New Issue: Barclays prices $4.28 million capped leveraged notes linked to indexes

By Susanna Moon

Chicago, July 10 – Barclays Bank plc priced $4.28 million of 0% capped leveraged basket-linked notes due Jan. 13, 2017 tied 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 $1,193.50 for each $1,000 of notes.

Investors will be exposed to any losses.

Barclays is the agent.

Issuer:	Barclays Bank plc
Issue:	Capped leveraged basket-linked notes
Underlying basket:	Euro Stoxx 50 index (37% weight), the FTSE 100 index (23% weight), the Topix index (23% weight), the Swiss Market index (9% weight) and the S&P/ASX 200 index (8% weight)
Amount:	$4,275,000
Maturity:	Jan. 13, 2017
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus 300% of any basket gain, capped at 19.35%; exposure to any losses
Initial levels:	3,327.50 for Euro Stoxx, 6,490.70 for FTSE, 1,582.48 for Topix, 8,852.43 for Swiss Market and 5,469.528 for S&P/ASX 200
Pricing date:	July 8
Settlement date:	July 15
Agent:	Barclays
Fees:	1.67%
Cusip:	06741UZD9

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