New Issue: Barclays sells $360,000 buffered digital notes linked to indexes

By Wendy Van Sickle

Columbus, Ohio, July 18 – Barclays Bank plc priced $360,000 of 0% buffered digital notes due Aug. 15, 2024 linked to the Nasdaq-100 index, Russell 2000 index and S&P 500 index, according to a 424B2 filing with the Securities and Exchange Commission.

If the least performing index finishes at or above its 75% buffer level, the payout at maturity will be par plus the digital percentage of 8%.

Otherwise, investors will lose 1% for every 1% decline of the least performer in excess of the 25% buffer.

Barclays is the agent.

Issuer:	Barclays Bank plc
Issue:	Buffered digital notes
Underlying indexes:	Russell 2000 index, S&P 500 index, Nasdaq-100 index
Amount:	$360,000
Maturity:	Aug. 15, 2024
Coupon:	0%
Price:	Par
Payout at maturity:	If least performer finishes at or above buffer level, par plus 8%; otherwise, 1% loss for every 1% decline of lowest performing index beyond 25%
Initial levels:	15,307.23 for Nasdaq, 1,933.376 for Russell, 4,472.16 for S&P
Buffer levels:	11,480.42 for Nasdaq, 1,450.03 for Russell, 3,354.12 for S&P; 75% of initial levels
Pricing date:	July 12
Settlement date:	July 17
Agent:	Barclays
Fees:	0.4%
Cusip:	06745MQG6

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