New Issue: Barclays prices $77.39 million Capped Leveraged Index Return Notes on S&P 500

By Marisa Wong

Morgantown, W.Va., April 2 – Barclays Bank plc priced $77.39 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 payout of par plus 9.02%.

Investors will receive par if the index falls by up to 5% and will lose 1% for every 1% decline beyond 5%.

BofA Merrill Lynch is the agent.

Issuer:	Barclay Bank plc
Issue:	Capped Leveraged Index Return Notes
Underlying index:	S&P 500 index
Amount:	$77,390,204.35
Maturity:	May 29, 2020
Coupon:	0%
Price:	Par of $10
Payout at maturity:	Par plus double any index gain, capped at par plus 9.02%; par if the index falls by up to 5%; 1% loss for every 1% decline beyond 5%
Initial level:	2,815.44
Threshold level:	2,674.67, 95% of initial level
Pricing date:	March 28
Settlement date:	April 4
Agent:	BofA Merrill Lynch
Fees:	2%
Cusip:	06746Y382

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