This is a 6 year autocall paying in Sterlings issued by Barclays Bank Plc linked to the performance of FTSE 100 Index between 10/04/2015 and 12/04/2021. Although the latest maturity date is 12/04/2021, the product will be monitored at annual periods. The product will mature early if at any annual date, from period 2, the worst performing underlying is at or above 100%, 95%, 90% and 85% of its initial level (at the relevant date). In which case, the product will repay the initial investment plus a coupon of 13,5%, 20,25%, 27% and 33,75% (at the relevant date when the autocall is triggered). If the product runs to maturity, the product will repay the initial investment plus a coupon of 40,5% so long as the worst performing underlying is at or above 80%. If the European protection barrier of 50% has not been breached, the nominal value will be paid, otherwise the product will repay the initial investment less any negative worst performing underlying measured over the term of the product
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Barclays FTSE Autocall Issue 71 Gradual Stepdown
Key Investment Document (KID)
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