New Issue: Barclays prices $1.88 million trigger autocallable notes linked to Russell 2000

By Wendy Van Sickle

Columbus, Ohio, July 28 – Barclays Bank plc priced $1.88 million of 0% trigger autocallable notes due July 30, 2021 linked to the Russell 2000 index, according to a 424B2 filing with the Securities and Exchange Commission.

The notes will be called at par of $10 plus an annualized call return of 8% if the index closes at or above the initial level on any quarterly observation date beginning July 27, 2017.

If the notes are not called, the payout at maturity will be par unless the index finishes below the downside threshold level, 69.5% of the initial level, in which case investors will be fully exposed to any losses.

Barclays and UBS Financial Services Inc. are the agents.

Issuer:	Barclays Bank plc
Issue:	Trigger autocallable notes
Underlying index:	Russell 2000
Amount:	$1,881,000
Maturity:	July 6, 2026
Coupon:	0%
Price:	Par of $10
Payout at maturity:	Par if index falls by up to 30.5%; full exposure to loss if index falls by more than 30.5%
Call:	At par plus annualized call return of 8% if index closes at or above the initial level on any quarterly observation date starting July 27, 2017
Initial level:	1,218.927
Downside threshold:	847.154, 69.5% of initial level
Pricing date:	July 27
Settlement date:	July 29
Agents:	Barclays and UBS Financial Services Inc.
Fees:	2.5%
Cusip:	06740Q278

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