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

Barclays Bank PLC has issued $2,298,000 in AutoCallable Contingent Coupon Notes due June 29, 2028, linked to the performance of Alphabet (GOOG), Amazon (AMZN), and UnitedHealth Group (UNH).

Key features include:

• Notes priced at $1,000 per unit with 3.30% agent commission
• Contingent quarterly coupon of $13.333 (16.00% p.a.) if all reference assets close above their barrier values
• Automatic call feature triggers after 6 months if all assets close at or above their call values
• Barrier protection at 50% of initial values; investors face full downside exposure below barrier
• Initial values: GOOG ($171.49), AMZN ($211.99), UNH ($302.02)

The notes carry significant risks including potential 100% loss of principal, credit risk of Barclays Bank PLC, and exposure to U.K. Bail-in Power. The bank's estimated value of $958.50 per note is less than the issue price, reflecting embedded costs and fees.

Barclays Bank PLC has issued $40,000 of Callable Contingent Coupon Notes due June 29, 2028, linked to the performance of the S&P 500, Dow Jones Industrial Average, and Nasdaq-100 indices. The notes offer a potential contingent coupon of $6.458 per $1,000 principal amount (7.75% per annum) if all reference assets close at or above their respective coupon barrier values on observation dates.

Key features include:

• Initial issue price of $1,000 per note with minimum denomination of $1,000
• Coupon Barrier set at 80% of initial values
• Barrier Value set at 70% of initial values for principal protection
• Early redemption option available after first six months

Notable risks include potential loss of up to 100% of principal if the least performing reference asset closes below its Barrier Value at maturity. The notes are subject to Barclays' creditworthiness and U.K. Bail-in Power. The estimated value of $960.10 per note is less than the initial issue price, reflecting commissions and structuring costs.

Barclays Bank PLC is offering $573,000 aggregate principal of Buffered SupertrackSM Notes due June 28, 2030 that are linked to the EURO STOXX 50® Index (SX5E). The notes are unsecured, unsubordinated obligations of the bank and are subject to U.K. bail-in powers. Investors pay an initial issue price of $1,000 per note, while Barclays’ own estimated value is $938.90, reflecting a 6.1% difference attributable to selling commissions (3.70%) and structuring costs.

Key economic terms

• Initial Value: 5,252.01 (close on 25-Jun-2025)
• Buffer Value: 3,939.01 (75% of Initial Value; 25% downside buffer)
• Upside Leverage Factor: 1.55
• Reference-asset return formula applies at maturity (28-Jun-2030):
  • If SX5E ≥ Initial Value –- investor receives $1,000 + 1.55×positive index return.
  • If SX5E falls 0–25% –- investor receives full principal ($1,000).
  • If SX5E falls >25% –- investor loses 1% of principal for every 1% beyond the 25% buffer, with maximum loss of 75%.

There is no interim coupon, no secondary-market listing, and any repayment depends entirely on Barclays’ creditworthiness. Investors also expressly consent to possible principal write-down or conversion under U.K. resolution authority bail-in powers.

Distribution economics: Barclays Capital Inc. earns $37 per $1,000 note sold and may resell notes in the market. Final proceeds to the issuer after commissions are $551,799.

The product offers leveraged upside participation and limited first-loss protection, but carries issuer credit risk, liquidity constraints, and a material difference between issue price and estimated economic value.

Barclays Bank has issued $185,000 in Phoenix AutoCallable Notes due June 29, 2028, linked to the performance of the S&P 500, Dow Jones Industrial Average, and Nasdaq-100 indices. The notes are priced at $1,000 per denomination with an estimated value of $959.80.

Key features include:

• Automatic call feature activating if all reference assets exceed call values on valuation dates
• Contingent coupon of $6.042 per note (7.25% annual rate) if all assets exceed barrier values
• 70% downside barrier protection at maturity
• Initial index values: SPX: 6,092.16, INDU: 42,982.43, NDX: 22,237.74

Notable risks include potential loss of up to 100% principal if any index falls below its barrier value at maturity. The notes are subject to Barclays' creditworthiness and U.K. Bail-in Power. Barclays Capital receives commissions up to $28.00 per note and will pay variable selling concessions to other dealers.

