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Published on 9/20/2016 in the Prospect News Structured Products Daily.

New Issue: Barclays prices $3.01 million capped leveraged buffered notes linked to MSCI EAFE

By Wendy Van Sickle

Columbus, Ohio, Sept. 20 – Barclays Bank plc priced $3.01 million of 0% capped leveraged buffered notes due Sept. 20, 2018 linked to the MSCI EAFE 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 1.5 times the index return, subject to a maximum settlement amount of $1,264 for each $1,000 principal amount of notes. Investors will receive par if the index declines by 15% or less and will lose 1.1765% for every 1% that the index may decline beyond 15%.

Barclays is the agent.

Issuer:Barclays Bank plc
Issue:Capped leveraged buffered notes
Underlying index:MSCI EAFE
Amount:$3,007,000
Maturity:Sept. 20, 2018
Coupon:0%
Price:Par
Payout at maturity:Par plus 1.5 times any index gain, up to maximum settlement amount of $1,264 for each $1,000 principal amount; par if index falls by up to 15%; 1.1765% loss for every 1% decline beyond 15%
Initial index level:1,664.77
Pricing date:Sept. 16
Settlement date:Sept. 23
Agent:Barclays
Fees:None
Cusip:06741VB92

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