Free Writing Prospectus - iPath Website Product Pages

FWP 1 d836141dfwp.htm FREE WRITING PROSPECTUS - IPATH WEBSITE PRODUCT PAGES Free Writing Prospectus - iPath Website Product Pages

LOGO

USA , Retail Investor , English ,

._ i Path· ., sARCLAYs

Products Product Suites About iPath ETNs About Us

tt Product Listing iPath GEMS Asia 8 ETN

Quick links Search Enter CUSIP;Ticker/Underlyer ~

Product Summary

iPath® GEMS Asia 8 ETN

The iPath”‘ GEMS Asia 8 ETN is designed to provide investors with exposure to the Barclays Global Emerging Markets Strategy (GEMS) Asia 8 Index’” (the “Index”), The ETNs are riskier than ordinary unsecured debt securities and have no principal protection. The ETNs are unsecured debt obligations of the issuer, Barclays Bank PLC, and are not, either directly or indirectly, an obligation of or guaranteed by any third party. Any payment to be made on the ETNs, including any payment at maturity or upon redemption, depends on the ability of Barclays Bank PLC to s:atisfy its obligations as they come due. An investment in the ETNs involves significant risks, including possible loss of principal and may not be suitable for all investors.

The Index is designed to provide exposure to the total return on local currencies in specified Asian markets through short-term, liquid and diversified instruments. The Index constituent currencies are the Indonesian rupiah, the Indian rupee, the Philippine peso, the South Korean won, the Thai baht, the Malaysian ringgit, the Taiwanese dollar and the Chinese yuan. Owning the ETNs is not the same as owning the Index Constituent Currencies or a security directly linked to the performance of the Index. For additional information regarding the risks associated with the ETNs, please see “Selected Risk Considerations” below.

Chart Returns Correlations ETN Coupon Index Composition

Summary Market Indicators (as of 12/03/2014) Documentation

Primary Exchange NYSE Area

Closing lndicatO/e Note Value ETNs outstanding

ETN Ticker AYT ~~ Prospectus ~~ Factsheet

Intraday Indicative Value AYT.IV1 $44.12 78,625

Ticker

Bloomberg ETN Keystroke AYT<EQUITY><GO> 113 IV/Index History

M arket Capitaliza tion 3

Bloomberg Index Ticker BXIIGMA8

Investor Fee Rate 0.89% per annum2 $3,468,935

CUSIP 06738G878

ISIN US06738G8785

Inception Date 02 April 2008

Maturity 08 April 2038

The performance quoted represents past performance and does not guarantee future results. Investment return and principal value of an investment will fluctuate so that an investment, when sold or redeemed may be worth more or less than the original cost. Current performance may be lower or higher than the performance quoted. See additional information below for how return figures are calculated.

PAST PERFORMANCE IS NOT INDICATIYE OF FUTURE RESULTS

any adjustment for the investor fee or applicable costs accruing during the course of the current day, For more information on how the intraday indicative value is calculated, please see the section “Valuation of the ETNs” in the prospectus relating to the ETNs.

The intraday indicative value is provided for reference purposes only. It is not intended as a price or quotation, or as an offer or solicitation for the purchase, sale, redemption or termination of the ETNs, nor does it reflect hedging or transaction costs, credit considerations, market liquidity, or bid-offer spreads, Published index levels from the sponsors of the indices underlying the ETNs may occasionally be subject to delay or postponement. Any such delays or postponements will affect the level of the index and therefore the intra day indicative value of the ETNs. Index levels provided by the sponsors of the indices underlying the ETNs do not necessarily reflect the depth and liquidity of the underlying markets for the index components. For this reason and others, the actual trading price of the ETNs may be different from their intra day indicative value.

The investor fee rate per ETN is 0.89% per year. The investor fee on the inception date was zero. On each subsequent calendar day until maturity or redemption, the investor fee will be equal to (1) the Investor Fee Rate times (2) the closing indicative note value on the immediately preceding calendar day (or the ex-coupon indicative value if such day was an index roll date) times (3) the daily index factor on that day (or, if such day is not an index business day, one) divided by (4) 365. The daily index factor on any index business day will equal (1) the closing level of the Index on such index business day div1ded by (2) the closing level of the Index on the immediately preceding index business day.

3.	Market Capitalization= Closing Indicative Note Value x ETNs Outstanding

Selected Risk Considerations v

An investment in the iPath ETNs described herein (the “ETNs”) involves risks, including possible loss of principal, and may not be suitable for a II investors. Selected risks are summarized here and select product specific risk factors are summarized under “Select Risk Considerations” on the relevant product pages, but we urge you to read the more detailed explanation of risks described under “Risk Factors” in the applicable product prospectus_

You May lose Some or All of Your Principal: The ETNs are exposed to any decrease in the level of the underlying index between the inception date and the applicable valuation date. Additionally, if the level of the underlying index is insufficient to offset the negative effect of the investor fee and other applicable costs, you will lose some or all of your investment at maturity or upon redemption, even if the value of such index level has increased or decreased, as the case may be. Because the ETNs are subject to an investor fee and other applicable costs, the return on the ETNs will always be lower than the total return on a direct investment in the index components. The ETNs are riskier than ordinary unsecured debt securities and have no principal protection.

Credit of Barclays Bank PLC: The ETNs are unsecured debt obligations of the issuer, Barclays Bank PLC, and are not, either directly or indirectly, an obligation of or guaranteed by any third party. Any payment to be made on the ETNs, including any payment at maturity or upon redemption, depends on the ability of Barclays Bank PLC to satisfy its obligations as they come due. As a result, the actual and perceived creditworthiness of Barclays Bank PLC will affect the market value, if any, of the ETNs prior to maturity or redemption. In addition, 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 ETNs.

Exchange Rate Risk: Because the performance of the underlying index is linked to the exchange rates between the index constituent currencies and the US dollar, the level of the underlying index may be affected by unpredictable changes in currency prices, including as a result of government action, Because some or all of the index constituent currencies do not float freely and are currently either managed or pegged by their respective governments, and the exchange rates of managed and pegged currencies tend to fluctuate significantly less than those of free-floating currencies, there is limited potential for the increase in value of the underlying index.

LOGO

Emel“ging Mal“ket Risk: The market value of the ETNs may be influenced by many unpredictable factors and may fluctuate between the date you purchase them and the maturity date or redemption date. Investments in emerging market currencies carries the risk of loss from unfavorable fluctuations in currency exchange rates due to economic, social, political, financial and military conditions in the emerging markets. The ETNs may be subject to more volatility than investments outside of emerging markets.

Market and Volatility Risk: The market value of the ETNs may be influenced by many unpredictable factors and may fluctuate between the date you purchase them and the maturity date or redemption date. You may also sustain a significant loss if you sell your ETNs in the secondary market. Factors that may influence the market value of the ETNs include prevailing market prices of the U.S. stock or foreign exchange markets, the index components included in the underlying index, and prevailing market prices of options on such index or any other financial instruments related to such index; and supply and demand for the ETNs, including economic, financial, political, regulatory, geographical or judicial events that affect the level of such index or other financial instruments related to such index.

A Trading Mal“ket for the ETNs May Not Develop: Although the ETNs are listed on NYSE Area, a trading market for the ETNs may not develop and the liquidity of the ETNs may be limited, as we are not required to maintain any listing of the ETNs.

No Interest Payments from the ETNs: You may not receive any interest payments on the ETNs.

Restrictions on the Minimum Number of ETNs and Date Restrictions for Redemptions: You must redeem at least 20,000 ETNs of the same series at one time in order to exercise your right to redeem your ETNs on any redemption date. You may only redeem your ETNs on a redemption date if we receive a notice of redemption from you by certain dates and times as set forth in the product prospectus.

Uncertain Tax Treatment: Significant aspects of the tax treatment of the ETNs are uncertain. You should consult your own tax advisor about your own tax situation.

Barclays Bank PLC has filed a registration statement (including a pl“ospectus) !.’lith the SEC for the offering to which this communication relates. Before you invest, you should read the prospectus and other documents Bal“clays Bank PLC has filed with the SEC for mol“e complete infol“mation about the issuer and this offel“ing. You may get these documents fol” free by visiting www.iPathETN.com Ol” EDGAR on the SEC website at www.sec.gov. Alternatively, Bal“clays Bank PLC will arrange for Bal“clays Capital Inc. to send you the prospectus if you request it by calling toll-free 1-877-764-7284, or you may request a copy from any other dealer participating in the offering.

BlackRock Investments, LLC assists in the promotion of the iPath ETNs.

The ETNs may be sold throughout the day on the exchange through any brokerage account. Commissions may apply and there are tax consequences in the event of sale1 redemption or maturity of ETNs.

“Barclays Global Emerging Markets Strategy (GEMS) Indexn-1

“, “Barclays Global Emerging Markets Strategy (GEMS) Asia 8 Indexnt” and “Barclays Global Emerging Markets Strategy (GEMS) Asia 8 Spot Index”” are trademarks of Barclays Bank PLC.

property and used with the permission, of their respective owners.

NOT FDIC INSURED “ NO BANK GUARANTEE “ MAY LOSE VALUE

Products Product Suites About iPath ETNs About Us

.,. Equity Equity ETNs .,. Understanding ETNs .,. About Us

.,. Commodities .,. Commodity ETNs .,. Investing in iPath ETNs .,. iPath Announcements

.,. Currencies .,. Currency ETNs .,. Trading and Redemption .,. Contact Us

.,. Fixed Income .,. Fixed Income ETNs .,. Premiums and Discounts

.,. Alternatives .,. Alternative ETNs .,. Tax Considerations

LOGO

USA , Retail Investor , English ,

._ i Path· ., sARCLAYs

Products Product Suites About iPath ETNs About Us

tt Product Listing iPath GEMS Asia 8 ETN

Quick links Search Enter CUSIP;Ticker/Underlyer ~

Product Summary

iPath® GEMS Asia 8 ETN

The iPath”‘ GEMS Asia 8 ETN is designed to provide investors with exposure to the Barclays Global Emerging Markets Strategy (GEMS) Asia 8 Index’” (the “Index”), The ETNs are riskier than ordinary unsecured debt securities and have no principal protection. The ETNs are unsecured debt obligations of the issuer, Barclays Bank PLC, and are not, either directly Qr indirectly, an obligation of or guaranteed by any third party. Any payment to be made on the ETNs, including any payment at maturity or upon redemption, depends on the ability of Barclays Bank PLC to satisfy its obligations as they come due. An investment in the ETNs involves significant risks, including possible loss of principal and may not be suitable for all investors.

Details Returns Correlations ETN Coupon Index Composition

ETN and Index Historical Performance

I 0

-I 0

-Is

-20

Apr-08 Apr-09 May-1 0 jun-11 Jul-12 Aug-13 Dec-14

—iPath” GEMS Asia 8 ETN—Barclays Global Emerging Markets Strategy (GEMS) Asia 8 IndexTM

Source: Barclays, Bloomberg.

The chart above shows the historical performance of the ETN and the Index from the ETN Inception Date which was April 2, 2008 to the previous days closing price,

The performance quoted represents past performance and does not guarantee future results. Investment return and principal value of an investment will fluctuate so that an investment, when sold or redeemed may be v1or1:h more or less than the original cost. Current performance may be lower or higher than the performance quoted. See additional information below for how return figures are calculated. PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS

ETN Closing Indicative Note Value Returns

ETN closing indicative note value returns show the change in the closing indicative value of the ETNs over the relevant period, expressed as a percentage. The closing indicative note value of an ETN is an amount per ETN calculated on each valuation date that reflects the change in value of the ETN from the previous valuation date due to the daily change in the index level and the daily accrual of the investor fee and other applicable costs. The closing indicative note value of an ETN may differ from the actual trading price of the ETN at any time due to hedging or transaction costs, credit considerations, market liquidity, bid-offer spreads or other factors affecting the trading price of the ETN. For more information on how the closing indicative note value is calculated, please see the section . Specific Terms of the ETNs in the prospectus relating to the ETNs,

Index Returns

Index returns show the change in the level of the index underlying the ETNs over the relevant period, expressed as a percentage. Index returns are calculated using the closing index level from the beginning of the relevant period to the end of the relevant period. For any historical period of one year or longer, index returns are shown on an annualized basis. Index returns are for illustrative purposes only and do not represent actual ETN performance. Index returns do not reflect any management fees, transaction costs, or expenses which would reduce your actual return, including the investor fee and applicable costs of the ETNs. Indexes are unmanaged and one cannot invest directly in an index .

Selected Risk Considerations v

An investment in the iPath ETNs described herein (the “ETNs”) involves risks, including possible loss of principal, and may not be suitable for a II investors_ Selected risks are summarized here and select product specific risk factors are summarized under “Select Risk Considerations” on the relevant product pages, but we urge you to read the more detailed explanation of risks described under “Risk Factors” in the applicable product prospectus.

You May Lose Some or All of Your Principal: The ETNs are exposed to any decrease in the level of the underlying index between the inception date and the applicable valuation date. Additionally, if the level of the underlying index is insufficient to offset the negative effect of the investor fee and other applicable costs, you will lose some or all of your investment at maturity or upon redemption, even if the value of such index level has increased or decreased, as the case may be. Because the ETNs are subject to an investor fee and other applicable costs, the return on the ETNs will always be lower than the total return on a direct investment in the index components. The ETNs are riskier than ordinary unsecured debt securities and have no principal protection.

Credit of Barclays Bank PLC: The ETNs are unsecured debt obligations of the issuer, Barclays Bank PLC, and are not, either directly or indirectly, an obligation of or guaranteed by any third party, Any payment to be made on the ETNs, including any payment at maturity or upon redemption, depends on the ability of Barclays Bank PLC to satisfy its obligations as they come due. As a result, the actual and perceived creditworthiness of Barclays Bank PLC will affect the market value, if any, of the ETNs prior to maturity or redemption. In addition, 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 ETNs.

LOGO

Ewchange Rate Risk: Because the performance of the underlying index is linked to the exchange rates between the index constituent currencies and the US dollar, the level of the underlying index may be affected by unpredictable changes in currency prices, including as a result of government action. Because some or all of the index constituent currencies do not float freely and are currently either managed or pegged by their respective governments, and the exchange rates of managed and pegged currencies tend to fluctuate significantly less than those of free-floating currencies, there is limited potential for the increase in value of the underlying index.

Emer-ging /“1ar-ket Risk: The market value of the ETNs may be influenced by many unpredictable factors and may fluctuate between the date you purchase them and the maturity date or redemption date. Investments in emerging market currencies carries the risk of loss from unfavorable fluctuations in currency exchange rates due to economic, social, political, financial and military conditions in the emerging markets. The ETNs may be subject to more volatility than investments outside of emerging markets.

Mar-ket and Volatility Risk: The market value of the ETNs may be influenced by many unpredictable factors and may fluctuate between the date you purchase them and the maturity date or redemption date. You may also sustain a significant loss if you sell your ETNs in the secondary market. Factors that may influence the market value of the ETNs include prevailing market prices of the U.S. stock or foreign exchange markets, the index components included in the underlying index, and prevailing market prices of options on such index or any other financial instruments related to such index; and supply and demand for the ETNs, including economic, financial, political, regulatory, geographical or judicial events that affect the level of such index or other financial instruments related to such index.

A Tr-ading /“1arket for- the ETNs May Not Develop: Although the ETNs are listed on NYSE Area, a trading market for the ETNs may not develop and the liquidity of the ETNs may be limited, as we are not required to maintain any listing of the ETNs.

No Inter-est Payments fr-om the ETNs: You may not receive any interest payments on the ETNs.

Restr-ictions on the Minimum Number- of ETNs and Date Restr-ictions for- Redemptions: You must redeem at least 20,000 ETNs of the same series at one time in order to exercise your right to redeem your ETNs on any redemption date. You may only redeem your ETNs on a redemption date if we receive a notice of redemption from you by certain dates and times as set forth in the product prospectus.

Uncertain Taw Tr-eatment: Significant aspects of the tax treatment of the ETNs are uncertain. You should consult your own tax advisor about your own tax situation.

Bar-clays Bank PLC has filed a r-egistr-ation statement (including a prospectus) with the SEC for- the offer-ing to which this communication r-elates. Befor-e you invest, you should r-ead the pr-ospectus and other- documents Bar-clays Bank PLC has filed with the SEC for- mor-e complete infor-mation about the issuer- and this offer-ing. You may get these documents for- fr-ee by visiting www.iPathETN.com or- EDGAR on the SEC website at www.sec.gov. Alter-natively, Bar-clays Bank PLC will ar-r-ange for- Bar-clays Capital Inc. to send you the pr-ospectus if you r-equest it by calling toll-fr-ee 1-877-764-7284, or- you may r-equest a copy fr-om any other- dealer- participating in the offer-ing.

BlackRock Investments, LLC assists in the promotion of the iPath ETNs.

The ETNs may be sold throughout the day on the exchange through any brokerage account. Commissions may apply and there are tax consequences in the event o:~f sale, redemption or maturity of ETNs.

“Barclays Global Emerging Markets Strategy (GEMS) IndexTM”, “Barclays Global Emerging Markets Strategy (GEMS) Asia 8 Indexn 1 and “Bardays Global Emerging Markets Strategy (GEMS) Asia 8 Spot

“

Index”” are trademarks of Barclays Bank PLC.

© 2014 Barclays Bank PLC. All rights reserved. iPath, iPath ETNs and the iPath logo are registered trademarks of Bardays Bank PLC. All other trademarks, servicemarks or registered trademarks are the property, and used with the permission, of their respective owners.

NOT FDIC INSURED “ NO BANK GUARANTEE “ MAY LOSE VALUE

Products Product Suites About iPath ETNs About Us

11> Equity 11> Equity ETNs 11> Understanding ETNs 11> About Us

Commodities Commodity ETNs Investing in iPath ETNs iPath Announcements

11> Currencies 11> Currency ETNs 11> Trading and Redemption 11> Contact Us

Fixed Income Fixed Income ETNs Premiums and Discounts

11> Alternatives 11> Alternative ETNs 11> Tax Considerations

LOGO

USA , Retail Investor , English ,

._ iPath· ., sARCLAYs

Products Product Suite s About iPath ETNs About Us

tt Product Listing iPath GEMS Asia 8 ETN

Quick links Search Enter CUSIP;Ticker/Underlyer ~

Product Summary

iPath® GEMS Asia 8 ETN

Details Chart Correlations ETN Coupon Index Composition

Index and ETN Returns (as of 10/31/201 4)

I1 mo 13mo 16mo IYTD I1 yr 13yrs ISrnce ETN Inception

Barclays Global Emerging Markets strategy (GEMS) Asia 8 Indexn” 0.09% -1.88% -1.05% 1.25% -1.15% -0.32% 0.63%

ETN Closing Indicative Note Value Return -0.14% -2.37% -1.81% -0.49% -3.32% -2.70% -1.63%

ETN Market Price Returns (as of 10/31 / 20 14 )

I1 mo 13mo 16mo IYTD I1 yr 13yrs ISrnce ETN Inception

iPathlllGEMS Asia 8 ETN 0.47% -1.09% -1.76% -0.51% -2.58% -2.69% -1.64%

Source: B3rcl3ys, subject to ch3nge.

PAST PERFORMANCE IS NOT INDICATIYE OF FUTURE RESULTS.

Index Returns

ETN Closing Indicative Note Value Returns

ETN closing indicative note value returns show the change in the closing indicative value of the ETNs over the relevant period, expressed as a percentage. For any historical period of one year or longer, closing indicative note value returns are shown on an annualized basis. The closing indicative note value of an ETN is an amount per ETN calculated on each valuation date that reflects the change in value of the ETN from the previous valuation date due to the daily change in the index level and the daily accrual of the investor fee and other applicable costs. The closing indicative note value of an ETN may differ from the actual trading price of the ETN at any time due to hedging or transaction costs, credit considerations, market liquidity, bid-offer spreads or other factors affecting the trading price of the ETN. For more information on how the closing indicative note value is calculated, please see the section “Specific Terms of the ETNs” in the prospectus relating to the ETNs.

ETN Market Price Returns

ETN Market price returns show the change in the end-of-day trading price of the ETNs on the exchange over the relevant period, expressed as a percentage. Market price returns are calculated using the midpoint of the bid/ask spread at 4:00pm Eastern time (or the last midpoint of the bid/ask spread prior to 4:00pm Eastern time) from the beginning of the relevant period to the end of the relevant period. For any historical period of one year or longer, market price returns are shown on an annualized basis. Market price returns do not represent the returns you would receive if you traded at a price or at a time on the exchange other than as described in this section. Market price returns do not account for brokerage commissions, which will reduce actual returns, and may not include the effect of any applicable fees and costs on the ETNs,

In the event that there is an absence of a bid/ ask value at 4PM on the relevant month end, N/ A \Viii be displayed in place of a percentage value for ETN Market Price Returns.

Selected Risk Considerations v

Credit of Barclays Bank PLC: The ETNs are unsecured debt obligations of the issuer, Barclays Bank PLC, and are not, either directly or indirectly, an obligation of or guaranteed by any third party, Any payment to be made on the ETNs, including any payment at maturity or upon redemption, depends on the ability of Barclays Bank PLC to satisfy its obligations as tlley come due. As a result, the actual and perceived creditworthiness of Barclays Bank PLC will affect the market value, if any, of the ETNs prior to maturity or redemption. In addition, 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 ETNs.

LOGO

Exchange Rate Risk: Because the performance of the underlying index is linked to the exchange rates between the index constituent currencies and the US dollar, the level of the underlying index may be affected by unpredictable changes in currency prices, including as a result of government action. Because some or all of the index constituent currencies do not float freely and are currently either managed or pegged by their respective governments, and the exchange rates of managed and pegged currencies tend to fluctuate significantly less than those of free-floating currencies, there is limited potential for the increase in value of the underlying index.

Emerging /’iarket Risk: The market value of the ETNs may be influenced by many unpredictable factors and may fluctuate between the date you purchase them and the maturity date or redemption date. Investments in emerging market currencies carries the risk of loss from unfavorable fluctuations in currency exchange rates due to economic, social, political, financial and military conditions in the emerging markets. The ETNs may be subject to more volatility than investments outside of emerging markets.

Market and Volatility Risk: The market value of the ETNs may be influenced by many unpredictable factors and may fluctuate between the date you purchase them and the maturity date or redemption date. You may also sustain a significant loss if you sell your ETNs in the secondary market. Factors that may influence the market value of the ETNs include prevailing market prices of the U.S. stock or foreign exchange markets, the index components included in the underlying index, and prevailing market prices of options on such index or any other financial instruments related to such indexi and supply and demand for the ETNs, including economic, financial, political, regulatory, geographical or judicial events that affect the level of such index or other financial instruments related to such index.

A Trading Market for the ETNs May Not Develop: Although the ETNs are listed on NYSE Area, a trading market for the ETNs may not develop and the liquidity of the ETNs may be limited, as we are not required to maintain any listing of the ETNs.

No Interest Payments from the ETNs: You may not receive any interest payments on the ETNs.

Uncertain Tax Treatment: Significant aspects of the tax treatment of the ETNs are uncertain. You should consult your own tax advisor about your own tax situation.

Bardays Bank PLC has filed a registration statement (including a prospectus) with the SEC for the offering to which this communication relates. Before you invest, you should read the prospectus and other documents Barclays Bank PLC has filed with the SEC for more complete information about the issuer and this offering. You may get these documents for free by visiting www.iPathETN.com or EDGAR on the SEC website at www.sec.gov. Alternatively, Barclays Bank PLC will arrange for Barclays Capital Inc. to send you the prospectus if you request it by calling toll-free 1-877-764-7284, or you may request a copy from any other dealer participating in the offering.

BlackRock Investments, LLC assists in the promotion of the iPath ETNs.

The ETNs may be sold throughout the day on the exchange through any brokerage account. Commissions may apply and there are tax consequences in the event of sale, redemption or maturity of ETNs.

“Barclays Global Emerging Markets Strategy (GEMS) Index””, “Barclays Global Emerging Markets Strategy (GEMS) Asia 8 IndexT”~” and “Barclays Global Emerging Markets Strategy (GEMS) Asia 8 Spot Index”” are trademarks of Barclays Bank PLC.

© 2014 Barclays Bank PLC. All rights reserved. iPath, iPath ETNs and the iPath logo are registered trademarks of Barclays Bank PLC. All other trademarks, servicemarks or registered trademarks are the property, and used with the permission, of their respective owners.

NOT FDIC INSURED “ NO BANK GUARANTEE “ MAY LOSE VALUE

Products Product Suites About iPath ETNs About Us

., Equity Equity ETNs ., Understanding ETNs ., About Us

., Commodities ., Commodity ETNs ., Investing in iPath ETNs ., iPath Announcements

., Currencies ., Currency ETNs ., Trading and Redemption ., Contact Us

Fixed Income Fixed Income ETNs Premiums and Discounts

., Alternatives ., Alternative ETNs ., Tax Considerations

LOGO

USA , Retail Investor , English ,

._ i Path· ., sARCLAYs

Products Product Suite s About iPath ETNs About Us

tt Product Listing iPath GEMS Asia 8 ETN

Quick links Search Enter CUSIP;Ticker/Underlyer ~

Product Summary

iPath® GEMS Asia 8 ETN

Details Chart Returns ETN Coupon Index Composition

Correlations (as of 10/3 1/ 2014)

Index ICorrelations·

Barclays Global Emerging Markets Strategy (GEMS) Asia 81ndexTil 1.00

MSCI Emerging Markets Net Total Return Index 0.88

MSCI EAFEill Net Total Return Index 0.78

S&P SOOill Total Return Index 066

Bloomberg Commodity Index Total Return~u 0.64

Barclays US Aggregate Bond Index 0.21

SoiJrces: Bloomberg Fin.u1ce LP., Barclays, MSCI Inc., S&P Dow Jones Indices LLC. Correlations are calciJiated on a monthly basis over aS-year period from the “as of’’ date referenced above.

“ Correlation is a term used to describe the statistical relationship between two or more quantities or variables. Perfectly correlated assets will have a correlation coefficient of one, while the correlation coefficient will be zero when returns on two assets are completely independent.

In dew correlations are for illustrative purposes only and do not represent actual ETN perlormance. PAST PERFORMANCE IS NOT INDICATIVE FOR FUTURE RESUlTS.

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 Bloomberg Commodity Index Total Return5

1.1 reflects the returns that are potentially available through an unleveraged investment in the futures contracts on physical commodities comprising the index plus the rate of interest that could be earned on cash collateral invested in specified Treasury Bills.

The Barclays U.S. Aggregate Bond Index provides a measure of the performance of the U.S. investment grade bonds market.

Selected Risk Considerations v

An investment in the iPath ETNs described herein (the ETNs ) involves risks, including possible loss of principal, and may not be suitable for a II investors. Selected risks are

summarized here and select product specific risk factors are summarized under Select Risk Considerations on the relevant product pages, but IJie urge you to read the more detailed

ewplanation of risks described under . Risk Factors . in the applicable product prospectus.

Credit of Barclays Bank PLC: The ETNs are unsecured debt obligations of the issuer, Barclays Bank PLC, and are not, either directly or indirectly, an obligation of or guaranteed by any third party, Any payment to be made on the ETNs, including any payment at maturity or upon redemption, depends on the ability of Barclays Bank PLC to satisfy its obligations as they come due. As a result, the actual and perceived creditworthiness of Barclays Bank PLC will affect the market value, if any, of the ETNs prior to maturity or redemption. In addition, in the event Bardays Bank PLC were to default on its obligations, you may not receive any amounts owed to you under the terms of the ETNs.

Emerging /“iarket Risk: The market value of the ETNs may be influenced by many unpredictable factors and may fluctuate between the date you purchase them and the maturity date or redemption date. Investments in emerging market currencies carries the risk of loss from unfavorable fluctuations in currency exchange rates due to economic, social, political, financial and military conditions in the emerging markets. The ETNs may be subject to more volatility than investments outside of emerging markets.

LOGO

No Interest Payments from the ETNs: You may not receive any interest payments on the ETNs.

Uncertain Tax Treatment: Significant aspects of the tax treatment of the ETNs are uncertain. You should consult your own tax advisor about your own tax situation.

Bardays Bank PLC has filed a registration statement (including a prospectus) with the SEC for the offering to which this communication relates. Before you invest, you should read the prospectus and other documents Bardays Bank PLC has filed with the SEC for more complete information about the issuer and this offering. You may get these documents for free by visiting 1.11ww. iPathETN.com or EDGAR on the SEC website at 1.11ww. sec.gov. Alternatively, Bardays Bank PLC will arrange for Bardays Capital Inc. to send you the prospectus if you request it by calling toll-free 1-877-764-7284, or you may request a copy from any other dealer participating in the offering.

BlackRock Investments, LLC assists in the promotion of the iPath ETNs.

The ETNs may be sold throughout the day on the exchange through any brokerage account. Commissions may apply and there are tax consequences in the event of sale, redemption or maturity of ETNs.

“Barclays Global Emerging Markets Strategy (GEMS) Indexn1

“, “Barclays Global Emerging Markets Strategy (GEMS) Asia 8 Index”” and “Bardays Global Emerging Markets Strategy (GEMS) Asia 8 Spot

IndexH-1 are trademarks of Barclays Bank PLC.

“

NOT FDIC INSURED “ NO BANK GUARANTEE “ MAY LOSE VALUE

Products Product Suites About iPath ETNs About Us

11> Equity II> Equity ETNs 11> Understanding ETNs 11> About Us

11> Commodities 11> Commodity ETNs II> Investing in iPath ETNs II> iPath Announcements

11> Currencies 11> Currency ETNs 11> Trading and Redemption 11> Contact Us

11> Fixed Income 11> Fixed Income ETNs 11> Premiums and Discounts

11> Alternatives 11> Alternative ETNs 11> Tax Considerations

LOGO

USA , Retail Investor , English ,

._ iPath· ., sARCLAYs

Products Product Suites About iPath ETNs About Us

tt Product Listing iPath GEMS Asia 8 ETN

Quick links Search Enter CUSIP;Ticker/Underlyer ~

Product Summary

iPath® GEMS Asia 8 ETN

Details Chart Returns Correlations

iPath USA Retail Investor English BARCLAYS Products Product suites About ipath ETNs About us

Index Composition

ETN Coupon

On each coupon payment date prior to maturity or early redemption, you will receive an interest payment to reflect the implied interest earned, net of fees, on you.- ETNs from and excluding the index roll date for the immediately preceding month to and including the index roll date for the current month. The amount of the interest payment on any coupon payment date will equal (1) the ex coupon indicative value on the index roll date for the immediately preceding month times (2) the difference between (a) the monthly IV return and (b) the monthly spot return. For the purpose of calculating the first interest payment, the index roll date for the immediately preceding month shall be deemed to be the inception date, and the ex coupon indicative value on such date shall be deemed to be equal to the closing indicative value. There is no guarantee that the ETNs will pay coupon.

An “index roll date” is the 15th day of each month, beginning on February 15, 2008 and ending on January 15, 2038, or, if any such day is not a business day in all of the relevant cities (which cities are listed under “The Index- Composition of the Index”‘ in this pricing supplement), or the Trans-European Automated Real-Time Gross Settlement Express Transfer System (“TARGET”‘) is not open on such day, the next following day that is a business day in all of the relevant cities and on which TARGET is open, in each case as determined by the index sponsor.

The “coupon payment date” for each month will be the third business day following the coupon ex date for such month. In the event that an interest payment is deferred beyond the stated coupon payment date, penalty interest will not accrue or be payable with respect to that deferred payment.

The “coupon ex date” for each month will be the business day immediately following the index roll date for such month.

The “monthly IV return” is the quotient of (i) the closing indicative value on the index roll date for the current month divided by (ii) the ex coupon indicative value on the index roll date for the immediately preceding month, The “monthly spot return” is the quotient of (i) the level of the Spot Index on the index roll date for the current month divided by (ii) the level of the Spot Index on the index roll date for the immediately preceding month. In no event, however, will the interest payment on any coupon payment date be less than zero.

Index Roll Date ICoupon Ex-Date ICoupon Payment Date ICoupon Amount

Feb 2013 19Feb2013 22 Feb 2013 0.0591

Mar 2013 20Mar 2013 25 Mar 2013 0.068

17Apr2013 18Apr2013 23 Apr 2013 0.0958

May 2013 16 May 2013 21 May 2013 0.0713

18Jun2013 19 Jun 2013 24 Jun 2013 0.0841

15Jul2013 16Jul2013 19 Jul2013 0.117

Aug 2013 19 Aug 2013 22 Aug 2013 0.16

Sep 2013 18 Sep 2013 23 Sep 2013 0.1245

Oct 2013 220ct2013 25 Oct 2013 0.0764

Nov 2013 20 Nov 2013 25 Nov 2013 0.052

Dec 2013 18 Dec 2013 23 Dec 2013 0.1029

15Jan2014 16 Jan 2014 22 Jan 2014 00922

Feb 2014 19Feb2014 24 Feb 2014 0.1066

Mar 2014 19Mar2014 24 Mar 2014 0.0597

SOIJrCe: Barelays, SIJbjectto change.

Coupon payments are calculated and paid in accordance with the terms described in the relevant product prospectus. Past performance is not indicative of future results.

LOGO

Selected Risk Considerations v

An investment in the iPath ETNs desuibed herein (the “ETNs”) involves risks, including possible loss of principal, and may not be suitable for- a II investors. Selected risks are summarized here and select product specific risk factors are summarized under “Select Risk Considerations” on the releW’ant product pages, but we urge you to read the more detailed explanation of risks described under “Risk Factors” in the applicable product prospectus.

In addition, in the event Barclays Bank PLC were to default on its obligations1 you may not receive any amounts owed to you under the terms of the ETNs.

Ewchange Rate Risk: Because the performance of the underlying index is linked to the exchange rates between the index constituent currencies and the US dollar, the level of the underlying index may be affected by unpredictable changes in currency prices1 including as a result of government action. Because some or all of the index constituent currencies do not float freely and are currently either managed or pegged by their respective governments, and the exchange rates of managed and pegged currencies tend to fluctuate significantly less than those of free-floating currencies, there is limited potential for the increase in value of the underlying index.

Emerging Market Risk: The market value of the ETNs may be influenced by many unpredictable factors and may fluctuate between the date you purchase them and the maturity date or redemption date. Investments in emerging market currencies carries the risk of loss from unfavorable fluctuations in currency exchange rates due to economic, social, political, financial and military conditions in the emerging markets. The ETNs may be subject to more volatility than investments outside of emerging markets.

No Interest Payments from the ETNs: You may not receive any interest payments on the ETNs.

Uncertain Taw Treatment: Significant aspects of the tax treatment of the ETNs are uncertain. You should consult your own tax advisor about your own tax situation.

Barclays Bank PLC has filed a registration statement (including a prospectus) with the SEC for the offering to which this communication relates. Before you invest, you should read the prospectus and other documents Barclays Bank PLC has filed with the SEC for more complete information about the issuer and this offering. You may get these documents for free by visiting 1.’1\’IW.iPathETN.com or EDGAR on the SEC website at 1.’1\’lw.sec.gov. Alternatively, Barclays Bank PLC will arrange for Barclays Capital Inc. to send you the prospectus if you request it by calling toll-free 1-877-764-7284, or you may request a copy from any other dealer participating in the offering.

BlackRock Investments, LLC assists in the promotion of the iPath ETNs.

The ETNs may be sold throughout the day on the exchange through any brokerage account. Commissions may apply and there are tax consequences in the event of sale, redemption or maturity of ETNs.

“Barclays Global Emerging Markets Strategy (GEMS) Index””, “Barclays Global Emerging Markets Strategy (GEMS) Asia 8 Indexn-1 and “Barclays Global Emerging Markets Strategy (GEMS) Asia 8 Spot

“

Index”” are trademarks of Barclays Bank PLC.

NOT FDIC INSURED “ NO BANK GUARANTEE “ MAY LOSE VALUE

Products Product Suites About iPath ETNs About Us

11> Equity II> Equity ETNs 11> Understanding ETNs 11> About Us

11> Commodities 11> Commodity ETNs II> Investing in iPath ETNs II> iPath Announcements

11> Currencies 11> Currency ETNs 11> Trading and Redemption 11> Contact Us

11> Fixed Income 11> Fixed Income ETNs II> Premiums and Discounts

11> Alternatives 11> Alternative ETNs 11> Tax Considerations

LOGO

USA , Retail Investor , English ,

._ iPath· ., sARCLAYs

Products Product Suite s About iPath ETNs About Us

tt Product Listing iPath GEMS Asia 8 ETN

Quick links Search Enter CUSIP;Ticker/Underlyer ~

Product Summary

iPath® GEMS Asia 8 ETN

Details Chart Returns Correlations ETN Coupon

Index Composition (as of 11/07/ 2014)

Index Components IWe1ghtings%

Chinese Yuan Renminbi 12.78%

Indian Rupee 12.73%

Thai Baht 12.62%

New Taiwan Dollar 12.59%

Indonesian Rupiah 12.55%

Philippine Peso 12.42%

Malaysian Ringg~ 12.24%

Won- Republic ofKorea (South) 12.08%

Source: Barclays, subjectto change.

Selected Risk Considerations v

An investment in the iPath ETNs desuibed herein (the “ETNs”) involves risks, including possible loss of principal, and may not be suitable for a II investors. Selected risks are summarized here and select product specific risk factors are summarized under “Select Risk Considerations” on the relevant product pages, but we urge you to read the more detailed ewplanation of risks described under “Risk Factors” in the applicable product prospectus_

Emerging /“1arket Risk: The market value of the ETNs may be influenced by many unpredictable factors and may fluctuate between the date you purchase them and the maturity date or redemption date. Investments in emerging market currencies carries the risk of loss from unfavorable fluctuations in currency exchange rates due to economic, social, political, financial and military conditions in the emerging markets. The ETNs may be subject to more volatility than investments outside of emerging markets.

/“1arket and Volatility Risk: The market value of the ETNs may be influenced by many unpredictable factors and may fluctuate between the date you purchase them and the maturity date or redemption date. You may also sustain a significant loss if you sell your ETNs in the secondary market. Factors that may influence the market value of the ETNs include prevailing market prices of the U.S. stock or foreign exchange markets, the index components included in the underlying index, and prevailing market prices of options on such index or any other financial instruments related to such index; and supply and demand for the ETNs, including economic, financial, political, regulatory, geographical or judicial events that affect the level of such index or other financial instruments related to such index.

A Trading /“1arket for the ETNs May Not Develop: Although the ETNs are listed on NYSE Area, a trading market for the ETNs may not develop and the liquidity of the ETNs may be limited, as we are not required to maintain any listing of the ETNs.

No Interest Payments from the ETNs: You may not receive any interest payments on the ETNs.

LOGO

Uncertain TaK Tr-eatment: Significant aspects of the tax treatment of the ETNs are uncertain. You should consult your own tax advisor about your own tax situation.

Bar-clays Bank PLC has filed a r-egistr-ation statement (including a prospectus) 1.11ith the SEC for- the offer-ing to 1.11hich this communication r-elates. Befor-e you in.,est, you should r-ead the pr-ospectus and other- documents Bar-clays Bank PLC has filed with the SEC for- mor-e complete infor-mation about the issuer- and this offer-ing. You may get these documents for- fr-ee by ““isiting 1111.11w. iPathETN.com or- EDGAR on the SEC website at 1111.11w. sec.go””. Alter-nati.,ely, Bar-clays Bank PLC will ar-r-ange for- Bar-clays Capital Inc. to send you the pr-ospectus if you r-equest it by calling toll-free 1-877-764-7284, or you may request a copy from any other dealer participating in the offering.

BlackRock Investments1 LLC assists in the promotion of the iPath ETNs.

The ETNs may be sold throughout the day on the exchange through any brokerage account. Commissions may apply and there are tax consequences in the event of sale, redemption or maturity of ETNs.

“Barclays Global Emerging Markets Strategy (GEMS) Index””, “Barclays Global Emerging Markets Strategy (GEMS) Asia 8 IndexH1 and “Barclays Global Emerging Markets Strategy (GEMS) Asia 8 Spot

“

Index”” are trademarks of Barclays Bank PLC.

property, and used with the permission, of their respective owners.

NOT FDIC INSURED “ NO BANK GUARANTEE “ MAY LOSE VALUE

Products Product Suites About iPath ETNs About Us

Equity Equity ETNs Understanding ETNs About Us

11> Commodities 11> Commodity ETNs 11> Investing in iPath ETNs 11> iPath Announcements

Currencies Currency ETNs Trading and Redemption Contact Us

11> Fixed Income 11> Fixed Income ETNs 11> Premiums and Discounts

Alternatives Alternative ETNs Tax Considerations

LOGO

USA “ Retail Investor “ English “

._ i Path· “ sARCIAYs

Products Product Suites About iPath ETNs About Us

Product Listing iPathl3 EUR/USD Exchange Rate ETN

Quick links “ Search era

Product Summary

iPath® EUR/USD Exchange Rate ETN

Description

The iPathl3 EUR/USD Exchange Rate ETN is designed to provide investors with exposure to the euro/U.S. dollar exchange rate (the “EUR/USD exchange rate” or the “Index”), The ETNs are riskier than ordinary unsecured debt securities and have no principal protection. The ETNs are unsecured debt obligations of the issuer, Barclays Bank PLC, and are not, either directly or indirectly, an obligation of or guaranteed by any third party. Any payment to be made on the ETNs, including any payment at maturity or upon redemption, depends on the ability of Barclays Bank PLC to satisfy its obligations as they come due. An investment in the ETNs involves significant risks, including possible loss of principal, and may not be suitable for all investors.

The EUR/USD exchange rate is a foreign exchange spot rate that measures the relative values of two currencies, the euro and the U.S. dollar. When the euro appreciates relative to the U.S. dollar, the EUR/USD exchange rate (and the value of the ETNs) increases; when the euro depreciates relative to the U.S. dollar, the EUR/USD exchange rate (and the value of the ETNs) decreases. The EUR/USD exchange rate is expressed as a rate that reflects the number of U.S. dollars that can be exchanged for one euro in the interbank market for settlement in two days. Owning the ETNs is not the same as owning euro and will not reflect the return you would realize if you actually purchased euros and converted them into U.S. dollars. For additional information regarding the risks associated with the ETNs, please see “Selected Risk Considerations” below.

Chart Returns Correlations

Summary Market Indicators (as of 12/03/201 4) Documentation

Primary Exchange NYSE Area

Oosing Indica tive Note Value ETNs outstanding

ETN Ticker ERO ~~ Prospectus ~~ Factsheet

Intraday Indicative Value ERO.IV1 $47.12 60,845

Ticker

Bloomberg ETN Keystroke ERO<EQUITY><GO> E’J IV/Index History

M arket Capitaliza tion3

Bloomberg Index Ticker EURUSD WMCO

Investor Fee Rate 0.40% per annum:?. $2,867,016

Deposit Rate EONIA minus 0.25%4

CUSIP 06739F184

ISIN GBOOB1WPBD95

Inception Date 08 May 2007

Maturity 14 May 2037

Intraday Indicative Value. The “intraday indicative value” meant to approximate the value of the ETNs during the current trading day by reference to the underlying index is calculated and published during the course of each trading day. The intraday indicative value is intended to provide investors with an approximation of the effect that intraday changes in the level of the underlying index would have on the closing indicative value of the ETNs. The intraday indicative value only reflects the accrued investor fee and other applicable costs at the close of business on the preceding day~ but does not include any adjustment for the investor fee or applicable costs accruing during the course of the current day. For more information on how the intraday indicative value is calculated, please see the section “Valuation of the ETNs” in the prospectus relating to the ETNs.

The intraday indicative value is provided for reference purposes only. It is not intended as a price or quotation, or as an offer or solicitation for the purchase, sale, redemption ortermination of the ETNs, nor does it reflect hedging or transaction costs, credit considerations, market liquidity, or bid-offer spreads. Published index levels from the sponsors of the indices underlying the ETNs may occasionally be subject to delay or postponement. Any such delays or postponements will affectthe level of the index and therefore the intraday indicative value of the ETNs. Index levels provided by the sponsors ofthe indices underlying the ETNs do not necessarily reflect the depth and liquidity of the underlying markets for the index components. For this reason and others, the actual trading price of the ETNs may be different from their intraday indicative value.

The investor fee rate per ETN is equal to 0.40% per year. The investor fee on the inception date was equal to zero. On each subsequent calendar day until maturity or early redemption, the investor fee will equal to (1) the Investor Fee Rate times (2) the principal amount of your ETNs times (3) the applicable index factor on that day (or, if such day is not a trading day, the index factor on the immediately preceding trading day) divided by (4) 365. The index factor on any given day will be equal to the currency component on that day times the accumulation component on that day.

The accumulation component on the inception date was set equal to one. On each subsequent business day until maturity or early redemption the accumulation component will equal (1) the accumulation component on the immediately preceding business day times (2) the sum of one plus the product of the deposit rate times the relevant daycount fraction.

3.	Market Capitalization= Closing Indicative Note Value x ETNs Outstanding

Deposit Rate. Forthe iPathl3 EUR/USD Exchange Rate ETN, the Deposit Rate on any given day will be equal to the European Overnight Index Average, as reported on Reuters page EONIA or any successor page on the immediately preceding business day (the “EONIA“L minus 0.25’%. The Deposit Rate is intended to represent the actual rate that would be paid by a bank on an overnight deposit of

Selected Risk Considerations v

An inW’estment in the iPath ETNs described herein (the “ETNs”) inW’olves risks, including possible loss of principal, and may not be suitable for all inW’estors. Selected risks are summarized here and select product specific risk factors are summarized under “Select Risk Considerations” on the relevant product pages, but we urge you to read the more detailed explanation of risks described under “Risk Factors” in the applicable product prospectus.

Vou May lose Some or All of Vour Principal: The ETNs are exposed to any decrease in the level of the underlying index between the inception date and the applicable valuation date. Additionally, if the level of the underlying index is insufficient to offset the negative effect of the investor fee and other applicable costs, you will lose some or all of your investment at maturity or upon redemption, even if the value of such index level has increased or decreased, as the case may be. Because the ETNs are subject to an investor fee and other applicable costs, the return on the ETNs will always be lower than the total return on a direct investment in the index components. The ETNs are riskier than ordinary unsecured debt securities and have no principal protection.

Single Currency Exchange Risk: An investment in ETNs linked to the performance of a foreign currency exchange rate is subject to risks associated with fluctuations, particularly a decline, in the price of the applicable single foreign currency relative to the U.S. dollar. Factors that may have the effect of causing a decline in the price of a foreign currency include national debt levels and trade deficits, domestic and foreign inflation rates, domestic and foreign interest rates, and global or regional economic, financial, political, regulatory, geographical or judicial events. Currency exchange rates may be extremely volatile, and exposure to a single currency can lead to significant losses.

A Trading Market for the ETNs May Not DeW’elop: Although the ETNs are listed on a U.S. national securities exchange, a trading market for the ETNs may not develop and the liquidity of the ETNs may be limited, as we are not required to maintain any listing of the ETNs.

LOGO

No Interest Payments from the ETNs: You may not receive any interest payments on the ETNs,

Restrictions on the Minimum Number of ETNs and Date Restrictions for Redemptions: You must redeem at least 50,000 ETNs of the same series at one time in order to exercise your right to redeem your ETNs on any redemption date. You may only redeem your ETNs on a redemption date if we receive a notice of redemption from you by certain dates and times as set forth in the product prospectus.

Uncertain Tax Treatment: Significant aspects of the tax treatment of the ETNs are uncertain. You should consult your own tax advisor about your own tax situation.

Barclays Bank PLC has filed a registration statement (including a prospectus) OJiith the SEC for the offering to which this communication relates. Before you invest, you should read the prospectus and other documents Barclays Bank PLC has filed with the SEC for more complete information about the issuer and this offering. You may get these documents for free by visiting www.iPathETN.com or EDGAR on the SEC website at www.sec.gov. Alternatively, Barclays Bank PLC will arrange for Barclays Capital Inc. to send you the prospectus if you request it by calling toll-free 1-877-764-7284, or you may request a copy from any other dealer participating in the offering.

BlackRock Investments, LLC assists in the promotion of the iPath ETNs.

The ETNs may be sold throughout the day on the exchange through any brokerage account. Commissions may apply and there are tax consequences in the event of sale, redemption or maturity of ETNs.

