New Issue: Barclays prices $4.27 million capped leveraged buffered notes on MSCI EAFE

By Jennifer Chiou

New York, June 10 – Barclays Bank plc priced $4,272,000 of 0% capped leveraged buffered index-linked notes due June 27, 2016 tied to the MSCI EAFE index, according to a 424B2 filing with the Securities and Exchange Commission.

If the index return is positive, the payout at maturity will be par plus 1.3 times the index return, subject to a maximum payout of $1,282.75 per $1,000 of notes.

Investors will receive par if the index falls by up to 12.5% and will lose 1.1429% for every 1% index decline beyond the 12.5% buffer.

Barclays is the underwriter.

Issuer:	Barclays Bank plc
Issue:	Capped leveraged buffered index-linked notes
Underlying index:	MSCI EAFE
Amount:	$4,272,000
Maturity:	June 27, 2016
Coupon:	0%
Price:	Par
Payout at maturity:	If index return is positive, par plus 130% of the index return, capped at 28.275%; par if index falls by up to 12.5%; 1.1429% loss for every 1% decline in the index beyond 12.5%
Initial index level:	1,973.22
Pricing date:	June 6
Settlement date:	June 13
Underwriter:	Barclays
Fees:	None
Cusip:	06741UEK6

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