New Issue: Barclays prices $737,000 buffered SuperTrack notes tied to basket

By Wendy Van Sickle

Columbus, Ohio, Dec. 5 – Barclays Bank plc priced $737,000 of 0% buffered SuperTrack notes due Dec. 5, 2019 linked to an unequally weighted basket consisting of the S&P 500 index with a 70% weight, the Russell 2000 index with a 15% weight and the iShares MSCI EAFE ETF with a 15% weight, according to a 424B2 filing with the Securities and Exchange Commission.

The payout at maturity will be par plus 1.5 times any basket gain, up to a maximum return of 14.75%.

Investors will receive par if the basket falls by up to 15% and will lose 1% for each 1% decline beyond 15%.

Barclays is the agent.

Issuer:	Barclays Bank plc
Issue:	Buffered SuperTrack notes
Underlying basket:	S&P 500 index (70% weight), Russell 2000 index (15% weight) and iShares MSCI EAFE ETF (15% weight)
Amount:	$737,000
Maturity:	Dec. 5, 2019
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus 1.5 times basket gain capped at 14.75%; par if basket falls by up to 15%; 1% loss per 1% decline of basket beyond 15%
Initial levels:	2,626.07 for S&P, 1,542.30 for Russell, $70.04 for fund
Pricing date:	Nov. 29
Settlement date:	Dec. 4
Agent:	Barclays
Fees:	0.5%
Cusip:	06744CM24

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