New Issue: Barclays prices $5.92 million dual directional trigger jump securities linked to S&P 500

New York, Jan. 29 – Barclays Bank plc priced $5.92 million of 0% dual directional trigger jump securities due Feb. 5, 2030 linked to the S&P 500 index, according to a 424B2 filing with the Securities and Exchange Commission.

If the index return is zero or positive, the payout at maturity will be the greater of par plus the index return and par plus 46%.

Investors will receive a 1% gain for each 1% loss in the index if the index declines but finishes at or above the 80% downside threshold and will lose 1% for every 1% decline if the index ends below its downside threshold.

Barclays is the agent. Morgan Stanley Wealth Management is the dealer.

Issuer:	Barclays Bank plc
Issue:	Dual directional trigger jump securities
Underlying index:	S&P 500 index
Amount:	$5,924,000
Maturity:	Feb. 5, 2030
Coupon:	0%
Price:	Par
Payout at maturity:	If return of index is zero or positive, the greater of par plus the index return and par plus 46%; 1% gain for each 1% loss if index declines but ends at or above downside threshold; otherwise, full exposure to index decline from initial level
Initial level:	4,739.21
Upside payment:	46%
Downside threshold:	3,791.37, 80% of initial level
Pricing date:	Jan. 17
Settlement date:	Jan. 22
Agent:	Barclays
Dealer:	Morgan Stanley Wealth Management
Fees:	3.5%
Cusip:	06745PEZ0

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