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Published on 3/4/2015 in the Prospect News Structured Products Daily.

New Issue: Barclays prices $2.05 million capped leveraged buffered notes linked to Euro Stoxx 50

By Angela McDaniels

Tacoma, Wash., March 4 – Barclays Bank plc priced $2.05 million of 0% capped leveraged buffered notes due Nov. 7, 2016 linked to the Euro Stoxx 50 index, according to a 424B2 filing with the Securities and Exchange Commission.

The payout at maturity will be par plus 1.5 times any index gain, up to a maximum payout of $1,241.50 per $1,000 note. Investors will receive par if the index falls by up to 10% and will lose 1.1111% for every 1% that it declines beyond 10%.

Barclays is the agent.

Issuer:Barclays Bank plc
Issue:Capped leveraged buffered notes
Underlying index:Euro Stoxx 50
Amount:$2.05 million
Maturity:Nov. 7, 2016
Coupon:0%
Price:Par
Payout at maturity:Par plus 1.5 times any index gain, subject to 24.15% maximum return; par if index falls by up to 10%; 1.1111% loss per 1% drop beyond 10%
Initial index level:3,591.09
Pricing date:March 2
Settlement date:March 9
Underwriter:Barclays
Fees:1.45%
Cusip:06741URP1

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