New Issue: Barclays sells $635,000 buffered SuperTrack notes on index basket

By Wendy Van Sickle

Columbus, Ohio, May 11 – Barclays Bank plc priced $635,000 of 0% buffered SuperTrack notes due May 13, 2021 linked to an equally weighted basket of three indexes, according to a 424B2 filing with the Securities and Exchange Commission.

The basket consists of the S&P 500 index, the Nikkei 225 index and the Euro Stoxx 50 index.

The payout at maturity will be par plus 1.5 times any basket gain up to a 43.5% maximum return.

Investors will receive par if the basket falls by up to 20% and will lose 1% for every 1% decline beyond 20%.

Barclays is the agent.

Issuer:	Barclays Bank plc
Issue:	Buffered SuperTrack notes
Underlying basket:	S&P 500 index, Nikkei 225 index and Euro Stoxx 50 index, equal weights
Amount:	$635,000
Maturity:	May 13, 2021
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus 1.5 times any basket gain, up to 43.5% maximum return; par if basket falls by up to 20%; 1% loss for every 1% decline beyond 20%
Initial levels:	2,671.92 for S&P, 22,508.69 for Nikkei, 3,557.88 for Stoxx
Pricing date:	May 8
Settlement date:	May 11
Agent:	Barclays
Fees:	2%
Cusip:	06746X6M0

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