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Published on 9/1/2015 in the Prospect News Structured Products Daily.

New Issue: Barclays prices $8.30 million Accelerated Return Notes linked to three energy stocks

New York, Sept. 1 – Barclays Bank plc priced $8.30 million of 0% Accelerated Return Notes due Oct. 28, 2016 linked to a basket of energy sector stocks, according to a 424B2 filing with the Securities and Exchange Commission.

The underlying companies are Hess Corp. with a 33.33% weight, Helmerich & Payne, Inc. with a 33.34% weight and Exxon Mobil Corp. with a 33.33% weight.

If the basket return is positive, the payout at maturity will be par of $10 plus 300% of the basket return, subject to a maximum return of 25.8%. If the basket return is negative, investors will be fully exposed to the decline.

BofA Merrill Lynch is the agent.

Issuer:Barclays Bank plc
Issue:Accelerated Return Notes
Underlying stocks:Hess Corp. (NYSE: HES), Helmerich & Payne, Inc. (NYSE: HP) and Exxon Mobil Corp. (NYSE: XOM)
Amount:$8,295,460
Maturity:Oct. 28, 2016
Coupon:0%
Price:Par of $10
Payout at maturity:Par plus 300% of any basket gain, capped at 25.8%; exposure to any basket decline
Initial share prices:$55.76 for Hess, $55.09 for Helmerich & Payne and $74.85 for Exxon Mobil
Pricing date:Aug. 27
Settlement date:Sept. 3
Agent:BofA Merrill Lynch
Fees:2%
Cusip:06743N215

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