Barclays plans six-year buffered autocalls tied to Russell, S&P, Dow

By Susanna Moon

Chicago, June 27 – Barclays Bank plc plans to price 0% buffered autocallable notes due July 11, 2024 linked to the least performing of the S&P 500 index, the Russell 2000 index and the Dow Jones industrial average, according to a 424B2 filing with the Securities and Exchange Commission.

The notes will be called at par plus an annualized premium of 8.05% to 9.05% if each index closes at or above its initial level on any annual call valuation date after one year.

The payout at maturity will be par unless either index falls by more than 30%, in which case investors will lose 1.43% for each 1% decline of the worse performing index beyond 30%.

Barclays is the agent.

The notes will price on July 6.

The Cusip number is 06746XG49.

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