New Issue: Barclays prices $2.72 million buffered SuperTrack notes tied to index basket

By Sarah Lizee

Olympia, Wash., June 6 – Barclays Bank plc priced $2.72 million of 0% buffered SuperTrack notes due June 4, 2021 linked to a basket of indexes, according to a 424B2 filing with the Securities and Exchange Commission.

The basket consists of the S&P 500 index with a weight of 69%, the Russell 2000 index with a weight of 11% and the S&P MidCap 400 index with a weight of 20%.

The payout at maturity will be par plus double any basket gain, up to a maximum return of 19.6%.

Investors will receive par if the basket falls by up to 15% and will be exposed to any losses beyond the buffer.

Barclays is the agent.

Issuer:	Barclays Bank plc
Issue:	Buffered SuperTrack notes
Underlying basket:	S&P 500 index (69% weight), Russell 2000 index (11% weight) and S&P MidCap 400 index (20% weight)
Amount:	$2,715,000
Maturity:	June 4, 2021
Coupon:	0%
Price:	Par
Payout at maturity:	If basket gains, par plus 2 times return capped at 19.6%; if basket falls by up to 15%, par; otherwise, 1% loss per 1% decline beyond 15%
Initial levels:	2,752.06 for S&P, 1,465.49 for Russell, 1,810.50 for MidCap
Pricing date:	May 31
Settlement date:	June 5
Agent:	Barclays
Fees:	None
Cusip:	06747MVY9

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