Barclays to price capped leveraged buffered notes tied to MSCI EAFE

By Toni Weeks

San Luis Obispo, Calif., May 16 - 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 24 to 27 months after pricing.

The payout at maturity will be par plus 150% of any index gain, up to a maximum settlement amount of $1,168 to $1,198 per $1,000 principal amount. The exact maximum payment will be set at pricing.

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

The Cusip number is 06741UDT8.

Barclays is the agent.

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