New Issue: Barclays prices $150,000 capped leveraged notes on basket of indexes

By Wendy Van Sickle

Columbus, Ohio, May 10 – Barclays Bank plc priced $150,000 of 0% capped leveraged notes due July 9, 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.

The payout at maturity will be par plus 3 times any basket gain up to a maximum settlement of $1,460.50 per $1,000 note.

Investors will be fully exposed to any decline in the basket.

Barclays is the agent.

Issuer:	Barclays Bank plc
Issue:	Capped leveraged notes
Underlying indexes:	Euro Stoxx 50 (37% initial weight), FTSE 100 (23% initial weight), Tokyo Stock Price index (23% initial weight), Swiss Market (9% initial weight) and S&P/ASX 200 (8% initial weight)
Amount:	$150,000
Maturity:	July 9, 2018
Coupon:	0%
Price:	Par of $1,000
Payout at maturity:	Par plus 3 times any basket gain up $$1,460.50 maximum payout per note; full exposure to any decline in basket
Initial levels:	2,936.84 for Euro Stoxx, 6,125.70 for FTSE, 1,298.32 for Tokyo, 7,735.60 for Swiss Market and 5,292.046 for S&P/ASX
Pricing date:	May 6
Settlement date:	May 13
Agent:	Barclays
Fees:	None
Cusip:	06741V2U5

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