New Issue: Barclays prices $2 million buffered SuperTrack notes tied to Russell, S&P

By Susanna Moon

Chicago, July 18 – Barclays Bank plc priced $2 million of 0% buffered SuperTrack notes due June 28, 2021 linked to the lesser performing of the Russell 2000 index and the S&P 500 index, according to a 424B2 filing with the Securities and Exchange Commission.

If each index closes at or above its initial level, the payout at maturity will be par plus 1.6 times the gain of the worse performing index up to a maximum return of 48%.

If either index falls by between 6% and 16%, the payout will be par.

Otherwise, investors will be exposed to any losses of the worse performing index beyond the 16% buffer.

Barclays is the agent.

Issuer:	Barclays Bank plc
Issue:	Buffered SuperTrack notes
Underlying index:	Russell 2000 index, S&P 500 index
Amount:	$2 million
Maturity:	June 28, 2021
Coupon:	0%
Price:	Par
Payout at maturity:	If each index gain, par plus 1.6 times the gain of worse performing index, capped at 48%; if either index falls 6% to 16%, par; otherwise, exposure to any losses of worse performing index beyond 16%
Initial levels:	1,415.835 for Russell, 2,425.18 for S&P
Pricing date:	July 7
Settlement date:	July 12
Agent:	Barclays
Fees:	2%
Cusip:	06744CBN0

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