New Issue: Barclays prices $11.16 million index-linked digital notes on Russell

By Toni Weeks

San Luis Obispo, Calif., Oct. 1 - Barclays Bank plc priced $11.16 million of 0% index-linked digital notes due July 6, 2015 tied to the Russell 2000 index, according to a 424B2 filing with the Securities and Exchange Commission.

If the index finishes at or above 85% of the initial level, investors will receive the maximum settlement amount of $1,086 per $1,000 principal amount.

Otherwise, investors will lose 1.1765% for every 1% decline beyond the 15% buffer.

Barclays is the underwriter.

Issuer:	Barclays Bank plc
Issue:	Index-linked digital notes
Underlying index:	Russell 2000
Amount:	$11,155,000
Maturity:	July 6, 2015
Coupon:	0%
Price:	Par
Payout at maturity:	If index finishes at or above 85% of initial level, $1,086 per note; 1.1765% loss for every 1% decline beyond 15%
Initial level:	1,074.19
Pricing date:	Sept. 27
Settlement date:	Oct. 4
Agent:	Barclays
Fees:	1.17%
Cusip:	06741TN78

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