Barclays plans buffered SuperTrack notes tied to iShares MSCI EM, EAFE

By Susanna Moon

Chicago, April 12 – Barclays Bank plc plans to price 0% buffered SuperTrack notes due May 5, 2021 linked to the lesser performing of the iShares MSCI Emerging Markets ETF and the iShares MSCI EAFE ETF, according to a 424B2 filing with the Securities and Exchange Commission.

The payout at maturity will be par plus 1.7 times to 1.75 times any gain of the worse performing fund, with the exact participation rate to be set at pricing.

Investors will receive par if either fund falls by up to 30% and they will be exposed to any losses of the worse performing fund beyond the buffer.

Barclays is the agent.

The notes will price on April 30.

The Cusip number is 06746X5J8.

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