New Issue: Barclays prices $8.9 million buffered autocallables linked to Russell, iShares MSCI EAFE

By Angela McDaniels

Tacoma, Wash., Oct. 7 – Barclays Bank plc priced $8.9 million of 0% buffered autocallable notes due April 10, 2018 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 11.75% 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 lesser-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:	$8,901,000
Maturity:	April 10, 2018
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus 7% unless either underlying falls by more than 20%, in which case 1.25% loss per 1% decline of lesser-performing underlying beyond 20%
Call:	Automatically at par plus 11.75% per year if each underlying closes at or above initial level on quarterly call valuation date
Initial levels:	1,239.78 for index and $58.96 for ETF
Pricing date:	Oct. 5
Settlement date:	Oct. 11
Agent:	Barclays
Fees:	0.05%
Cusip:	06741VCZ3

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