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Published on 3/15/2018 in the Prospect News Structured Products Daily.

New Issue: Barclays prices $1.03 million barrier SuperTrack notes on Stoxx 50, Dow

By Susanna Moon

Chicago, March 15 – Barclays Bank plc priced $1.03 million of 0% SuperTrack notes due March 3, 2021 linked to the Euro Stoxx 50 index and the Dow Jones industrial average, 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 1.75 times the gain of the worse performing index up to a maximum return of 51%.

If either index falls by up to 45%, the payout will be par.

Otherwise, investors will lose 1% for every 1% decline of the worse performing index.

Barclays is the agent.

Issuer:Barclays Bank plc
Issue:Buffered SuperTrack notes
Underlying indexes:Euro Stoxx 50 and Dow Jones industrial average
Amount:$1,033,000
Maturity:March 3, 2021
Coupon:0%
Price:Par
Payout at maturity:If each index gains, par plus 3 times return of worse performing index, capped at 51%; par if either index falls by up to 45%; otherwise, 1% loss per 1% decline of worse performing index
Initial levels:3,458.03 for Stoxx, 25,410.03 for Dow
Barrier level:1,901.92 for Stoxx, 13,975.52 for Dow, 55% of initial levels
Pricing date:Feb. 27
Settlement date:March 2
Agent:Barclays
Fees:2.85%
Cusip:06744CXB2

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