Barclays to price bearish notes tied to 10Y Treasury Futures index

By Toni Weeks

San Diego, July 20 - Barclays Bank plc plans to price 0% bearish notes due Aug. 8, 2016 linked to the Barclays 10Y Treasury Futures index.

The payout at maturity will be a cash payment equal to par minus 105% of the index return, subject to a minimum payout of par.

The notes (Cusip: 06741TDC8) will price Aug. 2 and settle Aug. 8.

Barclays Capital Inc. is the agent.

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