New Issue: Barclays sells $9.06 million capped leveraged buffered notes on indexes

By Marisa Wong

Madison, Wis., May 26 – Barclays Bank plc priced $9.06 million of 0% capped leveraged buffered notes due May 25, 2017 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, FTSE 100 index with a 23% weight, Topix index with a 23% weight, Swiss Market index with a 9% weight and S&P/ASX 200 index with an 8% weight.

The payout at maturity will be par plus 1.5 times any basket gain, subject to a maximum settlement amount of $1,255.00 per $1,000 principal amount of notes.

Investors will receive par if the basket falls by up to 12.5% and will lose 1.1429% for each 1% basket decline beyond the 12.5% buffer.

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:	$9,064,000
Maturity:	May 25, 2017
Coupon:	0%
Price:	Par
Payout at maturity:	If basket return is positive, par plus 150% of basket return, subject to maximum return of 25.5%; par if basket declines by 12.5% or less; 1.1429% loss for every 1% that basket declines beyond 12.5%
Initial index levels:	3,688.72 for Euro Stoxx, 7,013.47 for FTSE 100, 1,646.80 for Topix, 9,365.35 for Swiss Market and 5,662.271 for S&P/ASX
Initial basket level:	100
Pricing date:	May 21
Settlement date:	May 29
Agent:	Barclays
Fees:	None
Cusip:	06741UWP5

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