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PRODUCT VALUATION REPORT

Barclays Semi-Annual Classic Autocall January 2026 USD

Strike Date: 05/01/2026
Next Observation Date: 05/01/2027
Final Observation Date: 05/01/2032
Returns and Barriers: 
Maximum Term: 6 years
Investment Structure: Classic Autocall
Autocall Opportunities: Semi-Annual (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Coupon Rate: USD: 6.275% Semi-Annually (12.55% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
ISIN: XS3212555158
Currency: USD
Current Price: 96.37% (as at 18/02/2026 08:38 UK Time)
Coupons Paid to Date: 0.0000%
UnderlyingStrike
Level
Last COB
Level
Increase/
Decrease
OMX Stockholm 302,901.783,130.127.87%
Eurostoxx 505,923.696,021.851.66%
Nikkei 22551,832.8056,566.499.13%
Russell 20002,547.922,646.593.87%
Source: Bloomberg