New Issue: Barclays sells $800,000 buffered SuperTrack notes on S&P 500

By Taylor Fox

New York, Nov. 23 – Barclays Bank plc priced $800,000 of 0% buffered SuperTrack notes due Nov. 14, 2022 linked to the S&P 500 index, according to a 424B2 filing with the Securities and Exchange Commission.

If the index finishes at or above its initial level, the payout at maturity will be par plus the index return, capped at par plus 12.5%.

If the index declines up to 20%, investors will receive par. Otherwise, investors will lose 1% for each 1% decline beyond the 20% buffer.

Barclays is the agent.

Issuer:	Barclays Bank plc
Issue:	Buffered SuperTrack notes
Underlying index:	S&P 500 index
Amount:	$800,000
Maturity:	Nov. 14, 2022
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus the index gain, capped at par plus 12.15%; par if index falls by up to 20%; otherwise, 1% loss for each 1% decline beyond 20%
Initial level:	3,550.50
Buffer level:	2,840.40, 80% of initial level
Pricing date:	Nov. 10
Settlement date:	Nov. 13
Agent:	Barclays
Fees:	0.4%
Cusip:	06747QQE0

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