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Published on 9/2/2015 in the Prospect News Structured Products Daily.

New Issue: Barclays prices $323,000 buffered Super Track notes linked to S&P 500, Russell 2000

By Angela McDaniels

Tacoma, Wash., Sept. 2 – Barclays Bank plc priced $323,000 of 0% buffered Super Track notes due Feb. 28, 2019 linked to the lesser performing of the S&P 500 index and the Russell 2000 index, according to a 424B2 filing with the Securities and Exchange Commission.

If the return of the lesser-performing index is positive, the payout at maturity will be par plus the return of the lesser-performing index.

If the return of the lesser-performing index is less than or equal to zero and greater than or equal to negative 22%, the payout will be par.

If the return of the lesser-performing index is less than negative 22%, investors will lose 1% for every 1% that it declines beyond 22%.

Barclays is the agent.

Issuer:Barclays Bank plc
Issue:Super Track notes
Underlying indexes:S&P 500 and Russell 2000
Amount:$323,000
Maturity:Feb. 28, 2019
Coupon:0%
Price:Par
Payout at maturity:If return of lesser-performing index is positive, par plus return of lesser-performing index; if return of lesser-performing index is less than or equal to zero and greater than or equal to negative 22%, par; if return of lesser-performing index is less than negative 22%, 1% loss for every 1% that it declines beyond 22%
Initial index levels:1,940.51 for S&P 500 and 1,132.19 for Russell 2000
Pricing date:Aug. 26
Settlement date:Aug. 31
Agent:Barclays
Fees:3.5%
Cusip:06741UC93

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