New Issue: Barclays prices $1.9 million annual buffered autocalls linked to three indexes

By Wendy Van Sickle

Columbus, Ohio, April 23 – Barclays Bank plc priced $1.9 million of 0% annual buffered autocallable notes due April 21, 2022 linked to the least performing of the S&P 500 index, the Euro Stoxx 50 index and the MSCI Emerging Markets index, according to a 424B2 filing with the Securities and Exchange Commission.

The notes will be automatically called at par plus a call premium of 7% per year if each index closes at or above its initial level on either of two annual call valuation dates.

If the notes are not called and the least-performing index finishes at or above 75% of its initial level, the payout at maturity will be par plus 21%. Otherwise, investors will lose 1% for every 1% that the least-performing index declines by more than 25%.

Barclays is the agent.

Issuer:	Barclays Bank plc
Issue:	Annual autocallable notes
Underlying indexes:	S&P 500, Euro Stoxx 50 and MSCI Emerging Markets
Amount:	$1.9 million
Maturity:	April 21, 2022
Coupon:	0%
Price:	Par
Payout at maturity:	If notes are not called and least-performing index finishes at or above 75% of initial level, par plus 21%; otherwise, 1% loss for every 1% that least-performing index declines by more than 25%
Call:	Automatically at par plus call premium of 7% per year if each index closes at or above initial level on either of two annual call valuation date
Initial levels:	2,905.03 for S&P 500, 3,499.23 for Stoxx and 1,092.52 for Emerging Markets
Pricing date:	April 18
Settlement date:	April 24
Agent:	Barclays
Fees:	2%
Cusip:	06747MPB6

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