New Issue: Barclays prices $6.64 million Super Track autocallables on S&P, Russell

By Marisa Wong

Madison, Wis., Dec. 30 – Barclays Bank plc priced $6.64 million of 5.75% autocallable Super Track notes due June 29, 2016 linked to the worse performing of the S&P 500 index and the Russell 2000 index, according to a 424B2 filing with the Securities and Exchange Commission.

Interest will be payable quarterly.

The notes will be called at par plus the coupon if each index closes at or above the initial index level on June 24, 2015 or Dec. 24, 2015.

If each index finishes at or above the 80% trigger level, the payout at maturity will be par plus the coupon.

Otherwise, investors will lose 1.25% for every 1% decline of the worse performing index beyond 20%.

Barclays is the agent.

Issuer:	Barclays Bank plc
Issue:	Autocallable Super Track notes
Underlying indexes:	S&P 500 and Russell 2000
Amount:	$6,643,000
Maturity:	June 29, 2016
Coupon:	5.75%, payable quarterly
Price:	Par
Payout at maturity:	If each index finishes at or above trigger level, par plus coupon; otherwise, 1.25% loss for every 1% decline of worse performing index beyond 20%
Call:	At par plus coupon if each index closes at or above initial index level on June 24, 2015 of Dec. 24, 2015
Initial index level:	2,081.88 for S&P, 1,206.79 for Russell
Pricing date:	Dec. 24
Settlement date:	Dec. 30
Agent:	Barclays
Fees:	0.05%
Cusip:	06741UNL4

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