New Issue: Barclays prices $4.60 million capped leveraged notes on index basket

New York, July 6 – Barclays Bank plc priced $4.60 million of 0% capped leveraged buffered basket-linked notes due Feb. 6, 2017 tied to a basket of indexes, according to a 424B2 filing with the Securities and Exchange Commission.

The basket is made up of the Euro Stoxx 50 index with a 37% weight, the FTSE 100 index with a 23% weight, the Topix index, also with a 23.00% 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 gain, subject to a maximum payment of par plus 18.76%.

If the basket loses up to 10% the payout will par. Investors will lose 1.1111 times any loss beyond the 10% buffer.

Barclays is the agent.

Issuer:	Barclays Bank plc
Issue:	Capped leveraged buffered basket-linked notes
Underlying basket:	Euro Stoxx 50 index with a 37% weight, the FTSE 100 index with a 23% weight, the Topix index, also with a 23.00% weight, the Swiss Market index with a 9% weight and the S&P/ASX 200 index with an 8% weight
Amount:	$4,596,000
Maturity:	Feb. 6, 2017
Coupon:	0%
Price:	Par
Payout at maturity:	If basket return is positive, par plus 140% of basket gain, with returns capped at 18.76%; par for losses of up to 10%; 1.1111 times losses beyond 10%
Initial levels:	3,496.28 for Euro Stoxx 50, 6,608.59 for FTSE 100, 1,636.41 for Topix, 8,908.99 for Swiss Market, 5,515.664 for S&P/ASX 200
Pricing date:	July 1
Settlement date:	July 9
Agent:	Barclays
Fees:	0%
Cusip:	06741UYU2

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