New Issue: Barclays sells $3.03 million capped buffered notes on MSCI EAFE

By Marisa Wong

Los Angeles, June 22 – Barclays Bank plc priced $3,025,000 of 0% capped buffered notes due Dec. 8, 2021 linked to the MSCI EAFE index, according to a 424B2 filing with the Securities and Exchange Commission.

If the final index level is greater than the initial index level, the payout at maturity will be par plus the index return, capped at 19.05%.

If the final index level is less than or equal to the initial index level but greater than or equal to the buffer value, 85% of the initial index level, the payout will be par.

If the final index level is less than the buffer value, investors will lose 1.17647% for every 1% that the index declines beyond 15%.

Barclays is the agent, and J.P. Morgan Securities LLC and JPMorgan Chase Bank, NA are placement agents.

Issuer:	Barclays Bank plc
Issue:	Capped buffered notes
Underlying index:	MSCI EAFE
Amount:	$3,025,000
Maturity:	Dec. 8, 2021
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus any index gain, capped at 19.05%; par if index finishes flat or falls by up to 15%; otherwise, 1.17647% loss for every 1% that index declines beyond 15%
Initial level:	1,813.24
Buffer value:	1,541.25, 85% of initial level
Final level:	Average of index’s closing levels on five trading days ending Dec. 3, 2021
Strike date:	June 3
Pricing date:	June 4
Settlement date:	June 9
Agent:	Barclays with J.P. Morgan Securities LLC and JPMorgan Chase Bank, NA as placement agents
Fees:	None
Cusip:	06747PY29

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