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Published on 4/1/2014 in the Prospect News Structured Products Daily.

New Issue: Barclays prices $7.19 million capped leveraged buffered notes linked to MSCI EAFE

By Jennifer Chiou

New York, April 1 - Barclays Bank plc priced $7,185,000 of 0% capped leveraged buffered index-linked notes due April 1, 2016 tied to the MSCI EAFE index, according to a 424B2 filing with the Securities and Exchange Commission.

If the index return is positive, the payout at maturity will be par plus 1.2 times the index return, subject to a maximum payout of $1,240 per $1,000 of notes.

Investors will receive par if the index falls by up to 10% and will lose 1.1111% for every 1% index decline beyond the 10% buffer.

Barclays is the underwriter.

Issuer:Barclays Bank plc
Issue:Capped leveraged buffered index-linked notes
Underlying index:MSCI EAFE
Amount:$7,185,000
Maturity:April 1, 2016
Coupon:0%
Price:Par
Payout at maturity:If index return is positive, par plus 120% of the index return, capped at 24%; par if index falls by up to 10%; 1.1111% loss for every 1% decline in the index beyond 10%
Initial index level:1,892.86
Pricing date:March 27
Settlement date:April 3
Underwriter:Barclays
Fees:2%
Cusip:06741UAN4

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