The Russell 2000 Index (Bloomberg ticker: RTY <Index>), the Nasdaq-100 Index (Bloomberg ticker: NDX <Index>) and Utilities Select Sector SPDR Fund (Bloomberg ticker: XLU <Equity>) (each, a 'Reference Asset') For each Reference Asset, 70.00% of its Initial Value For each Reference Asset, 70.00% of its Initial Value Contingent Coupon Amount: $9.792 per month (based on 11.75% per annum rate), to be determined on the Initial Valuation Date. Selected Structure Definitions Early Redemption at the Option of the Issuer: The notes cannot be redeemed for approximately the first three months after the Issue Date. We may redeem the Notes (in whole but not in part) at our sole discretion without your consent on any Call Valuation Date a cash payment per $1,000 principal amount of notes on the related Call Settlement Date equal to the Redemption Price. No further amounts will be payable on the notes after the Call Settlement Date. If, on any Observation Date, the Closing Value of each Reference Asset is greater than or equal to its Coupon Barrier Value, you will receive a Contingent Coupon equal to the Contingent Coupon Amount on the related Contingent Coupon Payment Date. Otherwise, you will not receive a Contingent Coupon on such date. If the Notes are redeemed prior to scheduled maturity, and if you hold the Notes to maturity, you will receive on the Maturity Date a cash payment per $1,000 principal amount of notes (in addition to any Contingent Coupon that may be payable on such date) equal to: ● If the Final Value of the Least Performing Reference Asset is greater than or equal to its Barrier Value, $1,000 per $1,000 principal amount note ● If the Final Value of the Least Performing Reference Asset is less than its Barrier Value, an amount calculated as follows: $1,000 + [$1,000 × Reference Asset Return of the Least Performing Reference Asset] If the Final Value of the Least Performing Reference Asset is less than its Barrier Value, you will be fully exposed to the decline of the Least Performing Reference Asset from its Initial Value. You may lose up to 100.00% of the principal amount of your notes at maturity. $1,000 per $1,000 principal amount note that you hold, plus the Contingent Coupon that will otherwise be payable on the Call Settlement Date. All terms that are not defined in this fact sheet shall have the meanings set forth in the accompanying preliminary pricing supplement dated September 13, 2023 (the 'Pricing Supplement'). All terms set forth or defined herein, including all prices, levels, values and dates, are subject to adjustment as described in the accompanying Pricing Supplement. In the event that any of the terms set forth or defined in this fact sheet conflict with the terms as described in the accompanying Pricing Supplement, the terms described in the accompanying Pricing Supplement shall control. | Hypothetical Payment at Maturity The Closing Value of the Reference Assets on the Initial Valuation Date. The Closing Value of the Reference Assets on the Final Valuation Date. The notes are not suitable for all investors. You should read carefully the accompanying Pricing Supplement (together with all documents incorporated by reference therein) for more information on the risks associated with investing in the notes. Any payment on the notes, including any repayment of principal, is not guaranteed by any third party and is subject to (a) the creditworthiness of Barclays Bank PLC and (b) the risk of exercise of any U.K. Bail-in Power, as further described in the accompanying Pricing Supplement. |