New Issue: Barclays prices $695,000 capital at-risk steepener notes linked to ICE swap rates

Chicago, June 2 – Barclays Bank plc priced $695,000 of capital at-risk steepener notes due Nov. 20, 2024 linked to the spread between the 30-year U.S. dollar ICE swap rate and the two-year U.S. dollar ICE swap rate, according to a 424B2 filing with the Securities and Exchange Commission.

The payout at maturity will be par plus 100 times the reference rate up to a maximum rate of 0.3%. The reference rate is the 30-year swap rate minus the two-year swap rate.

Barclays is the agent.

Issuer:	Barclays Bank plc
Issue:	Capital at-risk steepener notes
Underlying rates:	30-year U.S. dollar ICE swap rate and two-year U.S. dollar ICE swap rate
Amount:	$695,000
Maturity:	Nov. 20, 2024
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus 100 times the reference rate of 30-year swap rate minus the two-year swap rate, up to a maximum rate of 0.3%
Pricing date:	Nov. 16, 2021
Settlement date:	Nov. 18, 2021
Agent:	Barclays
Fees:	3.25%
Cusip:	06748WT94

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