NOT FDIC INSURED “ NO BANK GUARANTEE “ MAY LOSE VALUE

Products Product Suites About iPath ETNs

,. Equity Equity ETNs ,. Understanding ETNs

,. Commodities ,. Commodity ETNs ,. Investing in iPath ETNs

“ Currencies “ Currency ETNs “ Trading and Redemption

,. Fixed Income ,. Fixed Income ETNs ,. Premiums and Discounts

“ Alternatives “ Alternative ETNs “ Tax Considerations

About Us

,. About Us

,. iPath Announcements

“ Contact Us

LOGO

U!:iA RetalllnvestQr “ Engl1s-h -

~ iPath “aARCIAYS

Products Product Suites About iPath Ems About Us

Pm ductL,ist1ng [Path~ EUR/U50 E~change Rate ETI’J

Product Summary

iPath® EUR/USD Exchange Rate ETN

Description

The 1Patht’3 EUR/USD Exchange Rate ETN Is des1gned to provide Investors w1th expo·;:ure to the euro/U.S. dollar exchange rate (the “EUR/USD exchange rate” or the “Index”). The ETNs are risk“er than ord1nary unsecured debt secunties and have no pnncrpal protectton. The ETNs are unsecured debt obl1gat1ons of the tssuer, Barclays Bank PLC, and are not, e1ther directly or mdirectlv, an obl1gatlon of or guaranteed by any t,hwd party. Any payment to be made on the ETNs! mdud1ng any pa<yment at matunty or upon redemption) depends on the ability of Barclays Bank PLC to sat“sfy 1ts obllqat.1ons as they come due. An mvestment m the ETNs mvolves signrficant risks, indud1ng possrble loss of prmc1pal, and may not be suitable for all investors,

The EUR/USD exchange rate is a fore1gn exchange spot rate that measures the relative values of two currencies, the euro and the U.S. dollar, When the euro appreciates relative to the U.S, dollar1 the EUR/USD exchange rate (and the value of the ETNs) mcreasesj when the euro deprec“ates relat1Ve to t,he u.s. dollar, the EUR/USD exchange rate (and the value of the ETNs) decreases. The EUR/USD exchange rate IS expressed as a rate that reflects the numbet-of u.s, dollars that c~m be exchanged for one euro tn the mterbank market for settlement in tl/op’o days, Owning the ETNs rs not the same as owning euro and will not reflect the return you would realize If you actually purchased euro!; and converte.d them mto U.s. dollars. For addltionallnformabon regarding the nsks associated with the ETNs1 please see ‘‘Selected Risk Considerations” below.

Detail;

F1etu1ns Cort€1Jtlon;

iPath USA Retail Investor English BARCLAYS Products Product suites About ipath ETNs About us

-I 0

May-07 jul-03 Nov-09 Feb-11 Apr-12 jul-13 Dec-14

1Path” EUR{USD Exchange Ra.te ETN—euro /U.S. d ollar exchange ra.te I

The chart above shows the h1stor“ca! perfotmance of the ETN and the Index from the ETN Incept1on Date which was Mav 8, 2007 to the prev1ous davs dos1ng pnce.

The performance quoted represents past performance and does not guar.ilntee future results. Investment return and principal value of an investment will fluctuate so that an investment, v1hen sold or redeemed may be l’lorl:h more or less than the original cost. Current performance may be lov1er- or higher- than the per-formance quoted. See additional information below for how return figures are calculated. PAST PERFORHM-ICE IS NOT INDICATIVE OF FUTURE RESULTS

ETN Closing Indicative Note Value Returns

ETN dosing indicative note value returns show the change in the dosing indicative value of the ETNs over the relevant period1 expressed as a percentage. The dosing md1cative note value of an ETN IS an amount pet ETN calculated on each va!uatron date that teflects the change in value of the ETN from the prevrous valuatron date due to the daily change 1n the “ndex level ancl the daily accrual of the mvestor fee and other applicable casts. The dosing md“cat.ve note value of an ETN may differ from the actual trad1ng pnce of t.he ETN at any time due to hedgmg or transaction cost!;1 cred“t considerations) market lrquidity! b1d-offer spreads or other factors affec.tmg the tradmg price of the ETN. Fc“r more mformation on how the clos1ng mdrcattve note value ts calculated, please see the section “Specif1c Terms of the ETNs’”‘ m the prospectus relating to the ETNs.

lndew Returns

Index returns show the change in the level of the index underlying the ETNs over th.e relevant penod, expressed as a percentage. Index returns are calculated using the do smg 1ndex le.vel from the beg1nn1ng of the relevant period to the end of the relevant penod. For any h1stoncal period of’ one year or longer1 Index returns are shown on an annualized bas1s. Tndex returns are for illustrative purposes only and do not represent actual ETN performance. Index returns do not reflect any management fees, transaction costs, or expenses which would reduce your actual return, including the Investor fee and applicable cost~ of the ETNs. Indexes are unmanaged and one cannot invest directly irr an index .

Selected Risk Cons-iderations v

An investment in the iPath ETNs described herein (the “ETNs”) involves riisks, including possible loss of principal, and may not be suitable for all investors. Selected risks are summarized here and select product specific risk factors are summarize€11 under “Select Risk Consider-ations” on the relevant product pages, but we urge you to read the mor-e detailed explanation of risks described under “Risk factor-s” in the applicable product prospectus.

You May Lose Some or All of Your Principal: The ETNs are exposed to anv decrease “n the level of the underlymg 1ndex between the inception date and the applicable valuatron d~te, Add1tionallv, if the level of the underlying 1ndex is “nsUffictent to offset the negat1ve effect of the “nvest“Jr fee and other applicable costs) you will lose some or all of your “nvestment at matunt“y or upon redempbon1 even if the value of such mdex level has increased or decreased 1 as the case may be, Because the ETNs are subject to an tnvestor fee and other applicable costs, the return on the ETNs wdl always be lower than the to~I return on a direct 1nvestment 1n the index components. The ETNs are riskier than ordinary unsecured debt securities and have no principal protection.

Credit of Barclays Bank PLC: The ETNs are unsecured debt obl1gations of the issuer) Bar-clays Bank PLC and are not! either directl y or mdwectty an obligation of or guaranteed by any third party. Any

payment to be made on the ETNs! rncludmg any payment at matunty or upon redernptwn1 depends on the ablhty of Barclays Bank PLC to satrsfv Its obhgat1ons as they come due. As a result, the actual and perceived creditworth“ness of Barclays Bank PLC w1ll affect the market value, 1f any 1 of the ETNs pnor to matunty or redemption. In add“t1on! “n the event B.;~ relays Bank PLC were to default on 1ts obligat1ons1 you may not rece1ve anv amounts: owed to you under the terms of the ETNs.

Single Currency Exchange Risk: An mvestment m ETNs hnked to the performance of a foreign cur“rency exchange rate 1s subJect to nsks assoctated with fluctuat1ons, pa1ticularly a decltne, “n the price of the appl“cable single fore“gn cun·ency relabve to the U.S. dollar. Factors that may hdve the effect of causing a ded1ne in the pnce of a fore1gn currency Include national debt levels and trade deficits1 domestic

and foreign mflat1on rates, domestic and foreign mterest rates and global or reg1on.:.l economrc, financial political, regulatory, geographical or Judiaal events, Currency exchange rates may be extremely

volatile) and exposure to a single currency can lead to s1gn1ficant losses.

Harket and Volatility Risk: The market value of the ETNs may be “nfluenced by many unpredictable factors and may fluctuate between the. date )l’ou purchase them and the matunty date or redemption date, You may also sustain a Slgn1f1cant loss 1f you sell your ETNs m the secondary rnarket. Factors that may mfluence the market value of the ETNs 1ndude prevaihng mark~~t pr1ces of the u.s , stock orfore1gn

exchange markets1 the 1ndex corn,ponents 1ncluded 1n the underlymg 1ndex1 and pre·oJa1l1ng market pnces of options on such 1ndex or an)’ other financial instruments related bJ such inde>:; and supply and demand for the ETNs, lnclud1ng economrc, financial, pol1t1cal, regulatorv, geographical or Judictal even~ that affect the level of such index ot other finanClal rnstruments related to such index,

LOGO

A Trading Market for the ETNs May Not Develop: Although the ETNs are listed on a U.S, nat1onal secunt1es exchange1 a trad1ng mdrket for the ETNs may not develop and the liQUidity of the ETNs may be limited, as we are not required to ma1nta“n any l1st1ng of the ETNs.

No Interest Payments from the ETNs: You may not rece1ve any interest payments on the ETNs.

Restrictions on the Minimum Number of ETNs and Date Restrictions for Re·demptions: You must redeem at least 501000 ETN-; of ~he same serie-s at ant.> time 1n order to exercio;e your right to redeem your ETNs on any redemption date. You may only redeem your ETNs on a redemption date if we rece1ve a notice of redemption from you by certain dates and times as set forth 10 the product pr-ospectus.

Uncet1:ain Taw Treatment: S1gnif1cant aspects of the tax treatment of the ETNs are uncertain. You should consult your own tax adv1sor about your own tax situation,

Barclays Bank PLC has filed a registration statement (including a prospectus) with the SEC for the offering to which this communication relates. Before you invest, you should read the prospectus and other documents Barclays Bank PLC has filed ~’lith the SEC for more complete information about the issuer and this offering. You may get these documents for free by visiting t~lww.iPathETN.com or EDGAR on the SEC tiJebsite at wv1w.sec.gov. Alternatively, Barclays Bank PLC will arrange for Barclays Capital Inc. to send you the prospectus if you request it by calling toll-free 1-677-764·7284, or you may request a copy from any other dealer pat1:icipating in the offering.

BlackRock Investments, LLC ass1sts in the promotion of the 1Path ETNs.

The ETNs ma)o be sold throughout the day on the exchange through any brokerage account. Commissions may apply and there are tax consequences 1n t.he event of sale, redemption or matunty of ETNs.

property and used with the permissron, of thew respect1ve owners.

NOT FDIC INSURED “ NO BANK GUARANTEE “ MAY lOSE VALUE

Products Product Su1tes About iPath ETNs About Us

._ EqUitY ._ EqUit)o ETNs “ Understand1ng ETNs “ About Us

, Commodities , Commodity ETI\Js , l nvest1ng m iPath ETNs , 1Path Announcements

“ Currencies “ c urrency ETNs Trading and Redemption “ Contact Us

,_ Fixed Income , Fixed l ncome ETNs , Premrums and Discounts

—Alternatives “ Alterna~rve ETNs Tax Constderatlons

LOGO

USA “ Retail Investor “ English “

._ i Path· “ sARCIAYs

Products Product Suites About iPath ETNs About Us

Product Listing iPathl3 EUR/USD Exchange Rate ETN

Quick links “ Search era

Product Summary

iPath® EUR/USD Exchange Rate ETN

Description

Details Chart Correlations

Index and ETN Returns (as of 10/31/ 201 4)

I1 mo 13mo 16mo IYTD I1yr 13yrs ISmce ETN InceptiOn

euro I U.S. dollar exchange rate -0.84% -6.42% -9.72% -9.17% -7.96% -3.58% -0.12%

ETN Closing Indicative Note Value Return -0.90% -6.71% -10.19% -9.75% -8.58% -4.06% -0.55%

ETN Market Price Returns (as of 10/31/2014)

I1 mo 13mo 16mo IYTD I1yr 13yrs ISmce ETN Inception

iPathiDEUR!USD Exchange Rate ETN -0.80% -6.74% -10.01% -9.29% -8.55% -3.88% -0.56%

Source: Bloomberg L.P., subject to ch<onge.

PAST PERFORMANCE IS NOT INDICATIYE OF FUTURE RESULTS.

IndeM Returns

ETN Closing Indicative Note Value Returns

ETN closing indicative note value returns show the change in the dosing indicative value of the ETNs over the relevant period, expressed as a percentage. For any historical period of one year or longer, dosing indicative note value returns are shown on an annualized basis. The closing indicative note value of an ETN is an amount per ETN calculated on each valuation date that reflects the change in value of the ETN from the previous valuation date due to the daily change in the index level and the daily accrual of the investor fee and other applicable costs. The closing indicative note value of an ETN may differ from the actual trading price of the ETN at any time due to hedging or transaction costs, credit considerations, market liquidity, bid-offer spreads or other factors affecting the trading price of the ETN. For more information on how the closing indicative note value is calculated, please see the section “Specific Terms of the ETNs” in the prospectus relating to the ETNs.

ETN Market Price Returns

ETN Market price returns show the change in the end-of-day trading price of the ETNs on the exchange over the relevant period, expressed as a percentage. Market price returns are calculated using the midpoint of the bid/ask spread at 4:00pm Eastern time (or the last midpoint of the bid/ask spread prior to 4:00pm Eastern time) from the beginning of the relevant period to the end of tfle relevant period. For any historical period of one year or longer, market price returns are shown on an annualized basis. Market price returns do not represent the returns you would receive if you traded at a price or at a time on the exchange other than as described in this section. Market price returns do not account for brokerage commissions1 which will reduce actual returns, and may not include the effect of any applicable fees and costs on the ETNs.

In the event that there is an absence of a bid/ ask value at 4PM on the relevant month end, N/ A will be displayed in place of a percentage value for ETN Market Price Returns.

Selected Risk Considerations v

An investment in the iPath ETNs described herein (the “ETNs”) involves risks, including possible loss of principal, and may not be suitable for all investors. Selected risks are summarized here and select product specific risk factors are summarized under “Select Risk Considerations” on the relevant product pages, but we urge you to read the more detailed eMplanation of risks described under “Risk Factors” in the applicable product prospectus.

You May Lose Some or All of Your Principal: The ETNs are exposed to any decrease in the level of the underlying index between the inception date and the applicable valuation date. Additionally1 if the level of the underlying index is insufficient to offset the negative effect of the investor fee and other applicable costs, you will lose some or all of your investment at maturity or upon redemption, even if the value of such index level has increased or decreased, as the case may be. Because the ETNs are subject to an investor fee and other applicable costs, the return on the ETNs will always be lower than the total return on a direct investment in the index components. The ETNs are riskier than ordinary unsecured debt securities and have no principal protection.

Single Currency EMchange Risk: An investment in ETNs linked to the performance of a foreign currency exchange rate is subject to risks associated with fluctuations, particularly a decline, in the price of the applicable single foreign currency relative to the U.S. dollar. Factors that may have the effect of causing a decline in the price of a foreign currency include national debt levels and trade deficits, domestic and foreign inflation rates, domestic and foreign interest rates, and global or regional economic, financial, political, regulatory, geographical or judicial events. Currency exchange rates may be extremely volatile1 and exposure to a single currency can lead to significant losses.

Market and Volatility Risk: The market value of the ETNs may be influenced by many unpredictable factors and may fluctuate between the date you purchase them and the maturity date or redemption date. You may also sustain a significant loss if you sell your ETNs in the secondary market. Factors that may influence the market value of the ETNs include prevailing market prices of the U.S. stock or foreign exchange markets1 the index components included in the underlying index, and prevailing market prices of options on such index or any other financial instruments related to such index; and supply and demand for the ETNs, including economic, financial, political, regulatory, geographical or judicial events that affect the level of such index or other financial instruments related to such index.

A Trading Market for the ETNs May Not Develop: Although the ETNs are listed on a U.S. national securities exchange, a trading market for the ETNs may not develop and the liquidity of the ETNs may be limited, as we are not required to maintain any listing of the ETNs.

LOGO

No Interest Payments from the ETNs: You may not receive any interest payments on the ETNs,

Uncet1:ain Tax Treatment: Significant aspects of the tax treatment of the ETNs are uncertain. You should consult your own tax advisor about your own tax situation.

Bardays Bank PLC has filed a registration statement (including a prospectus) with the SEC for the offering to which this communication relates. Before you in.,est, you should read the prospectus and other documents Bardays Bank PLC has filed with the SEC for more complete information about the issuer and this offering. You may get these documents for free by ““isiting 1.’1\’IW.iPathETN.com or EDGAR on the SEC website at l.’ll.’lw.sec.go.,, Alternati.,ely, Bardays Bank PLC v1ill arrange for Bardays Capital Inc. to send you the prospectus if you request it by calling toll-free 1-877-764-7284, or you may request a copy from any other dealer participating in the offering.

BlackRock Investments1 LLC assists in the promotion of the iPath ETNs.

The ETNs may be sold throughout the day on the exchange through any brokerage account. Commissions may apply and there are tax consequences in the event of sale, redemption or maturity of ETNs.

© 2014 Barclays Bank PLC. All rights reserved. iPath, iPath ETNs and the iPath logo are registered trademarks of Barclays Bank PLC. All other trademarks, servicemarks or registered tt“ademarks are the property, and used with the permission, of their respective owners.

NOT FDIC INSURED “ NO BANK GUARANTEE “ MAY LOSE VALUE

Products Product Suites About iPath ETNs About Us

11> Equity II> Equity ETNs 11> Understanding ETNs 11> About Us

11> Commodities 11> Commodity ETNs II> Investing in iPath ETNs II> iPath Announcements

11> Currencies 11> Currency ETNs 11> Trading and Redemption 11> Contact Us

11> Fixed Income 11> Fixed Income ETNs II> Premiums and Discounts

11> Alternatives 11> Alternative ETNs 11> Tax Considerations

LOGO

USA “ Retail Investor “ English “

._ i Path· “ sARCIAYs

Products Product Suites About iPath ETNs About Us

Product Listing iPathl3 EUR/USD Exchange Rate ETN

Quick links “ Search era

Product Summary

iPath® EUR/USD Exchange Rate ETN

Description

Details Chart Returns

Correlations (as of 10/31/ 2014)

Index ICorrelations’

euro I U.S. dollar exchange rate 1.00

MSCI EAFE111 Net Total Return Index 0.82

MSCI Emerging Markets Net Total Return Index 0.69

S&P 500111 Total Return Index 0.68

Bloomberg Commodi1y Index Total ReturnSI.I 0.66

Barclays US Aggregate Bond Index -0.06

SoiJrces: Bloomberg Fin.u1ce L.P., Barclays, MSCI Inc., S&P Dow Jones Indices LLC. Correlations: are calciJiated on a monthly basis O“Jer a 5-year period from the “as of’ date referenced above.

In dew correlations are for illustrative purposes only and do not represent actual ETN per-formance. PAST PERFORMANCE IS NOT INDICATIVE FOR FUTURE RESUlTS.

The S&P 50013 Index is intended to provide an indication of the pattern of stock price movement in the U.S. equities market.

The Bloomberg Commodity Index Total Return~M reflects the returns that are potentially available through an unleveraged investment in the futures contracts on physical commodities comprising the index plus the rate of interest that could be earned on cash collateral invested in specified Treasury Bills.

The MSCI EAFE Index is an equity index which captures large and mid cap representation across Developed Markets countries around the world, excluding the US and Canada The MSCI Emerging Markets IndexSM captures large and mid cap representation across 21 Emerging Markets countries. The Barclays U.S. Aggregate Bond Index provides a measure of the performance of the U.S. investment grade bonds market.

Selected Risk Considerations v

An investment in the iPath ETNs described herein (the “ETNs”) involves risks, including possible loss of principal, and may not be suitable for all investors. Selected risks are summarized here and select product specific risk factors are summarized under “Select Risk Considerations” on the relevant product pages, but IJie urge you to read the more detailed ewplanation of risks described under “Risk Factors” in the applicable product prospectus.

Single Currency Ewchange Risk: An investment in ETNs linked to the performance of a foreign currency exchange rate is subject to risks associated with fluctuations, particularly a decline, in the price of the applicable single foreign currency relative to the U.S. dollar. Factors that may have the effect of causing a decline in the price of a foreign currency include national debt levels and trade deficits, domestic and foreign inflation rates, domestic and foreign interest rates, and global or regional economic, financial, political, regulatory, geographical or judicial events. Currency exchange rates may be extremely volatile, and exposure to a single currency can lead to significant losses.

No Interest Payments from the ETNs: You may not receive any interest payments on the ETNs.

Uncertain Taw Treatment: Significant aspects of the tax treatment of the ETNs are uncertain. You should consult your own tax advisor about your own tax situation.

Bardays Bank PlC has filed a registration statement (including a prospectus) with the SEC for the offering to 1nhich this communication relates. Before you invest, you should read the prospectus and other documents Barclays Bank PLC has filed with the SEC for more complete information about the issuer and this offering. You may get these documents for free by visiting IJIIJIW.iPathETN.com or EDGAR on the SEC website at IJIIJIW.sec.gov. Alternatively, Barclays Bank PLC will arrange for Barclays Capital Inc. to send you the prospectus if you request it by calling toll-free 1-877-764-7284, or you may request a copy from any other dealer participating in the offering.

BlackRock Investments, LLC assists in the promotion of the iPath ETNs.

LOGO

The ETNs may be sold throughout the day on the exchange through any brokerage account. Commissions may apply and there are tax consequences in the event of sale1 redemption or maturity of ETNs.

property and used with the permission, of their respective owners.

NOT FDIC INSURED “ NO BANK GUARANTEE “ MAY LOSE VALUE

Products Product Suites About iPath ETNs About Us

“ Equity P. Equity ETNs P. Understanding ETNs “ About Us

“ Commodities “ Commodity ETNs “ Investing in iPath ETNs “ iPath Announcements

P. Currencies P. Currency ETNs P. Trading and Redemption P. Contact Us

“ Fixed Income “ Fixed Income ETNs “ Premiums and Discounts

P. Alternatives P. Alternative ETNs P. Tax Considerations

iPath USA Retail Investor English BARCLAYS Products Product suites About ipath ETNs About us

LOGO

USA “ Retail Investor “ English “

._ i Path· “ sARCIAYs

Products Product Suites About iPath ETNs About Us

Product Listing iPathl3 GBP/USD Exchange Rate ETN

Quick links “ Search gbb

Product Summary

iPath® GBP /USD Exchange Rate ETN

ordinary unsecured debt securities and have no principal protection. The ETNs are unsecured debt obligations of the issuer Barclays Bank PLC and are not either directly or indirectly an obligation of or

1 1 1

guaranteed by any third party. Any payment to be made on the ETNs, including any payment at maturity or upon redemption, depends on the ability of Barclays Bank PLC to satisfy its obligations as they come due. An investment in the ETNs involves significant risks, including possible loss of principal1 and may not be suitable for all investors.

The GBP/USD exchange rate is a foreign exchange spot rate that measures the relative values of two currencies1 the British pound and the U.S. dollar. When the British pound appreciates relative to the U.S. dollar, the GBP/USD exchange rate (and the value of the ETNs) increases; when the British pound depreciates relative to the U.S. dollar1 the GBP/USD exchange rate (and the value of the ETNs) decreases. The GBP/USD exchange rate is expressed as a rate that reflects the number of U.S. dollars that can be exchanged for one British pound in the interbank market for settlement in two days. Owning the ETNs is not the same as owning British Pounds and will not reflect the return you would realize if you actually purchased British pounds and converted them into U.S. dollars. For additional information regarding the risks associated with the ETNs1 please see “Selected Risk Considerations” below.

Chart Returns Correlations

Summary Market Indicators (as of 12/03/2014) Documentation

Primary Exchange NYSE Area

Oosing Indica tive Note Value ETNs outstanding

ETN Ticker GBB ~~ Prospectus ~~ Factsheet

Intraday Indicative Value GBB.IV1 $41 .89 60,000

Ticker a

Bloomberg ETN Keystroke GBB< EQUITY>< GO> IV/Index History

M arket Capitaliza tion3

Bloomberg Index Ticker GBPUSD WMCO

Investor Fee Rate 0.40%. per annum2. $2,513,400

Deposit Rate SONIA minus 0.25%4

CUSIP 06739F176

ISIN GBOOB1WPB621

Inception Date 08 May 2007

Maturity 14 May 2037

The performance quoted represents past performance and does not guarantee future results. Investment return and principal value of an investment will fluctuate so that an investment1 when sold or redeemed may be worth more or less than the original cost. Current performance may be lower or higher than the performance quoted. See additional information below for how return figures are calculated.

PAST PERFORMANCE IS NOT INDICATIYE OF FUTURE RESULTS

any adjustment for the investor fee or applicable costs accruing during the course of the current day. For more information on how the intraday indicative value is calculated please see the section

“Valuation of the ETNs” in the prospectus relating to the ETNs.

The intraday indicative value is provided for reference purposes only. It is not intended as a price or quotation, or as an offer or solicitation for the purchase sale redemption ortermination of the ETNs

1 1

nor does it reflect hedging or transaction costs credit considerations~ market liquidity or bid-offer spreads. Published index levels from the sponsors of the indices underlying the ETNs may occasionally be

indices underlying the ETNs do not necessarily reflect the depth and liquidity of the underlying markets for the index components. For this reason and others the actual trading price of the ETNs may be

different from their intraday indicative value.

2. The investor fee rate per ETN is equal to 0.40% per year times the principal amount of your ETNs times the applicable index factor and is calculated on a daily basis in the following manner: The investor

fee on the inception date was equal to zero. On each subsequent calendar day until maturity or early redemption the investorfee will equal to (1) 0.40% times (2) the principal amount of your ETNs times

(3) the applicable index factor on that day (or if such day is not a trading day, the index factor on the immediately preceding trading day) div1ded by (4) 365. The index factor on any given day will be

equal to the currency component on that day times the accumulation component on that day.

The accumulation component on the inception date was set equal to one. On each subsequent business day until maturity or early redemption the accumulation component wilt equal (1) the accumulation

component on the immediately preceding business day times (2) the sum of one plus the product of the deposit rate times the relevant daycount fraction.

Market Capitalization= Closing Indicative Note Value x ETNs Outstanding

4. Deposit Rate. Forthe iPathB GBP/USD Exchange Rate ETN, the Deposit Rate on any given day will be equal to the Sterling Overnight Index Average as reported on Reuters page SONIA or any successor

page on the immediately preceding business day (the “SONIA”), minus 0.25%. The Deposit Rate is intended to represent the actual rate that would be paid by a bank on an overnight deposit of British

pounds

Selected Risk Considerations v

An investment in the iPath ETNs described herein (the “ETNs”) involves risks, including possible loss of principal, and may not be suitable for all investors. Selected risks are summarized here and select product specific risk factors are summarized under “Select Risk Considerations” on the relevant product pages, but we urge you to read the more detailed explanation of risks described under “Risk Factors” in the applicable product prospectus.

level of the underlying index is insufficient to offset the negative effect of the investor fee and other applicable costs you will lose some or all of your investment at maturity or upon redemption even if the

value of such index level has increased or decreased, as the case may be. Because the ETNs are subject to an investor fee and other applicable costs, the return on the ETNs will always be tower than the total return on a direct investment in the index components. The ETNs are riskier than ordinary unsecured debt securities and have no principal protection.

Credit of Barclays Bank PLC: The ETNs are unsecured debt obligations of the issuer, Barclay:; Bank PLC, and are not, either directly or indirectly, an obligation of or guaranteed by any third party. Any payment to be made on the ETNs, including any payment at maturity or upon redemption, depends on the ability of Barclay:; Bank PLC to satisfy its obligations as they come due. As a result, the actual and perceived creditworthiness of Barclays Bank PLC will affect the market value, if any, of the ETNs prior to maturity or redemption. In addition, 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 ETNs.

Market and Volatility Risk: The market value of the ETNs may be influenced by many unpredictable factors and may fluctuate between the date you purchase them and the maturity date or redemption date. You may also sustain a significant loss if you sell your ETNs in the secondary market. Factors that may influence the market value of the ETNs include prevailing market prices of the U.S. stock or foreign exchange markets, the index components included in the underlying index, and prevailing market prices of options on such index or any other financial instruments related to such index; and supply and demand for the ETNs including economic financial, political, regulatory geographical or judicial events that affect the level of such index or other financial instruments related to such index.

1 1

No Interest Payments from the ETNs: You may not receive any interest payments on the ETNs.

LOGO

Uncertain Tax Treatment: Significant aspects of the tax treatment of the ETNs are uncertain. You should consult your own tax advisor about your own tax situation.

BlackRock Investments, LLC assists in the promotion of the iPath ETNs.

The ETNs may be sold throughout the day on the exchange through any brokerage account. Commissions may apply and there are tax consequences in the event of sale, redemption or maturity of ETNs.

NOT FDIC INSURED “ NO BANK GUARANTEE “ MAY LOSE VALUE

Products Product Suites About iPath ETNs About Us

.,. Equity Equity ETNs .,. Understanding ETNs .,. About Us

.,. Commodities .,. Commodity ETNs .,. Investing in iPath ETNs .,. iPath Announcements

.,. Currencies .,. Currency ETNs .,. Trading and Redemption .,. Contact Us

.,. Fixed Income .,. Fixed Income ETNs .,. Premiums and Discounts

.,. Alternatives .,. Alternative ETNs .,. Tax Considerations

LOGO

USA “ Retail Investor “ English “

._ iPath· “ sARCIAYs

Products Product Suites About iPath ETNs About Us

Product Listing iPathl3 GBP/USD Exchange Rate ETN

Quick links “ Search gbb

Product Summary

iPath® GBP /USD Exchange Rate ETN

1 1 1

Details

Returns Correlations

ETN and Index Historical Performance

iPath USA Retail Investor English BARCLAYS Products Product suites About ipath ETNs About us

-20

-30

May-07 Jul-08 Nov-09 Feb-11 Apr-12 Jul-13 Dec-14

- iPath” GBP/USD Exchange Rate ETN—British pound I U.S. dollar exchange rate

Source: Barcl.ays, Bloomberg.

The chart above shows the historical performance of the ETN and the Index from the ETN Inception Date which was May 8 2007 to the previous days closing price.

The per-formance quoted represents past per-formance and does not guarantee future results. In\lestment return and principal \lalue of an in\lestment will fluctuate so that an in\lestment, when sold or redeemed may be worth more or less than the ot“iginal cost. Current per-formance may be lower or higher than the per-formance quoted. See additional information beiOIJI for how return figures are calculated. PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS

ETN Closing Indicati\le Note Value Returns

fee and other applicable costs. The closing indicative note value of an ETN may differfrom the actual trading price ofthe ETN at any time due to hedging or transaction costs credit considerations market

liquidity1 bid-offer spreads or other factors affecting the trading price of the ETN. For more information on how the closing indicative note value is calculated, please see the section “‘Specific Terms of the ETNs”‘ in the prospectus relating to the ETNs.

Index Returns

Index returns show the change in the level of the index underlying the ETNs over the relevant period, expressed as a percentage. Index returns are calculated using the closing index level from the beginning of the relevant period to the end of the relevant period. For any historical period of one year or longer1 index returns are shown on an annualized basis. Index returns are for illustrative purposes only and do not represent actual ETN performance. Index returns do not reflect any management fees, transaction costs, or expenses which would reduce your actual return, including the investor fee and applicable costs of the ETNs. Indexes are unmanaged and one cannot invest directly in an index .

Selected Risk Considerations v

An in . estment in the iPath ETNs described herein (the “ETNs”) in . olves risks, including possible loss of principal, and may not be suitable for all in . estors_ Selected risks are summarized here and select product specific risk factors are summarized under “Select Risk Considerations” on the rele\lant product pages, but we urge you to read the more detailed explanation of risks described under “Risk Factors” in the applicable product prospectus.

Single Currency Exchange Risk: An investment in ETNs linked to the performance of a foreign currency exchange rate is subject to risks associated with fluctuations, particularly a decline, in the price of the applicable single foreign currency relative to the U.S. dollar. Factors that may have the effect of causing a decline in the price of a foreign currency include national debt levels and trade deficits, domestic and foreign inflation rates, domestic and foreign interest rates, and global or regional economic, financial, political, regulatory, geographical or judicial events. Currency exchange rates may be extremely volatile1 and exposure to a single currency can lead to significant losses.

Market and Volatility Risk: The market value of the ETNs may be influenced by many unpredictable factors and may fluctuate between the date you purchase them and the maturity date or redemption date. You may also sustain a significant loss if you sell your ETNs in the secondary market. Factors that may influence the market value of the ETNs include prevailing market prices of the U.S. stock or foreign exchange markets1 the index components included in the underlying index, and prevailing market prices of options on such index or any other financial instruments related to such index; and supply and demand for the ETNs, including economic, financial, political, regulatory, geographical or judicial events that affect the level of such index or other financial instruments related to such index.

LOGO

No Interest Payments from the ETNs: You may not receive any interest payments on the ETNs.

Uncertain Tax Treatment: Significant aspects of the tax treatment of the ETNs are uncertain. You should consult your own tax advisor about your own tax situation.

Bardays Bank PLC has filed a registration statement (including a prospectus) with the SEC for the offering to 1nhich this communication relates. Before you in \lest, you should read the prospectus and other documents Barclays Bank PLC has filed I.IJith the SEC for more complete information about the issuer and this offering. You may get these documents for free by \lisiting I.IJOJJW.iPathETN.com or EDGAR on the SEC website at OJJOJJw.sec.gov. Alternati\lely, Barclays Bank PLC will arrange for Barclays Capital Inc. to send you the prospectus if you request it by calling toll-free 1-877-764-7284, or you may request a copy from any other dealer participating in the offering.

BlackRock Investments, LLC assists in the promotion of the iPath ETNs.

The ETNs may be sold throughout the day on the exchange through any brokerage account. Commissions may apply and there are tax consequences in the event of sale, redemption or maturity of ETNs.

NOT FDIC INSURED “ NO BANK GUARANTEE “ MAY LOSE VALUE

Products Product Suites About iPath ETNs

“ Equity _ Equity ETNs “ Understanding ETNs

“ Commodities “ Commodity ETNs “ Investing in iPath ETNs

“ Currencies “ Currency ETNs “ Trading and Redemption

“ Fixed Income “ Fixed Income ETNs “ Premiums and Discounts

“ Alternatives “ Alternative ETNs “ Tax Considerations

About Us

•

About Us

•

iPath Announcements

•

LOGO

USA “ Retail Investor “ English “

._ i Path· “ sARCIAYs

Products Product Suites About iPath ETNs About Us

Product Listing iPathl3 GBP/USD Exchange Rate ETN

Quick links “ Search gbb

Product Summary

iPath® GBP /USD Exchange Rate ETN

The iPathl3 GBP/USD Exchange Rate ETN is designed to provide investors with exposure to the British pound/U.S. dollar exchange rate (the “GBP/USD exchange rate” or the “Index”), The ETNs are riskier than ordinary unsecured debt securities and have no principal protection. The ETNs are urrsecured debt obligations of the issuer, Barclays Bank PLC, and are not, either directly or indirectly, an obligation of or guaranteed by any third party. Any payment to be made on the ETNs, including any payment at maturity or upon redemption, depends on the ability of Barclays Bank PLC to satisfy its obligations as they come due. An investment in the ETNs involves significant risks, including possible loss of principal, and may not be suitable for all investors.

The GBP/USD exchange rate is a foreign exchange spot rate that measures the relative values of two currencies, the British pound and the U.S. dollar. When the British pound appreciates relative to the U.S. dollar, the GBP/USD exchange rate (and the value of the ETNs) increases; when the British pound depreciates relative to the U.S. dollar, the GBP/USD exchange rate (and the value of the ETNs) decreases. The GBP/USD exchange rate is expressed as a rate that reflects the number of U.S. dollars that can be exchanged for one British pound in the interbank market for settlement in two days. Owning the ETNs is not the same as owning British Pounds and will not reflect the return you would realize if you actually purchased British pounds and converted them into U.S. dollars. For additional information regarding the risks associated with the ETNs, please see “Selected Risk Considerations” below.

Details Chart Correlations

Index and ETN Returns (as of 10/ 31/ 201 4)

11mo 13mo 16mo IYTD 11yr 13yrs ISmce ETN InceptiOn

Brijish pound I U.S. dollar exchange rate -1.30% -5.20% -5.17% -3.27% -0.25% -0.10% -1.68%

ETN Closing Indicative No1e Value Return -1.37% -5.45% -5.52% -3.70% -0.68% -0.51% -2.09%

iPath USA Retail Investor English BARCLAYS Products Product suites About ipath ETNs About us

Source: S&P Dow Jones Indices LLC., subject to change.

The petformance quoted represents past petformance and does not guarantee future results. Investment return and principal value of an investment will fluctuate so that an investment, when sold or redeemed may be worth more or less than the original cost. Current petformance may be lower or higher than the petformance quoted. See additional information below for how return figures are calculated.

PAST PERFORMANCE IS NOT INDICATIYE OF FUTURE RESULTS.

Indew Returns

Index returns show the change in the level of the index underlying the ETNs over the relevant period, expressed as a percentage. Index returns are calculated using the closing index level from the beginning of the relevant period to the end of the relevant period. For any historical period of one year or longer, index returns are shown on an annualized basis. Index returns are for illustrative purposes only and do not represent actual ETN petformance. Index returns do not reflect any management fees, transaction costs, or expenses which would reduce your actual return, including the investor fee and applicable costs of the ETNs. Indexes are unmanaged and one cannot invest directly in an index.

ETN Closing Indicative Note Value Returns

ETN ~1arket Price Returns

In the event that there is an .absence of a bid/ ask value .at 4PM on the relevant month end, N/ A will be displayed in place of a percentage value for ETN Market Price Returns.

Selected Risk Considerations v

An investment in the iPath ETNs described herein (the “ETNs”) involves risks, including possible loss of principal, and may not be suitable for all investors. Selected risks are summarized here and select product specific risk factors are summarized under “Select Risk Considerations” on the relevant product pages, but we urge you to read the more detailed ewplanation of risks described under “Risk factors” in the applicable product prospectus.

Single Currency Exchange Risk: An investment in ETNs linked to the petformance of a foreign currency exchange rate is subject to risks associated with fluctuations, particularly a decline, in the price of the applicable single foreign currency relative to the U.S. dollar. Factors that may have the effect of causing a decline in the price of a foreign currency include national debt levels and trade deficits, domestic and foreign inflation rates, domestic and foreign interest rates, and global or regional economic, financial, political, regulatory, geographical or judicial events. Currency exchange rates may be extremely volatile, and exposure to a single currency can lead to significant losses.

Market and Volatility Risk: The market value of the ETNs may be influenced by many unpredictable factors and may fluctuate between the date you purchase them and the maturity date or redemption date. You may also sustain a significant loss if you sell your ETNs in the secondary market. Factors that may influence the market value of the ETNs include prevailing market prices of the U.S. stock or foreign exchange markets, the index components included in the underlying index, and prevailing market prices of options on such index or any other financial instruments related to such indexi and supply and demand for the ETNs, including economic, financial, political, regulatory, geographical or judicial events that affect the level of such index or other financial instruments related to such index.

No Interest Payments from the ETNs: You may not receive any interest payments on the ETNs.

LOGO

Uncertain Tax Treatment: Significant aspects of the tax treatment of the ETNs are uncertain. You should consult your own tax advisor about your own tax situation.

BlackRock Investments, LLC assists in the promotion of the iPath ETNs.

The ETNs may be sold throughout the day on the exchange through any brokerage account. Commissions may apply and there are tax consequences in the event of sale, redemption or maturity of ETNs.

NOT FDIC INSURED “ NO BANK GUARANTEE “ MAY LOSE VALUE

Products Product Suites About iPath ETNs

,. Equity Equity ETNs ,. Understanding ETNs

., Commodities ., Commodity ETNs ., Investing in iPath ETNs

., Currencies ., Currency ETNs ., Trading and Redemption

., Fixed Income ., Fixed Income ETNs ., Premiums and Discounts

., Alternatives ., Alternative ETNs ., Tax Considerations

About Us

,. About Us

., iPath Announcements

., Contact Us

LOGO

USA “ Retail Investor “ English “

._ i Path· “ sARCIAYs

Products Product Suites About iPath ETNs About Us

Product Listing iPathl3 GBP/USD Exchange Rate ETN

Quick links “ Search gbb

Product Summary

iPath® GBP /USD Exchange Rate ETN

1 1 1

guaranteed by any third party. Any payment to be made on the ETNs, including any payment at maturity or upon redemption, depends on the ability of Barclays Bank PLC to satisfy its obligations as they come due. An investment in the ETNs involves signific.~nt risks, including possible loss of principal/ and may not be suitable for all investors.

Details Chart Returns

Correlations (as of 10/3 1/2014)

Index ICorrelations’

Brijish pound I U.S. dollar exchange rate 1.00

MSCI EAFEIII Net To1al Return Index 0.70

MSCI Emerging Markets Net To1al Return Index 0.58

Bloomberg Commodny Index To1al ReturnSI.I 0.56

S&P SOOIII To1al Return Index 0.46

Barclays US Aggregate Bond Index 0.12

Sources: Bloomber9 Finance L.P., Barclays, MSCI Inc., S&P Dow Jones Indices LLC. Correlations: are calculated on a monthly basis oOJer a 5-yeu period from the “as of” date referenced aboOJE:.

Index correlations are for illustrative purposes only and do not represent actual ETN performance. PAST PERFORMANCE IS NOT INDICATIVE FOR FUTURE RESULTS.

The S&P 50013 Index is intended to provide an indication of the pattern of stock pt“ice movement in the U.S. equities market.

The MSCI EAFE Index is an equity index which captures large and mid cap representation across Developed Markets countries around the world1 excluding the US and Canada The MSCI Emerging Markets IndexSM captures large and mid cap representation across 21 Emerging Markets countries. The Barclays U.S. Aggregate Bond Index provides a measure of the performance of the U.S. investment grade bonds market.

Selected Risk Considerations v

An investment in the iPath ETNs described herein (the “ETNs”) involves risks, including possible loss of principal, and may not be suitable for all investors_ Selected risks are summarized here and select product specific risk factors are summarized under “Select Risk Considerations” on the relevant product pages, but we urge you to read the more detailed explanation of risks described under “Risk Factors” in the applicable product prospectus.

value of such index level has increased or decreased, as the case may be. Because the ETNs are subject to an investor fee and other applicable costs, the return on the ETNs will always be lower than the total return on a direct investment in the index components. The ETNs are riskier than ordinary unsecured debt securities and have no principal protection.

Credit of Barclays Bank PLC: The ETNs are unsecured debt obligations of the issuer, Barclays Bank PLC, and are not, either directly or indirectly, an obligation of or guaranteed by any third party, Any payment to be made on the ETNs, including any payment at maturity or upon redemption, depends on the ability of Barclays Bank PLC to satisfy its obligations as they come due. As a result, the actual and perceived creditworthiness of Barclays Bank PLC will affect the market value, if any, of the ETNs prior to maturity or redemption. In addition, 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 ETNs.

Market and Volatility Risk: The market value of the ETNs may be influenced by many unpredictable factors and may fluctuate between the date you purchase them and the maturity date or redemption date. You may also sustain a significant loss if you sell your ETNs in the secondary market. Factors that may influence the market value of the ETNs include prevailing market prices of the U.S. stock or foreign exchange markets, the index components included in the underlying index, and prevailing market prices of options on such index or any other financial instruments related to such index; and supply and demand for the ETNs including economic financial, political, regulatory geographical or judicial events that affect the level of such index or other financial instruments related to such index.

1 1

No Interest Payments from the ETNs: You may not receive any interest payments on the ETNs,

Uncertain Tax Treatment: Significant aspects of the tax treatment of the ETNs are uncertain. You should consult your own tax advisor about your own tax situation.

Barclays Bank PLC has filed a registration statement (including a prospectus) with the SEC for the offering to v1hich this communication relates. Before you invest, you should read the prospectus and other documents Barclays Bank PLC has filed with the SEC for more complete information about the issuer and this offering. You may get these documents for free by visiting www-iPathETN.com or EDGAR on the SEC website at www_sec.gov. Alternatively, Barclays Bank PLC will arrange for Barclays Capital Inc. to send you the prospectus if you request it by calling toll-free 1-877-764-7284, or you may request a copy from any other dealer participating in the offering.

BlackRock Investments, LLC assists in the promotion of the iPath ETNs.

The ETNs may be sold throughout the day on the exchange through any brokerage account. Commissions may apply and there are tax consequences in the event of sale, redemption or maturity of ETNs.

LOGO

1[:1 2014 Barclays Bank ~LC. All rights reserved. i~ath, i~ath ETNs and the i~ath logo are registered trademarks of Barclays Bank ~LC. All other trademarks, servicemarks or registered trademarks are the property, and used with the permission, of their respective owners.

NOT FDIC INSURED “ NO BANK GUARANTEE “

Products Product Suites About iPath ETNs

“ Equity .- Equity ETNs “ Understanding ETNs

“ Commodities “ Commodity ETNs “ Investing in iPath ETNs

“ Currencies “ Currency ETNs “ Trading and Redemption

“ Fixed Income “ Fixed Income ETNs “ Premiums and Discounts

“ Alternatives “ Alternative ETNs “ Tax Considerations

MAY LOSE VALUE

About Us

•

About Us

•

iPath Announcements

•

LOGO

USA “ Retail Investor “” English “

~ iPath· “BARCLAYs

Products Pro duct Suites About iPath ETNs About Us

Product Listing iPath ~< Optimized Currency Carry ETN

Quick links Search Enter CUSIP/Ticker/Underlyer Q.

Product Summary

iPath® Optimized Currency Carry ETN

The iPath ~< Optimized Currency Carry ETNs (the “ETNs”) are designed to provide exposure to the Barclays Optimized Currency Carry Indexn 1 (the “Index”). The ETNs are riskier than ordinary unsecured debt securities and have no principal protection. The ETNs are unsecured debt obligations of the issuer, Barclays Bank PLC, and are not, either directly or indirectly, an obligation of or guaranteed by any third party. Any payment to be made on the ETNs, including any payment at maturity or upon redemption, depends on the ability of 6arclays !lank P~C to satisfy its obligations as they come due. An investment in the ETNs involves significant risks, including possible loss of principal, and may not be suitable for all investors.

The Index is designed to reflect the total return of an “Intelligent Carry Strategy,” which, through an objective and systematic methodology, seeks to capture the returns that are potentially available from a strategy of investing in high-yielding currencies with the exposure financed by borrowings in low-yielding currencies sometimes referred to as the “carry trade.” The pool of currencies to which the Index may apply these strategies is commonly referred to as the “GlO currencies” and includes the U.S. dollar, the euro, the Japanese yen, the Canadian dollar, the Swiss franc, the British pound sterling, the Australian dollar, the New Zealand dollar, the Norwegian krone and the Swedish krona. Owning the ETNs is not the same as owning interests in the index components included in the Index or a security directly linked to the performance of the Index. For additional information regarding the risks associated with the ETNs, please see “Selected Risk Considerations” below.

Chart Returns Correiations

Summary Market Indicators (as of 12/ 03/2014 ) Docum entation

Primary E>echange NYSE Area

Closing IndicatiVe Note Value ETNs outstanding

ETN Ticker ICI a Pros pectus a Factsheet

lntraday Indicative Value ICI.IV 1 $42.28 136,791

Ticker a

Bloomberg ETN Keystroke ICI<EQUITY><GO> IV/Index History

Market Capitalization 3

Bloomberg lnde>< Ticker BXIICIUS

Investor fee Rate 0.65% per annum2 $5,783,523

CUSIP 06739H412

I SIN US06739H4121

Inception Date 31 January 2008

Maturity 28 January 2038

on the closing indicative value of the ETNs. The intraday indicative value only reflects the accrued investor fee and other applicable costs at the close of business on the preceding day1 but does not include any adjustment for the investor fee or applicable costs accruing during the course of the current day. For more information on how the intraday indicative value is calculated, please see the section

“Valuation of the ETNs” in the prospectus relating to the ETNs.

The intra day indicative value is provided for reference purposes only. It is not intended as a price or quotation, or as an offer or solicitation for the purchase, sale, redemption or termination of the ETNs, nor does it reflect hedging or transaction costs, credit considerations, market liquidity, or bid-offer spreads. Published index levels from the sponsors of the indices underlying the ETNs may occasionally be subject to delay or postponement. Any such delays or postponements will affect the level of the index and therefore the intraday indicative value of the ETNs. Index levels provided by the sponsors of the indices underlying the ETNs do not necessarily reflect the depth and liquidity of the underlying markets for the index components. For this reason and others, the actual trading price of the ETNs may be different from their intraday indicative value.

