bonds) may be more volatile
than higher-rated securities of similar maturity. High-yield securities may also be
subject to greater levels of credit or default risk than higher-rated securities.
The value of high-yield securities can be adversely affected by overall economic
conditions, such as an economic downturn or a period of rising interest rates, and
high-yield securities may be less liquid and more difficult to sell at an
advantageous time or price or to value than higher-rated securities. In particular,
high-yield securities are often issued by smaller, less creditworthy companies or
by highly leveraged (indebted) firms, which are generally less able than more
financially stable firms to make scheduled payments of interest and principal.
size:3.0pt;"> &#16
0; The iShares® iBoxx $ High Yield
Corporate Bond ETF is Subject to Risks Associated with
Non-U.S. Securities MarketsThe iShares® iBoxx $
High Yield Corporate Bond ETF may include U.S. dollar-denominated bonds issued by
non-U.S. companies. As such, the iShares® iBoxx $ High Yield
Corporate Bond ETF is subject to risks associated with the securities markets in
those countries, including risks of volatility in those markets, governmental
intervention in those markets and cross-shareholdings in companies in certain
countries. Also, there is generally less publicly available information about
non-U.S. companies than about U.S. companies that are subject to the reporting
requirements of the SEC, and non-U.S. companies are subject to accounting, auditing
and financial reporting standards and requirements different from those applicable
to U.S. reporting companies. The prices of securities issued in non-U.S. markets
may be affected by political, economic, financial and social factors in those
countries, or global regions, including changes in government, economic and fiscal
policies and currency exchange laws. Some or all of these factors may adversely
affect the value of the iShares® iBoxx $ High Yield
Corporate Bond ETF, which may adversely affect the Index Level.
size:3.0pt;"> &#16
0; The iShares® MBS ETF is Subject
to Risks Associated with Mortgage-Backed SecuritiesThe
iShares® MBS ETF invests in mortgage-backed securities. Mortgage-
backed securities are subject to prepayment risk, which is the risk that during
periods of falling interest rates, an issuer of mortgages and other securities may
be able to repay principal prior to the securitys maturity causing the
3.0pt;">® MBS ETF to have to reinvest in securities with a lower
yield. Mortgage-backed securities are also subject to extension risk, which is the
risk that when interest rates rise, certain mortgage-backed securities will be paid
off substantially more slowly than originally anticipated and the value of those
securities may fall sharply. Because of prepayment and extension risk, mortgage-
backed securities react differently to changes in interest rates than other bonds.
Small movements in interest rates (both increases and decreases) may quickly and
significantly reduce the value of certain mortgage-backed securities. In recent
years, the market for mortgage-backed securities experienced substantially lower
valuations and reduced liquidity. Ongoing economic and market uncertainty suggests
that mortgage-backed securities may continue to be difficult to value and sell.
Some or all of these factors may adversely affect the value of the iShares® MBS ETF,
which may adversely affect the Index Level and, consequently, the value of the
Notes.
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style="font-size:10.0pt;font-weight:bold;">THE INDEX
Overview
New Roman" style="font-size:10.0pt;">The Barclays Trailblazer Sectors 5 Index (the
Index) is a rules-based proprietary index created and owned by
Barclays Bank PLC. The Index is operated by Barclays Index Administration, an
independent index administration function within Barclays Bank PLC (in such
capacity, the Index Sponsor).
New Roman" style="font-size:10.0pt;">The Index tracks a dynamic notional portfolio
selected from a universe of 13 exchange-traded funds that provide exposure to U.S.
equity sectors or fixed-income assets (each, an Index Component
and collectively, the Index Components), while targeting a
portfolio volatility of 5% (the Target Volatility). On a daily
basis, the notional financing cost described below is deducted from each Index
Component and an index fee of 0.85% per annum is deducted from the
Index.
New Roman" style="font-size:10.0pt;">The portfolio tracked by the Index is
determined by in part drawing upon certain concepts from the modern portfolio
theory approach to asset allocation. Generally, modern portfolio theory holds
that an optimal investment portfolio is one that maximizes expected return for any
given level of risk, where risk is measured by the expected volatility
of the portfolio. The Index draws upon these ideas, in some cases with
modifications, by seeking to track a portfolio constructed from the Index
Components that is determined by the Index methodology to have the highest expected
return, subject to certain weighting constraints and other conditions described
below, without the portfolio volatility exceeding the Target Volatility of
5%.
New Roman" style="font-size:10.0pt;">The Index Portfolio on any
Index Business Day (as defined below) is the hypothetical investment portfolio of
Index Components and cash used to calculate the return of the Index on that Index
Business Day. The Index Portfolio on each Index Business Day will be the Index
Portfolio from the immediately preceding Index Business Day, except on an Index
Business Day on which the Index is rebalanced. On an Index Business Day on which
the Index is rebalanced, the Index Portfolio will consist of the Rebalance
Portfolio (as defined below) as of the immediately preceding Index Business Day
and, if the aggregate weight of the Rebalance Portfolio does not equal 100%, a cash
position that will earn no return.
New Roman" style="font-size:10.0pt;">The Index is not rebalanced according to a
predetermined schedule. Instead, the Index is monitored daily and rebalanced only
when a rebalancing has been triggered. As described in more detail under
Index Portfolio Rebalancing below, the Index will be rebalanced on any
Index Business Day if the composition of the Index Portfolio on the immediately
preceding Index Business Day is not within specified tolerances of the composition
of the Optimized Portfolio (as defined below) on the immediately preceding Index
Business Day or if the volatility of the Index Portfolio or any Index Component as
of the immediately preceding Index Business Day falls outside specified
parameters.
New Roman" style="font-size:10.0pt;">The Optimized Portfolio and the Rebalance
Portfolio are determined on the same basis, except that the Rebalance Portfolio
includes an additional constraint to prevent an increase or decrease of more than
25 percentage points in the weight of any Index Component in connection with a
rebalancing.
style="font-size:9.0pt;">· &#16
0; The Optimized Portfolio on any Index Business Day is
the portfolio constructed from the Index Components that is determined by the Index
methodology to have the highest expected return, without the Portfolio Volatility
(as defined under Portfolio Volatility below) of that portfolio
exceeding the Target Volatility of 5%, where the weight of each Index Component and
the aggregate weight of that portfolio are each greater than or equal to 0% and
less than or equal to 100%. The Optimized Portfolio is never used to calculate the
level of the Index but instead is used to determine whether a rebalancing of the
Index has been triggered.
size:3.0pt;"> &#16
0; The Rebalance Portfolio on any Index Business Day is,
like the Optimized Portfolio, the portfolio constructed from the Index Components
that is determined by the Index methodology to have the highest expected return,
without the Portfolio Volatility of that portfolio exceeding the Target Volatility
of 5%, where the weight of each Index Component and the aggregate weight of that
portfolio are each greater than or equal to 0% and less than or equal to 100%, but
with the further constraint that the weight of each Index Component in the
Rebalance Portfolio must be within 25 percentage points of the weight of that Index
Component in the existing Index Portfolio on that Index Business Day. The Rebalance
Portfolio reflects the portfolio of Index Components that will be included in the
Index Portfolio upon a rebalancing.
New Roman" style="font-size:10.0pt;">To determine the compositions of the Optimized
Portfolio and the Rebalance Portfolio, the Index must determine which hypothetical
investment portfolio constructed from the Index Components with an expected risk
represented by the Target Volatility of 5% has the highest expected return on the
relevant Index Business Day, subject to the relevant constraints set forth above.
Modern portfolio theory prescribes a method for constructing an optimal investment
portfolio assuming that the expected returns and risk of the available assets, and
the expected degree of correlation among their returns, are known, but modern
portfolio theory does not prescribe how to determine expected returns, risk or
correlation. Therefore, any investment methodology that seeks to implement concepts
drawn from modern portfolio theory must employ its own method of determining
expected returns, risk and correlation.
New Roman" style="font-size:10.0pt;">The expected risk (i.e.,
volatility) of a portfolio depends on the expected volatility of each of the assets
included in that portfolio and on the expected degree of correlation among the
returns of those assets. Therefore, to determine the expected volatility of any
portfolio, the Index requires measures of both the expected volatility of each
Index Component and the expected degrees of correlation among their returns. The
Index approximates the expected volatility of the Index Components, and the
expected degree of correlation among their returns, by referencing historical
volatility and correlation. These historical measures are based on the daily
returns of the Index Components and are determined using calculations that give
greater weight to more recent returns, as described under Index Component
Volatility and Correlation below.
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New Roman" style="font-size:10.0pt;">The expected return of any portfolio reflects
the expected returns of the assets that make up that portfolio and can be
calculated as the weighted average of the expected returns of those assets.
Therefore, the Index also requires a measurement of the expected returns of the
Index Components in order to determine the expected return of any portfolio
constructed from the Index Components.
New Roman" style="font-size:10.0pt;">For this purpose, the Index operates under the
assumption that taking on greater risk (i.e., volatility) provides
for potentially greater returns than taking on less risk. Specifically, the Index
assumes that there is a relationship between expected volatility and expected
returns and that this relationship is the same for each of the Index Components. In
other words, the Index assumes that the risk-adjusted returns of the Index
Components are the same. By assuming a direct relationship between expected
volatility and expected return, the Index is able to use expected volatility as a
proxy for expected return. For this purpose, the Index approximates the expected
volatility of the Index Components by referencing historical volatility.
New Roman" style="font-size:10.0pt;">Accordingly, for purposes of the Index, and
given the assumptions described above, the portfolio with the highest expected
return that satisfies the relevant constraints will be the portfolio with the
highest weighted-average Index Component volatility (because volatility is used as
a proxy for expected return), without the Portfolio Volatility of that portfolio
exceeding the Target Volatility of 5%.
New Roman" style="font-size:10.0pt;">The Index is an excess return index.
