NEW YORK, June 26 (Reuters) - Barclays PLC hasbegun an internal investigation into allegations of fraud by theNew York state attorney general at the British bank's U.S.-baseddark pool, Chief Executive Antony Jenkins said in a memo to hisemployees on Friday.
"I will not tolerate any circumstances in which our clientsare lied to or misled and any instances I discover will be dealtwith severely. The success of our business depends crucially onour clients being able to rely absolutely on our honesty andintegrity," he said in the memo obtained by Reuters. (Reporting by John McCrank; Editing by Jonathan Oatis)