2. The investor fee rate per ETN is equal to 0.65% per year: The investor fee on the inception date was equal to zero. On each subsequent calendar day until maturity or early redemption, the investor fee will equal to (1) 0.65% times (2) the principal amount of your ETNs times (3) the applicable index factor on that day (or, if such day is not a trading day, the index factor on the immediately preceding trading day) divided by (4) 365. The index factor on any given day will be equal to the closing level of the Index on that day divided by the initial index level. The initial index level is the closing level of the Index on the inception date.

3. Market Capitalization = Closing Indicative Note Value x ETNs Outstanding.

Selected Risk Considerations v

An investment in the iPath ETNs described herein (the “ETNs”) involves risks, including possible loss of principal, and may not be suitable for all investors. Selected risks are summarized here and select product specific risk factors are summarized under “Select Risl< Considerations” on the relevant product pages, but we urge you to read the more detailed explanation of risks described under “Risk factors . in the applicable product prospectus.

Currency Carry Risk: Because the carry trade involves investing in high-yielding currencies with the exposure financed by borrowings in low-yielding currencies, the success of the Intelligent Carry Strategy, the level of the underlying index and the market value of the ETNs will depend on the exchange rates and interest rates applicable to the index constituent currencies. If the applicable exchange rates or interest rates move against the direction targeted by the Intelligent Carry Strategy, the level of the index, and the market value of the ETNs, will decline. Factors that may contribute to volatile fluctuations in the index include exchange rates applicable to the index constituent currencies, interest rates applicable to the constituent currencies, the prevailing interest rate environment, and global or regional economic, financial, political, regulatory, geographical or judicial events that affect exchange rates and interest rates.

LOGO

Market and Volatility Risk: The market value of the ETNs may be influenced by many unpredictable factors and may fluctuate between the date you purchase them and the maturity date or redemption date. You m.ay also sustain a significant loss if you sell your ETNs in the secondary market. Factors that may influence the market value of the ETNs include prevailing market prices of the U.S. stock or foreign exchange markets, the index components included in the underlying index, and prevailing market prices of options on such index or any other financial instruments related to such index; and supply and demand for the ETNs, including economic, financial, political, regulatory, geographical or judicial events that affect the level of such index or other financial instruments related to such index.

No Interest Payments from the ETNs: You may not receive any interest payments on the ETNs.

Uncertain Tax Treatment: Significant aspects of the tax treatment of the ETNs are uncertain. You should consult your own tax advisor about your own tax situation.

Barclays Bank PLC has filed a registration statement (including a prospectus) with the SEC for the offering to which this communication relates. Before you invest, you should read the prospectus and other documents Barclays Bank PLC has filed with the SEC for more complete information about the issuer and this offering. You may get these documents for free by visiting www.iPathETN.com or EDGAR on the SEC website at www.sec.gov. Alternatively, Barclays Bank PLC will arrange for Barclays Capital Inc. to send you the prospectus if you request it by calling toll-free l-877-764-7284, or you may request a copy from any other dealer participating in the offering.

BlackRock Investments, LLC assists in the promotion of the iPath ETNs.

The ETNs may be sold throughout the day on the exchange through any brokerage account. Commissions may apply and there are tax consequences in the event of sale, redemption or maturity of ETNs.

“Barclays Optimized Currency Carry Indexn 1’’ and the “USO Optimized Currency Carry Indexn 1” are trademarks of Barclays Bank PLC.

NOT FDIC INSURED “ NO BANK GUARANTEE “ MAY LOSE VALUE

Products Prod uct Suites About iPath ETNs

“ Equity “ Equity ETNs “ Understanding ETNs

“ Commodities “ Commodity ETNs “ Investing in iPath ETNs

“ Currencies “ Currency ETNs “ Trading and Redemption

“ Fixed Income “ Fixed Income ETNs “ Premiums and Discounts

“ Alternatives “ Alternative ETNs “ Tax Considerations

About Us

•

About Us

•

iPath Announcements

•

LOGO

USA—Retail Investor “ English “

)a- iPath· .BARClAY$

Products Pro duct Suites About iPath ETI~s About Us

Product Listing 1Path OptimiZed Currency Carry ETN

Quick l1nks ~ Search EntP.r CU31P/Ticker/Underhrer o_.

Product Summary

iPath® Optimized Currency Carry ETN

The iPath Optimized Currency Carry ETNs (the “ETNs”) are designed to provide exposure to the Barclays Optimized Currency Carty IndexT’’ (the securities and have no principal protection. The ETNs are unsecured debt obligations of the issuer., Barel ays Bank PLC, and are not-.~ either directJy pa1ty. Any payment to be made on the ETNs, tncluding any payment at matunty or upon redemption, depends on the ability of Barclays Bank PLC the ETNs Involves significant risksJ includ1ng possible loss of pnnc1paiJ and may not be suitable for all investors.

“Index”). The ETNs are risk1er than ordinary unsecured debt or indirectly, an obligation of or guaranteed by any third to sat1sfy 1ts obligations as they come due. An investment 1n

The Index “s designed to reflect the total return of an “Intelligent Carry Strategy J” whichJ t)!rough an obJective and systematic methodology J seeks to capture the returns t)!at are potentJally ava“labl e from a strategy of investing 1n high-v1eld1ng currencies with the exposure financed by borrow1ngs m low-v1eld~ng currenc1es sometimes r-eferred to as the “carry trade.” The pool of currenc1es to which the Index may apply these strateg1es “s commonly referred to as the “G10 currencies” and Includes the U.S. dollar~ the euro~ the Japanese yenJ the Canadian dollarJ the Swiss francJ the Bntish pound sterlingJ the Aus.trahan dollar, the New Zedldnd dollar, the Norwegian krone and the Swed1sh krona, Owmng the ETNs is not the sdme as owning 1nterests m the mdex components included 1n the Index or a security directly l1nked to the performance of the Index. For add1tional1nformat;on regarding the risks associated With the ETI\lsJ pleas.e see “Selected Risk Considerations” below.

Details Returns

ETN and Index Histodcal Performance

iPath USA Retail Investor English BARCLAYS Products Product suites About ipath ETNs About us

-15

-20

jan-08 t111ar-09 Apr-10 Ma’/’11 )tJn-12 Ju1-13 Dec-14

iPath” Optimized Currency Carry ETN—Barclays Optimized Currency Carry Index“I

Source: Barclays~ Bloomber-J.

The chart above shows the historical petformanoe of the ETN and th~ lnd~x. from the ETN Inception D.:~te whiCh· was January 31, 2008· tCl the previ.,us days closing price.

The perforn1ance quoted represents past performance and does not guarantee future results. Investment return and principal value of an investment will fluctuate so that an investment, v1hen sold or redeemed may be worth more or less than the original cost. Current performance may be lower or higher than the performance quoted. See additional information below for how return figures are calculated. PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS

ETN Closing Indicative Note Value Returns

ETN closing mdicative note value returns show the change in the closing mdicative value of the ETNs ovet·the relevant penod1 expressed as a percentage, The closing “ndicative note value of an ETN is an amount per ETN calculated on each valuation date that reflects the change in value of the ETN from the previous valuation date due to the daily change in the index level and the da“ly accrual of the investor fee and other apphcable costs. The closing mdicative note value of an ETN may differ from the actual trad1ng price of the ETN at any t1me due to hedging ortransact:1on costs, creditcons1derat1ons, market hqUid“tY~ bid-offer spreads or other factors affecting the tradmg pnce of the ETN. For more mformation on how the closing 1nd1cabve note value IS calculatedJ please see the sect1on “‘Specific Terms of the ETNs»

1n the prospectus relating to the ETNs,

Indew Returns

Index returr.s show the change 1n the level of the Index underlying the ETNs over the relevant period1 expressed as a percentage. Index returns are calculated us1ng the closing 1ndex level from the beginning

of the relevant per·iod to the end of the relevant penod, For any histoncal penod of or.e year or longer, index returns are shown on an dnnudllzed bas1s. Index returns are for illustrative purposes onlv and do not represent actual ETN performance. Index returns do not reflect any management fees, transaction costs, or expenses wh1ch would reduce your actual returnJ 1nclud1ng the investor fee and applicable costs of the ETNs. Indexes dre unmanaged and one cannot 1nvest directly 1n an 1ndex.,

Selected Risk Cons1derations v

An investn1ent in the iPath ETNs described herein (the “ETNs”) involves risks, including possible los.s of principal, and may not be suitable for all investors. Selected risks are summarized here and select product specific risk factors are summarized under ““select Risk Considerations” on the relevant product pages, but we urge you to read the more detailed eKplanation of risks described under ‘‘Risk Factors” in the applicable product prospectus.

You May Lose Some or All of Your Principal: The ETI\ls are exposed to any decrease in the level of t.he underl)’lng index between the lnceptJon date and t.he applicable valuation date. AdditJonallyJ if the level of the under-lymg index IS insufficient to offset the negative effect of the investor fee and other applicable costs, you will lose some or all of your investment at maturity or upon redemption, even 1f the value of such 1ndex level has Increased or decreasedJ as the case may be. Because the ETI\ls are subject to an investot· fee and other applicable costs~ the return on the ETNs w1ll always be lower than the total return on a dwect mvestment “n the “ndex components, The fTNs are. riskier than ordinary unsecur’ed debt securities and have no principal protection.

Credit of Barclays Bank PLC: The ETNs are unsecured debt obligatiOns of the 1ssuer, Barclays Bank PLC, and are not, either directly or ind~rectly, an obligation of or guaranteed bv any thtrd party. Any payment to be made on the ETNsJ includ1ng any payment at maturity or upon redemption~ depends on the ab“hty of Barclays Bank PLC to satisfy its obligations as they come due. As a resultJ the actual and perceived credttworthiness of Bar-clays Bank PLC wtll affect the market value, if any, of the ETNs pnor to matunty or redemption. rn addttion, 1n the event Barclays Bank PLC were to default on 1ts obligations, you may not receive any amounts owed to y’ou under the terms of t.he ETNs.

LOGO

Market and Volatility Risk: The market value of the ETNs may be influenced by many unpredictable factors and may fluctuate between the date you purchase them and the maturity date or redemption date. You m.ay also sustain a significant loss if you sell your ETNs in the secondary market. Factors that may influence the market value of the ETNs include prevailing market prices of the U.S. stock or foreign exchange markets, the index components included in the underlying index, and prevailing market prices of options on such index or any other financial instruments related to such index; and supply and demand for the ETNs, including economic, financial, political, regulatory, geographical or judicial events that affect the level of such index or other financial instruments related to such index.

No Interest Payments from the ETNs: You may not receive any interest payments on the ETNs.

Restrictions on the Minimum Number of ETNs and D.ate Restrictions for Redemptions: You must redeem at least 50,000 ETNs of the same series at one time in order to exercise your right to redeem your ETNs on any redemption date. You may only redeem your ETNs on a redemption date if we receive a notice of redemption from you by certain dates and times as set forth in the product prospectus.

Uncertain Taw Treatment: Significant aspects of the tax treatment of the ETNs are uncertain. You should consult your own tax advisor about your own tax situation.

Barclays Bank PLC has filed a registration statement (including a prospectus) with the SEC for the offering to which this communication relates. Before you invest, you should read the prospectus and other documents Barclays Bank PLC has filed with the SEC for more complete information about the issuer and this offering. You may get these documents for free by visiting www.iPathETN.com or EDGAR on the SEC website at www.sec.gov. Alternatively, Barclays Bank PLC will arrange for Barclays Capital Inc. to send you the prospectus if you request it by calling toll-free l-877-764-7284, or you may request a copy from any other dealer participating in the offering.

BlackRock Investments, LLC assists in the promotion of the iPath ETNs.

The ETNs may be sold throughout the day on the exchange through any brokerage account. Commissions may apply and there are tax consequences in the event of sale, redemption or maturity of ETNs.

“Barclays Optimized Currency Carry Indexn 1’’ and the “USO Optimized Currency Carry Indexn 1” are trademarks of Barclays Bank PLC.

NOT FDIC INSURED “ NO BANK GUARANTEE “ MAY LOSE VALUE

Products Prod uct Suites About iPath ETNs About Us

“ Equity “ Equity ETNs “ Understanding ETNs “ About Us

“ Commodities “ Commodity ETNs “ Investing in iPath ETNs “ iPath Announcements

“ Currencies “ Currency ETNs “ Trading and Redemption “ Contact Us

“ Fixed Income “ Fixed Income ETNs “ Premiums and Discounts

“ Alternatives “ Alternative ETNs “ Tax Considerations

LOGO

USA “ Retail Investor “ English “

~ i Path· “BARCLAYs

Products Product Suites About iPath ETNs About Us

Product Listing iPath “‘ Optimized Currency Carry ETN

Quick links “ Search Enter CUSI’/Ticker/Underlyer Q.

Product Summary

iPath® Optimized Currency Carry ETN

The iPath” Optimized Currency Carry ETNs (the “ETNs”) are designed to provide exposure to the Barclays Optimized Currency Carry Indexn 1 (the “Index”). The ETNs are riskier thar ordinary unsecured debt securities and have no principal protection. The ETNs are unsecured debt obli.;ations of the issuer, Barclays Bank PLC, and are no:, either directly or indirectly, an obligation of or guaranteed by any third party. Any payment to be made on the ETNs, including any payment at maturity or upon redemption, depends on the ability of Ba’“clays Bank PLC to satisfy its obligations as they cone due. An investment in the ETNs involves significa1t risks, including possible loss of principal, and may not be suitable for all investors.

The Index is designed to reflect the total return of an “Intelligent Carry Strate.;y,” which, through an objective and systematic methodology, seeks to capture the returns that are potentially available from a strategy of investing in high-yielding currencies with the exposure financed by borrowings in low-yielding currencies sometimes referred to as the “carry trade.” The pool of currencies to which the Index may apply these strategies is commonly referred to as the “GlO currencies” and includes the U.S. dollar, the euro, the Japanese yen, t~e Canadian dollar, the Swiss franc, the British pound sterling, the Australian dollar, the New Zealand dcllar, the Norwegian krone and the Swedish krona. Owning the ETNs is not the same as owning interests in the index components included in the Index or a security directly linked to the performance of the Index. For additional information regarding the risks associated with the ETNs, please see “Selected Risk C)nsiderations” below.

Details Chart Correiations

Index and ETN Returns (as of 10/ 31/2014)

11mo 13mo 16mo IYTD 11yr 13yrs S1nce ETN lncept1on

Barclays Optimized Currency Carry IndexTM 0.54% -0.71% 0.33% 0.35% -2.49% -2.48% -1.89%

ETN Closing Indicative Note Va’ue Return 0.51% -0.91% -0.00% -0.20% -3.26% -3.23% -2.58%

ETN Market Price Returns (as of 10/ 31/2014)

11mo IJ mo 16mo IYTD 11yr IJ yrs Sonce [TN lnceptoon

iPathCD Optimized Currency Carry ETN 0.34% -0.59% -0.07% 0.34% -2.99% -3.31% -2.62%

Source: Barclays, subject to cunge.

The performance quoted represents past performance and does not guarantee future results. Investment return and principal valu~ of an investment will fluctuate so that an investment, when sold or redeemed may be worth more or less than the original cost. Current performa1ce may be lower or higher than the performance quoted. See additional information below for how return figures are calculated. PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS.

Index Returns

Index returns show the change in the level of the index underlying the ETNs O\oer the relevant period, expressed as a percentage. Index returns are calculated using the closing index level from the beginning of the relevant period to t~e end of the relevant period. For any historical pericd of one year or longer, index returns are shown or an annualized basis. Index returns are for illustrati·te purposes only and do not represent actual ETN performance. Index returns do not reflect any management fees, transaction costs, or expenses which would reduce your actual return, including the investo’” fee and applicable costs of the ETNs. Indexes are unmanaged and one cannot invest directly in an inde:<.

ETN Closing Indicative Note Value Returns

ETN closing indicative note value returns show the change in the closing indicative value of the ETNs over the relevant period, expressed as a percentage. For any historical period of one year or longer, closing indicative note value returns are shown on an annualized basis. The closing incicative note value of an ETN is an amount per ETN calculated on each valuation date that reflects the ch:mge in value of the ETN from the previous valuatio1 date due to the daily change in the index level and the daily accrual of the investor fee and other applicable costs. The closing indicative note value of an ETN may differ from the actual trading price of the :TN at any time due to hedging or transaction costs:, credit considerations:, market liquidity, bid-offer spreads: or other factors: affecting the trading price of the ETN. For more information on how the closing indicative note value is calculated, please see the section “Specific Terms of the ETNs” in the prospectus relating to the ETNs.

ETN Market Price Returns

ETN Market price returns show the change in the end-of-day trading price of the ETNs on the exchange over the relevant period, e:<pressed as a percentage. Market price returns are :alculated using the midpoint of the bid/ask spread at 4:00pm Eastern time (or the last midpoint of the bid/ask spread prior to 4:00pm Eastern time) from the beginning of the relevant period to the end of the relevant period. For any historical period of one year or longer, market price returns are shown on an annualized basis. Market price returns do not represent the returns you would receive if you traded at a price or at a time on the exchange other than as described in this section. Market price returns do not account for brokerage commissions, which will rejuce actual returns, and may not include the effect of any applicable fees and costs on the ETNs.

In the event that there is an absence of a bid/ ask value at 4PM on the relevant month end, N/ A will be displayed in place of a percentage value for ETN Market Price Returns.

Selected Risk Considerations v

An investment in the iPath ETNs described herein (the “ETNs”) invol\les risks, including possible loss of principal, and may not be suitable for all investors. Selected risks are summarized here and select product specific risk factors are summarized under “Select Risk Considerations” on the relevant product pages, but we urge you to read the more detailed explanation of risks described under “Risk factors” in the applicable product prospectus.

You May lose Some or All of Your Principal: The ETNs are exposed to an~ decrease in the level of the underlying index between the inception date and the applicable valuation date. Additionally, if the level of the underlying index is insufficient to offset the negative effect of the investor fee and other applicable costs, you will lose some or all of your investment at maturity or upon redemption, even if the value of such index level has increased or decreased, as the case may be. e.ecause the ETNs are subject to an investor fee and other applicable costs, the return on the ETNs will alwcys be lower than the total return on a direct investment in the index components. The ETNs are riskier than ordinary unsecured debt securities and have no principal protection.

Credit of Barclays Bank PLC: The ETNs are unsecured debt obligations of th~ issuer, Barclays Bank PLC, and are not, either directly or indirectly, an obligation of or guaranteed by any third party. Any payment to be made on the ETNs, including any payment at maturity or upon redemption, depends on the ability of Barclays Bank PLC to satisfy its obligations as they come due. As a result, the actual and perceived creditworthiness of Barclays Bank PLC will affect the market value, if any, of the ETNs prior to maturity or redemption. (n addition, in the event Barclays Bank PLC were to default on its obligations, you may not receive any .:mounts owed to you under the terms of the ETNs.

Currency Carry Risk: Because the carry trade involves investing in high-yie ding currencies with the exposure financed by borrcwings in low-yielding currencies, the success of the Intelligent Carry Strategy, the level of the underlying index and the market value of the ETNs will depend on the exchange rates and interest rates applicable to the index constituent currencies. If the applicable exchange rates or

LOGO

interest rates move against the direction targeted by the Intelligent Carry Stra:egy, the level of the index, and the market value of the ETNs, will decline. Factors that may contribute to volatile fluctuations in the index include exchange rates applicable to the index constituent currencies, interest rates applicable to the constituent currencies, the prevailing interest rate environment, and global or regional economic, financial, political, regulatory, geographical or judicial events that affect exchange rates and interest rates.

Market and Volatility Risk: The market value of the ETNs may be influencej by many unpredictable factors and may fluctuate between the date you purchase them and the maturity date or redemption date. You may also sustair a significant loss if you sell your ETNs in the seconcary market. Factors that may influence the market value of the ETNs include prevailing market prices cf the U.S. stock or foreign exchange markets, the index components included in the underlying index, and prevailing market prices of options on such index or any other financial instruments related to such index; and supply and demand for the ETNs, inciLding economic, financial, political, regulatory, geogr:.phical or judicial events that affect the level of such index or other financial instruments related to such index.

No Interest Payments from the ETNs: You may not receive any interest payments on the ETNs.

Restrictions on the Minimum Number of ETNs and Date Restrictions for Redemptions: You must redeem at least 50,000 :TNs of the same series at one time in order to exercise your right to redeem your ETNs on any redemption date. You may only redeem your ETNs on a redemption date if we receive a notice of redemption from you by certain dates and times as set forth in th~ product prospectus.

Uncertain Tax Treatment: Significant aspects of the tax treatment of the ETNs are uncertain. You should consult your own tax advisor about your own tax situation.

RArdAy~ RAnk PI r: hA~ fiiP:tf A rP:gidrAtinn dAtP:mP:nt (indutfing A prn~pP:rh”~) with thP: ~Fr: fnr thP: nffP:ring tn whirh thi~ rnmmunirAtinn rP:IAtP:~. RP:fnrP: ynu invP:d. ynu ~hnultf t’P:Atf thP: prospectus and other documents Barclays Bank PLC has filed with the SEC for more complete information about the issuer and this offering. You may get these documents for free by visiting www.iPathETN.(om or EDGAR on the SEC website at www.sec.gov. Alternatively, Barclays Bank PLC will arrange for Barclays Capital Inc. to send you the prospectus if you request it by calling toll-free l-877-764-7284, or you may request a copy from any other dealer participating in the offering.

BlackRock Investments, LLC assists in the promotion of the iPath ETNs.

The ETNs may be sold thrcughout the day on the exchange through any brokerage account. Commissions may apply and there are tax consequences in the event of sale, redemption or maturity of ETNs.

“Barclays Optimized Currency Carry Indexn 1’’ and the “USO Optimized Currency Carry Indexn 1” are trademarks of Barclays Bank PLC.

NOT FDIC INSURED “ NO BANK GUARANTEE “ MAY LOSE VALUE

Products Product Suites About iPath ETNs

“ F.,uity “ F.,uity FTN<:: “ llnriP.r<::t.=~nrlino FTN<::

“ Commodities “ Commodity ETNs “ Investing in iPath ETNs

“ Currencies “ Currency ETNs “ Trading and Redemption

“ Fixed Income “ Fixed Income ETNs “ Premiums and Discounts

“ Alternatives “ Alternative ETNs “ Tax Considerations

About Us

•

Ahn11t II<::

•

iPath Announcements

•

~ Barclays Bank PLC 2014

LOGO

USA “ Retail Investor “” English “

~ i Path· “BARCLAYs

Products Product Suites About iPath ETNs About Us

Product Listing iPath ~< Optimized Currency Carry ETN

Quick links Search Enter CUSIP/Ticker/Underlyer Q.

Product Summary

iPath® Optimized Currency Carry ETN

The iPath ~< Optimized Currency Carry ETNs (the “ETNs”) are designed to provide exposure to the Barclays Optimized Currency Carry Indexn 1 (the “Index”). The ETNs are riskier than ordinary unsecured debt securities and have no principal protection. The ETNs are unsecured debt obligations of the issuer1 Barclays Bank PLC1 and are not1 either directly or indirectly1 an obligation of or guaranteed by any third party. Any payment to be made on the ETNs, including any payment at maturity or upon redemption, depends on the ability of Barclays Bank PLC to satisfy its obligations as they come due. An investment in the ETNs involves significant risks, including possible loss of principal, and may not be suitable for all investors.

Details Chart Returns

Correlations (as of 10/ 31/2.014)

Index ICorrelations·

Barclays Optimized Currency Carry IndexTM 1.00

MSCI Emerging Markets Net Total Return Index 0.55

S&P SOOCD Total Return Index 0.47

Bloomberg Commodity Index Total ReturnSM 0.47

MSCI EAFECD Net Total Return Index 0.46

Barclays US Aggregate Bond Index 0.23

Sources: Bloomberg Finance L.P., Barclays, MSCI Inc., S&P Dow Jones Indices LLC. Correlations are calculated on a monthly basis over a S·yur period from the “as of’’ date referenced above .

. Correlation is a term used to describe the statistical relationship between two or more quantities or variables. Perfectly correlated assets will have a correlation coefficient of one, while the correlation coefficient will be zero when returns on two assets are completely independent.

lnde>< correlations are for illustrative purposes only and do not represent actual ETN performance. PAST PERFORMANCE IS NOT INDICATIVE FOR FUTURE RESULTS.

•

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 Bloomberg Commodity Index Total Return5“1 reflects the returns that are potentially available through an unleveraged investment in the futures contracts on physical commodities comprising the index plus the rate of interest that could be earned on cash collateral invested in specified Treasury Bills.

•

The MSC I EAFE Index is an equity index which captures large and mid cap representation across Developed Markets countries around the world, excluding the US and Canada

•

The MSCI Emerging Markets Index5“1 captures large and mid cap representation across 21 Emerging Markets countries.

•

The Barclays U.S. Aggregate Bond Index provides a measure of the performance of the U.S. investment grade bonds market.

Selected Risk Considerations v

An investment in the iPath ETNs described herein (the “ETNs”) involves risks, including possible loss of principal, and may not be suitable for all investors. Selected risks are summarized here and select product specific risk factors are summarized under “Select Risl< Considerations” on the relevant product pages, but we urge you to read the more detailed explanation of risks described under “Risk factors . in the applicable product prospectus.

Market and Volatility Risk: The market value of the ETNs may be influenced by many unpredictable factors and may fluctuate between the date you purchase them and the maturity date or redemption date. You m.ay also sustain a significant loss if you sell your ETNs in the secondary market. Factors that may influence the market value of the ETNs include prevailing market prices of the U.S. stock or foreign exchange markets, the index components included in the underlying index, and prevailing market prices of options on such index or any other financial instruments related to such index; and supply and demand for the ETNs, including economic, financial, political, regulatory, geographical or judicial events that affect the level of such index or other financial instruments related to such index.

No Interest Payments from the ETNs: You rnay not receive any interest payments on the ETNs.

LOGO

Uncertain Tax Treatment: Significant aspects of the tax treatment of the ETNs are uncertain. You should consult your own tax advisor about your own tax situation.

Barclays Bank PLC has filed a registration statement (including a prospectus) with the SEC for the offering to which this communication relates. Before you invest, you should read the prospectus and other documents Barclays Bank PLC has filed with the SEC for more complete information about the issuer and this offering. You may get these documents for free by visiting www.iPathETN.com or EDGAR on the SEC website at www.sec.gov. Alternatively, Barclays Bank PLC will arrange for Barclays Capital Inc. to send you the prospectus if you request it by calling toll-free l-877-764-7284, or you may request a copy from any other dealer participating in the offering.

BlackRock Investments, LLC assists in the promotion of the iPath ETNs.

The ETNs may be sold throughout the day on the exchange through any brokerage account. Commissions may apply and there are tax consequences in the event of sale, redemption or maturity of ETNs.

“Barclays Optimized Currency Carry Indexn 1’’ and the “USO Optimized Currency Carry Indexn 1” are trademarks of Barclays Bank PLC.

NOT FDIC INSURED “ NO BANK GUARANTEE “ MAY LOSE VALUE

Products Prod uct Suites About iPath ETNs About Us

“ Equity “ Equity ETNs “ Understanding ETNs “ About Us

“ Commodities “ Commodity ETNs “ Investing in iPath ETNs “ iPath Announcements

“ Currencies “ Currency ETNs “ Trading and Redemption “ Contact Us

“ Fixed Income “ Fixed Income ETNs “ Premiums and Discounts

“ Alternatives “ Alternative ETNs “ Tax Considerations

LOGO

USA “ Retail Investor “ English “

~ i Path· “BARCLAYs

Products Product Suites About iPath ETNs About Us

Product Listing iPath ‘ GEMS IndexTM ETN

Quick links “ Search Enter CUSI’/Ticker/Underlyer Q.

Product Summary

iPath® GEMS Index” ETN

Description

The iPath” GEMS Index’~ ETN is designed to provide investors with exposure to the Barclays Global Emerging Markets Strategy (GEMS) Index’~ (the “‘Index”). The ETNs are riskier than ordinary unsecured debt securities and haven) principal protection. The ETNs are unsecured debt obligations of the issuer, Barclays Bank PLC, and are not, either directly or indirectly, an obligation of or guaranteed by any third party. Any payment to be made on the ETNs, including any payment at maturity or upon redemption, depends on the ability of Ba’“clays Bank PLC to satisfy its obligations as they cone due. An investment in the ETNs involves significa1t risks, including possible loss of principal and may not be suitable for all investors.

The Index is designed to provide exposure to the total return on local currencies in specified emerging markets through short-terrr, liquid and diversified instruments. The Index Constituent Currencies are the Hungarian forint, Polish zloty, Russian ruble, Turkish lira, South African rand, Argentine peso, Brazilian real, Chilean peso, Colombian peso, Mexican peso, Indian rupee, Indonesia rupiah, South Korean won, Philippine peso, and Thai baht. Owning the ETNs is not the same as owning the Index Constituent Currencies or a security directly linked to the performance of the Index. For additioral information regarding the risks associated with the ETNs, please see “Selected Risk Considerations” below.

Chart Returns Correiations ETN Coupon Index Composition

Summary Market Indicators (as of 12/03/2014) Documentation

Primary Exchange NYSE Area

Closing IndicatiVe Note Value ETNs outstanding

ETN Ticker JEM a Prospectus a factsheet

lntraday Indicative Value JEM.IV 1 $34.99 36,914

Ticker a

Bloomberg ETN Keystroke JEM<EQUITY><GO> IV/Index History

Marke: Capitalization 3

Bloomberg Index Ticker BXIIGEMl

Investor fee Rate 0.89% per annum2 $1 ,291 ,621

CUSIP 06739H453

ISIN US06739H-1 535

Inception Date 01 February 2008

Maturity 04 February 2038

The performance quoted represents past performance and does not guarantee future results. Investment return and principal value of an investment will fluctuate so that an investment, when sold or redeemed may be worth more or less than the original cost. Current performance may be lower or higher than the performance cuoted. See additional information below for how return figures are calculated. PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS

lntraday Indicative Value. The “intraday indicative value” meant to approximate the value of the ETNs during the current trading day by reference to the underlying index is calculated and published during the course of each trading day. The intraday indicative value is inte1ded to provide investors with an approximation of the effect that intraday changes in the level of the underlying index would have on the closing indicative value of the ETNs. The intraday indicative value only reflects the accrued investor fee and other applicable costs at the close of business on the preceding day, but does not include any adjustment for the investor fee or applicable costs accruing during the course of the current day. For more information on how the intraday indicative value is calculated, please see the section “Valuation of the ETNs” in the prospectus relating to the ETNs.

The intraday indicative value is provided for reference purposes only. It is not intended as a price or quotation, or as an offer or solicitation for the purchase, sale, redemption or termination of the ETNs, nor does it reflect hedging or transaction costs, credit considerations, mark~t liquidity, or bid-offer spreads. Published index levels from the sponsors of the indices underlying the ETNs may occasionally be subject to delay or pos:ponement. Any such delays or postponements will effect the level of the index and therefore the intradcy indicative value of the ETNs. Index levels provided by the sponsors of the indices underlying the ETNs do not necessarily reflect the depth and liquidit’l of the underlying markets for the index componen:s. For this reason and others, the actual trading price of the ETNs may be

~ifft::rt::nl fru111 lht::ir inlrd~dY iu~i~dlivt:: Vdlut::.

The investor fee rate per ETN is 0.89% per year. The investor fee on the inception date was zero. On each subsequent calendar day until maturity or redemption, the investor fee will be equal to (1) the Investor Fee Rate time; (2) the closing indicative note value on the immediately preceding calendar day (or the ex-coupon indi:ative value if such day was an index roll date) times (3) the daily index factor on that day (or, if such day is not an index business day, one) divided by (4) 365. The daily index factor on any index business day will equal (1) the closing level of the Index on such index business day divided by (2) the closi1g level of the Index on the immediately preceding index business day.

3.	Market Capitalization = Closing Indicative Note Value x ETNs Outstanding

Selected Risk Considerations v

You May lose Some or All of Your Principal: The ETNs are exposed to an’!’ decrease in the level of the underlying index between the inception date and the applicable valuation date. Additionally, if the level of the underlying index is insufficient to offset the negative effect of the investor fee and other applicable costs, you will lose some or all of your investment at maturity or upon redemption, even if the value of such index level has increased or decreased, as the case may be. Because the ETNs are subject to an investor fee and other applicable costs, the return on the ETNs will alwcys be lower than the total return on a direct investment in the index components. The ETNs are riskier than ordinary unsecured debt securities and have no principal protection.

Exchange Rate Risk: Because the performance of the underlying index is linked to the exchange rates between the index consti:uent currencies and the US dollar, the level of the underlying index may be affected by unpredictable changes in currency prices, including as a result of g)vernment action. Because some or all of the index constituent currencies do not float freely and are cu’“rently either managed or pegged by their respective governments, and the exchange rates of managed and pegged currencies tend to fluctuate significantly less than those of free-floating currencies, there is imited potential for the increase in value of the underlying index.

LOGO

Emerging Market Risk: The market value of the ETNs may be influenced by many unpredictable factors and may fluctuate between the date you purchase them and the maturity date or redemption date. Investments in emerging narket currencies carries the risk of loss from unfavorable fluctuations in currency exchange rates due to economic, social, political, financial and military conditions in the emerging markets. The ETNs may be subject to more volatility than investments outside of emerging markets.

No Interest Payments from the ETNs: You may not receive any interest payments on the ETNs.

Restrictions on the Minimum Number of ETNs and Date Restrictions for Redemptions: You must redeem at least 20,000 :TNs of the same series at one time in order to exercise your right to redeem your ETNs on any redemption date. You may only redeem your ETNs on a redemption date if we receive a notice of redemption from you by certain dates and times as set forth in th~ product prospectus.

Uncertain Tax Treatment: Significant aspects of the tax treatment of the ETNs are uncertain. You should consult your own tax advisor about your own tax situation.

Barclays Bank PLC has filed a registration statement (including a prospectus) with the SEC for the offering to which this communication relates. Before you invest, you should read the prospectus and other documents Barclays Bank PLC has filed with the SEC for more complete information about the issuer and this offering. You may get these documents for free by visiting www.iPathETN.<om or EDGAR on the SEC website at www.sec.gov. Alternatively, Barclays Bank PLC will arrange for Barclays Capital Inc. to send you the prospectus if you request it by calling toll-free l-877-764-7284, or you may request a copy from any other dealer participating in the offering.

BlackRock Investments, LLC assists in the promotion of the iPath ETNs.

The ETNs may be sold thrcughout the day on the exchange through any brokerage account. Commissions may apply and there are tax consequences in the event of sale, redemption or maturity of ETNs.

“Barclays Global Emerging Markets Strategy (GEMS) Indexn 1’’ is a trademark of Barclays Bank PLC.

NOT FDIC INSURED “ NO BANK GUARANTEE “ MAY LOSE VALUE

Products Product Suites About iPath ETNs

“ Equity “ Equity ETNs “ Understanding ETNs

“ Commodities “ Commodity ETNs “ Investing in iPath ETNs

“ Currencies “ Currency ETNs “ Trading and Redemption

“ Fixed Income “ Fixed Income ETNs “ Premiums and Discounts

“ Alternatives “ Alternative ETNs “ Tax Considerations

.About Us

•

About Us

•

iPath Announcements

•

~ Barclays Bank PLC 2014

LOGO

USA “ Retail Investor “ English “

., iPath “BARCIAYs

Products Product Suites About iPath ETNs About Us

Product Listmg iPath GEMS IndexTI-l ETN

Quick links “ Search Enter CUSIP/Ticker/Underlyer ~

Product Summary

if’ath® GI:MS Index” 1: IN

Description

The iPath · GEMS Index ETN is designed to provide investors with exposure to the Barclays Global Emerging Markets Strategy (GEMS) Index (the . Index”‘), The ETNs are riskier than ordinary unsecured debt securities and have no principal protection. The ETNs are unsecured debt obligations of the issuer, Barclays Bank PLC, and are not, either directly or indirectly, an obligation of or guaranteed by any third party. Any payment to be made on the ETNs, including any payment at maturity or upon redemption, depends on the ability of Barclays Bank PLC to satisfy its obligations as they come due. An investment in the ETNs involves significant risksJ including possible loss of principal and may not be suitable for all investors.

The Index is designed to provide exposure to the total return on local currencies in specified emerging markets through short·term, liquid and diversified instruments. The Index Constituent Currencies are the

Hungarian forint Polish zloty Russian ruble, Turkish lira, South African rand Argentine peso Brazilian real, Chilean peso Colombian peso Mexican peso Indian rupee, Indonesia rupiah South Korean won

1 1 1 1 1 1 1 1

Philippine peso and Thai baht. Owning the ETNs is not the same as owning the Index Constituent Currencies or a security directly linked to the performance of the Index. For additional information regarding

the risks associated with the ETNs please see “Selected Risk Considerations” below.

Details Retums CorTelations ETN Coupon Index Composition

ETN and Index Historical Performance

I 0

c ~

E-1o

0 -20

-30

-40

Feb-08 Mar-09 Apr-10 May-11 jun-12 jul- I 3 Dec-14

[—iPath” GEMS Index“ETN—Barclays Global Emerging Markets Strategy (GEMS) IndexTM I

Source: Ban:lays, Bloomberg,

The chart above shows the historical performance of the ETN and the Index from the ETN Inception Date which was February 1, 2008 to the previous days closing price.

The performance quoted represents past performance and does not guarantee future results. Investment “·eturn and principal value of an investment will fluctuate so that an investment, when sold or redeemed may be ‘‘‘orth more or less than the original cost. Current performance may be lower or higher than the performance quoted. See additional information belo’’’ for how return figures are calculated. PAST PERFORI“tANCE IS NOT INDICATIVE OF FUTURE RESULTS

ETN Closing Indicative Note Value Returns

ETN closing indicative note value returns show the change in the closing indicative value of the ETNs over the relevant per·iod1 expressed as a percentage. The closing indicative note value of an ETN is an amount per ETN calculated on each valuation date that reflects the change in value of the ETN from the previous valuation date due to the daily change in the index level and the daily accrual of the investor fee and other applicable costs. The closing indicative note value of an ETN may differ from the actual trading price of the ETN at any time due to hedging or transaction costs1 credit considerations, market liquidity1 bid· offer spreads or other factors affecting the trading price of the ETN, For more information on how the closin9 indicative note value is calculated, please see the section . Specific Terms of the ETNs”” in the prospectus relating to the ETNs,

lndeM Returns

Index returns show the change in the level of the index underlying the ETNs over the relevant period, expressed as a percentage. Index returns are calculated using the closing index level from the beginning of the relevant period to the end of the relevant period. For any historical period of one year or longer, index returns are shown on an annualized basis. Index returns are for illustrative purposes only and do not represent actual ETN performance. Index returns do not reflect any management fees1 transaction costs1 or expenses which would reduce your actual return, including the investor fee and applicable costs of the ETNs. Indexes are unmanaged and one cannot 1nvest d1rectly in an index .

Selected Risk Considerations v

An investment in the iPath ETNs described herein (the “ETNs”) involves risks, including possible loss of principal, and may not be suitable for all investors. Selected risks are summarized here and select product specific risk factors are summarized under “Select Risk Consideration1s” on the relevant product pages, but we urge you to read the more detailed eMplanation of risks described under “Risk Factors” in the applicable product prospectus.

You May lose Some or All of Your Principal: The ETNs are exposed to any decrease in the level of the underlying inclex between the inception date and the applicable valuation date. Additionally1 if the level of the underlying index is insufficient to offset the negative effect of the investor fee and other applicable costs1 you will lose some or all of your investment at maturity or upon redemption, even if the value of such index level has increased or decreased1 as the case may be. Because the ETNs are subject to an investor fe~e and other applicable costs, the return on the ETNs will always be lower than the total return on a direct investment in the index components, The ETNs are riskier than ordinary unsecured debt securities and have no principal protection.

Credit of Barclays Bank PLC: The ETNs are unsecured debt obligations of the issuer, Barclays Bank PLC, and are not1 e~ither directly or indirectly1 an obligation of or guaranteed by any third party. Any payment to be made on the ETNs, including any payment at maturity or upon redemption, depends on the ability of Barcl.tlys Bank PLC to satisfy its obligations as they come due, As a result1 the actual and perceived creditworthiness of Barclays Bank PLC will affect the market value1 if any1 of the ETNs prior to maturity or redemption, In addition, 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 ETNs.

EMchange Rate Risk: Because the performance of the underlying index is linked to the exchange rates between the index constituent currencies and the US dollar, the level of the underlying index may be affected by unpredictable changes in currency prices, including as a result of government action. Because some or all of the index constituent currencies do not float freely and are currently either managed or pegged by their respective governments, and the exchange rates of managed and pegged currencies tend to fluctuate significantly less than those of free-floating currencies, there is limited potential for the increase in value of the underlying 1ndex.

Emerging Market Risk: The market value of the ETNs may be influenced by many unpredictable factors and may fluctuate between the date you purchase them and the maturity date or redemption date.

LOGO

Investments in emerging market currencies carries the risk of loss from unfavorable fluctuations in currency exchange rates due to economic, social, political, financial and military conditions in the emerging markets. The ETNs may be subject to more volatility than investments outside of emerging markets.

Market and Volatility Risk: The market value of the ETNs may be influenced by many unpredictable factors and may fluctuate between the date you purchase them and the maturity date or redemption date. You may also sustain a significant loss if you sell your ETNs in the secondary market. Factors that may influence the market value of the ETNs include prevailing market prices of the U.S. stock or foreign exchange markets, the index components included in the underlying index, and prevailing market prices of options on such index or any other financial instruments related to such indexi and supply and demand for the ETNs, including economic, financial, political, regulatory, geographical or judicial events that affect the level of such index or other financial instruments related to such index.

A Trading Market for the ETNs Hay Not Develop: Although the ETNs are listed on a U.S. national securities exchange, a trading market for the ETNs may not develop and the liquidity of the ETNs may be limited, as we are not required to maintain any listing of the ETNs.

No Interest Payments from the ETNs: You may not receive any interest payments on the ETNs.

Uncertain TaM Treatment: Significant aspects of the tax treatment of the ETNs are uncertain. You should consult your own tax advisor about your own tax situation.

Barclays Bank PLC has filed a registration statement (including a prospectus) with the SEC for the offering to which this communication relates. Before you invest, you should read the prospectus and other documents Barclays Bank PLC has filed with the SEC for more complete information about the issuer and this offering. You may get these documents for free by visiting ww,IJ.iPathETN.com or EDGAR on the SEC website at w . n . sec.gov. Alternatively, Barclays Bank PLC will arrange for Barclays Capital Inc. to send you the prospectus if you request it by calling toll-free 1-877-764-7284, or you may request a copy from any other dealer participating in the offering.

BlackRock Investments, LLC assists in the promotion of the iPath ETNs.

The ETNs may be sold throughout the day on the exchange through any brokerage account. Commissions may apply and there are tax consequences in the event of sale, redemption or maturity of ETNs.

“Barclays Global Emerging Markets Strategy (GEMS) Indexn 1 is a trademark of Barclays Bank PLC.

“

NOT FDIC INSURED “ NO BANK GUARANTEE “ HAY LOSE VALUE

Products Product Suites About iPath ETNs About Us

Ill> Equity Ill> Equity ETNs Ill> Understanding ETNs Ill> About Us

Ill> Commodities Ill> Commodity ETNs Ill> Investing in iPath ETNs Ill> iPath Announcements

“ Currencies “ Currency ETNs “ Trading and Redemption “ Contact Us

111> Fixed Income 111> Fixed Income ETNs Ill> Premiums and Discounts

Ill> Alternatives Ill> Alternative ETNs Ill> Tax Considerations

LOGO

USA “ Retail Investor “ English “

._ iPath· “ sARClAYs

Products Product Su;tes About 1Path ETI’s About Us

=>reduct LJstmg iPathl! GEMS IndexHI ETN

QUick links Search Enter CUSIP/Ticker/Underh<er ~

Product Summary

;Path® GEMS Index TM ETN

Description

The iPathl! GEMS Index . ETN is designed to provide investors with exposure to the Barclays Global Emerging Markets Strategy (GEMS) Index- (the . Index”‘). The ETNs are riskier than ordin3ry unsecured debt securities and have no pnncipal protection. The ETNs are unsecured debt obligations of the issuer, Barclays Bank PLC, and are not, either directly or indirectly, an obligation of or guaranteed by any third party, Any payment to be made on the ETNs, including any payment at matunty or upon redemption, depends on the ability of Barclays Bank PLC to satisfy its obligations as they come due. An investment m the ETNs involves significant risks, including possible loss of principal and may not be suitable for all investors,

The Index i~ designed to provide exposure to the total return on local currencies in specified emerging markets through short-term, liquid and diversified instruments. The Index Constituent Currencies are the Hungarian fJrint, Polish zloty, Russian ruble, Turkish lira, South African rand, Argentine peso, Brazilian real, Chilean peso, Colombian peso, Mexican peso, Indian rupee, Indonesia rupiah, South Korean won, Philippine peso, and Thai baht, Owning the ETNs is not the same as owning the Index Constituent Currencies or a security directly linked to the performance of the Index. For additional information regarding the risks as;ociated with the ETNs, please see “Selected R1sk Considerations” below.

Details Chart Correlations ETN Coupon Index Composition

Index an:J ETN Returns (as of 10/3 1/2014)

I1 mo 13 mo 16 mo IYTD I1 yr 13 yrs ISme ETN lnceptton

Barclays Glct:lal Emerging Markets Strategy (GEMS) IndexTll 0.30% -3.50% -2.77% -2.04% -4.32% -0.75% 1 11%

ETN Clos1119 hdicative Note Ve~lue Return -0.21% -4.90% -5.47% -6.87% -1 0.10% -6.45% -4.63%

ETN Market Price Returns (as of 10/ 31/2014)

I1 mo 13mo 16 mo IYTD I1 yr 13yrs IS1nce ETN Inception

iPath111 GEMS IndexTu ETN -0.75% -3 64% -5.79% -7 28% -10.53% NIA -4.77%

SourC’i!!: Bardays, subject to clung’i!!,

The performance quoted represents past performance and does not guarantee future results. Investment return and principal value of an investment will fluctuate so that an investment, when sold or redeemed nay be worth more or less than the original cost. Current performance may be !ower or higher than the performance quoted, See additional information below for how return figur~s are calculated. PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS.

Index Returns

Index returns show the change in the level of the index under!ymg the ETNs over the relevant period, expressed as a percentage. Index returns are calculated using the closing index !evel from the beginning of the relev3nt period to the end of the relevant penod. For any histoncal period of one year or longer, index returns are shown on an annualized basis, Index returns are for illustrative purposes only and do not represe-.t actual ETN performance. Index returns do not reflect any management fees, transaction costs, or expenses which would reduce your actual return, including the investor fee and applicable costs of the ETNs Indexes are unmanaged and one cannot invest directly in an index.

ETN Closing Indicative Note Value Returns

ETN closing indicative note value returns show the change in the dosing indicative value of the ETNs over the relevant period, expressed as a percentage. For any historical period of one yea· or longer, dosing ind1cat1ve note value returns are shown on an annualized basis. The closing indicative note value of an ETN is an amount per ETN calculated on each valuation date that reflects the change in value of the ETN from the prev1ous valuation date due to the daily change m the mdex level and the daily accrual of the Investor fee and other applicable costs. The clostng mdicatJVe note value of an ETN ma~ differ from the actual tradmg pnce of the ETN at any t1me due to hedgmljl or transactiOn costs, credit cons1derat10ns, market liqu1dity, b1d-offer spreads or other factors affectmg the trad1ng pnce of the ETN, For more inform.!ltion on how the closmg indicative note value is calculated, please see the sect1on “Specific Terms of the ETNs” in the prospectus relatmg to the ETNs.

ETN l”‘arket Price Returns

ETN Market pnce returns show the change m the end-of-day tradmg pnce of the ETNs on the exchange over the relevant penod, expressed as a percentage M.!!rket pnce returns are calculated usmg the midpoint ofthe bid/ask spread at 4:00pm Eastern t1me (or the last midpoint of the bid/ask spread prior to 4:00pm Eastern time) from the beg1nning of the relevant period to the end of the relevant period. For any historic31 period of one year or longer, market price returns are shown on an annualized basis. Market price returns do not represent the returns you would receive if you traded at a price or at a time on the exchange other than as described m this section. Market price returns do not account for brokerage commissions, which will reduce actual returns, and may not mclude the effect of any applicable fees and costs on the ETNs.

