New Issue: Barclays prices $2.45 million capped leveraged buffered notes linked to indexes

By Angela McDaniels

Tacoma, Wash., Jan. 4 – Barclays Bank plc priced $2.45 million of 0% capped leveraged buffered notes due Jan. 4, 2018 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.

If the basket return is positive, the payout at maturity will be par plus 1.5 times the basket return, subject to a maximum settlement amount of $1,262.50 for each $1,000 principal amount of notes. Investors will receive par if the basket declines by 10% or less and will lose 1.1111% for every 1% that the basket declines beyond 10%.

Barclays is the agent.

Issuer:	Barclays Bank plc
Issue:	Capped leveraged buffered notes
Underlying indexes:	Euro Stoxx 50 (37% weight), FTSE 100 (23% weight), Topix (23% weight), Swiss Market (9% weight) and S&P/ASX 200 (8% weight)
Amount:	$2,447,000
Maturity:	Jan. 4, 2018
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus 1.5 times any basket gain, up to maximum settlement amount of $1,262.50 for each $1,000 principal amount; par if basket falls by up to 10%; 1.1111% loss for every 1% decline beyond 10%
Initial levels:	3,287.98 for Euro Stoxx 50, 6,274.05 for FTSE 100, 1,547.30 for Topix, 8,818.09 for Swiss Market and 5,319.942 for S&P/ASX 200
Pricing date:	Dec. 30
Settlement date:	Jan. 7
Agent:	Barclays
Fees:	None
Cusip:	06741UZ49

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