New Issue: Barclays prices $3.15 million Super Track notes linked to S&P 500, Russell 2000

By Angela McDaniels

Tacoma, Wash., Jan. 28 – Barclays Bank plc priced $3.15 million of 0% Super Track notes due Jan. 29, 2021 linked to the lesser performing of the S&P 500 index and the Russell 2000 index, according to a 424B2 filing with the Securities and Exchange Commission.

If the lesser-performing index finishes above its initial level, the payout at maturity will be par plus 2.05 times the return of the lesser-performing index.

If the final level of the lesser-performing index is less than or equal to its initial level and greater than or equal to its barrier level, 65% of its initial level, the payout will be par.

If the lesser-performing index finishes below its barrier level, investors will be fully exposed to the decline of the lesser-performing index.

Barclays is the agent.

Issuer:	Barclays Bank plc
Issue:	Super Track notes
Underlying indexes:	S&P 500 and Russell 2000
Amount:	$3.15 million
Maturity:	Jan. 29, 2021
Coupon:	0%
Price:	Par
Payout at maturity:	If lesser-performing index finishes above initial level, par plus 2.05 times return of lesser-performing index; if final level of lesser-performing index is less than or equal to initial level and greater than or equal to barrier level, par; if lesser-performing index finishes below barrier level, full exposure to decline of lesser-performing index
Initial index levels:	1,906.90 for S&P 500 and 1,020.66 for Russell 2000
Barrier levels:	1,239.49 for S&P 500 and 663.43 for Russell 2000; 65% of initial levels
Pricing date:	Jan. 27
Settlement date:	Jan. 29
Agent:	Barclays
Fees:	1%
Cusip:	06741U4H4

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