Barclays intends to offer buffered digital notes tied to Russell, S&P

By Wendy Van Sickle

Columbus, Ohio, March 16 – Barclays Bank plc plans to price 0% buffered digital notes due March 22, 2022 linked to the worst performing of the Russell 2000 index and the S&P 500 index, according to a 424B2 filed with the Securities and Exchange Commission.

If the index return of the worst performing index is positive or declines by up to 45%, the payout at maturity will be par plus the digital percentage of 34%.

Investors will lose 1% for every 1% that the worst performing index declines beyond 45%.

Barclays is the agent.

The notes (Cusip: 06741VN40) will price on March 17 and settle on March 22.

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