New Issue: Barclays prices $1 million buffered digital plus notes linked to three indexes

By Wendy Van Sickle

Columbus, Ohio, July 12 – Barclays Bank plc priced $1 million of 0% buffered digital plus notes due July 15, 2024 linked to the least performing of the Nasdaq-100 index, the Russell 2000 index and the S&P 500 index, according to a 424B2 filing with the Securities and Exchange Commission.

If the return of the least performing index is greater than or equal to negative 20%, the payout at maturity will be par plus the greater of 33.5% and the least performing index return. Otherwise, investors will lose 1% for every 1% that the least performing index declines beyond 20%.

Barclays is the agent.

Issuer:	Barclays Bank plc
Issue:	Buffered digital plus notes
Underlying indexes:	S&P 500, Russell 2000, Nasdaq-100
Amount:	$1 million
Maturity:	July 15, 2024
Coupon:	0%
Price:	Par
Payout at maturity:	If least performing index return is greater than or equal to negative 20%, par plus greater of least performing index return and 33.5%; otherwise, 1% loss for every 1% that least performing index declines beyond 20%
Initial index levels:	2,993.07 for S&P, 1,565.05 for Russell, 7,903.4 for Nasdaq
Buffer levels:	2,394.46 for S&P, 1,252.04 for Russell, 6,322.72 for Nasdaq
Pricing date:	July 10
Settlement date:	July 15
Agent:	Barclays
Fees:	0.75%
Cusip:	06747N5M2

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