New Issue: Barclays prices $2.16 million buffered dual directional notes on index basket

Chicago, March 14 – Barclays Bank plc priced $2.16 million of 0% buffered dual directional notes due Sept. 9, 2025 linked to an equally weighted basket of indexes, according to a 424B2 filed with the Securities and Exchange Commission.

The basket contains the Nikkei 225 index, the S&P 500 index and the Euro Stoxx 50 index.

The payout at maturity will be par plus 1.5 times any gain in the basket, subject to a maximum return of par plus 11.5%.

If the basket falls by up to 20%, the payout will be par plus the absolute value of the return.

Otherwise, investors will lose 1% for every 1% decline of the basket beyond 20%.

Barclays is the agent.

Issuer:	Barclays Bank plc
Issue:	Buffered dual directional notes
Underlying basket:	Nikkei 225 index, S&P 500 index and Euro Stoxx 50 index, equal weights
Amount:	$2,162,000
Maturity:	Sept. 9, 2025
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus 1.5 times any basket gain, subject to a maximum return of par plus 11.5%; if basket falls by up to 20% par plus the absolute value of return of that basket; otherwise, 1% loss for each 1% decline of basket beyond 20%
Initial levels:	40,109.23 for Nikkei, 5,130.95 for S&P, 4,912.92 for Stoxx
Buffer value:	80% of initial level
Pricing date:	March 5
Settlement date:	March 7
Agent:	Barclays
Fees:	1.25%
Cusip:	06745Q5H8

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