Accordingly, each Index Component is calculated on an excess-return basis, which
means that the value of each Index Component for purposes of the Index reflects the
reinvestment of distributions and the deduction of a notional financing cost equal
to the Cash Rate. The Cash Rate accrues at the rate equal to the
ICE LIBOR USD 3 Month rate (Bloomberg Code: US0003M Index). LIBOR (the London
Interbank Offered Rate) reflects the rate at which banks lend the specified
currency to each other for the relevant period in the London interbank
market.
New Roman" style="font-size:10.0pt;">The Index is calculated based on the value of
the Index Components and cash included in the Index Portfolio, after taking into
account the notional exposure of the Index to the Index Portfolio, as described
below, minus the index fee of 0.85% per annum. The amount deducted as a result of
the index fee is not affected by the composition of the Index Portfolio or the
notional exposure of the Index to the Index Portfolio. Accordingly, the Index Fee
is not reduced when a portion of the Index Portfolio is allocated to the cash
position or when the Index is partially uninvested.
New Roman" style="font-size:10.0pt;">In addition to targeting the Target Volatility
in the rebalancing process described above, the Index also adjusts its notional
exposure to the Index Portfolio in an attempt to maintain a volatility for the
Index approximately equal to the Target Volatility of 5%, subject to a maximum
exposure of 150% and a minimum exposure of 0%. We refer to the notional exposure
that the Index has to the performance of the Index Portfolio on any Index Business
Day as the Capped Participation on that Index Business Day. If
the Capped Participation is less than 100% on any Index Business Day, the
difference will be notionally uninvested and will earn no return. For more details,
see Capped Participation below.
New Roman" style="font-size:10.0pt;">The Index Sponsor has appointed a third-party
Index Calculation Agent (as defined below) to calculate and maintain the Index.
While the Index Sponsor is responsible for the operation of the Index, certain
aspects have thus been outsourced to the Index Calculation Agent.
New Roman" style="font-size:10.0pt;">Index Calculation Agent
means Bloomberg Index Services Limited (formerly known as Barclays Risk Analytics
and Index Solutions Limited), or any successor thereto.
New Roman" style="font-size:10.0pt;">The Index Sponsor publishes the level of the
Index (the Index Level) on each Index Business Day as soon as
reasonably practical following its calculation, subject to Index Market Disruption
Events and Index Adjustment Events, both as described below. The Index is also
reported by Bloomberg under the ticker symbol BXIITBZ5
<Index>.
New Roman" style="font-size:10.0pt;">An Index Business Day is
any day on which the New York Stock Exchange is open for trading during its regular
trading session, notwithstanding the New York Stock Exchange closing prior to its
scheduled weekday closing time.
New Roman" style="font-size:10.0pt;">The Index is a notional or
synthetic portfolio of assets because there is no actual portfolio of
assets to which any person is entitled or in which any person has any ownership
interest. The Index merely references certain assets, the performance of which will
be used in determining the composition of the Index and calculating the Index in
accordance with the Index methodology.
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New Roman" style="font-size:10.0pt;"> 
New Roman" style="font-size:10.0pt;font-style:italic;">Index
Components
New Roman" style="font-size:10.0pt;">The table below sets forth the Index
Components and, for each Index Component, the asset class, the ticker symbol, the
index currently tracked by that Index Component (each, an Underlying
Index and, collectively, the Underlying Indices), the
Excess Return Index Component Base Date and the Index Component Base Date. For
additional information about each Index Component, see Background on the
Index Components below.
style="border:none;border-collapse:collapse;margin-left:36.5pt;">
<tr style="page-break-inside:avoid;">
Asset
Class </td>
1.0pt;border-left:none;padding:0in 0in 0in 0in;width:18.96%;">
Component </td>
weight:bold;">Ticker </td>
weight:bold;">Underlying Index </td>
weight:bold;">Excess Return Index Component Base
Date </td>
weight:bold;">Index Component Base Date </td>
</tr>
<tr height="2" style="height:1.35pt;page-break-inside:avoid;">
<td width="15%" rowspan="10" style="border:solid windowtext 1.0pt;border-
top:none;height:1.35pt;padding:0in 0in 0in 0in;width:15.24%;">
face="Times New Roman" style="font-size:10.0pt;">Equity Sectors
</td>
<td width="18%" height="2" style="border-bottom:solid windowtext 1.0pt;border-
left:none;border-right:solid windowtext 1.0pt;border-
Materials Select Sector SPDR® Fund </td>
XLB UP
</td>
size="2" face="Times New Roman" style="font-size:10.0pt;">Materials Select Sector
Index </td>
face="Times New Roman" style="font-size:10.0pt;">12/22/1998 </td>
</tr>
size:10.0pt;">Energy Select Sector SPDRXLE UP
</td>
size="2" face="Times New Roman" style="font-size:10.0pt;">Energy Select Sector
</tr>
size:10.0pt;">Financial Select Sector SPDRXLF UP
</td>
size="2" face="Times New Roman" style="font-size:10.0pt;">Financial Select Sector
</tr>
size:10.0pt;">Industrial Select Sector SPDRXLI UP
</td>
size="2" face="Times New Roman" style="font-size:10.0pt;">Industrial Select Sector
</tr>
size:10.0pt;">Technology Select Sector SPDRXLK UP
</td>
size="2" face="Times New Roman" style="font-size:10.0pt;">Technology Select Sector
</tr>
size:10.0pt;">Consumer Staples Select Sector SPDR® Fund
</td>
size="2" face="Times New Roman" style="font-size:10.0pt;">XLP UP
</td>
size="2" face="Times New Roman" style="font-size:10.0pt;">Consumer Staples Select
Sector Index </td>
</tr>
size:10.0pt;">Utilities Select Sector SPDRXLU UP
</td>
size="2" face="Times New Roman" style="font-size:10.0pt;">Utilities Select Sector
</tr>
size:10.0pt;">Health Care Select Sector SPDRXLV UP
</td>
size="2" face="Times New Roman" style="font-size:10.0pt;">Health Care Select Sector
</tr>
size:10.0pt;">Consumer Discretionary Select Sector SPDR® Fund
</td>
size="2" face="Times New Roman" style="font-size:10.0pt;">XLY UP
</td>
size="2" face="Times New Roman" style="font-size:10.0pt;">Consumer Discretionary
Select Sector Index </td>
</tr>
size:10.0pt;">iShares® U.S. Real Estate
ETF </td>
size="2" face="Times New Roman" style="font-size:10.0pt;">IYR UP
</td>
size="2" face="Times New Roman" style="font-size:10.0pt;">Dow Jones U.S. Real
Estate Index </td>
</tr>
<td width="15%" rowspan="3" style="border:solid windowtext 1.0pt;border-
face="Times New Roman" style="font-size:10.0pt;">Fixed Income </td>
size:6.5pt;position:relative;top:-3.0pt;">® 20+ Year Treasury
Bond ETF </td>
size="2" face="Times New Roman" style="font-size:10.0pt;">TLT UQ
</td>
size="2" face="Times New Roman" style="font-size:10.0pt;">ICE U.S. Treasury 20+
Year Bond Index </td>
</tr>
size:6.5pt;position:relative;top:-3.0pt;">® MBS ETF </td>
size="2" face="Times New Roman" style="font-size:10.0pt;">MBB UQ
</td>
size="2" face="Times New Roman" style="font-size:10.0pt;">Bloomberg Barclays U.S.
MBS Index </td>
</tr>
size:6.5pt;position:relative;top:-3.0pt;">® iBoxx $ High
Yield Corporate Bond ETF </td>
size="2" face="Times New Roman" style="font-size:10.0pt;">HYG UP
</td>
size="2" face="Times New Roman" style="font-size:10.0pt;">Markit iBoxx USD Liquid
High Yield Index </td>
</tr> </table>
New Roman" style="font-size:10.0pt;font-style:italic;">Excess Return Index
Component Levels
New Roman" style="font-size:10.0pt;">The Index is an excess return index.
Accordingly, the value of each Index Component for purposes of the Index reflects
the price of that Index Component, plus the reinvestment of that Index
Components distributions, minus a notional financing cost equal to the Cash
Rate, which is the ICE LIBOR USD 3 Month rate. We refer to this value, with respect
to each Index Component, as the Excess Return Index Component
Level of that Index Component.
New Roman" style="font-size:10.0pt;">The Excess Return Index Component Level of
each Index Component was set equal to 100.0000 on the Excess Return Index Component
Base Date for that Index Component. In order to calculate the Excess Return Index
Component Level on any subsequent Index Business Day, the Index Sponsor must first
calculate the Total Return Index Component Level (i.e., the value of
the Index Component with distributions reinvested, as defined below) on that Index
Business Day. The Index Sponsor then calculates the Excess Return Index Component
Level on that Index Business Day by adjusting the Excess Return Index Component
Level on the immediately preceding Index Business Day to reflect (a) the
return of the Total Return Index Component Level from the immediately preceding
Index Business Day to the current Index Business Day and (b) the deduction of
the notional financing cost equal to the Cash Rate that has accrued since the
immediately preceding Index Business Day, calculated based on the number of
calendar days from but excluding the immediately preceding Index Business Day to
and including the current Index Business Day divided by 360. If the Cash
Rate is not available on any Index Business Day, the latest available Cash Rate
will be used.
