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BACR AutoCallable Notes BASKET - 29.07.2016


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 01/27/2015 and 07/26/2016. Although the latest maturity date is 07/26/2016, 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

montly cpn (0.75%) inserted as quaterly cpn (2.25%) like Call Valuation Dates

 Key Investment Document (KID)

Product Sheet

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This product have been mapped on /USA/2015 and have been modelled using the template /Structured Products/Autocall

Disclaimer: this product sheet has been created by Fairmat Srl and its partners using public available information, hence it represents our interpretation of the product. The information displayed in this page does not represent any recommendation to buy or sell the displayed product.