Barclays capital-at-risk note links to EM and US small caps

Three-year autocallable based on the Russell 2000 Index and the iShares Emerging Markets ETF has the potential to return 12.4% after one year but capital is at risk if a 75% European barrier is breached

Barclays

Barclays has issued a three-year autocallable note linked to the performance of the Russell 2000 Index and the iShares Emerging Markets ETF. The product can kick out early depending on how well the underlying assets perform. If early kick-out occurs, investors will receive a fixed return in addition to their capital investment, but they could lose capital if there is no kick-out and one of the indexes finishes below the barrier level.

Early maturity will occur if both underlyings are above the

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