New Issue: Barclays sells $2.97 million capped leveraged buffered notes on indexes

By Marisa Wong

Morgantown, W.Va., Nov. 16 – Barclays Bank plc priced $2.97 million of 0% capped leveraged buffered notes due Aug. 17, 2017 linked to a basket of indexes, according to a 424B2 filing with the Securities and Exchange Commission.

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

The payout at maturity will be par plus 1.4 times any basket gain, subject to a maximum settlement amount of $1,280.70 per $1,000 principal amount. Investors will receive par if the basket declines by 12.5% or less and will lose 1.1429% for every 1% that it declines beyond 12.5%.

Barclays is the agent.

Issuer:	Barclays Bank plc
Issue:	Capped leveraged buffered notes
Underlying indexes:	Euro Stoxx 50 (37% initial weight), FTSE 100 (23% initial weight), Topix (23% initial weight), Swiss Market (9% initial weight) and S&P/ASX 200 (8% initial weight)
Amount:	$2,972,000
Maturity:	Aug. 17, 2017
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus 1.4 times any index gain, subject to 28.07% maximum return; par if basket falls by up to 12.5%; 1.1429% loss for every 1% drop beyond 12.5%
Initial levels:	3,387.70 for Euro Stoxx, 6,178.68 for FTSE, 1,593.57 for Topix, 8,816.94 for Swiss Market and 5,125.692 for S&P/ASX
Pricing date:	Nov. 11
Settlement date:	Nov. 18
Underwriter:	Barclays
Fees:	None
Cusip:	06741US96

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