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New Roman" style="font-size:10.0pt;">The Total Return Index Component
Level of each Index Component was set equal to 100.0000 on the Index
Component Base Date for that Index Component. On any subsequent Scheduled Trading
Day, the Index Sponsor calculates the Total Return Index Component Level of an
Index Component by adjusting the Total Return Index Component Level of that Index
Component on the immediately preceding Scheduled Trading Day to reflect the return
of the Valuation Price of that Index Component from the immediately preceding
Scheduled Trading Day to the current Scheduled Trading Day, where any distribution
receivable from that Index Component is hypothetically reinvested in additional
units of that Index Component on the Index Business Day immediately preceding the
relevant ex-distribution date. If the Valuation Price of an Index Component is not
available on any ex-distribution date, the relevant distribution will be
hypothetically reinvested on the immediately following Scheduled Trading Day on
which the Valuation Price of that Index Component is available. If the Total Return
Index Component Level is not available on the immediately preceding Scheduled
Trading Day, the most recent available Total Return Index Component Level will be
used for purposes of calculating the Total Return Index Component Level. In the
event of a share split, the Valuation Price of the relevant Index Component will be
adjusted to account for the impact of that share split for purposes of calculating
the Total Return Index Component Level.
New Roman" style="font-size:10.0pt;">The Valuation Price means,
with respect to an Index Component on any Scheduled Trading Day, the official
closing price or value of that Index Component on the primary exchange or quotation
system on which that Index Component is traded on that Scheduled Trading Day, as
determined by the Index Sponsor. If an Index Component does not have an official
closing price or value available on the primary exchange or quotation system on any
Scheduled Trading Day, the most recent available Valuation Price will be used on
that Scheduled Trading Day. If there is a change in the primary exchange or
quotation system, the new primary exchange or quotation system will be used from
the first Scheduled Trading Day when there is one previous Valuation Price
available from that primary exchange or quotation system.
New Roman" style="font-size:10.0pt;">The Valuation Price for each Index Component
will be determined by the Index Sponsor by reference to the Data Source. The
Data Source is Bloomberg, provided that, if the Index
Sponsor is not able to find the relevant information from Bloomberg, the Data
Source will be FactSet; provided further that, if the Index Sponsor is not
able to find the relevant information from FactSet, the Index Sponsor will look for
alternative information sources, including company websites, exchange notices or
any other alternative generally available information sources, and any such
information source will constitute the Data Source for the purposes of the
Index.
New Roman" style="font-size:10.0pt;">Scheduled Trading Day
means, with respect to an Index Component, any day on which the relevant Exchange
and, if applicable, each Related Exchange for that Index Component is scheduled to
be open for trading for its regular trading sessions.
New Roman" style="font-size:10.0pt;">Exchange with respect to an
Index Component, the principal exchange on which that Index Component is listed for
trading.
New Roman" style="font-size:10.0pt;">Related Exchange means, in
respect of an Index Component, each exchange or quotation system where trading has
a material effect (as determined by the Index Sponsor) on the overall market for
futures or options contracts relating to that Index Component or any Underlying
Asset of that Index Component.
New Roman" style="font-size:10.0pt;">Underlying Asset means,
with respect to an Index Component, each share, bond, commodity, futures or options
contract or other asset and/or component securities composing that Index
Component.
New Roman" style="font-size:10.0pt;font-style:italic;">Cash Level
New Roman" style="font-size:10.0pt;">If the Index Portfolios exposure to the
Index Components is not 100%, the Index Portfolio will allocate exposure to a cash
position so that the total exposure to the Index Components and the cash position
will be 100%. The value of the cash position is represented by the Cash
Level, which is equal to 100.0000 on each Index Business Day.
Accordingly, the cash position will earn no return.
New Roman" style="font-size:10.0pt;font-style:italic;">Index Component Volatility
and Correlation
New Roman" style="font-size:10.0pt;">The historical volatility of an Index
Component as of an Index Business Day is calculated based on an exponentially
weighted average of the daily returns of the Excess Return Index Component Level of
that Index Component over the historical period from the Excess Return Index
Component Base Date of that Index Component to the current Index Business Day,
which we refer to as the Look-Back Period. Similarly, the
historical correlation of any two Index Components as of an Index Business Day is
calculated based on an exponentially weighted average of the products of the daily
returns of the Excess Return Index Component Levels of those Index Components,
adjusted for the volatility of each Index Component, over the shorter of the Look-
Back Periods for the two Index Components. For this purpose, the historical
volatility of each Index Component is a statistical measurement of the degree of
variability of the exponentially weighted daily returns of the Excess Return Index
Component Level of that Index Component over the Look-Back Period, and the
historical correlation among the Index Components is a statistical measurement of
the degree to which the exponentially weighted daily returns of the Index
Components moved together during the Look-Back Period and whether they moved in the
same or opposite direction. Limited by the available price history of each Index
Component, the daily return of an Index Component on any day prior to and including
the Excess Return Index Component Base Date for such Index Component set forth in
the table above is assumed to be zero for purposes of any calculation derived from
such daily return.
New Roman" style="font-size:10.0pt;">An exponentially weighted average is a type of
weighted average that gives exponentially greater weight to more recent daily
returns, as illustrated in the chart below. As a result, more recent daily returns
will have a greater effect on the measured historical volatility and correlation
than less recent daily returns. The degree to which more recent daily returns have
a greater effect than less recent daily returns is dictated by the half-
life used in the calculation of historical volatility or correlation. For
example, if the half-life is 63, in calculating the historical volatility or
correlation, the aggregate weight assigned to the most recent 63 daily returns will
be 50%, and the aggregate weight assigned to all prior daily returns will be 50%.
In addition, the aggregate weight assigned to each subsequent group of 63 daily
returns, including daily returns on days prior to and including the Excess Return
Index Component Base Date, will be half of the aggregate weight assigned to the
preceding group of 63 daily returns, as illustrated in the chart below.
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New Roman" style="font-size:10.0pt;">The chart below illustrates the effect of the
exponential weighting described above for a half-life of 63 over the most recent
252 daily returns, which represents the final year of the Look-Back Period. For
each daily return shown, the chart indicates the percentage weight that will be
given to that daily return in calculating the exponentially weighted average of the
relevant Index Components daily returns over the Look-Back Period. For
example, the most recent daily return has a weight of approximately 1.094% in
calculating the exponentially weighted average. The next most recent daily return
has a slightly smaller percentage weight than the percentage weight given to the
most recent daily return, and each subsequent earlier daily return has a
progressively smaller percentage weight. As the chart illustrates, the most recent
daily returns have a significantly greater weight than less recent daily returns in
determining the exponentially weighted average.
face="Times New Roman"><img width="624" height="327"
src="g91578bei001.gif">
New Roman" style="font-size:10.0pt;">On each Index Business Day, the Index Sponsor
calculates the volatility of each Index Component with half-lives of 21 and 63 and
the correlation for each pair of Index Components with half-lives of 63, 126 and
252. We refer to the volatility of an Index Component calculated with respect to
each half-life as an Index Component Volatility Measure, and we
refer to the correlation of two Index Components calculated with respect to each
half-life as an Index Component Correlation Measure.
New Roman" style="font-size:10.0pt;font-style:italic;">Portfolio
Volatility
New Roman" style="font-size:10.0pt;">The historical volatility of a portfolio on
any Index Business Day is determined based on the weight and historical volatility
of each of the Index Components that make up that portfolio on that Index Business
Day, as well as the degree of historical correlation among those Index Components.
A portfolio with a lower degree of correlation among its assets will have a lower
volatility than a portfolio with a higher degree of correlation among its assets if
the volatilities and weights of the individual assets are the same. This is because
the daily returns of assets with a lower degree of correlation will offset each
other to a greater extent than the daily returns of assets with a higher degree of
correlation, resulting in less variability in portfolio returns for a portfolio
composed of assets with a lower degree of correlation and more variability in
portfolio returns for a portfolio composed of assets with a higher degree of
correlation.
New Roman" style="font-size:10.0pt;">On each Index Business Day, the Index Sponsor
calculates the volatility of each relevant portfolio (e.g., the Index Portfolio and
the portfolios referenced in determining whether and how the Index will be
rebalanced) using each combination of Index Component Volatility Measures and Index
Component Correlation Measures, resulting in six different measures of the
volatility of that portfolio (each, a Portfolio Volatility
Measure). For example, the volatility of a portfolio calculated using
Index Component Volatility Measures with a half-life of 21 and Index Component
Correlation Measures with a half-life of 63 represents one of the six Portfolio
Volatility Measures for that portfolio. Referencing the highest of six measures of
portfolio volatility allows the Index to better capture any recent increases in the
volatility or correlation of the Index Components and lessen the impact of any
recent decreases in the volatility or correlation of the Index Components. We refer
to the highest of the Portfolio Volatility Measures of a portfolio as the
Portfolio Volatility of that portfolio.
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New Roman" style="font-size:10.0pt;font-style:italic;">Valuation and Composition of
the Index Portfolio
New Roman" style="font-size:10.0pt;">The value of the Index Portfolio (the
Index Portfolio Level) reflects the value of the Index
Components and cash notionally included in the Index Portfolio on that Index
Business Day. The Index Portfolio Level was set equal to 100.0000 on
December 20, 2002 (the Index Portfolio Base Date). On any
subsequent Index Business Day, the Index Portfolio Level is equal to:
size:3.0pt;"> &#16
0; the sum of the products, for each Index
Component, of the number of units of that Index Component notionally included in
the Index Portfolio on that Index Business Day (the Index Component
Units of that Index Component) and the Excess Return Index Component
Level of that Index Component on that Index Business Day; plus
size:3.0pt;"> &#16
0; the product of the number of units of cash
notionally included in the Index Portfolio on that Index Business Day (the
Cash Units) and the Cash Level.
