New Issue: Barclays sells $632,000 digital plus notes linked to Russell 2000

By Marisa Wong

Morgantown, W.Va., April 10 – Barclays Bank plc priced $632,000 of 0% digital plus notes due March 31, 2022 linked to the Russell 2000 index, according to a 424B2 filing with the Securities and Exchange Commission.

If the index finishes at or above 85% of its initial level, the payout at maturity will be par plus the greater of the index return and the fixed payment of 29%, subject to a maximum return of 50%.

If the index falls by more than 15%, investors will lose 1% for every 1% decline beyond the buffer.

Barclays is the agent.

Issuer:	Barclays Bank plc
Issue:	Digital plus notes
Underlying index:	Russell 2000
Amount:	$632,000
Maturity:	March 31, 2022
Coupon:	0%
Price:	Par
Payout at maturity:	If the index finishes at or above 85% of its initial level, par plus the greater of the index return and the fixed payment of 29%, subject to a maximum return of 50%; otherwise, investors will lose 1% for every 1% decline beyond the buffer
Initial level:	1,367.26
Pricing date:	March 28
Settlement date:	March 31
Agent:	Barclays
Fees:	3.25%
Cusip:	06741VMZ2

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