Barclays to price principal-protected notes linked to three indexes

By Marisa Wong

Milwaukee, Feb. 26 - Barclays Bank plc plans to price zero-coupon 100% principal-protected notes due March 31, 2016 linked to a basket of equity indexes, according to an FWP filing with the Securities and Exchange Commission.

The basket includes equal weights of the Dow Jones Euro Stoxx 50, Nikkei 225 and S&P 500 indexes.

The payout at maturity will be par plus the basket return, subject to a floor of par and a cap of 51% to 60%. The exact cap will be set at pricing.

The notes are expected to price March 26 and settle March 31.

Barclays Capital Inc. is the agent.

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