New Issue: Barclays prices $2.21 million SuperTrack notes tied to Russell, S&P 500

By Wendy Van Sickle

Columbus, Ohio, Aug. 29 – Barclays Bank plc priced $2.21 million of 0% SuperTrack notes due Aug. 31, 2022 linked to the Russell 2000 index and the S&P 500 index, according to a 424B2 filing with the Securities and Exchange Commission.

If each index finishes at or above its initial level, the payout at maturity will be par plus 1.612 times the gain of the worse performing index.

Investors will receive par if each index falls by no more than 35% and will be fully exposed to any losses of the worse performing index if it finishes below its 65% barrier level.

Barclays is the agent.

Issuer:	Barclays Bank plc
Issue:	SuperTrack notes
Underlying index:	Russell 2000 and S&P 500
Amount:	$2,212,000
Maturity:	Aug. 31, 2022
Coupon:	0%
Price:	Par
Payout at maturity:	If each index gains, par plus 161.2% of return of the worse performing index; if either index falls by up to 35%, par; otherwise, full exposure to any losses of worse performing index
Initial levels:	1,728.41 for Russell, 2,896.74 for S&P
Barrier levels:	1,123.47 for Russell, 1,882.88 for S&P; 65% of initial levels
Pricing date:	Aug. 27
Settlement date:	Aug. 30
Agent:	Barclays
Fees:	0.75%
Cusip:	06746XND1

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