New Issue: Barclays prices $607,000 buffered SuperTrack notes tied to Russell, S&P

By Susanna Moon

Chicago, March 3 – Barclays Bank plc priced $607,000 of 0% buffered SuperTrack notes due March 1, 2022 linked to the lesser performing of the Russell 2000 index and the S&P 500 index, according to a 424B2 filing with the Securities and Exchange Commission.

If each index closes at or above its initial level, the payout at maturity will be par plus 1.75 times the gain of the worse performing index.

If either index falls but by no more than 50%, the payout will be par.

Otherwise, investors will be fully exposed to any losses of the worse performing index.

Barclays is the agent.

Issuer:	Barclays Bank plc
Issue:	Buffered SuperTrack notes
Underlying index:	Russell 2000 index, S&P 500 index
Amount:	$607,000
Maturity:	March 1, 2022
Coupon:	0%
Price:	Par
Payout at maturity:	If each index gain, par plus 1.75 times the gain of worse performing index; if either index falls but by no more than 50%, par; if either index falls by more than 50%, full exposure to any losses of worse performing index.
Initial levels:	1,394.53 for Russell, 2,367.34 for S&P
Barrier levels:	697.27 for Russell, 1,183.67 for S&P, or 50% of initial levels
Pricing date:	Feb. 24
Settlement date:	March 1
Agent:	Barclays
Fees:	0.25%
Cusip:	06741VKW1

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