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

New Issue: Barclays prices $6.73 million 5.75% SuperTrack notes on iShares EAFE, Russell 2000

New York, July 7 – Barclays Bank plc priced $6.73 million of 5.75% auto-callable SuperTrack notes due Jan. 6, 2017 linked to the lesser performing of the iShares MSCI EAFE exchange-traded fund and the Russell 2000 index, according to a 424B2 filing with the Securities and Exchange Commission.

The notes will be automatically called at par plus the 5.75% per annum coupon if both underliers close above their initial level on Jan. 4, 2016 or July 1, 2016.

If the notes are not called, the payout at maturity will be par if both underliers gain or lose no more than 20%.

If either underlier loses more than 20% from its initial value, the payout will be par minus 1.25 times the decline in the lesser performing asset beyond 20%.

Barclays is the agent.

Issuer:Barclays Bank plc
Issue:Autocallable SuperTrack notes
Underlying assets:iShares MSCI EAFE exchange-traded fund and Russell 2000
Amount:$6,732,000
Maturity:Jan. 6, 2017
Coupon:5.75%
Price:Par
Payout at maturity:Par if both underliers gain or lose no more than 20%; if either underlier loses more than 20%, par minus 1.25 times the decline in the lesser performing asset beyond 20%
Call:Automatically at par plus coupon if both underliers close above their initial level on Jan. 4, 2016 or July 1, 2016
Initial levels:$63.49 for iShares MSCI EAFE ETF and 1,253.95 for Russell 2000
Pricing date:July 1
Settlement date:July 7
Agent:Barclays
Fees:0.05%
Cusip:06741UZJ6

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