New Issue: Barclays prices $10.36 million leveraged buffered notes linked to index basket

By Angela McDaniels

Tacoma, Wash., April 15 – Barclays Bank plc priced $10.36 million of 0% capped leveraged buffered notes due April 20, 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, the FTSE 100 index with a 23% weight, the Topix index with a 23% weight, the Swiss Market index with a 9% weight and the S&P/ASX 200 index with an 8% weight.

If the basket return is positive, the payout at maturity will be par plus 150% of the basket return, subject to a maximum return of 20.4%. Investors will receive par if the basket declines by 10% or less and will lose 1.1111% for every 1% that it declines beyond 10%.

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:	$10,362,000
Maturity:	April 20, 2017
Coupon:	0%
Price:	Par
Payout at maturity:	If basket return is positive, par plus 150% of basket return, subject to maximum return of 20.4%; par if basket declines by 10% or less; 1.1111% loss for every 1% that basket declines beyond 10%
Pricing date:	April 13
Settlement date:	April 20
Agent:	Barclays
Fees:	2%
Cusip:	06741UTP9

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