New Issue: Barclays sells $1.28 million autocallable contingent coupon notes on indexes

Chicago, Aug. 12 – Barclays Bank plc priced $1.28 million of autocallable contingent coupon notes due Sept. 8, 2023 linked to the least performing of the Russell 2000 index, the S&P 500 index and the Nasdaq-100 index, according to a 424B2 filing with the Securities and Exchange Commission.

The notes will pay a contingent quarterly coupon of at a 7% annualized rate if each index closes at or above its 75% coupon barrier value on the related observation date.

The notes will be automatically called at par plus coupon if each index closes at or above 95% of its initial level on any quarterly call observation date.

The payout at maturity will be par if all the indexes close above their 95% call level or if the final value of the worst performer is less than its call level but no index ever closes below its 70% barrier during the life of the notes.

Otherwise, investors will be fully exposed to the losses of the worst performer.

Barclays is the agent.

Issuer:	Barclays Bank plc
Issue:	Autocallable contingent coupon notes
Underlying indexes:	S&P 500 index, Nasdaq-100 index, Russell 2000 index
Amount:	$1,280,000
Maturity:	Sept. 8, 2023
Contingent coupon:	7% annual rate, payable quarterly if each index closes at or above coupon barrier level on related observation date
Price:	Par
Payout at maturity:	Par if all indexes close above call levels or if at least one index closes below the call level but no index ever closes below its barrier level during the life of the notes; otherwise, full exposure to losses of worst performer
Call:	At par plus coupon if each index closes at or above call level on any quarterly observation date
Initial levels:	4,538.43 for S&P, 15,712.04 for Nasdaq, 2,159.31 for Russell
Coupon barrier levels:	3,403.82 for S&P, 11,784.03 for Nasdaq, 1,619.48 for Russell; 75% of initial levels
Call levels:	4,311.51 for S&P, 14,926.44 for Nasdaq, 2,051.34 for Russell; 95% of initial levels
Barrier levels:	3,176.9 for S&P, 10,998.43 for Nasdaq, 1,511.52 for Russell; 70% of initial levels
Strike date:	Dec. 3, 2021
Pricing date:	Dec. 8, 2021
Agent:	Barclays
Fees:	2.38%
Cusip:	06748WVP5

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