New Issue: Barclays prices $4.77 million capped leveraged buffered notes linked to MSCI EAFE

By Toni Weeks

San Luis Obispo, Calif., Sept. 9 – Barclays Bank plc priced $4.77 million of 0% capped leveraged buffered index-linked notes due Oct. 21, 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 gain, subject to a maximum payment of $1,253.50 per $1,000 of notes.

Investors will receive par if the index falls by up to 15% and will share in losses at a rate of 1.1765% per 1% drop beyond the 15% buffer.

Barclays is the agent.

Issuer:	Barclays Bank plc
Issue:	Capped leveraged buffered index-linked notes
Underlying index:	MSCI EAFE
Amount:	$4,773,000
Maturity:	Oct. 21, 2016
Coupon:	0%
Price:	Par
Payout at maturity:	If index return is positive, par plus 130% of index gain, with returns capped at 25.35%; par if index falls by up to 15%; 1.1765% loss for every 1% decline beyond 15%
Initial level:	1,925.51
Buffer level:	92.5% of initial level
Pricing date:	Sept. 5
Settlement date:	Sept. 12
Agent:	Barclays
Fees:	None
Cusip:	06741UJJ4

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