New Issue: Barclays prices $5 million semiannual autocallable notes tied to Euro Stoxx 50, S&P 500

By Jennifer Chiou

New York, Oct. 7 - Barclays Bank plc priced $5 million of 0% semiannual autocallable notes due Oct. 8, 2015 linked to the lesser performing of the Euro Stoxx 50 index and the S&P 500 index, according to a 424B2 filing with the Securities and Exchange Commission.

The notes will be automatically called at par plus 16.3% per year if each index closes at or above its initial level on any semiannual call valuation date beginning on Oct. 17, 2014.

If the notes are not called and the final level of the lesser-performing index is at least 90% of its initial level, the payout at maturity will be par. Otherwise, investors will be exposed to the decline of the lesser-performing index from its initial level.

Barclays is the agent.

Issuer:	Barclays Bank plc
Issue:	Semiannual autocallable notes
Underlying indexes:	Euro Stoxx 50 and S&P 500
Amount:	$5 million
Maturity:	Oct. 8, 2015
Coupon:	0%
Price:	Par
Call:	Par plus call premium of 16.3% per year if both indexes close at or above their respective initial level on any semiannual call valuation date beginning on Oct. 17, 2014
Payout at maturity:	Par if final level of lesser-performing index is at least 90% of initial level; otherwise, full exposure to decline of lesser-performing index
Initial index levels:	2,918.31 for Euro Stoxx 50 and 1,693.87 for S&P 500
Barrier levels:	2,626.48 for Euro Stoxx 50 and 1,524.48 for S&P 500; 90% of initial levels
Pricing date:	Oct. 3
Settlement date:	Oct. 8
Agent:	Barclays
Fees:	1.5%
Cusip:	06741TS57

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