New Issue: Barclays prices $89.11 million leveraged basket-linked notes on indexes

By Jennifer Chiou

New York, Feb. 26 – Barclays Bank plc priced $89.11 million of 0% leveraged notes due Aug. 30, 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.

If the basket return is positive, the payout at maturity will be par plus 1.565 times the basket return.

Investors will share in any losses.

Barclays is the agent.

Issuer:	Barclays Bank plc
Issue:	Leveraged notes
Underlying indexes:	Euro Stoxx 50 (37% weight), FTSE 100 (23% weight), Topix (23% weight), Swiss Market (9% weight) and S&P/ASX 200 (8% weight)
Amount:	$89.11 million
Maturity:	Aug. 30, 2017
Coupon:	0%
Price:	Par
Payout at maturity:	If basket return is positive, par plus 1.565 times basket return; exposure to losses
Initial index levels:	3,547.10 for Euro Stoxx 50; 6,949.63 for FTSE 100; 1,508.28 for Topix; 8,984.61 for Swiss Market; 5,926.989 for S&P/ASX 200
Pricing date:	Feb. 24
Settlement date:	March 3
Agent:	Barclays
Fees:	2.5%
Cusip:	06741URG1

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