New Issue: Barclays prices $1.48 million buffered SuperTrack notes tied to index basket

By Wendy Van Sickle

Columbus, Ohio, Aug. 2 – Barclays Bank plc priced $1.48 million of 0% buffered SuperTrack notes July 30, 2021 linked to a basket of indexes, according to a 424B2 filing with the Securities and Exchange Commission.

The basket consists of the S&P 500 index with a 70% weight, the Russell 2000 index with a 10% weight and the S&P MidCap 400 index with a 20% weight.

The payout at maturity will be par plus 1.3 times any basket gain, up to a maximum return of 18.75%.

Investors will receive par if the basket falls by up to 12% and will be exposed to any losses beyond the buffer.

Barclays is the agent.

Issuer:	Barclays Bank plc
Issue:	Buffered SuperTrack notes
Underlying basket:	S&P 500 index (70% weight), Russell 2000 index (10% weight) and S&P MidCap 400 index (20% weight)
Amount:	$1.48 million
Maturity:	July 30, 2021
Coupon:	0%
Price:	Par
Payout at maturity:	If basket gains, par plus 1.3 times basket return, capped at par plus 18.75%; if basket falls by up to 12%, par; otherwise, 1% loss per 1% decline beyond 12%
Initial levels:	3,020.97 for S&P 500, 1,569.03 for Russell, 1,973.88 for S&P MidCap 400
Pricing date:	July 29
Settlement date:	Aug. 1
Agent:	Barclays
Fees:	0.7%
Cusip:	06747NAJ3

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