iPath® B S&P 500® VIX Md-Trm Futs™ ETN SEC Filings

Barclays Bank PLC is offering unsecured, unsubordinated Market Linked Notes tied to the performance of the EURO STOXX 50® Index (SX5E). The notes price on 30 July 2025, are issued on 4 August 2025, and mature on 3 August 2028.

Key economics: Each USD 1,000 note will repay principal at maturity and provide 100% upside participation in the Index, capped at a minimum 28.0% ($280); the exact cap is set on the pricing date. If the Index ends at or below the starting level, holders receive only the USD 1,000 principal—no upside and no periodic coupons. The issuer’s estimated value on the pricing date is expected to range between USD 900 and USD 952.50, below the offering price, reflecting structuring and selling costs, including up to 3.825% in agent discounts and concessions.

Risk highlights: Investors are exposed to Barclays’ credit risk and any exercise of the U.K. Bail-in Power. The notes pay no interest, are subject to a performance cap, will not be listed on any exchange, and may have limited or no secondary liquidity. Taxable income may accrue annually before payment. The investment view assumes the Index appreciates, but performance could under-whelm a direct investment in the underlying securities.

Documentation: The term sheet should be read together with the Prospectus (15 May 2025), Prospectus Supplement (15 May 2025), Product Supplement WF-2 (20 May 2025), Underlying Supplement (15 May 2025) and the Preliminary Pricing Supplement dated 27 June 2025.

Barclays Bank PLC is offering unsecured, unsubordinated Market Linked Notes tied to the performance of the EURO STOXX 50® Index (SX5E). The notes price on 30 July 2025, are issued on 4 August 2025, and mature on 3 August 2028.

Key economics: Each USD 1,000 note will repay principal at maturity and provide 100% upside participation in the Index, capped at a minimum 28.0% ($280); the exact cap is set on the pricing date. If the Index ends at or below the starting level, holders receive only the USD 1,000 principal—no upside and no periodic coupons. The issuer’s estimated value on the pricing date is expected to range between USD 900 and USD 952.50, below the offering price, reflecting structuring and selling costs, including up to 3.825% in agent discounts and concessions.

Risk highlights: Investors are exposed to Barclays’ credit risk and any exercise of the U.K. Bail-in Power. The notes pay no interest, are subject to a performance cap, will not be listed on any exchange, and may have limited or no secondary liquidity. Taxable income may accrue annually before payment. The investment view assumes the Index appreciates, but performance could under-whelm a direct investment in the underlying securities.

Documentation: The term sheet should be read together with the Prospectus (15 May 2025), Prospectus Supplement (15 May 2025), Product Supplement WF-2 (20 May 2025), Underlying Supplement (15 May 2025) and the Preliminary Pricing Supplement dated 27 June 2025.

Barclays Bank PLC is offering unsecured, unsubordinated Market Linked Notes tied to the performance of the EURO STOXX 50® Index (SX5E). The notes price on 30 July 2025, are issued on 4 August 2025, and mature on 3 August 2028.

Key economics: Each USD 1,000 note will repay principal at maturity and provide 100% upside participation in the Index, capped at a minimum 28.0% ($280); the exact cap is set on the pricing date. If the Index ends at or below the starting level, holders receive only the USD 1,000 principal—no upside and no periodic coupons. The issuer’s estimated value on the pricing date is expected to range between USD 900 and USD 952.50, below the offering price, reflecting structuring and selling costs, including up to 3.825% in agent discounts and concessions.

Risk highlights: Investors are exposed to Barclays’ credit risk and any exercise of the U.K. Bail-in Power. The notes pay no interest, are subject to a performance cap, will not be listed on any exchange, and may have limited or no secondary liquidity. Taxable income may accrue annually before payment. The investment view assumes the Index appreciates, but performance could under-whelm a direct investment in the underlying securities.

Documentation: The term sheet should be read together with the Prospectus (15 May 2025), Prospectus Supplement (15 May 2025), Product Supplement WF-2 (20 May 2025), Underlying Supplement (15 May 2025) and the Preliminary Pricing Supplement dated 27 June 2025.