In the event that there is an absence of a bid/ask value at 4Pi“l on the relevant month end, N/A will be displayed in place of a percentage value for ETN i“larket Price Returns.

Selected Risk Considerations v

An investment in the iPath ETNs described herein (the “ETNs”) involves risks, including possible loss of principal, and may not be suitable for all investors. Selected risks are summarized here and select product specific risk factors are summarized under ‘‘Select Risk Considerations”” on the relevant product pages, but we urge you to read the more detailed explanathm of risks described under “Risk Factors” in the applicable product prospectus.

You i“lay l()Se Some or All of Your Principal: The ETNs are exposed to any decrease in the level of the underlying index between the inception date and the applicable valuation date. Additionally, if the level of the underlying index 1s insufficient to offset the negative effect of the investor fee and other applicable costs, you will lose some or all of your investment at maturity or upon redempt on, even if the value of such mdex level has Increased or decreased, as the case may be. Because the ETNs are subject to an mvestor fee and other applicable costs, the return on the ETNs will always be lower than the total return on a d1rect mvestment m the mdex components. The ETNs are riskier than ordinary un!iecured debt securities and have no principal protection.

Credit of Barclays Bank PLC: The ETNs are unsecured debt obligations of the 1ssuer, Barclays Bank PLC, and are not, either directly or Indirectly, an obligation of or guaranteed by any third party. Any payment to be made on the ETNs1 1ncludmg any payment at maturity or upon redemption, depends on the ability of Barclays Bank PLC to satisfy 1ts obligations as they come due. As a result, the actual and perce1ved c·ed1tworth1ness of Barclays Bank PLC will affect the market value, 1f any, of the ETNs pnor to maturity or redemption. In addition, 1n the event Barclays Bank PLC were to default on its obligatiOns, you may not rece1ve any amounts owed to you under the terms of the ETNs.

Exchange Rate Risk: Because the performance of the underlymg mdex IS lmked to the exchange rates betWeen the mdex constituent currenc1es and the US dollar, the level of the underly1ng mdex may be affected by unpredictable changes m currency pnces, 1ncluding as a result of government action. Because some or all of the index const1tuent currenc1es do not float freely and are currently either managed or pegged by their respective governments, and the exchange rates of managed and pegged currencies tend to fluctuate significantly less than those of free-floating currencies, there is limited potential for the increase in ‘l’alue of the underlying index.

Emerging ‘1arket Risk: The market value of the ETNs may be mfluenced by many unpredictable factors and may fluctuate between the date you purchase them and the maturity date or redempt1on date. Investment~ in emerging market currencies carries the risk of loss from unfavorable fluctuations in currency exchange rates due to economic, social, political, financial and military conditions in the emerging markets, T-.e ETNs may be subject to more volatility than investments outside of emerging markets.

l’larket a net Volatility Risk: The market value of the ETNs may be mfluenced by many unpredictable factors and may fluctuate between the date you purchase them and the matunty date or redemption date. You rray also sustain a significant loss 1f you sell your ETNs in the secondary market. Factors that may influence the market value of the ETNs include prevailing market prices of the U.S. stock or foreign exchange markets, the index components included in the underlying index, and prevailing market prices of options on such mdex or any other financial instruments related to such mdex; and supply and demand for the ETNs, including economic, financial, political, regulatory, geographical or judicial events that affect the level of such mdex or other financial mstruments related to such mdex.

A Trading f“tarket for the ETNs i“lay Not Develop: Although the ETNs are listed on a U.S. national securities exchange, a trading market for the ETNs may not develop and the liqu1dity of the ETNs may be limited, as we are not required to maintain any listing of the ETNs.

No Interest Payments from the ETNs: You may not rece1ve any mterest payments on the ETNs.

Re strictions on the i“linimum Number of ETNs and Date Restrictions for Redemptions: You must redeem at least 20,000 ETNs of the same series at one t1me in order to exercise your nght to redeem your ETNs en any redemption date. You may only redeem your ETNs on a redemption date 1f we receive a not1ce of redemption from you by certam dates and t1mes as set forth m the produ:t prospectus.

Uncertain TaM Treatment: Significant aspects of the tax treatment of the ETNs are uncertain. You should consult your own tax advisor about your own tax situation,

Bardays Bank PLC has filed a registration statement (including a prospectus) with the SEC for the offering to which this communication relates. Before you invest, you should read the prospectus; and other documents Barclays Bank PLC has filed with the SEC for more complete information about the issuer and this offering. You may get these documents for free by visiting www.iPathETN.com or EOGAR on the SEC website at www.sec.gov. Alternatively, Barclays Bank PLC will arrange for Barclays Capital Inc. to send you the prospectus if you request it by calling toll-free 1-877-764-7284, or you may request a copy from any other dealer participating in the offering.

LOGO

BlackRock Investments, LLC assists in the promotion of the iPath ETNs

The ETNs may be sold throughout the day on the exchange through any brokerage account. Commissions may apply and there are tax consequences in the event of sale, redemption or maturity of ETNs.

“Barclays Global Emerging Markets Strategy (GEMS) Index”” is a trademark of Barclays Bank PLC.

© 2014 Barclays Bank PLC. All rio;~hts reserved. iPath, iPath ETNs and the iPath logo are registered trademarks of Barclays Bank PLC. All other trademarks, servicemarks or registered trademarks are the property, and used with the permission, of their respective owners.

NOT FDIC INSURED “ NO BANI( GUARANTEE “ MAY LOSE VALUE

Products Product Suites About iPath ETNs

“ Equity “ Equity ETNs “ Understanding ETNs

Commodities Commodity ETNs “ Investing in iPat h ETNs

“ Currencies .,. Currency ETNs “ Trading and Redemption

.,. Fixed Income .,. Fixed Income ETNs “ Premiums and Discounts

“ Alternatives “ Alternative ETNs “ Tax Conside rations

About Us

“ About Us

.,. iPath Announcements

.,. Contact Us

LOGO

USA “ Retail Investor “ English “

., iPath· “ BARCLAYs

Products Product Su;tes About 1Path ETI’s About Us

=>reduct LJstmg iPathl! GEMS Index” ETN

QUick links Search Enter CUSIP/Ticker/Underhrer ~

Product Summary

;Path® GEMS Index TM ETN

Description

The iPathl! GEMS Index . ETN is designed to provide investors with exposure to the Barclays Global Emerging Markets Strategy (GEMS) Index- (the . Index”‘). The ETNs are riskier than ordin3ry unsecured debt securities and have no principal protection. The ETNs are unsecured debt obligations of the issuer, Barclays Bank PLC, and are not, either directly or indirectly, an obligation of or guaranteed by any third party, Any payment to be made on the ETNs, including any payment at maturity or upon redemption, depends on the ability of Barclays Bank PLC to satisfy its obligations as they come due. An investment m the ETNs involves significant risks, including possible loss of principal and may not be suitable for all investors,

The Index i~ designed to provide exposure to the total return on local currencies in specified emerging markets through short-term, liquid and diversified instruments. The Index Constituent Currencies are the Hungarian brint, Polish zloty, Russian ruble, Turkish lira, South African rand, Argentine peso, Brazilian real, Chilean peso, Colombian peso, Mexican peso, Indian rupee, Indonesia rupiah, South Koreal”‘ won, Philippine peso, and Thai baht, Owning the ETNs is not the same as owning the Index Constituent Currencies or a security directly linked to the performance of the Index. For additional information regarding the risks as;ociated with the ETNs, please see “Selected R1sk Considerations” below.

Details Chart Returns ETN Coupon Index Composition

Correlations (as of 10/31/2014)

Index ICorrelations”

Barclays Glctlal Emerging Markets Strategy(GEMS) IndexTll 1.00

MSCI Emergmg Markets Net Total Return Index 0.91

MSCI EAFE<IINet TotalReturn Index 0.84

SSP SOOoii Tctal Return Index 0.72

Bloomberg C)mmodity Index Toted Returnsu 0.69

Barclays US Aggregate Bond Index 0.10

Sources: Bloomberg Finance L.P., B~rchys, MSCI loc., S&P Dow Jor.u Iodice:> LLC. Correl~tiOOs-~recalculated or.~ moothly b~s1s o~er a 5-ye~r period from the “as or” date referenced abo<Je.

‘ Correlatio1 is a term used to describe the stat1stical relationship between two or more quant1t1es or variables. Perfectly correlated assets will have a correlation coefficient of one, while the correlation coeff1c1ent will be zero when returns on two .!Is sets are completely mdependent.

Index correlations are for illustrative purposes only and do not represent actual ETN performance. PAST PERFORMANCE IS NOT INDICATIVE FOR FUTURE RESULTS.

The S&P sooe Index is intended to provide an indication of the pattern of stock price movement in the U.S. equities market.

The Bloomberg Commodity Index Total ReturnSH reflects the returns that are potentially available through an unleveraged investment in the futures contracts on physical commodities comprismg the index plus the rate of interest that could be earned on cash collateral invested in specified Treasury Bills. The MSCI EAFE Index is an equity index which captures lan~e and mid cap representation across Developed Markets countries around the world, excluding the US and Canada The MSCI Emergmg Markets IndexSH captures large and mid cap representatiOn across 21 Emerging Markets countries. The Barclays U.S. Aggregate Bond Index prov1des a measure of the performance of the U.S. mvestment grade bonds market.

Selected Risk Considerations v

An investment in the iPath ETNs described herein (the “ETNs”) involves risks, including possible loss of principal, and may not be suitable for all investors. Selected risks are summarized here and select product specific risk factors are summarized under “Select Risk Considerations” on the relevant product pages, but we urge you to read the more detailed explanaticn of risks described under “Risk factors” in the applicable product prospectus.

You May LI)Se Some or All of Your Principal: The ETNs are exposed to any decrease in the level of the underlymg index between the inception date and the applicable valuation date. Additionally, if the level of the underlying index is insufficient to offset the negative effect of the investor fee and other applicable costs, you will lose some or all of your investment at maturity or upon redempt on, eveI”) if the value of such index level has increased or decreased, as the case may be. Because the ETNs 01re subJect to an il”‘vestor fee and other applicable costs, the return on the ETNs will always be lower than the total return on a direct investment in the index components. The ETNs are riskier than ordinary unsecured debt securities and have no principal protection.

t:red1t of uarclays Hank 1-’Lt:: 1 he t 1 Ns are unsecured debt obligations of the issuer, barclays bank 1-’LC, and are not, either directly or indirectly, an obligation of or guaranteed by any third party. Any payment to be made on the ETNs, indudmg any payment at maturity or upon redemption, depends on the ability of Barclays Bank PLC to satisfy its obligations as they come due. As a result, the actual and perceived c·editworthiness of Barclays Bank PLC witl affect the market value, if any, of the ETNs prior to maturity or redempt1on. In add1tion, in the event Barclays Bank PLC were to default on its obligations, you may not rece1ve any amounts owed to you under the terms of the ETNs.

Exchange Rate Risk: Because the performance of the underlying index is linked to the exchange rates between the index constituent currencies and the US dollar, the level of the underlying index may be affected by unpredictable changes in currency prices, including as a result of government action. Because some or all of the index constituent currencies do not float freely and are currently either managed or pegged by their respective governments, and the exchange rates of managed and pegged currencies tend to fluctuate :>1gn1ficantly less than those of free-floating currencies, there 1s lim1ted potential for the increase m ‘l’alue of the underlymg mdex.

Emerging \farket Risk: The market value of the ETNs may be influenced by many unpredictable factors and may fluctuate between the date you purchase them and the maturity date or redemption date. Investment~ m emergmg market currencies carnes the risk of loss from unfavorable Auctuat10ns m currency exchange rates due to economic, soc1al, political, f1nanc1al and military conditions m the emerging markets. T1e ETNs may be subJect to more volatility than mvestments outside of emen;~mg markets.

Market ancl Volatility Risk: The market value of the ETNs may be influenced by many unpredictable factors and may fluctuate between the date you purchase them and the matunty date or redemption date. You rray also sustam a s1gn1ficant loss 1f you sell your ETNs in the secondary market. Factors that may influence the market value of the ETNs 1nclude prevailing market pnces of the U.S. stock or fore1gn exchange markets, the 1ndex components mcluded m the underlymg Index, and prevailmg market pnces of opt10ns on such mdex or any other financ1almstruments related to such 1ndex; and supply and demand for the ETNs, mcluding economic, financial, political, regulatory, geographical or JUdicial events that affect the level of such index or other financial instruments related to such mdex.

A Trading l“larket for the ETNs May Not Develop: Although the ETNs are listed on a U.S. national securities exchange, a trad1ng market for the ETNs may not develop and the liqu1d1ty of the ETNs may be hm1ted, as we are not reqUired to ma1ntam any llstmg of the ETNs.

No Intere§t Payments from the ETNs: You may not receive any interest payments on the ETNs.

Restrictions on the Minimum Number of ETNs and Date Restrictions for Redemptions: You must redeem at least 20,000 ETNs of the same series at one time in order to exercise your right to redeem your ETNs en any redemption date. You may only redeem your ETNs on a redemption date if we receive a notice of redemption from you by certain dates and times as set forth in the produ:t prospectus,

Uncertain TaM Treatment: Significant aspects of the tax treatment of the ETNs are uncertain. You should consult your own tax advisor about your own tax situation

Bar-days Bank PLC has filed a registration statement (including a prospectus) with the SEC for the offering to which this communication relates. Before you invest. you should read the prospectus and other documents Bar-clays Bank PLC has filed with the SEC for more complete information about the issuer and this offering. You may get these documents for free by visiting www.iPathETN.com or EDGAR on the SEC website at l’lww.sec.gov. Alternatively, Bardays Bank PLC will arrange for Barclays Capital Inc to send you the prospectus if you request it by calling toll-free 1-877-764-7284, or you may request a copy from any other dealer participating in the offering.

BlackRock Investments, LLC assists in the promotion of the iPath ETNs.

The ETNs may be sold throughout the day on the exchange through any brokerage account. CommiSSions may apply and there are tax consequences m the event of sale, redemption or matunty of ETNs.

“Barclay:;; Global Emerging Markets Strategy (GEMS) Index”” is a trademark of Barclays Bank PLC.

© 2014 Barclays Bank PLC, All rights reserved. iPath, iPath ETNs and the 1Path logo are registered trademarks of Barclays Bank PLC. All other trademarks, servicemarks or registered trademarks are the property, and used with the permission, of their respective owners.

NOT FDIC INSURED “ NO BANK GUARANTEE “ I“IAY LOSE VALUE

Products

Product Suites

About iPath ETNs

About Us

LOGO

.,. Equity .Equit y ETNs .,. Underst anding ETNs About Us

.,. Commodities .Commodity ETNs .,. Investing in iPat h ETNs .- iPath Announcements

.,. Currencies .Currency ETNs .- Trading and Redemption .,. Contact Us

.-Fixed Income .Fixed Income ETNs .- Premium s and Discounts

.,. Alternatives Alternative ETNs .- Tax Considerations

iPath USA Retail Investor English BARCLAYS Products Product suites About ipath ETNs About us

LOGO

USA “ Retail Investor “ English “

.,. iPath· “ sARClAYs

Products Product Suites About 1Path ETI’s About Us

;,roduct L1sting iPathiJ GEMS Index” ETN

QUick links “ Search Enter CUSIP/Ticker/Under!~er ~

Product Summary

1Path® GEMS Index TM ETN

Description

The iPathiJ GEMS Index . ETN is designed to provide investors with exposure to the Barclays Global Emerging Markets Strategy (GEMS) Index- (the . Index”‘). The ETNs are riskier than ordimry unsecured debt securities and have no principal protection. The ETNs are unsecured debt obligations of the issuer, Barclays Bank PLC, and are not, either directly or indirectly, an obligation of or guaranteed by any third party, Any payment to be made on the ETNs, including any payment at maturity or upon redemption, depends on the ability of Barclays Bank PLC to satisfy its obligations as they come due. An investment in the ETNs involves significant risks, including possible loss of principal and may not be suitable for all investors,

The Index i~ designed to provide exposure to the total return on local currencies 1n specified emerging markets through short-term, liquid and diversified mstruments. The Index Constituent Currencies are the Hunganan fJrint, Polish zloty, Russ1an ruble, Turkish lira, South African rand, Argentine peso, Brazilian real, Chilean peso, Colombian peso, Mexican peso, Indian rupee, Indones1a rupiah, South Korean won, Philippine peso, and Thai baht. owning the ETNs is not the same as owning the Index c onstituent currencies or a security directly linked to the perlormance of the Index. for additional information regarding the risks as;ociated with the ETNs, please see “Selected Risk Considerations” below.

Details Chart Returns Correlations

iPath USA Retail Investor English BARCLAYS Products Product suites About ipath ETNs About us

Index Composition

ETN Coupon

On each coupon payment date prior to maturity or early redemption, you will receive an interest payment to reflect the implied interest earned, net of fees, on your ETNs from and excluding the index roll date for the Immediately preceding month to dnd including the 1ndex roll date for the current month. The amount of the mterest payment on any coupon payment date will equal (1) the ex coupon indicative value on the index rcll date for the immediately precedmg month times (2) the difference between (a) the monthly IV return and (b) the monthly spot return. For the purpose of calculatmg the first interest payment, the index roll date for the immediately preceding month shall be deemed to be the inception date, and the ex coupon indicative value on such date shall be deemed to be equal to the closing indicative value, There is no t;~uarantee that the ETNs will pay coupon

The “ex coupon mdicative value” on any index roll date will equal (1) the dosmg indicative value on such date minus (2) the amount of the interest payment per ETN that will be paid on the coupon payment date immediately following such date.

An “index roll date” is the 15th day of each month, begmnmg on February 15, 2008 and ending on January 15, 2038, or, 1f any such ddy is not a business day 1n all of the relevant c1ties (1Ahich c1t1es are listed under ~The Index—Composition of the Index”‘ m th1s pricmg supplement), or the Trans-European Automated Real-T1me Gross Settlement Express Transfer System (‘“TARGET”‘) 1s not open on such day, the next followmg day that IS a busmess day in all of the relevant c1t1es and on wh1ch TARGET IS open, 1n each case as determined by the 1ndex sponsor.

The “coupon payment date”” for each month will be the th1rd busmess day follow1ng the coupon ex date for such month. In the event that an interest payment is deferred beyond the stated coupon payment date, penalty interest will not accrue or be payable with respect to that deferred payment.

The “coupon ex date” for each month will be the business day immediately following the index roll date for such month.

The “monthly IV return” is the quotient of (i) the closing indicative value on the index roll date for the current month divided by (ii) the ex coupon indicative value on the index roll date for the immediately precedirg month, The “monthly spot return~ IS the quot1ent of (i) the level of the Spot Index on the mdex roll date for the current month div1ded by (ii) the level of the Spot Index on the index roll date for the Immediately precedirg month. In no event, however, will the Interest payment on any coupon payment date be less than zero.

Index Rol Date ICoupon Ex-Date ICoupon Payment Date ICoupon Amount

15Feb2013 19Feb2013 nFeb2013 0.1513

19Mar2013 20 Mar 2013 25 Mar201 3 0.1409

Apr 2013 18 Apr 2013 23Apr2013 0.1492

15May2013 16May2013 21 May2013 0.1262

18Jun2013 19Jun 2013 24Jun2013 0.1696

15Jul2013 16Jul 2013 19Jul2013 0.1441

Aug 2013 19Aug2013 22 Aug 2013 0.2365

Sep 2013 18Sep2013 23 Sep2013 0.1962

Oct2013 220ct2013 250ct2013 0.2638

19Nov2013 20 Nov 2013 25Nov2013 0.1837

Dec 2013 18Dec2013 23Dec2013 02213

15Jan2014 16 Jan 2014 22Jan2014 0.2029

18Feb2014 19Feb2014 24Feb2014 0.2654

18Mar2014 19Mar2014 24Mar2014 0.1241

Sourcoe: Barc!ays, subJoectto change.

Coupon payments are calculated and paid in accordance with the terms described in the relevant product prospectus. Past performance is not indicative of future results.

Selected Risk Considerations v

An investment in the iPath ETNs described herein (the “ETNs”) involves risks, including possible loss of principal, and may not be suitable for all investors. Selected risks are summarized here and select product specific risk factors are summarized under “Select Risk Considerations” on the relevant product pages, but we urge you to read the more detailed explanatilm of risk!ii described under “Risk Factors” in the applicable product prospectus.

You May Lase Some or All of Your Principal: The ETNs are exposed to any decrease in the level of the underlymg index between the inception date and the applicable valuation date. Additionally, if the level of the underlying index is insufficient to offset the l“legative effect of the investor fee and other applicable costs, you will lose some or all of your investment at maturity or upon redempt on, even if the value of such index level has increased or decreased, as the case may be. Because the ETNs are subject to an investor fee and other applicable costs, the return on the ETNs will always be lower than the total return on a direct investment in the index components. The ETNs are riskier than ordinary unsecured debt securities and have no principal protection.

Credit of Barclays Bank PLC: The ETNs- are unsecured debt obligatiOnS of the issuer, Bi!irclays Bank PLC, and are not, either directly or indirectly, an obligation of or guaranteed by any third party. Any payment to be made on the ETNs, including any payment at maturity or upon redemption, depends on the ability of Barclays Bank PLC to satisfy its obligations as they come due. As a result, the actual and perceived c·editworthiness of Barclays Bank PLC will affect the market value, if any, of the ETNs prior to maturity or redemption. In addition, 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 ETNs,

Exchange Rate Risk: Because the performance of the underlying index is !inked to the exchange rates between the index constituent currencies and the US dollar, the level of the underlying 1ndex may be affected by unpredictable changes in currency pnces, including as a result of government action. Because some or all of the index constituent currencies do not float freely and are currently either managed or pegged by their respective governments, and the exchange rates of managed and pegged currencies tend to fluctuate significantly less than those of free-floating currencies, there is limited potential for the increase in v“alue of the underlying index.

Emerging “tarket Risk: The market value of the ETNs may be mfluenced by many unpredictable factors and may fluctuate between the date you purchase them and the maturity date or redemption date. Investments in emerging market currencies carries the risk of loss from unfavorable fluctuations in currency exchange rates due to economic, social, political, fil“lancial and military conditions in the emerging markets. T1e ETNs may be subject to more voli!itility than investments outside of emerging markets.

l”‘arket ancl Volatility Risk: The market value of the ETNs may be mfluenced by many unpredictable factors and may fluctuate between the date you purchase them and the maturity date or redemption date. You rray also sustain a significant loss if you sell your ETNs in the secondary market. Factors that may influence the m“rket value of the ETNs il“lclude prevailing market prices of the u.s. stock or foreign exchange markets, the index components included in the underlying index, and prevailing market prices of options on such il“ldex or any other financial instruments related to such index; and supply and demal“ld for the ETNs, mcluding economic, financial, political, regulatory, geographical or judic1al events that affect the level of such mdex or other financial mstruments related to such mdex.

A Trading Market for the ETNs Hay Not Develop: Although the ETNs are listed on i!l u.s. ni!ltional securities exchange, a trading market for the ETNs may not develop and the liquidity of the ETNs may be limited, as we dre not required to maintain any listing of the ETNs.

LOGO

No Interest Payments from the ETNs: You may not receive any interest payments on the ETNs.

Uncertain TaM Treatment: Significant aspects of the tax treatment of the ETNs are uncertain. You should consult your own tax advisor about your own tax situation.

Barclays Bank PLC has filed a registration statement (including a prospectus) with the SEC for the offering to which this communication relates. Before you invest, you should read the prospectus and other documents Barclays Bank PLC has filed with the SEC for more complete information about the issuer and this offering. You may get these documents for free by visiti11g www.iPathETN.com or EDGAR on the SEC website at WIOJw.sec.gov. Alternatively, Barclays Bank PLC will arrange for Barclays Capital Inc. to send you the prospectus if you request it by calling toll-free 1-877-764-7284, or you may request a copy from any other dealer participating in the offering.

BlackRock Investments, LLC assists in the promotion of the iPath ETNs

The ETNs may be sold throughout the day on the exchange through any brokerage account. Commissions may apply and there are tax consequences in the event of sale, redemption or maturity of ETNs.

“Bardays Global Emerging Markets Strategy (GEMS) Index”” is a trademark of Barclays Bank PLC.

© 2014 Barclays Bank PLC. All rights reserved. iPath, iPath ETNs and the iPath logo are registered trademarks of Barclays Bank PLC, All other trademarks, servicemarks or registered trademarks are the property, and used with the permission, of their respective owners.

NOT FDIC INSURED “ NO BANK GUARANTEE “ MAY LOSE VALUE

Products Product Suites About iPath ETNs About Us

.,. Equity .- Equity ETNs .,. Understanding ETNs .- About Us

.,. Commodities .,. Commodity ETNs .,. Investing in iPath ETNs .,. iPath Announcements

Currencies .- Currency ETNs .- Trading and Redemption .- Contact Us

f1xed Income .- f1xed Income ETNs .- Prem1ums and Discounts

.,. Alternatives .,. Alternative ETNs .,. Tax Considerations

iPath USA Retail Investor English BARCLAYS Products Product suites About ipath ETNs About us

LOGO

USA “ Retail Investor “ English “

, iPath· “ BARCLAYs

Products Product Suites About 1Path ETI’s About Us

;,roduct L1stmg iPathi! GEMS Index” ETN

QUick links “ Search Enter CUSIP/Ticker/Underh<er ~

Product Summary

1Path® GEMS Index TM ETN

Description

The iPathi9 GEMS Index . ETN is designed to provide investors with exposure to the Barclays Global Emerging Markets Strategy (GEMS) Index- (the . Index”‘). The ETNs are riskier than ordimry unsecured debt securities and have no principal protection. The ETNs are unsecured debt obligations of the issuer, Barclays Bank PLC, and are not, either directly or indirectly, an obligation of or guaranteed by any third party, Any payment to be made on the ETNs, including any payment at maturity or upon redemption, depends on the ability of Barclays Bank PLC to satisfy its obligations as they come due. An investment in the ETNs involves significant risks, including possible loss of principal and may not be suitable for all investors,

The Index i~ designed to provide exposure to the total return on local currencies in specified emerging markets through short-term, liquid and diversified mstruments. The Index Constituent Currencies are the Hungarian fJrint, Polish zloty, Russ1an ruble, Turkish lira, South African rand, Argentine peso, Brazilian real, Chilean peso, Colombian peso, Mexican peso, Indian rupee, Indones1a rupiah, South Korean won, Philippine peso, and Thai baht. Owning the ETNs is not the same as owning the Index Constituent Currencies or a security directly linked to the performance of the Index. For additional information regarding the risks as;ociated with the ETNs, please see ~selected Risk Considerations” below.

Details Chart Returns Correlations ETN Coupon

Index Composition (as of II / 07/2014 )

Index Components IWe1ghtmgs%

Argentine Peso 7.28%

Indian Rupee 7_1)6%

Thai Bah! 7.00%

Indonesian RUpiah 6.96%

PhUippine Peso 6.89%

Mex1canPes) 6.86%

South Africa1 Rand 6.85%

Chilean Peso 6.78%

New Turkish Lira 6.78%

Won- Reputlic o1KOfea (South) 6.70%

Selected Risk Considerations v

An investment in the iPath ETNs described herein (the ‘‘ETNs’’) involves risks, including possible loss of principal, and may not be suitable for all investors. Selected risks are summarized here and select product specific risk factors are summarized under ‘‘Select Risk Considerations” on the relevant product pages, but we urge you to read the more detailed explanati(Jn of risks described under “Risk Factors” in the applicable product prospectus.

You May L()Se Some or All of Your Principal: The ETNs are exposed to any decrease in the level of the underlying index between the inception date and the applicable valuation date. Additionally, if the level of the underlying index is insufficient to offset the negative effect of the investor fee and other applicable costs, you will lose some or all of your investment at maturity or upon redempt on, even if the value of such index level has increased or decreased, as the case may be. Because the ETNs are subject to an investor fee and other applicable costs, the return on the ETNs will always be lower than the total return on a direct investment in the index components. The ETNs are riskier than ordinary unsecured debt securities and have no principal protection.

Credit of Barclays Bank PLC: The ETNs are unsecured debt obligations of the issuer, Barclay:;; Bank PLC, and are not, either directly or indirectly, an obligation of or guaranteed by any third party. Any payment to be made on the ETNs, indudinQ any payment at maturity or upon redemption, depends on the ability of Barclays Bank PLC to satisfy its obli9ations as they come due. As a result, the actual and perceived c-editworthiness of Barclays Bank PLC will affect the market value, Jf any, of the ETNs prior to maturity or redemption. In addition, in the event Barclays Bank PLC were to default on its obligations, you may not rece1ve any amounts owed to you under the terms of the ETNs.

Exchange Rate Risk: Bec.!luse the performance of the underlying index is linked to the exchange rates between the index constituent currencies and the US dollar, the level of the underlying index may be affected by unpredictable changes in currency prices, including as a result of government action. Because some or all of the index constituent currencies do not float freely and are currently either managed or pegged by their respective governments, and the exchange rates of managed and pegged currencies tend to fluctuate sigmficant!y less than those of free-floatmg currencies, there 1s lim1ted potential for the increase m v’alue of the underlymg mdex.

Emerging ‘farket Risk: The market value of the ETNs may be mfluenced by many unpredictable factors and may fluctuate between the date you purchase them and the maturity date or redemption date. Investment~ m emerging market currencies carnes the risk of loss from unfavorable fluctuations m currency exchange rates due to economic, soc1al, political, f1nanc1al and mil1tary cond1t1ons m the emerging markets, T1e ETNs may be subJect to more volatility than mvestments outside of emen;11ng markets.

Market ancl Volatility Risk: The market value of the ETNs may be influenced by many unpredictable factors and may fluctuate between the date you purchase them and the matunty date or redemption date. You rray also sustam a s1gn1ficant loss 1f you sell your ETNs in the secondary market. Factors that may mfluence the market value of the ETNs 1nclude prevailing market pnces of the U.S, stock or fore1gn exchange markets, the 1ndex components mcluded m the underlymg 1ndex, and prevailmg market pnces of opt1ons on such mdex or any other financ1almstruments related to such mdex; and supply and demand for the ETNs, including economic, financial, political, regulatory, geographical or Judicial events that .!lffect the level of such index or other financial instruments related to such index.

A Trading Market for the ETNs May Not Develop: Although the ETNs .sre listed on a U.S. national securities exchange, a tradmg market for the ETNs may not develop and the liquid1ty of the ETNs may be lim1ted, as we are not requ1red to ma1ntain any listmg of the ETNs.

No lntere1t P ayme nts trom the ETNs: You m ay not rec-e1ve any mtered payments on the ETN~.

Restrictions on the Minimum Number of ETNs and Date Restrictions for Redemptions: You must redeem at least 20,000 ETNs of the same series at one time 1n order to exercise your right to redeem your ETNs en any redemption date. You may only redeem your ETNs on a redemption date if we receive a notice of redemption from you by certain dates and times as set forth in the produ::t prospectus,

Uncertain Tax Treatment: Significant aspects of the tax treatment of the ETNs are uncertain. You should consult your own tax advisor about your own tax situation,

Barclays Bank PLC has filed a registration statement (including a prospectus) with the SEC for the offering to which this communication relates. Before you invest, you should read the prospectu’i and other documents Bardays Bank PLC has filed with the SEC for more complete information about the issuer and this offering. You may get these documents for free by visiting www.iPathETN.com or EDGAR on the SEC website at www.sec.gov. Alternatively, Barclays Bank PLC will arrange for Barclays Capital Inc. to send you the prospectu!i if you request it by calling toll-free I-B774 764-7284, or you may request a copy from any other dealer participating in the offering.

BlackRock Investments-, LLC o’Jssists in the promotion of the iPath ETNs.

The ETNs may be sold throughout the day on the exchange through any brokerage account, CommiSSIOns may apply and there are tax consequences m the event of sale, redemptton or matunty of ETNs.

“Bardays Global Emergmg Markets Strategy (GEMS) IndexTM” IS a trademark of Barclays Bank PLC.

© 2014 Barclays Bank PLC, Atl rights reserved. iPath, iPath ETNs and the iPath togo are registered trademarks of Barclays Bank PLC. All other trademarks, servicemarks or reg1stered trademarks are the property, and used with the permission, of their respective owners,

iPath USA Retail Investor English BARCLAYS Products Product suites About ipath ETNs About us

~ Eqwty

.,. Equ1ty ETNs

.,. Understanding ETNs

.,. About Us

LOGO

II- Commodities 11- Commodity ETNs ., Investing in iPat h ETNs .,. iPat h Announceme nts

11- Curre ncies 11- Currency ETNs ., Trading a nd Redemption .,. Contact Us

Fixed Income 11- Fixed Income ETNs .,. Premiums and Discounts

.,. Alternatives .,. Alternative ETNs ., Tax Conside rations

iPath USA Retail Investor English BARCLAYS Products Product suites About ipath ETNs About us

LOGO

USA “ Retail Investor “ English “

~ iPath· “ sARClAYs

Products Product Suites About iPath ETNs About Us

Product Listing iPath~ JPY/USD Exchange Rate ETN

Quick links “ Search JYN

Product Summary

iPath® JPY /USD Exchange Rate ETN

The iPath~JPY/USD Exchange Rate ETN is designed to provide investors with exposure to the Japanese yen/U.S. dollar exchange rate (the “JPY/USD exchange rate” or the “Index”), The ETNs are riskier than ordinary unsecured debt securities and have no principal protection. The ETNs are unsecured debt obligations of the issuer, Barclays Bank PLC, and are not, either directly or indirectly, an obligation of or guaranteed by any third party. Any payment to be made on the ETNs, including any payment at maturity or upon redemption, depends on the ability of Barclays Bank PLC to satisfy its obligations as they come due. An investment in the ETNs involves significant risks, including possible loss of principal, and may not be suitable for all investors.

The JPY/USD exchange rate is a foreign exchange spot rate that measures the relative values of two currencies, the Japanese yen and the U.S. dollar. When the Japanese yen appreciates relative to the U.S. dollar, the JPY/USD exchange rate increases (and the value of the ETNs increases)i when the Japanese yen depreciates relative to the U.S. dollar, the JPY/USD exchange rate decreases (and the value of the ETNs decreases). The JPY/USD exchange rate is determined by dividing one by the U.S. dollar/Japanese yen exchange rate and truncating the quotient to ten decimal places. Owning the ETNs is not the same as owning Japanese Yen and will not reflect the return you would realize if you actually purchased Japanese yen and converted them into U.S. dollars. For additional information regarding the risks associated with the ETNs, please see “Selected Risk Considerations” below.

Chart Returns Correialions

Summary Market Indicators (as of 12/ 04/2014) Documentation

Primary EMchange NYSE Area

Oosing lndicabve Note Value ETNs outstanding

ETN Ticker JYN a Prospectus a Factsheet

Intraday Indicative Value JYN.IV 1 $47.70 30,370

Ticker a

Bloomberg ETN Keystroke JYN< EQUITY’>< GO> IV/Index History

Market Capitalization3

Bloomberg Index Ticker JPYUSD WMCO

Investor Fee Rate 0 .40%· per annum 2 $1,448,649

Deposit Rate Mutan rate minus 0.25%4

CUSIP 06739G851

I SIN GBOOBlWPB282

Inception Date 08 May 2007

Maturity 14 May 2037

The performance quoted represents past performance and does not guarantee future results. Investment return and principal value of an investment will fluctuate so that an investment, when sold or redeemed may be worth more or less than the original cost. Current performance may be lower or higtler than the performance quoted. See additional information below for how return figures are calculated. PAST PERFORMANCE IS NOT INOICATIVE OF FUTURE RESULTS

1. Intraday Indicative Value. The “intraday indicative value” meant to approximate the value of the ETNs during the current trading day by reference to the underlying index is calculated and published during the course of each trading day. The intraday indicative value is intended to provide investors with an approximation of the effect that intraday changes in the level of the underlying index would have on the closing indicative value of the ETNs. The intraday indicative value only reflects the accrued investor fee and other applicable costs at the close of business on the preceding day, but does not include any adjustment for the investor fee or applicable costs accruing during the course of the current day. For more information on how the intraday indicative value is calculated, please see the section “Valuation of the ETNs” in the prospectus relating to the ETNs.

The intraday indicative value is provided for reference purposes only. It is not intended as a price or quotation, or as an offer or solicitation for the purchase, sale, redemption or termination of the ETNs, nor does it reflect hedging or transaction costs, credit considerations, market liquidity, or bid~offer spreads. Published index levels from the sponsors of the indices underlying the ETNs may occasionally be subject to delay or postponement. Any such delays or postponements will affect the level of the index and therefore the intraday indicative value of the ETNs. Index levels provided by the sponsors of the indices underlying the ETNs do not necessarily reflect the depth and liquidity of the underlying markets for the index components. For this reason and others, the actual trading price of the ETNs may be different from their intraday indicative value.

2. The investor fee rate per ETN is equal to 0.40% per year. The investor fee on the inception date was equal to zero. On each subsequent calendar day until maturity or early redemption, the investor fee will equal to (1) the Investor Fee Rate times (2) the principal amount of your ETNs times (3) the applicable index factor on that day (or, if such day is not a trading day, the index factor on the immediately preceding trading day) div1ded by (4) 365. The index factor on any given day will be equal to the cur-rency component on that day times the accumulation component on that day.

3. Market Capitalization= Closing Indicative Note Value x ETNs Outstanding

4. Deposit Rate. For the iPath~ JPY/USD Exchange Rate ETN, the Deposit Rate on any given day will be equal to Bank of Japan’s uncollateralized overnight call rate, as reported on Reuters page TONAT or any successor page on the immediately preceding business day (the “Mutan rate”), minus 0.25%. The Deposit Rate is intended to represent the actual rate that would be paid by a bank on an overnight deposit of Japanese yen.

Selected Risk Considerations v

An investment in the iPath ETNs described herein (the “ETNs”) involves risks, including possible loss of principal, and may not be suitable for all investors. Selected risks are summarized here and select product specific risk factors are summarized under “Select Risk Considerations” on the relevant product pages, but we urge you to read the more detailed explanation of risks described under “Risk Factors·· in the applicable product prospectus.

LOGO

volatile, and exposure to a single currency can lead to significant losses.

No Interest Payments from the ETNs: You may not receive any interest payments on the ETNs.

Uncertain TaM Treatment: Significant aspects of the tax treatment of the ETNs are uncertain. You should consult your own tax advisor about your own tax situation.

Bardays Bank PlC has filed a registration statement (including a prospectus) ‘ollith the SEC for the offering to \IJhich this communication relates. Before you invest, you should read the prospectus and other documents Bardays Bank PlC has filed “‘ith the SEC for more complete information about the issuer and this offering. You may get these documents for free by visiting .,,.,.,.iPathETN.com or EDGAR on the SEC ‘ollebsite at ‘-”“H’I.sec.gov. Alternatively, Bardays Bank PlC ‘oil ill arrange for Bardays Capital Inc. to send you the prospectus if you request it by calling toll-free 1-877-764-7284, or you may request a copy from any other dealer participating in the offering.

BlackRock Investments, LLC assists in the promotion of the iPath ETNs.

The ETNs may be sold throughout the day on the exchange through any brokerage account. Commissions may apply and there are tax consequences in the event of sale, redemption or maturity of ETNs.

NOT FDIC INSURED “ NO BANK GUARANTEE “ MAY LOSE VALUE

Products Product Suites About iPath ETNs About Us

.- Equity .- Equity ETNs .- Understanding ETNs .- About Us

.- Commodities .- Commodity ETNs .- Investing in iPath ETNs .- iPath Announcements

.- Currencies .- Currency ETNs .- Trading and Redemption .- Contact Us

.- Fixed Income .- Fixed Income ETNs .- Premiums and Discounts

.- Alternatives .- Alternative ETNs .- Tax Considerations

LOGO

USA “ Retail Investor “ English “

~ iPath· “ sARClAYs

Products Product Suites About iPath ETNs About Us

Product Listing iPath~ JPY/USD Exchange Rate ETN

Quick links “ Search JYN

Product Summary

iPath® JPY /USD Exchange Rate ETN

Details Returns Correialions

ETN and Index Historical Performance

iPath USA Retail Investor English BARCLAYS Products Product suites About ipath ETNs About us

-20

May-07 Aug-08 Nov-09 Feb-11 May-12 Aug-13 Oec-14

—iPath” JPY/USD Exchange Rate ETN—Japanese yen I U.S. dollar exchange rate

Source: B.arcl.a.,.s, Bloomberoil.

The chart above shows the historical performance of the ETN and the Index from the ETN Inception Date which was May 8, 2007 to the previous days closing price.

The performance quoted represents past performance and does not guarantee future results. Investment return and principal value of an investment will fluctuate so that an investment, when sold or redeemed may be t-1orth more or less than the original cost. Current performance may be lower or higher than the performance quoted. See additional information below for hotiJ return figures are calculated. PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS

ETN Closing Indicative Note Value Returns

ETN closing indicative note value returns show the change in the closing indicative value of the ETNs over the relevant period, expressed as a percentage. The closing indicative note value of an ETN is an amount per ETN calculated on each valuation date that reflects the change in value of the ETN from the previous valuation date due to the daily change in the index level and the daily accrual of the investor fee and other applicable costs. The closing indicative note value of an ETN may differ from the actual trading price of the ETN at any time due to hedging or transaction costs, credit considerations, market liquidity, bid-offer spreads or other factors affecting the trading price of the ETN. For more information on how the closing indicative note value is calculated, please see the section “Specific Terms of the ETNs” in the prospectus relating to the ETNs.

IndeM Returns

Selected Risk Considerations v

An investment in the iPath ETNs described herein (the “ETNs”) involves risks, including possible loss of principal, and may not be suitable for all investors. Selected risks are summarized here and select product specific risk factors are summarized under “Select Risk Considerations” on the relevant product pages, but \IJe urge you to read the more detailed eMplanation of risks described under “Risk Factors” in the applicable product prospectus.

You May Lose Some or All of Your Principal: The ETNs are exposed to any decrease in the level of the underlying index between the inception date and the applicable valuation date. Additionally, if the level of the underlying index is insufficient to offset the negative effect of the investor fee and other applicable costs, you will lose some or all of your investment at maturity or upon redemption, even if the value of such index level has increased or decreased, as the case may be. Because the ETNs are subject to an investor fee and other applicable costs, the return on the ETNs will always be lower than the total return on a direct investment in the index components. The ETNs are riskier than ordinary unsecur-ed debt securities and have no principal protection.

LOGO

and foreign inflation rates, domestic and foreign interest rates, and global or regional economic, financial, political, regulatory, geographical or judicial events. Currency exchange rates may be extremely volatile, and exposure to a single currency can lead to significant losses.

Market and Volatility Risk: The market value of the ETNs may be influenced by many unpredictable factors and may fluctuate between the date you purchase them and the maturity date or redemption date. You may also sustain a significant loss if you sell your ETNs in the secondary market. Factors that may influence the market value of the ETNs include prevailing market prices of the U.S. stock or foreign exchange markets, the index components included in the underlying index, and prevailing market prices of options on such index or any other financial instruments related to such indexj and supply and demand for the ETNs, including economic, financial, political, regulatory, geographical or judicial events that affect the level of such index or other financial instruments related to such index.

No Interest Payments from the ETNs: You may not receive any interest payments on the ETNs.

Uncertain Ta:K Treatment: Significant aspects of the tax treatment of the ETNs are uncertain. You should consult your own tax advisor about your own tax situation.

Barclays Bank PLC has filed a registration statement (including a prospectus) “‘ith the SEC for the offering to which this communication relates. Before you invest, you should read the prospectus and other documents Barclays Bank PLC has filed IJiith the SEC for more complete information about the issuer and this offering. You may get these documents for free by visiting IJIIJnll.iPathETN.com or EDGAR on the SEC website at W1Jn11.sec.gov. Alternatively, Barclays Bank PLC will arrange for Barclays Capital Inc. to send you the prospectus if you request it by calling toll-free 1-877-764-7284, or you may request a copy from any other dealer participating in the offering.

BlackRock Investments, LLC assists in the promotion of the iPath ETNs.

The ETNs may be sold throughout the day on the exchange through any brokerage account. Commissions may apply and there are tax consequences in the event of sale, redemption or maturity of ETNs.

NOT FDIC INSURED “ NO BANK GUARANTEE “ MAY LOSE VALUE

Products Product Suites About iPath ETNs About Us

—Equity _ Equity ETNs—Understanding ETNs—About Us

—Commodities—Commodity ETNs—Investing in iPath ETNs—iPath Announcements

—Currencies—Currency ETNs—Trading and Redemption—Contact Us

.,. Fixed Income—Fixed Income ETNs—Premiums and Discounts

.,. Alternatives .,. Alternative ETNs .,. Tax Considerations

LOGO

USA “ Retail Investor “ English “

~ iPath· “ sARClAYs

Products Product Suites About iPath ETNs About Us

Product Listing iPath~ JPY/USD Exchange Rate ETN

Quick links “ Search JYN

Product Summary

iPath® JPY /USD Exchange Rate ETN

Details Chart Correialions

Index and ETN Returns (as of 10/ 31/2014)

I1 mo 13mo 16mo IYTD I1 yr 13yrs ISince ETN lncept1on

Japanese yenI U.S. dollar exchange rate -2.17% -8.31% -8.97% -6.39% -12.65% -11.55% 0.79%

ETN Closing Indicative Note Value Return -2.28% -8.69% -9.46% -6.94% -13.40% -12.20% 0.29%

ETN Market Price Returns (as of 10/31/2014)

I1 mo 13mo 16mo IYTD I1 yr 13yrs ISince ETN Inception

iPath111 JPY!USD Exchange Rate ETN NIA NIA NIA NIA NIA NIA NIA

Source: Bloomberg L.P., subject to change.

PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS.

IndeM Returns

ETN Closing Indicative Note Value Returns

ETN Market Price Returns

In the event that there is an absence of a bid/ ask value at 4PM on the relevant month end, N/ A “‘‘ill be displayed in place of a percentage value for ETN Market Price Returns.

Selected Risk Considerations v

An investment in the iPath ETNs described herein (the “ETNs”) involves risks, including possible loss of principal, and may not be suitable for all investors. Selected risks are summarized here and select product specific risk factors are summarized under “Select Risk Considerations” on the relevant product pages, but , . e urge you to read the more detailed eMplanation of risks described under “Risk Factors·· in the applicable product prospectus.

You May lose Some or All of Your Principal: The ETNs are expMed to any decrease in the level of the underlying index between the inception date and the applicable valuation date. Additionally, if the level of the underlying index is insufficient to offset the negative effect of the investor fee and other applicable costs, you will lose some or all of your investment at maturity or upon redemption, even if the value of such index level has increased or decreased, as the case may be. Because the ETNs are subject to an investor fee and other applicable costs, the return on the ETNs will always be lower than the total return on a direct investment in the index components. The ETNs are riskier than ordinary unsecured debt securities and have no principal protection.

Single Currency EMchange Risk: An investment in ETNs linked to the performance of a foreign currency exchange rate is subject to risks associated with fluctuations, particularly a decline, in the price of the applicable single foreign currency relative to the U.S. dollar. Factors that may have the effect of causing a decline in the price of a foreign currency include national debt levels and trade deficits, domestic and foreign inflation rates, domestic and foreign interest rates, and global or regional economic, financial, political, regulatory, geographical or judicial events. Currency exchange rates may be extremely volatile, and exposure to a single currency can lead to significant losses.

LOGO

Market and Volatility Risk: The market value of the ETNs may be influenced by many unpredictable factors and may fluctuate between the date you purchase them and the maturity date or redemption date. You may also sustain a significant loss if you sell your ETNs in the secondary market. Factors that may influence the market value of the ETNs include prevailing market prices of the U.S. stock or foreign exchange markets, the index components included in the underlying index, and prevailing market prices of options on such index or any other financial instruments related to such indexj and supply and demand for the ETNs, including economic, financial, political, regulatory, geographical or judicial events that affect the level of such index or other financial instruments related to such index.

No Interest Payments from the ETNs: You may not receive any interest payments on the ETNs.

Uncertain TaM Treatment: Significant aspects of the tax treatment of the ETNs are uncertain. You should consult your own tax advisor about your own tax situation.

