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Published on 10/9/2007 in the Prospect News Structured Products Daily.

New Issue: Barclays prices $9.68 million 0% buffered return enhanced notes linked to Euro Stoxx 50

By Jennifer Chiou

New York, Oct. 9 - Barclays Bank plc priced a $9.68 million issue of 0% buffered return enhanced notes due Oct. 20, 2008 linked to the Dow Jones Euro Stoxx 50 index, according to a 424B2 filing with the Securities and Exchange Commission.

The payout at maturity will be par plus double any positive return on the index up to a maximum return of 14.82%. Investors will share in any losses beyond 10% at a rate of 1.1111% per 1% drop below 10%.

JPMorgan Chase Bank, NA and J.P. Morgan Securities Inc. are the agents.

Issuer:Barclays Bank plc
Issue:Buffered return enhanced senior unsecured notes
Underlying index:Dow Jones Euro Stoxx 50
Amount:$9.68 million
Maturity:Oct. 20, 2008
Coupon:0%
Price:Par
Payout at maturity:Par plus double any index gain, capped at maximum return of 14.82%; par if the index loses up to 10%; share in losses at 1.1111% per 1% drop beyond 10%
Initial index level:4,455.31
Pricing date:Oct. 5
Settlement date:Oct. 11
Agent:JPMorgan Chase Bank, NA, J.P. Morgan Securities Inc.
Fees:1%

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