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Published on 7/31/2015 in the Prospect News Structured Products Daily.

New Issue: Barclays prices $613,000 buffered Super Track notes linked to indexes

By Susanna Moon

Chicago, July 31 – Barclays Bank plc priced $613,000 of 0% buffered Super Track notes due Jan. 31, 2019 linked to the S&P 500 index and the Russell 2000 index, according to a 424B2 filing with the Securities and Exchange Commission.

If each index finishes above the initial level, the payout at maturity will be par plus the gain of the worse performing index.

If either index falls but by no more than 20%, the payout will be par.

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

Barclays is the agent.

Issuer:Barclays Bank plc
Issue:Buffered Super Track notes
Underlying indexes:S&P 500 and Russell 2000
Amount:$613,000
Maturity:Jan. 31, 2019
Coupon:0%
Price:Par
Payout at maturity:If each index gains, par plus return of worse performing index; par if either index falls by up to 20%; otherwise, 1% loss for each 1% drop beyond 20% of worse performing index
Initial levels:2,093.25 for S&P and 1,224.60 for Russell
Pricing date:July 28
Settlement date:July 31
Agent:Barclays
Fees:3%
Cusip:06741UZC1

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