Bardays Bank PlC has filed a registration statement (including a prospectus) with the SEC for the offering to which this communication relates. Before you invest, you should read the prospectus and other documents Barclays Bank PlC has filed l.’lith the SEC for more complete information about the issuer and this offering. You may get these documents for free by visiting ‘-’’’-’’w.iPathETN.com or EDGAR on the SEC ‘-’’ebsite at www.sec.gov. Alternatively, Barclays Bank PlC will arrange for Barclays Capital Inc. to send you the prospectus if you request it by calling toll-free 1-877-764-7284, or you may request a copy from any other dealer participating in the offering.

BlackRock Investments, LLC assists in the promotion of the iPath ETNs.

The ETNs may be sold throughout the day on the exchange through any brokerage account. Commissions may apply and there are tax consequences in the event of sale, redemption or maturity of ETNs.

NOT FDIC INSURED “ NO BANK GUARANTEE “ MAY LOSE VALUE

Products Product Suites About iPath ETNs

“ Equity Equity ETNs “ Understanding ETNs

“ Commodities “ Commodity ETNs “ Investing in iPath ETNs

“ Currencies “ Currency ETNs “ Trading and Redemption

“ Fixed Income “ Fixed Income ETNs “ Premiums and Discounts

“ Alternatives “ Alternative ETNs “ Tax Considerations

About Us

•

About Us

•

iPath Announcements

•

LOGO

USA “ Retail Investor “ English “

~ iPath· “ sARClAYs

Products Product Suites About iPat h ETNs About Us

Product Listing iPath~ JPY/USD Exchange Rate ETN

Quick links “ Search JYN

Product Summary

iPath® JPY /USD Exchange Rate ETN

Details Chart Returns

Correlations (as of 10/3 1/2014)

Index ICorrelations·

Japanese yenI U.S. dollar exchange rate 1.00

Barclays US Aggregate Bond Index 0.57

Bloomberg Commodtty Index Total Returns” 0.14

MSCI Emerging Markets Net Total Return Index -0.10

MSCI EAFEIJI Net Total Return Index -0.16

S&P SOOIJI Total Return Index -0.21

Sources: Bloomberg Finance L.P., Barclays, MSCI Inc., S&P Dow Jones Indices LLC. Correlations are calculated on a monthly basis over a 5-year period from the “as of’ date referenced above.

lndeM correlations are for illustrative purposes only and do not represent actual ETN performance. PAST PERFORMANCE IS NOT INDICATIVE FOR FUTURE RESULTS.

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 Bloomberg Commodity Index Total ReturnSM reflects the returns that are potentially available through an unleveraged investment in the futures contracts on physical commodities comprising the index plus the rate of interest that could be earned on cash collateral invested in specified Treasury Bills.

The Barclays U.S. Aggregate Bond Index provides a measure of the performance of the U.S. investment grade bonds market.

Selected Risk Considerations v

Single Currency EMchange Risk: An investment in ETNs linked to the performance of a foreign currency exchange rate is subject to risks associated with fluctuations, particularly a decline, in the price of the applicable single foreign currency relative to the U.S. dollar. Factors that may have the effect of causing a decline in the price of a foreign currency include national debt levels and trade deficits, domestic and foreign inflation rates, domestic and foreign interest rates, and global or regional economic, financial, political, regulatory, geographical or judicial events. Currency exchange rates may be extremely volatile, and exposure to a single currency can lead to significant losses.

Market and Volatility Risk: The market value of the ETNs may be influenced by many unpredictable factors and may fluctuate between the date you purchase them and the maturity date or redemption date. You may also sustain a significant loss if you sell your ETNs in the secondary market. Factors that may influence the market value of the ETNs include prevailing market prices of the U.S. stock or foreign exchange markets, the index components included in the underlying index, and prevailing market prices of options on such index or any other financial instruments related to such indexj and supply and demand for the ETNs, including economic, financial, political, regulatory, geographical or judicial events that affect the level of such index or other financial instruments related to such index.

No Interest Payments from the ETNs: You may not receive any interest payments on the ETNs.

Uncertain TaM Treatment: Significant aspects of the tax treatment of the ETNs are uncertain. You should consult your own tax advisor about your own tax situation.

LOGO

Bardays Bank PlC has filed a registration statement (including a prospectus) with the SEC for the offering to \IJhich this communication relates. Before you invest, you should read the prospectus and other documents Barclays Bank PlC has filed with the SEC for more complete information about the issuer and this offering. You may get these documents for free by

visiting W\“niJ.iPathETN.com or EDGAR on the SEC website at W\11\ll.sec.gov. Alternatively, Barclays Bank PlC “‘ill arrange for Barclays Capital Inc. to send you the prospectus if you

property and used with the permission of their respective owners.

NOT FDIC INSURED “ NO BANK GUARANTEE “ MAY LOSE VALUE

Products Product Suites About iPath ETNs About Us

.- Equity ._ Equity ETNs .- Understanding ETNs “‘ About Us

“‘ Commodities “‘ Commodity ETNs “‘ Investing in iPath ETNs , iPath Announcements

“‘ Currencies “‘ Currency ETNs “‘ Trading and Redemption “‘ Contact Us

“‘ Fixed Income “‘ Fixed Income ETNs “‘ Premiums and Discounts

“‘ Alternatives “‘ Alternative ETNs .,. Tax Considerations

LOGO

USA “ Retail Investor “ English “

, i Path· “ BARCIAYs

Products Product Suites About iPath ETNs About Us

Product Listing iPath~ Asian & Gulf Currency Revaluation ETN

Quick links “ Search Enter CUSIP/Ticker/Underlyer Q-.

Product Summary

iPath® Asian & Gulf Currency Revaluation ETN

The iPath:! Asian & Gulf Currency Revaluation ETN is designed to provide investors with exposure to the Barclays Global Emerging Markets Strategy (GEMS) Pegged Currency Index·~ (the “Index”), The ETNs are riskier than ordinary unsecured debt securities and have no principal protection, The ETNs are unsecured debt obligations of the issuer, Barclays Bank PLC, and are not, either directly or indirectly, an obligation of or guaranteed by any third party, Any payment to be made on the ETNs, including any payment at maturity or upon redemption, depends on the ability of Barclays Bank PLC to satisfy its obligations as they come due. An investment in the ETNs involves significant risks, including possible loss of principal and may not be suitable for all investors.

The Index is designed to provide exposure to the total return on local currencies in specified emerging Middle Eastern and Asian markets through short·term, liquid and diversified instruments, The Index constituent currencies include the Chinese yuan, the Hong Kong dollar, the Saudi Arabia riyal, the Singapore dollar and the United Arab Emirates dirham. Owning the ETNs is not the same as owning the Index Constituent Currencies or a security directly linked to the performance of the Index. For additional information regarding the risks associated with the ETNs, please see “Selected Risk Considerations” below.

Chart Returns Correlations ETN Coupon Index Composition

Summary Market Indicators (as of 12/03/2014) Documentation

Primary Ewchange NYSE Area

Closing lnd1cat0/e Note Value ETNs outstanding

ETN Ticker PGD Ill Prospectus Ill Factsheet

Intraday Indicative Yalue PGD.IV per annum1 $50.10 18,559

Ticker

Bloomberg ETN Keystroke PGD< EQUITY>< GO> ~~ IRS Ruling FAQs Ill Premiums and Discounts

Market Capitalization3

Bloomberg Indew Ticker BXIIGEMP a

Investor Fee Rate 0.89% per annuml $929,806 IV/Index History

CUSIP 06739H420

ISIN US06739H4204

Inception Date OS February 2008

Maturity 04 February 2038

The performance quoted represents past performance and does not guarantee future results. Investment return and principal value of an investment will fluctuate so that an investment when sold or

redeemed may be worth more or less than the original cost. Current performance may be lower or higher than the performance quoted. See additional information below for how return figures are calculated.

PAST PERFORMANCE IS NOT INOICATIYE OF FUTURE RESULTS

The intraday indicative value is provided for reference purposes only, It is not intended as a price or quotation, or as an offer or solicitation for the purchase1 sale1 redemption or termination of the ETNs,

nor does it reflect hedging or transaction costs credit considerations market liquidity, or bid-offer spreads. Published index levels from the sponsors of the indices underlying the ETNs may occasionally be

subject to delay or postponement. Any such delays or postponements will affect the level of the index and therefore the intraday indicative value of the ETNs. Index levels provided by the sponsors of the indices underlying the ETNs do not necessarily reflect the depth and liquidity of the underlying markets for the index components. For this reason and others1 the actual trading price of the ETNs may be different from their intraday indicative value.

2. The investor fee rate per ETN is 0.89°/o per year. The investor fee on the inception date was zero. On each subsequent calendar day until maturity or redemption, the investor fee will be equal to (1) 0.89% times (2) the dosing indicative note value on the immediately preceding calendar day (or the ex-coupon indicative value if such day was an index roll date) times (3) the daily index factor on that day (or, if such day is not an index business day, one) divided by (4) 365. The daily index factor on any index business day will equal (1) the closing level of the Index on such index business day divided by (2) the closing level of the Index on the immediately preceding index business day,

3. Market Capitalization= Closing Indicative Note Value x ETNs Outstanding

Selected Risk Considerations v

An investment in the iPath ETNs described herein (the “ETNs”) involves risks, including possible loss of principal, and may not be suitable for a II investors. Selected risks are summarized here and select product specific risk factors are summarized under “Select Risk Considerations” on the relevant product pages, but we urge you to read the more detailed ewplanation of risks described under “Risk Factors” in the applicable product prospectus.

value of such index level has increased or decreased, as the case may be, Because the ETNs are subject to an investor fee and other applicable costs1 the return on the ETNs will always be lower than the total

return on a direct investment in the index components. The ETNs are riskier than ordinary unsecured debt securities and have no principal protection.

Credit of Barclays Bank PLC: The ETNs are unsecured debt obligations of the issuer1 Barclays Bank PLC, and are not1 either directly or indirectly 1 an obligation of or guaranteed by any third party, Any

perceived creditworthiness of Barclays Bank PLC will affectthe market value if any, of the ETNs prior to maturity or redemption. In addition in the event Barclays Bank PLC were to default on its obligations

1 1

you may not receive any amounts owed to you under the terms of the ETNs.

payment to be made on the ETNs, including any payment at maturity or upon redemption depends on the ability of Barclays Bank PLC to satisfy its obligations as they come due. As a result the actual and

Ewchange Rate Risk: Because the performance of the underlying index is linked to the exchange rates between the index constituent currencies and the US dollar1 the level of the underlying index may be affected by unpredictable changes in currency prices1 including as a result of government action. Because some or all of the index constituent currencies do not float freely and are currently either managed or pegged by their respective governments, and the exchange rates of managed and pegged currencies tend to fluctuate significantly less than those of free-floating currencies1 there is limited potential for the increase in value of the underlying index.

Emerging Market Risk: The market value of the ETNs may be influenced by many unpredictable factors and may fluctuate between the date you purchase them and the maturity date or redemption date.

Investments in emerging market currencies carries the risk of loss from unfavorable fluctuations in currency exchange rates due to economic, socia1 politica1 financial and military conditions in the emerging

markets. The ETNs may be subject to more volatility than investments outside of emerging markets.

Market and Volatility Risk: The market value of the ETNs may be influenced by many unpredictable factors and may fluctuate between the date you purchase them and the maturity date or redemption date. You may also sustain a significant loss if you sell your ETNs in the secondary market. Factors that may influence the market value of the ETNs include prevailing market prices of the U.S. stock or foreign exchange markets1 the index components included in the underlying index, and prevailing market prices of options on such index or any other financial instruments related to such indexi and supply and

demand for the ETNs including economic financial, political, regulatory geographical orjudicial events that affect the level of such index or other financial instruments related to such index.

1 1

LOGO

No Interest Payments from the ETNs: You may not receive any interest payments on the ETNs.

Uncertain Tax Treatment: Significant aspects of the tax treatment of the ETNs are uncertain. You should consult your own tax advisor about your own tax situation.

Bardays Bank PLC has filed a registration statement (including a prospectus) !.’lith the SEC for the offering to which this communication relates. Before you in \lest, you should read the prospectus and other documents Barclays Bank PLC has filed !.’lith the SEC for more complete information about the issuer and this offering. You may get these documents for free by \lisiting “‘‘”‘‘w.iPathETN.com or EDGAR on the SEC website at “‘‘”‘‘w.sec.gov. Alternatively, Barclays Bank PLC will arrange for Barclays Capital Inc. to send you the prospectus if you request it by calling toll-free 1·877-764·7284, or you may request a copy from any other dealer participating in the offering.

BlackRock Investments, LLC assists in the promotion of the iPath ETNs.

The ETNs may be sold throughout the day on the exchange through any brokerage account. Commissions may apply and there are tax consequences in the event of sale, redemption or maturity of ETNs.

“Barclays Global Emerging Markets Strategy (GEMS) Index”” and “Barclays Global Emerging Markets Strategy (GEMS) Pegged Currency Index”” are trademarks of Barclays Bank PLC.

NOT FDIC INSURED “ NO BANK GUARANTEE “ MAY LOSE VALUE

Products Product Suites About iPath ETNs About Us

11> Equity 11> Equity 11> Understanding ETNs 11> About Us

Commodities Commodity Investing in iPath ETNs Latest Announcements

11> Currencies 11> Currency 11> Trading and Redemption 11> Contact Us

Fixed Income Fixed Income Premiums and Discounts

11> Alternatives 11> Alternative 11> Tax Considerations

LOGO

USA “ Retail Investor “ English “

, i Path· “ sARCIAYs

Products Product Suites Abowt iPath ETNs About Us

Product Listing iPath~ Asian & Gulf Currency Revaluation ETN

Quick links “ Search Enter CUSIP/Ticker/Underlyer Q-.

Product Summary

iPath® Asian & Gulf Currency Revaluation ETN

The Index is designed to provide exposure to the total return on local currencies in specified emerging Middle Eastern and Asian markets through short-term, liquid and diversified instruments, The Index constituent currencies include the Chinese yuan, the Hong Kong dollar, the Saudi Arabia riyal, the Singapore dollar and the United Arab Emirates dirham. Owning the ETNs is not the same as owning the Index Constituent Currencies or a security directly linked to the performance of the Index. For additional information regarding the risks associated with the ETNs, please see “Selected Risk Considerations” below.

Details Returns Correlations ETN Coupon Index Composition

ETN and Index Historical Performance

12.5

7.5

“<

‘I:

2.5

-2.5

Feb-08 Mar-09 Apr-1 0 May-11 Jun-12 Jul-13 Dec-14

- iPath” Asian & Gulf Currency Revaluation ETN—Barclays Global Emerging Markets Strategy (GEMS) Pegged Currency IndexTM

Source: Barcla’ts, Bloomberg.

The chart above shows the historical performance of the ETN and the Index from the ETN Inception Date which was February 5, 2008 to the previous days closing price.

ETN Closing Indicative Note Value Returns

ETN closing indicative note value returns show the change in the dosing indicative value of the ETNs over the relevant period, expressed as a percentage. The closing indicative note value of an ETN is an amount per ETN calculated on each valuation date that reflects the change in value of the ETN from the previous valuation date due to the daily change in the index level and the daily accrual of the investor fee and other applicable costs. The closing indicative note value of an ETN may differ from the actual trading price of the ETN at any time due to hedging or transaction costs, credit considerations, market liquidity, bid-offer spreads or other factors affecting the trading price of the ETN. For more information on how the closing indicative note value is calculated, please see the section . Specific Terms of the ETNs” in the prospectus relating to the ETNs,

Indew Returns

Selected Risk Considerations v

An investment in the iPath ETNs described herein (the “ETNs”) involves risks, including possible loss of principal, and may not be suitable for a II investors. Selected risks are summarized here and select product specific risk factors are summarized under “Select Risk Considerations” on the relevant product pages, but we urge you to read the more detailed ewplanation of risks described under “Risk Factors” in the applicable product prospectus.

Credit of Barclays Bank PLC: The ETNs are unsecured debt obligations of the issuer, Barclays Bank PLC, and are not, either directly or indirectly, an obligation of or guaranteed by any third party, Any payment to be made on the ETNs, including any payment at maturity or upon redemption, depends on the ability of Bardays Bank PLC to satisfy its obligations as tlley come due. As a result, the actual and perceived creditworthiness of Barclays Bank PLC will affect the market value, if any, of the ETNs prior to maturity or redemption. In addition, 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 ETNs.

pegged by their respective governments and the exchange rates of managed and pegged currencies tend to fluctuate significantly less than those of free-floating currencies there is limited potential for the

increase in value of the underlying index.

Emerging Market Risk: The market value of the ETNs may be influenced by many unpredictable factors and may fluctuate between the date you purchase them and the maturity date or redemption date. Investments in emerging market currencies carries the risk of loss from unfavorable fluctuations in currency exchange rates due to economic, socia11 political, financial and military conditions in the emerging markets. Tile ETNs may be subject to more volatility than investments outside of emerging markets.

LOGO

No Interest Payments from the ETNs: You may not receive any interest payments on the ETNs.

Uncertain Tax Treatment: Significant aspects of the tax treatment of the ETNs are uncertain. You should consult your own tax advisor about your own tax situation.

Barclays Bank PLC has filed a registration statement (including a prospectus) with the SEC for the offering to which this communication relates. Before you invest, you should read the prospectus and other documents Barclays Bank PLC has filed with the SEC for more complete information about the issuer and this offering. You may get these documents for free by visiting vn“1w.iPathETN.com or EDGAR on the SEC website at 1.’1\’lw.sec.gov. Alternatively, Barclays Bank PLC will arrange for Barclays Capital Inc. to send you the prospectus if you request it by calling toll-free 1-877-764-7284, or you may request a copy from any other dealer participating in the offering.

BlackRock Investments, LLC assists in the promotion of the iPath ETNs.

The ETNs may be sold throughout the day on the exchange through any brokerage account. Commissions may apply and there are tax consequences in the event of sale, redemption or maturity of ETNs.

“Barclays Global Emerging Markets Strategy (GEMS) Index”” and “Barclays Global Emerging Markets Strategy (GEMS) Pegged Currency Index”” are trademarks of Barclays Bank PLC.

NOT FDIC INSURED “ NO BANK GUARANTEE “ MAY LOSE VALUE

Products Product Suites About iPath ETNs About Us

“” Equity “” Equity “” Understanding ETNs “” About Us

“” Commodities “” Commodity “” Investing in iPath ETNs “” latest Announcements

“” Currencies “” Currency “” Trading and Redemption “” Contact Us

“” Fixed Income “” Fixed Income “” Premiums and Discounts

“” Alternatives “” Alternative “” Tax Considerations

iPath USA Retail Investor English BARCLAYS Products Product suites About ipath ETNs About us

LOGO

USA “ Retail Investor “ English “

, i Path· “ BARCIAYs

Products Product Suites About iPath ETNs About Us

Product Listing iPath~ Asian & Gulf Currency Revaluation ETN

Quick links “ Search Enter CUSIP;Ticker/Underlyer ~

Product Summary

iPath® Asian & Gulf Currency Revaluation ETN

Details Chart Correlations ETN Coupon Index Composition

Index and ETN Returns (as of 11/30/2014)

I1 mo 13mo 16mo IYTD I1 yr 13yrs IS1nce ETN Inception

Barclays Global Emerging Markets Strategy (GEMS) Pegged -0.18% -0.54% ·0.82% ·0.46% -0.45% 0.99% 1.26%

ETN Closing Indicative Note Value Return -0.26% -0.77% ·1.26% ·1.41% -1.55% -0.30% 0.05%

ETN Market Price Returns (as of 11 /30/2014)

I1 mo 13mo 16mo IYTD I1 yr 13yrs IS1nce ETN Inception

iPathlllAsian & Gulf Currency Revaluation ETN -0.16% -0.20% -0.69% 0.62% -0.28% NIA 0.13%

SoiJrce: Barclays, SIJbjectto change.

Index Returns

not represent actual ETN performance. Index returns do not reflect any management fees transaction costs or expenses which would reduce your actual return including the investorfee and applicable costs

1 1

of the ETNs. Indexes are unmanaged and one cannot invest directly in an index.

ETN Closing Indicative Note Value Returns

ETN closing indicative note value returns show the change in the closing indicative value of the ETNs over the relevant period1 expressed as a percentage. For any historical period of one year or longer1 closing indicative note value returns are shown on an annualized basis. The closing indicative note value of an ETN is an amount per ETN calculated on each valuation date that reflects the change in value of the ETN from the previous valuation date due to the daily change in the index level and the daily accrual of the investor fee and other applicable costs. The closing indicative note value of an ETN may differ from the actual trading price of the ETN at any time due to hedging or transaction costs, credit considerations, market liquidity. bid-offer spreads or other factors affecting the trading price of the ETN. For more information on how the closing indicative note value is calculated. please see the section “Specific Terms of the ETNs” in the prospectus relating to the ETNs.

ETN Market Price Returns

ETN Market price returns show the change in the end-of·day trading price of the ETNs on the exchange over the relevant period, expressed as a percentage. Market price returns are calculated using the midpoint of the bid/ask spread at 4:00pm Eastern time (or the last midpoint of the bid/ask spread prior to 4:00pm Eastern time) from the beginning of the relevant period to the end of the relevant period. For any historical period of one year or longer, market price returns are shown on an annualized basis. Market price returns do not represent the returns you would receive if you traded at a price or at a time on the exchange other than as described in this section, Market price returns do not account for brokerage commissions. which will reduce actual returns, and may not include the effect of any applicable fees and costs on the ETNs.

Selected Risk Considerations v

An investment in the iPath ETNs described herein (the “ETNs”) involves risks, including possible loss of principal, and may not be suitable for a II investors. Selected risks are summarized here and select product specific risk factors are summarized under “Select Risk Considerations” on the relevant product pages, but IJie urge you to read the more detailed explanation of risks described under “Risk Factors” in the applicable product prospectus.

You May Lose Some or All of Your Principal: The ETNs are exposed to any decrease in the level of the underlying index between the inception date and the applicable valuation date. Additionally. if the level of the underlying index is insufficient to offset the negative effect of the investor fee and other applicable costs1 you will lose some or all of your investment at maturity or upon redemption. even if the value of such index level has increased or decreased, as the case may be. Because the ETNs are subject to an investor fee and other applicable costs. the return on the ETNs will always be lower than the total return on a direct investment in the index components. The ETNs are riskier than ordinary unsecured debt securities and have no principal protection.

Credit of Barclays Bank PLC: The ETNs are unsecured debt obligations of the issuer, Barclays Bank PLC, and are not1 either directly or indirectly 1 an obligation of or guaranteed by any third party, Any payment to be made on the ETNs, including any payment at maturity or upon redemption. depends on the ability of Barclays Bank PLC to satisfy its obligations as they come due. As a result. the actual and perceived creditworthiness of Barclays Bank PLC will affect the market value. if any, of the ETNs prior to maturity or redemption. In addition. in the event Bardays Bank PLC were to default on its obligations. you may not receive any amounts owed to you under the terms of the ETNs.

Exchange Rate Risk: Because the performance of the underlying index is linked to the exchange rates between the index constituent currencies and the US dollar. the level of the underlying index may be affected by unpredictable changes in currency prices. including as a result of government action. Because some or all of the index constituent currencies do not float freely and are currently either managed or pegged by their respective governments, and the exchange rates of managed and pegged currencies tend to fluctuate significantly less than those of free-floating currencies. there is limited potential for the increase in value of the underlying index.

Emerging /“iarket Risk: The market value of the ETNs may be influenced by many unpredictable factors and may fluctuate between the date you purchase them and the maturity date or redemption date. Investments in emerging market currencies carries the risk of loss from unfavorable fluctuations in currency exchange rates due to economic, social. political. financial and military conditions in the emerging markets. The ETNs may be subject to more volatility than investments outside of emerging markets.

Market and Volatility Risk: The market value of the ETNs may be influenced by many unpredictable factors and may fluctuate between the date you purchase them and the maturity date or redemption date. You may also sustain a significant loss if you sell your ETNs in the secondary market. Factors that may influence the market value of the ETNs include prevailing market prices of the U.S. stock or foreign exchange markets, the index components included in the underlying index. and prevailing market prices of options on such index or any other financial instruments related to such index; and supply and demand for the ETNs including economic financial. political. regulatory. geographical or judicial events that affect the level of such index or other financial instruments related to such index.

No Interest Payments from the ETNs: You may not receive any interest payments on the ETNs.

LOGO

Uncertain Tax Treatment: Significant aspects of the tax treatment of the ETNs are uncertain. You should consult your own tax advisor about your own tax situation.

Barclays Bank PLC has filed a registration statement (including a prospectus) with the SEC for the offering to which this communication relates. Before you invest, you should read the prospectus and other documents Barclays Bank PLC has filed with the SEC for more complete information about the issuer and this offering. You may get these documents for free by visiting !Jiww.iPathETN.com or EDGAR on the SEC website at !JIWw.sec.gov. Alternatively, Barclays Bank PLC will arrange for Bardays Capital Inc. to send you the prospectus if you request it by calling toll-free 1-877-764-7284, or you may request a copy from any other dealer participating in the offering.

BlackRock Investments, LLC assists in the promotion of the iPath ETNs.

The ETNs may be sold throughout the day on the exchange through any brokerage account. Commissions may apply and there are tax consequences in the event of sale1 redemption or maturity of ETNs.

“Barclays Global Emerging Markets Strategy (GEMS) Index”” and “Barclays Global Emerging Markets Strategy (GEMS) Pegged Currency Index”” are trademarks of Barclays Bank PLC.

property, and used with the permission, of their respective owners.

NOT FDIC INSURED “ NO BANK GUARANTEE “ MAY LOSE VALUE

Products Product Suites About iPath ETNs About Us

“ Equity “ Equity “ Understanding ETNs “ About Us

“ Commodities “ Commodity “ Investing in iPath ETNs “ Latest Announcements

“ Currencies “ Currency “ Trading and Redemption “ Contact Us

“ Fixed Income “ Fixed Income “ Premiums and Discounts

“ Alternatives “ Alternative “ Tax Considerations

LOGO

USA “ Retail Investor “ English “

, i Path· “ BARCIAYs

Products Product Suites About iPath ETNs About Us

Product Listing iPath~ Asian & Gulf Currency Revaluation ETN

Quick links “ Search Enter CUSIP/Ticker/Underlyer Q-.

Product Summary

iPath® Asian & Gulf Currency Revaluation ETN

The iPath:! Asian & Gulf Currency Revaluation ETN is designed to provide investors with exposure to the Barclays Global Emerging Markets Strategy (GEMS) Pegged Currency Index·~ (the “Index”), The ETNs are riskier than ordinary unsecured debt securities and have no principal protection. The ETNs are unsecured debt obligations of the issuer, Barclays Bank PLC, and are not, either directly or indirectly, an obligation of or guaranteed by any third party. Any payment to be made on the ETNs, including any payment at maturity or upon redemption, depends on the ability of Barclays Bank PLC to satisfy its obligations as they come due. An investment in the ETNs involves significant risks, including possible loss of principal and may not be suitable for all investors.

The Index is designed to provide exposure to the total return on local currencies in specified emerging Middle Eastern and Asian markets through short·term, liquid and diversified instruments. The Index constituent currencies include the Chinese yuan, the Hong Kong dollar, the Saudi Arabia riyal, the Singapore dollar and the United Arab Emirates dirham. Owning tile ETNs is not the same as owning the Index Constituent Currencies or a security directly linked to the performance of the Index. For additional information regarding the risks associated with the ETNs, please see “Selected Risk Considerations” below.

Details Chart Returns ETN Coupon Index Composition

Correlations (as of 11 /30/2014)

Index ICorrelations·

Barclays Global Emerging Markets Strategy (GEMS) Pegged Currency IndexTM 1.00

MSCI Emerging Markets Net Total Return Index 0.75

MSCI EAFECII Net Total Return Index 0.72

Bloomberg Commodity Index Total ReturnSM 0.69

S&P SOOCII Total Return Index 0.60

Barclays US Aggregate Bond Index 0.15

Sources: Bloomberg Finance L.P., Barclays, MSCI Inc., S&P Dow Jones Indices LLC. Correlations are calculated on a monthly basis over a 5-year period from the “as of’’ date referenced above.

Index correlations are for illustrative purposes only and do not represent actual ETN performance. PAST PERFORMANCE IS NOT INDICATIVE FOR FUTURE RESULTS.

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 Bloomberg Commodity Index Total Return M reflects the returns that are potentially available through an unleveraged investment in the futures contracts on physical commodities comprising the index plus the rate of interest that could be earned on cash collateral invested in specified Treasury Bills.

Selected Risk Considerations v

An investment in the iPath ETNs described herein (the “ETNs”) involves risks, including possible loss of principal, and may not be suitable for a II investors. Selected risks are summarized here and select product specific risk factors are summarized under “Select Risk Considerations” on the relevant product pages, but \’le urge you to read the more detailed explanation of risks described under “‘Risk Factors”‘ in the applicable product prospectus.

Credit of Barclays Bank PLC: The ETNs are unsecured debt obligations of the issuer, Barclays Bank PLC, and are not, either directly or indirectly, an obligation of or guaranteed by any third party. Any payment to be made on the ETNs, including any payment at maturity or upon redemption, depends on the ability of Barclays Bank PLC to satisfy its obligations as they come due. As a result, the actual and perceived creditworthiness of Barclays Bank PLC will affect the market value, if any, of the ETNs prior to maturity or redemption. In addition, in the event Bardays: Bank PLC were to default on its obligations, you may not receive any amounts owed to you under the terms of the ETNs.

Exchange Rate Risk: Because the performance of the underlying index is linked to the exchange rates between the index constituent currencies and the US dollar, the level of the underlying index may be affected by unpredictable changes in currency prices, including as a result of government action. Because some or all of the index constituent currencies do not float freely and are currently either managed or pegged by their respective governments, and the exchange rates of managed and pegged currencies tend to fluctuate significantly less than those of free-floating currencies, there is limited potential for the increase in value of the underlying index.

Market and Volatility Risk: The market value of the ETNs may be influenced by many unpredictable factors and may fluctuate between the date you purchase them and the maturity date or redemption date. You may also sustain a significant loss if you sell your ETNs in the secondary market. Factors that may influence the market value of the ETNs include prevailing market prices of the U.S. stock or foreign exchange markets1 the index components included in the underlying index, and prevailing market prices of options on such index or any other financial instruments: related to such indexi and supply and demand for the ETNs, including economic, financial, political, regulatory, geographical or judicial events that affect the level of such index or other financial instruments related to such index.

No Interest Payments from the ETNs: You may not receive any interest payments on the ETNs.

Uncertain Tax Treatment: Significant aspects of the tax treatment of the ETNs are uncertain. You should consult your own tax advisor about your own tax situation.

Barclays Bank PLC has filed a registration statement (including a prospectus) 1.11ith the SEC for the offering to 1.11hich this communication relates. Before you invest, you should read the prospectus and other documents Barclays Bank PLC has filed with the SEC for more complete information about the issuer and this offering. You may get these documents for free by visiting 1.’1\’1\’l.iPathETN.com or EDGAR on the SEC website at 1.’1\’1\’l.sec.gov. Alternatively, Barclays Bank PLC will arrange for Barclays Capital Inc. to send you the prospectus if you request it by calling toll-free 1-877-764-7284, or you may request a copy from any other dealer participating in the offering.

BlackRock Investments1 LLC assists in the promotion of the iPath ETNs.

The ETNs may be sold throughout the day on the exchange through any brokerage account. Commissions may apply and there are tax consequences in the event ~Jf sale, redemption or maturity of ETNs.

LOGO

“Barclays Global Emerging Markets Strategy (GEMS) Index”” and “Barclays Global Emerging Markets Strategy (GEMS) Pegged Currency Index”” are trademarks of Barclays Bank PLC.

© 2014 Barclays Bank PLC. All rights reserved. iPath1 iPath ETNs and the iPath logo are registered trademarks of Barclays Bank PLC. All other trademarks1 servicemarks or registered trademarks are the property, and used with the permission, of their respective owners.

NOT FDIC INSURED “ NO BANK GUARANTEE “

Products Product Suites About iPath ETNs

—Equity—Equity—Understanding ETNs

—Commodities—Commodity—Investing in iPath ETNs

—Currencies—Currency—Trading and Redemption

—Fixed Income—Fixed Income—Premiums and Discounts

—Alternatives—Alternative—Tax Considerations

MAY LOSE VALUE

About Us

•

About Us

•

Latest Announcements

•

LOGO

USA “ Retail Investor “ English “

, i Path· “ BARCIAYs

Products Product Suites About iPath ETNs About Us

Product Listing iPath~ Asian & Gulf Currency Revaluation ETN

Quick links “ Search Enter CUSIP/Ticker/Underlyer Q-.

Product Summary

iPath® Asian & Gulf Currency Revaluation ETN

Details Chart Returns Correlations

iPath USA Retail Investor English BARCLAYS Products Product suites About ipath ETNs About us

Index Composition

ETN Coupon

On each coupon payment date prior to maturity or early redemption, you will receive an interest payment to reflect the implied interest earned, net of fees, on your ETNs from and excluding the index roll date for the immediately preceding month to and including the index roll date for the current month. The amount of the interest payment on any coupon payment date will equal (1) the ex coupon indicative value on the index roll date for the immediately preceding month times (2) the difference between (a) the monthly IV return and (b) the monthly spot return. For the purpose of calculating the first interest payment, the index roll date for the immediately preceding month shall be deemed to be the inception date, and the ex coupon indicative value on such date shall be deemed to be equal to the closing indicative value. There is no guarantee that the ETNs will pay coupon.

The “ex coupon indicative value” on any index roll date will equal (1) the closing indicative value on such date minus (2) the amount of the interest payment per ETN that will be paid on the coupon payment date immediately following such date. vAn “index roll date” is the 15th day of each month, beginning on February 15, 2008 and ending on January 15, 2038, or, if any such day is not a business day in all of the relevant cities (which cities are listed under “The Index- Composition of the Index” in this pricing supplement), or the Trans-European Automated Real-Time Gross Settlement Express Transfer System (“TARGET”) is not open on such day1 the next following day that is a business day in all of the relevant cities and on which TARGET is open1 in each case as determined by the index sponsor. The “coupon payment date” for each month will be the third business day following the coupon ex date for such month. In the event that an interest payment is deferred beyond the stated coupon payment date1 penalty interest will not accrue or be payable with respect to that deferred payment. The “coupon ex date” for each month will be the business day immediately following the index roll date for such month.

The “monthly spot return” is the quotient of (i) the level of the Spot Index on the index roll date for the current month divided by (ii) the level of the Spot Index on the index roll date for the immediately preceding month. In no event1 however, will the interest payment on any coupon payment date be less than zero.

Coupon Valuation Date ICoupon Record Date ICoupon Ex-Date I Coupon Payment DateI Coupon AmountICurrent Y1eld1

Feb 2013 22 Feb 2013 20 Feb 2013 25 Feb 2013 0.0382 0.00%

Mar 2013 21 Mar 2013 19 Mar 2013 22 Mar 2013 0.0435 0.00%

Apr 2013 18 Apr 2013 16 Apr 2013 19 Apr 2013 0.0574 0.00%

15May2013 20 May 2013 16 May 2013 21 May 2013 0.0484 0.00%

Jun 2013 20 Jun 2013 18Jun2013 21 Jun 2013 0.0454 0.00%

Jul2013 18 Jul2013 16 Jul2013 19Jul2013 0.0348 0.00%

15Aug2013 20 Aug 2013 16 Aug 2013 21 Aug 2013 0.047 0.00%

Sep2013 19Sep2013 17 Sep 2013 20 Sep 2013 0.0253 0.00%

Oct 2013 22 Oct 2013 22Oct 2013 23Oct 2013 0.0239 0.00%

Nov 2013 21 Nov 2013 19 Nov 2013 22 Nov 2013 0.019 0.00%

Dec 2013 19Dec2013 17 Dec 2013 20 Dec 2013 0.0337 0.00%

Jan2014 21 Jan 2014 16Jan2014 22Jan 2014 0.0362 0.00%

Feb 2014 21 Feb2014 19 Feb 2014 24 Feb 2014 O.Q292 0.00%

Mar 2014 20 Mar 2014 18 Mar 2014 21 Mar 2014 0.0097 0.00%

Coupon payments are calculated and paid in accordance with the terms described in the relevant prospectus. Past performance is not indicative offuture results.

Selected Risk Considerations v

An investment in the iPath ETNs descr-ibed herein (the “ETNs”) involves risks, including possible loss of principal, and may not be suitable for a II investors. Selected risks are summarized here and select product specific risk factors are summarized under “Select Risk Considerations” on the relevant product pages, but we urge you to read the more detailed explanation of risks described under “Risk Factors” in the applicable product prospectus.

Credit of Barclays Bank PLC: The ETNs are unsecured debt obligations of the issuer, Barclays Bank PLC, and are not, either directly or indirectly, an obligation of or guaranteed by any third party, Any payment to be made on the ETNs, including any payment at maturity or upon redemption, depends on the ability of Bardays Bank PLC to satisfy its obligations as they come due. As a result, the actual and perceived creditworthiness of Barclays Bank PLC will affect the market value, if any, of the ETNs prior to maturity or redemption. In addition, 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 ETNs.

increase in value of the underlying index,

LOGO

Emerging Market Risk: The market value ot the ETNs may be 1ntluenced by many unpredictable tactors and may tluctuate between the date you purchase them and the matunty date or redemption date. Investments in emerging market currencies carries the risk of loss from unfavorable fluctuations in currency exchange rates due to economic, social, political, financial and military conditions in the emerging markets. The ETNs may be subject to more volatility than investments outside of emerging markets.

Market and Volatility Risk: The market value of the ETNs may be influenced by many unpredictable factors and may fluctuate between the date you purchase them and the maturity date or redemption date. You may also sustain a significant loss if you sell your ETNs in the secondary market. Factors that may influence the market value of the ETNs include prevailing market prices of the U.S. stock or foreign exchange markets, the index components included in the underlying index, and prevailing market prices of options on such index or any other financial instruments related to such indexi and supply and demand for the ETNs, including economic, financial, political, regulatory, geographical or judicial events that affect the level of such index or other financial instruments related to such index.

No Interest Payments from the ETNs: You may not receive any interest payments on the ETNs.

Uncertain TaK Treatment: Significant aspects of the tax treatment of the ETNs are uncertain. You should consult your own tax advisor about your own tax situation.

Barclays Bank PLC has filed a registration statement (including a prospectus) !.’lith the SEC for the offering to which this communication relates. Before you invest, you should read the prospectus and other documents Barclays Bank PLC has filed with the SEC for more complete information about the issuer and this offering. You may get these documents for free by visiting www.iPathETN.com or EDGAR on the SEC website at www.sec.gov. Alternatively, Barclays Bank PLC will arrange for Barclays Capital Inc. to send you the prospectus if you request it by calling toll-free 1-877-764-7284, or you may request a copy from any other dealer participating in the offering.

BlackRock Investments, LLC assists in the promotion of the iPath ETNs.

The ETNs may be sold throughout the day on the exchange through any brokerage account. Commissions may apply and there are tax consequences in the event of sale, redemption or maturity of ETNs.

“Barclays Global Emerging Markets Strategy (GEMS) Index”” and “Barclays Global Emerging Markets Strategy (GEMS) Pegged Currency Index”” are trademarks of Barclays Bank PLC.

NOT FDIC INSURED “ NO BANK GUARANTEE “ MAY LOSE VALUE

Products Product Suites About iPath ETNs About Us

.,. Equity .,. Equity .,. Understanding ETNs .,. About Us

.,. Commodities .,. Commodity .,. Investing in iPath ETNs .,. Latest Announcements

.,. Currencies .,. Currency .,. Trading and Redemption .,. Contact Us

.,. Fixed Income .,. Fixed Income .,. Premiums and Discounts

.,. Alternatives .,. Alternative .,. Tax Considerations

LOGO

USA “ Retail Investor “ English “

, i Path· “ BARCIAYs

Products Product Suites About iPath ETNs About Us

Product Listing iPath~ Asian & Gulf Currency Revaluation ETN

Quick links “ Search Enter CUSIP/Ticker/Underlyer Q-.

Product Summary

iPath® Asian & Gulf Currency Revaluation ETN

Details Chart Returns Correlations ETN Coupon

Index Composition (as of 11/17/2014)

Top 10 Index Components IWetghnngs%

Chinese Yuan Renminbi 20.23%

UAE Dirham 20.15%

Saudi Riyal 20.14%

Hong Kong Dollar 20.14%

Singapore Dollar 19.34%

Selected Risk Considerations v

An inW’estment in the iPath ETNs described herein (the “ETNs”) inW’oiW’es risks, including possible loss of principal, and may not be suitable for a II inW’estors. Selected risks are summarized here and select product specific risk factors are summarized under “Select Risk Considerations” on the rele\lant product pages, but we urge you to read the more detailed ewplanation of risks described under “Risk Factors” in the applicable product prospectus.

You May Lose Some or All of Your Principal: The ETNs are exposed to any decrease in the level of the underlying index between the inception date and the applicable valuation date. Additionally, if the level of the underlying index is insufficient to offset the negative effect of the investor fee and other applicable costs, you will lose some or all of your investment at maturity or upon redemption, even if the value of such index level has increased or decreased, as the case may be, Because the ETNs are subject to an investor fee and other applicable costs1 the return on the ETNs will always be lower than the total return on a direct investment in the index components. The ETNs are riskier than ordinary unsecured debt securities and ha\le no principal protection.

Ewchange Rate Risk: Because the performance of the underlying index is linked to the exchange rates between the index constituent currencies and the US dollar1 the level of the underlying index may be affected by unpredictable changes in currency prices, including as a result of government action. Because some or all of the index constituent currencies do not float freely and are currently either managed or pegged by their respective governments, and the exchange rates of managed and pegged currencies tend to fluctuate significantly less than those of free-floating currencies, there is limited potential for the increase in value of the underlying index.

A Trading /“1arket for the ETNs May Not De\lelop: Although the ETNs are listed on NYSE Area, a trading market for the ETNs may not develop and the liquidity of the ETNs may be limited, as we are not required to maintain any listing of the ETNs.

No Interest Payments from the ETNs: You may not receive any interest payments on the ETNs.

Uncertain Tax Treatment: Significant aspects of the tax treatment of the ETNs are uncertain. You should consult your own tax advisor about your own tax situation.

Barclays Bank PLC has filed a registration statement (including a prospectus) with the SEC for the offering to which this communication relates. Before you in \lest, you should read the prospectus and other documents Barclays Bank PLC has filed with the SEC for more complete information about the issuer and this offering. You may get these documents for free by W’isiting 1.11ww. iPathETN.com or EDGAR on the SEC website at l’lww.sec.go\1. AlternatiW’ely, Barclays Bank PLC will arrange for Barclays Capital Inc. to send you the prospectus if you request it by calling toll-free 1-877-764-7284, or you may request a copy from any other dealer participating in the offering.

BlackRock Investments, LLC assists in the promotion of the iPath ETNs.

The ETNs may be sold throughout the day on the exchange through any brokerage account. Commissions may apply and there are tax consequences in the event of sale, redemption or maturity of ETNs.

“Barclay:; Global Emerging Markets Strategy (GEMS) IndexTM” and “Barclay:; Global Emerging Markets Strategy (GEMS) Pegged Currency Index”” are trademarks of Barclay:; Bank PLC.

NOT FDIC INSURED “ NO BANK GUARANTEE “ MAY LOSE VALUE

LOGO

Products Product Suites About iPath ETNs About Us

Ill> Equity Ill> Equity Ill> Understanding ETNs Ill> About Us

,. Commodities ,. Commodity ,. Investing in iPath ETNs ,. Latest Announcements

Ill> Currencies Ill> Currency Ill> Trading and Redemption Ill> Contact Us

,. Fixed Income ,. Fixed Income ,. Premiums and Discounts

II” Alternative~ II” Alternative II” Tax Comideratiom

iPath USA Retail Investor English BARCLAYS Products Product suites About ipath ETNs About us

LOGO

USA “ Retail Investor “ English “

~ iPath· “ BARClAYs

Products Product Suites About iPath ETNs About Us

Product Listing iPath US Treasury 5-year Bull ETN

Quick links “ Search Enter CUSIP!Ticker/Underlyer ~

Product Summary

iPath® US Treasury 5-year Bull ETN

The iPath ~ US Treasury 5-year Bull ETN is designed to provide investors with exposure to the Barclays 5Y US Treasury Futures Targeted Exposure Index’”. The ETNs are unsecured debt obligations of the issuer1 Barclays Bank PLC1 and are not1 either directly or indirectly 1 an obligation of or guaranteed by any third party. Any payment to be made on the ETNs1 including any payment at maturity or upon

redemption depends on the ability of Barclays Bank PLC to satisfy its obligations as they come due. An investment in the ETNs involves significant risks including possible loss of principal and may not be

1 1

suitable for all investors.

The Barclays 5Y US Treasury Futures Targeted Exposure Index’~(the “Index”) is designed to decrease in response to an increase in the 5-year Treasury note yields and to increase in response to a decrease in 5-year Treasury note yields. The Index targets a fixed level of sensitivity to changes in the yield of the current “cheapest-to-deliver” note underlying the relevant 5-year Treasury futures contract at a given point in time. The Index seeks to achieve its target sensitivity through the allocation of a weighting to the relevant 5-year Treasury futures contract, as traded on the Chicago Board of Trade1 underlying the Index. Owning the ETNs is not the same as owning interests in the futures contracts comprising the Index or a security directly linked to the performance of the Index. For additional information regarding the risks associated with the ETNs, please see “Selected Risk Considerations” below.

Chart Returns Index Composition

Summary Market Indicators (as of 12/03/2014) Documentation

Primary Exchange NYSE Area

Clos1ng IndicatiVe Note Value ETNs outstanding

ETN Ticker DFVL ~~ Prospectus ~~ Factsheet

Intraday Indicative Value DFVL.IV1 $61.88 8,000

Ticker

Bloomberg ETN Keystroke DFVL<EQUITY><GO> E’J IV/Index History

Market Capitalization3

Bloomberg Index Ticker BXIITEFV

Investor Fee Rate 0 .75’% per annum 2 $495,040

Index Multipler $0.104

Index Rolling Cost $0.06 per annums

CUSIP 06740P650

ISIN US06740P6503

Inception Date 11 July 2011

Maturity 12 July 2021

The performance quoted represents past performance and does not guarantee future results. Investment return and principal value of an investment will fluctuate so that an investment1 when sold or redeemed may be worth more or less than the original cost. Current performance may be lower or higher than the performance quoted. See additional information below for how return figures are calculated. PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS

1, Intraday Indicative Value. The “intraday indicative value” meant to approximate the value of the ETNs during the current trading day by reference to the underlying index is calculated and published during the course of each trading day, The intraday indicative value is intended to provide investors with an approximation of the effect that intraday changes in the level of the underlying index would have on the closing indicative value of the ETNs. The intra day indicative value only reflects the accrued investor fee and other applicable costs at the close of business on the preceding day, but does not include any adjustment for the investor fee or applicable costs accruing during the course of the current day. For more information on how the intraday indicative value is calculated, please see the section “Valuation of the ETNs” in the prospectus relating to the ETNs.

The intraday indicative value is provided for reference purposes only. It is not intended as a price or quotation, or as an offer or solicitation for the purchase, sale, redemption or termination of the ETNs, nor does it reflect hedging or transaction costs, credit considerations, market liquidity, or bid-offer spreads. Published index levels from the sponsors of the indices underlying the ETNs may occasionally be subject to delay or postponement. Any such delays or postponements will affect the level of the index and therefore the intra day indicative value of the ETNs. Index levels provided by the sponsors of the indices underlying the ETNs do not necessarily reflect the depth and liquidity of the underlying markets for the index components. For this reason and others, the actual trading price of the ETNs may be different from their intraday indicative value.

The investor fee rate per ETN is equal to 0.75% per year and is used in determining the investor fee which is calculated on a daily basis in the following manner. The investor fee on the inception date was equal to zero. On each subsequent calendar day until maturity or early redemption, the investor fee for each ETN will equal: (1) the closing indicative note value on the immediately preceding calendar day times (2) the Investor Fee Rate divided by (3) 365. The closing indicative note value of the ETNs is calculated in the manner described in the product prospectus.

