Free Writing Prospectus

Filed Pursuant to Rule 433

Registration No. 333-190038

February 28, 2014

Callable Yield Notes These Notes are designed to provide enhanced yield in the form of a fixed non-contingent coupon in exchange for full principal at risk with contingent downside protection. Callable Yield Notes (“Notes”) offer investors an enhanced yield and provide exposure to a specified reference asset with contingent downside protection at maturity. The coupon is paid regardless of the performance of the reference asset. At maturity, if the reference asset closes at a level equal to or greater than a pre-determined level (which we refer to as the “barrier level”), the investor receives their principal amount invested plus the coupon due on such date. Otherwise, the investor is fully exposed to the decline in the reference asset and will receive shares of the reference asset (or at the sole discretion of the issuer, the cash equivalent), that will be worth less than the principal amount invested and may be worth nothing. Coupons received during the term of the Notes may not be sufficient to offset any loss of principal at maturity. Notes linked to indices will be cash settled in all instances. In addition, these Notes are callable at the issuer’s discretion on a pre-determined basis. If called, the investor will receive their principal amount invested plus any coupon payment due. As such, investors must be willing to accept the possibility of redemption of their Notes prior to the stated maturity date. Typically, the reference asset is an exchange-traded fund, equity-linked index or single stock. Hypothetical Terms* Interest Rate 10.00% per annum, paid as a quarterly coupon payment of 2.50% multiplied by the principal invested. Payment At Maturity If the reference asset’s closing level at maturity (the “final level”) is greater than or equal to 65% of its level set on the trade date (the “initial level”), the maturity payment equals the principal invested; or If the final level is less than 65% of the initial level (the “barrier level”), investors will be fully exposed to such decline at maturity and will receive shares of the reference asset (or the cash equivalent) that will be worth less than the principal amount invested. In either case, investors will receive the final coupon payment. Illustrative Scenario Analysis* Does issuer Yes Note called, full principal amount invested due. No additional call the Note Coupon payment of payments are due on the Notes. Each (i.e., exercise 2.50% * principal No Quarter the early invested is paid. redemption Notes remain outstanding. feature)? Yes Full principal amount invested and coupon due. At Is reference asset at or above the barrier level No Coupon is paid. Investor is fully exposed to the negative return Maturity (i.e., 65% of its initial level)? of the reference asset and receives a pre-determined number of shares of the reference asset (or cash equivalent) that will be worth less, and possibly significantly less, than the principal amount invested. *The description and terms above are for illustrative purposes only and are not intended to completely describe how an investment works or to detail all of the terms, risks and benefits of a particular investment. The return profiles can change. Please refer to the offering documents and related materials of a particular investment for a comprehensive description of the structure, terms, risks and benefits related to that investment. Investors should review the section headed “Risk Factors” or equivalent of the applicable offering documents for a complete description of the risks associated with a particular investment. The structured investment discussed herein is not suitable for all investors. Structured investments are not conventional debt securities. They are complex in nature and the specific terms and conditions will vary for each offering. Prospective investors should evaluate their financial objectives and tolerance for risk prior to investing in any structured investment. Such investments are not bank deposits but are senior, unsecured debt obligations of the issuer and all returns and any principal amount due at maturity are subject to the applicable issuer credit risk.

