Barclays plans to price buffered digital notes based on S&P 500 index

New York, July 7 – Barclays Bank plc plans to price 0% buffered digital notes due July 26, 2018 linked to the S&P 500 index, according to a 424B2 filing with the Securities and Exchange Commission.

If the index return is greater than or equal to zero, the payout at maturity will be par plus the digital percentage, which is expected to be 13% to 15% and will be set at pricing.

If the index return is less than zero but greater than or equal to negative 10%, the payout will be par.

Otherwise, investors will lose 1% for every 1% that the index declines beyond the 10% buffer.

Barclays is the agent.

The notes will price on July 22 and settle on July 29.

The Cusip number is 06741V5V0.

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