New Issue: Barclays prices $1.55 million buffered SuperTrack notes linked to S&P, Russell

By Kiku Steinfeld

Chicago, Aug. 26 – Barclays Bank plc priced $1.55 million of 0% buffered SuperTrack notes due July 29, 2022 linked to the lesser performing of the S&P 500 index and the Russell 2000 index, according to a 424B2 filing with the Securities and Exchange Commission.

If the lesser-performing index’s return is positive, the payout at maturity will be par plus 1.5 times the lesser-performing index’s return, subject to a maximum return of 9%. If the lesser-performing index declines by 10% or less, the payout will be par. Investors will lose 1% for each 1% that the lesser-performing index declines beyond 10%.

Barclays is the agent.

Issuer:	Barclays Bank plc
Issue:	Buffered SuperTrack notes
Underlying indexes:	S&P 500 index and Russell 2000 index
Amount:	$1,548,000
Maturity:	July 29, 2022
Coupon:	0%
Price:	Par
Payout at maturity:	If lesser-performing index’s return is positive, par plus 1.5 times lesser-performing index’s return, return capped at 9%; if lesser-performing index’s final level is less than or equal to initial level but greater than or equal to buffer level, par; if lesser-performing index’s final level is less than buffer level, 1% loss for every 1% that lesser-performing index declines beyond buffer
Initial level:	4,297.50 for S&P, 2,310.55 for Russell
Buffer levels:	3,867.75 for S&P, 2,079.50 for Russell; 90% of initial levels
Pricing date:	June 30
Settlement date:	July 6
Agent:	Barclays
Fees:	0.8%
Cusip:	06748EU27

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