New Issue: Barclays prices $941,000 SuperTrack notes tied to S&P 500, Dow

By Susanna Moon

Chicago, March 5 – Barclays Bank plc priced $941,000 of 0% buffered SuperTrack notes due Feb. 16, 2023 linked to the lesser performing of the Dow Jones industrial average and the S&P 500 index, according to a 424B2 filing with the Securities and Exchange Commission.

If each index closes at or above its initial level, the payout at maturity will be par plus 1.3 times the gain of the worse performing index.

If either index falls by up to its 60% barrier level, the payout will be par.

Otherwise, investors will receive par plus the return of the worse performing index with full exposure to any losses.

Barclays is the agent.

Issuer:	Barclays Bank plc
Issue:	Buffered SuperTrack notes
Underlying indexes:	S&P 500 index, Dow Jones industrial average
Amount:	$941,000
Maturity:	Feb. 16, 2023
Coupon:	0%
Price:	Par
Payout at maturity:	If each index gains, par plus 1.3 times return of worse performing index; if either index falls by up to 40%, par; otherwise, par plus return of worse performing index
Initial levels:	2,662.94 for S&P, 24,640.45 for Dow
Barrier levels:	1,597.76 for S&P, 14,784.27 for Dow, 60% of initial levels
Pricing date:	Feb. 13
Settlement date:	Feb. 21
Agent:	Barclays
Fees:	4.125%
Cusip:	06744CW72

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