New Issue: Barclays sells $1.07 million bearish notes linked to 10Y Treasury index

By Susanna Moon

Chicago, July 6 - Barclays Bank plc priced $1.07 million of 0% bearish notes due July 11, 2016 linked to the Barclays 10Y Treasury Futures index, according to a 424B2 filing with the Securities and Exchange Commission.

The payout at maturity will be par minus 1.2 times the index return, with a minimum payout of par.

The index reflects the returns available by maintaining a rolling position in 10-Year Treasury notes futures contracts.

Barclays Capital Inc. is the agent.

Issuer:	Barclays Bank plc
Issue:	Bearish notes
Underlying index:	Barclays 10Y Treasury Futures index
Amount:	$1,068,000
Maturity:	July 11, 2016
Coupon:	0%
Price:	Par
Payout at maturity:	Par minus 120% of index return, floor of par
Initial index level:	206.1025
Pricing date:	July 3
Settlement date:	July 11
Agent:	Barclays Capital Inc.
Fees:	None
Cusip:	06741TCJ4

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