Preliminary Pricing Supplement (To the Prospectus dated July 19, 2013, the Prospectus Supplement dated July 19, 2013 and the Index Supplement dated July 19, 2013) Filed Pursuant to Rule 424(b)(2) Registration No. 333-190038

The information in this preliminary pricing supplement is not complete and may be changed. This preliminary pricing supplement and the accompanying prospectus, prospectus supplement and index supplement do not constitute an offer to sell these securities, and we are not soliciting an offer to buy these securities in any state where the offer or sale is not permitted.

Subject to Completion

Preliminary Pricing Supplement dated November 28, 2014

$[—]   Notes due December 6, 2021   Linked to the Performance of an Equally Weighted Basket of Indices   Global Medium-Term Notes, Series A

Terms used in this preliminary pricing supplement, but not defined herein, shall have the meanings ascribed to them in the prospectus supplement.

Issuer:	Barclays Bank PLC
Basket Initial Valuation Date:	December 1, 2014
Issue Date:	December 4, 2014
Basket Final Valuation Date:*	December 1, 2021
Maturity Date:*	December 6, 2021
Reference Asset:	An equally weighted basket of the following equity-based indices (each a “Basket Component” and collectively, the “Basket Components”):

Index	Bloomberg Ticker Symbol	Initial Level
S&P 500® Index	SPX <Index>	[—]
EURO STOXX 50® Index	SX5E <Index>	[—]
Nikkei Stock Average Index	NKY <Index>	[—]

Minimum Percentage:	7.00%
Maximum Return:	44.00%
Payment at Maturity:	If you hold your Notes to maturity, you will receive on the Maturity Date (in each case, subject to our credit risk) a cash payment per $1,000 principal amount Note that you hold determined as follows: •     If the Basket Return is less than or equal to the Minimum Percentage, you will receive a payment per $1,000 principal amount Note that you hold calculated as follows: $1,000 + [$1,000 × Minimum Percentage] •     If the Basket Return is greater than the Minimum Percentage, you will receive a payment per $1,000 principal amount Note that you hold calculated as follows, subject to the Maximum Return: $1,000 + [$1,000 × Basket Return] If the Basket Return is equal to or greater than 44.00%, you will receive a payment at maturity of $1,440.00 per $1,000 principal amount Note that you hold, the maximum possible payment on the Notes. Any payment on the Notes, including any principal protection feature at maturity, is subject to the creditworthiness of the Issuer and is not guaranteed by any third party. For a description of risks with respect to the ability of Barclays Bank PLC to satisfy its obligations as they come due, see “Credit of Issuer” in this preliminary pricing supplement.
Basket Return:	The Basket Return is the arithmetic average of the Basket Component Returns for each Basket Component.
Basket Component Return:	For any Basket Component, the performance of such Basket Component from its Initial Level to its Final Level, calculated as follows: Final Level – Initial Level Initial Level
Initial Level:	With respect to a Basket Component, the Index Closing Level of such Basket Component on the Basket Initial Valuation Date, as set forth in the table above.
Final Level:	With respect to a Basket Component, the Index Closing Level of such Basket Component on the Basket Final Valuation Date.

[Terms of the Notes Continue on the Next Page]

	Initial Issue Price(1)(2)	Price to Public	Agent’s Commission(3)	Proceeds to Barclays Bank PLC
Per Note	$1,000	100%	3.00%	97.00%
Total	$[—]	$[—]	$[—]	$[—]

(1) Because dealers who purchase the Notes for sale to certain fee-based advisory accounts may forego some or all selling concessions, fees or commissions, the public offering price for investors purchasing the Notes in such fee-based advisory accounts may be between $970.00 and $1,000 per Note. 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.

(2) Our estimated value of the Notes on the Basket Initial Valuation Date, based on our internal pricing models, is expected to be between $934.60 and $944.60 per Note. The estimated value is expected to be less than the initial issue price of the Notes. See “Additional Information Regarding Our Estimated Value of the Notes” on page PPS-4 of this preliminary pricing supplement.

(3) Barclays Capital Inc. will receive commissions from the Issuer equal to 3.00% of the principal amount of the notes, or $30.00 per $1,000 principal amount, and may retain all or a portion of these commissions or use all or a portion of these commissions to pay selling concessions or fees to other dealers.

Investing in the Notes involves a number of risks. See “Risk Factors” beginning on page S-6 of the prospectus supplement and “Selected Risk Considerations” beginning on page PPS-10 of this preliminary pricing supplement.

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 preliminary pricing supplement is truthful or complete. Any representation to the contrary is a criminal offense.

