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PRODUCT VALUATION REPORT

Barclays Capital Protected Quad Index Autocall GBP Jul 2025

Strike Date: 24/07/2025
Next Observation Date: 24/07/2028
Final Observation Date: 24/07/2031
Returns and Barriers: 
Maximum Term: 6 years
Investment Structure: Capital Protected Autocall
Autocall Opportunities: Semi-Annual (First Observation at 36 months)
Autocall Trigger: 100% of initial level
Coupon Rate: GBP: 3.75% Semi-Annually (7.50% p.a.)
Capital Risk: None
Capital Protection: 100% Capital Protected at maturity
ISIN: XS3062083731
Currency: GBP
Current Price: 98.55% (as at 18/02/2026 08:38 UK Time)
Coupons Paid to Date: 0.0000%
UnderlyingStrike
Level
Last COB
Level
Increase/
Decrease
Russell 20002,252.132,646.5917.51%
FTSE MIB40,599.6845,764.0712.72%
Nikkei 22541,826.3456,566.4935.24%
S&P/ASX 2008,709.418,958.882.86%
Source: Bloomberg