New Issue: Barclays sells $2.9 million three-year notes linked to index basket

By Marisa Wong

Morgantown, W.Va., March 26 – Barclays Bank plc priced $2.9 million of 0% notes due March 10, 2022 linked to an unequally weighted basket of indexes, according to a 424B2 filing with the Securities and Exchange Commission.

The basket consists of the S&P 500 index with a 60% weight, the Euro Stoxx 50 index with a 20% weight and the Nikkei 225 index with a 20% weight.

If the basket return is positive, the payout at maturity will be par plus 1.5 times the gain, capped at par plus 30.25%.

If the basket falls, investors will be exposed to losses up to 10%.

Barclays is the agent.

Issuer:	Barclays Bank plc
Issue:	Notes
Underlying basket:	S&P 500 index with a 60% weight, Euro Stoxx 50 index with a 20% weight and Nikkei 225 index with a 20% weight
Amount:	$2.9 million
Maturity:	March 10, 2022
Coupon:	0%
Price:	Par
Payout at maturity:	If the basket return is positive, par plus 1.5 times the gain, capped at par plus 30.25%; if the basket falls, exposure to losses up to 10%
Initial values:	2,748.93 for S&P, 3,308.85 for Euro Stoxx, 21,456.01 for Nikkei
Pricing date:	March 7
Settlement date:	March 12
Agent:	Barclays
Fees:	2.25%
Cusip:	06747MGT7

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