New Issue: Barclays sells $3.16 million buffered autocallables tied to index, fund

By Susanna Moon

Chicago, Dec. 1 – Barclays Bank plc priced $3.16 million of 0% buffered autocallable notes due May 23, 2019 linked to the least performing of the Russell 2000 index and the iShares MSCI EAFE exchange-traded fund, according to a 424B2 filing with the Securities and Exchange Commission.

The notes will be called at par plus an annualized call premium of 9.5% if each underlying component closes above its initial level on any of three call review dates.

If the notes are not called at par plus 14.25% on the final valuation date, the payout at maturity will be par unless either component falls by more than 20%, in which case investors will lose 1.25% for every 1% decline of the worse performing index or fund beyond 20%.

Barclays is the agent.

Issuer:	Barclays Bank plc
Issue:	Buffered autocallable notes
Underlying assets:	Russell 2000 index, iShares MSCI EAFE ETF
Amount:	$3,156,000
Maturity:	May 23, 2019
Coupon:	0%
Price:	Par
Payout at maturity:	Par unless either underlying component falls by more than 20%, in which case 1.25% loss per 1% decline of worse performing component beyond 20%
Call:	At par plus 9.5% annualized if each underlying component closes at or above initial level on any semiannual call valuation date
Initial levels:	1,492.82 for Russell for index and $68.91 for fund
Barrier levels:	80% of initial levels
Pricing date:	Nov. 20
Settlement date:	Nov. 24
Agent:	Barclays
Fees:	0.05%
Cusip:	06744CMS7

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