New Issue: Barclays prices $16.11 million Accelerated Return Notes on index basket

By Marisa Wong

Morgantown, W.Va., June 2 – Barclays Bank plc priced $16.11 million of 0% Accelerated Return Notes due July 28, 2017 linked to a basket of six indexes, according to a 424B2 filing with the Securities and Exchange Commission.

The underlying indexes are the Euro Stoxx 50 index with a 40% initial weight, the Nikkei Stock Average index with a 20% weight, the FTSE 100 index with a 20% weight, the Swiss Market index with a 7.5% weight, the S&P/ASX 200 index with a 7.5% weight and the Hang Seng index with a 5% weight.

The payout at maturity will be par of $10 plus triple any basket gain, up to a maximum return of 18.1%.

Investors will be exposed to any losses.

BofA Merrill Lynch is the agent.

Issuer:	Barclays Bank plc
Issue:	Accelerated Return Notes
Underlying indexes:	Euro Stoxx 50 with a 40% weight, Nikkei Stock Average with a 20% weight, FTSE 100 with a 20% weight, Swiss Market with a 7.5% weight, S&P/ASX 200 with a 7.5% weight and Hang Seng with a 5% weight
Amount:	$16,106,350
Maturity:	July 28, 2017
Coupon:	0%
Price:	Par of $10
Payout at maturity:	Par plus 300% of any index gain, subject to 18.1% maximum return; exposure to any index decline
Initial levels:	3,071.21 for Euro Stoxx; 6,265.65 for FTSE, 16,772.46 for Nikkei; 8,229.55 for Swiss Market; 5,388.089 for S&P/ASX; 20,397.11 for Hang Seng
Pricing date:	May 26
Settlement date:	June 3
Underwriters:	BofA Merrill Lynch
Fees:	2%
Cusip:	06744K483

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