New Issue: Barclays sells $26.39 million Leveraged Index Return Notes on S&P 500

By Marisa Wong

Los Angeles, April 6 – Barclays Bank plc priced $26.39 million of 0% Capped Leveraged Index Return Notes due May 28, 2021 linked to the S&P 500 index, according to a 424B2 filed with the Securities and Exchange Commission.

The payout at maturity will be par of $10 plus 2 times any index gain, up to a payout of par plus 15.62%.

If the index falls by up to 5%, the payout will be par.

Otherwise, investors will lose 1% for every 1% decline beyond 5%.

BofA Securities, Inc. is the agent.

Issuer:	Barclay Bank plc
Issue:	Capped Leveraged Index Return Notes
Underlying index:	S&P 500 index
Amount:	$26,386,300
Maturity:	May 28, 2021
Coupon:	0%
Price:	Par of $10
Payout at maturity:	Par plus 2 times any index gain, capped at par plus 15.62%; if the index falls by up to 5%, par; otherwise, investors will lose 1% for every 1% decline beyond 5%
Initial level:	2,630.07
Threshold level:	2,498.57, 95% of initial level
Pricing date:	March 26
Settlement date:	April 2
Agent:	BofA Securities, Inc.
Fees:	2%
Cusip:	06747G612

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