New Issue: Barclays price $1.09 million of digital notes linked to S&P, Stoxx, oil & gas ETF

By Wendy Van Sickle

Columbus, Ohio, Aug. 16 – Barclays Bank plc priced $1.09 million of 0% digital notes due Aug. 12, 2021 linked to the least performing of the S&P 500 index, the Euro Stoxx 50 index and the SPDR S&P Oil & Gas Exploration & Production exchange-traded fund, according to a 424B2 filed with the Securities and Exchange Commission.

If each underlying asset finishes at or above its 65% barrier level, the payout at maturity will be par plus the digital return of 44%.

Otherwise, investors will be fully exposed to the decline in the worst performing asset.

Barclays is the agent.

Issuer:	Barclays Bank plc
Issue:	Digital notes
Underlying assets:	S&P 500 index, Euro Stoxx 50, SPDR S&P Oil & Gas Exploration & Production ETF
Amount:	$1,088,000
Maturity:	Aug. 12, 2021
Coupon:	0%
Price:	Par
Payout at maturity:	If each underlying asset finishes at or above 65% barrier level, par plus 44%; otherwise, full exposure to any losses of worst performing asset
Initial levels:	2,474.02 for S&P and 3,468.45 for Stoxx, $30.82 for ETF
Barrier levels:	1,608.11 for S&P and 2,254.49 for Stoxx, $20.03 for ETF; 65% of initial levels
Pricing date:	Aug. 9
Settlement date:	Aug. 16
Agent:	Barclays
Fees:	0.4%
Cusip:	06744CGH8

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