New Issue: Barclays prices $633,000 notes due 2022 tied to S&P, Russell

Chicago, March 11 – Barclays Bank plc priced $633,000 of 0% notes due Nov. 30, 2022 linked to the least performing of the S&P 500 index and the Russell 2000 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 1.5 times the gain of the worse performing index, subject to a maximum return of 38%.

If either index declines by up to 5%, investors will participate in the decline of the index.

If either falls by more than 5%, investors will receive the minimum payment of $950 per $1,000 amount of notes.

Barclays is the agent.

Issuer:	Barclays Bank plc
Issue:	Notes
Underlying indexes:	S&P 500 and Russell 2000
Amount:	$633,000
Maturity:	Nov. 30, 2022
Coupon:	0%
Price:	Par
Payout at maturity:	If each index gains, par plus 1.5 times return of worse performing index, subject to a cap of 38%; if either index declines by up to 5%, participation in decline of the index; otherwise, minimum payment of $950 per $1,000 of notes
Initial levels:	2,784.49 for S&P and 1,575.55 for Russell
Pricing date:	Feb. 28
Settlement date:	March 5
Agent:	Barclays
Fees:	0.875%
Cusip:	06747MBN5

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