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Published on 4/10/2024 in the Prospect News Structured Products Daily.

New Issue: Barclays prices $5.31 million market-linked notes linked to S&P 500

New York, April 10 – Barclays Bank plc priced $5.31 million of 0% market-linked notes due April 5, 2027 linked to the S&P 500 index, according to a 424B2 filing with the Securities and Exchange Commission.

If the return of the worst performing index is positive, the payout at maturity will be par plus the return of that index, subject to a maximum return of par plus 23.1%.

Otherwise, investors will receive par.

Barclays is the agent. Morgan Stanley Wealth Management is the dealer.

Issuer:Barclays Bank plc
Issue:Market-linked notes
Underlying indexes:S&P 500 index
Amount:$5,311,000
Maturity:April 5, 2027
Coupon:0%
Price:Par
Payout at maturity:If return of worst performing index is positive, par plus that index's return, subject to a maximum return of par plus 23.1%; minimum payout of par
Initial level:5,254.35
Cap:23.1%
Pricing date:March 28
Settlement date:April 3
Agent:Barclays
Dealer:Morgan Stanley Wealth Management
Fees:3%
Cusip:06745QBP3

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