Barclays plans bearish notes tied to 10Y Treasury Futures index

By Marisa Wong

Madison, Wis., July 2 - Barclays Bank plc plans to price 0% bearish notes due July 11, 2016 linked to the Barclays 10Y Treasury Futures index.

The payout at maturity will be a cash payment equal to par minus 120% of the index return, subject to a minimum payout of par.

The notes (Cusip: 06741TCJ4) will price on July 3 and settle on July 11.

Barclays Capital Inc. is the agent.

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