New Issue: Barclays prices $4.75 million buffered autocallables linked to indexes

By Wendy Van Sickle

Columbus, Ohio, Sept. 26 – Barclays Bank plc priced $4.75 million of 5.75% buffered autocallable notes due March 25, 2021 linked to the Russell 2000 index and the S&P 500 index, according to a 424B2 filed with the Securities and Exchange Commission.

Interest is payable quarterly.

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

If the notes are not called, the payout at maturity will be par if each index finishes at or above 80% of its initial level or par minus 1.25% for every 1% decline of the least performing asset beyond 20%.

Barclays is the agent.

Issuer:	Barclays Bank plc
Issue:	Buffered autocallable notes
Underlying indexes:	Russell 2000 and S&P 500
Amount:	$4,749,000
Maturity:	March 25, 2021
Coupon:	5.75%, payable quarterly
Price:	Par
Payout at maturity:	Par if each index finishes at or above 80% of initial level; 1.25% loss for every 1% decline of the least performing asset beyond 20%
Call:	Automatically at par plus the coupon if each index closes above its initial level on any interest payment date after six months
Initial index levels:	1,561.47 for Russell 2000, 3,006.79 for S&P 500
Pricing date:	Sept. 20
Settlement date:	Sept. 25
Agent:	Barclays
Fees:	0.05%
Cusip:	06747NHL1

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