New Issue: Barclays prices $11.58 million capped leveraged buffered notes linked to S&P 500

By Marisa Wong

Morgantown, W.Va., Oct. 19 – Barclays Bank plc priced $11.58 million of 0% capped leveraged buffered notes due Dec. 20, 2018 linked 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 settlement amount of $1,274.50 per $1,000 principal amount.

Investors will receive par if the index falls by up to 15% and will lose 1.1765% for each 1% decline beyond 15%.

Barclays is the agent.

Issuer:	Barclays Bank plc
Issue:	Capped leveraged buffered notes
Underlying index:	S&P 500 index
Amount:	$11,583,000
Maturity:	Dec. 20, 2018
Coupon:	0%
Price:	Par of $1,000
Payout at maturity:	Par plus 150% of any index gain, capped at 27.45%; par if index falls by up to 15%; 1.1765% loss for every 1% drop beyond 15%
Initial level:	2,126.50
Pricing date:	Oct. 17
Settlement date:	Oct. 24
Agent:	Barclays
Fees:	None
Cusip:	06741VD33

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