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Published on 7/23/2015 in the Prospect News Structured Products Daily.

New Issue: Barclays prices $5.03 million digital notes linked to Euro Stoxx 50

By Susanna Moon

Chicago, July 23 – Barclays Bank plc priced $5.03 million of 0% digital notes due Jan. 26, 2017 linked to the Euro Stoxx 50 index, according to a 424B2 filing with the Securities and Exchange Commission.

If the index finishes at or above the 90% barrier level, the payout at maturity will be the threshold settlement amount of $1,090 for each $1,000 principal amount.

Otherwise, investors will lose 1.1111% for each 1% declines beyond 10%.

Barclays is the agent.

Issuer:Barclays Bank plc
Issue:Digital notes
Underlying index:Euro Stoxx 50
Amount:$5.03 million
Maturity:Jan. 26, 2017
Coupon:0%
Price:Par
Payout at maturity:If index finishes at or above barrier, par plus 9%; otherwise, 1.1111% loss per 1% decline beyond 10%
Initial index level:3,647.96
Barrier level:90% of initial level
Pricing date:July 21
Settlement date:July 28
Agent:Barclays
Fees:1.67%
Cusip:06741UA46

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