Barclays to price buffered SuperTrack notes tied to the Dow, S&P 500

By Marisa Wong

Morgantown, W.Va., Sept. 27 – Barclays Bank plc plans to price 0% buffered SuperTrack notes due Oct. 3, 2022 linked to the lesser performing of the S&P 500 index and the Dow Jones industrial average, according to a 424B2 filing with the Securities and Exchange Commission.

If each index finishes above its initial level, the payout at maturity will be par plus 1.3485 times the gain of the worse performing index.

Investors will receive par if the lesser performing index falls by up to 30% and will lose 1% for each 1% decline of the worse performing index if it falls by more than 30%.

Barclays is the agent.

The notes will price on Sept. 28.

The Cusip number is 06744C5W7.

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