New Issue: Barclays sells $222,000 callable contingent coupon notes on two indexes

By Kiku Steinfeld

Chicago, Nov. 1 – Barclays Bank plc priced $222,000 of callable contingent coupon notes due April 28, 2023 linked to the least performing of the Russell 2000 index and the Nasdaq-100 index, according to a 424B2 filing with the Securities and Exchange Commission.

The notes will pay a contingent monthly coupon of at a 5% annualized rate if each index closes at or above its 75% coupon barrier value on the related observation date.

The notes may be called at par plus any coupon on any monthly determination date after six months.

The payout at maturity will be par if each index finishes at or above 75% of initial level, otherwise investors will lose 1% for each 1% decline of that asset.

Barclays is the agent.

Issuer:	Barclays Bank plc
Issue:	Callable contingent coupon notes
Underlying indexes:	Russell 2000 index, Nasdaq-100 index
Amount:	$222,000
Maturity:	April 28, 2023
Contingent coupon:	5% annual rate, payable monthly if each index closes at or above coupon barrier level on related observation date
Price:	Par
Payout at maturity:	Par unless any index finishes below barrier level; in which case 1% loss for each 1% decline of the worst performer
Call option:	At par plus any coupon on any monthly determination date after six months
Initial levels:	2,191.83 for Russell, 14,956.97 for Nasdaq
Coupon barrier levels:	1,643.87 for Russell, 11,217.73 for Nasdaq; 75% of initial levels
Barrier levels:	1,643.87 for Russell, 11,217.73 for Nasdaq; 75% of initial levels
Pricing date:	July 27
Settlement date:	July 30
Agent:	Barclays
Fees:	2.175%
Cusip:	06748W2X0

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