New Issue: Barclays prices $7.18 million leveraged notes linked to index basket

By Marisa Wong

Morgantown, W.Va., Nov. 3 – Barclays Bank plc priced $7.18 million of 0% leveraged basket-linked notes due Nov. 1, 2018 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 1.6165 times the basket gain.

Investors will be fully exposed to any basket decline.

Barclays is the agent.

Issuer:	Barclays Bank plc
Issue:	Leveraged 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:	$7,182,000
Maturity:	Nov. 1, 2018
Coupon:	0%
Price:	Par
Payout at maturity:	If basket return is positive, par plus 1.6165 times basket gain; full exposure to losses
Initial levels:	3,381.01 for Euro Stoxx, 6,365.27 for FTSE 100, 1,543.11 for Topix, 8,849.92 for Swiss Market and 5,346.152 for S&P/ASX 200
Pricing date:	Oct. 27
Settlement date:	Nov. 3
Agent:	Barclays
Fees:	3%
Cusip:	06741UP99

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