New Roman" style="font-size:10.0pt;">The Index Component Units of each Index
Component and the Cash Units notionally included in the Index Portfolio on each
Index Business Day will be the Index Component Units of that Index Component and
the Cash Units, respectively, notionally included in Index Portfolio on the
immediately preceding Index Business Day, except on an Index Business Day on which
the Index is rebalanced (each, an Index Rebalancing Date). On an
Index Rebalancing Date, the Index Component Units of each Index Component will be
set to reflect the composition of the Rebalance Portfolio on the immediately
preceding Index Business Day (the Index Selection Date) and, if
the aggregate weight of the Rebalance Portfolio does not equal 100%, the Index
Portfolio will allocate exposure to Cash Units so that the aggregate weight of the
Index Components and the cash position will be 100%:
size:3.0pt;"> &#16
0; the Index Component Units of each Index Component
notionally included in the Index Portfolio on an Index Rebalancing Date will be
equal to the product of (a) the weight of that Index Component in the
Rebalance Portfolio on the corresponding Index Selection Date and (b) the
quotient of the Index Portfolio Level on that Index Selection Date
divided by the Excess Return Index Component Level of that Index Component
on that Index Selection Date; and
size:3.0pt;"> &#16
0; the Cash Units notionally included in the Index
Portfolio on an Index Rebalancing Date will be equal to (a) the Cash Units on
the immediately preceding Index Business Day, plus (b) the number of
units of cash corresponding to the value of the units of any Index Component
removed from the Index Portfolio on that Index Rebalancing Date, minus
(c) the number of units of cash corresponding to the value of the units of any
Index Component added to the Index Portfolio on that Index Rebalancing Date.
face="Times New Roman" style="font-size:10.0pt;">For this purpose, the number of
units of cash corresponding to the value of the units of any Index Component added
to or removed from the Index Portfolio will equal, for each such Index Component,
the quotient of (a) the product of the number of units of that
Index Component being added to or removed from the Index Portfolio and the Excess
Return Index Component Level of that Index Component as of that Index Rebalancing
Date, divided by (b) the Cash Level that Index Rebalancing
Date.
New Roman" style="font-size:10.0pt;">The weight of any Index Component notionally
included in the Index Portfolio on any Index Business Day (the Effective
Weight of that Index Component) is equal to the quotient of
(a) the product of the Index Component Units of that Index Component as of
that Index Business Day and the Excess Return Index Component Level of that Index
Component on that Index Business Day, divided by (b) the Index
Portfolio Level on that Index Business Day.
New Roman" style="font-size:10.0pt;font-style:italic;">Index Portfolio
Rebalancing
New Roman" style="font-size:10.0pt;">The Index is not rebalanced according to a
predetermined schedule. Instead, the Index is rebalanced only when a rebalancing
has been triggered. A rebalancing will be triggered and the Index will be
rebalanced on any Index Business Day if the composition of the Index Portfolio on
the immediately preceding Index Business Day is not within specified tolerances of
the composition of the Optimized Portfolio on the immediately preceding Index
Business Day or if the volatility of the Index Portfolio or any Index Component as
of the immediately preceding Index Business Day falls outside specified
parameters.
New Roman" style="font-size:10.0pt;">More specifically, the Index will be
rebalanced on any Index Business Day if any of the following occurs:
size:3.0pt;"> &#16
0; the sum of the Effective Weights of the Index
Components representing U.S. equity sectors in the Index Portfolio on the
immediately preceding Index Business Day is above or below the sum of the weights
of those Index Components in the Optimized Portfolio on the immediately preceding
Index Business Day by 10% or more;
size:3.0pt;"> &#16
0; the sum of the Effective Weights of the Index
Components representing fixed-income assets in the Index Portfolio on the
immediately preceding Index Business Day is above or below the sum of the weights
of those Index Components in the Optimized Portfolio on the immediately preceding
Index Business Day by 10% or more;
size:3.0pt;"> &#16
0; the Portfolio Volatility of the Index Portfolio on the
immediately preceding Index Business Day is above the Target Volatility of 5% by
more than 1%; or
size:3.0pt;"> &#16
0; either of the Index Component Volatility Measures of
any Index Component on the immediately preceding Index Business Day is more than 5%
above or below the corresponding Index Component Volatility of that Index Component
on the Index Business Day immediately preceding the Index Business day on which the
Index was last rebalanced.
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New Roman" style="font-size:10.0pt;font-style:italic;">Optimized Portfolio and
Rebalance Portfolio
New Roman" style="font-size:10.0pt;">The Optimized Portfolio and the Rebalance
Portfolio are determined on the same basis, except that the Rebalance Portfolio
includes an additional constraint to prevent an increase or decrease of more than
25 percentage points in the weight of any Index Component in connection with a
rebalancing:
size:3.0pt;"> &#16
0; the Optimized Portfolio on any Index
Business Day is the portfolio constructed from the Index Components that is
determined by the Index methodology to have the highest expected return, without
the Portfolio Volatility of that portfolio exceeding the Target Volatility of 5%,
where the weight of each Index Component and the aggregate weight of that portfolio
are each greater than or equal to 0% and less than or equal to 100%; and
size:3.0pt;"> &#16
0; the Rebalance Portfolio on any Index
Business Day is, like the Optimized Portfolio, the portfolio constructed from the
Index Components that is determined by the Index methodology to have the highest
expected return, without the Portfolio Volatility of that portfolio exceeding the
Target Volatility of 5%, where the weight of each Index Component and the aggregate
weight of that portfolio are each greater than or equal to 0% and less than or
equal to 100%, but with the further constraint that the weight of each Index
Component in the Rebalance Portfolio must be within 25 percentage points of the
Effective Weight of that Index Component on that Index Business Day.
New Roman" style="font-size:10.0pt;">The expected return of any portfolio reflects
the expected returns of the assets that make up that portfolio and can be
calculated as the weighted average of the expected returns of those assets. As
described above, the Index uses expected volatility as a proxy for expected return,
and the Index approximates the expected volatility of the Index Components by
referencing historical volatility.
New Roman" style="font-size:10.0pt;">Accordingly, for purposes of the Index, and
given the assumptions described above, the portfolio with the highest expected
return that satisfies the relevant constraints will be the portfolio with the
highest weighted-average Index Component volatility (because volatility is used as
a proxy for expected return), without the Portfolio Volatility of that portfolio
exceeding the Target Volatility of 5%. The Index Sponsor calculates the weighted-
average volatility of the Index Components in any given portfolio on any Index
Business Day as the sum of the products, for each Index Component, of (a) the
weight of that Index Component in that portfolio and (b) the greater of the
Index Component Volatility Measures of that Index Component on that Index Business
Day.
New Roman" style="font-size:10.0pt;font-style:italic;">Capped
Participation
New Roman" style="font-size:10.0pt;">The Index adjusts its notional exposure to the
Index Portfolio (also referred to as the Capped Participation of the Index to the
Index Portfolio) in an attempt to maintain a volatility for the Index approximately
equal to the Target Volatility of 5%, subject to a maximum exposure of 150% and a
minimum exposure of 0%. If the Capped Participation is less than 100% on any Index
Business Day, the difference will be notionally uninvested and will earn no return.
For this purpose, the volatility of the Index Portfolio is calculated based on an
exponentially weighted average of the daily returns of the Index Portfolio over the
historical period from the Index Portfolio Base Date to the current Index Business
Day, calculated with a half-life of 21 (the Index Portfolio
Volatility).
New Roman" style="font-size:10.0pt;">The Index will adjust its Capped Participation
on any given Index Business Day only if the change in the exposure from the
immediately preceding Index Business Day would exceed a volatility
buffer of 10%. Accordingly, the Index Sponsor calculates the Indicated
Participation on each Index Business Day and compares it to the Capped
Participation on the immediately preceding Index Business Day. If the Indicated
Participation on the current Index Business Day is more than 10% above or below the
Capped Participation on the immediately preceding Index Business Day, the Capped
Participation on the current Index Business Day will equal that Indicated
Participation (subject to a maximum of 150% and a minimum of 0%, as described in
the previous paragraph); otherwise, the Capped Participation on the current Index
Business Day will equal the Capped Participation on the immediately preceding Index
Business Day. For example, if the Capped Participation is 50% on any given Index
Business Day, the Index will not adjust the Capped Participation on any subsequent
Index Business Day until the Indicated Participation is greater than 60% or be less
than 40%.
New Roman" style="font-size:10.0pt;">The Indicated Participation
on each Index Business Day will equal the Target Volatility of 5% divided by
the Index Portfolio Volatility measured as of the immediately preceding Index
Business Day. The Indicated Participation will be less than 100% when the Index
Portfolio Volatility on the immediately preceding Index Business Day is greater
than 5% and greater than 100% when Index Portfolio Volatility on the immediately
preceding Index Business Day is less than 5%.
New Roman" style="font-size:10.0pt;">For example, in respect of any Index Business
Day, if the Index Portfolio Volatility determined with respect to the immediately
preceding Index Business Day is 10%, the Indicated Participation on the current
Index Business Day will be 50% (5% divided by 10%). If the Indicated Participation
is used as the Capped Participation on the current Index Business Day, this would
mean that if the Index Portfolio appreciates by 2% on the immediately following
Index Business Day, the Index would appreciate only by 1%, and if the Index
Portfolio depreciates by 2% on the immediately following Index Business Day, the
Index would depreciate only by 1% (in each case, less the index fee). In addition,
in respect of any Index Business Day, if the Index Portfolio Volatility determined
with respect to the immediately preceding Index Business Day is 3%, the Indicated
Participation on the current Index Business Day will be 166.7% (5% divided by 3%).
Since any Capped Participation is subject to a maximum of 150%, an Indicated
Participation of 166.7% will differ from the Capped Participation as of the
immediately preceding Index Business day by more than 10%. As a result, the Capped
Participation on the current Index Business Day will be equal to the Indicated
Participation, subject to a maximum of 150% and a minimum of 0%. Therefore the
Capped Participation will be 150%. This would mean that if the Index Portfolio
appreciates by 2% on the immediately following Index Business Day, the Index would
appreciate by 3%, and if the Index Portfolio depreciates by 2% on the immediately
following Index Business Day, the Index would depreciate by 3% (in each case, less
the index fee).
