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Published on 10/7/2015 in the Prospect News Structured Products Daily.

New Issue: Barclays prices $351,000 buffered Super Track notes linked to S&P 500, Euro Stoxx 50

By Angela McDaniels

Tacoma, Wash., Sept. 2 – Barclays Bank plc priced $351,000 of 0% buffered Super Track notes due March 29, 2019 linked to the lesser performing of the S&P 500 index and the Euro Stoxx 50 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 110% of 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 25%, the payout will be par.

If the return of the lesser-performing index is less than negative 25%, investors will lose 1% for every 1% that it declines beyond 25%.

Barclays is the agent.

Issuer:Barclays Bank plc
Issue:Super Track notes
Underlying indexes:S&P 500 and Euro Stoxx 50
Amount:$351,000
Maturity:March 29, 2019
Coupon:0%
Price:Par
Payout at maturity:If return of lesser-performing index is positive, par plus 110% of 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 25%, par; if return of lesser-performing index is less than negative 25%, 1% loss for every 1% that it declines beyond 25%
Initial index levels:1,931.34 for S&P 500 and 3,113.16 for Euro Stoxx 50
Pricing date:Sept. 25
Settlement date:Sept. 30
Agent:Barclays
Fees:1.85%
Cusip:06741UJ62

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