New Issue: Barclays prices $55.03 million Capped Leveraged Index Return Notes on S&P 500

By Wendy Van Sickle

Columbus, Ohio, May 29 – Barclays Bank plc priced $55.03 million of 0% Capped Leveraged Index Return Notes due May 29, 2020 linked to the S&P 500 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 15.76%.

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

BofA Merrill Lynch is the agent.

Issuer:	Barclay Bank plc
Issue:	Capped Leveraged Index Return Notes
Underlying index:	S&P 500 index
Amount:	$55,029,340
Maturity:	May 29, 2020
Coupon:	0%
Price:	Par of $10
Payout at maturity:	Par plus double any index gain, up to a maximum return of 15.76%; par if the index falls by up to 10%; 1% loss for every 1% decline beyond 10%
Initial level:	2,727.76
Threshold level:	2,454.98, 90% of initial level
Pricing date:	May 24
Settlement date:	June 1
Agent:	BofA Merrill Lynch
Fees:	2%
Cusip:	06746R551

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