This is a 1.5 year autocall paying in US Dollars issued by Barclays Bank Plc linked to the performance of Bank of America Corp, Citigroup Inc, Wells Fargo & Co and JPMorgan Chase & Co between 1/27/2015 and 7/26/2016. Although the latest maturity date is 7/26/2016, the product will be monitored at quarterly periods. The product will mature early if at any quarterly date, from period 1, the worst performing underlying is at or above 100% of its initial level (at the relevant date). In which case, the product will repay the initial investment plus a coupon of 2.25% (at the relevant date when the autocall is triggered). Otherwise the product will pay a coupon of 2.25% if the underlying is at or above the 0% of its initial level. If the product runs to maturity, the product will repay the initial investment plus a coupon of 2.25% so long as the worst performing underlying is at or above 70%. If the European protection barrier of 70% 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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BACR AutoCallable Notes BASKET - 29.07.2016
Key Investment Document (KID)
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