Market Capitalization= Closing Indicative Note Value x ETNs Outstanding

Index Multiplier. The effect of the Index Multiplier is to adjust the rate at which the value of the ETNs changes in response to changes in the underlying Index level. As a result of the index multiplier, the ETNs will record a $0.10 gain or loss for every 1.00 point increase or decrease1 respectively, in the Index.

Index Rolling Cost. On any roll day1 the index rolling cost for each ETN will equal $0.005. Roll days occur over three consecutive index business days1 commencing three index business days before the last index business day in each of the months of February, May1 August and November in any given year. The net effect of the index rolling cost accumulates over time and is subtracted at the rate of $0.06 per year1 or 0.12’% of the principal amount of your ETNs per year. On any calendar day that is not a roll day the index rolling cost for each ETN will equal $0.

Selected Risk Considerations v

An investment in the iPath ETNs described herein (the “ETNs”) involves risks, including possible loss of principal, and may not be suitable for all investors. Selected risks are summarized here and select product specific risk factors are summarized under “Select Risk Considerations” on the relevant product pages, but “‘‘e urge you to read the more detailed explanation of risks described under “Risk Factors” in the applicable product prospectus.

You May Lose Some or All of Your Principal: The ETNs are exposed to any decrease in the level of the underlying index between the inception date and the applicable valuation date. Additionally, if the level of the underlying index is insufficient to offset the negative effect of the investor fee and other applicable costs, you will lose some or all of your investment at maturity or upon redemption1 even if the value of such index level has increased or decreased1 as the case may be. Because the ETNs are subject to an investor fee and other applicable costs, the return on the ETNs will always be lower than the total return on a direct investment in the index components. The ETNs are riskier than ordinary unsecured debt securities and have no principal protection.

Credit of Barclays Bank PLC: The ETNs are unsecured debt obligations of the issuer, Barclays Bank PLC, and are not, either directly or indirectly, an obligation of or guaranteed by any third party, Any payment to be made on the ETNs, including any payment at maturity or upon redemption, depends on the ability of Barclays Bank PLC to satisfy its obligations as they come due. As a result, the actual and perceived creditworthiness of Barclays Bank PLC will affect the market value, if any, of the ETNs prior to maturity or redemption. In addition, 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 ETNs.

LOGO

1 he Unelerlymg u.~. 1 reasury Note or Hanel Y1e1e1 May increase, uecrease or Kemam unchanged uver the 1 erm ot Your 1:1 Ns: 1 ne return on your t 1 Ns IS 11nKea to tne pertormance ot tne underlying index, which corresponds to changes in the underlying U.S. Treasury note or bond yield. Changes in the underlying U.S. Treasury note or bond yield are affected by a number of unpredictable factors, and such factors may cause the underlying U.S. Treasury note or bond yield to increase, decrease or remain unchanged over the term of your ETNs.

There is No Guarantee that the Indew Level Will Decrease or Increase by 1.00 Point For Every 0.01% Change in the Level of the Underlying U.S. Treasury Note or Bond Yield: Reasons why this might occur include: market prices for underlying U.S. Treasury note or bond futures contracts may not capture precisely the underlying changes in the U.S. Treasury note or bond yield; the index calculation methodology uses approximation; and the underlying U.S. Treasury note or bond weighting is rebalanced monthly.

Due to the In dew Multiplier, Any Changes in the Value of Your ETNs Will Not Occur at the Same Rate as the Corresponding Changes in the Value of the Underlying Indew: The ETNs apply an index multiplier, the effect of which is to adjust and invert the rate at which the value of the ETNs changes in response to changes in the underlying index level.

Market and Volatility Risk: The market value of the ETNs may be influenced by many unpredictable factors and may fluctuate between the date you purchase them and the maturity date or redemption date. You may also sustain a significant loss if you sell your ETNs in the secondary market. Factors that may influence the market value of the ETNs include prevailing market prices of the U.S. stock or U.S. Treasury markets, the index components included in the underlying index, and prevailing market prices of options on such index or any other financial instruments related to such index; and supply and demand for the ETNs, including economic, financial, political, regulatory, geographical or judicial events that affect the level of such index or other financial instruments related to such index.

No Interest Payments from the ETNs: You may not receive any interest payments on the ETNs.

Uncertain Taw Treatment: Significant aspects of the tax treatment of the ETNs are uncertain. You should consult your own tax advisor about your own tax situation.

Barclays Bank PLC has filed a registration statement (including a prospectus) \IJith the SEC for the offering to which this communication relates. Before you invest, you should read the prospectus and other documents Barclays Bank PLC has filed with the SEC for more complete information about the issuer and this offering. You may get these documents for free by visiting www.iPathETN.com or EDGAR on the SEC website at www.sec.gov. Alternatively, Barclays Bank PLC will arrange for Barclays Capital Inc. to send you the prospectus if you request it by calling toll-free 1-877-764-7284, or you may request a copy from any other dealer participating in the offering.

BlackRock Investments, LLC assists in the promotion of the iPath ETNs.

The ETNs may be sold throughout the day on the exchange through any brokerage account. Commissions may apply and there are tax consequences in the event of sale, redemption or maturity of ETNs.

“Barclays 5Y US Treasury Futures Targeted Exposure Indexn 1 is a trademark of Barclays Bank PLC.

“

NOT FDIC INSURED “ NO BANK GUARANTEE “ MAY LOSE VALUE

Products Product Suites About iPath ETNs About Us

,. Equity ~ Equity ETNs ~ Understanding ETNs ,. About Us

,. Commodities ~ Commodity ETNs ~ Inve sting in iPath ETNs ,. iPath Announceme nts

,. Currencies ._ Currency ETNs ._ Trading and Redemption ,. Contact Us

._ Fixed Income ._ Fixed Income ETNs ._ Premiums and Discounts

._ Alternatives ._ Alte rnative ETNs ._ Tax Considerations

LOGO

USA “ Retail Investor “ English “

~i Path· “ BARClAYs

Products Product Suites About i Path ETNs About Us

Product Listing iPath US Treasury 5-year Bull ETN

Quick links “ Search Enter CUSIP!Ticker/Underlyer ~

Product Summary

iPath® US Treasury 5-year Bull ETN

1 1

suitable for all investors.

iPath USA Retail Investor English BARCLAYS Products Product suites About ipath ETNs About us

-s

jul-11 Feb-12 Aug-12 Feb-13 Aug-13 Feb-14 Aug-14 Dec-14

—iPath” US Treasury 5-year Bull ETN—Barclays SY US Treasury Futures Targeted Exposure Index

Source: B.ardays, Bloomberg.

The chart above shows the historical performance of the ETN and the Index from the ETN Inception Date which was July 111 2011 to the previous days closing price.

ETN Closing Indicative Note Value Returns

ETN closing indicative note value returns show the change in the closing indicative value of the ETNs over the relevant period1 expressed as a percentage. The closing indicative note value of an ETN is an amount per ETN calculated on each valuation date that reflects the change in value of the ETN from the previous valuation date due to the daily change in the index level and the daily accrual of the investor fee and other applicable costs. The closing indicative note value of an ETN may differ from the actual trading price of the ETN at any time due to hedging or transaction costs1 credit considerations~ market liquidity bid-offer spreads or other factors affecting the trading price of the ETN. For more information on how the closing indicative note value is calculated please see the section “‘Specific Terms of the ETNs”‘

in the prospectus relating to the ETNs.

Indew Returns

iPath USA Retail Investor English BARCLAYS Products Product suites About ipath ETNs About us

value of such index level has increased or decreased1 as the case may be. Because the ETNs are subject to an investor fee and other applicable costs, the return on the ETNs will always be lower than the total return on a direct investment in the index components. The ETNs are riskier than ordinary unsecured debt securities and have no principal protection.

Credit of Barclays Bank PLC: The ETNs are unsecured debt obligations of the issuer, Barclays Bank PLC, and are not, either directly or indirectly, an obligation of or guaranteed by any third party, Any payment to be made on the ETNs, including any payment at maturity or upon redemption, depends on the ability of Barclays Bank PLC to satisfy its obligations as they come due. As a result, the actual and perceived creditworthiness of Barclays Bank PLC will affect the market value, if any, of the ETNs prior to maturity or redemption, In addition, 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 ETNs.

LOGO

The Underlying U.S. Treasury Note or Bond Yield May Increase, Decrease or Remain Unchanged Over the Term of Your ETNs: The return on your ETNs is linked to the performance of the underlying index, which corresponds to changes in the underlying U.S. Treasury note or bond yield. Changes in the underlying U.S. Treasury note or bond yield are affected by a number of unpredictable factors, and such factors may cause the underlying U.S. Treasury note or bond yield to increase, decrease or remain unchanged over the term of your ETNs.

Market and Volatility Risk: The market value of the ETNs may be influenced by many unpredictable factors and may fluctuate between the date you purchase them and the maturity date or redemption date. You may also sustain a significant loss if you sell your ETNs in the secondary market. Factors that may influence the market value of the ETNs include prevailing market prices of the U.S. stock or U.S. Treasury markets, the index components included in the underlying index, and prevailing market prices of options on such index or any other financial instruments related to such index; and supply and demand for the ETNs, including economic, financial, political, regulatory, geographical or judicial events that affect the level of such index or other financial instruments related to such index.

No Interest Payments from the ETNs: You may not receive any interest payments on the ETNs.

Uncertain Taw Treatment: Significant aspects of the tax treatment of the ETNs are uncertain. You should consult your own tax advisor about your own tax situation.

Bardays Bank PLC has filed a registration statement (including a prospectus) \’lith the SEC for the offering to which this communication relates. Before you invest, you should read the prospectus and other documents Bardays Bank PLC has filed \’lith the SEC for more complete information about the issuer and this offering. You may get these documents for free by visiting www.iPathETN.com or EDGAR on the SEC website at www.sec.gov. Alternatively, Bardays Bank PLC will arrange for Bardays Capital Inc. to send you the prospectus if you request it by calling toll-free 1-877-764-7284, or you may request a copy from any other dealer participating in the offering.

BlackRock Investments, LLC assists in the promotion of the iPath ETNs.

The ETNs may be sold throughout the day on the exchange through any brokerage account. Commissions may apply and there are tax consequences in the event of sale, redemption or maturity of ETNs.

“Bardays 5Y US Treasury Futures Targeted Exposure IndexT”‘” is a trademark of Bardays Bank PLC.

NOT FDIC INSURED “ NO BANK GUARANTEE “ MAY LOSE VALUE

Products Product Suites About iPath ETNs About Us

.,. Equity .,. Equity ETNs .,. Understanding ETNs .,. About Us

11- Commodities 11- Commodity ETNs .,. Investing in iPath ETNs .,. iPath Announcements

11- Currencies 11- Currency ETNs 11- Trading and Redemption .,. Contact Us

11- Fixed Income 11- Fixed Income ETNs 11- Premiums and Discounts

“ Alternatives 11- Alternative ETNs 11- Tax Considerations

LOGO

iPath USA Retail Investor English BARCLAYS Products Product suites About ipath ETNs About us

Product Summary

iPath® US Treasury 5-year Bull ETN

The iPath ~ US Treasury 5-year Bull ETN is designed to provide investors with exposure to the Barclays 5Y US Treasury Futures Targeted Exposure Index . The ETNs are unsecured debt obligations of the issuer1 Barclays Bank PLC1 and are not1 either directly or indirectly 1 an obligation of or guaranteed by any third party. Any payment to be made on the ETNs1 including any payment at maturity or upon

1 1

suitable for all investors.

Details Chart Index Composition

Index and ETN Returns (as of 10/3 1/2014)

I1 mo 13mo 16mo IYTD I1 yr 13yrs IS1nce ETN Inception

Barclays SY US Treasury Futures Targeted Exposure lndexn 1.93% 2.44% 2.65% 4.64% 2.10% 1.89% 3.26%

ETN Closing Indicative Note Value Return 4.02% 4.98% 5.22% 9.36% 3.61% 3.21% 6.35%

ETN Market Price Returns (as of 10/31/2014)

I 1 mo 13mo 16mo IYTD I1 yr 13yrs ISmce ETN Inception

iPathlll US Treasury 5-year Bull ETN 3.96% 4.97% 5.32% 9.62% 3.79% 3.06% 6.35%

iPath USA Retail Investor English BARCLAYS Products Product suites About ipath ETNs About us

The performance quoted represents past performance and does not guarantee future results. Investment return and principal value of an investment will fluctuate so that an investment1 when sold or redeemed may be worth more or less than the original cost. Current performance may be lower or higher than the performance quoted. See additional information below for how return figures are calculated,

PAST PERFORMANCE IS NOT INDICATIVE Of FUTURE RESULTS.

Indew Returns

Index returns show the change in the level of the index underlying the ETNs over the relevant period1 expressed as a percentage. Index returns are calculated using the closing index level from the beginning of the relevant period to the end of the relevant period. For any historical period of one year or longer, index returns are shown on an annualized basis. Index returns are for illustrative purposes only and do not represent actual ETN performance. Index returns do not reflect any management fees, transaction costs, or expenses which would reduce your actual return, including the investor fee and applicable costs of the ETNs. Indexes are unmanaged and one cannot invest directly in an index,

ETN Closing Indicative Note Value Returns

ETN Market Price Returns

ETN Market price returns show the change in the end-of-day trading price of the ETNs on the exchange over the relevant period, expressed as a percentage. Market price returns are calculated using the midpoint of the bid/ask spread at 4:00pm Eastern time (or the last midpoint of the bid/ask spread prior to 4:00pm Eastern time) from the beginning of the relevant period to the end of the relevant period. For any historical period of one year or longer, market price returns are shown on an annualized basis. Market price returns do not represent the returns you would receive if you traded at a price or at a time on the exchange other than as described in this section. Market price returns do not account for brokerage commissions, which will reduce actual returns1 and may not include the effect of any applicable fees and costs on the ETNs.

In the event that there is an absence of a bid/ask value at 4PM on the relevant month end, N/A will be displayed in place of a percentage value for ETN Market Price Returns.

Selected Risk Considerations v

An investment in the iPath ETNs described herein (the “ETNs”) involves risks, including possible loss of principal, and may not be suitable for all investors. Selected risks are summarized here and select product specific risk factors are summarized under “Select Risk Considerations” on the relevant product pages, but 1.11e urge you to read the more detailed ewplanation of risks described under “Risk Factors” in the applicable product prospectus.

LOGO

factors, and such factors may cause the underlying U.S. Treasury note or bond yield to increase, decrease or remain unchanged over the term of your ETNs.

There is No Guarantee that the lndeK Level Will Decrease or Increase by 1.00 Point For Every 0.01% Change in the Level of the Underlying U.S. Treasury Note or Bond Yield: Reasons why this might occur include: market prices for underlying U.S. Treasury note or bond futures contracts may not capture precisely the underlying changes in the U.S. Treasury note or bond yield; the index calculation methodology uses approximation; and the underlying U.S. Treasury note or bond weighting is rebalanced monthly.

Due to the lndeK Multiplier, Any Changes in the Value of Your ETNs Will Not Occur at the Same Rate as the Corresponding Changes in the Value of the Underlying lndeK: The ETNs apply an index multiplier, the effect of which is to adjust and invert the rate at which the value of the ETNs changes in response to changes in the underlying index level.

Market and Volatility Risk: The market value of the ETNs may be influenced by many unpredictable factors and may fluctuate between the date you purchase them and the maturity date or redemption date. You may also sustain a significant loss if you sell your ETNs in the secondary market. Factors that may influence the market value of the ETNs include prevailing market prices of the U.S. stock or U.S. Treasury markets, the index components included in the underlying index, and prevailing market prices of options on such index or any other financial instruments related to such index; and supply and demand for the ETNs, including economic, financial, political, regulatory, geographical or judicial events that affect the level of such index or other financial instruments related to such index.

A Trading Market for the ETN:s May Not Develop: Although the ETNs are listed on a U.S. national securities exchange, a trading market for the ETNs may not develop and the liquidity of the ETNs may be limited, as we are not required to maintain any listing of the ETNs.

No Interest Payments from the ETNs: You may not receive any interest payments on the ETNs.

Uncertain TaM Treatment: Significant aspects of the tax treatment of the ETNs are uncertain. You should consult your own tax advisor about your own tax situation.

Barclays Bank PLC has filed a registration statement (including a prospectus) \IJith the SEC for the offering to which this communication relates. Before you invest, you should read the prospectus and other documents Barclays Bank PLC has filed with the SEC for more complete information about the issuer and this offering. You may get these documents for free by visiting www.iPathETN.com or EDGAR on the SEC website at www.sec.gov. Alternati\lely, Barclays Bank PLC will arrange for Barclays Capital Inc. to send you the prospectus if you request it by calling toll-free l-877-764-7284, or you may request a copy from any other dealer participating in the offering.

BlackRock Investments, LLC assists in the promotion of the iPath ETNs.

The ETNs may be sold throughout the day on the exchange through any brokerage account. Commissions may apply and there are tax consequences in the event of sale, redemption or maturity of ETNs.

“Barclays SY US Treasury Futures Targeted Exposure Indexn 1 is a trademark of Barclays Bank PLC.

“

NOT FDIC INSURED “ NO BANK GUARANTEE “

Products Product Suites About iPath ETNs

., Equity ~ Equity ETNs ~ Understanding ETNs

., Commodities ~ Commodity ETNs ~ Investing in iPath ETNs

., Currencies ., Currency ETNs ., Trading and Redemption

., Fixed Income ., Fixed Income ETNs ., Premiums and Discounts

., Alternatives ., Alternative ETNs ., Tax Considerations

MAY LOSE VALUE

About Us

iPath Announcements

., Contact Us

LOGO

iPath USA Retail Investor English BARCLAYS Products Product suites About ipath ETNs About us

Product Summary

iPath® US Treasury 5-year Bull ETN

1 1

suitable for all investors.

iPath USA Retail Investor English BARCLAYS Products Product suites About ipath ETNs About us

Weights of the underlying futures contracts in the Index expressed as a percentage of the total absolute dollar exposure of the portfolio.

Selected Risk Considerations v

An investment in the iPath ETNs desuibed herein (the “ETNs”) involves risks, including possible loss of principal, and may not be suitable for all investors. Selected risks are summarized here and select product specific risk factors are summarized under “Select Risk Considerations” on the relevant product pages, but l.’le urge you to read the more detailed explanation of risks described under “Risk Factors” in the applicable product prospectus.

iPath USA Retail Investor English BARCLAYS Products Product suites About ipath ETNs About us

LOGO

NOT FDIC INSURED “ NO BANK GUARANTEE “ MAY LOSE VALUE

Products Product Suites About iPath ETNs About Us

Equity .,_ Equity ETNs Understanding ETNs About Us

Commodities—Commodity ETNs Investing in iPath ETNs iPath Announcements

.,_ Currencies .,_ Currency ETNs .,_ Trading and Redemption .,_ Contact Us

.,_ Fixed Income .,_ Fixed Income ETNs .,_ Premiums and Discounts

.,_ Alternatives .,_ Alternative ETNs .,_ Tax Considerations

iPath USA Retail Investor English BARCLAYS Products Product suites About ipath ETNs About us

LOGO

iPath USA Retail Investor English BARCLAYS Products Product suites About ipath ETNs About us

Product Summary

iPath® US Treasury 5-year Bear ETN

The iPath ~ US Treasury 5-year Bear ETN is designed to provide investors with inverse exposure to the Barclays 5Y US Treasury Futures Targeted Exposure Index’~. The ETNs are unsecured debt obligations of the issuer, Barclays Bank PLC, and are not, either directly or indirectly, an obligation of or guaranteed by any third party. Any payment to be made on the ETNs, including any payment at maturity or upon redemption, depends on the ability of Barclays Bank PLC to satisfy its obligations as they come due. An investment in the ETNs involves significant risks, including possible loss of principal, and may not be suitable for all investors.

The Barclays 5Y US Treasury Futures Targeted Exposure Index ··(the “Index”) is designed to decrease in response to an increase in the 5-year Treasury note yields and to increase in response to a decrease in 5-year Treasury note yields. The Index targets a fixed level of sensitivity to changes in the yield of the current “cheapest-to-deliver” note underlying the relevant 5-year Treasury futures contract at a given point in time. The Index seeks to achieve its target sensitivity through the allocation of a weighting to the relevant 5-year Treasury futures contract, as traded on the Chicago Board of Trade, underlying the Index. Owning the ETNs is not the same as owning interests in the futures contracts comprising the Index or a security directly linked to the performance of the Index. For additional information regarding the risks associated with the ETNs, please see “Selected Risk Considerations” below.

Chart Returns Index Composition

Summary Market Indicators (as of 12/03/2014) Documentation

Primary EKchange NYSE Area

Closing Indicative Note Value ETNs outstanding

ETN Ticker DFVS ~~ Prospectus ~~ Factsheet

Intraday Indicative Value DFVS.IV1 $35.39 226,600

Ticker a

Bloomberg ETN Keystroke DFVS<EQUITY>< GO> IV/Index History

Market Capitalization3

Bloomberg IndeK Ticker BXIITEFV

Investor Fee Rate 0.75’% per annum 2 $8,019,374

IndeK Multipler -$0.104

IndeK Rolling Cost $0.06 per annums

CUSIP 06740P643

!SIN US06740P6438

Inception Date 11 July 2011

Maturity 12 July 2021

Intraday Indicative Value. The “intraday indicative value” meant to approximate the value of the ETNs during the current trading day by reference to the underlying index is calculated and published during the course of each trading day. The intraday indicative value is intended to provide investors with an approximation of the effect that intraday changes in the level of the underlying index would have on the closing indicative value of the ETNs. The intraday indicative value only reflects the accrued investor fee and other applicable costs at the close of business on the preceding day, but does not include any adjustment for the investor fee or applicable costs accruing during the course of the current day. For more information on how the intraday indicative value is calculated, please see the section “Valuation of the ETNs” in the prospectus relating to the ETNs.

The intraday indicative value is provided for reference purposes only. It is not intended as a price or quotation, or as an offer or solicitation for the purchase, sale, redemption or termination of the ETNs, nor does it reflect hedging or transaction costs, credit considerations, market liquidity, or bid-offer spreads. Published index levels from the sponsors of the indices underlying the ETNs may occasionally be subject to delay or postponement. Any such delays or postponements will affect the level of the index and therefore the intraday indicative value of the ETNs. Index levels provided by the sponsors of the indices underlying the ETNs do not necessarily reflect the depth and liquidity of the underlying markets for the index components. For this reason and others, the actual trading price of the ETNs may be different from their intraday indicative value.

Market Capitalization= Closing Indicative Note Value x ETNs Outstanding

IndeK Multiplier. The effect of the Index Multiplier is to adjust the rate at which the value of the ETNs changes in response to changes in the underlying Index level. As a result of the index multiplier, the ETNs will record a $0.10 gain or loss for every 1.00 point increase or decrease, respectively, in the Index.

IndeK Rolling Cost. On any roll day, the index rolling cost for each ETN will equal $0.005. Roll days occur over three consecutive index business days, commencing three index business days before the last index business day in each of the months of February, May, August and November in any given year. The net effect of the index rolling cost accumulates over time and is subtracted at the rate of $0.06 per year, or 0.12% of the principal amount of your ETNs per year. On any calendar day that is not a roll day the index rolling cost for each ETN will equal $0.

Selected Risk Considerations v

An investment in the iPath ETNs described herein (the “ETNs”) involves risks, including possible loss of principal, and may not be suitable for all investors. Selected risks are summarized here and select product specific risk factors are summarized under “Select Risk Considerations” on the relevant product pages, but “‘‘e urge you to read the more detailed eKplanation of risks described under “Risk Factors” in the applicable product prospectus.

LOGO

The Underlying U.S. Treasury Note or Bond Yield May Increase, Decrease or Remain Unchanged Over the Term of Your ETNs: The return on your ETNs is inversely linked to the performance of the underlying index, which inversely corresponds to changes in the underlying U.S. Treasury note or bond yield. Changes in the underlying U.S. Treasury note or bond yield are affected by a number of unpredictable factors, and such factors may cause the underlying U.S. Treasury note or bond yield to increase, decrease or remain unchanged over the term of your ETNs.

There is No Guarantee that the Index Level Will Decrease or Increase by 1.00 Point For Every 0.01% Change in the Level of the Underlying U.S. Treasury Note or Bond Yield: Reasons why this might occur include: market prices for underlying U.S. Treasury note or bond futures contracts may not capture precisely the underlying changes in the U.S. Treasury note or bond yield; the index calculation methodology uses approximation; and the underlying U.S. Treasury note or bond weighting is rebalanced monthly.

Due to the Index Multiplier, Any Changes in the Value of Your ETNs Will Not Occur at the Same Rate as the Corresponding Changes in the Value of the Underlying Index: The ETNs apply an index multiplier, the effect of which is to adjust and invert the rate at which the value of the ETNs changes in response to changes in the underlying index level.

Market and Volatility Risk: The market value of the ETNs may be influenced by many unpredictable factors and may fluctuate between the date you purchase them and the maturity date or redemption date. You may also sustain a significant loss if you sell your ETNs in the secondary market. Factors that may influence the market value of the ETNs include prevailing market prices of the U.S. stock or U.S. Treasury markets, the index components included in the underlying index, and prevailing market prices of options on such index or any other financial instruments related to such index; and supply and demand for the ETNs, including economic, financial, political, regulatory, geographical or judicial events that affect the level of such index or other financial instruments related to such index.

No Interest Payments from the ETNs: You may not receive any interest payments on the ETNs.

Uncertain Tax Treatment: Significant aspects of the tax treatment of the ETNs are uncertain. You should consult your own tax advisor about your own tax situation.

Barclays Bank PLC has filed a registration statement (including a prospectus) with the SEC for the offering to which this communication relates. Before you invest, you should read the prospectus and other documents Barclays Bank PLC has filed \’lith the SEC for more complete information about the issuer and this offering. You may get these documents for free by visiting WW\’.I.iPathETN.com or EDGAR on the SEC website at www.sec.gov. Alternatively, Barclays Bank PLC ‘”‘ill arrange for Barclays Capital Inc. to send you the prospectus if you request it by calling toll-free 1-877-764-7284, or you may request a copy from any other dealer par-ticipating in the offering.

BlackRock Investments, LLC assists in the promotion of the iPath ETNs.

The ETNs may be sold throughout the day on the exchange through any brokerage account. Commissions may apply and there are tax consequences in the event of sale, redemption or maturity of ETNs.

“Barclays SY US Treasury Futures Targeted Exposure Index”” is a trademark of Barclays Bank PLC.

NOT FDIC INSURED “ NO BANK GUARANTEE “ MAY LOSE VALUE

Products Product Suites

~ Equity ~ Equity ETNs

~ Commodities ~ Commodity ETNs

~ Currencies ~ Currency ETNs

~ Fixed Income ~ Fixed Income ETNs

~ Alternatives ~ Alternative ETNs

About iPath ETNs

Understanding ETNs

Investing in iPath ETNs

Trading and Redemption

Premiums and Discounts

Tax Considerations

Accessibility

About Us

iPath Announcements

LOGO

iPath USA Retail Investor English BARCLAYS Products Product suites About ipath ETNs About us

Product Summary

iPath® US Treasury 5-year Bear ETN

iPath USA Retail Investor English BARCLAYS Products Product suites About ipath ETNs About us

Returns Index Composition

ETN and Index Historical Performance

!’!! -10

‘!:

~ -20

-30

-40

Jul-11 Feb-12 Aug-12 Feb-13 Aug-13 Feb-14 Aug-14 Dec-14

- iPath” US Treasury 5-year Bear ETN—Barclays SY US Treasury Futures Targeted Exposure Ind e x”””

Source: Barcl.ays, Bloomberg.

The chart above shows the historical performance of the ETN and the Index from the ETN Inception Date which was July 11, 2011 to the previous days closing price.

The performance quoted represents past performance and does not guarantee future results. Investment return and principal value of an investment \’lill fluctuate so that an investment, \’lhen sold or redeemed may be worth more or less than the original cost. Current performance may be lo,’ler or higher than the performance quoted. See additional information below for how return figures are calculated. PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS

ETN Closing Indicative Note Value Returns

Index Returns

Index returns show the change in the level of the index underlying the ETNs over the relevant period, expressed as a percentage. Index returns are calculated using the closing index level from the beginning of the relevant period to the end of the relevant period. For any historical period of one year or longer, index returns are shown on an annualized basis. Index returns are for illustrative purposes only and do not represent actual ETN performance. Index returns do not reflect any management fees, transaction costs, or expenses which would reduce your actual return, including the investor fee and applicable costs ofthe ETNs. Indexes are unmanaged and one cannot invest directly in an index .

Selected Risk Considerations v

An investment in the iPath ETNs described herein (the “ETNs”) involves risks, including possible loss of principal, and may not be suitable for all investors. Selected risks are summarized here and select product specific risk factors are summarized under “Select Risk Considerations” on the relevant product pages, but l.’le urge you to read the more detailed explanation of risks described under “Risk Factors” in the applicable product prospectus.

LOGO

The Underlying U.S. Treasury Note or Bond Yield May Increase, Decrease or Remain Unchanged Over the Term of Your ETNs: The return on your ETNs is inversely linked to the performance of

the underlying index which inversely corresponds to changes in the underlying U.S. Treasury note or bond yield. Changes in the underlying U.S. Treasury note or bond yield are affected by a number of

unpredictable factors and such factors may cause the underlying U.S. Treasury note or bond yield to increase decrease or remain unchanged over the term of your ETNs.

There is No Guarantee that the Index level Will Decrease or Increase by 1.00 Point For Every 0.01% Change in the level of the Underlying U.S. Treasury Note or Bond Yield: Reasons why this might occur include: market prices for underlying U.S. Treasury note or bond futures contracts may not capture precisely the underlying changes in the U.S. Treasury note or bond yield; the index calculation methodology uses approximation; and the underlying U.S. Treasury note or bond weighting is rebalanced monthly.

Due to the Index Multiplier, Any Changes in the Value of Your ETNs Will Not Occur at the Same Rate as the Corresponding Changes in the Value of the Underlying Index: The ETNs apply an index multiplier1 the effect of which is to adjust and invert the rate at which the value of the ETNs changes in response to changes in the underlying index level.

Market and Volatility Risk: The market value of the ETNs may be influenced by many unpredictable factors and may fluctuate between the date you purchase them and the maturity date or redemption date. You may also sustain a significant loss if you sell your ETNs in the secondary market. Factors that may influence the market value of the ETNs include prevailing market prices of the U.S. stock or U.S. Treasury markets1 the index components included in the underlying index, and prevailing market prices of options on such index or any other financial instruments related to such index; and supply and

demand for the ETNs including economic, financial, political regulatory geographical or judicial events that affect the level of such index or other financial instruments related to such index.

1 1

A Trading Market for the ETNs May Not Develop: Although the ETNs are listed on a U.S. national securities exchange1 a trading market for the ETNs may not develop and the liquidity of the ETNs may be limited1 as we are not required to maintain any listing of the ETNs.

No Interest Payments from the ETNs: You may not receive any interest payments on the ETNs.

Restrictions on the Minimum Number of ETNs and Date Restrictions for Redemptions: You must redeem at least 501000 ETNs of the same series at one time in order to exercise your right to redeem your ETNs on any redemption date. You may only redeem your ETNs on a redemption date if we receive a notice of redemption from you by certain dates and times as set forth in the product prospectus.

Uncertain Tax Treatment: Significant aspects of the tax treatment of the ETNs are uncertain. You should consult your own tax advisor about your own tax situation.

Barclays Bank PLC has filed a registration statement (including a prospectus) ,.,ith the SEC for the offering to which this communication relates. Before you invest, you should read the prospectus and other documents Barclays Bank PLC has filed with the SEC for more complete information about the issuer and this offering. You may get these documents for free by visiting www.iPathETN.com or EDGAR on the SEC website at www.sec.gov. Alternatively, Barclays Bank PLC will arrange for Barclays Capital Inc. to send you the prospectus if you request it by calling toll-free 1-877-764-7284, or you may request a copy from any other dealer participating in the offering.

BlackRock Investments, LLC assists in the promotion of the iPath ETNs.

The ETNs may be sold throughout the day on the exchange through any brokerage account. Commissions may apply and there are tax consequences in the event of sale, redemption or maturity of ETNs.

“Barclays SY US Treasury Futures Targeted Exposure Index”” is a trademark of Barclays Bank PLC.

NOT FDIC INSURED “ NO BANK GUARANTEE “ MAY LOSE VALUE

Products Product Suites About iPath ETNs About Us

,. Equity _ Equity ETNs _ Understanding ETNs _ About Us

,. Commoditie s _ Commodity ETNs _ Investing in iPath ETNs _ iPath Announceme nts

,. Currencies _ Currency ETNs ,. Trading and Redemption ,. Contact Us

,. Fixed Income ,. Fixed Income ETNs ,. Premiums and Discounts

_ Alternatives _ Alternative ETNs _ Tax Considerations

LOGO

iPath USA Retail Investor English BARCLAYS Products Product suites About ipath ETNs About us

Product Summary

iPath® US Treasury 5-year Bear ETN

The Barclays 5Y US Treasury Futures Targeted Exposure Index ·~(the “Index”) is designed to decrease in response to an increase in the 5-year Treasury note yields and to increase in response to a decrease in 5-year Treasury note yields. The Index targets a fixed level of sensitivity to changes in the yield of the current “cheapest-to-deliver” note underlying the relevant 5-year Treasury futures contract at a given point in time. The Index seeks to achieve its target sensitivity through the allocation of a weighting to the relevant 5-year Treasury futures contract, as traded on the Chicago Board of Trade, underlying the Index. Owning the ETNs is not the same as owning interests in the futures contracts comprising the Index or a security directly linked to the performance of the Index. For additional information regarding the risks associated with the ETNs1 please see “Selected Risk Considerations” below.

Details Chart Index Composition

Index and ETN Returns (as of 10/31/2014)

11mo 13mo 16mo IYTD 11yr 13yrs ISonce ETN Inception

Barclays 5Y US Treasury Futures Targeted Exposure lndex1~ 1.93% 2.44% 2.65% 4.64% 2.10% 1.89% 3.26%

ETN Closing Indicative Note Value Return -6.31% -7.95% -8.75% -14.10% -7.59% -6.43% -9.40%

ETN Market Price Returns (as of 10/31/2014)

11mo 13mo 16mo IYTD 11yr 13yrs IS1nce ETN Inception

iPath111 US Treasury 5-year Bear ETN NIA NIA NIA NIA NIA NIA NIA

iPath USA Retail Investor English BARCLAYS Products Product suites About ipath ETNs About us

PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS.

Index Returns

ETN Closing Indicative Note Value Returns

ETN closing indicative note value returns show the change in the closing indicative value of the ETNs over the relevant period, expressed as a percentage. For any historical period of one year or longer, closing indicative note value returns are shown on an annualized basis. The closing indicative note value of an ETN is an amount per ETN calculated on each valuation date that reflects the change in value of the ETN from the previous valuation date due to the daily change in the index level and the daily accrual of the investor fee and other applicable costs. The closing indicative note value of an ETN may differ from the actual trading price of the ETN at any time due to hedging or transaction costs, credit considerations1 market liquidity, bid-offer spreads or other factors affecting the trading price of the ETN. For more information on how the closing indicative note value is calculated, please see the section “Specific Terms of the ETNs” in the prospectus relating to the ETNs.

ETN Market Price Returns

In the event that there is an absence of a bid/ask value at 4PM on the relevant month end, N/A will be displayed in place of a percentage value for ETN Market Price Returns.

Selected Risk Considerations v

An investment in the iPath ETNs described herein (the “ETNs”) involves risks, including possible loss of principal, and may not be suitable for all investors. Selected risks are summarized here and select product specific risk factors are summarized under “Select Risk Considerations” on the relevant product pages, but l.’le urge you to read the more detailed explanation of risks described under “Risk Factors” in the applicable product prospectus.

Credit of Barclays Bank PLC: The ETNs are unsecured debt obligations of the issuer1 Barclays Bank PLC, and are not, either directly or indirectly, an obligation of or guaranteed by any third party. Any payment to be made on the ETNs1 including any payment at maturity or upon redemption, depends on the ability of Barclays Bank PLC to satisfy its obligations as they come due. As a result, the actual and perceived creditworthiness of Barclays Bank PLC will affect the market value, if any, of the ETNs prior to maturity or redemption. In addition, 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 ETNs.

LOGO

Market and Volatility Risk: The market value of the ETNs may be influenced by many unpredictable factors and may fluctuate between the date you purchase them and the maturity date or redemption date. You may also sustain a significant loss if you sell your ETNs in the secondary market. Factors that may influence the market value of the ETNs include prevailing market prices of the U.S. stock or U.S. Treasury markets, the index components included in the underlying index, and prevailing market prices of options on such index or any other financial instruments related to such index; and supply and demand for the ETNs, including economic, financial, political, regulatory, geographical or judicial events that affect the level of such index or other financial instruments related to such index.

No Interest Payments from the ETNs: You may not receive any interest payments on the ETNs.

Uncertain Tax Treatment: Significant aspects of the tax treatment of the ETNs are uncertain. You should consult your own tax advisor about your own tax situation.

Barclays Bank PLC has filed a registration statement (including a prospectus) with the SEC for the offering to which this communication relates. Before you invest, you should read the prospectus and other documents Barclays Bank PLC has filed ,.,.ith the SEC for more complete information about the issuer and this offering. You may get these documents for free by visiting IJIW\.,.,iPathETN.com or EDGAR on the SEC website at www.sec.gov. Alternatively, Barclays Bank PLC ,.,ill arrange for Barclays Capital Inc. to send you the prospectus if you request it by calling toll-free 1-877-764-7284, or you may request a copy from any other dealer participating in the offering.

BlackRock Investments, LLC assists in the promotion of the iPath ETNs.

The ETNs may be sold throughout the day on the exchange through any brokerage account. Commissions may apply and there are tax consequences in the event of sale, redemption or maturity of ETNs.

“Barclays SY US Treasury Futures Targeted Exposure Index”” is a trademark of Barclays Bank PLC.

NOT FDIC INSURED “ NO BANK GUARANTEE “ MAY LOSE VALUE

Products Product Suites About iPath ETNs About Us

.,. Equity .,. Equity ETNs .,. Understanding ETNs .,. About Us

.,. Commodities .,. Commodity ETNs .,. Investing in iPath ETNs .,. iPath Announce me nts

.,. Currencies .,. Currency ETNs .,. Trading and Redemption .,. Contact Us

.,. Fixed Income .,. Fixed Income ETNs .,. Premiums and Discounts

.,. Alternatives .,. Alternative ETNs .,. Tax Considerations

LOGO

iPath USA Retail Investor English BARCLAYS Products Product suites About ipath ETNs About us

Product Summary

iPath® US Treasury 5-year Bear ETN

iPath USA Retail Investor English BARCLAYS Products Product suites About ipath ETNs About us

Weights of the underlying futures contracts in the Index expressed as a percentage of the total absolute dollar exposure of the portfolio.

Selected Risk Considerations v

An investment in the iPath ETNs desuibed her-ein (the “ETNs”) involves r-isks, including possible loss of pr-incipal, and may not be suitable for- all investor-s. Selected r-isks ar-e summar-ized here and select pr-oduct specific r-isk factor-s ar-e summar-ized under- “Select Risk Consider-ations” on the r-elevant pr-oduct pages, but we ur-ge you to r-ead the mor-e detailed explanation of r-isks described under- “Risk Factor-s” in the applicable pr-oduct pr-ospectus.

You May lose Some or All of Your- Pr-incipal: The ETNs are exposed to any decrease in the level of the underlying index between the inception date and the applicable valuation date. Additionally, if the level of the underlying index is insufficient to offset the negative effect of the investor fee and other applicable costs, you will lose some or all of your investment at maturity or upon redemption, even if the value of such index level has increased or decreased, as the case may be. Because the ETNs are subject to an investor fee and other applicable costs, the return on the ETNs will always be lower than the total return on a direct investment in the index components. The ETNs are riskier-than or-dinar-y unsecur-ed debt securities and have no pr-incipal protection.

Cr-edit of Bar-clays Bank PLC: The ETNs are unsecured debt obligations of the issuer, Barclays Bank PLC, and are not, either directly or indirectly, an obligation of or guaranteed by any third party. Any payment to be made on the ETNs, including any payment at maturity or upon redemption, depends on the ability of Barclays Bank PLC to satisfy its obligations as they come due. As a result, the actual and perceived creditworthiness of Barclays Bank PLC will affect the market value, if any, of the ETNs prior to maturity or redemption. In addition, 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 ETNs.

The Underlying U.S. Treasur-y Note or- Bond Yield May Increase, Decrease or Remain Unchanged Over-the Ter-m of Your- ETNs: The return on your ETNs is inversely linked to the performance of the underlying index, which inversely corresponds to changes in the underlying U.S. Treasury note or bond yield. Changes in the underlying U.S. Treasury note or bond yield are affected by a number of unpredictable factors, and such factors may cause the underlying U.S. Treasury note or bond yield to increase, decrease or remain unchanged over the term of your ETNs.

Due to the Index Multiplier-, Any Changes in the Value of Your ETNs Will Not Occur at the Same Rate as the Cor-responding Changes in the Value of the Underlying Index: The ETNs apply an index multiplier, the effect of which is to adjust and invert the rate at which the value of the ETNs changes in response to changes in the underlying index level.

Market and Volatility Risk: The market value of the ETNs may be influenced by many unpredictable factors and may fluctuate between the date you purchase them and the maturity date or redemption date. You may also sustain a significant loss if you sell your ETNs in the secondary market. Factors that may influence the market value of the ETNs include prevailing market prices of the U.S. stock or U.S. Treasury markets, the index components included in the underlying index, and prevailing market prices of options on such index or any other financial instruments related to such index; and supply and demand for the ETNs, including economic, financial, political, regulatory, geographical or judicial events that affect the level of such index or other financial instruments related to such index.

A Tr-ading Mar-ket for- the ETNs May Not Develop: Although the ETNs are listed on a U.S. national securities exchange, a trading market for the ETNs may not develop and the liquidity of the ETNs may be limited, as we are not required to maintain any listing of the ETNs.

No Interest Payments from the ETNs: You may not receive any interest payments on the ETNs.

Uncertain Taw Treatment: Significant aspects of the tax treatment of the ETNs are uncertain. You should consult your own tax advisor about your own tax situation.

Barclays Bank PLC has filed a registration statement (including a prospectus) with the SEC for the offering to which this communication relates. Befor-e you invest, you should read the prospectus and other documents Barclays Bank PLC has filed \’.lith the SEC for more complete information about the issuer and this offering. You may get these documents for free by visiting WW\’.I.iPathETN.com or EDGAR on the SEC website at www.sec.gov. Alternatively, Barclays Bank PLC \’lill arrange for Barclays Capital Inc. to send you the prospectus if you request it by calling toll-free 1-877-764-7284, or you may request a copy from any other dealer participating in the offering.

LOGO

BlackRock Investments, LLC assists in the promotion of the iPath ETNs.

The ETNs may be sold throughout the day on the exchange through any brokerage account. Commissions may apply and there are tax consequences in the event of sale, redemption or maturity of ETNs.

“Barclays SY US Treasury Futures Targeted Exposure IndexTM” is a trademark of Barclays Bank PLC.

© 2014 Barclays Bank PLC. All rights reserved. iPath, iPath ETNs and the iPath logo are registered trademarks of Barclays Bank PLC. All other trademarks, servicemarks or registered trademarks are the property1 and used with the permission1 of their respective owners.

NOT FDIC INSURED “ NO BANK GUARANTEE “ MAY LOSE VALUE

Products Product Suites About iPath ETNs About Us

11- Equity II> Equity ETNs 11- Understanding ETNs 11- About Us

11- Commodities 11- Commodity ETNs 11- Investing in iPath ETNs 11- iPath Announcements

11- Currencies 11- Currency ETNs 11- Trading and Redemption 11- Contact Us

.,. Fixed Income .,. Fixed Income ETNs .,. Premiums and Discounts

“ Alternatives .,. Alternative ETNs .,. Tax Considerations

iPath USA Retail Investor English BARCLAYS Products Product suites About ipath ETNs About us

LOGO

iPath USA Retail Investor English BARCLAYS Products Product suites About ipath ETNs About us

Product Summary

“;Path® US Treasury Long Bond Bull ETN

The iPathl!l US Treasury Long Bond Bull ETN is designed to provide investors with exposure to the Barclays Long Bond US Treasury Futures Targeted Exposure Index””‘, The ETNs are unsecured debt obligations of the issuer, Barclays Bank PLC, and are not, either directly or indirectly, an obligation of or guaranteed by any third party. Any payment to be made on the ETNs, including any payment at maturity or upon redemption, depends on the ability of Barclays Bank PLC to satisfy its obligations as they come due. An investment in the ETNs involves significant risks, including possible loss of principal, and may not be suitable for all investors.

The Barclays Long Bond US Treasury Futures Targeted Exposure Index”‘ (the “Index”) is designed to decrease in response to an increase in the long-dated Treasury bond yields and to increase in response to a decrease in long-dated Treasury bond yields. The Index targets a fixed level of sensitivity to changes in the yield of the current “cheapest-to-deliver” bond underlying the relevant long-dated Treasury futures contract at a given point in time. The Index seeks to achieve its target sensitivity through the allocation of a weighting to the relevant long-dated Treasury futures contract, as traded on the Chicago Board of Trade, underlying the Index. Owning the ETNs is not the same as owning interests in the futures contracts comprising the Index or a security directly linked to the performance of the Index. For additional information regarding the risks associated with the ETNs, please see “Selected Risk Considerations” below.

Chart Returns Index Com position

Summary Market Indicators (as of 12/ 03/2014) Documentation

Primary Exchange NYSE Area

ETN Ticker DLBL Closing Indica tive Note Value ETNs outstanding ~~ Prospectus fl

Factsheet

Intraday Indicative Value DLBL.IV1 $72.78 24,556

Ticker a

Bloomberg ETN Keystroke DLBL<EQUITY><GO> IV/Index History

M arket Capitaliza tion3

Bloomberg Inde~o~ Ticker BXIITEUS

Investor Fee Rate 0.75% per annumZ $1,787,186

Index Multipler $0.104

Index Rolling Cost $0.06 per annum5

CUSIP 06740L527

I SIN US06740L5277

Inception Date 09 August 2010

Maturity 13 August 2020

Intraday Indicative Value. The “intraday indicative value” meant to approximate the value of the ETNs during the current trading day by reference to the underlying index is calculated and published during the course of each trading day. The intraday indicative value is intended to provide investors with an approximation of the effect that intraday changes in the level of the underlying index would have on the closing indicative value of the ETNs. The intraday indicative value only reflects the accrued investor fee and other applicable costs at the close of business on the preceding day, but does not include any adjustment for the investor fee or applicable costs accruing during the course of the current day. For more information on how the intraday indicative value is calculated, please see the section “Valuation of the ETNs” in the prospectus relating to the ETNs.

The intraday indicative value is provided for reference purposes only. It is not intended as a price or quotation, or as an offer or solicitation for the purchase, sale, redemption or termination of the ETNs, nor does it reflect hedging or transaction costs, credit considerations, market liquidity, or bid-offer spreads. Published index levels from the sponsors of the indices underlying the ETNs may occasionally be subject to delay or postponement. Any such delays or postponements will affect the level of the index and therefore the intraday indicative value of the ETNs. Index levels provided by the sponsors of the indices underlying the ETNs do not necessarily reflect the depth and liquidity of the underlying markets for the index components. For this reason and others, the actual trading price of the ETNs may be different from their intraday indicative value.

The investor fee rate per ETN is equal to 0.75%. per year and is used in determining the investor fee which is calculated on a daily basis in the following manner. The investor fee on the inception date was equal to zero. On each subsequent calendar day until maturity or early redemption, the investor fee for each ETN will equal: (1) the closing indicative note value on the immediately preceding calendar day times (2) the Investor Fee Rate divided by (3) 365. The closing indicative note value of the ETNs is calculated in the manner described in the product prospectus.

Market Capitalization= Closing Indicative Note Value x ETNs Outstanding

Index Rolling Cost. On any roll day, the index rolling cost for each ETN will equal $0.005. Roll days occur over three consecutive index business days, commencing three index business days before the last index business day in each of the months of February, May, August and November in any given year. The net effect of the index rolling cost accumulates over time and is subtracted at the rate of $0.06 per year, or 0.12% of the principal amount of your ETNs per year. On any calendar day that is not a roll day the index rolling cost for each ETN will equal $0.