Barclays Bank has issued $76,000 Phoenix AutoCallable Notes due June 28, 2030, linked to the performance of the S&P 500 Index and Nikkei 225 Index. The notes are offered at $1,000 per denomination with an estimated value of $951.00.

Key features include:

• Automatic call feature activating after first year if both indices close at or above their call values
• Contingent quarterly coupon of $21.875 (8.75% p.a.) if both indices close at or above 75% of initial values
• 75% downside barrier at maturity - full principal at risk below this level
• Initial values: S&P 500 at 6,092.16 and Nikkei 225 at 38,942.07

Important risks include potential 100% principal loss, credit risk of Barclays Bank, and exposure to U.K. Bail-in Power. The notes will not be listed on any U.S. exchange. Barclays Capital receives a 3.25% commission, with net proceeds to Barclays Bank of $73,530.

Barclays Bank has issued $595,000 worth of notes due December 30, 2027, linked to the S&P 500 Index. The notes, priced at $1,000 per denomination, offer investors potential returns capped at 16.25% if the S&P 500 performs positively, with principal protection if the index declines.

Key features include:

• Initial Value: 6,092.16 (S&P 500 closing value on June 25, 2025)
• Principal Protection: 100% return of principal if index declines
• Maximum Return: 16.25% cap on positive returns
• Estimated Value: $976.50 per note, below issue price

Important risks include Barclays' credit risk and the U.K. Bail-in Power, which allows authorities to write down, convert, or modify the notes in a resolution scenario. The notes won't be listed on any U.S. exchange and aren't FDIC insured. Barclays Capital receives a 2.05% commission and will pay selling concessions to other dealers.

Barclays Bank has filed a pricing supplement for $1,250,000 Callable Contingent Coupon Notes due June 28, 2030, linked to the performance of the Russell 2000 Index, Nasdaq-100 Index, and EURO STOXX 50 Index.

Key features of the notes include:

• Initial denomination of $1,000 with quarterly contingent coupon payments of $28.00 (11.20% per annum) if all reference assets close above their barrier values
• Early redemption option available after first three months at issuer's discretion
• Coupon Barrier set at 70% of initial value for each index
• Final Barrier set at 60% of initial value, with potential 100% principal loss if worst-performing index falls below barrier

The estimated value of the notes ($980.60) is less than the issue price ($1,000), reflecting commissions, hedging costs, and profit margins. The notes are subject to Barclays' creditworthiness and U.K. Bail-in Power, which could result in the reduction, cancellation, or conversion of principal and interest payments.

Barclays Bank PLC has issued $2,043,000 in Callable Contingent Coupon Notes due June 29, 2028, linked to the performance of the S&P 500, Russell 2000, and Nasdaq-100 indices. The notes offer a potential contingent coupon of $7.708 per $1,000 principal amount (9.25% per annum) if all reference assets close above their respective coupon barrier values on observation dates.

Key features include:

• Initial offering price of $1,000 per note with minimum denomination of $1,000
• Barrier protection at 70% of initial value for each index
• Early redemption option available after first six months
• Estimated value of $960.50 per note, below initial issue price

Notable risks include potential 100% loss of principal if any index falls below its barrier value at maturity, exposure to Barclays' creditworthiness, and U.K. Bail-in Power authority. The notes are unsecured obligations and not covered by FDIC insurance or U.K. Financial Services Compensation Scheme.

Barclays Bank PLC has issued $1,189,000 in Buffered SupertrackSM Notes due June 30, 2027, linked to the S&P 500® Index. The notes offer investors:

• A maximum return of 18.00% if the S&P 500 Index's final value is greater than or equal to the initial value of 6,092.16
• Principal protection if the final index value remains above the buffer value of 4,873.73 (80% of initial value)
• Potential loss of up to 80% of principal if the index falls below the buffer value

Key features include a $1,000 minimum denomination, estimated value of $972.70 per note, and 2.35% agent commission. The notes are subject to Barclays' creditworthiness and U.K. Bail-in Power. They are unsecured, unsubordinated obligations not covered by deposit insurance and will not be listed on any U.S. exchange.