New Issue: Barclays prices $9.52 million leveraged buffered notes tied to indexes

By Jennifer Chiou

New York, Feb. 18 – Barclays Bank plc priced $9,515,000 of 0% capped leveraged buffered notes due Aug. 18, 2016 linked to a basket of indexes, according to a 424B2 filing with the Securities and Exchange Commission.

The basket consists of the Euro Stoxx 50 index with a 37% weight, the FTSE 100 index with a 23% weight, the Topix index with a 23% weight, the Swiss Market index with a 9% weight and the S&P/ASX 200 index with an 8% weight.

The payout at maturity will be par plus 1.5 times any basket gain, capped at 21.675%.

Investors will receive par if the basket declines by up to 5% and will lose 1.0526% for each 1% decline in the basket beyond 5%.

Barclays is the underwriter.

Issuer:	Barclays Bank plc
Issue:	Capped leveraged buffered basket-linked notes
Underlying basket:	Euro Stoxx 50 index (37% weight), FTSE 100 index (23% weight), Topix index (23% weight), Swiss Market index (9% weight) and S&P/ASX 200 index (8% weight)
Amount:	$9,515,000
Maturity:	Aug. 18, 2016
Coupon:	0%
Price:	Par
Payout at maturity:	If basket return is positive, par plus 150% of basket return, capped at 21.675%; par if basket falls by up to 5%; 1.0526% loss for each 1% decline beyond 5%
Initial index levels:	3,447.59 for Euro Stoxx, 6,873.52 for FTSE 100, 1,449.38 for Topix, 8,651.98 for Swiss Market and 5,877.467 for S&P/ASX
Pricing date:	Feb. 13
Settlement date:	Feb. 23
Underwriter:	Barclays
Fees:	1.34%
Cusip:	06741URA4

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