New Issue: Barclays prices $1.55 million digital notes linked to Stoxx Europe 600

By Angela McDaniels

Tacoma, Wash., June 21 – Barclays Bank plc priced $1.55 million of 0% digital notes due July 6, 2017 linked to the Stoxx Europe 600 index, according to a 424B2 filing with the Securities and Exchange Commission.

If the final index level is greater than or equal to the buffer value, 90% of the initial index level, the payout at maturity will be par plus 9.16%. Otherwise, investors will lose 1.1111% for every 1% that the index declines beyond 10%.

Barclays and J.P. Morgan Securities LLC are the agents.

Issuer:	Barclays Bank plc
Issue:	Digital notes
Underlying index:	Stoxx Europe 600
Amount:	$1,545,000
Maturity:	July 6, 2017
Coupon:	0%
Price:	Par
Payout at maturity:	If final index level is greater than or equal to buffer value, par plus 9.16%; otherwise, 1.1111% loss for every 1% that index declines beyond 10%
Initial index level:	325.78
Final index level: Average of index’s closing levels on five trading days ending June 30, 2017
Buffer value:	293.20, 90% of initial level
Pricing date:	June 17
Settlement date:	June 22
Agents:	Barclays and J.P. Morgan Securities LLC
Fees:	1%
Cusip:	06741V5G3

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