Terms of Notes Continued

Initial Level:	With respect to a Basket Component, the Index Closing Level of such Basket Component on the Basket Initial Valuation Date, as set forth in the table above.
Index Closing Level:	With respect to a Basket Component on any date, the official closing level of such Basket Component on that date as displayed on the applicable Bloomberg Professional® service page as set forth in the table above or any successor page on Bloomberg Professional® service or any successor service, as applicable. In certain circumstances, the Index Closing Level of a Basket Component will be based on the alternate calculation as described in “Reference Assets—Indices—Adjustments Relating to Securities with the Reference Asset Comprised of an Index or Indices” in the accompanying prospectus supplement.
Reference Asset Business Day:	A day that is a scheduled trading day with respect to each Basket Component on which no Market Disruption Event occurs or is continuing with respect to any Basket Component. The term “scheduled trading day”, with respect to each Basket Component, has the meaning set forth under “Reference Assets—Indices—Market Disruption Events for Securities with the Reference Asset Comprised of an Index or Indices of Equity Securities” in the accompanying prospectus supplement.
Denominations:	Minimum denomination of $1,000, and integral multiples of $1,000 in excess thereof
Calculation Agent:	Barclays Bank PLC
CUSIP/ISIN:	06741UMK7 / US06741UMK78

* Subject to postponement, as described under “Selected Purchase Considerations—Reference Asset Business Days and Market Disruption Events” in this preliminary pricing supplement.

PPS-2

ADDITIONAL TERMS SPECIFIC TO THE NOTES

You should read this preliminary pricing supplement together with the prospectus dated July 19, 2013, as supplemented by the prospectus supplement dated July 19, 2013 relating to our Global Medium-Term Notes, Series A, of which these Notes are a part. This preliminary 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, 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.

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):

• Prospectus dated July  19, 2013

http://www.sec.gov/Archives/edgar/data/312070/000119312513295636/d570220df3asr.htm

• Prospectus Supplement dated July  19, 2013

http://www.sec.gov/Archives/edgar/data/312070/000119312513295715/d570220d424b3.htm

• Index Supplement dated July  19, 2013

http://www.sec.gov/Archives/edgar/data/312070/000119312513295727/d570220d424b3.htm

Our SEC file number is 1-10257. As used in this preliminary pricing supplement, the “Company,” “we,” “us,” or “our” refers to Barclays Bank PLC.

PPS-3

ADDITIONAL INFORMATION REGARDING OUR ESTIMATED VALUE OF THE NOTES

The final terms for the Notes will be determined on the date the Notes are initially priced for sale to the public, which we refer to as the Basket Initial Valuation Date, based on prevailing market conditions on the Basket Initial Valuation Date, and will be communicated to investors either orally or in a final pricing supplement.

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 Basket Initial Valuation Date is based on our internal funding rates. Our estimated value of the Notes may be lower if such valuation were based on the levels at which our benchmark debt securities trade in the secondary market.

Our estimated value of the notes on the Basket Initial Valuation Date is expected to be 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 is expected to result from several factors, including any sales commissions expected to be paid to Barclays Capital Inc. or another affiliate of ours, any selling concessions, discounts, commissions or fees expected 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.

Our estimated value on the Basket 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.

Assuming that all relevant factors remain constant after the Basket 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 Basket Initial Valuation Date for a temporary period expected to be approximately six months after the initial issue date of the Notes 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, including the tenor of the Notes and 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.

We urge you to read the “Selected Risk Considerations” beginning on page PPS-10 of this preliminary pricing supplement.

You may revoke your offer to purchase the Notes at any time prior to the Basket Initial Valuation Date. We reserve the right to change the terms of, or reject any offer to purchase, the Notes prior to their Initial Valuation Date. In the event of any changes to the terms of the Notes, we will notify you and you will be asked to accept such changes in connection with your purchase. You may also choose to reject such changes in which case we may reject your offer to purchase.

PPS-4

HYPOTHETICAL EXAMPLES OF AMOUNTS PAYABLE ON THE NOTES

Illustrative Calculations of Basket Component Returns, Basket Return and the Payment at Maturity

The following example sets forth the methodology used to calculate the Basket Component Returns of each Basket Component and the Basket Return. The numbers set forth in the following example, which have been rounded for ease of reference, are purely hypothetical and are provided for illustrative purposes only and do not relate to the actual Index Closing Level of any Basket Component on the Basket Initial Valuation Date or the Basket Final Valuation Date. We cannot predict the Basket Component Returns of any of the Basket Components or the Basket Return.

This example makes the following key assumptions:

• Hypothetical Initial Level of each Basket Component: 100.00*

• Final Level for each Basket component as noted in the table below

• Minimum Percentage: 7.00%

• Maximum Return: 44.00%

Basket Component	Initial Level	Final Level	Basket Component Return
S&P 500® Index	100.00	115.00	15.00%
EURO STOXX 50® Index	100.00	130.00	30.00%
Nikkei Stock Average Index	100.00	85.00	-15.00%

* The hypothetical Initial Level of 100.00 for each Basket Component has been chosen for illustrative purposes only and does not represent an actual likely Initial Level for any Basket Component. The actual Initial Level for each Basket Component will be equal to the Index Closing Level of such Basket Component on the Basket Initial Valuation Date. For information about recent actual levels of each Basket Component, please see “The Basket Components” below in this preliminary pricing supplement.

Step 1: Calculate the Basket Component Return of each Basket Component.

As the table above demonstrates, the Basket Component Return for each Basket Component will be equal to the performance of the Basket Component from its Initial Level to its Final Level, calculated as follows:

Final Level – Initial Level

Initial Level

Step 2: Calculate the Basket Return.

