New York, Jan. 9 – Barclays Bank plc priced $6.01 million of contingent income autocallable securities due Jan. 8, 2026 linked to the Nasdaq-100 index, according to a 424B2 filing with the Securities and Exchange Commission.
Investors will receive a coupon of 10.5%, paid quarterly, if the index closes at or above its 70% coupon barrier on every trading day during the relevant observation period.
The securities will be called automatically at par if the index’s closing level is greater than or equal to its initial level on any quarterly valuation date after six months.
At maturity, the payout will be par unless the index finishes below its 60% downside threshold level, in which case investors will be fully exposed to the decline of the index.
Barclays is the agent. Morgan Stanley Wealth Management is the dealer.
| Issuer: | Barclays Bank plc
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| Issue: | Contingent income autocallable securities
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| Underlying index: | Nasdaq-100 index
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| Amount: | $6.01 million
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| Maturity: | Jan. 8, 2026
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| Coupon: | 10.5% per year, paid quarterly if the index closes at or above its 70% coupon barrier on every trading day during the relevant observation period
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| Price: | Par
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| Payout at maturity: | Par unless the index finishes below its 60% downside threshold level, in which case investors will be fully exposed to the decline of the index
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| Call: | Automatically at par if the index’s closing level is greater than or equal to its initial level on any quarterly valuation date after six months
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| Initial level: | 10,914.8
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| Downside threshold: | 6,548.88, 60% of initial level
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| Coupon barrier: | 7,640.36, 70% of initial level
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| Pricing date: | Jan. 4
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| Settlement date: | Jan. 9
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| Agent: | Barclays
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| Dealer: | Morgan Stanley Wealth Management
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| Fees: | 2.5%
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| Cusip: | 06749NEU2
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