New Issue: Barclays sells $2 million buffer SuperTrack notes tied to index basket

By Susanna Moon

Chicago, Sept. 13 – Barclays Bank plc priced $2 million of 0% buffered SuperTrack notes due Sept. 3, 2021 linked to a basket consisting of the S&P 500 index with a 75% weight and the Euro Stoxx 50 index with a 25% weight, according to a 424B2 filing with the Securities and Exchange Commission.

The payout at maturity will be par plus 1.325 times any basket gain.

Investors will receive par if the basket falls by up to 20% and will lose 1% for each 1% decline beyond 20%.

Barclays is the agent.

Issuer:	Barclays Bank plc
Issue:	Buffered SuperTrack notes
Underlying basket:	S&P 500 index (75% weight), Euro Stoxx 50 index (25% weight)
Amount:	$2 million
Maturity:	Sept. 3, 2021
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus 132.5% of any basket gain; par if basket falls by up to 20%; 1% loss for each 1% drop beyond 20%
Initial levels:	2,446.30 for S&P, 3,388.22 for Stoxx
Pricing date:	Aug. 29
Settlement date:	Sept. 1
Agent:	Barclays
Fees:	None
Cusip:	06744CHM6

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