The Basket Return will be equal to the arithmetic average of the Basket Component Returns for each Basket Component. Accordingly, the Basket Return is equal to 10.00%.

Step 3: Calculate the payment at maturity.

Because the Basket Return is greater than the Minimum Percentage and less than the Maximum Return, you will receive a payment at maturity of $1,100.00 per $1,000 principal amount Note that you hold, calculated as follows:

$1,000 + [$1,000 × Basket Return]

$1,000 + [$1,000 × 10.00%] = $1,100.00

In this example, the total return on investment of the Notes is equal to the Basket Return of 10.00%.

PPS-5

Hypothetical Examples of Amounts Payable at Maturity

The following table illustrates the hypothetical total return at maturity on the Notes. The “total return” as used in this preliminary 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 assumptions:

• Minimum Percentage: 7.00%

• Maximum Return: 44.00%

For a detailed description of how the Basket Component Returns of each Basket Component, the Basket Return and the payment at maturity will be calculated, please see “Illustrative Calculations of Basket Component Returns, Basket Return and Payment at Maturity” above.

Example 1: The Basket Return is greater than the Minimum Percentage and less than the Maximum Return.

Basket Component	Basket Component Return
S&P 500® Index	10.00%
EURO STOXX 50® Index	12.00%
Nikkei Stock Average Index	5.00%

The Basket Return is equal to the arithmetic average of the Basket Component Returns. The Basket Return is therefore equal to 9.00%.

Because the Basket Return of 9.00% is greater than the Minimum Percentage of 7.00% and less than the Maximum Return of 44.00%, the investor receives a payment at maturity of $1,090.00 per $1,000 principal amount Note, calculated as follows:

$1,000 + [$1,000 × Basket Return]

$1,000 + [$1,000 × 9.00%] = $1,090.00

The return on investment of the Notes is equal to 9.00%.

Example 2: The Basket Return is positive but is less than the Minimum Percentage.

Basket Component	Basket Component Return
S&P 500® Index	-10.00%
EURO STOXX 50® Index	15.00%
Nikkei Stock Average Index	2.50%

The Basket Return is equal to the arithmetic average of the Basket Component Returns. The Basket Return is therefore equal to 2.50%.

Because the Basket Return of 2.50% is less than the Minimum Percentage of 7.00%, the investor receives a payment at maturity of $1,070.00 per $1,000 principal amount Note, calculated as follows:

$1,000 + [$1,000 × Minimum Percentage]

$1,000 + [$1,000 × 7.00%] = $1,070.00

The return on investment of the Notes is equal to 7.00%.

Example 3: The Basket Return is greater than the Maximum Return.

Basket Component	Basket Component Return
S&P 500® Index	40.00%
EURO STOXX 50® Index	50.00%
Nikkei Stock Average Index	60.00%

The Basket Return is equal to the arithmetic average of the Basket Component Returns. The Basket Return is therefore equal to 50.00%.

Because the Basket Return of 50.00% is greater than the Maximum Return of 44.00%, the investor receives a payment at maturity of $1,440.00 per $1,000 principal amount Note, the maximum possible payment on the Notes.

The return on investment of the Notes is equal to 44.00%.

PPS-6

Example 4: The Basket Return is negative.

Basket Component	Basket Component Return
S&P 500® Index	5.00%
EURO STOXX 50® Index	-20.00%
Nikkei Stock Average Index	-15.00%

The Basket Return is equal to the arithmetic average of the Basket Component Returns for each Basket Component. The Basket Return is therefore equal to -10.00%.

Because the Basket Return of -10.00% is less than the Minimum Percentage of 7.00%, the investor receives a payment at maturity of $1,070.00 per $1,000 principal amount Note, calculated as follows:

$1,000 + [$1,000 × Minimum Percentage]

$1,000 + [$1,000 × 7.00%] = $1,070.00

The return on investment of the Notes is equal to 7.00%.

PPS-7

SELECTED PURCHASE CONSIDERATIONS

• Reference Asset Business Days and Market Disruption Events—The Final Valuation Date and the Maturity Date are subject to postponement in the event that the Final Valuation Date is not a Reference Asset Business Day. If the Calculation Agent determines that the Final Valuation Date is not a Reference Asset Business Day, the Final Valuation Date will be postponed. If such postponement occurs, the Final Level of each Basket Component will be determined using the Index Closing Levels on the first following Reference Asset Business Day. In no event, however, will the Final Valuation Date be postponed by more than five Reference Asset Business Days (or days that would have been Reference Asset Business Days but for the occurrence of a Market Disruption Event). If the Calculation Agent determines that a Market Disruption Event occurs or is continuing in respect of any Basket Component on such fifth day, the Calculation Agent will determine the Index Closing Level of any Basket Component unaffected by such Market Disruption Event using the Index Closing Level on such fifth day, and will make an estimate of the Index Closing Level of any Basket Component affected by such Market Disruption Event that would have prevailed on such fifth day in the absence of such Market Disruption Event.

