New Issue: Barclays prices $36.15 million capped leveraged notes linked to indexes

By Angela McDaniels

Tacoma, Wash., Oct. 1 - Barclays Bank plc priced $36.15 million of 0% Capped Leveraged Index Return Notes due Sept. 26, 2014 linked to a basket of indexes via Bank of America Merrill Lynch, according to a 424B2 filing with the Securities and Exchange Commission.

The basket includes the S&P 500 index with a 45% weight, the MSCI EAFE index with a 27.5% weight and the MSCI Emerging Markets index with a 27.5% weight.

The payout at maturity will be par of $10 plus 200% of any increase in the basket, subject to a maximum return of 21.5%. Investors will receive par if the basket declines by 10% or less and will lose 1% for every 1% that it declines beyond 10%.

Issuer:	Barclays Bank plc
Issue:	Capped Leveraged Index Return Notes
Underlying indexes:	S&P 500 index (45% weight), MSCI EAFE index (27.5% weight) and MSCI Emerging Markets index (27.5% weight)
Amount:	$36,148,480
Maturity:	Sept. 26, 2014
Coupon:	0%
Price:	Par of $10
Payout at maturity:	Par plus 200% of any basket increase, subject to maximum return of 21.5%; par if basket declines by 10% or less; 1% loss for every 1% that basket declines beyond 10%
Initial index levels:	1,447.15 for S&P 500; 1,526.25 for MSCI EAFE; 998.36 for MSCI Emerging Markets
Pricing date:	Sept. 27
Settlement date:	Oct. 4
Underwriter:	Bank of America Merrill Lynch
Fees:	2%
Cusip:	06742A784

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