New Issue: Barclays prices $2 million of 5.1% buffered notes linked to index, fund

By Susanna Moon

Chicago, March 3 – Barclays Bank plc priced $2 million of 5.1% buffered notes due Aug. 1, 2018 linked to the lesser performing of the Russell 2000 index and the iShares MSCI EAFE exchange-traded fund, according to a 424B2 filing with the Securities and Exchange Commission.

Interest is payable monthly.

The payout at maturity will be par unless either component falls by more than 22.5%, in which case investors will lose 1.29032% for each 1% decline of the worse performing component beyond 22.5%.

Barclays is the agent with J.P. Morgan Securities LLC and JPMorgan Chase Bank, NA as placement agents.

Issuer:	Barclays Bank plc
Issue:	Buffered notes
Underlying assets:	Russell 2000 index and iShares MSCI EAFE ETF
Amount:	$2 million
Maturity:	Aug. 1, 2018
Coupon:	5.1%, payable monthly
Price:	Par
Payout at maturity:	Par unless either component falls by more than 22.5%, in which case 1.29032% loss per 1% decline of worse performing component beyond 22.5%
Initial levels:	1,394.62 for Russell and $60.83 for EAFE fund
Contingent buffer:	22.5%
Pricing date:	Feb. 24
Settlement date:	March 1
Agent:	Barclays with J.P. Morgan Securities LLC and JPMorgan Chase Bank, NA as placement agents
Fees:	None
Cusip:	06741VLF7

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