New Issue: Barclays prices $505,000 trigger jump notes linked to WTI crude oil

By Susanna Moon

Chicago, Aug. 19 – Barclays Bank plc priced $505,000 of 0% trigger jump securities due Feb. 22, 2016 linked to WTI crude oil futures contracts, according to an FWP filing with the Securities and Exchange Commission.

If the index finishes at or above the 90% trigger level, the payout at maturity will equal par plus the greater of any gain and the fixed payment of 40.5%.

Otherwise, investors will be fully exposed to any losses.

Barclays is the agent with Morgan Stanley Wealth Management as the dealer.

Issuer:	Barclays Bank plc
Issue:	Trigger jump securities
Underlying asset:	WTI crude oil futures contracts
Amount:	$505,000
Maturity:	Feb. 22, 2016
Coupon:	0%
Price:	Par of $10
Payout at maturity:	If index finishes at or above trigger level, par plus greater of index return and 10%; otherwise, full exposure to any losses
Initial level:	$97.35
Trigger level:	$87.62, 90% of initial level
Pricing date:	Aug. 15
Settlement date:	Aug. 20
Agent:	Barclays with Morgan Stanley Wealth Management as dealer
Fees:	2%
Cusip:	06741UHA5

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