20<a name="PB_20_223844_2897"></a>
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Roman" style="color:black;font-size:10.0pt;font-style:italic;">Calculation of the
Index
New Roman" style="font-size:10.0pt;">The Index Level was set equal to 100.0000 on
December 31, 2003 (the Index Base Date). Subject to Index
Market Disruption Events and Index Adjustment Events, on any subsequent Index
Business Day, the Index Sponsor calculates the Index Level by adjusting the Index
Level on the immediately preceding Index Business Day to reflect (a) the
return of the Index Portfolio from the immediately preceding Index Business Day,
scaled by the Capped Participation as of the immediately preceding Index Business
Day and (b) the deduction of the index fee that has accrued since the
immediately preceding Index Business Day, as set forth in the following
formula:
src="g91578bei002.gif">
New Roman" style="font-size:10.0pt;">where:
style="font-
size:3.0pt;"> &#16
0; Indext is the Index Level on the
current Index Business Day;
style="font-
size:3.0pt;"> &#16
0; Index t-1 is the Index Level on the
immediately preceding Index Business Day;
style="font-
size:3.0pt;"> &#16
0; Index Portfoliot is the Index Portfolio Level
on the current Index Business Day;
 &#16
0; Index Portfoliot-1 is the Index Portfolio
Level on the immediately preceding Index Business Day;
 &#16
0; CPt-1 is the Capped
Participation as of the immediately preceding Index Business Day;
style="font-
size:3.0pt;"> &#16
0; Index Fee is 0.85%; and
style="font-
size:3.0pt;"> &#16
0; Dt Dt-1 is the number
of calendar days from but excluding the immediately preceding Index Business Day to
and including the current Index Business Day.
Roman" style="color:black;font-size:10.0pt;font-style:italic;">Background on the
Index Components
New Roman" style="font-size:10.0pt;">Included below is a brief description of each
of the Index Components. This information has been obtained from publicly available
sources, without independent verification. The sponsor of each Index Component is
required to file information specified by the SEC periodically. Information with
respect to each Index Component provided to or filed with the SEC under the
Securities Act of 1933, as amended, and the Investment Company Act of 1940, as
amended, can be located by reference to SEC file numbers set forth below with
respect to that Index Component through the SECs website at
http://www.sec.gov. We have not independently verified the accuracy or completeness
of such information.
size:3.0pt;"> &#16
0; The Materials Select Sector SPDR® Fund is an
exchange-traded fund that seeks to provide investment results that, before
expenses, correspond generally to the price and yield performance of publicly
traded equity securities of companies in the materials sector, as represented by
the S&P 500® Materials Select Sector Index. The S&P 500® Materials
Select Sector Index includes companies from the following industries:
chemicals; metals and mining; paper and forest products; containers and packaging;
and construction materials. The SEC file numbers with respect to the
Materials Select Sector SPDR® Fund are
33357791 and 81108837.
size:3.0pt;"> &#16
0; The Energy Select Sector SPDR® Energy Select Sector Index. The S&P 500® Energy Select
Sector Index includes companies from the following industries: oil, gas and
consumable fuels; and energy equipment and services. The SEC file numbers with
respect to the Energy Select Sector SPDR
size:3.0pt;"> &#16
0; The Financial Select Sector SPDR® Financial Select Sector
Index. The S&P 500® Financial Select Sector Index includes companies from
the following industries: diversified financial services; insurance; commercial
banks; capital markets; real estate investment trusts; consumer finance; thrifts
and mortgage finance; and real estate management and development. The SEC file
numbers with respect to the Financial Select Sector SPDR
size:3.0pt;"> &#16
0; The Industrial Select Sector SPDR® Industrial Select Sector Index. The S&P 500® Industrial
Select Sector Index includes companies from the following industries: aerospace and
defense; industrial conglomerates; machinery; road and rail; air freight and
logistics; commercial services and supplies; professional services; electrical
equipment; construction and engineering; trading companies and distributors;
airlines and building products. The SEC file numbers with respect to the Industrial
Select Sector SPDR® Fund are 33357791 and 81108837.
size:3.0pt;"> &#16
0; The Technology Select Sector SPDR® Technology Select Sector Index. The S&P 500® Technology
Select Sector Index includes companies from the following industries: computers and
peripherals; software; diversified telecommunication services; communications
equipment; semiconductors and semiconductor equipment; internet software and
services; information technology services; electronic equipment, instruments and
components; wireless telecommunication services and office electronics. The SEC
file numbers with respect to the Technology Select Sector SPDR® Fund are
33357791 and 81108837.
21<a name="PB_21_224604_3020"></a>
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size:3.0pt;"> &#16
0; The Consumer Staples Select Sector SPDR® Consumer Staples Select
Sector Index. The S&P 500® Consumer Staples
Select Sector Index includes companies from the following industries: food and
staples retailing; household products; food products; beverages; tobacco; and
personal products. The SEC file numbers with respect to the Consumer Staples Select
Sector SPDR &#16
0; The Utilities Select Sector SPDR® Utilities Select Sector Index. The S&P 500® Utilities
Select Sector Index includes companies from the following industries: electric
utilities; multi-utilities; independent power producers and energy traders; and gas
utilities. The SEC file numbers with respect to the Utilities Select Sector
SPDR
size:3.0pt;"> &#16
0; The Health Care Select Sector SPDR® Health Care Select Sector Index. The S&P 500® Health
Care Select Sector Index includes companies from the following industries:
pharmaceuticals; health care equipment and supplies; health care providers and
services; biotechnology; life sciences tools and services; and health care
technology. The SEC file numbers with respect to the Health Care Select Sector
SPDR
size:3.0pt;"> &#16
0; The Consumer Discretionary Select Sector SPDR® Consumer Discretionary
Select Sector Index. The S&P 500® Consumer Discretionary
Select Sector Index includes companies from the following industries: media; retail
(specialty, multiline, internet and catalog); hotels, restaurants and leisure;
textiles, apparel and luxury goods; household durables; automobiles; auto
components; distributors; leisure equipment and products; and diversified consumer
services. The SEC file numbers with respect to the Consumer Discretionary Select
Sector SPDR &#16
0; The iShares® U.S. Real Estate ETF
is an exchange-traded fund that seeks to track the investment results, before fees
and expenses, of an index composed of U.S. equities in the real estate sector,
which is currently the Dow Jones U.S. Real Estate Index. The Dow Jones U.S. Real
Estate Index measures the performance of the real estate industry of the U.S.
equity market, including real estate holding and developing and real estate
investment trusts subsectors. The SEC file numbers with respect to the iShares®
U.S. Real Estate ETF are 03397598 and 81109102.
size:3.0pt;"> &#16
size:6.5pt;position:relative;top:-3.0pt;">® 20+ Year Treasury Bond
ETF is an exchange-traded fund that seeks to track the investment results, before
fees and expenses, of an index composed of U.S. treasury bonds with remaining
maturities greater than twenty years, which is currently the ICE U.S. Treasury 20+
Year Bond Index. The ICE U.S. Treasury 20+ Year Bond Index measures the performance
of public obligations of the U.S. Treasury and includes publicly issued U.S.
treasury securities that have a remaining maturity of greater than 20 years, have
$300 million or more of outstanding face value (excluding amounts held by the
Federal Reserve), are fixed rate and denominated in U.S. dollars. The SEC file
numbers with respect to the iShares® 20+ Year Treasury Bond
ETF are 33392935 and 81109729.
size:3.0pt;"> &#16
size:6.5pt;position:relative;top:-3.0pt;">® MBS ETF is an exchange-
traded fund that seeks to track the investment results, before fees and expenses,
of an index composed of investment-grade mortgage-backed pass-through securities
issued and/or guaranteed by U.S. government agencies, which is currently the
Bloomberg Barclays U.S. MBS Index. The Bloomberg Barclays U.S. MBS Index tracks
agency mortgage backed pass-through securities (both fixed-rate and hybrid
adjustable-rate mortgage) guaranteed by Ginnie Mae (GNMA), Fannie Mae (FNMA), and
Freddie Mac (FHLMC). The SEC file numbers with respect to the iShares® MBS ETF
are 33392935 and 81109729.
size:3.0pt;"> &#16
Corporate Bond ETF is an exchange-traded fund that seeks to track the investment
results, before fees and expenses, of an index consisting of liquid, U.S. dollar-
denominated, high yield corporate bonds, which is currently the Markit iBoxx USD
Liquid High Yield Index. The Markit iBoxx USD Liquid High Yield Index is designed
to reflect the performance of U.S. dollar denominated high yield corporate debt
through a broad coverage of the U.S. dollar high yield liquid bond universe. The
SEC file numbers with respect to the iShares
22<a name="PB_22_224631_7748"></a>
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Modifications to the Index
Index
Market Disruption Events
New Roman" style="font-size:10.0pt;">If an Index Market Disruption Event occurs or
is continuing on any Index Business Day and that Index Market Disruption Event
materially affects the Index, the Index Sponsor may:
size:3.0pt;"> &#16
0; defer or suspend publication of the Index
Level and any other information relating to the Index until it determines that no
Index Market Disruption Event is continuing;
size:3.0pt;"> &#16
0; if that Index Business Day is an Index
Selection Date, postpone that Index Selection Date to the next Index Business Day
on which it determines that such Index Market Disruption Event is not continuing.
As a result, the related Index Rebalancing Date will also be postponed and will
occur on the first Index Business Day following the postponed Index Selection
Date;
size:3.0pt;"> &#16
0; if that Index Business Day is an Index
Rebalancing Date, postpone that Index Rebalancing Date to the next Index Business
Day on which it determines that such Index Market Disruption Event is not
continuing; or
size:3.0pt;"> &#16
0; discontinue supporting the Index or terminate the
calculation and publication of the Index Level, if the Index Sponsor determines
that the measures provided in the three bullets above produce results that are not
consistent with the objectives of the Index.
