New Issue: Barclays sells $87,000 three-year notes on Euro Stoxx, iShares EAFE

By Marisa Wong

Morgantown, W.Va., March 8 – Barclays Bank plc priced $87,000 of 0% barrier digital notes due Feb. 28, 2022 linked to the lesser performing of the Euro Stoxx 50 index and the iShares MSCI EAFE exchange-traded fund, according to a 424B2 filing with the Securities and Exchange Commission.

If each underlying finishes at or above its initial level, the payout at maturity will be par plus greater of the digital return of 25.5% and the return of the worse performing underlying.

If either underlying falls but neither falls by more than 35%, the payout will be par.

Otherwise, investors will be fully exposed to the decline of the worse performing underlying.

Barclays is the agent.

Issuer:	Barclays Bank plc
Issue:	Barrier digital notes
Underlying assets:	Euro Stoxx 50 index, iShares MSCI EAFE ETF
Amount:	$87,000
Maturity:	Feb. 28, 2022
Coupon:	0%
Price:	Par
Payout at maturity:	If each asset gains, par plus greater of return of worse performer and 25.5%; if either asset falls but neither falls by more than 35%, par; otherwise, 1% loss per 1% decline of worse performer
Initial levels:	3,280.01 for index, $64.31 for ETF
Barrier levels:	2,132.01 for index, $41.80 for ETF; 65% of initial levels
Pricing date:	Feb. 25
Settlement date:	Feb. 28
Agent:	Barclays
Fees:	3.85%
Cusip:	06747MCZ7

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