Barclays plans to price capped leveraged notes linked to five indexes

By Angela McDaniels

Tacoma, Wash., Dec. 16 – Barclays Bank plc plans to price 18- to 21-month 0% capped leveraged notes 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 triple the basket return, up to a maximum settlement amount that is expected to be $1,240 to $1,282 per $1,000 principal amount of notes and will be set at pricing. If the basket return is negative, investors will be fully exposed to the decline.

Barclays is the agent.

The Cusip number is 06741UZ31.

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