New Issue: Barclays sells $19.62 million Capped Leveraged Index Return Notes on S&P 500

By Marisa Wong

Morgantown, W.Va., June 5 – Barclays Bank plc priced $19.62 million of 0% Capped Leveraged Index Return Notes due July 27, 2018 linked to the S&P 500 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 maximum return of 6.84%.

Investors will receive par if the index falls by up to 5% and will lose 1% for every 1% decline beyond 5%.

BofA Merrill Lynch is the agent.

Issuer:	Barclay Bank plc
Issue:	Capped Leveraged Index Return Notes
Underlying index:	S&P 500 index
Amount:	$19,619,260
Maturity:	July 27, 2018
Coupon:	0%
Price:	Par of $10.00
Payout at maturity:	Par plus double any index gain, up to a maximum return of 6.84%; par if the index falls by up to 5%; 1% loss for every 1% decline beyond 5%
Initial level:	2,415.07
Threshold level:	2,294.32, 95% of initial level
Pricing date:	May 25
Settlement date:	June 2
Agent:	BofA Merrill Lynch
Fees:	2%
Cusip:	06746J443

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