New Issue: Barclays prices $255,000 buffered digital plus notes linked to S&P 500

By Susanna Moon

Chicago, Oct. 3 – Barclays Bank plc priced $255,000 of 0% buffered digital plus notes due Sept. 29, 2022 linked to the S&P 500 index, according to a 424B2 filed with the Securities and Exchange Commission.

If the index finishes at or above the 85% threshold level, the payout at maturity will be par plus the greater of the digital return of 18% and any index gain up to a maximum return of 50%.

Otherwise, investors will lose 1% for each 1% decline beyond 15%.

Barclays is the agent.

Issuer:	Barclays Bank plc
Issue:	Buffered digital plus notes
Underlying index:	S&P 500
Amount:	$255,000
Maturity:	Sept. 29, 2022
Coupon:	0%
Price:	Par
Payout at maturity:	If index gains or falls by 15% or less, par plus greater of 18% and any index gain up to 50%; 1% loss for each 1% decline beyond 15%
Initial index level:	2,496.84
Pricing date:	Sept. 26
Settlement date:	Sept. 29
Agent:	Barclays
Fees:	3.25%
Cusip:	06744C2A8

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