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Published on 10/3/2017 in the Prospect News Structured Products Daily.

New Issue: Barclays sells $123,000 five-year SuperTrack notes tied to Russell, Dow

By Susanna Moon

Chicago, Oct. 3 – Barclays Bank plc priced $123,000 of 0% SuperTrack notes due Sept. 29, 2022 linked to the least performing of the Russell 2000 index and the Dow Jones industrial average, according to a 424B2 filed with the Securities and Exchange Commission.

If each index finishes at or above its initial level, the payout at maturity will be par plus 2.5 times the gain of the worse performing index, up to a maximum return of 60%.

Investors will receive par if either index falls by up to 40% and will lose 1% for each 1% decline of the worse performing index if either index finishes below its 60% barrier level.

Barclays is the agent.

Issuer:Barclays Bank plc
Issue:SuperTrack notes
Underlying indexes:Russell 2000, Dow Jones industrial average
Amount:$123,000
Maturity:Sept. 29, 2022
Coupon:0%
Price:Par
Payout at maturity:If each index gains, par plus 2.5 times gain of worse performing index, capped at 60%; par if either index falls by up to 40%; otherwise, 1% loss per 1% decline of worse performing index
Initial index levels:1,456.86 for Russell, 22,284.32 for Dow
Barrier levels:874.12 for Russell, 13,370.59 for Dow; 60% of initial levels
Pricing date:Sept. 26
Settlement date:Sept. 29
Agent:Barclays
Fees:4.125%
Cusip:06744C2Q3

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