In the event that the Final Valuation Date is postponed, the Maturity Date will be postponed such that the number of business days between the Final Valuation Date and the Maturity Date remains the same. Notwithstanding anything to the contrary in the accompanying prospectus supplement, the Final Valuation Date may be postponed by up to five Reference Asset Business Days (as described above) due to the occurrence or continuance of a Market Disruption Event on such date.

For a description of what constitutes a Market Disruption Event with respect to the Basket Components, see “Reference Assets—Indices—Market Disruption Events for Securities with the Reference Asset Comprised of an Index or Indices of Equity Securities” in the accompanying prospectus supplement.

• Adjustments to the Basket Components—The payment you will receive at maturity may be subject to adjustment in certain circumstances. For a description of adjustments that may affect the Basket Components, see “Reference Assets—Indices—Adjustments Relating to Securities with the Reference Asset Comprised of an Index” in the accompanying prospectus supplement.

• Exposure to the Basket Components—The Notes are linked to an equally weighted basket comprised of the S&P 500^® Index (the “S&P 500 Index”), the EURO STOXX 50^® Index (the “Euro Stoxx 50 Index”) and the Nikkei Stock Average Index. The S&P 500 Index consists of 500 component stocks selected to provide a performance benchmark for the U.S. equity markets. The EURO STOXX 50 Index is comprised of fifty European blue-chip companies from within the Eurozone portion of the STOXX 600 Supersector indices. The Nikkei Stock Average Index is a modified price-weighted stock index that measures the composite price performance of 225 underlying stocks trading on the First Section of the Tokyo Stock Exchange, representing a broad cross-section of Japanese industries. For more information about the Basket Components, please see “Information Regarding the Basket Components” in this preliminary pricing supplement.

• Material U.S. Federal Income Tax Considerations—The material tax consequences of your investment in the Notes are summarized below. The discussion below supplements the discussion under “Certain U.S. Federal Income Tax Considerations” in the accompanying prospectus supplement. Except as noted under “Non-U.S. Holders” below, this section applies to you only if you are a U.S. holder (as defined in the accompanying prospectus supplement) and you hold your Notes as capital assets for tax purposes and does not apply to you if you are a member of a class of holders subject to special rules or are otherwise excluded from the discussion in the prospectus supplement. In addition, this discussion applies to you only if you are an initial purchaser of the Notes; if you are a secondary purchaser of the Notes, tax consequences to you may be different.

The following section is the opinion of our special tax counsel, Sullivan & Cromwell LLP, and it assumes that the description of the terms of the Notes in this preliminary pricing supplement is materially correct. The Notes will be treated as debt instruments subject to special rules governing contingent payment debt instruments for U.S. federal income tax purposes. Under these rules, if you are a U.S. individual or taxable entity, you generally will 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. In addition, any gain you may recognize on the sale or maturity of the Notes would be taxed as ordinary interest income and any loss you may recognize on the sale or maturity of the Notes would generally be ordinary loss to the extent of the interest you previously included as income in respect of the Notes and thereafter would be capital loss. If you are a noncorporate holder, you would generally be able to use such ordinary loss to offset your income only in the taxable year in which you recognize the ordinary loss and would generally not be able to carry such ordinary loss forward or back to offset income in other taxable years.

If you purchase your Notes for an amount that differs from the principal amount of the Notes, you may be subject to special tax rules as described in “Certain U.S. Federal Income Tax Considerations—U.S. Federal Income Tax Treatment of the Notes as Indebtedness for U.S. Federal Income Tax Purposes—Contingent Payment Debt Instruments” in the accompanying prospectus supplement (in particular, the rules that apply when a U.S. holder purchases a contingent payment debt instrument for an amount that differs from the adjusted issue price of that contingent payment debt instrument at the time of the purchase). These rules are complex and therefore individuals are urged to consult their tax advisors regarding these rules.

PPS-8

For a further discussion of the tax treatment of your Notes, including information regarding obtaining the comparable yield for your Notes and the tax consequences to secondary purchasers of the Notes, please see the discussion under the heading “Certain U.S. Federal Income Tax Considerations—U.S. Federal Income Tax Treatment of the Notes as Indebtedness for U.S. Federal Income Tax Purposes—Contingent Payment Debt Instruments” in the accompanying prospectus supplement.

Non-U.S. Holders. Barclays currently does not withhold on payments treated as interest to non-U.S. holders in respect of instruments such as the Notes. However, if Barclays determines that there is a material risk that it will be required to withhold on any such payments, Barclays may withhold on any payments at a 30% rate, unless you have provided to Barclays an appropriate and valid Internal Revenue Service Form W-8. Non-U.S. holders will also be subject to the general rules regarding information reporting and backup withholding as described under the heading “Certain U.S. Federal Income Tax Considerations—Information Reporting and Backup Withholding—” in the accompanying prospectus supplement.

