New Issue: Barclays prices $3.77 million capped leveraged notes linked to indexes

By Devika Patel

Knoxville, Tenn., April 27 – Barclays Bank plc priced $3.77 million of 0% capped leveraged notes due May 25, 2017 linked to a basket of indexes, according to a 424B2 filing with the Securities and Exchange Commission.

The basket includes the Euro Stoxx 50 index with a 37% initial weight, the FTSE 100 index with a 23% initial weight, the Topix index with a 23% initial weight, the Swiss Market index with a 9% initial weight and the S&P/ASX 200 index with an 8% initial weight.

The payout at maturity will be par plus triple any basket gain, subject to a maximum settlement amount of $1,219 per $1,000 principal amount.

Investors will be exposed to any basket decline.

Barclays is the agent.

Issuer:	Barclays Bank plc
Issue:	Capped leveraged notes
Underlying indexes:	Euro Stoxx 50 (37% initial weight), FTSE 100 (23% initial weight), Topix (23% initial weight), Swiss Market (9% initial weight) and S&P/ASX 200 (8% initial weight)
Amount:	$3,768,000
Maturity:	May 25, 2017
Coupon:	0%
Price:	Par of $1,000
Payout at maturity:	Par plus triple any index gain, capped at $1,219 per $1,000 of notes; exposure to any basket decline
Initial levels:	3,141.12 for Euro Stoxx, 6,310.44 for FTSE, 1,407.50 for Topix, 8,109.44 for Swiss Market and 5,236.366 for S&P/ASX
Pricing date:	April 22
Settlement date:	April 29
Underwriter:	Barclays
Fees:	1.13%
Cusip:	06741V2G6

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