New Issue: Barclays prices $44.06 million Leveraged Index Return Notes on indexes

By Wendy Van Sickle

Columbus, Ohio, June 11 – Barclays Bank plc priced $44.06 million of 0% Leveraged Index Return Notes due June 12, 2020 linked to a global equity index basket, according to a 424B2 filing with the Securities and Exchange Commission.

The basket consists of the Euro Stoxx 50 index (40% weight), the FTSE 100 index (20% weight), the Nikkei 225 index (20% weight), the Swiss Market index (7.5% weight), the S&P/ASX 200 index (7.5% weight) and the Hang Seng index (5% weight)

If the basket return is positive, the payout at maturity will be par plus 179% of the basket gain.

If the basket falls by up to 7%, the payout will be par. Investors will be exposed to any basket decline beyond 7%.

BofA Merrill Lynch is the agent.

Issuer:	Barclays Bank plc
Issue:	Leveraged Index Return Notes
Underlying basket:	Euro Stoxx 50 (40% weight), FTSE 100 (20% weight), Nikkei 225 (20% weight), Swiss Market (7.5% weight), S&P/ASX 200 (7.5% weight) and Hang Seng (5% weight)
Amount:	$44,061,770
Maturity:	June 12, 2020
Coupon:	0%
Price:	Par of $10
Payout at maturity:	Par plus 179% of any basket gain; par if basket falls by up to 7%; exposure to losses beyond 7%
Initial index levels:	3,459.77 for Euro Stoxx, 7,704.4 for FTSE, 22,823.26 for Nikkei, 8,548.33 for Swiss Market, 6,057.292 for S&P/ASX, 31,512.63 for Hang Seng
Pricing date:	June 7
Settlement date:	June 14
Agent:	BofA Merrill Lynch
Fees:	2%
Cusip:	06746R122

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