New Issue: Barclays prices $1 million 4.6% notes linked to Russell 2000, iShares MSCI EAFE ETF

By Toni Weeks

San Luis Obispo, Calif., July 16 – Barclays Bank plc priced $1 million of 4.6% notes due March 31, 2016 linked to the Russell 2000 index and the iShares MSCI EAFE exchange-traded fund, according to a 424B2 filing with the Securities and Exchange Commission.

Interest is payable monthly.

If the return of the worst-performing component is equal to or greater than negative 15%, the payout at maturity will be par plus the final coupon. If the return of the worst-performing component is less than negative 15%, investors will lose 1.17647% for each 1% decline beyond the 15% buffer.

Barclays is the agent.

Issuer:	Barclays Bank plc
Issue:	Notes
Underlying components:	Russell 2000 index and iShares MSCI EAFE ETF
Amount:	$1 million
Maturity:	March 31, 2016
Coupon:	4.6%
Price:	Par
Payout at maturity:	If return of worst-performing component is equal to or greater than negative 15%, par plus the final coupon; if the return of the worst-performing component is less than negative 15%, 1.17647% loss for each 1% decline beyond 15%
Initial levels:	1,265.35 for index, $64.54 for fund
Pricing date:	July 14
Settlement date:	July 17
Agent:	Barclays
Fees:	None
Cusip:	06741UA61

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