New Issue: Barclays sells $750,000 barrier SuperTrack notes on S&P, Russell

By Marisa Wong

Morgantown, W.Va., June 10 – Barclays Bank plc priced $750,000 of 0% barrier SuperTrack notes due May 16, 2024 linked to the least performing of the S&P 500 index and the Russell 2000 index, according to a 424B2 filing with the Securities and Exchange Commission.

The payout at maturity will be par plus 1.6 times any gain in the lesser-performing index.

If either index falls but neither falls by more than 50%, the payout will be par.

Otherwise, investors will lose 1% for every 1% decline of the lesser-performing index below its initial level.

Barclays is the agent.

Issuer:	Barclays Bank plc
Issue:	Barrier SuperTrack notes
Underlying indexes:	S&P 500, Russell 2000
Amount:	$750,000
Maturity:	May 16, 2024
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus 1.6 times any gain in the lesser-performing index; if either index falls but neither falls by more than 50%, par; otherwise, 1% loss for every 1% decline of the lesser-performing index
Initial levels:	2,881.40 for S&P, 1,572.99 for Russell (closing values on May 10)
Barrier levels:	1,440.70 for S&P, 786.50 for Russell; 50% of initial levels
Pricing date:	May 13
Settlement date:	May 16
Agent:	Barclays
Fees:	0.5%
Cusip:	06747MUC8

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