New Issue: Barclays prices $800,000 buffered SuperTracks tied to S&P, Russell

By Sarah Lizee

Olympia, Wash., May 30 – Barclays Bank plc priced $800,000 of 0% buffered SuperTrack notes due May 26, 2022 linked to 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 2 times the gain of the worse performing index, capped at par plus 53%.

If either index gains by up to 10%, the payout at maturity will be par.

If either falls by more than 10%, investors will lose 1% for each 1% decline of the worse performing index beyond the buffer.

Barclays is the agent.

Issuer:	Barclays Bank plc
Issue:	Buffered SuperTrack notes
Underlying asset:	S&P 500 index and Russell 2000 index
Amount:	$800,000
Maturity:	May 26, 2022
Coupon:	0%
Price:	Par
Payout at maturity:	If each index gains, par plus 200% of return of worse performing index, capped at par plus 53%; if either index gains by up to 10%, par; otherwise, 1% loss per 1% decline of worse performing index beyond 10%
Initial levels:	2,822.24 for S&P and 1,501.38 for Russell
Buffer levels:	90% of initial levels
Pricing date:	May 23
Settlement date:	May 29
Agent:	Barclays
Fees:	0.5%
Cusip:	06747MVM5

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