New Issue: Barclays prices $4.58 million buffered SuperTrack notes linked to S&P

By Angela McDaniels

Tacoma, Wash., Dec. 30 – Barclays Bank plc priced $4.58 million of 0% buffered SuperTrack notes due Dec. 30, 2021 linked to the S&P 500 index, according to a 424B2 filing with the Securities and Exchange Commission.

If the final index level is greater than or equal to the initial index level, the payout at maturity will be par plus the 1.5 times the index return, subject to a maximum return of 19.5%.

If the final index level is less than the initial index level but greater than or equal to the buffer level, 82.5% of the initial level, the payout will be par.

If the final index level is less than the buffer level, investors will lose 1.2121% for every 1% that the index declines beyond 17.5%.

Barclays is the agent.

Issuer:	Barclays Bank plc
Issue:	Buffered SuperTrack notes
Underlying index:	S&P 500
Amount:	$4,575,000
Maturity:	Dec. 30, 2021
Coupon:	0%
Price:	Par
Payout at maturity:	If final index level is greater than or equal to initial index level, par plus 1.5 times index return, subject to maximum return of 19.5%; if final index level is less than initial index level but greater than or equal to buffer level, par; if final index level is less than buffer level, 1.2121% loss for every 1% that index declines beyond 17.5%
Initial level:	3,239.91
Buffer level:	2,672.93, or 82.5% of initial level
Pricing date:	Dec. 27
Settlement date:	Dec. 31
Agent:	Barclays
Fees:	None
Cusip:	06747NYS7

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