New Issue: Barclays prices $1.05 million digital notes linked to Euro Stoxx 50

By Marisa Wong

Morgantown, W.Va., Sept. 30 – Barclays Bank plc priced $1.05 million of 0% digital notes due Oct. 5, 2016 linked to the Euro Stoxx 50 index, according to a 424B2 filing with the Securities and Exchange Commission.

If the index finishes at or above the 95% coupon barrier level, the payout at maturity will be par plus 12.3%.

If the index finishes below the coupon barrier level but at or above the 90% barrier level, the payout will be par.

If the index finishes below the barrier level, investors will be fully exposed to the index decline.

Barclays is the agent.

Issuer:	Barclays Bank plc
Issue:	Digital notes
Underlying index:	Euro Stoxx 50
Amount:	$1.05 million
Maturity:	Oct. 5, 2016
Coupon:	0%
Price:	Par
Payout at maturity:	If index finishes at or above coupon barrier, par plus 12.3%; if index finishes below coupon barrier but at or above barrier, par; otherwise, full exposure to index decline
Initial index level:	3,019.34
Coupon barrier level:	2,868.37, 95% of initial level
Barrier level:	2,717.41, 90% of initial level
Pricing date:	Sept. 24
Settlement date:	Sept. 29
Agent:	Barclays
Fees:	1%
Cusip:	06741UM43

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