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

Barclays Bank PLC is issuing $400,000 of Global Medium-Term Notes, Series A, due 30 June 2027 and linked to the S&P 500® Futures Excess Return Index (Bloomberg: SPXFP). The notes price on 25 June 2025, settle on 30 June 2025, and mature on 30 June 2027 in $1,000 denominations.

Return profile: At maturity investors receive (i) full principal if the index is flat or lower and (ii) upside participation capped at a Maximum Return of 20.60%. A ≥20.60% index gain yields $1,206 per $1,000 note; smaller gains pay $1,000 plus the index return, subject to the cap.

Pricing terms: Initial index level 505.71. Issue price 100% of face; selling commission 0.45%, resulting in 99.55% net proceeds. Barclays’ internal estimated value is $986.90, below the issue price, reflecting distribution, hedging and structuring costs.

Key risks: The notes are unsecured, unsubordinated claims on Barclays and are subject to potential U.K. Bail-in Power. No U.S. exchange listing means limited liquidity and secondary market pricing at issuer discretion. The capped upside sacrifices equity-like gains above 20.60%.

Important dates: Initial Valuation Date – 25 Jun 2025; Final Valuation Date – 25 Jun 2027 (subject to adjustment); Maturity Date – 30 Jun 2027.

The product offers principal protection with modest, capped equity exposure in exchange for issuer credit risk, bail-in risk and opportunity cost of foregone upside.

Barclays Bank PLC has issued $2,331,000 in Buffered Autocallable Contingent Coupon Notes due June 29, 2028, linked to the performance of four major tech stocks: Alphabet (GOOG), Apple (AAPL), Amazon (AMZN), and NVIDIA (NVDA).

Key features include:

• $1,000 minimum denomination with 13.50% per annum contingent coupon rate ($11.25 per quarter)
• 20% downside buffer protection at maturity
• Automatic call feature beginning after first year if all stocks are at or above their initial values
• 60% coupon barrier level for quarterly payments

The notes' estimated value is $957.30 per $1,000 principal amount, below the issue price. Barclays Capital Inc. receives a 3.25% commission. Important risks include potential 80% principal loss, U.K. Bail-in Power exposure, and Barclays' credit risk. The notes are not listed on any exchange and constitute unsecured obligations.

Barclays Bank has issued $7.5 million in Capped Buffer GEARS linked to the S&P 500 Index, due August 31, 2026. These structured notes offer leveraged exposure of 1.25x to positive index performance, capped at a maximum gain of 10.60%.

Key features include:

• Initial index level: 6,092.16
• Downside threshold: 90% of initial level (5,482.94)
• 10% buffer against losses
• Principal at risk: Up to 90% loss possible
• Issue price: $10.00 per security

The securities include significant risks: no interest payments, potential principal loss, and exposure to Barclays' credit risk. They are subject to U.K. Bail-in Power, allowing authorities to write down, convert, or modify the securities if Barclays faces financial difficulties. The estimated value ($9.772) is less than the issue price, reflecting embedded costs and fees.

Barclays Bank PLC has issued $72,000 Phoenix AutoCallable Notes due June 28, 2030, linked to the performance of the S&P 500 Index (SPX) and Energy Select Sector SPDR Fund (XLE). The notes offer a 9.50% per annum contingent coupon rate ($23.75 per $1,000 note quarterly) if both reference assets close at or above their respective barrier values.

Key features include:

• Initial offering price: $1,000 per note
• Estimated value: $956.20 per note
• Automatic call feature activates after 6 months if both assets close at or above call values
• 75% barrier level for both coupon payments and principal protection
• Maximum potential loss: 100% of principal

The notes include a U.K. Bail-in Power provision allowing authorities to write-down, convert, or modify the terms of the notes if Barclays faces financial difficulties. These structured notes are unsecured obligations and not covered by FDIC insurance or U.K. Financial Services Compensation Scheme.

Barclays Bank has issued $2,075,000 in notes due June 28, 2030, linked to the S&P 500 Index. The notes, priced at $1,000 per denomination, offer investors potential returns capped at 40% based on the S&P 500's performance.