New Roman" style="font-size:10.0pt;">An Index Market Disruption
Event means the occurrence of one or more of the following events if the
Index Sponsor determines that such event is material with respect to any Index
Component:
size:3.0pt;"> &#16
0; a suspension, absence or limitation of
trading in (1) that Index Component in its primary market, as determined by
the Index Sponsor, or (2) futures or options contracts relating to that Index
Component in the primary market for those contracts, as determined by the Index
Sponsor, in either case for more than two hours of trading or at any time during
the one-half hour period preceding the close of the regular trading session in that
market or, if the relevant valuation time is not the close of the regular trading
session in that market, the relevant valuation time;
size:3.0pt;"> &#16
0; any event that disrupts or impairs, as
determined by the Index Sponsor, the ability of market participants in general to
(1) effect transactions in, or obtain market values for, that Index Component
in its primary market, or (2) effect transactions in, or obtain market values
for, futures or options contracts relating to that Index Component in the primary
market for those contracts, in either case for more than two hours of trading or at
any time during the one-half hour period preceding the close of the regular trading
session in that market or, if the relevant valuation time is not the close of the
regular trading session in that market, the relevant valuation time;
size:3.0pt;"> &#16
0; the closure on any Scheduled Trading Day of
the primary market for that Index Component prior to the scheduled weekday closing
time of that market (without regard to after hours or any other trading outside of
the regular trading session hours) unless the earlier closing time is announced by
the primary market at least one hour prior to the earlier of (1) the actual
closing time for the regular trading session on that primary market on that
Scheduled Trading Day and (2) the submission deadline for orders to be entered
into the relevant exchange system for execution at the close of trading on that
Scheduled Trading Day for that primary market;
size:3.0pt;"> &#16
0; any Scheduled Trading Day on which
(1) the primary market for that Index Component or (2) the exchanges or
quotation systems, if any, on which futures or options contracts relating to that
Index Component are traded, fail to open for trading during their respective
regular trading sessions;
size:3.0pt;"> &#16
0; a General Banking Moratorium; or
size:3.0pt;"> &#16
0; an event that makes it impossible or not
reasonably practicable on any Index Business Day for the Index Sponsor to obtain
the price of that Index Component, or any other price, level or rate required for
the purposes of calculating the level of the Index in a manner acceptable to the
Index Sponsor.
New Roman" style="font-size:10.0pt;">The following events will not be Index Market
Disruption Events:
size:3.0pt;"> &#16
0; a limitation on the hours or number of days
of trading in the relevant market or relevant exchange only if the limitation
results from an announced change in the regular business hours of the relevant
market or relevant exchange (not on a temporary basis); or
size:3.0pt;"> &#16
0; a decision to permanently discontinue
trading in futures or options contracts relating to any Index Component.
New Roman" style="font-size:10.0pt;">For this purpose, an absence of trading on an
exchange or market will not include any time when the relevant exchange or market
is itself closed for trading under ordinary circumstances.
New Roman" style="font-size:10.0pt;">In contrast, a suspension or limitation of
trading in an Index Component in its primary market, or in futures or options
contracts relating to an Index Component, if available, in the primary market for
those contracts, by reason of any of:
size:3.0pt;"> &#16
0; a price change exceeding limits set by that
market,
size:3.0pt;"> &#16
0; an imbalance of orders relating to that
Index Component or those contracts, as applicable, or
size:3.0pt;"> &#16
0; a disparity in bid and ask quotes relating
to that Index Component or those contracts, as applicable,
New Roman" style="font-size:10.0pt;">will constitute a suspension or material
limitation of trading.
23<a name="PB_23_223721_5796"></a>
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New Roman" style="font-size:10.0pt;">General Banking Moratorium
means the declaration of a general moratorium in respect of banking activities in
London or New York.
New Roman" style="font-size:10.0pt;font-style:italic;">Index Adjustment
Events
New Roman" style="font-size:10.0pt;">If an Index Adjustment Event occurs on any
Index Business Day and that Index Adjustment Event materially affects the Index,
the Index Sponsor may, acting in a manner consistent with the objectives of the
Index:
size:3.0pt;"> &#16
0; make such determinations and/or adjustments
as the Index Sponsor considers necessary in order to maintain the objectives of the
Index, in relation to (a) the methodology used to calculate the Index or
(b) the Index Level;
size:3.0pt;"> &#16
0; select a successor Index Component to replace the
Index Component affected by the Index Adjustment Event that is substantially
similar to the affected Index Component;
size:3.0pt;"> &#16
0; defer or suspend publication of the Index
Level and any other information relating to the Index until it determines that no
Index Adjustment Event is continuing;
size:3.0pt;"> &#16
0; if the Index Business Day on which the
Index Adjustment Event occurs or is continuing is an Index Selection Date, postpone
that Index Selection Date to the next Index Business Day on which it determines
that such Index Adjustment Event is not continuing. As a result, the Index
Rebalancing Date will also be postponed and will occur on the first Index Business
Day following the new Index Selection Date;
size:3.0pt;"> &#16
0; if the Index Business Day on which the Index
Adjustment Event occurs or is continuing is an Index Rebalancing Date, postpone
that Index Rebalancing Date to the next Index Business Day on which it determines
that such Index Adjustment Event is not continuing; or
size:3.0pt;"> &#16
0; discontinue supporting the Index or terminate the
calculation and publication of the Index Level, if the Index Sponsor determines
that the measures provided in the five bullets above are not feasible or would
produce results that are not consistent with the objectives of the Index.
New Roman" style="font-size:10.0pt;">Any of the following will be an Index
Adjustment Event:
size:3.0pt;"> &#16
0; the Index Sponsor determines, at any time,
that an Index Force Majeure Event occurs or is continuing;
size:3.0pt;"> &#16
0; the Index Sponsor determines, at any time, that
there has been (or there is pending) a change in taxation (a) generally
affecting commercial banks organized and subject to tax in the United Kingdom
(including, but not limited to, any tax generally imposed on commercial banks
organized and subject to tax in the United Kingdom), or (b) generally
affecting market participants who hold positions in any of the Index Components or
Underlying Assets, as the case may be; or
size:3.0pt;"> &#16
0; a change (including termination or disappearance
of an Index Component) will have been made to any of the Index Components or there
will have occurred any other event that would make the calculation of the Index
impossible or infeasible, technically or otherwise, or that makes the Index non-
representative of market prices of the Index Components or undermines the
objectives of the Index.
New Roman" style="font-size:10.0pt;">An Index Force Majeure
Event means any event or circumstance (including, without limitation, a
systems failure, natural or man-made disaster, act of God, armed conflict, act of
terrorism, riot or labor disruption or any similar intervening circumstance) that
is beyond the reasonable control of the Index Sponsor and that the Index Sponsor
determines affects the Index, any Index Component or, if applicable, any Underlying
Asset, the methodology on which the Index is based or the Index Sponsors
ability to calculate and publish the Index.
Modifications to the Index Methodology or the Index;
Termination of the Index
New Roman" style="font-size:10.0pt;">While the Index Sponsor currently employs the
methodology described above, no assurance can be given that market, regulatory,
juridical, financial, fiscal or other circumstances will not arise that would, in
its view, necessitate a modification or change of that methodology (including the
information or inputs on which the Index is based) or termination of the Index.
Consequently, the Index Sponsor reserves the right to modify or change that
methodology, consistent with the objectives of the Index.
New Roman" style="font-size:10.0pt;">The Index Sponsor assumes no obligation to
implement any modification or change to the methodology described above as a result
of any market, regulatory, juridical, financial, fiscal or other circumstances
(including, but not limited to, any changes to or any suspension or termination of,
or any other events affecting, the Index or any Index Component).
New Roman" style="font-size:10.0pt;">Notwithstanding anything to the contrary under
Index Sponsor below, the Index Sponsor may, at any time and in its sole
discretion, terminate the calculation and/or publication of the Index Level without
regard to any other factors.
New Roman" style="font-size:10.0pt;">If the Index is modified, changed or
terminated, the Index Sponsor will publish any modifications or changes or an
announcement of that termination, as applicable.
New Roman" style="font-size:10.0pt;font-style:italic;">Index Sponsor
New Roman" style="font-size:10.0pt;">All determinations, modifications, changes or
suspensions made by the Index Sponsor (a) will be made by it acting in its
sole discretion, by reference to such factors as the Index Sponsor deems
appropriate, and consistent with the objectives of the Index and (b) will be
final, conclusive and binding in the absence of manifest error, and no person shall
be entitled to make any claim against the Index Sponsor or its affiliates regarding
any such determination, modification, change or suspension.
24<a name="PB_24_223732_7748"></a>
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New Roman" style="font-size:10.0pt;">The Index Sponsor reserves the right to make
adjustments to correct errors contained in previously published information and to
publish the corrected information, including but not limited to, Index Levels,
but is under no obligation to do so.
New Roman" style="font-size:10.0pt;">Barclays Bank PLC may terminate the
appointment of, and replace, the Index Sponsor with a successor index sponsor.
Following termination of the appointment of the Index Sponsor, Barclays Bank PLC
will publish an announcement of that termination and the identity of the successor
index sponsor as soon as reasonably practicable.
New Roman" style="font-size:10.0pt;font-style:italic;">Disclaimers
New Roman" style="font-size:10.0pt;">Neither Barclays Bank PLC nor the Index
Sponsor guarantees the accuracy and/or completeness of the Index, any data included
therein, or any data on which it is based, and neither Barclays Bank PLC nor the
Index Sponsor will have any liability for any errors, omissions, or interruptions
therein.
New Roman" style="font-size:10.0pt;">Neither Barclays Bank PLC nor the Index
Sponsor makes any warranty, express or implied, as to the results to be obtained
from the use of the Index. Barclays Bank PLC and the Index Sponsor make no express
or implied warranties, and expressly disclaim all warranties of merchantability or
fitness for a particular purpose or use with respect to the Index or any data
included therein. Without limiting any of the foregoing, in no event will Barclays
Bank PLC or the Index Sponsor have any liability for any lost revenues or profits
(whether direct or indirect) or for any special, punitive, indirect or
consequential damages, even if notified of the possibility of such
damages.
