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PRODUCT VALUATION REPORT

Barclays 70-60 Memory Income Autocall GBP Nov 2025

Strike Date: 04/11/2025
Next Observation Date: 04/11/2026
Final Observation Date: 04/11/2031
Returns and Barriers: 
Maximum Term: 6 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Semi-Annually(First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: GBP: 3.50% Semi-Annual (7.00% p.a.)
Income Trigger: 70% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
ISIN: XS3145125707
Currency: GBP
Current Price: 95.49% (as at 21/07/2026 10:12 UK Time)
Coupons Paid to Date: 3.5000%
UnderlyingStrike
Level
Last COB
Level
Increase/
Decrease
OMX Stockholm 302,741.083,134.0014.33%
FTSE MIB43,262.3551,862.7919.88%
Nikkei 22551,497.2064,141.1224.55%
Russell 20002,427.342,942.4321.22%
Source: Bloomberg