New Issue: Barclays prices $21.5 million Accelerated Return Notes linked to index basket

By Wendy Van Sickle

Columbus, Ohio, Jan. 30 – Barclays Bank plc priced $21.5 million of 0% Accelerated Return Notes due March 29, 2018 linked to a basket of indexes, according to a 424B2 filing with the Securities and Exchange Commission.

The basket components are the Euro Stoxx 50 index with a 40% weight, the FTSE 100 index with a 20% weight, the Nikkei Stock Average index with a 20% weight, the Swiss Market index with a 7.5% weight, the S&P/ASX 200 index with a 7.5% weight and the Hang Seng index with a 5% weight.

The payout at maturity will be par of $10 plus 300% of any basket gain, subject to a maximum return of 18.63%. If the basket falls, investors will lose 1% for each 1% decline.

BofA Merrill Lynch is the agent.

Issuer:	Barclays Bank plc
Issue:	Accelerated Return Notes
Underlying indexes:	Euro Stoxx 50 (40% weight), FTSE 100 (20% weight), Nikkei Stock Average (20% weight), Swiss Market (7.5% weight), S&P/ASX 200 (7.5% weight) and Hang Seng (5% weight)
Amount:	$21,503,010
Maturity:	March 29, 2018
Coupon:	0%
Price:	Par of $10
Payout at maturity:	Par plus 300% of any basket gain, up to 18.63% maximum return; 1% loss for each 1% decline
Final basket level:	Average of basket’s final levels on five trading days ending Feb. 20, 2018
Pricing date:	Jan. 26
Settlement date:	Feb. 2
Agent:	BofA Merrill Lynch
Fees:	2%
Cusip:	06744M489

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