New Issue: Barclays prices $7.54 million SuperTrack notes on index, ETF basket

By Sarah Lizee

Olympia, Wash., June 18 – Barclays Bank plc priced $7.54 million of 0% SuperTrack notes due June 19, 2023 linked to a basket of an index and an ETF, according to a 424B2 filing with the Securities and Exchange Commission.

The basket consists of the S&P MidCap 400 index with a 60% weight and the iShares Core S&P Small Cap ETF with a 40% weight.

The payout at maturity will be par plus 1.4 times any basket gain.

Investors will receive par if the basket falls by up to 20% and will lose 1.25% for each 1% decline beyond the buffer.

Barclays is the agent.

Issuer:	Barclays Bank plc
Issue:	SuperTrack notes
Underlying basket:	S&P MidCap 400 index (60% weight) and iShares Core S&P Small Cap ETF (40% weight)
Amount:	$7.54 million
Maturity:	June 19, 2023
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus 140% of any basket gain; if basket falls by up to 20%, par; 1.25% loss for each 1% decline beyond the buffer
Initial levels:	1,899.92 for index, $76.05 for ETF
Pricing date:	June 14
Settlement date:	June 19
Agent:	Barclays
Fees:	None
Cusip:	06747MYR1

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