New Issue: Barclays prices $6.37 million capped leveraged return notes on MSCI EM

By Susanna Moon

Chicago, Jan. 2 – Barclays Bank plc priced $6.37 million of 0% Capped Leveraged Index Return Notes due Dec. 23, 2019 linked to the MSCI Emerging Markets index, according to a 424B2 filed with the Securities and Exchange Commission.

The payout at maturity will be par of $10 plus double any index gain, up to a maximum return of 18.82%.

Investors will receive par if the index falls by up to 10% and will lose 1% for each 1% decline beyond 10%.

BofA Merrill Lynch is the agent.

Issuer:	Barclay Bank plc
Issue:	Capped Leveraged Index Return Notes
Underlying index:	MSCI Emerging Markets
Amount:	$6,374,220
Maturity:	Dec. 23, 2019
Coupon:	0%
Price:	Par of $10
Payout at maturity:	Par plus double any index gain, capped at 18.82%; par if the index falls by up to 10%; 1% loss for every 1% decline beyond 10%
Initial level:	1,134.38
Pricing date:	Dec. 21
Settlement date:	Dec. 29
Agent:	BofA Merrill Lynch
Fees:	2%
Cusip:	06746N246

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