New Issue: Barclays prices $1.16 million buffered SuperTrack notes tied to S&P 500

By William Gullotti

Buffalo, N.Y., Dec. 20 – Barclays Bank plc priced $1.16 million of 0% buffered SuperTrack notes due May 15, 2024 linked to the S&P 500 index, according to a 424B2 filed with the Securities and Exchange Commission.

The payout at maturity will be par plus 200% of any index gain, up to a maximum payout of par plus 23.6%.

Investors will receive par if the index falls by up to 10% and will lose 1% for each 1% decline beyond 10%.

Barclays is the agent.

Issuer:	Barclays Bank plc
Issue:	Buffered SuperTrack notes
Underlying index:	S&P 500 index
Amount:	$1,155,000
Maturity:	May 15, 2024
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus 200% of any index gain, capped at par plus 23.6%; par if the index falls by up to 10%; 1% loss for each 1% decline beyond 10%
Initial level:	4,019.65
Buffer level:	3,617.69; 90% of initial level
Strike date:	Dec. 13
Pricing date:	Dec. 14
Settlement date:	Dec. 21
Agent:	Barclays
Fees:	None
Cusip:	06749ND41

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