New Issue: Barclays prices $7.6 million buffered Super Track notes tied to iShares MSCI EAFE

By Toni Weeks

San Luis Obispo, Calif., Aug. 3 – Barclays Bank plc priced $7.6 million of 0% buffered Super Track notes due Feb. 3, 2017 linked to the iShares MSCI EAFE exchange-traded fund, according to a 424B2 filing with the Securities and Exchange Commission.

If the final share price is greater than the initial price, the payout at maturity will be par plus 1.5 times the fund return, subject to a maximum return of 16.725%.

Investors will receive par if the price falls by up to 15% and will lose 1.17647% for each 1% decline beyond the 15% buffer.

Barclays is the agent.

Issuer:	Barclays Bank plc
Issue:	Buffered Super Track notes
Underlying ETF:	iShares MSCI EAFE ETF
Amount:	$7.6 million
Maturity:	Feb. 3, 2017
Coupon:	0%
Price:	Par
Payout at maturity:	If ETF's return is positive, par plus 150% of return, capped at 16.725%; par if ETF stays flat or declines by up to 15%; 1.17647% loss for each 1% decline beyond 15% buffer
Initial share price:	$64.45
Buffer level:	85% of initial price
Pricing date:	July 30
Settlement date:	Aug. 4
Agent:	Barclays
Fees:	None
Cusip:	06741UD43

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