New Issue: Barclays prices $932,000 buffered autocallables linked to indexes

By Wendy Van Sickle

Columbus, Ohio, Oct. 9 – Barclays Bank plc priced $932,000 of buffered autocallable notes due Oct. 5, 2022 linked to the Nasdaq-100 index, the Russell 2000 index and the Dow Jones industrial average, according to a 424B2 filed with the Securities and Exchange Commission.

The notes will pay a monthly coupon at an annualized rate of 7.7% if each index closes above 80% of its initial level on the observation date that month.

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

If the notes are not called, the payout at maturity will be par minus 1% 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:	Nasdaq-100, Russell 2000 and Dow Jones industrial average
Amount:	$932,000
Maturity:	Oct. 5, 2022
Coupon:	7.7%, payable monthly if each index closes above its initial level on the observation date that month
Price:	Par
Payout at maturity:	If the notes are not called, 1% loss for every 1% decline of the least performing asset beyond 20%
Call:	Automatically called at par plus a coupon if each index closes above initial level on monthly observation date after six months
Initial index levels:	1,523.37 for Russell 2000, 26,916.83 for Dow, 7,749.45 for Nasdaq
Buffer levels:	1,218.7 for Russell 2000, 21,533.46 for Dow, 6,199.56 for Nasdaq; 80% of initial levels
Pricing date:	Sept. 30
Settlement date:	Oct. 3
Agent:	Barclays
Fees:	0.75%
Cusip:	06747NHG2

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