New Issue: Barclays sells $5.35 million capped leveraged buffered notes on indexes

By Marisa Wong

Madison, Wis., March 2 – Barclays Bank plc priced $5.35 million of 0% capped leveraged buffered notes due Sept. 1, 2016 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 1.4 times the basket return, capped at 20.02%.

Investors will receive par for losses up to 10% and will share in any losses beyond 10% at a rate of 1.1111% per 1% decline.

Barclays is the agent.

Issuer:	Barclays Bank plc
Issue:	Capped leveraged buffered basket-linked 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:	$5,353,000
Maturity:	Sept. 1, 2016
Coupon:	0%
Price:	Par
Payout at maturity:	If basket return is positive, par plus 1.4 times basket return, capped at 20.02%; par for losses up to 10%; exposure to losses beyond 10% at rate of 1.1111% per 1% decline
Initial index levels:	3,574.94 for Euro Stoxx 50, 6,949.73 for FTSE 100, 1,521.68 for Topix, 9,049.49 for Swiss Market and 5,908.492 fir S&P/ASX 200
Pricing date:	Feb. 26
Settlement date:	March 5
Agent:	Barclays
Fees:	None
Cusip:	06741URQ9

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