New Issue: Barclays prices $168,000 buffered dual directional notes on S&P, Dow, Russell

Chicago, Oct. 31 – Barclays Bank plc priced $168,000 of 0% buffered dual directional notes due Sept. 3, 2024 linked to the least performing of the S&P 500 index, the Russell 2000 index and the Dow Jones industrial average, according to a 424B2 filed with the Securities and Exchange Commission.

The payout at maturity will be par plus 1.2 any gain in the lesser performing index.

If the lesser performing index falls by up to 10%, the payout will be par plus the absolute value of the return of that index.

Investors will lose 1% for every 1% decline of the lesser performing index beyond 10%.

Barclays is the agent.

Issuer:	Barclays Bank plc
Issue:	Buffered dual directional notes
Underlying indexes:	S&P 500 index, Russell 2000 index and Dow Jones industrial average
Amount:	$168,000
Maturity:	Sept. 3, 2024
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus 1.2 any gain in lesser performing index; if lesser performing index falls by up to 10% par plus the absolute value of return of that index; exposure to losses of lesser performing index beyond 10%
Initial levels:	4,373.94 for S&P, 33,892.6 for Dow, 2,048.09 for Russell
Buffer values:	3,936.55 for S&P, 30,503.34 for Dow, 1,843.28 for Russell, 90% of initial levels
Pricing date:	Feb. 28
Settlement date:	March 3
Agent:	Barclays
Fees:	1.25%
Cusip:	06748XCG4

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