New Issue: Barclays prices $1.05 million notes on index, ETF basket

By Sarah Lizee

Olympia, Wash., Jan. 7 – Barclays Bank plc priced $1.05 million of 0% notes due Jan. 2, 2025 linked to an index and ETF basket, according to a 424B2 filing with the Securities and Exchange Commission.

The basket consists of the S&P 500 index with a 50% weight, the Russell 2000 index with a 20% weight and the iShares MSCI EAFE ETF with a 30% weight.

If the basket return is positive, the payout at maturity will be par plus the basket gain capped at par plus 32%.

Otherwise, the payout will be par.

Barclays is the agent.

Issuer:	Barclays Bank plc
Issue:	Notes
Underlying basket:	S&P 500 index with a 50% weight, Russell 2000 index with a 20% weight and iShares MSCI EAFE ETF with a 30% weight
Amount:	$1.05 million
Maturity:	Jan. 2, 2025
Coupon:	0%
Price:	Par of $10
Payout at maturity:	If the basket return is positive, par plus the basket gain capped at par plus 32%; otherwise, par
Initial index levels:	3,240.02 for S&P, 1,669.03 for Russell, $69.64 for EAFE
Pricing date:	Dec. 27
Settlement date:	Jan. 2
Agent:	Barclays
Fees:	0.75%
Cusip:	06747NWE0

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