Fact Sheet | July 10, 2020 Issuer:
Tenor: Barclays Bank PLC Approximately 4 years Hypothetical Payment
at Maturity Reference Assets: The S&P 500 Index (Bloomberg
ticker: 'SPX <Index>') and the Russell 2000 Index (Bloomberg
ticker: 'RTY <Index>') Upside Leverage Factor: Barrier Value:
1.50 70.00% of the Initial Value 06747Q5U7 / US06747Q5U71 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 26, 2024 July 31, 2024 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 Barrier Value, $1,000 per $1,000
principal amount note; or • 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 x (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 and may lose up
to 100.00% 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 29, 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% $1,600.00 60.00%
30.00% $1,450.00 45.00% 20.00% $1,300.00 30.00% 10.00% $1,150.00
15.00% 5.00% $1,075.00 7.50% 0.00% $1,000.00 0.00% -10.00%
$1,000.00 0.00% -20.00% $1,000.00 0.00% -30.00% $1,000.00 0.00%
-40.00% $600.00 -40.00% -50.00% $500.00 -50.00% -60.00% $400.00
-60.00% -100.00% $0.00 -100.00% $2,000 $1,800 $1,600 $1,400 $1,200
$1,000 $800 $600 $400 $200 $0 Reference Asset Return of the Least
Performing Reference Asset Barrier SuperTrack Notes