New Roman" style="font-size:10.0pt;">None of Barclays Bank PLC, the Index Sponsor,
any of their respective affiliates or subsidiaries and any of the respective
directors, officers, employees, representatives, delegates or agents of any of the
foregoing entities will have any responsibility to any person (whether as a result
of negligence or otherwise) for any determination made or anything done (or omitted
to be determined or done) in respect of the Index or publication of the levels of
the Index (or failure to publish such value) and any use to which any person may
put the Index or the levels of the Index. In addition, although the Index Sponsor
reserves the right to make adjustments to correct previously incorrectly published
information, including but not limited to the levels of the Index, the Index
Sponsor is under no obligation to do so, and Barclays Bank PLC and the Index
Sponsor will have no liability in respect of any errors or omissions.
New Roman" style="font-size:10.0pt;">Bloomberg Index Services Limited is the
official index calculation and maintenance agent of the Index, an index owned and
administered by Barclays Bank PLC. Bloomberg Index Services Limited does not
guarantee the timeliness, accurateness, or completeness of the Index calculations
or any data or information relating to the Index. Bloomberg Index Services Limited
makes no warranty, express or implied, as to the Index or any data or values
relating thereto or results to be obtained therefrom, and expressly disclaims all
warranties of merchantability and fitness for a particular purpose with respect
thereto. To the maximum extent allowed by law, Bloomberg Index Services Limited,
its affiliates, and all of their respective partners, employees, subcontractors,
agents, suppliers and vendors (collectively, the protected parties)
shall have no liability or responsibility, contingent or otherwise, for any injury
or damages, whether caused by the negligence of a protected party or otherwise,
arising in connection with the calculation of the Index or any data or values
included therein or in connection therewith and shall not be liable for any lost
profits, losses, punitive, incidental or consequential damages.
New Roman" style="font-size:10.0pt;">Nothing in the disclaimers above will exclude
or limit liability to the extent such exclusion or limitation is not permitted by
law.
25<a name="PB_25_223738_141"></a>
</div>
bg.htm',USER='111073',CD='Mar 27 22:56 2018' -->

New Roman" style="font-size:10.0pt;font-style:italic;">Historical and Hypothetical
Historical Performance of the Index
New Roman" style="font-size:10.0pt;">The Index was launched on July 5, 2016
and the Index Base Date is December 31, 2003. All data relating to the period
prior to the launch date of the Index is a hypothetical historical estimate by the
Index Sponsor using available data as to how the Index may have performed in the
pre-launch date period. Accordingly, the following table and graph
illustrate:
size:3.0pt;"> &#16
0; on a hypothetical basis, how the Index would have
performed from January 1, 2006 to July 4, 2016 based on the composition
and calculation methodology described above; and
size:3.0pt;"> &#16
0; on an actual basis, how the Index performed
from July 5, 2016 onward.
New Roman" style="font-size:10.0pt;">Except as described below, the hypothetical
historical information was determined using the methodology currently used to
calculate the Index. For Index Components that launched after the inception of the
Index, the hypothetical historical information for periods prior to the Index
Component Base Date was calculated using alternative performance information
derived from a related index, after deducting hypothetical fund fees, rather than
from performance information for that Index Component, as set forth in the table
below.
style="border:none;border-collapse:collapse;width:96.0%;">
<tr style="page-break-inside:avoid;">
1.0pt;padding:0in 5.4pt 0in 5.4pt;width:35.24%;">
Component </td>
1.0pt;border-left:none;padding:0in 5.4pt 0in 5.4pt;width:30.76%;">
size="1" face="Times New Roman" style="font-size:9.0pt;font-weight:bold;">Proxy
Components (ticker) </td>
weight:bold;">Hypothetical Fee </td>
Component Base Date </td> </tr>
<td width="35%" height="18" style="border:solid windowtext 1.0pt;border-
top:none;height:13.75pt;padding:0in 5.4pt 0in 5.4pt;width:35.24%;">
face="Times New Roman" style="font-size:9.0pt;">iShares 20+ Year Treasury Bond ETF </td>
face="Times New Roman" style="font-size:9.0pt;">Bloomberg Barclays U.S. 20+ Year
Treasury Bond Index (LT11TRUU)* </td>
</tr>
style="font-size:9.0pt;"> MBS ETF </td>
face="Times New Roman" style="font-size:9.0pt;">Bloomberg Barclays U.S. MBS Index
(LUMSTRUU) </td>
</tr>
style="font-size:9.0pt;"> iBoxx $ High Yield ETF </td>
face="Times New Roman" style="font-size:9.0pt;">Bloomberg Barclays High Yield Very
Liquid Index (LHVLTRUU)** </td>
</tr> </table>
</div>
size:3.0pt;">
The current Underlying Index for the iShares® 20+ Year Treasury Bond ETF
is the ICE U.S. Treasury 20+ Year Bond Index. Prior to April 1, 2016, however,
the Bloomberg Barclays U.S. 20+ Year Treasury Bond Index was the Underlying Index
for the iShares® 20+ Year Treasury Bond ETF.
size:10.0pt;">** The Underlying Index of the
3.0pt;">® iBoxx $ High Yield ETF is the Markit iBoxx USD Liquid
High Yield Index, not the Bloomberg Barclays High Yield Very Liquid Index.
New Roman" style="font-size:10.0pt;">The hypothetical historical information does
not reflect actual performance of the Index and has not been verified by an
independent third party. Hypothetical historical information has inherent
limitations and is achieved by means of a retroactive setting of the selection
criteria designed with the benefit of hindsight. Alternative selection criteria or
assumptions may produce different hypothetical historical information that might
prove to be more appropriate and that might differ significantly from the
hypothetical historical information provided below.
style="border:none;border-collapse:collapse;">
<tr>
1.0pt;padding:0in 5.4pt 0in 5.4pt;width:18.82%;">
weight:bold;">Quarter
/ Period Ending </td>
weight:bold;">Quarterly High </td>
weight:bold;">Quarterly Low </td>
weight:bold;">Quarterly Close </td>
style="font-size:1.0pt;font-weight:bold;"> </td>
weight:bold;">Quarter
/ Period Ending </td>
weight:bold;">Quarterly High </td>
weight:bold;">Quarterly Low </td>
weight:bold;">Quarterly Close </td> </tr>
<tr>
5.4pt 0in 5.4pt;width:18.82%;">
style="font-size:9.0pt;">March 31, 2006 </td>
<td width="9%" style="border-bottom:solid windowtext 1.0pt;border-left:none;border-
right:solid windowtext 1.0pt;border-top:none;padding:0in 5.4pt 0in
5.4pt;width:9.86%;">
5.4pt;width:9.86%;">
5.4pt;width:9.88%;">
5.4pt;width:2.34%;">
5.4pt;width:18.02%;">
style="font-size:9.0pt;">June 30, 2012 </td>
5.4pt;width:9.84%;">
5.4pt;width:10.06%;">
5.4pt;width:11.28%;">
</tr>
<tr>
5.4pt 0in 5.4pt;width:18.82%;">
5.4pt;width:9.86%;">
5.4pt;width:9.86%;">
5.4pt;width:9.88%;">
5.4pt;width:2.34%;">
5.4pt;width:18.02%;">
style="font-size:9.0pt;">September 30, 2012 </td>
5.4pt;width:9.84%;">
5.4pt;width:10.06%;">
5.4pt;width:11.28%;">
</tr>
<tr>
5.4pt 0in 5.4pt;width:18.82%;">
5.4pt;width:9.86%;">
5.4pt;width:9.86%;">
5.4pt;width:9.88%;">
5.4pt;width:2.34%;">
5.4pt;width:18.02%;">
style="font-size:9.0pt;">December 31, 2012 </td>
5.4pt;width:9.84%;">
5.4pt;width:10.06%;">
5.4pt;width:11.28%;">
</tr>
<tr>
5.4pt 0in 5.4pt;width:18.82%;">
5.4pt;width:9.86%;">
5.4pt;width:9.86%;">
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5.4pt;width:2.34%;">
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</tr>
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5.4pt;width:9.86%;">
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</tr>
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5.4pt;width:9.86%;">
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5.4pt;width:9.86%;">
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5.4pt;width:9.86%;">
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5.4pt;width:9.86%;">
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5.4pt;width:9.86%;">
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</tr>
<tr height="8" style="height:6.25pt;">
</tr>
<tr>
5.4pt 0in 5.4pt;width:18.82%;">
5.4pt;width:9.86%;">
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<tr>
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5.4pt;width:9.86%;">
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5.4pt;width:9.88%;">
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</tr>
<tr>
5.4pt 0in 5.4pt;width:18.82%;">
5.4pt;width:9.86%;">
5.4pt;width:9.86%;">
5.4pt;width:9.88%;">
5.4pt;width:2.34%;">
5.4pt;width:18.02%;">
5.4pt;width:9.84%;">
5.4pt;width:10.06%;">
5.4pt;width:11.28%;">
</tr>
<tr>
5.4pt 0in 5.4pt;width:18.82%;">
5.4pt;width:9.86%;">
5.4pt;width:9.86%;">
5.4pt;width:9.88%;">
5.4pt;width:2.34%;">
5.4pt;width:18.02%;">
5.4pt;width:9.84%;">
5.4pt;width:10.06%;">
5.4pt;width:11.28%;">
</tr>
<tr>
5.4pt 0in 5.4pt;width:18.82%;">
5.4pt;width:9.86%;">
5.4pt;width:9.86%;">
5.4pt;width:9.88%;">
5.4pt;width:2.34%;">
5.4pt;width:18.02%;">
5.4pt;width:9.84%;">
5.4pt;width:10.06%;">
5.4pt;width:11.28%;">
</tr>
<tr>
5.4pt 0in 5.4pt;width:18.82%;">
5.4pt;width:9.86%;">
5.4pt;width:9.86%;">
5.4pt;width:9.88%;">
5.4pt;width:2.34%;">
5.4pt;width:18.02%;">
style="font-size:9.0pt;">March 23, 2018* </td>
5.4pt;width:9.84%;">
5.4pt;width:10.06%;">
5.4pt;width:11.28%;">
</tr>
<tr>
5.4pt 0in 5.4pt;width:18.82%;">
5.4pt;width:9.86%;">
5.4pt;width:9.86%;">
5.4pt;width:9.88%;">
5.4pt;width:2.34%;">
5.4pt;width:18.02%;">
5.4pt;width:9.84%;">
5.4pt;width:10.06%;">
5.4pt;width:11.28%;">
face="Times New Roman" style="font-size:1.0pt;"> </td> </tr>
</table>
</div>
size:3.0pt;">
For the period beginning on January 1, 2018 and ending on
March 23, 2018. As described above, the launch date for the Index was
July 5, 2016. All data relating to the period prior to such date is
hypothetical historical data and does not represent actual levels of the Index on
any such date. On July 5, 2016, the launch date of the Index, the Index Level
was 179.0167.
