Fact Sheet | July 10, 2020 Issuer:
Tenor: Barclays Bank PLC Approximately 5 years The S&P 500
Index (Bloomberg ticker: 'SPX <Index>') and the Dow Jones
Industrial Average (Bloomberg ticker: 'INDU <Index>') 1.20
80.00% of the Initial Value 20.00% 06747Q4A2 / US06747Q4A27 The
Closing Value of the Reference Assets on the Initial Valuation Date
The Closing Value of the Reference Assets on the Final Valuation
Date July 31, 2020 August 5, 2020 July 28, 2025 July 31, 2025
Hypothetical Payment at Maturity Reference Assets: Upside Leverage
Factor: Buffer Value: Buffer Percentage: CUSIP / ISIN: Initial
Value: Final Value: Initial Valuation Date: Issue Date: Final
Valuation Date: Maturity Date: Selected Structure Definitions
Payment at Maturity: If you hold the notes to maturity, you will
receive on the Maturity Date a cash payment per $1,000 principal
amount of notes equal to: • If the Final Value of the Least
Performing Reference Asset is greater than or equal to its Initial
Value, an amount calculated as follows: $1,000 + ($1,000 x
Reference Asset Return of the Least Performing Reference Asset x
Upside Leverage Factor) • If the Final Value of the Least
Performing Reference Asset is less than its Initial Value, but
greater than or equal to its Buffer Value, $1,000 per $1,000
principal amount note; or • If the Final Value of the Least
Performing Reference Asset is less than its Buffer Value, an amount
calculated as follows: $1,000 + [$1,000 x (Reference Asset Return
of the Least Performing Reference Asset + Buffer Percentage)] If
the Final Value of the Least Performing Reference Asset is less
than its Buffer Value, you will lose 1.00% of the principal amount
of your notes for every 1.00% that the Reference Asset Return of
the Least Performing Reference Asset falls below -20.00%. You may
lose up to 80.00% of the principal amount of your notes at
maturity. The performance of the Reference Assets from the Initial
Value to the Final Value Reference Asset Return: All terms that are
not defined in this fact sheet shall have the meanings set forth in
the accompanying preliminary pricing supplement dated June 25, 2020
(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. 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, including any payment at
maturity, is not guaranteed by any third party and is subject to
both the creditworthiness of the Issuer and the exercise of any
U.K. Bail-in Power, as further described in the accompanying
Pricing Supplement. Payment at Maturity -100% -90% -80% -70% -60%
-50% -40% -30% -20% -10% 0% 10% 20% 30% 40% Reference Asset Return
Payment at Maturity Total Return on Notes 40.00% $1,480.00 48.00%
30.00% $1,360.00 36.00% 20.00% $1,240.00 24.00% 10.00% $1,120.00
12.00% 5.00% $1,060.00 6.00% 0.00% $1,000.00 0.00% -10.00%
$1,000.00 0.00% -15.00% $1,000.00 0.00% -20.00% $1,000.00 0.00%
-25.00% $950.00 -5.00% -30.00% $900.00 -10.00% -50.00% $700.00
-30.00% -100.00% $200.00 -80.00% $1,800 $1,600 $1,400 $1,200 $1,000
$800 $600 $400 $200 $0 Reference Asset Return of the Least
Performing Reference Asset Buffered SuperTrack Notes
