New Issue: Barclays sells $10.04 million Capped Leveraged Index Return Notes on Russell 2000

By William Gullotti

Buffalo, N.Y., June 29 – Barclays Bank plc priced $10.04 million of 0% Capped Leveraged Index Return Notes due Aug. 26, 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 10.01%.

If the index falls by up to 10%, the payout will be par.

Otherwise, investors will lose 1% for every 1% decline beyond 5%.

BofA Securities, Inc. is the agent.

Issuer:	Barclay Bank plc
Issue:	Capped leveraged index return notes
Underlying index:	Russell 2000 index
Amount:	$10,042,630
Maturity:	Aug. 26, 2022
Coupon:	0%
Price:	Par of $10
Payout at maturity:	Par plus twice any index gain, capped at par plus 10.01%; if the index falls by up to 5%, par; otherwise, investors will lose 1% for every 1% decline beyond 5%
Initial level:	2,333.622
Threshold level:	2,216.941; 95% of initial level
Pricing date:	June 24
Settlement date:	July 1
Agent:	BofA Securities, Inc.
Fees:	2%
Cusip:	06747T358

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