New Issue: Barclays sells $7.48 million capped contingent buffered notes on S&P

By Marisa Wong

Morgantown, W.Va., April 10 – Barclays Bank plc priced $7.48 million of 0% capped contingent buffered notes due April 3, 2019 linked to the S&P 500 index, according to a 424B2 filing with the Securities and Exchange Commission.

If the index finishes at or above the 75.75% barrier level, the payout at maturity will be par plus the greater of the 4% contingent minimum return and the index return, subject to a cap of 16%.

If the index finishes below the 75.75% barrier level, investors will be fully exposed to the index decline.

Barclays is the underwriter with J.P. Morgan Securities LLC and JPMorgan Chase Bank, NA as placement agents.

Issuer:	Barclays Bank plc
Issue:	Capped contingent buffered notes
Underlying index:	S&P 500
Amount:	$7.48 million
Maturity:	April 3, 2019
Coupon:	0%
Price:	Par
Payout at maturity:	If the index finishes at or above the barrier level, par plus the greater of the 4% contingent minimum return and the index return, subject to a cap of 16%; otherwise, investors will be fully exposed to the index decline
Initial level:	2,361.13
Barrier level:	1,788.56, 75.75% of initial level
Pricing date:	March 29
Settlement date:	April 3
Underwriter:	Barclays with J.P. Morgan Securities LLC and JPMorgan Chase Bank, NA as placement agents
Fees:	1.5%
Cusip:	06741VQU9

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