New Issue: Barclays prices $1.39 million barrier digital notes tied to two indexes, ETF

By William Gullotti

Buffalo, N.Y., Jan. 25 – Barclays Bank plc priced $1.39 million of 0% barrier digital notes due Feb. 23, 2024 linked to the performance of the iShares Russell 2000 Value ETF, the Nasdaq-100 index and the Russell 2000 index, according to a 424B2 filing with the Securities and Exchange Commission.

If each underlier finishes at or above 70% of its initial level, the payout at maturity will be par plus 11.9%.

Otherwise, investors will be fully exposed to the decline of the worst performer from its initial level.

Barclays is the agent.

Issuer:	Barclays Bank plc
Issue:	Barrier digital notes
Underlying assets:	iShares Russell 2000 Value ETF, Nasdaq-100 index, Russell 2000 index
Amount:	$1,386,000
Maturity:	Feb. 23, 2024
Coupon:	0%
Price:	Par
Payout at maturity:	If each underlier finishes at or above barrier level, par plus 11.9%; otherwise, 1% loss for every 1% decline of worst performer from initial level
Initial levels:	$146.70 for ETF, 11,619.03 for Nasdaq, 1,867.336 for Russell
Barrier levels:	$102.69 for ETF, 8,133.32 for Nasdaq, 1,307.14 for Russell; 70% of initial level
Pricing date:	Jan. 20
Settlement date:	Jan. 25
Agent:	Barclays
Fees:	0.65%
Cusip:	06749NHA3

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