Selected Risk Considerations v

An investment in the iPath ETNs described herein (the “ETNs”) involves risks, including possible loss of principal, and may not be suitable for all investors. Selected risks are summarized here and select product specific risk factors are summarized under “Select Risk Considerations” on the relevant product pages, but v1e urge you to read the more detailed explanation of risks described under “Risk Factors” in the applicable product prospectus.

There is No Guarantee that the Index Level Will Decrease or Increase by 1.00 Point For Every 0.01 °/o Change in the Level of the Underlying u_s. Treasury Note or Bond Yield: Reasons why this might occur include: market prices for underlying U.S. Treasury note or bond futures contracts may not capture precisely the underlying changes in the U.S. Treasury note or bond yield; the index calculation methodology uses approximation; and the underlying U.S. Treasury note or bond weighting is rebalanced monthly.

Due to the Index Multiplier, Any Changes in the Value of Your ETNs Will Not Occur at the Same Rate as the Corresponding Changes in the Value of the Underlying IndeH: The ETNs apply an index multiplier, the effect of which is to adjust and invert the rate at which the value of the ETNs changes in response to changes in the underlying index level.

LOGO

Market and Volatility Risk: The market value of the ETNs may be influenced by many unpredictable factors and may fluctuate between the date you purchase them and the maturity date or redemption date. You may also sustain a significant loss if you sell your ETNs in the secondary market. Factors that may influence the market value of the ETNs include prevailing market prices of the U.S. stock or U.S. Treasury markets, the index components included in the underlying index, and prevailing market prices of options on such index or any other financial instruments related to such index; and supply and demand for the ETNs, including economic, financial, political, regulatory, geographical or judicial events that affect the level of such index or other financial instruments related to such index.

No Interest Payments from the ETNs: You may not receive any interest payments on the ETNs.

Uncertain Tax Treatment: Significant aspects of the tax treatment of the ETNs are uncertain. You should consult your own tax advisor about your own tax situation.

Barclays Bank PLC has filed a registration statement (including a prospectus) \IJith the SEC for the offering to which this communication relates. Before you in.,est, you should read the prospectus and other documents Barclays Bank PLC has filed \IJith the SEC for more complete information about the issuer and this offering. You may get these documents for free by visiting www.iPathETN.com or EDGAR on the SEC website at Wl,llw.sec.gov. Alternati.,ely, Barclays Bank PLC will arrange for Barclays Capital Inc. to send you the prospectus if you request it by calling toll-free l-877-764-7284, or you may request a copy from any other dealer participating in the offering.

BlackRock Investments, LLC assists in the promotion of the iPath ETNs.

The ETNs may be sold throughout the day on the exchange through any brokerage account. Commissions may apply and there are tax consequences in the event of sale, redemption or maturity of ETNs.

“Barclays Long Bond US Treasury Futures Targeted Exposure Indexn1” is a trademark of Barclays Bank PLC.

© 2014 Barclays Bank PLC. All rights reserved. iPath, iPath ETNs and the iPath logo are registered trademarks of Barclays Bank PLC. All other trademarks, servicemarks or registered trademarks are the property1 and used with the permission, of their respective owners.

NOT FDIC INSURED “ NO BANK GUARANTEE “

Products Product Suites About iPath ETNs

- Equity ~ Equity ETNs ~ Understanding ETNs

- Commodities ~ Commodity ETNs ~ Investing in iPath ETNs

- Currencies ~ Currency ETNs ~ Trading and Redemption

- Fixed Income ~ Fixed Income ETNs ~ Premiums and Discounts

- Alternatives—Alternative ETNs—Tax Considerations

MAY LOSE VALUE

About Us

iPath Announcements

LOGO

iPath USA Retail Investor English BARCLAYS Products Product suites About ipath ETNs About us

Product Summary

“;Path® US Treasury Long Bond Bull ETN

iPath USA Retail Investor English BARCLAYS Products Product suites About ipath ETNs About us

-20

Aug-1 0 Apr-11 Dec-11 Aug-12 Apr-13 Dec-13 Dec-14

- iPath” US Treasury Long Bond Bull ETN—Barclays Long Bond US Treasury Futures Targeted Exposure Index’”‘

Source: Barchys, Bloomberg.

The chart above shows the historical periormance of the ETN and the Index from the ETN Inception Date which was August 9, 2010 to the previous days closing price.

ETN Closing Indicative Note Value Returns

ETN closing indicative note value returns show the change in the closing indicative value of the ETNs over the relevant period, expressed as a percentage. The closing indicative note value of an ETN is an amount per ETN calculated on each valuation date that reflects the change in value of the ETN from the previous valuation date due to the daily change in the index level and the daily accrual of the investor fee and other applicable costs. The closing indicative note value of an ETN may differ from the actual trading price of the ETN at any time due to hedging or transaction costs, credit considerations, market liquidity, bid-offer spreads or other factors affecting the trading price of the ETN. For more information on how the closing indicative note value is calculated, please see the section “‘Specific Terms of the ETNs”‘ in the prospectus relating to the ETNs.

lndeK Returns

Index returns show the change in the level of the index underlying the ETNs over the relevant period1 expressed as a percentage. Index returns are calculated using the closing index level from the beginning of the relevant period to the end of the relevant period. For any historical period of one year or longer, index returns are shown on an annualized basis. Index returns are for illustrative purposes only and do not represent actual ETN periormance. Index returns do not reflect any management fees, transaction costs, or expenses which would reduce your actual return1 including the investor fee and applicable costs of the ETNs. Indexes are unmanaged and one cannot invest directly in an index .

Selected Risk Considerations v

An investment in the iPath ETNs described herein (the “ETNs”) involves risks, including possible loss of principal, and may not be suitable for all investors. Selected risks are summarized here and select product specific risk factors are summarized under “Select Risk Considerations” on the relevant product pages, but we urge you to read the more detailed eKplanation of risks described under “Risk Factors” in the applicable product prospectus.

You May Lose Some or All of Your Principal: The ETNs are exposed to any decrease in the level of the underlying index between the inception date and the applicable valuation date. Additionally, if the level of the underlying index is insufficient to offset the negative effect of the investor fee and other applicable costs, you will lose some or all of your investment at maturity or upon redemption1 even if the value of such index level has increased or decreased1 as the case may be. Because the ETNs are subject to an investor fee and other applicable costs, the return on the ETNs will always be lower than the total return on a direct investment in the index components. The ETNs are riskier than ordinary unsecured debt securities and have no principal protection.

Credit of Barclays Bank PLC: The ETNs are unsecured debt obligations of the issuer Barclays Bank PLC and are not either directly or indirectly, an obligation of or guaranteed by any third party. Any

1 1

perceived creditworthiness of Barclays Bank PLC will affect the market value if any of the ETNs prior to maturity or redemption. In addition, 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 ETNs.

The Underlying U.S. Treasury Note or Bond Yield May Increase, Decrease or Remain Unchanged Over the Term of Your ETNs: The return on your ETNs is linked to the periormance of the underlying index, which corresponds to changes in the underlying U.S. Treasury note or bond yield. Changes in the underlying U.S. Treasury note or bond yield are affected by a number of unpredictable factors1 and such factors may cause the underlying U.S. Treasury note or bond yield to increase, decrease or remain unchanged over the term of your ETNs.

There is No Guarantee that the lndeK Level Will Decrease or Increase by 1.00 Point For Every 0.01°/0 Change in the Level of the Underlying U.S. Treasury Note or Bond Yield: Reasons why this might occur include: market prices for underlying U.S. Treasury note or bond futures contracts may not capture precisely the underlying changes in the U.S. Treasury note or bond yield; the index calculation methodology uses approximation; and the underlying U.S. Treasury note or bond weighting is rebalanced monthly.

Due to the IndeK Multiplier, Any Changes in the Value of Your ETNs Will Not Occur at the Same Rate as the Corresponding Changes in the Value of the Underlying IndeK: The ETNs apply an index multiplier1 the effect of which is to adjust and invert the rate at which the value of the ETNs changes in response to changes in the underlying index level.

LOGO

Market and Volatility Risk: The market value of the ETNs may be influenced by many unpredictable factors and may fluctuate between the date you purchase them and the maturity date or redemption date. You may also sustain a significant loss if you sell your ETNs in the secondary market. Factors that may influence the market value of the ETNs include prevailing market prices of the U.S. stock or U.S. Treasury markets, the index components included in the underlying index, and prevailing market prices of options on such index or any other financial instruments related to such index; and supply and demand for the ETNs, including economic, financial, political, regulatory, geographical or judicial events that affect the level of such index or other financial instruments related to such index.

No Interest Payments from the ETNs: You may not receive any interest payments on the ETNs.

Uncertain TaK Treatment: Significant aspects of the tax treatment of the ETNs are uncertain. You should consult your own tax advisor about your own tax situation.

Barclays Bank PLC has filed a registration statement (including a prospectus) with the SEC for the offering to which this communication relates. Before you invest, you should read the prospectus and other documents Barclays Bank PLC has filed with the SEC for more complete information about the issuer and this offering. You may get these documents for free by visiting www.iPathETN.com or EDGAR on the SEC website at www.sec.gov. Alternatively, Barclays Bank PLC \IJill arrange for Barclays Capital Inc. to send you the prospectus if you request it by calling toll-free l-877-764-7284, or you may request a copy from any other dealer participating in the offering.

BlackRock Investments, LLC assists in the promotion of the iPath ETNs.

The ETNs may be sold throughout the day on the exchange through any brokerage account. Commissions may apply and there are tax consequences in the event of sale, redemption or maturity of ETNs.

“Barclays Long Bond US Treasury Futures Targeted Exposure IndexTM” is a trademark of Barclays Bank PLC.

NOT FDIC INSURED “ NO BANK GUARANTEE “ MAY LOSE VALUE

Products Product Suites About iPath ETNs About Us

.,. Equity .,. Equity ETNs .,. Understanding ETNs .,. About Us

.,. Commodities .,. Commodity ETNs .,. Investing in iPath ETNs .,. iPath Announcements

.,. Currencies .,. Currency ETNs .,. Trading and Redemption .,. Contact Us

.,. Fixed Income .,. Fixed Income ETNs .,. Premiums and Discounts

.,. Alternatives .,. Alternative ETNs .,. Tax Considerations

LOGO

iPath USA Retail Investor English BARCLAYS Products Product suites About ipath ETNs About us

Product Summary

·,Path® US Treasury Long Bond Bull ETN

Details Chart Index Composition

Index and ETN Returns (as of 10/ 31/2014)

mo 13 mo 16 mo IYTD 11 yr 13 yrs ISmce ETN Inception

Barclays Long Bond US Treasury Futures Targeted Exposure lndexn” 3.02% 4.84% 8.29% 18.51% 12.20% 5.22% 9.63%

ETN Closing Indicative Note Value Return 3.06% 4.78% 8.12% 18.34% 11.70% 4.52% 8.93%

ETN Market Price Returns (as of 10/3112014)

mo 13 mo 16 mo IYTD 11 yr l 3yrs ISmceETN Inception

iPathlll US Treasury Long Bond Bull ETN 2.97% 4.90% 8.21% 18.72% 11.74% 4.24% 8.92%

iPath USA Retail Investor English BARCLAYS Products Product suites About ipath ETNs About us

IndeK Returns

Index returns show the change in the level of the index underlying the ETNs over the relevant period1 expressed as a percentage. Index returns are calculated using the closing index level from the beginning of the relevant period to the end of the relevant period. For any historical period of one year or longer, index returns are shown on an annualized basis. Index returns are for illustrative purposes only and do not represent actual ETN performance. Index returns do not reflect any management fees, transaction costs, or expenses which would reduce your actual return1 including the investor fee and applicable costs of the ETNs. Indexes are unmanaged and one cannot invest directly in an index.

ETN Closing Indicative Note Value Returns

ETN Market Price Returns

In the event that there is an absence of a bid/ask value at 4PM on the relevant month end, N/A will be displayed in place of a percentage value for ETN Market Price Returns.

Selected Risk Considerations v

An investment in the iPath ETNs described herein (the “ETNs”) involves risks, including possible loss of principal, and may not be suitable for all investors. Selected risks are summarized here and select product specific risk factors are summarized under “Select Risk Considerations” on the relevant product pages, but we urge you to read the more detailed eKplanation of risks described under “Risk factors” in the applicable product prospectus.

Credit of Barclays Bank PLC: The ETNs are unsecured debt obligations of the issuer, Barclays Bank PLC, and are not, either directly or indirectly, an obligation of or guaranteed by any third party. Any payment to be made on the ETNs1 including any payment at maturity or upon redemption, depends on the ability of Barclays Bank PLC to satisfy its obligations as they come due. As a result, the actual and perceived creditworthiness of Barclays Bank PLC will affect the market value1 if any1 of the ETNs prior to maturity or redemption. In addition, 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 ETNs.

There is No Guarantee that the IndeK Level Will Decrease or Increase by 1.00 Point For Every 0.01 o1o Change in the Level of the Underlying U.S. Treasury Note or Bond Yield: Reasons why this might occur include: market prices for underlying U.S. Treasury note or bond futures contracts may not capture precisely the underlying changes in the U.S. Treasury note or bond yield; the index calculation methodology uses approximation; and the underlying U.S. Treasury note or bond weighting is rebalanced monthly.

LOGO

Market and Volatility Risk: The market value of the ETNs may be influenced by many unpredictable factors and may fluctuate between the date you purchase them and the maturity date or redemption date. You may also sustain a significant loss if you sell your ETNs in the secondary market. Factors that may influence the market value of the ETNs include prevailing market prices of the U.S. stock or U.S. Treasury markets, the index components included in the underlying index, and prevailing market prices of options on such index or any other financial instruments related to such index; and supply and demand for the ETNs, including economic, financial, political, regulatory, geographical or judicial events that affect the level of such index or other financial instruments related to such index.

No Interest Payments from the ETNs: You may not receive any interest payments on the ETNs.

Uncertain Tax Treatment: Significant aspects of the tax treatment of the ETNs are uncertain. You should consult your own tax advisor about your own tax situation.

visiting www.iPathETN.com or EDGAR on the SEC website at Wl,llw.sec.gov. Alternatively, Barclays Bank PLC will arrange for Barclays Capital Inc. to send you the prospectus if you

request it by calling toll-free l-877-764-7284, or you may request a copy from any other dealer participating in the offering.

BlackRock Investments, LLC assists in the promotion of the iPath ETNs.

The ETNs may be sold throughout the day on the exchange through any brokerage account. Commissions may apply and there are tax consequences in the event of sale, redemption or maturity of ETNs.

“Barclays Long Bond US Treasury Futures Targeted Exposure Indexn1” is a trademark of Barclays Bank PLC.

© 2014 Barclays Bank PLC. All rights reserved. iPath, iPath ETNs and the iPath logo are registered trademarks of Barclays Bank PLC. All other trademarks, servicemarks or registered trademarks are the property1 and used with the permission, of their respective owners.

NOT FDIC INSURED “ NO BANK GUARANTEE “ MAY LOSE VALUE

Products Product Suites About iPath ETNs About Us

~ Equity ~ Equity ETNs ~ Understanding ETNs ~ About Us

~ Commodities ~ Commodity ETNs ~ Investing in iPath ETNs ~ iPath Announcements

~ Currencies ~ Currency ETNs ~ Trading and Redemption ~ Contact Us

~ Fixed Income ~ Fixed Income ETNs ~ Premiums and Discounts

~ Alternatives ~ Alternative ETNs ~ Tax Considerations

LOGO

iPath USA Retail Investor English BARCLAYS Products Product suites About ipath ETNs About us

Product Summary

“;Path® US Treasury Long Bond Bull ETN

iPath USA Retail Investor English BARCLAYS Products Product suites About ipath ETNs About us

Weights of the underlying futures contracts in the Index expressed as a percentage of the total absolute dollar exposure of the portfolio.

Selected Risk Considerations v

An investment in the iPath ETNs described herein (the “ETNs”) involves risks, including possible loss of principal, and may not be suitable for all investors. Selected risks are summarized here and select product specific risk factors are summarized under “Select Risk Considerations” on the relevant product pages, but .,,e urge you to read the more detailed explanation of risks described under “Risk Factors” in the applicable product prospectus.

You May lose Some or All of Your Principal: The ETNs are exposed to any decrease in the level of the underlying index between the inception date and the applicable valuation date. Additionally, if the level of the underlying index is insufficient to offset the negative effect of the investor fee and other applicable costs, you will lose some or all of your investment at maturity or upon redemption1 even if the value of such index level has increased or decreased1 as the case may be. Because the ETNs are subject to an investor fee and other applicable costs, the return on the ETNs will always be lower than the total return on a direct investment in the index components. The ETNs are riskier than ordinary unsecured debt securities and have no principal protection.

Credit of Barclays Bank PlC: The ETNs are unsecured debt obligations of the issuer, Barclays Bank PLC, and are not, either directly or indirectly, an obligation of or guaranteed by any third party. Any payment to be made on the ETNs, including any payment at maturity or upon redemption, depends on the ability of Barclays Bank PLC to satisfy its obligations as they come due. As a result, the actual and perceived creditworthiness of Barclays Bank PLC will affect the market value, if any, of the ETNs prior to maturity or redemption. In addition, 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 ETNs.

The Underlying U.S. Treasury Note or Bond Yield May Increase, Decrease or Remain Unchanged Over the Term of Your ETNs: The return on your ETNs is linked to the performance of the underlying index, which corresponds to changes in the underlying U.S. Treasury note or bond yield. Changes in the underlying U.S. Treasury note or bond yield are affected by a number of unpredictable factors1 and such factors may cause the underlying U.S. Treasury note or bond yield to increase, decrease or remain unchanged over the term of your ETNs.

There is No Guarantee that the Index level Will Decrease or Increase by 1.00 Point for Every 0.01% Change in the level of the Underlying U.S. Treasury Note or Bond Yield: Reasons why this might occur include: market prices for underlying U.S. Treasury note or bond futures contracts may not capture precisely the underlying changes in the U.S. Treasury note or bond yield; the index calculation methodology uses approximation; and the underlying U.S. Treasury note or bond weighting is rebalanced monthly.

Market and Volatility Risk: The market value of the ETNs may be influenced by many unpredictable factors and may fluctuate between the date you purchase them and the maturity date or redemption date. You may also sustain a significant loss if you sell your ETNs in the secondary market. Factors that may influence the market value of the ETNs include prevailing market prices of the U.S. stock or U.S. Treasury markets, the index components included in the underlying index, and prevailing market prices of options on such index or any other financial instruments related to such index; and supply and demand for the ETNs, including economic, financial, political, regulatory, geographical or judicial events that affect the level of such index or other financial instruments related to such index.

No Interest Payments from the ETNs: You may not receive any interest payments on the ETNs.

Uncertain Tax Treatment: Significant aspects of the tax treatment of the ETNs are uncertain. You should consult your own tax advisor about your own tax situation.

Barclays Bank PLC has filed a registration statement (including a prospectus) n“ith the SEC for the offering to \Vhich this communication relates. Before you invest, you should read the prospectus and other documents Barclays Bank PlC has filed \Vith the SEC for more complete information about the issuer and this offering. You may get these documents for free by visiting W\V\v.iPathETN.com or EDGAR on the SEC \Vebsite at www.sec.gov. Alternatively, Barclays Bank PlC \Viii arrange for Barclays Capital Inc. to send you the prospectus if you request it by calling toll-free 1-877-764-7284, or you may r-equest a copy from any other dealer participating in the offering.

BlackRock Investments, LLC assists in the promotion of the iPath ETNs.

The ETNs may be sold throughout the day on the exchange through any brokerage account. Commissions may apply and there are tax consequences in the event of sale, redemption or maturity of ETNs.

“Barclays Long Bond US Treasury Futures Targeted Exposure IndexTH” is a trademark of Barclays Bank PLC.

NOT FDIC INSURED “ NO BANK GUARANTEE “ MAY LOSE VALUE

Products

Product Suites

About iPath ETNs

About Us

LOGO

Equity Equity ETNs Understanding ETNs About Us

Commodities Commodity ETNs Investing in iPath ETNs iPath Announcements

Currencies Currency ETNs Trading and Redemption Contact Us

Fixed Income Fixed Income ETNs Premiums and Discounts

Alternatives Alternative ETNs Tax Considerations

iPath USA Retail Investor English BARCLAYS Products Product suites About ipath ETNs About us

LOGO

iPath USA Retail Investor English BARCLAYS Products Product suites About ipath ETNs About us

Product Summary

“;Path® US Treasury Long Bond Bear ETN

The iPathl!l US Treasury Long Bond Bear ETN is designed to provide investors with inverse exposure to the Barclays Long Bond US Treasury Futures Targeted Exposure Index”‘, The ETNs are unsecured debt obligations of the issuer, Barclays Bank PLC, and are not, either directly or indirectly, an obligation of or guaranteed by any third party, Any payment to be made on the ETNs, including any payment at maturity or upon redemption, depends on the ability of Barclays Bank PLC to satisfy its obligations as they come due. An investment in the ETNs involves significant risks, including possible loss of principal, and may not be suitable for all investors.

Chart Returns Index Com position

Summary Market Indicators (as of 12/ 03/2014) Documentation

Primary Exchange NYSE Area

ETN Ticker DLBS Closing Indica tive Note Value ETNs outstanding ~~ Prospectus fl

Factsheet

Intraday Indicative Value DLBS.IV1 $23.75 1,617,048

Ticker a

Bloomberg ETN Keystroke DLBS<EQUITY>< GO> IV/Index History

M arket Capitaliza tion3

Bloomberg Inde~o~ Ticker BXIITEUS

Investor Fee Rate 0.75% per annumZ $38,404,890

Index Multipler -$0.104

Index Rolling Cost $0.06 per annum5

CUSIP 06740L444

I SIN US06740L4445

Inception Date 09 August 2010

Maturity 13 August 2020

1, Intraday Indicative Value. The “intra day indicative value” meant to approximate the value of the ETNs during the current trading day by reference to the underlying index is calculated and published during the course of each trading day, The intraday indicative value is intended to provide investors with an approximation of the effect that intraday changes in the level of the underlying index would have on the closing indicative value of the ETNs. The intra day indicative value only reflects the accrued investor fee and other applicable costs at the close of business on the preceding day, but does not include any adjustment for the investor fee or applicable costs accruing during the course of the current day. For more information on how the intraday indicative value is calculated, please see the section

“Valuation of the ETNs” in the prospectus relating to the ETNs.

The intraday indicative value is provided for reference purposes only. It is not intended as a price or quotation, or as an offer or solicitation for the purchase, sale, redemption or termination of the ETNs, nor does it reflect hedging or transaction costs, credit considerations, market liquidity, or bid-offer spreads. Published index levels from the sponsors of the indices underlying the ETNs may occasionally be subject to delay or postponement. Any such delays or postponements will affect the level of the index and therefore the intraday indicative value of the ETNs. Index levels provided by the sponsors of the indices underlying the ETNs do not necessarily reflect the depth and liquidity of the underlying markets for the index components. For this reason and others, the actual trading price of the ETNs may be different from their intraday indicative value.

Market Capitalization= Closing Indicative Note Value x ETNs Outstanding

4, Index Multiplier. The effect of the Index Multiplier is to adjust the rate at which the value of the ETNs changes in response to changes in the underlying Index level. As a result of the index multiplier, the ETNs will record a $0.10 gain or loss for every 1.00 point increase or decrease, respectively, in the Index.

Selected Risk Considerations v

An investment in the iPath ETNs described herein (the “ETNs”) involves risks, including possible loss of principal, and may not be suitable for all investors. Selected risks are summarized here and select product specific risk factors are summarized under “Select Risk Considerations” on the relevant product pages, but v1e urge you to read the more detailed explanation of risks described under “Risk Factors” in the applicable product prospectus.

There is No Guarantee that the Index level Will Decrease or Increase by 1.00 Point For Every 0.01 °/o Change in the Level of the Underlying u_s. Treasury Note or Bond Yield: Reasons why this might occur include: market prices for underlying U.S. Treasury note or bond futures contracts may not capture precisely the underlying changes in the U.S. Treasury note or bond yield; the index calculation methodology uses approximation; and the underlying U.S. Treasury note or bond weighting is rebalanced monthly.

Due to the Index Multiplier, Any Changes in the Value of Your ETNs Will Not Occur at the Same Rate as the Corresponding Changes in the Value of the Underlying IndeK: The ETNs apply an index multiplier, the effect of which is to adjust and invert the rate at which the value of the ETNs changes in response to changes in the underlying index level.

LOGO

Market and Volatility Risk: The market value of the ETNs may be influenced by many unpredictable factors and may fluctuate between the date you purchase them and the maturity date or redemption date. You may also sustain a significant loss if you sell your ETNs in the secondary market. Factors that may influence the market value of the ETNs include prevailing market prices of the U.S. stock or U.S. Treasury markets, the index components included in the underlying index, and prevailing market prices of options on such index or any other financial instruments related to such index; and supply and demand for the ETNs, including economic, financial, political, regulatory, geographical or judicial events that affect the level of such index or other financial instruments related to such index.

No Interest Payments from the ETNs: You may not receive any interest payments on the ETNs.

Uncertain Tax Treatment: Significant aspects of the tax treatment of the ETNs are uncertain. You should consult your own tax advisor about your own tax situation.

BlackRock Investments, LLC assists in the promotion of the iPath ETNs.

The ETNs may be sold throughout the day on the exchange through any brokerage account. Commissions may apply and there are tax consequences in the event of sale, redemption or maturity of ETNs.

“Barclays Long Bond US Treasury Futures Targeted Exposure Indexn1” is a trademark of Barclays Bank PLC.

© 2014 Barclays Bank PLC. All rights reserved. iPath, iPath ETNs and the iPath logo are registered trademarks of Barclays Bank PLC. All other trademarks, servicemarks or registered trademarks are the property1 and used with the permission, of their respective owners.

NOT FDIC INSURED “ NO BANK GUARANTEE “

Products Product Suites About iPath ETNs

- Equity ~ Equity ETNs ~ Understanding ETNs

- Commodities ~ Commodity ETNs ~ Investing in iPath ETNs

- Currencies ~ Currency ETNs ~ Trading and Redemption

- Fixed Income ~ Fixed Income ETNs ~ Premiums and Discounts

- Alternatives—Alternative ETNs—Tax Considerations

MAY LOSE VALUE

About Us

iPath Announcements

LOGO

iPath USA Retail Investor English BARCLAYS Products Product suites About ipath ETNs About us

Product Summary

“;Path® US Treasury Long Bond Bear ETN

iPath USA Retail Investor English BARCLAYS Products Product suites About ipath ETNs About us

g 25

“

Q. -25

-50

-75

Aug-1 0 Apr-11 Dec-11 Aug-12 Apr-13 Dec-13 Dec-14

- iPath” US Treasury Long Bond Bear ETN—Barclays Long Bond US Treasury Futures Targeted Exposure Index”””

Source: Bardays, Bloomberg.

The chart above shows the historical periormance of the ETN and the Index from the ETN Inception Date which was August 9, 2010 to the previous days closing price.

ETN Closing Indicative Note Value Returns

ETN closing indicative note value returns show the change in the closing indicative value of the ETNs over the relevant period, expressed as a percentage. The closing indicative note value of an ETN is an amount per ETN calculated on each valuation date that reflects the change in value of the ETN from the previous valuation date due to the daily change in the index level and the daily accrual of the investor fee and other applicable costs. The closing indicative note value of an ETN may differ from the actual trading price of the ETN at any time due to hedging or transaction costs, credit considerations, market liquidity, bid-offer spreads or other factors affecting the trading price of the ETN. For more information on how the closing indicative note value is calculated, please see the section “‘Specific Terms of the ETNs”‘ in the prospectus relating to the ETNs.

lndeK Returns

Index returns show the change in the level of the index underlying the ETNs over the relevant period, expressed as a percentage. Index returns are calculated using the closing index level from the beginning of the relevant period to the end of the relevant period. For any historical period of one year or longer, index returns are shown on an annualized basis. Index returns are for illustrative purposes only and do not represent actual ETN periormance. Index returns do not reflect any management fees, transaction costs, or expenses which would reduce your actual return, including the investor fee and applicable costs of the ETNs. Indexes are unmanaged and one cannot invest directly in an index .

Selected Risk Considerations v

An investment in the iPath ETNs described herein (the “ETNs”) involves risks, including possible loss of principal, and may not be suitable for all investors. Selected risks are summarized here and select product specific risk factors are summarized under “Select Risk Considerations” on the relevant product pages, but we urge you to read the more detailed eKplanation of risks described under “Risk Factors” in the applicable product prospectus.

LOGO

Market and Volatility Risk: The market value of the ETNs may be influenced by many unpredictable factors and may fluctuate between the date you purchase them and the maturity date or redemption date. You may also sustain a significant loss if you sell your ETNs in the secondary market. Factors that may influence the market value of the ETNs include prevailing market prices of the U.S. stock or U.S. Treasury markets, the index components included in the underlying index, and prevailing market prices of options on such index or any other financial instruments related to such index; and supply and demand for the ETNs, including economic, financial, political, regulatory, geographical or judicial events that affect the level of such index or other financial instruments related to such index.

No Interest Payments from the ETNs: You may not receive any interest payments on the ETNs.

Uncertain TaK Treatment: Significant aspects of the tax treatment of the ETNs are uncertain. You should consult your own tax advisor about your own tax situation.

Barclays Bank PLC has filed a registration statement (including a prospectus) with the SEC for the offering to which this communication relates. Before you invest, you should read the prospectus and other documents Barclays Bank PLC has filed with the SEC for more complete information about the issuer and this offering. You may get these documents for free by visiting www.iPathETN.com or EDGAR on the SEC website at www.sec.gov. Alternatively, Barclays Bank PLC \IJill arrange for Barclays Capital Inc. to send you the prospectus if you request it by calling toll-free l-877-764-7284, or you may request a copy from any other dealer participating in the offering.

BlackRock Investments, LLC assists in the promotion of the iPath ETNs.

The ETNs may be sold throughout the day on the exchange through any brokerage account. Commissions may apply and there are tax consequences in the event of sale, redemption or maturity of ETNs.

“Barclays Long Bond US Treasury Futures Targeted Exposure IndexTM” is a trademark of Barclays Bank PLC.

NOT FDIC INSURED “ NO BANK GUARANTEE “ MAY LOSE VALUE

Products Product Suites About iPath ETNs About Us

.,. Equity .,. Equity ETNs .,. Understanding ETNs .,. About Us

.,. Commodities .,. Commodity ETNs .,. Investing in iPath ETNs .,. iPath Announcements

.,. Currencies .,. Currency ETNs .,. Trading and Redemption .,. Contact Us

.,. Fixed Income .,. Fixed Income ETNs .,. Premiums and Discounts

.,. Alternatives .,. Alternative ETNs .,. Tax Considerations

LOGO

iPath USA Retail Investor English BARCLAYS Products Product suites About ipath ETNs About us

Product Summary

·,Path® US Treasury Long Bond Bear ETN

The iPathl!l US Treasury Long Bond Bear ETN is designed to provide investors with inverse exposure to the Barclays Long Bond US Treasury Futures Targeted Exposure Index . , The ETNs are unsecured debt obligations of the issuer, Barclays Bank PLC, and are not, either directly or indirectly, an obligation of or guaranteed by any third party, Any payment to be made on the ETNs, including any payment at maturity or upon redemption, depends on the ability of Barclays Bank PLC to satisfy its obligations as they come due. An investment in the ETNs involves significant risks, including possible loss of principal, and may not be suitable for all investors.

Details Chart Index Composition

Index and ETN Returns (as of 10/ 31/2014)

mo 13 mo 16 mo IYTD 11 yr 13 yrs ISmce ETN Inception

Barclays Long Bond US Treasury Futures Targeted Exposure lndexn” 3.02% 4.84% 8.29% 18.51% 12.20% 5.22% 9.63%

ETN Closing Indicative Note Value Return -8.11% -12.31% -18.96% -32.22% -25.14% -11.77% -15.26%

ETN Market Price Returns (as of 10/3112014)

mo 13 mo 16 mo IYTD 11 yr l 3yrs ISmceETN Inception

iPathlll US Treasury Long Bond Bear ETN -7.90% -12.48% -19.12% -32.55% -25.22% -11.36% -15.25%

iPath USA Retail Investor English BARCLAYS Products Product suites About ipath ETNs About us

IndeK Returns

Index returns show the change in the level of the index underlying the ETNs over the relevant period, expressed as a percentage. Index returns are calculated using the closing index level from the beginning of the relevant period to the end of the relevant period, For any historical period of one year or longer, index returns are shown on an annualized basis. Index returns are for illustrative purposes only and do not represent actual ETN performance. Index returns do not reflect any management fees, transaction costs, or expenses which would reduce your actual return, including the investor fee and applicable costs of the ETNs. Indexes are unmanaged and one cannot invest directly in an index,

ETN Closing Indicative Note Value Returns

ETN Market Price Returns

In the event that there is an absence of a bid/ask value at 4PM on the relevant month end, N/A will be displayed in place of a percentage value for ETN Market Price Returns.

Selected Risk Considerations v

An investment in the iPath ETNs described herein (the “ETNs”) involves risks, including possible loss of principal, and may not be suitable for all investors. Selected risks are summarized here and select product specific risk factors are summarized under “Select Risk Considerations” on the relevant product pages, but we urge you to read the more detailed eKplanation of risks described under “Risk factors” in the applicable product prospectus.

Due to the IndeK Multiplier, Any Changes in the Value of Your ETNs Will Not Occur at the Same Rate as the Corresponding Changes in the Value of the Underlying IndeK: The ETNs apply an index multiplier, the effect of which is to adjust and invert the rate at which the value of the ETNs changes in response to changes in the underlying index level.

LOGO

Market and Volatility Risk: The market value of the ETNs may be influenced by many unpredictable factors and may fluctuate between the date you purchase them and the maturity date or redemption date. You may also sustain a significant loss if you sell your ETNs in the secondary market. Factors that may influence the market value of the ETNs include prevailing market prices of the U.S. stock or U.S. Treasury markets, the index components included in the underlying index, and prevailing market prices of options on such index or any other financial instruments related to such index; and supply and demand for the ETNs, including economic, financial, political, regulatory, geographical or judicial events that affect the level of such index or other financial instruments related to such index.

No Interest Payments from the ETNs: You may not receive any interest payments on the ETNs.

Uncertain TaK Treatment: Significant aspects of the tax treatment of the ETNs are uncertain. You should consult your own tax advisor about your own tax situation.

Barclays Bank PLC has filed a registration statement (including a prospectus) ‘IJith the SEC for the offering to which this communication relates. Before you invest, you should read the prospectus and other documents Barclays Bank PLC has filed with the SEC for more complete information about the issuer and this offering. You may get these documents for free by visiting www.iPathETN.com or EDGAR on the SEC website at www.sec.gov. Alternatively, Barclays Bank PLC will arrange for Barclays Capital Inc. to send you the prospectus if you request it by calling toll-free 1-877-764-7284, or you may request a copy from any other dealer participating in the offering.

BlackRock Investments, LLC assists in the promotion of the iPath ETNs.

The ETNs may be sold throughout the day on the exchange through any brokerage account. Commissions may apply and there are tax consequences in the event of sale, redemption or maturity of ETNs.

“Bardays Long Bond US Treasury Futures Targeted Exposure IndexTM” is a trademark of Barclays Bank PLC.

NOT FDIC INSURED “ NO BANK GUARANTEE “ MAY LOSE VALUE

Products Product Suites About iPath ETNs About Us

- Equity .,_ Equity ETNs—Understanding ETNs—About Us

.,_ Commodities .,_ Commodity ETNs—Investing in iPath ETNs .,_ iPath Announcements

.,_ Currencies .,_ Currency ETNs .,_ Trading and Redemption .,_ Contact Us

.,_ Fixed Income .,_ Fixed Income ETNs .,_ Premiums and Discounts

.,_ Alternatives .,_ Alternative ETNs .,_ Tax Considerations

LOGO

USA Retail Investor English

~ iPath· “ BARClAY$

Products Product Suites About iPath ETNs About Us

Product Listing iPathl!l US Treasury Long Bond Bear ETN

Quick links Search dlbs

Product Summary

“;Path® US Treasury Long Bond Bear ETN

Details Chart Returns

Index Composition (as of 12/0312014)

Index Components IWe~ghtmgs o/o

CBOT 30yr UST March 2015 100.00%

Source: B.arcl.ays, subjectto change.

Weights of the underlying futures contracts in the Index expressed as a percentage of the total absolute dollar exposure of the portfolio.

Selected Risk Considerations v

An investment in the iPath ETNs described herein (the “ETNs”) involves risks, including possible loss of principal, and may not be suitable for all investors. Selected risks are summarized here and select product specific risk factors are summarized under “Select Risk Considerations” on the relevant product pages, but v1e urge you to read the more detailed explanation of risks described under “Risk Factors” in the applicable product prospectus.

Credit of Barclays Bank PLC: The ETNs are unsecured debt obligations of the issuer, Barclays Bank PLC, and are not, either directly or indirectly, an obligation of or guaranteed by any third party, Any payment to be made on the ETNs, including any payment at maturity or upon redemption, depends on the ability of Barclays Bank PLC to satisfy its obligations as they come due. As a result, the actual and perceived creditworthiness of Barclays Bank PLC will affect the market value, if any, of the ETNs prior to maturity or redemption. In addition, 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 ETNs.

Market and Volatility Risk: The market value of the ETNs may be influenced by many unpredictable factors and may fluctuate between the date you purchase them and the maturity date or redemption date. You may also sustain a significant loss if you sell your ETNs in the secondary market. Factors that may influence the market value of the ETNs include prevailing market prices of the U.S. stock or U.S. Treasury markets, the index components included in the underlying index, and prevailing market prices of options on such index or any other financial instruments related to such index; and supply and demand for the ETNs, including economic, financial, political, regulatory, geographical or judicial events that affect the level of such index or other financial instruments related to such index,

No Interest Payments from the ETNs: You may not receive any interest payments on the ETNs.

Uncertain Tax Treatment: Significant aspects of the tax treatment of the ETNs are uncertain. You should consult your own tax advisor about your own tax situation.

Barclays Bank PLC has filed a registration statement (including a prospectus) n“ith the SEC for the offering to \Vhich this communication relates. Before you invest, you should read the prospectus and other documents Barclays Bank PLC has filed \Vith the SEC for more complete information about the issuer and this offering. You may get these documents for free by visiting W\V\v.iPathETN.com or EDGAR on the SEC \Vebsite at www.sec.gov. Alternatively, Barclays Bank PLC \Viii arrange for Barclays Capital Inc. to send you the prospectus if you request it by calling toll-free 1-877-764-7284, or you may request a copy from any other dealer participating in the offering.

BlackRock Investments, LLC assists in the promotion of the iPath ETNs.

The ETNs may be sold throughout the day on the exchange through any brokerage account. Commissions may apply and there are tax consequences in the event of sale, redemption or maturity of ETNs.

“Barclays Long Bond US Treasury Futures Targeted Exposure IndexTH” is a trademark of Barclays Bank PLC.

NOT FDIC INSURED “ NO BANK GUARANTEE “ MAY LOSE VAlUE

Products

Product Suites

About iPath ETNs

About Us

LOGO

~ C4UilY ~ CljUILY C 11~:::. ~ UIIUt:f::OldiiUIIIY Clt’l:!o

“ Commodities “ Commodity ETNs “ Investing in iPath ETNs

“ Currencies “ Currency ETNs _ Trading and Redemption

“ Fixed Income “ Fixed Income ETNs “ Premiums and Discounts

“ Alternatives “ Alternative ETNs Tax Considerations

iPath Announcements

LOGO

iPath USA Retail Investor English BARCLAYS Products Product suites About ipath ETNs About us

Product Summary

“;Path® US Treasury 2-year Bull ETN

The iPathl!l US Treasury 2-year Bull ETN is designed to provide investors with inverse exposure to the Barclays 2Y US Treasury Futures Targeted Exposure Index . , The ETNs are unsecured debt obligations of the issuer, Barclays Bank PLC, and are not, either directly or indirectly, an obligation of or guaranteed by any third party, Any payment to be made on the ETNs, including any payment at maturity or upon redemption, depends on the ability of Barclays Bank PLC to satisfy its obligations as they come due. An investment in the ETNs involves significant risks, including possible loss of principal, and may not be suitable for all investors.

The Barclays 2Y US Treasury Futures Targeted Exposure Index”” (the “Index”) is designed to decrease in response to an increase in the 2-year Treasury note yields and to increase in response to a decrease in 2-year Treasury note yields. The Index targets a fixed level of sensitivity to changes in the yield of the current “cheapest-to-deliver” note underlying the relevant 2-year Treasury futures contract at a given point in time. The Index seeks to achieve its target sensitivity through the allocation of a weighting to the relevant 2-year Treasury futures contract, as traded on the Chicago Board of Trade, underlying the Index. Owning the ETNs is not the same as owning interests in the futures contracts comprising the Index or a security directly linked to the performance of the Index. For additional information regarding the risks associated with the ETNs, please see “Selected Risk Considerations” below.

Chart Returns Index Com position

Summary Market Indicators (as of 12/ 03/ 2014) Documentation

Primary Exchange NYSE Area

ETN Ticker DTUL Closing Indica tive Note Value ETNs outstanding ~~ Prospectus fl

Factsheet

Intraday Indicative Value DTUL.IV1 $61.06 40,833

Ticker a

Bloomberg ETN Keystroke DTUL<EQUITY>< GO> IV/Index History

M arket Capitaliza tion3

Bloomberg Index Ticker BXIITETU

Investor Fee Rate 0.75% per annum 2. $2,493,263

Indew Multipler $0.104

Indew Rolling Cost $0.06 per annum5

CUSIP 06740L469

I SIN US06740L4692

Inception Date 09 August 2010

Maturity 13 August 2020

1, Intraday Indicative Value. The “intra day indicative value” meant to approximate the value of the ETNs during the current trading day by reference to the underlying index is calculated and published during the course of each trading day, The intraday indicative value is intended to provide investors with an approximation of the effect that intraday changes in the level of the underlying index would have on the closing indicative value of the ETNs. The intra day indicative value only reflects the accrued investor fee and other applicable costs at the close of business on the preceding day, but does not include any adjustment for the investor fee or applicable costs accruing during the course of the current day. For more information on how the intraday indicative value is calculated, please see the section

“Valuation of the ETNs” in the prospectus relating to the ETNs.

The intraday indicative value is provided for reference purposes only. It is not intended as a price or quotation, or as an offer or solicitation for the purchase, sale, redemption or termination of the ETNs, nor does it reflect hedging or transaction costs, credit considerations, market liquidity, or bid-offer spreads. Published index levels from the sponsors of the indices underlying the ETNs may occasionally be subject to delay or postponement. Any such delays or postponements will affect the level of the index and therefore the intraday indicative value of the ETNs. Index levels provided by the sponsors of the indices underlying the ETNs do not necessarily reflect the depth and liquidity of the underlying markets for the index components. For this reason and others, the actual trading price of the ETNs may be different from their intraday indicative value.

The investor fee rate per ETN is equal to 0.75%. per year and is used in determining the investor fee which is calculated on a daily basis in the following manner. The investor fee on the inception date was equal to zero. On each subsequent calendar day until maturity or early redemption, the investor fee for each ETN will equal: (1) the closing indicative note value on the immediately preceding calendar day times (2) 0.75% divided by (3) 365. The closing indicative note value of the ETNs is calculated in the manner described in the product prospectus.

Market Capitalization= Closing Indicative Note Value x ETNs Outstanding

4, In dew Multiplier. The effect of the Index Multiplier is to adjust the rate at which the value of the ETNs changes in response to changes in the underlying Index level. As a result of the index multiplier, the ETNs will record a $0.10 gain or loss for every 1.00 point increase or decrease, respectively, in the Index.

Selected Risk Considerations v

An investment in the iPath ETNs described herein (the “ETNs”) involves risks, including possible loss of principal, and may not be suitable for all investors. Selected risks are summarized here and select product specific risk factors are summarized under “Select Risk Considerations” on the relevant product pages, but v1e urge you to read the more detailed ewplanation of risks described under “Risk Factors” in the applicable product prospectus.

There is No Guarantee that the Index level Will Decrease or Increase by 1.00 Point For Every 0.01 °/o Change in the Level of the Underlying U.S. Treasury Note or Bond Yield: Reasons why this might occur include: market prices for underlying U.S. Treasury note or bond futures contracts may not capture precisely the underlying changes in the U.S. Treasury note or bond yield; the index calculation methodology uses approximation; and the underlying U.S. Treasury note or bond weighting is rebalanced monthly.

LOGO

Market and Volatility Risk: The market value of the ETNs may be influenced by many unpredictable factors and may fluctuate between the date you purchase them and the maturity date or redemption date. You may also sustain a significant loss if you sell your ETNs in the secondary market. Factors that may influence the market value of the ETNs include prevailing market prices of the U.S. stock or U.S. Treasury markets, the index components included in the underlying index, and prevailing market prices of options on such index or any other financial instruments related to such index; and supply and demand for the ETNs, including economic, financial, political, regulatory, geographical or judicial events that affect the level of such index or other financial instruments related to such index.

No Interest Payments from the ETNs: You may not receive any interest payments on the ETNs.

Uncertain Tax Treatment: Significant aspects of the tax treatment of the ETNs are uncertain. You should consult your own tax advisor about your own tax situation.

BlackRock Investments, LLC assists in the promotion of the iPath ETNs.

The ETNs may be sold throughout the day on the exchange through any brokerage account. Commissions may apply and there are tax consequences in the event of sale, redemption or maturity of ETNs.

“Barclays 2Y US Treasury Futures Targeted Exposure IndexTM” is a trademark of Barclays Bank PLC.

© 2014 Barclays Bank PLC. All rights reserved. iPath, iPath ETNs and the iPath logo are registered trademarks of Barclays Bank PLC. All other trademarks, servicemarks or registered trademarks are the property1 and used with the permission, of their respective owners.

NOT FDIC INSURED “ NO BANK GUARANTEE “

Products Product Suites About iPath ETNs

- Equity ~ Equity ETNs ~ Understanding ETNs

- Commodities ~ Commodity ETNs ~ Investing in iPath ETNs

- Currencies ~ Currency ETNs ~ Trading and Redemption

- Fixed Income ~ Fixed Income ETNs ~ Premiums and Discounts

- Alternatives—Alternative ETNs—Tax Considerations

MAY LOSE VALUE

About Us

iPath Announcements

LOGO

iPath USA Retail Investor English BARCLAYS Products Product suites About ipath ETNs About us

Product Summary

“;Path® US Treasury 2-year Bull ETN

iPath USA Retail Investor English BARCLAYS Products Product suites About ipath ETNs About us

-5

Aug-1 0 Apr-11 Dec-11 Aug-12 Apr-13 Dec-13 Dec-14

- iPath” US Treasury 2-year Bull ETN—Barclays 2Y US Treasury Futures Targeted Exposure Index”””

Source: Bardays, Bloomberg.

The chart above shows the historical periormance of the ETN and the Index from the ETN Inception Date which was August 9, 2010 to the previous days closing price.

ETN Closing Indicative Note Value Returns

ETN closing indicative note value returns show the change in the closing indicative value of the ETNs over the relevant period, expressed as a percentage. The closing indicative note value of an ETN is an amount per ETN calculated on each valuation date that reflects the change in value of the ETN from the previous valuation date due to the daily change in the index level and the daily accrual of the investor fee and other applicable costs. The closing indicative note value of an ETN may differ from the actual trading price of the ETN at any time due to hedging or transaction costs, credit considerations, market liquidity, bid-offer spreads or other factors affecting the trading price of the ETN. For more information on how the closing indicative note value is calculated, please see the section “‘Specific Terms of the ETNs”‘ in the prospectus relating to the ETNs.

IndeK Returns

Index returns show the change in the level of the index underlying the ETNs over the relevant period, expressed as a percentage. Index returns are calculated using the closing index level from the beginning of the relevant period to the end of the relevant period. For any historical period of one year or longer, index returns are shown on an annualized basis. Index returns are for illustrative purposes only and do not represent actual ETN periormance. Index returns do not reflect any management fees, transaction costs, or expenses which would reduce your actual return, including the investor fee and applicable costs of the ETNs. Indexes are unmanaged and one cannot invest directly in an index .

