BARCLAYS BANK PLC SEC Filings

Barclays Bank PLC is issuing unsecured Contingent Coupon Barrier Notes linked to the Russell 2000 (RTY) and S&P 500 (SPX) indices, maturing on August 3, 2029. Each $1,000 note is priced at 100% of principal and may pay a $46.00 contingent coupon (9.20% per annum, 4.60% semiannually) on scheduled payment dates if, on the related observation date, the closing value of each index is at least 75.00% of its initial level.

At maturity, if the lesser-performing index is at or above 75.00% of its initial value, holders receive $1,000 per note plus any due coupon; otherwise the payoff equals $1,000 plus $1,000 times the index return of the lesser performer, exposing investors to proportionate losses down to a total loss of principal. The notes are unsecured, unsubordinated obligations of Barclays, subject to its credit risk and to the agreed U.K. Bail-in Power, which can write down, convert, cancel or amend the notes. The issuer expects its estimated value on the initial valuation date to be below the $1,000 issue price due to fees, hedging and other costs, and no exchange listing is planned, so secondary liquidity may be limited.

Barclays Bank PLC is offering unsecured, unsubordinated S&P 500® Index-linked notes that pay no periodic interest and are issued in $1,000 minimum denominations. At maturity on February 5, 2031, holders receive a payoff tied to the index level between the July 31, 2026 initial valuation and the January 31, 2031 final valuation.

If the index has risen, the payment equals $1,000 plus index gains, capped at a Maximum Return of 55.25%, for a maximum of $1,552.50 per $1,000 note. If the index is flat or down, the payoff is the greater of $1,000 plus the index return and the Minimum Payment at Maturity of $900, so investors may lose up to 10% of principal. The notes are not listed, their initial estimated value will be below the $1,000 issue price, and they are subject to Barclays’ credit risk and potential U.K. Bail-in Power write-downs or conversion. For U.S. tax purposes Barclays currently intends to treat them as contingent payment debt instruments, requiring accrual of taxable interest based on a comparable yield.

Barclays Bank PLC is offering unsecured S&P 500®-linked notes with a $1,000 minimum denomination under its Global Medium-Term Notes, Series A program. The notes pay no periodic interest and are not listed on any U.S. securities exchange.

At maturity, investors receive cash based on the S&P 500® performance: 1:1 upside participation up to a 60.00% Maximum Return, for a maximum payment of $1,600 per $1,000 note, and a Minimum Payment at Maturity of $900, implying up to 10.00% potential principal loss. The notes are unsecured and unsubordinated obligations of Barclays Bank PLC, subject to its credit risk and to any exercise of U.K. Bail-in Power, and are not insured by the FDIC or U.K. Financial Services Compensation Scheme. Barclays Capital Inc. receives a 2.55% sales commission (issuer proceeds 97.45% of issue price), expects the notes’ initial estimated value to be below the issue price, and may, but is not obligated to, make a secondary market. For U.S. tax purposes, Barclays currently intends to treat the notes as contingent payment debt instruments, requiring accrual of taxable interest income over their life.

Barclays Bank PLC is offering $913,100 of Capped Buffer GEARS, unsecured notes linked to the SPDR® Gold Trust, maturing July 18, 2028.

Each $10 Security provides 2x upside exposure to GLD up to a Maximum Gain of 27.60%, giving a maximum payment of $12.76 per Security, but pays no interest. A 10% downside Buffer protects principal if GLD’s final price is at or above 90% of its initial $372.15 level ($334.94). Below this Downside Threshold, principal is reduced 1% for each 1% additional decline, up to a 90% loss of principal. All payments depend on Barclays’ credit and are subject to potential U.K. Bail-in Power, under which terms or amounts owed can be written down, converted or canceled in a resolution scenario.

Barclays Bank PLC is offering Buffered Jump Securities, unsecured structured notes linked to the S&P 500^® Index, maturing on October 28, 2027. Each security has a stated principal amount of $1,000, pays no interest and does not guarantee return of principal.

At maturity, if the final index level is at least 90% of the initial level (a 10% buffer), investors receive $1,000 plus a fixed return of at least 9.70% of principal, regardless of how much the index has risen. If the index finishes below the 90% buffer, repayment is reduced by a downside factor of 1.11111 for index losses beyond the 10% buffer, so investors lose 1.11111% of principal for each additional 1% index decline; the payoff can fall to zero.

The notes are unsecured and unsubordinated obligations of Barclays Bank PLC, subject to its credit risk and to potential exercise of the U.K. Bail-in Power, which can write down, convert or cancel the securities. They are not insured or listed on any exchange. The initial estimated value on the pricing date is expected to be below the $1,000 issue price, reflecting selling commissions (including $17.50 per security to the agent and $5.00 per security to Morgan Stanley Wealth Management), hedging costs and issuer profit. Tax counsel expects the notes to be treated as prepaid forward contracts for U.S. federal income tax purposes, though future guidance could change this treatment.

