New Issue: Barclays prices $2.28 million capped buffered return enhanced notes linked to MSCI EAFE

By William Gullotti

Buffalo, N.Y., Sept. 1 – Barclays Bank plc priced $2.28 million of 0% capped buffered return enhanced notes due Aug. 29, 2025 linked to the MSCI EAFE index, according to a 424B2 filed with the Securities and Exchange Commission.

The payout at maturity will be par plus 200% of any index gain, up to a maximum return of par plus 27%.

Investors will receive par if the index falls by up to 15% and will lose 1.17647% for each 1% decline beyond 15%.

Barclays, J.P. Morgan Securities LLC and JPMorgan Chase Bank, NA are the agents.

Issuer:	Barclays Bank plc
Issue:	Capped buffered return enhanced notes
Underlying index:	MSCI EAFE index
Amount:	$2,281,000
Maturity:	Aug. 29, 2025
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus 200% of any index gain, capped at par plus 27%; par if index declines by 15% or less; otherwise, lose 1.17647% for each 1% decline beyond 15%
Initial value:	2,079.13
Buffer level:	1,767.26; 85% of initial level
Pricing date:	Aug. 28
Settlement date:	Aug. 31
Agents:	Barclays, J.P. Morgan Securities LLC and JPMorgan Chase Bank, NA
Fees:	1.5%
Cusip:	06745MY51

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