Selected Risk Considerations v

An investment in the iPath ETNs described herein (the “ETNs”) involves risks, including possible loss of principal, and may not be suitable for all investors. Selected risks are summarized here and select product specific risk factors are summarized under “Select Risk Considerations” on the relevant product pages, but we urge you to read the more detailed eKplanation of risks described under “Risk Factors” in the applicable product prospectus.

The Underlying U.S. Treasury Note or Bond Yield May Increase, Decrease or Remain Unchanged Over the Term of Your ETNs: The return on your ETNs is linked to the periormance of the underlying index, which corresponds to changes in the underlying U.S. Treasury note or bond yield. Changes in the underlying U.S. Treasury note or bond yield are affected by a number of unpredictable factors, and such factors may cause the underlying U.S. Treasury note or bond yield to increase, decrease or remain unchanged over the term of your ETNs.

There is No Guarantee that the lndeK Level Will Decrease or Increase by 1.00 Point For Every 0.01°/0 Change in the level of the Underlying U.S. Treasury Note or Bond Yield: Reasons why this might occur include: market prices for underlying U.S. Treasury note or bond futures contracts may not capture precisely the underlying changes in the U.S. Treasury note or bond yield; the index calculation methodology uses approximation; and the underlying U.S. Treasury note or bond weighting is rebalanced monthly.

Due to the IndeK Multiplier, Any Changes in the Value of Your ETNs Will Not Occur at the Same Rate as the Corresponding Changes in the Value of the Underlying IndeK: The ETNs apply an index multiplier, the effect of which is to adjust and invert the rate at which the value of the ETNs changes in response to changes in the underlying index level.

LOGO

Market and Volatility Risk: The market value of the ETNs may be influenced by many unpredictable factors and may fluctuate between the date you purchase them and the maturity date or redemption date. You may also sustain a significant loss if you sell your ETNs in the secondary market. Factors that may influence the market value of the ETNs include prevailing market prices of the U.S. stock or U.S. Treasury markets, the index components included in the underlying index, and prevailing market prices of options on such index or any other financial instruments related to such index; and supply and demand for the ETNs, including economic, financial, political, regulatory, geographical or judicial events that affect the level of such index or other financial instruments related to such index.

No Interest Payments from the ETNs: You may not receive any interest payments on the ETNs.

Uncertain TaK Treatment: Significant aspects of the tax treatment of the ETNs are uncertain. You should consult your own tax advisor about your own tax situation.

Barclays Bank PLC has filed a registration statement (including a prospectus) with the SEC for the offering to which this communication relates. Before you invest, you should read the prospectus and other documents Barclays Bank PLC has filed with the SEC for more complete information about the issuer and this offering. You may get these documents for free by visiting www.iPathETN.com or EDGAR on the SEC website at www.sec.gov. Alternatively, Barclays Bank PLC \IJill arrange for Barclays Capital Inc. to send you the prospectus if you request it by calling toll-free l-877-764-7284, or you may request a copy from any other dealer participating in the offering.

BlackRock Investments, LLC assists in the promotion of the iPath ETNs.

The ETNs may be sold throughout the day on the exchange through any brokerage account. Commissions may apply and there are tax consequences in the event of sale, redemption or maturity of ETNs.

“Barclays 2Y US Treasury Futures Targeted Exposure IndexTM” is a trademark of Barclays Bank PLC.

NOT FDIC INSURED “ NO BANK GUARANTEE “ MAY LOSE VALUE

Products Product Suites About iPath ETNs About Us

.,. Equity .,. Equity ETNs .,. Understanding ETNs .,. About Us

.,. Commodities .,. Commodity ETNs .,. Investing in iPath ETNs .,. iPath Announcements

.,. Currencies .,. Currency ETNs .,. Trading and Redemption .,. Contact Us

.,. Fixed Income .,. Fixed Income ETNs .,. Premiums and Discounts

.,. Alternatives .,. Alternative ETNs .,. Tax Considerations

LOGO

iPath USA Retail Investor English BARCLAYS Products Product suites About ipath ETNs About us

Product Summary

·,Path® US Treasury 2-year Bull ETN

Details Chart Index Composition

Index and ETN Returns (as of 10/31/2014)

mo 13 mo 16 mo IYTD 11 yr 13 yrs ISmce ETN Inception

Barclays 2Y US Treasury Futures Targeted Exposure Index”-’ 1.42% 1.71% 1.74% 2.74% 2.09% 1.35% 2.55%

ETN Closing Indicative Note Value Return 2.94% 3.42% 3.26% 5.16% 3.59% 2.06% 4.78%

ETN Market Price Returns (as of 10/31/2014)

mo 13 mo 16 mo IYTD 11 yr l 3yrs ISmceETN Inception

iPathlll US Treasury 2-year Bull ETN 2.85% 3.37% 3.19% 5.09% 3.55% 1.98% 4.77%

iPath USA Retail Investor English BARCLAYS Products Product suites About ipath ETNs About us

IndeK Returns

Index returns show the change in the level of the index underlying the ETNs over the relevant period1 expressed as a percentage. Index returns are calculated using the closing index level from the beginning of the relevant period to the end of the relevant period, For any historical period of one year or longer, index returns are shown on an annualized basis. Index returns are for illustrative purposes only and do not represent actual ETN performance. Index returns do not reflect any management fees, transaction costs, or expenses which would reduce your actual return1 including the investor fee and applicable costs of the ETNs. Indexes are unmanaged and one cannot invest directly in an index,

ETN Closing Indicative Note Value Returns

ETN closing indicative note value returns show the change in the closing indicative value of the ETNs over the relevant period, expressed as a percentage. For any historical period of one year or longer1 closing indicative note value returns are shown on an annualized basis. The closing indicative note value of an ETN is an amount per ETN calculated on each valuation date that reflects the change in value of the ETN from the previous valuation date due to the daily change in the index level and the daily accrual of the investor fee and other applicable costs. The closing indicative note value of an ETN may differ from the actual trading price of the ETN at any time due to hedging or transaction costs, credit considerations/ market liquidity1 bid-offer spreads or other factors affecting the trading price of the ETN. For more information on how the closing indicative note value is calculated1 please see the section “Specific Terms of the ETNs” in the prospectus relating to the ETNs.

ETN Market Price Returns

ETN Market price returns show the change in the end-of-day trading price of the ETNs on the exchange over the relevant period, expressed as a percentage. Market price returns are calculated using the midpoint of the bid/ask spread at 4:00pm Eastern time (or the last midpoint of the bid/ask spread prior to 4:00pm Eastern time) from the beginning of the relevant period to the end of the relevant period. For any historical period of one year or longer, market price returns are shown on an annualized basis. Market price returns do not represent the returns you would receive if you traded at a price or at a time on the exchange other than as described in this section. Market price returns do not account for brokerage commissions1 which will reduce actual returns, and may not include the effect of any applicable fees and costs on the ETNs.

In the event that there is an absence of a bid/ask value at 4PM on the relevant month end, N/A will be displayed in place of a percentage value for ETN Market Price Returns.

Selected Risk Considerations v

An investment in the iPath ETNs described herein (the “ETNs”) involves risks, including possible loss of principal, and may not be suitable for all investors. Selected risks are summarized here and select product specific risk factors are summarized under “Select Risk Considerations” on the relevant product pages, but we urge you to read the more detailed eKplanation of risks described under “Risk Factors” in the applicable product prospectus.

value of such index level has increased or decreased as the case may be. Because the ETNs are subject to an investor fee and other applicable costs the return on the ETNs will always be lower than the total

return on a direct investment in the index components. The ETNs are riskier than ordinary unsecured debt securities and have no principal protection.

Credit of Barclays Bank PLC: The ETNs are unsecured debt obligations of the issuer1 Barclays Bank PLC1 and are not1 either directly or indirectly, an obligation of or guaranteed by any third party. Any payment to be made on the ETNs1 including any payment at maturity or upon redemption, depends on the ability of Barclays Bank PLC to satisfy its obligations as they come due. As a result, the actual and

perceived creditworthiness of Barclays Bank PLC will affect the market value if any of the ETNs prior to maturity or redemption. In addition in the event Barclays Bank PLC were to default on its obligations,

1 1

you may not receive any amounts owed to you under the terms of the ETNs.

The Underlying U.S. Treasury Note or Bond Yield May Increase, Decrease or Remain Unchanged Over the Term of Your ETNs: The return on your ETNs is linked to the performance of the

underlying index1 which corresponds to changes in the underlying U.S. Treasury note or bond yield. Changes in the underlying U.S. Treasury note or bond yield are affected by a number of unpredictable

factors and such factors may cause the underlying U.S. Treasury note or bond yield to increase decrease or remain unchanged over the term of your ETNs.

Market and Volatility Risk: The market value of the ETNs may be influenced by many unpredictable factors and may fluctuate between the date you purchase them and the maturity date or redemption date. You may also sustain a significant loss if you sell your ETNs in the secondary market. Factors that may influence the market value of the ETNs include prevailing market prices of the U.S. stock or U.S. Treasury markets1 the index components included in the underlying index, and prevailing market prices of options on such index or any other financial instruments related to such index; and supply and

demand for the ETNS including economic, financia1 politica1 regulatory geographical or judicial events that affect the level of such index or other financial instruments related to such index.

1 1 1

LOGO

No Inter-est Payments fr-om the ETNs: You may not receive any interest payments on the ETNs.

Restr-ictions on the Minimum Number of ETNs and Date Restrictions for- Redemptions: You must redeem at least 50,000 ETNs of the same series at one time in order to exercise your right to redeem your ETNs on any redemption date. You may only redeem your ETNs on a redemption date if we receive a notice of redemption from you by certain dates and times as set forth in the product prospectus.

Uncertain Taw Tr-eatment: Significant aspects of the tax treatment of the ETNs are uncertain. You should consult your own tax advisor about your own tax situation.

Bar-clays Bank PLC has filed a r-egistration statement (including a pr-ospectus) with the SEC for- the offer-ing to which this communication r-elates. Before you invest, you should r-ead the pr-ospectus and other- documents Bar-clays Bank PLC has filed with the SEC for- mor-e complete information about the issuer- and this offer-ing. You may get these documents for- fr-ee by visiting WW\’I.iPathETN.com or- EDGAR on the SEC \’lebsite at www.sec.gov. Alter-natively, Bar-clays Bank PLC will ar-r-ange for- Barclays Capital Inc. to send you the prospectus if you r-equest it by calling toll-fr-ee 1-877-764-7284, or- you may r-equest a copy fr-om any other- dealer- participating in the offering.

BlackRock Investments, LLC assists in the promotion of the iPath ETNs.

The ETNs may be sold throughout the day on the exchange through any brokerage account. Commissions may apply and there are tax consequences in the event of sale, redemption or maturity of ETNs.

“Barclays 2Y US Treasury Futures Targeted Exposure Indexn “ is a trademark of Barclays Bank PLC.

NOT FDIC INSURED “ NO BANK GUARANTEE “ MAY LOSE VALUE

Products Product Suites About iPath ETNs About Us

., Equity Equity ETNs Understanding ETNs ., About Us

., Commodities Commodity ETNs Investing in iPath ETNs iPath Announcements

., Currencies Currency ETNs Trading and Redemption Contact Us

., Fixed Income ., Fixed Income ETNs Premiums and Discounts

., Alternatives ., Alternative ETNs ., Tax Considerations

LOGO

iPath USA Retail Investor English BARCLAYS Products Product suites About ipath ETNs About us

Product Summary

“;Path® US Treasury 2-year Bull ETN

iPath USA Retail Investor English BARCLAYS Products Product suites About ipath ETNs About us

Weights of the underlying futures contracts in the Index expressed as a percentage of the total absolute dollar exposure of the portfolio.

Selected Risk Considerations v

An investment in the iPath ETNs described herein (the “ETNs”) involves risks, including possible loss of principal, and may not be suitable for all investors. Selected risks are summarized here and select product specific risk factors are summarized under “Select Risk Considerations” on the relevant product pages, but .,,e urge you to read the more detailed explanation of risks described under “Risk Factors” in the applicable product prospectus.

You May lose Some or All of Your Principal: The ETNs are exposed to any decrease in the level of the underlying index between the inception date and the applicable valuation date. Additionally, if the level of the underlying index is insufficient to offset the negative effect of the investor fee and other applicable costs, you will lose some or all of your investment at maturity or upon redemption1 even if the value of such index level has increased or decreased, as the case may be. Because the ETNs are subject to an investor fee and other applicable costs, the return on the ETNs will always be lower than the total return on a direct investment in the index components. The ETNs are riskier than ordinary unsecured debt securities and have no principal protection.

Credit of Barclays Bank PlC: The ETNs are unsecured debt obligations of the issuer, Barclays Bank PLC, and are not, either directly or indirectly, an obligation of or guaranteed by any third party, Any payment to be made on the ETNs, including any payment at maturity or upon redemption, depends on the ability of Barclays Bank PLC to satisfy its obligations as they come due. As a result, the actual and perceived creditworthiness of Barclays Bank PLC will affect the market value, if any, of the ETNs prior to maturity or redemption. In addition, 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 ETNs.

The Underlying U.S. Treasury Note or Bond Yield May Increase, Decrease or Remain Unchanged Over the Term of Your ETNs: The return on your ETNs is linked to the performance of the underlying index, which corresponds to changes in the underlying U.S. Treasury note or bond yield. Changes in the underlying U.S. Treasury note or bond yield are affected by a number of unpredictable factors1 and such factors may cause the underlying U.S. Treasury note or bond yield to increase, decrease or remain unchanged over the term of your ETNs.

Market and Volatility Risk: The market value of the ETNs may be influenced by many unpredictable factors and may fluctuate between the date you purchase them and the maturity date or redemption date. You may also sustain a significant loss if you sell your ETNs in the secondary market. Factors that may influence the market value of the ETNs include prevailing market prices of the U.S. stock or U.S. Treasury markets, the index components included in the underlying index, and prevailing market prices of options on such index or any other financial instruments related to such index; and supply and demand for the ETNs, including economic, financial, political, regulatory, geographical or judicial events that affect the level of such index or other financial instruments related to such index,

No Interest Payments from the ETNs: You may not receive any interest payments on the ETNs.

Uncertain Tax Treatment: Significant aspects of the tax treatment of the ETNs are uncertain. You should consult your own tax advisor about your own tax situation.

Barclays Bank PLC has filed a registration statement (including a prospectus) n“ith the SEC for the offering to \Vhich this communication relates. Before you invest, you should read the prospectus and other documents Barclays Bank PlC has filed \Vith the SEC for more complete information about the issuer and this offering. You may get these documents for free by visiting W\V\v.iPathETN.com or EDGAR on the SEC \Vebsite at www.sec.gov. Alternatively, Barclays Bank PlC \Viii arrange for Barclays Capital Inc. to send you the prospectus if you request it by calling toll-free 1-877-764-7284, or you may request a copy from any other dealer participating in the offering.

BlackRock Investments, LLC assists in the promotion of the iPath ETNs.

The ETNs may be sold throughout the day on the exchange through any brokerage account. Commissions may apply and there are tax consequences in the event of sale, redemption or maturity of ETNs.

“Barclays 2Y US Treasury Futures Targeted Exposure IndexTM” is a trademark of Barclays Bank PLC.

NOT FDIC INSURED “ NO BANK GUARANTEE “ MAY LOSE VALUE

LOGO

Products Product Suites About iPath ETNs About Us

“ Equity .,. Equity ETNs .,. Understanding ETNs .,. About Us

.,. Commodities .,. Commodity ETNs .,. Investing in iPath ETNs ,. iPath Announcements

.,. Currencies .,. Currency ETNs .,. Trading and Redemption ,. Contact Us

.,. Fixed Income .,. Fixed Income ETNs .,. Premiums and Discounts

.,. Alternatives .,. Alternative ETNs 11> Tax Considerations

iPath USA Retail Investor English BARCLAYS Products Product suites About ipath ETNs About us

LOGO

iPath USA Retail Investor English BARCLAYS Products Product suites About ipath ETNs About us

Product Summary

·1Path® US Treasury 2-year Bear ETN

The iPathl!l US Treasury 2-year Bear ETN is designed to provide investors with inverse exposure to the Barclays 2Y US Treasury Futures Targeted Exposure Index . The ETNs are riskier than ordinary unsecured debt securities and have no principal protection. The ETNs are unsecured debt obligations of the issuer, Barclays Bank PLC, and are not, either directly or indirectly, an obligation of or guaranteed by any third party. Any payment to be made on the ETNs, including any payment at maturity or upon redemption, depends on the ability of Barclays Bank PLC to satisfy its obligations as they come due. An investment in the ETNs involves significant risks, including possible loss of principal, and may not be suitable for all investors.

Chart Returns Index Composition

Summary Market Indicators (as of 12/ 03/ 2014) Documentation

Primary Exchange NYSE Area

ETN Ticker DTUS Closing Indica tive Note Value ETNs outstanding ~~ Prospectus fl

Factsheet

Intraday Indicative Value DTUS.IV1 $35.46 365,943

Ticker a

Bloomberg ETN Keystroke DTUS<EQUITY><GO > IV/Index History

M arket Capitaliza tion3

Bloomberg Inde~o~ Ticker BXIITETU

Investor Fee Rate 0.75% per annum 2. $1 2,979,998

Indew Multipler -$0.104

Indew Rolling Cost $0.06 per annum5

CUSIP 06740L519

I SIN US06740L5194

Inception Date 09 August 2010

Maturity 13 August 2020

Intraday Indicative Value. The “intraday indicative value” meant to approximate the value of the ETNs during the current trading day by reference to the underlying index is calculated and published during the course of each trading day. The intraday indicative value is intended to provide investors with an approximation of the effect that intraday changes in the level of the underlying index would have on the closing indicative value of the ETNs. The intraday indicative value only reflects the accrued investor fee and other applicable costs at the close of business on the preceding day, but does not include any adjustment for the investor fee or applicable costs accruing during the course of the current day. For more information on how the intraday indicative value is calculated, please see the section “Valuation of the ETNs” in the prospectus relating to the ETNs.

The intraday indicative value is provided for reference purposes only. It is not intended as a price or quotation, or as an offer or solicitation for the purchase, sale, redemption or termination of the ETNs, nor does it reflect hedging or transaction costs, credit considerations, market liquidity, or bid-offer spreads. Published index levels from the sponsors of the indices underlying the ETNs may occasionally be subject to delay or postponement. Any such delays or postponements will affect the level of the index and therefore the intraday indicative value of the ETNs. Index levels provided by the sponsors of the indices underlying the ETNs do not necessarily reflect the depth and liquidity of the underlying markets for the index components. For this reason and others, the actual trading price of the ETNs may be different from their intraday indicative value.

Market Capitalization= Closing Indicative Note Value x ETNs Outstanding.

Indew Multiplier. The effect of the Index Multiplier is to adjust the rate at which the value of the ETNs changes in response to changes in the underlying Index level. As a result of the index multiplier, the ETNs will record a $0.10 gain or loss for every 1.00 point increase or decrease, respectively, in the Index.

Selected Risk Considerations v

An investment in the iPath ETNs described herein (the “ETNs”) involves risks, including possible loss of principal, and may not be suitable for all investors. Selected risks are summarized here and select product specific risk factors are summarized under “Select Risk Considerations” on the relevant product pages, but v1e urge you to read the more detailed ewplanation of risks described under “Risk Factors” in the applicable product prospectus.

Market and Volatility Risk: The market value of the ETNs may be influenced by many unpredictable factors and may fluctuate between the date you purchase them and the maturity date or redemption date. You may also sustain a significant loss if you sell your ETNs in the secondary market. Factors that may influence the market value of the ETNs include prevailing market prices of the U.S. stock or U.S. Treasury markets, the index components included in the underlying index, and prevailing market prices of options on such index or any other financial instruments related to such index; and supply and demand for the ETNs, including economic, financial, political, regulatory, geographical or judicial events that affect the level of such index or other financial instruments related to such index.

LOGO

No Interest Payments from the ETNs: You may not receive any interest payments on the ETNs.

Restrictions on the Minimum Number of ETNs and Date Restrictions for- Redemptions: You must redeem at least 50,000 ETNs of the same series at one time in order to exercise your right to redeem your ETNs on any redemption date. You may only redeem your ETNs on a redemption date if we receive a notice of redemption from you by certain dates and times as set forth in the product prospectus.

Uncertain Tax Treatment: Significant aspects of the tax treatment of the ETNs are uncertain. You should consult your own tax advisor about your own tax situation,

Barclays Bank PLC has filed a registration statement (including a prospectus) ‘IJith the SEC for the offering to which this communication relates. Before you invest, you should read the prospectus and other documents Bardays Bank PLC has filed ‘IJith the SEC for more complete information about the issuer and this offering. You may get these documents for free by visiting www.iPathETN.com or EDGAR on the SEC website at Wl,llw.sec.gov. Alternati . ely, Bardays Bank PLC ‘IJill arrange for Barclays Capital Inc. to send you the prospectus if you request it by calling toll-free l-877-764-7284, or you may request a copy from any other dealer participating in the offering.

BlackRock Investments, LLC assists in the promotion of the iPath ETNs.

The ETNs may be sold throughout the day on the exchange through any brokerage account. Commissions may apply and there are tax consequences in the event of sale, redemption or maturity of ETNs.

“Barclays 2Y US Treasury Futures Targeted Exposure IndexTM” is a trademark of Barclays Bank PLC.

NOT FDIC INSURED “ NO BANK GUARANTEE “ MAY lOSE VALUE

Products Product Suites About iPath ETNs

~ Equity ~ Equity ETNs ~ Understanding ETNs

~ Commodities ~ Commodity ETNs ~ Investing in iPath ETNs

~ Currencies ~ Currency ETNs ~ Trading and Redemption

“ Fixed Income ~ Fixed Income ETNs ~ Premiums and Discounts

“ Alternatives ~ Alternative ETNs ~ Tax Considerations

About Us

iPath Announcements

LOGO

iPath USA Retail Investor English BARCLAYS Products Product suites About ipath ETNs About us

Product Summary

·1Path® US Treasury 2-year Bear ETN

iPath USA Retail Investor English BARCLAYS Products Product suites About ipath ETNs About us

I’d -10

.~ -20

-30

-40

Aug-1 0 Apr-11 Dec-11 Aug-12 Apr-13 Dec-13 Dec-14

- iPath” US Treasury 2-year Bear ETN—Barclays 2Y US Treasury Futures Targeted Exposure Index’”‘

Source: Bardays, Bloomberg.

The chart above shows the historical periormance of the ETN and the Index from the ETN Inception Date which was August 9, 2010 to the previous days closing price.

ETN Closing Indicative Note Value Returns

ETN closing indicative note value returns show the change in the closing indicative value of the ETNs over the relevant period, expressed as a percentage. The closing indicative note value of an ETN is an amount per ETN calculated on each valuation date that reflects the change in value of the ETN from the previous valuation date due to the daily change in the index level and the daily accrual of the investor fee and other applicable costs. The closing indicative note value of an ETN may differ from the actual trading price of the ETN at any time due to hedging or transaction costs, credit considerations, market liquidity, bid-offer spreads or other factors affecting the trading price of the ETN. For more information on how the closing indicative note value is calculated, please see the section “‘Specific Terms of the ETNs”‘ in the prospectus relating to the ETNs.

lndeK Returns

Index returns show the change in the level of the index underlying the ETNs over the relevant period, expressed as a percentage. Index returns are calculated using the closing index level from the beginning of the relevant period to the end of the relevant period. For any historical period of one year or longer, index returns are shown on an annualized basis. Index returns are for illustrative purposes only and do not represent actual ETN periormance. Index returns do not reflect any management fees, transaction costs, or expenses which would reduce your actual return, including the investor fee and applicable costs of the ETNs. Indexes are unmanaged and one cannot invest directly in an index .

Selected Risk Considerations v

An investment in the iPath ETNs described herein (the “ETNs”) involves risks, including possible loss of principal, and may not be suitable for all investors. Selected risks are summarized here and select product specific risk factors are summarized under “Select Risk Considerations” on the relevant product pages, but we urge you to read the more detailed eKplanation of risks described under “Risk Factors” in the applicable product prospectus.

There is No Guarantee that the Index Level Will Decrease or Increase by 1.00 Point For Every 0.01°/0 Change in the level of the Underlying U.S. Treasury Note or Bond Yield: Reasons why this might occur include: market prices for underlying U.S. Treasury note or bond futures contracts may not capture precisely the underlying changes in the U.S. Treasury note or bond yield; the index calculation methodology uses approximation; and the underlying U.S. Treasury note or bond weighting is rebalanced monthly.

Due to the IndeK Multiplier, Any Changes in the Value of Your ETNs Will Not Occur at the Same Rate as the Corresponding Changes in the Value of the Underlying IndeK: The ETNs apply an index multiplier, the effect of which is to adjust and invert the rate at which the value of the ETNs changes in response to changes in the underlying index level.

Market and Volatility Risk: The market value of the ETNs may be influenced by many unpredictable factors and may fluctuate between the date you purchase them and the maturity date or redemption date. You may also sustain a significant loss if you sell your ETNs in the secondary market. Factors that may influence the market value of the ETNs include prevailing market prices of the U.S. stock or U.S. Treasury markets, the index components included in the underlying index, and prevailing market prices of options on such index or any other financial instruments related to such index; and supply and demand for the ETNs, including economic, financial, political, regulatory, geographical or judicial events that affect the level of such index or other financial instruments related to such index.

LOGO

No Interest Payments from the ETNs: You may not receive any interest payments on the ETNs.

Uncertain Tax Treatment: Significant aspects of the tax treatment of the ETNs are uncertain. You should consult your own tax advisor about your own tax situation.

Barclays Bank PLC has filed a registration statement (including a prospectus) n“ith the SEC for the offering to which this communication relates. Before you in \lest, you should read the prospectus and other documents Barclays Bank PLC has filed \Vith the SEC for more complete information about the issuer and this offering. You may get these documents for free by visiting w,.,,.,,iPathETN.com or EDGAR on the SEC ,.,ebsite at www.sec.gov. Alternati\lely, Barclays Bank PLC \Viii arrange for Barclays Capital Inc. to send you the prospectus if you request it by calling toll-free 1-877-764-7284, or you may request a copy from any other dealer participating in the offering.

BlackRock Investments, LLC assists in the promotion of the iPath ETNs.

The ETNs may be sold throughout the day on the exchange through any brokerage account. Commissions may apply and there are tax consequences in the event of sale, redemption or maturity of ETNs.

“Barclays 2Y US Treasury Futures Targeted Exposure IndexTM” is a trademark of Barclays Bank PLC.

NOT FDIC INSURED “ NO BANK GUARANTEE “ MAY LOSE VALUE

Products Product Suites About iPath ETNs About Us

.,. Equity .,. Equity ETNs .,. Understanding ETNs .,. About Us

.,. Commodities .,. Commodity ETNs .,. Investing in iPath ETNs .,. iPath Announcements

.,. Currencies .,. Currency ETNs .,. Trading and Redemption .,. Contact Us

.,. Fixed Income .,. Fixed Income ETNs .,. Premiums and Discounts

.,. Alternatives .,. Alternative ETNs .,. Tax Considerations

LOGO

iPath USA Retail Investor English BARCLAYS Products Product suites About ipath ETNs About us

Product Summary

·1Path® US Treasury 2-year Bear ETN

Details Chart Index Composition

Index and ETN Returns (as of 10/ 31/2014)

mo 13 mo 16 mo IYTD 11 yr 13 yrs ISmce ETN Inception

Barclays 2Y US Treasury Futures Targeted Exposure Index”-’ 1.42% 1.71% 1.74% 2.74% 2.09% 1.35% 2.55%

ETN Closing Indicative Note Value Return -4.81% -5.86% -6.15% -9.30% -7.58% -5.06% -7.66%

ETN Market Price Returns (as of 10/31/2014)

mo 13 mo 16 mo IYTD 11 yr l 3yrs ISmceETN Inception

iPathlll US Treasury 2-year Bear ETN

iPath USA Retail Investor English BARCLAYS Products Product suites About ipath ETNs About us

IndeK Returns

ETN Closing Indicative Note Value Returns

ETN Market Price Returns

In the event that there is an absence of a bid/ask value at 4PM on the relevant month end, N/A will be displayed in place of a percentage value for ETN Market Price Returns.

Selected Risk Considerations v

An investment in the iPath ETNs described herein (the “ETNs”) involves risks, including possible loss of principal, and may not be suitable for all investors. Selected risks are summarized here and select product specific risk factors are summarized under “Select Risk Considerations” on the relevant product pages, but we urge you to read the more detailed eKplanation of risks described under “Risk factors” in the applicable product prospectus.

Due to the IndeK Multiplier, Any Changes in the Value of Your ETNs Will Not Occur at the Same Rate as the Corresponding Changes in the Value of the Underlying IndeK: The ETNs apply an index multiplier, the effect of which is to adjust and invert the rate at which the value of the ETNs changes in response to changes in the underlying index level.

Market and Volatility Risk: The market value of the ETNs may be influenced by many unpredictable factors and may fluctuate between the date you purchase them and the maturity date or redemption date. You may also sustain a significant loss if you sell your ETNs in the secondary market. Factors that may influence the market value of the ETNs include prevailing market prices of the U.S. stock or U.S. Treasury markets, the index components included in the underlying index, and prevailing market prices of options on such index or any other financial instruments related to such index; and supply and demand for the ETNs, including economic, financial, political, regulatory, geographical or judicial events that affect the level of such index or other financial instruments related to such index.

LOGO

No Inter-est Payments fr-om the ETNs: You may not receive any interest payments on the ETNs.

Uncertain Taw Tr-eatment: Significant aspects of the tax treatment of the ETNs are uncertain. You should consult your own tax advisor about your own tax situation.

BlackRock Investments, LLC assists in the promotion of the iPath ETNs.

The ETNs may be sold throughout the day on the exchange through any brokerage account. Commissions may apply and there are tax consequences in the event of sale, redemption or maturity of ETNs.

“Barclays 2Y US Treasury Futures Targeted Exposure Indexn “ is a trademark of Barclays Bank PLC.

NOT FDIC INSURED “ NO BANK GUARANTEE “ MAY LOSE VALUE

Products Product Suites About iPath ETNs About Us

., Equity Equity ETNs Understanding ETNs ., About Us

., Commodities Commodity ETNs Investing in iPath ETNs iPath Announcements

., Currencies Currency ETNs Trading and Redemption Contact Us

., Fixed Income ., Fixed Income ETNs Premiums and Discounts

., Alternatives ., Alternative ETNs ., Tax Considerations

LOGO

iPath USA Retail Investor English BARCLAYS Products Product suites About ipath ETNs About us

Product Summary

·1Path® US Treasury 2-year Bear ETN

iPath USA Retail Investor English BARCLAYS Products Product suites About ipath ETNs About us

Weights of the underlying futures contracts in the Index expressed as a percentage of the total absolute dollar exposure of the portfolio.

Selected Risk Considerations v

An investment in the iPath ETNs described herein (the “ETNs”) involves risks, including possible loss of principal, and may not be suitable for all investors. Selected risks are summarized here and select product specific risk factors are summarized under “Select Risk Considerations” on the relevant product pages, but .,,e urge you to read the more detailed explanation of risks described under “Risk Factors” in the applicable product prospectus.

You May lose Some or All of Your Principal: The ETNs are exposed to any decrease in the level of the underlying index between the inception date and the applicable valuation date. Additionally, if the level of the underlying index is insufficient to offset the negative effect of the investor fee and other applicable costs, you will lose some or all of your investment at maturity or upon redemption1 even if the value of such index level has increased or decreased, as the case may be. Because the ETNs are subject to an investor fee and other applicable costs, the return on the ETNs will always be lower than the total return on a direct investment in the index components. The ETNs are riskier than ordinary unsecured debt securities and have no principal protection.

The Underlying U.S. Treasury Note or Bond Yield May Increase, Decrease or Remain Unchanged Over the Term of Your ETNs: The return on your ETNs is inversely linked to the performance of the underlying index1 which inversely corresponds to changes in the underlying U.S. Treasury note or bond yield. Changes in the underlying U.S. Treasury note or bond yield are affected by a number of unpredictable factors, and such factors may cause the underlying U.S. Treasury note or bond yield to increase, decrease or remain unchanged over the term of your ETNs.

Market and Volatility Risk: The market value of the ETNs may be influenced by many unpredictable factors and may fluctuate between the date you purchase them and the maturity date or redemption date. You may also sustain a significant loss if you sell your ETNs in the secondary market. Factors that may influence the market value of the ETNs include prevailing market prices of the U.S. stock or U.S. Treasury markets, the index components included in the underlying index, and prevailing market prices of options on such index or any other financial instruments related to such index; and supply and demand for the ETNs, including economic, financial, political, regulatory, geographical or judicial events that affect the level of such index or other financial instruments related to such index.

No Interest Payments from the ETNs: You may not receive any interest payments on the ETNs.

Uncertain Tax Treatment: Significant aspects of the tax treatment of the ETNs are uncertain. You should consult your own tax advisor about your own tax situation.

Barclays Bank PLC has filed a registration statement (including a prospectus) n“ith the SEC for the offering to \Vhich this communication relates. Before you invest, you should read the prospectus and other documents Barclays Bank PlC has filed \Vith the SEC for more complete information about the issuer and this offering. You may get these documents for free by visiting W\V\v.iPathETN.com or EDGAR on the SEC \Vebsite at www.sec.gov. Alternatively, Barclays Bank PlC \Viii arrange for Barclays Capital Inc. to send you the prospectus if you request it by calling toll-free 1-877-764-7284, or you may request a copy from any other dealer participating in the offering.

BlackRock Investments, LLC assists in the promotion of the iPath ETNs.

The ETNs may be sold throughout the day on the exchange through any brokerage account. Commissions may apply and there are tax consequences in the event of sale, redemption or maturity of ETNs.

“Barclays 2Y US Treasury Futures Targeted Exposure IndexTM” is a trademark of Barclays Bank PLC.

NOT FDIC INSURED “ NO BANK GUARANTEE “ MAY LOSE VALUE

LOGO

Products Product Suites About iPath ETNs About Us

11> Equity 11> Equity ETNs 11> Understanding ETNs 11> About Us

.,. Commodities .,. Commodity ETNs .,. Investing in iPath ETNs .,. iPath Announcements

Currencies .,. Currency ETNs “ Trading and Redemption .,. Contact Us

,. Fixed Income .,. Fixed Income ETNs .,. Premiums and Discounts

Alternatives Alternative ETNs Tax Considerations

iPath USA Retail Investor English BARCLAYS Products Product suites About ipath ETNs About us

LOGO

iPath USA Retail Investor English BARCLAYS Products Product suites About ipath ETNs About us

Product Summary

“;Path® US Treasury 10 -year Bull ETN

The iPathl!l US Treasury 10-year Bull ETN is designed to provide investors with exposure to the Barclays lOY US Treasury Futures Targeted Exposure Index””‘. The ETNs are unsecured debt obligations of the issuer, Barclays Bank PLC, and are not, either directly or indirectly, an obligation of or guaranteed by any third party. Any payment to be made on the ETNs, including any payment at maturity or upon redemption, depends on the ability of Barclays Bank PLC to satisfy its obligations as they come due. An investment in the ETNs involves significant risks, including possible loss of principal, and may not be suitable for all investors.

The Barclays lOY US Treasury Futures Targeted Exposure Index”‘ (the “Index”) is designed to decrease in response to an increase in the 10-year Treasury note yields and to increase in response to a decrease in 10-year Treasury note yields. The Index targets a fixed level of sensitivity to changes in the yield of the current “cheapest-to-deliver” note underlying the relevant 10-year Treasury futures contract at a given point in time. The Index seeks to achieve its target sensitivity through the allocation of a weighting to the relevant 10-year Treasury futures contract, as traded on the Chicago Board of Trade, underlying the Index. Owning the ETNs is not the same as owning interests in the futures contracts comprising the Index or a security directly linked to the performance of the Index. For additional information regarding the risks associated with the ETNs, please see “Selected Risk Considerations” below.

Chart Returns Index Composition

Summary Market Indicators (as of 12/ 03/2014) Documentation

Primary Exchange NYSE Area

ETN Ticker DTYL Closing Indica tive Note Value ETNs outstanding ~~ Prospectus fl

Factsheet

Intraday Indicative Value DTY’L.IV1 $73.10 40,093

Ticker a

Bloomberg ETN Keystroke DTY’L< EQUITY’>< GO> IV/Index History

M arket Capitaliza tion3

Bloomberg Inde~o~ Ticker BXIITETY’

Investor Fee Rate 0.75% per annumZ $2,930,798

Index Multipler $0.104

Index Rolling Cost $0.06 per annum5

CUSIP 06740L493

I SIN US06740L4932

Inception Date 09 August 2010

Maturity 13 August 2020

Intraday Indicative Value. The “intraday indicative value” meant to approximate the value of the ETNs during the current trading day by reference to the underlying index is calculated and published during the course of each trading day. The intraday indicative value is intended to provide investors with an approximation of the effect that intraday changes in the level of the underlying index would have on the closing indicative value of the ETNs. The intraday indicative value only reflects the accrued investor fee and other applicable costs at the close of business on the preceding day, but does not include any adjustment for the investor fee or applicable costs accruing during the course of the current day. For more information on how the intraday indicative value is calculated, please see the section “Valuation of the ETNs” in the prospectus relating to the ETNs.

The intraday indicative value is provided for reference purposes only. It is not intended as a price or quotation, or as an offer or solicitation for the purchase, sale, redemption or termination of the ETNs, nor does it reflect hedging or transaction costs, credit considerations, market liquidity, or bid-offer spreads. Published index levels from the sponsors of the indices underlying the ETNs may occasionally be subject to delay or postponement. Any such delays or postponements will affect the level of the index and therefore the intraday indicative value of the ETNs. Index levels provided by the sponsors of the indices underlying the ETNs do not necessarily reflect the depth and liquidity of the underlying markets for the index components. For this reason and others, the actual trading price of the ETNs may be different from their intraday indicative value.

Market Capitalization= Closing Indicative Note Value x ETNs Outstanding

Selected Risk Considerations v

An investment in the iPath ETNs described herein (the “ETNs”) involves risks, including possible loss of principal, and may not be suitable for all investors. Selected risks are summarized here and select product specific risk factors are summarized under “Select Risk Considerations” on the relevant product pages, but v1e urge you to read the more detailed explanation of risks described under “Risk Factors” in the applicable product prospectus.

Market and Volatility Risk: The market value of the ETNs may be influenced by many unpredictable factors and may fluctuate between the date you purchase them and the maturity date or redemption date. You may also sustain a significant loss if you sell your ETNs in the secondary market. Factors that may influence the market value of the ETNs include prevailing market prices of the U.S. stock or U.S. Treasury markets, the index components included in the underlying index, and prevailing market prices of options on such index or any other financial instruments related to such index; and supply and demand for the ETNs, including economic, financial, political, regulatory, geographical or judicial events that affect the level of such index or other financial instruments related to such index.

LOGO

No Interest Payments from the ETNs: You may not receive any interest payments on the ETNs.

Uncertain Tax Treatment: Significant aspects of the tax treatment of the ETNs are uncertain. You should consult your own tax advisor about your own tax situation,

visiting www.iPathETN.com or EDGAR on the SEC website at www.sec.gov. Alternati.,ely, Bardays Bank PLC ‘OJ ill arrange for Barclays Capital Inc. to send you the prospectus if you

request it by calling toll-free l-877-764-7284, or you may request a copy from any other dealer participating in the offering.

BlackRock Investments, LLC assists in the promotion of the iPath ETNs.

The ETNs may be sold throughout the day on the exchange through any brokerage account. Commissions may apply and there are tax consequences in the event of sale, redemption or maturity of ETNs.

“Barclays lOY US Treasury Futures Targeted Exposure Indexn1 is a trademark of Barclays Bank PLC.

“

NOT FDIC INSURED “ NO BANK GUARANTEE “ MAY LOSE VALUE

Products Product Suites About iPath ETNs About Us

~ Equity ~ Equity ETNs ~ Understanding ETNs ~ About Us

~ Commodities ~ Commodity ETNs ~ Investing in iPath ETNs ~ iPath Announcements

~ Currencies ~ Currency ETNs ~ Trading and Redemption ~ Contact Us

~ Fixed Income ~ Fixed Income ETNs ~ Premiums and Discounts

~ Alternatives ~ Alternative ETNs ~ Tax Considerations

LOGO

iPath USA Retail Investor English BARCLAYS Products Product suites About ipath ETNs About us

Product Summary

“;Path® US Treasury 10 -year Bull ETN

iPath USA Retail Investor English BARCLAYS Products Product suites About ipath ETNs About us

-20

Aug-1 0 Apr-11 Dec-11 Aug-12 Apr-13 Dec-13 Dec-14

- iPath” US Treasury 10-year Bull ETN—Barclays lOY US Treasury Futures Targeted Exposure Index’”‘

Source: Barchys, Bloomberg.

The chart above shows the historical performance of the ETN and the Index from the ETN Inception Date which was August 9, 2010 to the previous days closing price.

ETN Closing Indicative Note Value Returns

ETN closing indicative note value returns show the change in the closing indicative value of the ETNs over the relevant period, expressed as a percentage. The closing indicative note value of an ETN is an amount per ETN calculated on each valuation date that reflects the change in value of the ETN from the previous valuation date due to the daily change in the index level and the daily accrual of the investor fee and other applicable costs. The closing indicative note value of an ETN may differ from the actual trading price of the ETN at any time due to hedging or transaction costs, credit considerations, market liquidity, bid-offer spreads or other factors affecting the trading price of the ETN. For more information on how the closing indicative note value is calculated, please see the section “‘Specific Terms of the ETNs”‘ in the prospectus relating to the ETNs.

lndeK Returns

Selected Risk Considerations v

An investment in the iPath ETNs described herein (the “ETNs”) involves risks, including possible loss of principal, and may not be suitable for all investors. Selected risks are summarized here and select product specific risk factors are summarized under “Select Risk Considerations” on the relevant product pages, but we urge you to read the more detailed eKplanation of risks described under “Risk Factors” in the applicable product prospectus.

There is No Guarantee that the Index Level Will Decrease or Increase by 1.00 Point For Every 0.01°/0 Change in the Level of the Underlying U.S. Treasury Note or Bond Yield: Reasons why this might occur include: market prices for underlying U.S. Treasury note or bond futures contracts may not capture precisely the underlying changes in the U.S. Treasury note or bond yield; the index calculation methodology uses approximation; and the underlying U.S. Treasury note or bond weighting is rebalanced monthly.

Market and Volatility Risk: The market value of the ETNs may be influenced by many unpredictable factors and may fluctuate between the date you purchase them and the maturity date or redemption date. You may also sustain a significant loss if you sell your ETNs in the secondary market. Factors that may influence the market value of the ETNs include prevailing market prices of the U.S. stock or U.S. Treasury markets, the index components included in the underlying index, and prevailing market prices of options on such index or any other financial instruments related to such index; and supply and demand for the ETNs, including economic, financial, political, regulatory, geographical or judicial events that affect the level of such index or other financial instruments related to such index.

LOGO

No Interest Payments from the ETNs: You may not receive any interest payments on the ETNs.

Uncertain Tax Treatment: Significant aspects of the tax treatment of the ETNs are uncertain. You should consult your own tax advisor about your own tax situation.

BlackRock Investments, LLC assists in the promotion of the iPath ETNs.

The ETNs may be sold throughout the day on the exchange through any brokerage account. Commissions may apply and there are tax consequences in the event of sale, redemption or maturity of ETNs.

“Barclays lOY US Treasury Futures Targeted Exposure IndexTH” is a trademark of Barclays Bank PLC.

NOT FDIC INSURED “ NO BANK GUARANTEE “ MAY LOSE VALUE

Products Product Suites About iPath ETNs About Us

.,. Equity .,. Equity ETNs .,. Understanding ETNs .,. About Us

.,. Commodities .,. Commodity ETNs .,. Investing in iPath ETNs .,. iPath Announcements

.,. Currencies .,. Currency ETNs .,. Trading and Redemption .,. Contact Us

.,. Fixed Income .,. Fixed Income ETNs .,. Premiums and Discounts

.,. Alternatives .,. Alternative ETNs .,. Tax Considerations

LOGO

iPath USA Retail Investor English BARCLAYS Products Product suites About ipath ETNs About us

Product Summary

·,Path® US Treasury 10 -year Bull ETN

Details Chart Index Composition

Index and ETN Returns (as of 10/ 31/2014)

mo 13 mo 16 mo IYTD 11 yr 13 yrs ISmce ETN Inception

Barclays 1OY US Treasury Futures Targeted Exposure Index”” 1.92% 2.68% 3.91% 7.55% 3.80% 3.30% 5.75%

ETN Closing Indicative Note Value Return 3.06% 4.16% 6.00% 11.93% 5.40% 4.64% 9.15%

ETN Market Price Returns (as of 10/3112014)

mo 13 mo 16 mo IYTD 11 yr l 3yrs ISmceETN Inception

iPathlll US Treasury 10-year Bull ETN 302% 4.24% 6.14% 12.39% 5.59% 4.43% 9.16%

iPath USA Retail Investor English BARCLAYS Products Product suites About ipath ETNs About us

PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS.

IndeK Returns

ETN Closing Indicative Note Value Returns

ETN Market Price Returns

In the event that there is an absence of a bid/ask value at 4PM on the relevant month end, N/A will be displayed in place of a percentage value for ETN Market Price Returns.

Selected Risk Considerations v

An investment in the iPath ETNs described herein (the “ETNs”) involves risks, including possible loss of principal, and may not be suitable for all investors. Selected risks are summarized here and select product specific risk factors are summarized under “Select Risk Considerations” on the relevant product pages, but we urge you to read the more detailed eKplanation of risks described under “Risk factors” in the applicable product prospectus.

Due to the IndeK Multiplier, Any Changes in the Value of Your ETNs Will Not Occur at the Same Rate as the Corresponding Changes in the Value of the Underlying IndeK: The ETNs apply an index multiplier, the effect of which is to adjust and invert the rate at which the value of the ETNs changes in response to changes in the underlying index level.

Market and Volatility Risk: The market value of the ETNs may be influenced by many unpredictable factors and may fluctuate between the date you purchase them and the maturity date or redemption date. You may also sustain a significant loss if you sell your ETNs in the secondary market. Factors that may influence the market value of the ETNs include prevailing market prices of the U.S. stock or U.S. Treasury markets, the index components included in the underlying index, and prevailing market prices of options on such index or any other financial instruments related to such index; and supply and demand for the ETNs, including economic, financial, political, regulatory, geographical or judicial events that affect the level of such index or other financial instruments related to such index.

LOGO

No Inter-est Payments fr-om the ETNs: You may not receive any interest payments on the ETNs.

Uncertain Taw Tr-eatment: Significant aspects of the tax treatment of the ETNs are uncertain. You should consult your own tax advisor about your own tax situation.

BlackRock Investments, LLC assists in the promotion of the iPath ETNs.

The ETNs may be sold throughout the day on the exchange through any brokerage account. Commissions may apply and there are tax consequences in the event of sale, redemption or maturity of ETNs.

“Barclays lOY US Treasury Futures Targeted Exposure IndexTM” is a trademark of Barclays Bank PLC.

NOT FDIC INSURED “ NO BANK GUARANTEE “ MAY LOSE VALUE

Products Product Suites About iPath ETNs About Us

., Equity Equity ETNs Understanding ETNs ., About Us

., Commodities Commodity ETNs Investing in iPath ETNs iPath Announcements

., Currencies Currency ETNs Trading and Redemption Contact Us

., Fixed Income ., Fixed Income ETNs Premiums and Discounts

., Alternatives ., Alternative ETNs ., Tax Considerations

LOGO

USA Retail Investor English

~ iPath· “ BARClAY$

Products Product Suites About iPath ETNs About Us

Product Listing iPathl!l US Treasury 10-year Bull ETN

Quick links Search dtyl

Product Summary

“;Path® US Treasury 10 -year Bull ETN

Details Chart Returns

Index Composition (as of 12/0312014)

Index Components IWetghtongs%

CBOT 10YR March 2015 100.00%