Key features of the offering:

• Initial Value: 6,092.16 (S&P 500 closing value on June 25, 2025)
• Maturity protection: 100% principal protection if held to maturity
• Maximum return: 40% (maximum payment at maturity of $1,400 per $1,000 note)
• Estimated value: $960.60 per note, below the initial issue price

Important risks: Notes are subject to Barclays' credit risk and U.K. Bail-in Power, which could result in losses. The notes won't be listed on any U.S. exchange and aren't FDIC insured. Barclays Capital will receive commissions up to $35.00 per note and use these to pay variable selling concessions to other dealers.

Barclays Bank PLC is offering unsecured, unsubordinated Market Linked Securities tied to the S&P 500® Index, maturing on May 4 2028. Each $1,000 note:

• Provides 100% upside participation in any increase of the Index from the pricing date (July 30 2025) to the calculation day, but returns are capped at a minimum 18.50% ($185), limiting the maximum maturity value to at least $1,185.
• Offers partial principal protection; investors are exposed 1-to-1 to the first 5% decline in the Index, resulting in a minimum repayment of $950 (95% of face value).
• Pays no periodic interest or dividends and is intended to be held to maturity; the notes will not be listed on any exchange and secondary market liquidity is expected to be limited.
• Carry issuer credit risk: all payments depend on the solvency of Barclays Bank PLC and are subject to potential U.K. Bail-in Power.
• Original issue price is $1,000; estimated fair value on the pricing date is $901.20 – $961.20, reflecting a built-in sales charge of up to $28.25 and structuring/hedging costs.
• Distribution is handled by Wells Fargo Securities and Barclays Capital Inc., sharing an underwriting discount of up to $28.25 per note.
• Tax treatment is expected to follow contingent payment debt instrument rules, requiring accrual of taxable interest before maturity.

The product suits investors who expect moderate S&P 500 appreciation, can tolerate up to 5% principal loss, and are comfortable with Barclays credit exposure and a hard cap on upside.

Barclays Bank has issued $7,021,000 in AutoCallable Notes due June 28, 2029, linked to the performance of the S&P 500 Index and Russell 2000 Index. The notes are offered at $1,000 per denomination with an estimated value of $968.90.

Key features include:

• Automatic call feature triggers if both indices close at or above their initial values on specified call dates
• Call Premium of 10% per annum (calculated quarterly)
• 70% downside barrier protection at maturity
• Risk of up to 100% principal loss if either index falls below barrier value

Important risks: Notes are subject to Barclays' creditworthiness and U.K. Bail-in Power, which could result in complete loss of investment. Notes will not be listed on any U.S. exchange and are not FDIC insured. Initial commission of 2.50% to Barclays Capital Inc., with proceeds to Barclays of 97.50% per note.

Barclays Bank PLC has issued $3,508,000 worth of notes due June 29, 2028, linked to the S&P 500 Index. The notes, priced at $1,000 per denomination, offer investors potential returns capped at a Maximum Return of 20% if the S&P 500 Index performs positively, while providing principal protection if the index declines.

Key features include:

• Initial Value: 6,092.16 (S&P 500 Index closing value on June 25, 2025)
• Principal Protection: 100% return of principal if held to maturity, even if index declines
• Maximum Payment: $1,200 per $1,000 note if index return is 20% or higher
• Estimated Value: $970.00 per note (below initial issue price)

Important risks include Barclays' credit risk and the U.K. Bail-in Power, which could result in the reduction, cancellation, or conversion of the notes into shares. The notes will not be listed on any U.S. securities exchange and are not FDIC insured.

Barclays Bank PLC has issued $1,260,000 in Buffered Autocallable Notes due June 28, 2030, linked to the performance of three major indices: S&P 500, Dow Jones Industrial Average, and Russell 2000.

Key features of the notes include:

• 5-year maturity with minimum denomination of $1,000
• Automatic call feature starting after year 1 if all reference assets close at or above their call values
• 15% downside buffer protection at maturity
• Potential loss of up to 85% of principal if worst-performing index falls below buffer value
• Periodic call premium of $81.50 per $1,000 (8.15% per annum)

The estimated value of the notes ($954.90) is less than the initial issue price ($1,000), reflecting commissions, hedging costs, and profit margins. Notes are subject to Barclays' credit risk and U.K. Bail-in Power, which could result in complete loss of investment if Barclays faces financial difficulties.