Barclays to price capped leveraged buffered notes linked to MSCI EAFE

By Angela McDaniels

Tacoma, Wash., April 10 - Barclays Bank plc plans to price 0% capped leveraged buffered notes linked to the MSCI EAFE index, according to a 424B2 filing with the Securities and Exchange Commission.

The notes are expected to mature 15 to 18 months after pricing.

The payout at maturity will be par plus 1.3 times any index gain, subject to a maximum settlement amount of $1,182 to $1,208 per $1,000 principal amount. Investors will receive par if the index falls by 10% or less. If the index falls by more than 10%, investors will lose 1.1111% for every 1% decline beyond the 10% buffer.

The exact maturity date and maximum settlement amount will be set at pricing.

Barclays is the agent.

The Cusip number is 06741UCA0.

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