New Issue: Barclays prices $30.93 million Leveraged Index Return Notes on indexes

By Marisa Wong

Morgantown, W.Va., Jan. 31 – Barclays Bank plc priced $30,925,170 of 0% Leveraged Index Return Notes due Jan. 30, 2023 linked to a global equity index basket, according to a 424B2 filing with the Securities and Exchange Commission.

The basket consists of the Dow Jones industrial average with a 40% weight, the Euro Stoxx 50 index with a 40% weight and the MSCI Emerging Markets index with a 20% weight.

If the basket return is positive, the payout at maturity will be par plus 141.5% of the basket gain.

If the basket falls by up to 20%, the payout will be par. Investors will be exposed to any basket decline beyond 20%.

BofA Merrill Lynch is the agent.

Issuer:	Barclays Bank plc
Issue:	Leveraged Index Return Notes
Underlying basket:	Dow Jones industrial average (40% weight), Euro Stoxx 50 index (40% weight) and MSCI Emerging Markets index (20% weight)
Amount:	$30,925,170
Maturity:	Jan. 30, 2023
Coupon:	0%
Price:	Par of $10
Payout at maturity:	Par plus 141.5% of any basket gain; par if basket falls by up to 20%; exposure to losses beyond 20%
Initial index levels:	26,392.79 for Dow, 3,630.15 for Euro Stoxx, 1,273.07 for MSCI EM
Pricing date:	Jan. 25
Settlement date:	Feb. 1
Agent:	BofA Merrill Lynch
Fees:	2.5%
Cusip:	06746P597

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