New Issue: Barclays prices $2.67 million capped leveraged buffered notes on indexes

By Jennifer Chiou

New York, March 17 – Barclays Bank plc priced $2,669,000 of 0% capped leveraged buffered notes due May 17, 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 1.5 times any basket gain, up to a maximum settlement amount of $1,286.50 for each $1,000 principal amount.

Investors will receive par if the basket declines by up to 15% and will lose 1.1765% for each 1% decline in the basket beyond 15%.

Barclays is the underwriter.

Issuer:	Barclays Bank plc
Issue:	Capped leveraged buffered basket-linked 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:	$2,669,000
Maturity:	May 17, 2017
Coupon:	0%
Price:	Par
Payout at maturity:	If basket return is positive, par plus 150% of basket return, with maximum payout of $1,286.50 per $1,000 of notes; par if basket falls by up to 15%; 1.1765% loss for each 1% decline beyond 15%
Initial index levels:	3,656.21 for Euro Stoxx, 6,740.58 for FTSE 100, 1,560.33 for Topix, 9,156.02 for Swiss Market and 5,814.543 for S&P/ASX
Initial basket level:	100
Pricing date:	March 13
Settlement date:	March 20
Underwriter:	Barclays
Fees:	None
Cusip:	06741USL9

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