New Issue: Barclays prices $2.39 million buffered SuperTrack notes tied to basket

By Susanna Moon

Chicago, Oct. 24 – Barclays Bank plc priced $2.39 million of 0% buffered SuperTrack notes due Jan. 3, 2020 linked to a equally weighted basket consisting of the Russell 2000 index and the SPDR S&P MidCap 400 ETF Trust, according to a 424B2 filing with the Securities and Exchange Commission.

The payout at maturity will be par plus double any basket gain, up to a maximum return of 21.75%.

Investors will receive par if the basket falls by up to 10% and will lose 1% for each 1% decline beyond 10%.

Barclays is the agent.

Issuer:	Barclays Bank plc
Issue:	Buffered SuperTrack notes
Underlying basket:	Russell 2000 index and SPDR S&P MidCap 400 ETF Trust, equally weighted
Amount:	$2,385,000
Maturity:	Jan. 3, 2020
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus 2 times basket gain capped at 21.75%; par if basket falls by up to 10%; 1% loss per 1% decline of basket beyond 10%
Initial levels:	1,497.50 for Russell, $330.23 for fund
Pricing date:	Oct. 17
Settlement date:	Oct. 20
Agent:	Barclays
Fees:	None
Cusip:	06744CA35

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