PPS-9

SELECTED RISK CONSIDERATIONS

An investment in the Notes involves significant risks. Investing in the Notes is not equivalent to investing directly in the Basket 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:

• “Risk Factors—Risks Relating to All Securities”;

• “Risk Factors—Additional Risks Relating to Securities Based on a Basket Comprised of More Than One Reference Asset”;

• Risk Factors—Additional Risks Relating to Securities with Reference Assets That Are Equity Securities or Shares or Other Interests in Exchange-Traded Funds, That Contain Equity Securities or Shares or Other Interests in Exchange-Traded Funds or That Are Based in Part on Equity Securities or Shares or Other Interests in Exchange-Traded Funds”;

• “Risk Factors—Additional Risks Relating to Securities with a Maximum Return, Maximum Rate, Ceiling or Cap”;

• “Risk Factors—Additional Risks Relating to Notes Which Are Characterized as Benefitting from Full Principal Protection”;

• “Risk Factors—Additional Risks Relating to Notes Which Pay No Interest or Pay Interest at a Low Rate”; and

• “Risk Factors—Additional Risks Relating to Notes Treated for U.S. Federal Income Tax Purposes as Contingent Payment Debt Instruments”.

In addition to the risks described above, you should consider the following:

• You Will Not Receive Any Interest or Periodic Coupon Payments; Your Return on the Notes Will be Limited to the Payment That You Receive at Maturity—Your return on the Notes is limited to the payment that you will receive at maturity, which is approximately seven years after the issue date. You will not receive any payments on the Notes prior to maturity. The return at maturity of the principal amount of your Notes (plus any payment that you receive 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.

Any payment due on the Notes, including the return of any principal due at maturity, is subject to the creditworthiness of the issuer, as described under “Credit of Issuer” above.

• The Payment at Maturity of Your Notes is Not Based on the Levels of the Basket Components at Any Time Other than the Index Closing Levels of on the Basket Final Valuation Date—The Basket Component Return of each Basket Component (and, in turn, the Basket Return) will be based solely on the Final Level of each Basket Component as compared to their respective Initial Levels. Therefore, if the level of one or more Basket Components drops precipitously on the Basket Final Valuation Date, the payment at maturity that you will receive for your Notes may be significantly less than it would otherwise have been had such payment been linked to the levels of the Basket Components at any time prior to such drop.

• Negative Basket Component Returns With Respect to any Basket Will Mitigate the Effect Of, and May Completely Offset, Positive Basket Component Returns of other Basket Components—Negative Basket Component Returns with respect to one or more Basket Components will mitigate the effect of, and may completely offset, positive Basket Component Returns of other Basket Components. If the Basket Component Returns with respect to one or more Basket Components is negative, the Basket Return may in turn also be negative (or positive but less than the Minimum Percentage), and the return at maturity on your Notes will be limited to the Minimum Percentage.

• Your Maximum Gain on the Notes is Limited to the Maximum Return—If the Basket Return is greater than the Minimum Percentage, for each $1,000 principal amount Note that you hold, you will receive at maturity $1,000 plus an additional amount that will not exceed $1,000 multiplied by the Maximum Return. Accordingly, the maximum payment that you may receive at maturity will be $1,440.00 per $1,000 principal amount Note that you hold.

• Credit of Issuer—The 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, including any principal protection provided at maturity, depends on 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.

• Non-U.S. Securities Market Risks—The stocks underlying the EURO STOXX 50 Index and the Nikkei Stock Average Index are issued by foreign companies in foreign securities markets. These stocks may be more volatile and may be subject to different political, market, economic, exchange rate, regulatory and other risks which may have a negative impact on the performance of the financial products linked to an index that includes these stocks, which may have an adverse effect on the Notes. Also, the public availability of information concerning the issuers of stocks included in the EURO STOXX 50 Index and the Nikkei Stock Average Index will vary depending on their home jurisdiction and the reporting requirements imposed by their respective regulators. In addition, the issuers of the stocks included in such Basket Components may be subject to accounting, auditing and financial reporting standards and requirement that differ from those applicable to United States reporting companies.

PPS-10

• The Notes are Subject to Currency Exchange Rate Risk—The component stocks of the EURO STOXX 50 Index and the Nikkei Stock Average Index are traded and quoted in foreign currencies on non-U.S. markets. Therefore, holders of the Notes will be exposed to currency exchange rate risk with respect to the currencies in which the stocks comprising such Basket Components are denominated. Currency exchange rates may be subject to a high degree of fluctuation due to changes in interest rates, the effects of monetary policies issued by the United States, foreign governments, central banks or supranational entities, the imposition of currency controls or other national or global political or economic developments. If the applicable currencies appreciate or depreciate relative to the U.S. dollar over the term of the Notes, you will not receive any additional payment or incur any reduction in your payment at maturity. If the value of the currencies in which the securities included in the Basket Components are denominated strengthens against the U.S. dollar during the term of your Notes, you may not obtain the benefit of that increase, which you would have had you owned directly the securities included in the applicable Basket Components.

• No Interest or Dividend Payments or Voting Rights—As a holder of the Notes, you will not receive interest payments, and you will not have voting rights or rights to receive cash dividends or other distributions or other rights that holders of securities composing any Basket Component would have.

• Historical Performance of the Basket Components Should Not Be Taken as Any Indication of the Future Performance of the Basket Components Over the Term of the Notes—The historical performance of a Basket Component is not an indication of the future performance of that Basket Component over the term of the Notes. The historical correlation between Basket Components is not an indication of the future correlation between them over the term of the Notes. Therefore, the performance of the Basket Components over the term of the Notes may bear no relation or resemblance to the historical performance of either of the Basket Components.

