By Susanna Moon
Chicago, Sept. 30 - Barclays Bank plc priced $2.5 million of 0% buffered Super Track notes due April 3, 2013 linked to a basket of two indexes, according to a 424B2 filing with the Securities and Exchange Commission.
The basket consists of the Euro Stoxx 50 index with a 65% weight and FTSE 100 index with a 35% weight.
The payout at maturity will be par plus any basket gain, up to a maximum return of 47%.
Investors will receive par if the basket falls by up to 15% and will lose 1% for every 1% decline beyond 15%.
Barclays Capital Inc. is the agent.
| Issuer: | Barclays Bank plc
|
| Issue: | Buffered Super Track notes
|
| Underlying basket: | Euro Stoxx 50 index (65% weight) and FTSE 100 index (35% weight)
|
| Amount: | $2.5 million
|
| Maturity: | April 3, 2013
|
| Coupon: | 0%
|
| Price: | Par
|
| Payout at maturity: | Par plus any basket gain, capped at 47%; 1% loss per 1% drop beyond 15%
|
| Initial levels: | 2,176.64 for Euro Stoxx, 5,217.63 for FTSE
|
| Pricing date: | Sept. 28
|
| Settlement date: | Oct. 3
|
| Agent: | Barclays Capital Inc.
|
| Fees: | 0.1%
|
| Cusip: | 06738KWH0
|
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