New Issue: Barclays prices $3 million capped leveraged notes linked to indexes

By Susanna Moon

Chicago, Jan. 7 – Barclays Bank plc priced $3 million of 0% capped leveraged notes due June 5, 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 triple any basket gain, up to a maximum settlement amount of $1,261 for each $1,000 principal amount of notes.

Investors will be exposed to any losses.

Barclays is the agent.

Issuer:	Barclays Bank plc
Issue:	Capped leveraged notes
Underlying indexes:	Euro Stoxx 50 (37% weight), FTSE 100 (23% weight), Topix (23% weight), Swiss Market (9% weight) and S&P/ASX 200 (8% weight)
Amount:	$3 million
Maturity:	June 5, 2017
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus 3 times any basket gain, capped at 26.1%; exposure to any losses
Initial levels:	3,178.01 for Stoxx, 6,137.24 for FTSE, 1,504.71 for Topix, 8,701.46 for Swiss Market and 5,184.434 for S&P/ASX 200
Pricing date:	Jan. 5
Settlement date:	Jan. 12
Agent:	Barclays
Fees:	1.53%
Cusip:	06741UY24

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