New Issue: Barclays prices $8.69 million Capped Leveraged Index Return Notes on Russell 2000

By Kiku Steinfeld

Chicago, Oct. 1 – Barclays Bank plc priced $8.69 million of 0% Capped Leveraged Index Return Notes due Sept. 27, 2022 linked to the Russell 2000 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 18.2%.

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:	Russell 2000 index
Amount:	$8,687,910
Maturity:	Sept. 27, 2022
Coupon:	0%
Price:	Par of $10
Payout at maturity:	Par plus double any index gain, capped at par plus 18.2%; par if the index falls by up to 10%; 1% loss for every 1% decline beyond 10%
Initial level:	1,451.819
Threshold level:	1,306.63, 90% of initial level
Pricing date:	Sept. 24
Settlement date:	Oct. 1
Agent:	BofA Merrill Lynch
Fees:	2%
Cusip:	06747K886

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