New Issue: Barclays prices $1.49 million barrier digital notes linked to S&P, Russell

Chicago, Dec. 28 – Barclays Bank plc priced $1.49 million of 0% barrier digital notes due Dec. 3, 2021 linked to the lesser performing of the S&P 500 index and the Russell 2000 index, according to a 424B2 filing with the Securities and Exchange Commission.

If each underlying index finishes at or above its initial level, the payout at maturity will be par plus greater of the digital return of 29% and the gain of the worse performing index.

If either underlying index falls by up to its 70% barrier level, the payout at maturity will be par.

Otherwise, investors will be fully exposed to any losses of the worse performing index.

Barclays is the agent.

Issuer:	Barclays Bank plc
Issue:	Barrier digital notes
Underlying assets:	S&P 500 index, Russell 2000 index
Amount:	$1,488,000
Maturity:	Dec. 3, 2021
Coupon:	0%
Price:	Par
Payout at maturity:	If each index gains, greater of return of worse performing index and par plus 29%; if either index falls by up to 30%, par; otherwise, 1% loss per 1% decline of worse performing index
Initial levels:	2,760.17 for S&P, 1,533.27 for Russell
Barrier levels:	1,932.12 for S&P, 1,073.29 for Russell, 70% of initial levels
Pricing date:	Nov. 30
Settlement date:	Dec. 5
Agent:	Barclays
Fees:	1.2%
Cusip:	06746XYV9

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