New Issue: Barclays prices $4.59 million capped leveraged buffered notes linked to Russell 2000

By Angela McDaniels

Tacoma, Wash., Jan. 15 – Barclays Bank plc priced $4.59 million of 0% capped leveraged buffered notes due July 18, 2017 linked to the Russell 2000 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 two times the index return, subject to a maximum settlement amount of $1,177 for each $1,000 principal amount of notes. Investors will receive par if the index declines by 10% or less and will lose 1.1111% for every 1% that the index declines beyond 10%.

Barclays is the agent.

Issuer:	Barclays Bank plc
Issue:	Capped leveraged buffered notes
Underlying index:	Russell 2000
Amount:	$4,587,000
Maturity:	July 18, 2017
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus two times any index gain, up to maximum settlement amount of $1,177 for each $1,000 principal amount; par if index falls by up to 10%; 1.1111% loss for every 1% decline beyond 10%
Initial index level:	1,010.187
Pricing date:	Jan. 13
Settlement date:	Jan. 21
Agent:	Barclays
Fees:	1.67%
Cusip:	06741U2X1

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