New Issue: Barclays sells $1.32 million buffered dual directional notes on S&P, Nasdaq, Russell

Kiku Steinfeld

Chicago, July 15 – Barclays Bank plc priced $1.32 million of 0% buffered dual directional notes due Dec. 31, 2026 linked to the least performing of the Russell 2000 index, the S&P 500 index and the Nasdaq-100 index, according to a 424B2 filed with the Securities and Exchange Commission.

The payout at maturity will be par plus 1.09 times any gain in the lesser performing index.

If the lesser performing index falls by up to 15%, the payout will be par plus the absolute value of the return of that index.

Investors will lose 1% for every 1% decline of the lesser performing index beyond 15%.

Barclays is the agent.

Issuer:	Barclays Bank plc
Issue:	Buffered dual directional notes
Underlying indexes:	Russell 2000 index, S&P 500 index, Nasdaq-100 index
Amount:	$1,322,000
Maturity:	Dec. 31, 2026
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus 1.09 times any gain in lesser performing index; if lesser performing index falls by up to 15% par plus the absolute value of return of that index; exposure to losses of lesser performing index beyond 15%
Initial levels:	2,246.51 for Russell, 4,786.35 for S&P, 16,488.66 for Nasdaq
Buffer values:	1,909.53 for Russell, 4,068.40 for S&P, 14,015.36 for Nasdaq; 85% of initial levels
Pricing date:	Dec. 28
Settlement date:	Dec. 31
Agent:	Barclays
Fees:	3.5%
Cusip:	06748WVU4

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