Barclays Launch Inverse US Treasury Aggregate ETNs

Barclays Inverse US Treasury Aggregate ETNs (the "ETNs") are senior, unsecured debt securities issued by Barclays Bank PLC that are linked to the performance of the Barclays Inverse US Treasury Futures Aggregate Index™ (the "Index").

The Barclays Inverse US Treasury Futures Aggregate Index tracks the sum of the returns of periodically rebalanced short positions in equal face values of each of the Treasury futures contracts. At any given time, the Index is composed of an equal synthetic short position in each Treasury futures contract that is either the Treasury futures contract closest to expiration (the “front contract”) or the next Treasury futures contract scheduled to expire immediately following the front contract (the “front next contract”).
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