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Published on 7/27/2015 in the Prospect News Structured Products Daily.

New Issue: Barclays prices $1.05 million capped leveraged buffered notes linked to MSCI EAFE

By Toni Weeks

San Luis Obispo, Calif., July 27 – Barclays Bank plc priced $1.05 million of 0% capped leveraged buffered notes due May 26, 2017 linked to the MSCI EAFE index, according to a 424B2 filing with the Securities and Exchange Commission.

The payout at maturity will be par plus 1.3 times any index gain, up to a maximum settlement amount of $1,253.50 per $1,000 principal amount.

Investors will receive par if the index falls by up to 12.5% and will lose 1.1429% for every 1% decline beyond 12.5%.

Barclays is the agent.

Issuer:Barclays Bank plc
Issue:Capped leveraged buffered notes
Underlying index:MSCI EAFE
Amount:$1,049,000
Maturity:May 26, 2017
Coupon:0%
Price:Par
Payout at maturity:Par plus 1.3 times any index gain, subject to 25.35% maximum return; par if index falls by up to 12.5%; 1.1429% loss per 1% drop beyond 12.5%
Initial index level:1,877.14
Pricing date:July 23
Settlement date:July 30
Underwriter:Barclays
Fees:None
Cusip:06741UA87

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