New Issue: Barclays prices $801,000 dual directional notes tied to Stoxx, ETF

Chicago, May 21 – Barclays Bank plc priced $801,000 of 0% dual directional notes due July 30, 2021 linked to the least performing of the Euro Stoxx 50 index and the iShares MSCI EAFE ETF, according to a 424B2 filed with the Securities and Exchange Commission.

The payout at maturity will be par plus double any gain in the lesser performing asset, capped at par plus 39%.

If the lesser performing index falls by up to 15%, the payout will be par plus the absolute value of the return of that index.

Investors will lose 1% for every 1% decline of the lesser performing index beyond 15%.

Barclays is the agent.

Issuer:	Barclays Bank plc
Issue:	Dual directional notes
Underlying assets:	Euro Stoxx 50 index and iShares MSCI EAFE ETF
Amount:	$801,000
Maturity:	July 30, 2021
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus double any gain in lesser performing index, capped at par plus 39%; if lesser performing index falls by up to 15% par plus the absolute value of return of that index; exposure to losses of lesser performing index beyond 15%
Initial levels:	3,514.62 for Stoxx, $66.76 for EAFE ETF
Buffer level:	85% of initial values
Pricing date:	April 30
Settlement date:	May 3
Agent:	Barclays
Fees:	1.15%
Cusip:	06747MLF1

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