New Issue: Barclays sells $3.25 million autocallable notes on Stoxx, S&P

Chicago, Sept. 19 – Barclays Bank plc priced $3.25 million of autocallable notes due Aug. 30, 2027 linked to the least performing of the S&P 500 index and the Euro Stoxx 50 index, according to a 424B2 filing with the Securities and Exchange Commission.

The notes will be automatically called at par plus an annualized 11.55% call premium if the indexes close above their initial levels on any annual call date. The maturity date call barrier is 70%.

If the notes are not called and each index finishes above the 70% barrier level, the payout at maturity will be par. Otherwise, investors will be fully exposed to the worst performer’s decline from its initial level.

Barclays is the agent.

Issuer:	Barclays Bank plc
Issue:	Autocallable notes
Underlying indexes:	Euro Stoxx 50 index, S&P 500 index
Amount:	$3,250,000
Maturity:	Aug. 30, 2027
Coupon:	0%
Price:	Par
Payout at maturity:	If not called because either index finishes below barrier, investors will be fully exposed to the loss of the least performing index
Call:	Automatically at par plus an annualized 11.55% call premium if each index closes above initial level on any annual call date; call barrier is 70% at maturity
Initial levels:	4,199.12 for S&P, 3,674.54 for Stoxx
Final barriers:	2,939.38 for S&P, 2,572.18 for Stoxx; 70% of initial levels
Pricing date:	Aug. 26
Settlement date:	Aug. 31
Agent:	Barclays
Fees:	0.6%
Cusip:	06748XQS3

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