New Issue: Barclays prices $2.7 million capped leveraged buffered notes on MSCI EAFE

By Jennifer Chiou

New York, July 15 – Barclays Bank plc priced $2,699,000 of 0% capped leveraged buffered index-linked notes due Feb. 11, 2016 tied to the MSCI EAFE index, according to a 424B2 filing with the Securities and Exchange Commission.

The payout at maturity will be par plus 1.2 times any index gain, up to a maximum payout of $1,186 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:	MSCI EAFE
Amount:	$2,699,000
Maturity:	Feb. 11, 2016
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus 120% of any index gain, capped at 18.6%; par if index falls by up to 10%; 1.1111% loss per 1% drop beyond 10%
Initial index level:	1,945.25
Pricing date:	July 11
Settlement date:	July 18
Underwriter:	Barclays
Fees:	None
Cusip:	06741UFV1

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