Barclays Bank PLC is offering unsecured, unsubordinated Market Linked Notes tied to the performance of the EURO STOXX 50® Index (SX5E). The notes price on 30 July 2025, are issued on 4 August 2025, and mature on 3 August 2028.

Key economics: Each USD 1,000 note will repay principal at maturity and provide 100% upside participation in the Index, capped at a minimum 28.0% ($280); the exact cap is set on the pricing date. If the Index ends at or below the starting level, holders receive only the USD 1,000 principal—no upside and no periodic coupons. The issuer’s estimated value on the pricing date is expected to range between USD 900 and USD 952.50, below the offering price, reflecting structuring and selling costs, including up to 3.825% in agent discounts and concessions.

Risk highlights: Investors are exposed to Barclays’ credit risk and any exercise of the U.K. Bail-in Power. The notes pay no interest, are subject to a performance cap, will not be listed on any exchange, and may have limited or no secondary liquidity. Taxable income may accrue annually before payment. The investment view assumes the Index appreciates, but performance could under-whelm a direct investment in the underlying securities.

Documentation: The term sheet should be read together with the Prospectus (15 May 2025), Prospectus Supplement (15 May 2025), Product Supplement WF-2 (20 May 2025), Underlying Supplement (15 May 2025) and the Preliminary Pricing Supplement dated 27 June 2025.

Barclays Bank PLC is offering $470,000 principal amount of Capped Buffered Return Enhanced Notes, Global Medium-Term Notes Series A, due 13 July 2026 and linked to the performance of the iShares MSCI Japan ETF (ticker EWJ). The Notes priced on 25 June 2025 at $1,000 each (minimum denomination $10,000) and are expected to settle on 30 June 2025.

The Notes pay no periodic interest. If at maturity the ETF has appreciated, investors receive 1.5× the positive return up to a Maximum Return of 14.025 % (maximum payment $1,140.25 per $1,000). If the ETF is flat or down by ≤10 % (Buffer Value $65.20), principal is repaid. Below the buffer, losses are incurred at a 1.11111× downside leverage, exposing investors to substantial capital loss.

The issue is unsecured and unsubordinated and carries the credit risk of Barclays. Holders also consent to potential write-down or conversion under the U.K. Bail-in Power. The Notes will not be listed on any exchange, limiting secondary-market liquidity. Gross proceeds total $470,000; after a 1 % placement fee ($4,700) net proceeds to Barclays are $465,300. Barclays’ estimated value on the pricing date is $976.40 per $1,000, below the issue price, highlighting embedded distribution and hedging costs.

Barclays Bank PLC has filed a preliminary pricing supplement for Buffered SupertrackSM Notes linked to the S&P 500® Index, due February 2, 2028. The notes offer:

• Principal amount: $1,000 per note
• Maturity: February 2, 2028
• Maximum Return: 22.75% with 2.00x Upside Leverage Factor
• Downside Protection: 10% buffer against losses

Key features include potential upside participation up to 22.75% if the S&P 500 rises, full principal protection if the index declines up to 10%, and potential loss of up to 90% of principal for deeper declines. The estimated value (between $903.20 and $963.20 per note) is less than the issue price, reflecting commissions and costs. Important risks include credit risk of Barclays Bank PLC and exposure to U.K. Bail-in Power, which could result in write-down, conversion, or modification of the notes.

JPMorgan Chase Financial Company LLC is marketing unsecured, unsubordinated Digital Buffered Notes linked to the S&P 500 Index, fully and unconditionally guaranteed by JPMorgan Chase & Co. The notes are expected to price on or about June 27 2025, settle on or about July 2 2025 and mature on July 15 2026 (valuation date July 10 2026).

Key economic terms include:

• Contingent Digital Return: not less than 7.30%, capping the maximum payment at maturity at $1,073 per $1,000 note.
• Buffer Amount: 15.00% downside protection; if the S&P 500 declines by ≤15% investors still receive the Contingent Digital Return.
• Downside Leverage Factor: 1.17647; losses beyond the 15% buffer are magnified, causing a loss of 1.17647% of principal for every 1% additional decline in the Index.
• Minimum Denomination: $10,000, with $1,000 increments thereafter.

