New Issue: Barclays prices $2.63 million capped leveraged buffered notes on S&P 500

By Susanna Moon

Chicago, May 28 - Barclays Bank plc priced $2.63 million of 0% capped leveraged buffered index-linked notes due May 26, 2016 tied to the S&P 500 index, according to a 424B2 filing with the Securities and Exchange Commission.

The payout at maturity will be par plus 1.5 times any index gain, up to a maximum payout of $1,126 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% decline beyond 10%.

Barclays is the underwriter.

Issuer:	Barclays Bank plc
Issue:	Capped leveraged buffered index-linked notes
Underlying index:	S&P 500
Amount:	$2,625,000
Maturity:	May 26, 2016
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus 150% of any index gain, capped at 12.6%; par if index falls by up to 10%; 1.1111% loss for every 1% drop beyond 10%
Initial index level:	1,900.53
Pricing date:	May 23
Settlement date:	June 2
Underwriter:	Barclays
Fees:	2%
Cusip:	06741UDU5

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