New Issue: Barclays sells $3.61 million buffered SuperTrack notes tied to index basket

By Wendy Van Sickle

Columbus, Ohio, March 19 – Barclays Bank plc priced $3.61 million of 0% buffered SuperTrack notes due June 17, 2021 linked to a basket containing the S&P 500 index with a 71% weight, the S&P MidCap 400 index with a 20% weight and the Russell 2000 index with a 9% weight, according to a 424B2 filing with the Securities and Exchange Commission.

The payout at maturity will be par plus 1.5 times any basket gain, up to a 14.25% maximum gain.

If the basket falls by up to 10%, the payout will be par.

Otherwise, investors will lose 1% for every 1% decline beyond 10%.

Barclays is the agent.

Issuer:	Barclays Bank plc
Issue:	Buffered SuperTrack notes
Basket components:	S&P 500 with a 71% weight, S&P MidCap 400 index with a 20% weight, Russell 2000 index with a 9% weight
Amount:	$3.61 million
Maturity:	June 17, 2021
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus 1.5 times any basket gain, up to 14.25% maximum gain; if the basket falls by up to 10%, par; investors will lose 1% for every 1% decline beyond 10%
Initial levels:	2,741.38 for S&P 500, 1,264.3 for Russell, 1,584.67 for S&P MidCap 400
Pricing date:	March 11
Settlement date:	March 17
Agent:	Barclays
Fees:	0%
Cusip:	06747PHW2

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