Important Information The SEC issuer Registered has filed (Public) a registration Offerings statement (including a prospectus) with the offerings Securities by that and issuer, Exchange to which Commission this communication (the “SEC”) for relates. the SEC Before registered you invest, statement you and should the read other the documents prospectus the in issuer, the applicable has filed registration with the SEC for these more complete documents information for free by about visiting the EDGAR issuer, on and the offerings. SEC website You at may get documents www.sec.gov. related Alternatively, to the offerings, you can either request in hard a prospectus copy or electronic and any other form, sales by calling representative. toll-free +1 The 888 SEC 227 registered 2275 (Extension offerings 2-3430) described or by in calling this your brochure Insurance are Corporation not bank deposits (“FDIC”) and or any are other not insured governmental by the Federal agency, Deposit or instrumentality. Investment This factsheet Information does not, by itself, constitute an offering of any specific structured sample product investment. terms, illustrative Any figures and or terms are no provided indication in of this what factsheet actual are and terms fees or will returns have will on be. your This returns. factsheet The does terms not of consider each product the effect vary from taxes offering should obtain to offering. and carefully Before making read the an legal investment documents in any relating product, to that you product evaluate offering, the investment which will and contain provide additional important information disclosures needed regarding to risks, complete fees and expenses. description, Additionally, terms and such conditions legal documents of that product. will contain the only Certain Risk Considerations Some investments, of the risks generally, related are to described the Notes, below. specifically, Before and investing structured in any document structured for investment, a detailed you explanation should read of the the terms, relevant risks, prospectus tax treatment or offering and other your financial, relevant information tax and legal of advisors the investment. before investing. We also urge you to consult If You the May closing Lose value Some of or the All reference of Your asset Initial at Investment maturity is lower than a pre-downside determined risk barrier as the level/value, reference asset. the Notes You expose could lose investors some to or the all of same your principal sufficient invested, to offset and any such the coupons losses at paid maturity. on the Notes may not be Any Issuer payment Credit Risk to be made on the structured investments, including any obligations payment of as principal, they come depends due. As on a the result, ability the of actual the issuer and perceived to meet its investment. creditworthiness In the of event the issuer the issuer may was affect to the default market on value its obligations, of the structured you may structured not receive investments. the amounts owed to you under the terms of the No As a Rights holder to of the the Reference Notes, you Asset will not have any rights (including any voting rights holders or of rights any reference to receive asset cash or dividends components or other of the distributions) reference asset that the would have. The Potential Notes Early are subject Exit to an early redemption feature which provides that the consent Issuer on may a pre-determined redeem the Notes date(s) at its . If sole the discretion Issuer exercises without this your right, the the Notes stated will be maturity redeemed date on and a date you may (the not “early be redemption able to reinvest date”) any prior amounts than similar received risk on and the yield. early redemption The Issuer’s date right in to a redeem comparable the Notes investment may also with adversely and the price impact at which your ability they may to sell be your sold. Notes in any secondary market Limited You should Liquidity be willing to hold the structured investments to maturity. There may If the be applicable little or no offering secondary document(s) market for so a specifies, particular the structured issuer may investment. intend to make however, a secondary they are not market required in the to structured do so and investments. may stop at any If they time, do, and structured there may not investments be a trading prior market to their in the maturity, structured you investments. may have to If sell you them sell at a substantial loss. Certain Built-in Costs are Likely to Adversely Affect the Value of the Structured The original Investments issue price of Prior a structured to Maturity investment includes the agent’s commission and the cost of hedging the issuer’s obligations under the conditions structured investments. or any other relevant As a result, factors, assuming the price, no change if any, at in which market the issuer investments or an affiliate from you of in the secondary issuer will market be willing transactions to purchase may structured be lower than the structured original investment issue price, could and any result sale in prior a substantial to the maturity loss to date you. of the Market Risk/Price Volatility/Historical Results Not Indicative of Future Performance Movements in value of the reference asset and the respective components, if and applicable, interrelated are political, unpredictable economic, and volatile, financial, and regulatory, are influenced geographic, by complex value judicial of and the other reference factors. asset As will a result, rise or it fall is impossible during the to term predict of the whether structured the investment. asset should The not historical be taken as or an hypothetical indication performance of the future of performance the reference of the the reference maturity asset. payment Changes on the in the structured value of the investment. reference Therefore, asset will you determine may the receive value less, of the and reference potentially asset substantially declines. less, As such, than you the should principal be invested willing if and able to bear the loss of some or all of the principal invested. In of addition the structured to the investment value of the will reference be affected asset by on a any number day, the of economic market value and market expected factors volatility that of may the either reference offset asset or magnify or its underlying each other, components, including: the if yield applicable; rates in the the time market to maturity generally; of the a variety structured of economic, investments; financial, interest political, and regulatory investments; or and judicial the events; creditworthiness supply and of demand the issuer, for including the structured actual or anticipated downgrades in the credit ratings of the issuer. At Maturity, You Must Be Willing and Able to Own Shares of the At Reference maturity, Asset instead that of are paying Worth you Substantially a cash amount, Less the Than issuer Their has Initial the right Price to applicable, deliver to with you a a market fixed number value that of shares may be of substantially the reference less asset, than if the value should of be such willing shares to own, on the at trade maturity, date. shares Before of investing the reference in the asset Notes, that you are worth your Notes. substantially less than the value of such shares when you purchased The The Notes Return do on not the have Notes the Will same Not price Exceed appreciation the Coupons potential Payable as the reference reference asset asset to has which increased they are from linked the value because set on even the if trade the value date of to the its the closing principal value amount at maturity, of the the Notes. payment Your to return you at on maturity the Notes will is not limited exceed to the the coupons reference received asset performs. during the In contrast, term of the owning Notes the regardless shares of of the how well reference asset will entitle you to the full appreciation of such shares. The Payment at Maturity Is Based on the Value of the Reference Asset at Maturity If the closing value of the reference asset at maturity is less than the value set loss. on The the payment trade date, at maturity then your is principal not based invested on any will value be of subject the reference to such asset value at of any the reference time other asset than drops the closing precipitously value at at maturity. maturity, Therefore, the value if of the the of payment a cash at payment maturity or on shares your of Notes the reference that you receive asset), (whether if any, will in be the form been significantly linked to less the than value it would of the have reference been asset had your at a time payment prior at to maturity such drop. Potential The issuer Conflicts of a structured of Interests investment and its affiliates may serve in a variety serve as of the roles calculation in connection agent with and the hedging investment the issuer’s including obligation acting under as could the structured investment. investments, The calculation including agent calculating will make determinations the amounts payable related to to you the levels under or the values structured or any investments other affected and variable making under judgments certain related circumstances. to the In affiliates performing are potentially these duties, adverse the economic to your interests interests as of an the investor issuer in and the its structured investments. In Capital addition, Inc. (“WIM”), the Wealth may and offer Investment structured Management investments division issued of by Barclays Barclays Bank so. WIM, PLC, functioning an affiliate in of the WIM, United to its States clients through and be compensated Barclays Capital for Inc. doing , will be distribution acting as of agent such for structured Barclays investments Bank PLC in connection to you and, with as such, the its role may or investment create a potential adviser, and conflict is not of representing interest. WIM you is not in any acting capacity as your with agent respect considering to any whether purchase to invest of such in structured such investments investments through by you. WIM, If we you are strongly assess the urge merits you of to such seek investment. independent financial and investment advice to