New Issue: Barclays sells $7.60 million contingent income autocallables tied to three indexes

New York, July 18 – Barclays Bank plc priced $7.60 million of 0% contingent income callable securities due July 19, 2022 linked to the least performing of the Nikkei 225 index, the Russell 2000 index and the Euro Stoxx Banks index, according to a 424B2 filing with the Securities and Exchange Commission.

The notes will pay a contingent quarterly coupon at an annual rate of 10.5% if each index closes at or above the 70% coupon barrier on the determination date for that quarter.

The notes will be called at par plus the contingent coupon if each index closes at or above its initial level on any quarterly determination date other than the final date starting on Jan. 16, 2018.

The payout at maturity will be par plus the contingent coupon unless any index finishes below its 65% downside threshold, in which case investors will lose 1% for each 1% decline of the worst performing index.

Barclays is the agent, with Morgan Stanley Wealth Management handling distribution.

Issuer:	Barclays Bank plc
Issue:	Contingent income autocallable securities
Underlying indexes:	Nikkei 225, Russell 2000 and Euro Stoxx Banks
Amount:	$7,601,000
Maturity:	July 19, 2022
Coupon:	10.5% annualized for each quarter that each index closes at or above coupon barrier on observation date for quarter
Price:	Par
Payout at maturity:	Par plus contingent coupon if each index finishes at or above 65% downside threshold; otherwise, 1% loss for each 1% decline of worst performing index
Call:	Starting Jan. 16, 2018 at par plus contingent payment if each index closes at or above initial level on any quarterly determination date other than final date
Initial index levels:	20,118.86 for Nikkei, 1,428.817 for Russell, 136.41 for Stoxx Banks
Coupon barriers:	14,083.202 for Nikkei, 1,000.172 for Russell, 95.487 for Stoxx Banks; 70% of initial levels
Downside thresholds:	13,077.259 for Nikkei, 928.731 for Russell, 88.667 for Stoxx Banks; 65% of initial levels
Pricing date:	July 14
Settlement date:	July 19
Agent:	Barclays with Morgan Stanley Wealth Management as distributor
Fees:	3%
Cusip:	06744CBH3

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