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Published on 5/12/2015 in the Prospect News Structured Products Daily.

New Issue: Barclays sells $1.59 million Super Track notes tied to S&P 500, Russell

By Susanna Moon

Chicago, May 12 – Barclays Bank plc priced $1.59 million of 0% Super Track notes due May 13, 2020 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 each index finishes at or above the initial level, the payout at maturity will be par plus 2.2 times the gain of the worse performing index.

If each index finishes at or above the 80% barrier level, the payout will be par.

Otherwise, investors will receive par plus the return of the worse performing index.

Barclays is the agent.

Issuer:Barclays Bank plc
Issue:Super Track notes
Underlying indexes:S&P 500 index and the Russell 2000 index
Amount:$1,585,000
Maturity:May 13, 2020
Coupon:0%
Price:Par
Payout at maturity:If each index gains, par plus 2.2 times return of worse performing index; if each index finishes at or above barrier level, par; otherwise, par plus the return of worse performing index
Initial levels:2,116.1 for S&P and 1,234.93 for Russell
Barrier levels:1,692.88 for S&P and 987.94 for Russell; 80% of initial levels
Pricing date:May 8
Settlement date:May 13
Agent:Barclays
Fees:0.25%
Cusip:06741UVM3

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