New Issue: Barclays prices $1.71 million barrier digital notes tied to two MSCI indexes

By William Gullotti

Buffalo, N.Y., March 3 – Barclays Bank plc priced $1.71 million of 0% barrier digital notes due Feb. 27, 2026 linked to the performance of the MSCI EAFE index and the MSCI Emerging Markets index, according to a 424B2 filing with the Securities and Exchange Commission.

If each index finishes at or above its initial level, the payout at maturity will be par plus 40.5%

If the worst performer declines but finishes at or above 70% of its initial level, the payout at maturity will be par plus 12%.

Otherwise, investors will be fully exposed to the decline of the worst performer from its initial level.

Barclays is the agent.

Issuer:	Barclays Bank plc
Issue:	Barrier digital notes
Underlying indexes:	MSCI EAFE index, MSCI Emerging Markets index
Amount:	$1,711,000
Maturity:	Feb. 27, 2026
Coupon:	0%
Price:	Par
Payout at maturity:	If each index finishes at or above initial level, par plus 40.5%; if worst performer declines but finishes at or above barrier level, par plus 12%; otherwise, 1% loss for every 1% decline of worst performer from initial level
Initial levels:	2,177.75 for EAFE, 1,171.99 for EM
Barrier levels:	1,524.43 for EAFE, 820.39 for EM; 70% of initial level
Pricing date:	Feb. 25
Settlement date:	March 2
Agent:	Barclays
Fees:	1.6%
Cusip:	06748XEX5

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