New Issue: Barclays prices $3.08 million capped buffered return enhanced notes on Stoxx Europe 600

By Wendy Van Sickle

Columbus, Ohio, March 7 – Barclays Bank plc priced $3.06 million of 0% capped buffered return enhanced notes due April 6, 2018 linked to the Stoxx Europe 600 index, according to a 424B2 filing with the Securities and Exchange Commission.

The payout at maturity will be par plus 1.5 times any gain in the index, up to a maximum return of 14.1%.

Investors will receive par if the index falls by up to 10% and will lose 1.1111% for every 1% loss in the index beyond the 10% buffer.

Barclays is the agent with J.P. Morgan Securities LLC and JPMorgan Chase Bank, NA as placement agents.

Issuer:	Barclays Bank plc
Issue:	Capped buffered return enhanced notes
Underlying index:	Stoxx Europe 600
Amount:	$3,075,000
Maturity:	April 6, 2018
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus 1.5 times any index gain, capped at 14.1%; par if the index falls by up to 10%; 1.1111% loss for every 1% decline beyond 10%
Initial level:	375.23
Pricing date:	March 3
Settlement date:	March 8
Agents:	Barclays with J.P. Morgan Securities LLC and JPMorgan Chase Bank, NA as placement agents
Fees:	1.04%
Cusip:	06741VM66

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