New Issue: Barclays prices $5.52 million buffered autocallables tied to index, ETF

By Marisa Wong

Morgantown, W.Va., July 8 – Barclays Bank plc priced $5.52 million of 0% buffered autocallable notes due Dec. 29, 2017 linked to the Russell 2000 index and the iShares MSCI EAFE exchange-traded fund, according to a 424B2 filed with the Securities and Exchange Commission.

The notes will be called at par plus an annualized call premium of 14% if each underlying closes at or above its initial level on any quarterly call valuation date.

If the return of the lesser performing underlying is at least negative 20%, the payout at maturity will be par plus 7%. Otherwise, investors will lose 1.25% for every 1% decline of the worse performing underlying beyond 20%.

Barclays is the agent.

Issuer:	Barclays Bank plc
Issue:	Buffered autocallable notes
Underlyings:	Russell 2000 index, iShares MSCI EAFE ETF
Amount:	$5,524,000
Maturity:	Dec. 29, 2017
Coupon:	0%
Price:	Par of $1,000
Payout at maturity:	Par plus 7% unless either underlying falls by more than 20%, in which case 1.25% loss per 1% decline of worse performer beyond 20%
Call:	Par plus 14% per year if each underlying closes at or above initial level on quarterly call valuation date
Initial levels:	1,131.62 for index, $55.00 for ETF
Pricing date:	June 30
Settlement date:	July 6
Agent:	Barclays
Fees:	0.05%
Cusip:	06741V5Z1

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