New Issue: Barclays prices $3.07 million annual autocallables linked to Korea, Taiwan indexes

By Angela McDaniels

Tacoma, Wash., March 28 - Barclays Bank plc priced $3.07 million of 0% annual autocallable notes due March 30, 2017 linked to the lesser performing of the Korea Composite Stock Price Index 200 and the MSCI Taiwan index, according to a 424B2 filing with the Securities and Exchange Commission.

The notes will be automatically called at par plus 12.8% per year if each index closes at or above its initial index level on any annual call valuation date.

If the notes are not called and each index finishes at or above its barrier level, 80% of its initial level, then the payout at maturity will be par. Otherwise, investors will lose 1% for every 1% that the final level of the lesser-performing index is less than its initial level.

Barclays is the agent.

Issuer:	Barclays Bank plc
Issue:	Annual autocallable notes
Underlying indexes:	Korea Composite Stock Price Index 200 and MSCI Taiwan index
Amount:	$3.07 million
Maturity:	March 30, 2017
Coupon:	0%
Price:	Par
Call:	Par plus call premium of 12.8% per year if both indexes close at or above initial levels on April 1, 2015, March 28, 2016 or March 27, 2017
Payout at maturity:	Full exposure to decline of lesser-performing index if either index finishes below barrier level; otherwise, par
Initial index levels:	255.08 for Korea index and 308.01 for Taiwan index
Barrier levels:	204.06 for Korea	index and 246.41 for Taiwan index, 80% of initial levels
Pricing date:	March 26
Settlement date:	March 31
Agent:	Barclays
Fees:	2.25%
Cusip:	06741T6V4

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