New Issue: Barclays prices $2.96 million barrier digital plus notes on three indexes

By Sarah Lizee

Olympia, Wash., Jan. 10 – Barclays Bank plc priced $2.96 million of 0% barrier digital plus notes due Jan. 8, 2025 linked to the lesser performing of the Dow Jones industrial average, the S&P 500 index and the Russell 2000 index, according to a 424B2 filing with the Securities and Exchange Commission.

If each underlying index finishes at or above its initial level, the payout at maturity will be par plus 1.6 times the return of the least performing index.

If any underlying index falls by up to its 70% barrier level, the payout at maturity will be par plus 20%.

Otherwise, investors will be fully exposed to any losses of the worst performing index.

Barclays is the agent.

Issuer:	Barclays Bank plc
Issue:	Barrier digital plus notes
Underlying assets:	Dow Jones industrial average, S&P 500 index, Russell 2000 index
Amount:	$2,957,000
Maturity:	Jan. 8, 2025
Coupon:	0%
Price:	Par
Payout at maturity:	If each underlying index finishes at or above its initial level, par plus 1.6 times the return of the least performing index; if any underlying index falls by up to its barrier level, par plus 20%; otherwise, investors will be fully exposed to any losses of the worst performing index
Initial levels:	3,234.85 for S&P, 1,660.87 for Russell, 28,634.88 for Dow
Barrier levels:	2,264.40 for S&P, 1,162.61 for Russell, 20,044.42 for Dow; 70% of initial levels
Pricing date:	Jan. 3
Settlement date:	Jan. 8
Agent:	Barclays
Fees:	0.25%
Cusip:	06747NYX6

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