New Issue: Barclays prices $3.61 million phoenix autocallables tied to S&P, Russell, Dow

Chicago, May 28 – Barclays Bank plc priced $3.61 million of phoenix autocallable notes due Oct. 30, 2020 linked to the least performing of the Dow Jones industrial average, the S&P 500 index and the Russell 2000 index, according to a 424B2 filing with the Securities and Exchange Commission.

Each month, the notes will pay a contingent coupon at the rate of 9% per year if each index closes at or above its coupon barrier level, 70% of its initial level, on the observation date for that month.

The notes will be called at par plus the coupon if each index closes at or above its initial level on any observation date beginning after six months.

If the notes are not called, the payout at maturity will be par plus any final contingent coupon owed unless any index finishes below its 70% barrier level during the life of the notes and the final value of the least performing asset is less than its initial value, in which case investors will lose 1% for every 1% that the least-performing index declines.

Barclays is the agent.

Issuer:	Barclays Bank plc
Issue:	Phoenix autocallable notes
Underlying indexes:	Dow Jones industrial average, S&P 500 and Russell 2000
Amount:	$3,608,000
Maturity:	Oct. 30, 2020
Coupon:	9% per year payable monthly if each index closes at or above coupon barrier level on observation date for that month
Price:	Par
Payout at maturity:	Par plus any final contingent coupon owed unless any index finishes below its 70% barrier level during the life of the notes and the final value of the least performing asset is less than its initial value, in which case investors will lose 1% for every 1% that the least-performing index declines
Call:	Automatically at par if each index closes at or above initial level on any observation date beginning after six months
Initial index levels:	26,592.91 for Dow, 2,945.83 for S&P and 1,591.21 for Russell
Coupon barrier levels:	18,615.04 for Dow, 2,062.08 for S&P and 1,113.85 for Russell; 70% of initial levels
Final barrier levels:	18,615.04 for Dow, 2,062.08 for S&P and 1,113.85 for Russell; 70% of initial levels
Pricing date:	April 30
Settlement date:	May 3
Agent:	Barclays
Fees:	0.675%
Cusip:	06747MKY1

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