New Issue: Barclays sells $477,000 buffered digital notes linked to S&P 500

By Sarah Lizee

Olympia, Wash., Sept. 27 – Barclays Bank plc priced $477,000 of 0% buffered digital notes due March 28, 2022 linked to the S&P 500 index, according to a 424B2 filing with the Securities and Exchange Commission.

If the index return is equal to or greater than negative 15%, the payout at maturity will be par plus the digital percentage of 21%.

Otherwise, investors will be exposed to any losses beyond the 15% buffer.

Barclays is the agent.

Issuer:	Barclays Bank plc
Issue:	Buffered digital notes
Underlying asset:	S&P 500 index
Amount:	$477,000
Maturity:	March 28, 2022
Coupon:	0%
Price:	Par
Payout at maturity:	If the index return is equal to or greater than negative 15%, par plus the digital percentage of 21%; otherwise, exposure to any losses beyond the 15% buffer
Initial level:	2,915.56
Pricing date:	Sept. 25
Settlement date:	Sept. 28
Agent:	Barclays
Fees:	2.85%
Cusip:	06746XNS8

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