New Issue: Barclays sells $5.5 million SuperTrack notes on S&P 500, S&P MidCap 400

By Susanna Moon

Chicago, July 23 – Barclays Bank plc priced $5.5 million of 0% SuperTrack notes due Jan. 26, 2017 linked to the lesser performing of the S&P 500 index and the S&P MidCap 400 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 1.5 times the return of the worse performing index.

Investors will receive par if each index falls by up to 15% and will lose 1.17647% for each 1% decline of the worse performing index beyond the 85% trigger level.

Barclays is the agent.

Issuer:	Barclays Bank plc
Issue:	SuperTrack notes
Underlying indexes:	S&P 500 index and S&P MidCap 400 index
Amount:	$5.5 million
Maturity:	Jan. 26, 2017
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus 1.5 times return of worse performing index if each component gains; par if each index falls by 15% or less; otherwise, 1.17647% loss per 1% drop of worse performing index
Initial levels:	1,973.63 for S&P 500, 1,407.25 for S&P MidCap 400
Trigger levels:	85% of initial level
Pricing date:	July 21
Settlement date:	July 24
Agent:	Barclays
Fees:	0.25%
Cusip:	06741UGH1

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