New Issue: Barclays sells $1 million notes due 2021 on index basket

By Wendy Van Sickle

Columbus, Ohio, Nov. 15 – Barclays Bank plc priced $1 million of 0% notes due Nov. 15, 2021 linked to an unequally weighted basket of three indexes, according to a 424B2 filing with the Securities and Exchange Commission.

The basket consists of the S&P 500 index with a 50% weight, the Nasdaq-100 index with a 35% weight and the Russell 2000 index with a 15% weight.

The payout at maturity will be par plus any basket gain, capped at par plus 20%.

If the basket declines, the payout will be par.

Barclays is the agent.

Issuer:	Barclays Bank plc
Issue:	Notes
Underlying basket:	S&P 500 index (50% weight), the Nasdaq-100 index (35% weight) and the Russell 2000 index (15% weight)
Amount:	$1 million
Maturity:	Nov. 15, 2021
Contingent coupon:	0%
Price:	Par
Payout at maturity:	Par plus any basket gain, capped at par plus 20%; if the basket declines, par
Initial levels:	2,781.01 for S&P, 7,039.149 for Nasdaq, 1,549.493 for Russell
Pricing date:	Nov. 9
Settlement date:	Nov. 15
Agent:	Barclays
Fees:	0.75%
Cusip:	06746XYH0

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