New Issue: Barclays prices $2.73 million autocallable yield notes linked to index, fund

By Susanna Moon

Chicago, Oct. 16 - Barclays Bank plc priced $2.73 million of 0% annual autocallable yield notes due Oct. 14, 2016 linked to the iShares MSCI Emerging Markets exchange-traded fund and the S&P 500 index, according to a 424B2 filing with the Securities and Exchange Commission.

Interest is payable monthly.

The notes will be called at par plus an annualized call premium of 12.5% if each component closes at or above its initial level on any annual call valuation date.

The payout at maturity will be par unless either component finishes below the knock-in level, 70% of the initial price, in which case the payout will be par plus the return of the worse performing component.

Barclays is the agent.

Issuer:	Barclays Bank plc
Issue:	Annual autocallable yield notes
Underlying components:	iShares MSCI Emerging Markets ETF and the S&P 500 index
Amount:	$2,725,000
Maturity:	Oct. 14, 2016
Coupon:	0%
Price:	Par
Payout at maturity:	Par, unless either component finishes below knock-in level, in which case par plus return of worse performing component with exposure to any losses
Initial levels:	$42.83 for fund, 1,703.20 for index
Knock-in levels:	$29.98 for fund, 1,192.24 for index; 70% of initial levels
Call:	At par plus 12.5% per year if each component closes at or above its initial level on any annual call valuation date
Pricing date:	Oct. 11
Settlement date:	Oct. 17
Agent:	Barclays
Fees:	2.25%
Cusip:	06741TT23

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