Barclays Bank PLC is offering AutoCallable Contingent Coupon Notes due August 3, 2029, linked to the least performing of the Russell 2000 Index and the S&P 500 Index. Each note has a $1,000 denomination and pays a contingent coupon of $46.25 per period, equal to 9.25% per annum, only when on an Observation Date both indices are at or above 70.00% of their Initial Values. Missed coupons accrue as “Unpaid Coupon Amounts” but are paid only if a later Observation Date meets the coupon barrier.

The notes are automatically called if on a Call Valuation Date both indices are at or above 100% of Initial Value, returning the $1,000 Redemption Price plus the applicable coupon and any unpaid coupons. If not called, and at maturity the worst-performing index is at or above its 70.00% Barrier Value, principal is repaid in full (plus any due coupons). If the worst index finishes below its barrier, repayment is $1,000 × (1 + its return), exposing investors to losses in line with that decline, down to a total loss of principal.

The notes are unsecured, unsubordinated obligations of Barclays Bank PLC, are not listed, and may have limited liquidity. Holders consent to potential use of the U.K. Bail-in Power, which could write down, convert or cancel the notes. Per $1,000 note, the price to the public is 100.00%, the selling commission is 0.45%, proceeds to the issuer are 99.55%, and Barclays’ estimated value on the Initial Valuation Date is expected between $927.80 and $987.80, below the issue price.

Barclays Bank PLC is offering unsecured, unsubordinated Buffered Supertrack Notes linked to the STOXX® Europe 600 Index, issued in $1,000 denominations and maturing on August 5, 2031. At maturity, investors receive $1,000 plus leveraged upside if the index is at or above its initial level, par if it is down but within a 30.00% buffer, or a reduced amount if losses exceed that buffer.

Positive index returns are multiplied by an Upside Leverage Factor of 3.00 but capped at a Maximum Return of 54.25%, giving a maximum payment of $1,542.50 per $1,000 note when the index return is at least 18.083%. If the index falls more than 30.00%, investors lose 1.00% of principal for each additional 1.00% decline, up to a 70.00% loss (minimum $300 repayment). The notes pay no coupons, are not listed, and any payment depends on Barclays’ credit and the risk that a U.K. Bail-in Power could write down or convert the notes. The initial issue price is $1,000, including a 3.70% selling commission, while Barclays’ own estimated value on the pricing date is expected between $872.00 and $952.00 per note, and secondary market prices are expected to be lower than the issue price.

Barclays Bank PLC is offering Digital S&P 500 Index-Linked Global Medium-Term Notes, Series A with a face amount of $1,000 per note. The notes pay no interest and mature on a stated maturity date expected to fall about 18–21 months after the trade date. The payoff depends on S&P 500 Index performance: if the final index level is at least 87.50% of the initial level, investors receive a capped maximum settlement, expected to be the threshold settlement amount of between $1,125.10 and $1,147.10 per $1,000 note. Above this threshold, upside is fully capped.

If the final index level is below the 87.50% threshold, returns turn negative and investors lose approximately 1.1429% of face amount for every 1% the index finishes below the threshold, with the possibility of losing their entire investment. The notes are unsecured, unsubordinated obligations of Barclays, not insured by the FDIC or U.K. schemes, and are expressly subject to potential write-down, conversion, or cancellation under the U.K. Bail-in Power. They will not be listed on an exchange; Barclays Capital Inc. may make a market but is not obligated to do so, and the estimated value on the trade date is expected to be less than the 100% issue price due to commissions, hedging and structuring costs. U.S. tax treatment is intended as prepaid forward contracts, but remains uncertain and could change with future IRS or Treasury guidance.

Barclays Bank PLC is offering $4,950,000 of Trigger Autocallable Contingent Yield Notes linked to the least performing of the Nasdaq-100 Index®, the Russell 2000® Index and the S&P 500® Index, maturing on July 19, 2029.

The Notes pay a 9.80% per annum contingent coupon ($0.245 per $10 Note per quarter) only if, on each quarterly Observation Date, the closing level of every index is at or above a Coupon Barrier set at 70% of its Initial Underlying Level. If on any Observation Date all three indexes are at or above their initial levels, the Notes are automatically called and redeem at par plus that quarter’s coupon.

If the Notes are not called, and on the Final Valuation Date every index is at or above its Downside Threshold (also 70% of initial), investors receive $10 plus the final coupon. If any index finishes below its threshold, repayment is reduced in proportion to the decline of the Least Performing Underlying, exposing investors to loss of some or all principal. The Notes are unsecured, unsubordinated obligations of Barclays Bank PLC, not listed on any exchange, sold at $10 per Note with underwriter proceeds of $9.80 and an issuer-estimated value of $9.756 per Note, and are expressly subject to potential exercise of the U.K. Bail-in Power.