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Published on 1/7/2016 in the Prospect News Structured Products Daily.

New Issue: Barclays prices $1.37 million notes linked to index, ETF basket

By Marisa Wong

Morgantown, W.Va., Jan. 7 – Barclays Bank plc priced $1.37 million of 0% notes due Dec. 31, 2021 linked to an equally weighted basket of indexes and a fund, according to a 424B2 filing with the Securities and Exchange Commission.

The basket consists of the Euro Stoxx 50 index, the MSCI EAFE index, the Dow Jones industrial average and the iShares MSCI Emerging Markets exchange-traded fund.

The payout at maturity will be par plus the basket return, subject to a minimum return of 7.05%.

Barclays is the agent.

Issuer:Barclays Bank plc
Issue:Notes
Underlying basket:Euro Stoxx 50 index, MSCI EAFE index, Dow Jones industrial average and iShares MSCI Emerging Markets ETF; equally weighted
Amount:$1,365,000
Maturity:Dec. 31, 2021
Coupon:0%
Price:Par of $1,000
Payout at maturity:Par plus the basket return, subject to a minimum return of 7.05%
Initial levels:3,256.49 for Euro Stoxx, 1,717.89 for MSCI EAFE, 17,528.27 for Dow, $32.77 for ETF
Pricing date:Dec. 28
Settlement date:Dec. 31
Underwriter:Barclays
Fees:1.5%
Cusip:06741U2A1

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