New Issue: Barclays prices $2.55 million notes linked to index basket

By Toni Weeks

San Luis Obispo, Calif., Feb. 28 - Barclays Bank plc priced $2.55 million of 0% notes due Aug. 31, 2017 linked to a basket of equally weight indexes, according to a 424B2 filing with the Securities and Exchange Commission.

The underlying indexes are the Hang Seng China Enterprises index, Hang Seng index, MSCI Taiwan Price index and the Korea Composite Stock Price Index 200.

The payout at maturity will be par plus 1.25 times the basket return. Investors will receive par if the basket falls by up to 25% and will be fully exposed to losses from the initial level if the basket falls by more than 25%.

Barclays is the underwriter.

Issuer:	Barclays Bank plc
Issue:	Notes
Underlying basket indexes:	Hang Seng China Enterprises, Hang Seng, MSCI Taiwan Price and Korea Composite Stock Price Index 200
Amount:	$2.55 million
Maturity:	Aug. 31, 2017
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus 1.25 times any basket gain; par if basket falls by up to 25%; full exposure to losses if basket falls by more than 25%
Initial levels:	9,740.56 for Hang Seng China, 22,317.2 for Hang Seng, 300.41 for MSCI Taiwan and 256.24 for Korea Composite
Pricing date:	Feb. 25
Settlement date:	Feb. 28
Underwriter:	Barclays
Fees:	2.75%
Cusip:	06741T5V5

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