• Suitability of the Notes for Investment—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 any dealer participating in the offering makes any recommendation as to the suitability of the Notes for investment.

• The Estimated Value of Your Notes is Expected to be Lower Than the Initial Issue Price of Your Notes—The estimated value of your Notes on the Basket Initial Valuation Date is expected to be lower, and may be significantly 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 expected as a result of certain factors, such as any sales commissions expected to be paid to Barclays Capital Inc. or another affiliate of ours, any selling concessions, discounts, commissions or fees expected 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.

• 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 Market—The estimated value of your Notes on the Basket 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 values referenced above may be lower if such estimated values were based on the levels at which our benchmark debt securities trade in the secondary market.

• 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 Institutions—The estimated value of your Notes on the Basket 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.

• 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 Notes—The 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.

PPS-11

• 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 Notes—Assuming that all relevant factors remain constant after the Basket 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 Basket 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

• 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 Interest—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. Additionally, the role played by Barclays Capital Inc., as a dealer in the Notes, could present it with 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 and such compensation or financial benefit may serve as an incentive to sell these Notes instead of other investments. We may pay dealer compensation to any of our affiliates acting as agents or dealers in connection with the distribution of the Notes. Furthermore, we and our affiliates make markets in and trade various financial instruments or products for their own accounts and for the account of their 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, instruments or assets that may serve as the underliers, basket underliers or constituents of the underliers of the Notes. Such market making, trading activities, other investment banking and financial services may negatively impact the value of the Notes. Furthermore, in any such market making, trading activities, and other services, we or our affiliates may take positions or take actions that are inconsistent with, or adverse to, the investment objectives of the 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.

• Additional Potential Conflicts—In addition to the variety of roles that we and our affiliates play in connection with the issuance of the Notes described above, we also act as calculation agent and may enter into transactions to hedge our obligations under the Notes. In performing these varied duties, the economic interests of the calculation agent and other affiliates of ours are potentially adverse to your interests as an investor in the Notes.

• Lack of Liquidity—The 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.

• Many Unpredictable Factors, Including Economic and Market Factors, Will Impact the Value of the Notes—In addition to the levels of the Basket Components on any day, and in addition to the factors set forth above, the value of the Notes will be affected by a number of unpredictable factors including economic and market factors that interrelate in complex ways and the effect of one factor on the value of the Notes may either offset or magnify the effect of another factor, including:

• the performance of the Basket, the performance of any of the Basket Components and the volatility of the levels of the Basket Components and the securities comprising the Basket Components;

• the time to maturity of the Notes;

• the dividend rate on the securities comprising the Basket Components;

• interest and yield rates in the market generally;

• a variety of economic, financial, political, regulatory or judicial events;

• our financial condition and hedging activities;

• supply and demand for the Notes; and

• our creditworthiness, including actual or anticipated downgrades in our credit ratings.

PPS-12

INFORMATION REGARDING THE BASKET COMPONENTS

The S&P 500 Index

As noted above, the S&P 500 Index is intended to provide an indication of the pattern of stock price movement in the U.S. equities market. The daily calculation of the level of the S&P 500 Index, discussed in further detail in the accompanying index supplement, is based on the aggregate market value of the common stocks of 500 leading companies in leading industries of the U.S. economy as of a particular time compared to the aggregate average market value of the common stocks of 500 similar companies during the base period of the years 1941 through 1943.

For more information about the S&P 500 Index, the index sponsor and license agreement between the index sponsor and the issuer, as well as certain risk factors that you should consider, see “Non-Proprietary Indices—Equity Indices—S&P 500^® Index” and “Risk Factors” on page IS-36 and IS-2, respectively, of the accompanying index supplement.

Historical Performance of the S&P 500 Index

You should not take the historical levels of the S&P 500 Index as an indication of the future performance of the S&P 500 Index. The level of the S&P 500 Index has fluctuated in the past and may, in the future, experience significant fluctuations. Any historical upward or downward trend in the level during any period shown below is not an indication that the S&P 500 Index is more or less likely to increase or decrease at any time during the life of the Notes.

Neither we nor any of our affiliates make any representation to you as to the performance of the S&P 500 Index. The actual performance of the S&P 500 Index over the life of the Notes, as well as the payment at maturity, may bear little relation to the historical levels shown below.

The table below shows the high, low and final Closing Level of the S&P 500 Index for each of the four calendar quarters in 2008, 2009, 2010, 2011, 2012, 2013 and 2014 (through November 24, 2014). We obtained the Closing Levels listed in the table below and shown in the graph below from Bloomberg, L.P. We have not independently verified the accuracy or completeness of the information obtained from Bloomberg, L.P.

