New Issue: Barclays sells $521,000 SuperTrack notes tied to S&P, Russell basket

By Susanna Moon

Chicago, Dec. 6 – Barclays Bank plc priced $521,000 of 0% SuperTrack notes due Nov. 20, 2023 linked to a basket of two indexes, according to a 424B2 filing with the Securities and Exchange Commission.

The basket consists of the S&P 500 index with a 75% weight and the Russell 2000 index with a 25% weight.

The payout at maturity will be par plus 1.11 times any basket gain.

Investors will receive par if the basket falls by up to 25% and will be exposed to any losses beyond the buffer.

Barclays is the agent.

Issuer:	Barclays Bank plc
Issue:	SuperTrack notes
Underlying basket:	S&P 500 index (75% weight) and Russell 2000 index (25% weight)
Amount:	$521,000
Maturity:	Nov. 20, 2023
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus 111% of any basket gain; if basket falls by up to 25%, par; otherwise, 1% loss per 1% decline beyond 25%
Initial levels:	2,736 for S&P, 1,524.22 for Russell
Pricing date:	Nov. 15
Settlement date:	Nov. 20
Agent:	Barclays
Fees:	2.25%
Cusip:	06746XXJ7

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