26<a name="PB_26_224051_7608"></a>
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size="2" face="Times New Roman" style="font-size:10.0pt;font-weight:bold;">Barclays
Trailblazer Sectors 5 Index Historical & Hypothetical Historical
Performance
src="g91578bgi001.gif">
HISTORICAL AND HYPOTHETICAL HISTORICAL PERFORMANCE IS NOT INDICATIVE
OF FUTURE RESULTS
27<a name="PB_27_224155_8146"></a>
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Roman" style="color:black;font-size:10.0pt;font-weight:bold;">TAX
CONSIDERATIONS
New Roman" style="font-size:10.0pt;">You should review carefully the sections
entitled Material U.S. Federal Income Tax ConsequencesTax Consequences
to U.S. HoldersNotes Treated as Indebtedness for U.S. Federal Income Tax
Purposes and, if you are a non-U.S. holder, Tax Consequences to
Non-U.S. Holders, in the accompanying prospectus supplement. The discussion
below applies to you only if you are an initial purchaser of the Notes; if you are
a secondary purchaser of the Notes, the tax consequences to you may be different.
In the opinion of our special tax counsel, Davis Polk & Wardwell LLP, the
Notes should be treated as debt instruments for U.S. federal income tax purposes.
The remainder of this discussion assumes that this treatment is correct.
New Roman" style="font-size:10.0pt;">Assuming the treatment described above is
correct, in the opinion of our special tax counsel, the Notes will be treated as
contingent payment debt instruments for U.S. federal income tax
purposes, as described under Contingent Payment Debt Instruments
in the accompanying prospectus supplement.
New Roman" style="font-size:10.0pt;">Regardless of your method of accounting for
U.S. federal income tax purposes, you generally will be required to accrue taxable
interest income in each year on a constant yield to maturity basis at the
comparable yield, as determined by us, even though we will not be
required to make any payment with respect to the Notes prior to maturity. Upon a
sale or exchange (including redemption at maturity), you generally will recognize
taxable income or loss equal to the difference between the amount received from the
sale or exchange and your adjusted tax basis in the Notes. You generally must treat
any income as interest income and any loss as ordinary loss to the extent of
previous interest inclusions, and the balance as capital loss. The deductibility of
capital losses is subject to limitations.
New Roman" style="font-size:10.0pt;">The discussions herein and in the accompanying
prospectus supplement do not address the consequences to taxpayers subject to
special tax accounting rules under Section 451(b).
New Roman" style="font-size:10.0pt;">After the original issue date, you may obtain
the comparable yield and the projected payment schedule by requesting them from
Barclays Cross Asset Sales Americas, at (212) 528-7198. Neither the comparable
yield nor the projected payment schedule constitutes a representation by us
regarding the actual cash settlement amount that we will pay on the
Notes.
New Roman" style="font-size:10.0pt;">You should consult your tax advisor regarding
the U.S. federal tax consequences of an investment in the Notes, as well as tax
consequences arising under the laws of any state, local or non-U.S. taxing
jurisdiction.
Non-U.S.
Holders. We do not believe that non-U.S. holders should be required to provide
a Form W-8 in order to avoid 30% U.S. withholding tax with respect to the
excess (if any) of the Payment at Maturity over the face amount of the Notes,
although the Internal Revenue Service (the IRS) could challenge this
position. However, non-U.S. holders should in any event expect to be required to
provide appropriate Forms W-8 or other documentation in order to establish an
exemption from backup withholding, as described under the heading
Information Reporting and Backup Withholding in the accompanying
prospectus supplement. If any withholding is required, we will not be required to
pay any additional amounts with respect to amounts withheld.
New Roman" style="font-size:10.0pt;">Treasury regulations under
Section 871(m) generally impose a withholding tax on certain
dividend equivalents under certain equity linked
instruments. A recent IRS notice excludes from the scope of
Section 871(m) instruments issued prior to January 1, 2019 that do
not have a delta of one with respect to underlying securities that
could pay U.S.-source dividends for U.S. federal income tax purposes (each an
Underlying Security). Based on our determination that the Notes do not
have a delta of one within the meaning of the regulations, our special
tax counsel is of the opinion that these regulations should not apply to the Notes
with regard to non-U.S. holders. Our determination is not binding on the IRS, and
the IRS may disagree with this determination. Section 871(m) is complex
and its application may depend on your particular circumstances, including whether
you enter into other transactions with respect to an Underlying Security. You
should consult your tax advisor regarding the potential application of
Section 871(m) to the Notes.
Roman" style="color:black;font-size:10.0pt;font-weight:bold;">SUPPLEMENTAL PLAN OF
DISTRIBUTION
face="Times New Roman" style="color:black;font-size:10.0pt;">We have agreed to sell
to Barclays Capital Inc. (the Agent), and the Agent has agreed to
purchase from us, the principal amount of the Notes, and at the price, specified on
the cover of this pricing supplement. The Agent commits to take and pay for all of
the Notes, if any are taken.
size:10.0pt;">We expect that delivery of the Notes will be made against payment for
the Notes on or about the Issue Date indicated on the cover of this pricing
supplement, which will be the fourth business day following the Initial Valuation
Date (this settlement cycle being referred to as T+4). Under
Rule 15c61 of the
Securities Exchange Act of 1934, as amended, trades in the secondary market
generally are required to settle in two business days, unless the parties to any
such trade expressly agree otherwise. Accordingly, purchasers who wish to trade the
Notes on any date prior to two business days before delivery will be required, by
virtue of the fact that the Notes will initially settle in four business days
(T+4), to specify alternative settlement arrangements to prevent a failed
settlement. See Plan of Distribution (Conflicts of Interest) in the
prospectus supplement.
face="Times New Roman" style="color:black;font-size:10.0pt;">The Notes are not
intended to be offered, sold or otherwise made available to and may not be offered,
sold or otherwise made available to any retail investor in the European Economic
Area (EEA Retail Investor). For these purposes, an EEA Retail Investor
means a person who is one (or more) of: (i) a retail client as defined in
point (11) of Article 4(1) of Directive 2014/65/EU (MiFID
II); (ii) a customer within the meaning of Directive 2002/92/EC, where
that customer would not qualify as a professional client as defined in point
(10) of Article 4(1) of MiFID II; or (iii) not a qualified
investor as defined in Directive 2003/71/EC. Consequently no key information
document required by Regulation (EU) No 1286/2014 (as amended from time to time,
the PRIIPs Regulation) for offering or selling the Notes or otherwise
making them available to EEA Retail Investors has been prepared and therefore
offering or selling such Notes or otherwise making them available to any EEA Retail
Investor may be unlawful under the PRIIPs Regulation.
28<a name="PB_28_224313_455"></a>
</div>
bg.htm',USER='111073',CD='Mar 27 22:56 2018' -->

VALIDITY OF
THE NOTES
New Roman" style="background:white;font-size:10.0pt;">In the opinion of Davis
Polk & Wardwell LLP, as special United States products counsel to Barclays
Bank PLC, when the Notes offered by this pricing supplement have been executed and
issued by Barclays Bank PLC and authenticated by the trustee pursuant to the
indenture, and delivered against payment as contemplated herein, such Notes will be
valid and binding obligations of Barclays Bank PLC, enforceable in accordance with
their terms, subject to applicable bankruptcy, insolvency and similar laws
affecting creditors rights generally, concepts of reasonableness and
equitable principles of general applicability (including, without limitation,
concepts of good faith, fair dealing and the lack of bad faith) and possible
judicial or regulatory actions giving effect to governmental actions or foreign
laws affecting creditors rights, provided that such counsel expresses
no opinion as to the effect of fraudulent conveyance, fraudulent transfer or
similar provision of applicable law on the conclusions expressed above. This
opinion is given as of the date hereof and is limited to the laws of the State of
New York. Insofar as this opinion involves matters governed by English law, Davis
Polk & Wardwell LLP has relied, with Barclays Bank PLCs permission,
on the opinion of Davis Polk & Wardwell London LLP, dated as of
June 28, 2017, filed as an exhibit to a report on Form 6-K by Barclays
Bank PLC on June 28, 2017, and this opinion is subject to the same
assumptions, qualifications and limitations as set forth in such opinion of Davis
Polk & Wardwell London LLP. In addition, this opinion is subject to
customary assumptions about the trustees authorization, execution and
delivery of the indenture and its authentication of the Notes and the validity,
binding nature and enforceability of the indenture with respect to the trustee, all
as stated in the letter of Davis Polk & Wardwell LLP, dated June 28,
2017, which has been filed as an exhibit to the report on Form 6-K referred to
above.
29<a name="PB_29_224316_4141"></a>
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end
</TEXT>
</DOCUMENT>
</SEC-DOCUMENT>

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