New Issue: Barclays prices $1 million autocallable notes tied to three indexes

By Wendy Van Sickle

Columbus, Ohio, June 18 – Barclays Bank plc priced $1 million of 0% autocallable notes due June 15, 2023 linked to the least performing index of the Dow Jones industrial average, the S&P 500 index and the Nasdaq-100 index, according to a 424B2 filing with the Securities and Exchange Commission.

The notes will be automatically called at par plus a 10% annualized call premium if each index closes above its initial level on any semiannual call date.

If the notes are not called, the payout at maturity will be par unless any index finishes below its 60% barrier level, in which case investors will be fully exposed to the decline of the worst performing index.

Barclays is the agent.

Issuer:	Barclays Bank plc
Issue:	Autocallable notes
Underlying assets:	Dow Jones industrial average, S&P 500 index and Nasdaq-100 index
Amount:	$1,004,000
Maturity:	June 15, 2023
Coupon:	0%
Price:	Par
Payout at maturity:	If notes are not called, par unless any index finishes below barrier, in which case full exposure to decline of worst performing index
Call:	At par plus 10% annualized call premium if each index closes above initial level on any semiannual call date
Initial levels:	3,041.31 for S&P, 9,663.77 for Nasdaq, 25,605.54 for Dow
Barriers:	1,824.79 for S&P, 5,798.26 for Nasdaq, 15,363.32 for Dow, 60% of initial levels
Pricing date:	June 12
Settlement date:	June 17
Agent:	Barclays
Fees:	2.8%
Cusip:	06747PWM7

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