New Issue: Barclays sells $3.38 million capped leveraged buffered notes on basket

By Wendy Van Sickle

Columbus, Ohio, March 23 – Barclays Bank plc priced $3.38 million of 0% capped leveraged buffered notes due March 22, 2018 linked to a basket of five 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 150% of any basket gain, up to a maximum settlement amount of $1,309.75 for each $1,000 principal amount.

The payout will be par if the basket falls by up to 10%, and investors will lose 1.1111% for every 1% loss beyond 10%.

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:	$3,775,000
Maturity:	March 22, 2018
Coupon:	0%
Price:	Par of $1,000
Payout at maturity:	Par plus 150% of any basket gain, capped at $1,309.75 per $1,000 of notes; par if basket declines by up to 10%; 1.1111% for every 1% loss beyond 10%
Initial levels:	3,059.77 for Euro Stoxx, 6,189.64 for FTSE, 1,345.05 for Topix, 7,813.68 for Swiss Market and 5,183.124 for S&P/ASX
Pricing date:	March 18
Settlement date:	March 29
Underwriter:	Barclays
Fees:	2%
Cusip:	06741U6G4

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