The preliminary estimated value is $986.30 per $1,000 note, and will not be less than $970 at pricing, illustrating embedded dealer compensation and hedging costs relative to the $1,000 issue price. Investors will forgo interim interest and S&P 500 dividends, and the notes are subject to the credit risk of both JPMorgan Financial and JPMorgan Chase & Co. They are not bank deposits and are not FDIC-insured.

This offering is made under Registration Statement Nos. 333-270004 and 333-270004-01 pursuant to Rule 424(b)(2). The SEC has neither approved nor disapproved the securities. Potential purchasers should review the detailed risk discussions in the prospectus supplement, product supplement no. 4-I, underlying supplement no. 1-I and the prospectus addendum dated June 3 2024 before investing.

Barclays Bank PLC is offering $287,000 aggregate principal amount of Barrier Digital Notes due 31-Dec-2026 under its Global Medium-Term Notes, Series A programme. The unsecured notes are linked to the lesser-performing of the Russell 2000 Index (RTY) and the S&P 500 Index (SPX).

Key economic terms

• Issue price: $1,000 per note (minimum denomination); estimated value $968.40.
• Digital return: 10.50% ($105) if the Final Value of the lesser-performing index is ≥ 70% of its Initial Value (the “Barrier”).
• Downside participation: If the Barrier is breached, repayment = $1,000 × (1 + Underlier Return of the lesser performer), exposing investors to full downside of that index.
• Barrier levels: RTY 1,495.33; SPX 4,264.51 (70% of initial levels 2,136.185 and 6,092.16 respectively).
• Valuation dates: Initial 25-Jun-2025; Final 28-Dec-2026; Maturity: 31-Dec-2026.
• Commissions: up to 2.175% ($21.75 per note); net proceeds 97.825% of face.
• Credit risk & bail-in: Payments depend on Barclays creditworthiness and are subject to potential U.K. bail-in powers.
• Listing: none; the notes will not trade on any U.S. exchange.

Investors forgo interim coupons and dividends, face principal loss below the Barrier, and must accept liquidity, market, and issuer credit risks outlined in the prospectus supplement and “Selected Risk Considerations.”

Barclays Bank PLC is offering $769,000 aggregate principal amount of three-year Contingent Coupon Barrier Notes (“the Notes”) that mature on June 29, 2028. The Notes are unsecured, unsubordinated obligations and are not listed on any exchange. Investors receive a contingent monthly coupon of 1.9375% (23.25% p.a.) only when, on an Observation Date, the closing price of each reference stock—Advanced Micro Devices (AMD), Meta Platforms (META), NVIDIA (NVDA) and Tesla (TSLA)—is at or above 70% of its Initial Value (the “Coupon Barrier”). Missed coupons are not lost: once the barrier condition is met, all previously unpaid coupons are paid in arrears.

Principal is at risk. At maturity investors receive:

• Par ($1,000) plus any due coupons if the Final Value of the least-performing stock is ≥ 60% of its Initial Value (the “Barrier”).
• Par reduced one-for-one with the negative return of the worst stock if that stock finishes < 60% of its Initial Value, exposing holders to significant loss, up to full principal.

Key terms:

• Issue Date: June 30, 2025  |  Maturity Date: June 29, 2028
• Initial Values: AMD $143.40; META $708.68; NVDA $154.31; TSLA $327.55
• Coupon Barrier = 70% of Initial; Principal Barrier = 60% of Initial
• Estimated value: $953.70 per $1,000, 4.6% below issue price; underwriting commission 3.30%
• Minimum denomination: $1,000; CUSIP 06746C7C7
• Subject to U.K. bail-in power; not FDIC insured

Risks highlighted include equity market risk of all four stocks, potential loss of principal, credit risk of Barclays, lack of liquidity (no exchange listing), and difference between estimated value and offer price. Investors must be comfortable with foregoing dividends and accepting concentration in high-volatility technology equities.