New Issue: Barclays prices $2.43 million 6.5% buffered autocallables linked to Russell, iShares MSCI EAFE

By Angela McDaniels

Tacoma, Wash., Feb. 21 – Barclays Bank plc priced $2.43 million of 6.5% buffered autocallable notes due Aug. 20, 2018 linked to the Russell 2000 index and the iShares MSCI EAFE exchange-traded fund, according to a 424B2 filed with the Securities and Exchange Commission.

Interest is payable quarterly.

The notes will be called at par if each underlying closes at or above its initial level on any quarterly call valuation date.

If the return of the lesser-performing underlying is at least negative 20%, the payout at maturity will be par. Otherwise, investors will lose 1.25% for every 1% decline of the lesser-performing underlying beyond 20%.

Barclays is the agent.

Issuer:	Barclays Bank plc
Issue:	Buffered autocallable notes
Underlyings:	Russell 2000 index, iShares MSCI EAFE ETF
Amount:	$2,434,000
Maturity:	Aug. 20, 2018
Coupon:	6.5%, payable quarterly
Price:	Par
Payout at maturity:	Par unless either underlying falls by more than 20%, in which case 1.25% loss per 1% decline of lesser-performing underlying beyond 20%
Call:	Automatically at par if each underlying closes at or above initial level on anyh quarterly call valuation date
Initial levels:	1,396.65 for index and $60.29 for ETF (closing levels on Feb. 14)
Pricing date:	Feb. 15
Settlement date:	Feb. 21
Agent:	Barclays
Fees:	0.05%
Cusip:	06741VKX9

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