New Issue: Barclays prices $11.83 million capped leveraged notes on index basket

By Marisa Wong

Madison, Wis., Feb. 3 – Barclays Bank plc priced $11.83 million of 0% capped leveraged notes due Feb. 6, 2017 linked to a basket of indexes, according to a 424B2 filing with the Securities and Exchange Commission.

The basket consists of the Euro Stoxx 50 index with a 37% weight, the FTSE 100 index with a 23% weight, the Topix index with a 23% weight, the Swiss Market index with a 9% weight and the S&P/ASX 200 index with an 8% weight.

The payout at maturity will be par plus triple any basket gain, up to a maximum settlement amount of $1,294 for each $1,000 principal amount.

Investors will be exposed to any losses.

Barclays is the agent.

Issuer:	Barclays Bank plc
Issue:	Capped leveraged notes
Underlying basket:	Euro Stoxx 50 index (37% weight), FTSE 100 index (23% weight), Topix index (23% weight), Swiss Market index (9% weight) and S&P/ASX 200 index (8% weight)
Amount:	$11,827,000
Maturity:	Feb. 6, 2017
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus triple any basket gain, up to a maximum settlement amount of $1,294 for each $1,000 principal amount
Initial levels:	3,351.44 for Euro Stoxx, 6,749.40 for FTSE 100, 1,415.07 for Topix, 8,385.13 for Swiss Market and 5,588.321 for S&P/ASX 200
Pricing date:	Jan. 30
Settlement date:	Feb. 6
Agent:	Barclays
Fees:	2%
Cusip:	06741UQA5

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