Barclays plans leveraged notes with 36%-45% cap linked to Euro Stoxx 50

By Susanna Moon

Chicago, March 13 – Barclays Bank plc plans to price 0% capped leveraged notes linked to the Euro Stoxx 50 index, according to a 424B2 filing with the Securities and Exchange Commission.

The notes will mature between 18 and 21 months after pricing.

If the index finishes at or above the 105% strike level, the payout at maturity will be par triple the index gain, up to a maximum settlement amount of $1,360 to $1,450 for each $1,000 principal amount of notes.

Investors will receive par if the index gains by up to 5%.

Otherwise, investors will be exposed to any losses.

Barclays is the agent.

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