Period/Quarter Ended	Quarterly High		Quarterly Low		Quarterly Close
March 31, 2008		1,447.16		1,273.37		1,322.70
June 30, 2008		1,426.63		1,278.38		1,280.00
September 30, 2008		1,305.32		1,106.39		1,166.36
December 31, 2008		1,161.06		752.44		903.25
March 31, 2009		934.70		676.53		797.87
June 30, 2009		946.21		811.08		919.32
September 30, 2009		1,071.66		879.13		1,057.08
December 31, 2009		1,127.78		1,025.21		1,115.10
March 31, 2010		1,174.17		1,056.74		1,169.43
June 30, 2010		1,217.28		1,030.71		1,030.71
September 30, 2010		1,148.67		1,022.58		1,141.20
December 31, 2010		1,259.78		1,137.03		1,257.64
March 31, 2011		1,343.01		1,256.88		1,325.83
June 30, 2011		1,363.61		1,265.42		1,320.64
September 30, 2011		1,353.22		1,119.46		1,131.42
December 31, 2011		1,285.09		1,099.23		1,257.60
March 31, 2012		1,416.51		1,277.06		1,408.47
June 30, 2012		1,419.04		1,278.04		1,362.16
September 30, 2012		1,465.77		1,334.76		1,440.67
December 31, 2012		1,461.40		1,353.33		1,426.19
March 31, 2013		1,569.19		1,457.15		1,569.19
June 30, 2013		1,669.16		1,541.61		1,606.28
September 30, 2013		1,725.52		1,614.08		1,681.55
December 31, 2013		1,848.36		1,655.45		1,848.36
March 31, 2014		1,878.04		1,741.89		1,872.34
June 30, 2014		1,962.87		1,815.69		1,960.23
September 30, 2014		2,011.36		1,909.57		1,972.29
November 24, 2014*		2,069.41		1,862.49		2,069.41

* For the period commencing July 1, 2014 and ending on November 24, 2014

PPS-13

The following graph sets forth the historical performance of Index the based on daily Closing Levels from January 1, 2008 through November 24, 2014. The Closing Level of the S&P 500 Index on November 24, 2014 was 2,069.41.

PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS

PPS-14

The EURO STOXX 50 Index

As noted above, the EURO STOXX 50 Index provides a blue-chip representation of supersector leaders in the Eurozone. The EURO STOXX 50 Index represents supersector leaders in the Eurozone in terms of free-float market capitalization and covers fifty stocks from twelve Eurozone countries: Austria, Belgium, Finland, France, Germany, Greece, Ireland, Italy, Luxembourg, the Netherlands, Portugal and Spain.

For more details about the EURO STOXX 50 Index, the index sponsor and license agreement between the index sponsor and the issuer, as well as certain risk factors that you should consider, see “Reference Assets—Non-Proprietary Indices-Equity Indices—EURO STOXX 50^® Index” and “Risk Factors” on page IS-8 and IS-2, respectively, of the accompanying index supplement.

Historical Performance of the EURO STOXX 50 Index

You should not take the historical levels of the EURO STOXX 50 Index as an indication of the future performance of the EURO STOXX 50 Index. The level of the EURO STOXX 50 Index has fluctuated in the past and may, in the future, experience significant fluctuations. Any historical upward or downward trend in the level of the EURO STOXX 50 Index during any period shown below is not an indication that the Index is more or less likely to increase or decrease at any time during the life of the Notes.

Neither we nor any of our affiliates make any representation to you as to the performance of the EURO STOXX 50 Index. The actual performance of the EURO STOXX 50 Index over the life of the Notes, as well as the payment at maturity, may bear little relation to the historical levels shown below.

The table below shows the high, low and final Index Closing Levels for each of the four calendar quarters in 2008, 2009, 2010, 2011, 2012, 2013 and 2014 (through November 24, 2014). We obtained the Index Closing Levels listed in the table below and shown in the graph below from Bloomberg, L.P. We have not independently verified the accuracy or completeness of the information obtained from Bloomberg, L.P.

Period/Quarter Ended	Quarterly High		Quarterly Low		Quarterly Close
March 31, 2008		4,339.23		3,431.82		3,628.06
June 30, 2008		3,882.28		3,340.27		3,352.81
September 30, 2008		3,445.66		3,000.83		3,038.20
December 31, 2008		3,113.82		2,165.91		2,447.62
March 31, 2009		2,578.43		1,809.98		2,071.13
June 30, 2009		2,537.35		2,097.57		2,401.69
September 30, 2009		2,899.12		2,281.47		2,872.63
December 31, 2009		2,992.08		2,712.30		2,964.96
March 31, 2010		3,017.85		2,631.64		2,931.16
June 30, 2010		3,012.65		2,488.50		2,573.32
September 30, 2010		2,827.27		2,507.83		2,747.90
December 31, 2010		2,890.64		2,650.99		2,792.82
March 31, 2011		3,068.00		2,721.24		2,910.91
June 30, 2011		3,011.25		2,715.88		2,848.53
September 30, 2011		2,875.67		1,995.01		2,179.66
December 31, 2011		2,476.92		2,090.25		2,316.55
March 31, 2012		2,608.42		2,286.45		2,477.28
June 30, 2012		2,501.18		2,068.66		2,264.72
September 30, 2012		2,594.56		2,151.54		2,454.26
December 31, 2012		2,659.95		2,427.32		2,635.93
March 31, 2013		2,749.27		2,570.52		2,624.02
June 30, 2013		2,835.87		2,511.83		2,602.59
September 30, 2013		2,936.20		2,570.76		2,893.15
December 31, 2013		3,111.37		2,902.12		3,109.00
March 31, 2014		3,172.43		2,962.49		3,161.60
June 30, 2014		3,314.80		3,091.52		3,228.24
September 30, 2014		3,289.75		3,006.83		3,225.93
November 24, 2014*		3,211.70		2,874.65		3,211.70

* For the period commencing October 1, 2014 and ending on November 24, 2014

PPS-15

The following graph sets forth the historical performance of EURO STOXX 50 Index the based on daily Index Closing Levels from January 1, 2008 through November 24, 2014. The Index Closing Level on November 24, 2014 was 3,211.70.

PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS

PPS-16

The Nikkei Stock Average Index

As noted above, the Nikkei Stock Average Index is a modified price-weighted stock index that measures the composite price performance of 225 underlying stocks trading on the First Section of the Tokyo Stock Exchange, representing a broad cross-section of Japanese industries.

For more details about the Nikkei Stock Average Index, the index sponsor and license agreement between the index sponsor and the issuer, as well as certain risk factors that you should consider, see “Reference Assets—Non-Proprietary Indices-Equity Indices—Nikkei Stock Average (Nikkei 225)” and “Risk Factors” on page IS-27 and IS-2, respectively, of the accompanying index supplement.

Historical Performance of the Nikkei Stock Average Index

You should not take the historical levels of the Nikkei Stock Average Index as an indication of the future performance of the Nikkei Stock Average Index. The level of the Nikkei Stock Average Index has fluctuated in the past and may, in the future, experience significant fluctuations. Any historical upward or downward trend in the level of the Nikkei Stock Average Index during any period shown below is not an indication that the Nikkei Stock Average Index is more or less likely to increase or decrease at any time during the life of the Notes.

Neither we nor any of our affiliates make any representation to you as to the performance of the Nikkei Stock Average Index. The actual performance of the Nikkei Stock Average Index over the life of the Notes, as well as the payment at maturity, may bear little relation to the historical levels shown below.

The table below shows the high, low and final Index Closing Levels for each of the four calendar quarters in 2008, 2009, 2010, 2011, 2012, 2013 and 2014 (through November 24, 2014). We obtained the Index Closing Levels listed in the table below and shown in the graph below from Bloomberg, L.P. We have not independently verified the accuracy or completeness of the information obtained from Bloomberg, L.P.

Period/Quarter Ended	Quarterly High		Quarterly Low		Quarterly Close
March 31, 2008		14,691.41		11,787.51		12,525.54
June 30, 2008		14,489.44		12,656.42		13,481.38
September 30, 2008		13,603.31		11,259.86		11,259.86
December 31, 2008		11,368.26		7,162.90		8,859.56
March 31, 2009		9,239.24		7,054.98		8,109.53
June 30, 2009		10,135.82		8,351.91		9,958.44
September 30, 2009		10,639.71		9,050.33		10,133.23
December 31, 2009		10,638.06		9,081.52		10,546.44
March 31, 2010		11,097.14		9,932.90		11,089.94
June 30, 2010		11,339.30		9,382.64		9,382.64
September 30, 2010		9,795.24		8,824.06		9,369.35
December 31, 2010		10,370.53		9,154.72		10,228.92
March 31, 2011		10,857.53		8,605.15		9,755.10
June 30, 2011		10,004.20		9,351.40		9,816.09
September 30, 2011		10,137.73		8,374.13		8,700.29
December 31, 2011		9,050.47		8,160.01		8,455.35
March 31, 2012		10,255.15		8,378.36		10,083.56
June 30, 2012		10,109.87		8,295.63		9,006.78
September 30, 2012		9,232.21		8,365.90		8,870.16
December 31, 2012		10,395.18		8,534.12		10,395.18
March 31, 2013		12,635.69		10,486.99		12,397.91
June 30, 2013		15,627.26		12,003.43		13,677.32
September 30, 2013		14,808.50		13,338.46		14,455.80
December 31, 2013		16,291.31		13,853.32		16,291.31
March 31, 2014		16,121.45		14,008.47		14,827.83
June 30, 2014		15,376.24		13,910.16		15,162.10
September 30, 2014		16,374.14		14,778.37		16,173.52
November 24, 2014*		17,490.83		14,532.51		17,357.51

* For the period commencing October 1, 2014 and ending on November 24, 2014

PPS-17

The following graph sets forth the historical performance of Nikkei Stock Average Index the based on daily Index Closing Levels from January 1, 2008 through November 24, 2014. The Index Closing Level on November 24, 2014 was 17,357.51.

PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS

SUPPLEMENTAL PLAN OF DISTRIBUTION

We will agree to sell to Barclays Capital Inc. (the “Agent”), and the Agent will agree to purchase from us, the principal amount of the Notes, and at the price, specified on the cover of the related pricing supplement, the document that will be filed pursuant to Rule 424(b) containing the final pricing terms of the Notes. The Agent will commit to take and pay for all of the Notes, if any are taken.

PPS-18