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

Barclays Bank PLC has issued $613,000 in Buffered Digital Notes due December 29, 2028, linked to the S&P 500 Index. These structured notes offer unique features:

Key characteristics include:

• A 24.25% Digital Percentage return if the index stays above the Buffer Value
• 15% downside buffer protection against index losses
• Initial Index Value: 6,092.16
• Buffer Value: 5,178.34 (85% of Initial Value)
• Minimum denomination of $1,000

Notable risks include potential loss of up to 85% of investment if the index falls below Buffer Value, no interest payments, and exposure to Barclays' credit risk. The notes are subject to U.K. Bail-in Power and are not FDIC insured. The estimated value of $962.20 per $1,000 note is below the issue price, reflecting commissions and structuring costs.

Barclays Bank PLC is offering $402,000 in AutoCallable Notes (Global Medium-Term Notes, Series A) linked to the Russell 2000®, Nasdaq-100®, and Dow Jones Industrial Average®. The Notes are issued in $1,000 denominations, price 100% of face, with an Issue Date of 30 Jun 2025 and Maturity of 28 Jun 2030.

Autocall feature: Starting after the first year, if on any Call Valuation Date (25 Jun 2026-2029, and Final Valuation Date) each index closes at or above its Call Value (100% of initial level), the Notes are automatically redeemed for $1,000 plus a 10% p.a. call premium (i.e., $100 per elapsed year).

Protection / downside: • If not called and the Least Performing Index is ≥ 60% but < 100% of its initial level at final valuation, investors receive full principal. • If that index finishes < 60% of its initial level, repayment equals $1,000 × (1 + Index Return), exposing holders to up to 100% principal loss.

Key terms:

• Initial levels: RTY 2,136.185; NDX 22,237.74; INDU 42,982.43.
• Barrier levels (60%): RTY 1,281.71; NDX 13,342.64; INDU 25,789.46.
• Estimated value: $944 (5.6% below issue price).
• Agent commission: up to 3.925%; proceeds to issuer 96.075% of face.
• Unsecured, unsubordinated obligations; subject to U.K. Bail-in Power; not FDIC or FSCS insured; no stock-exchange listing.

Investors receive no periodic coupons and face credit risk of Barclays. The product may suit investors seeking potential double-digit annualized returns if equity markets remain flat or rise, while accepting downside risk below a 40% drawdown threshold.

Barclays Bank PLC has issued $720,000 in Buffered Autocallable Contingent Coupon Notes due June 30, 2028, linked to the performance of three equity securities: Block Inc (XYZ), QUALCOMM (QCOM), and BHP Group Ltd (BHP).

Key features include:

• Notes priced at $1,000 per denomination with estimated value of $972.60
• Contingent quarterly coupon of $9.708 (11.65% per annum) if all reference assets close above barrier values
• 40% downside buffer protection at maturity
• Automatic call feature starting after first year if all securities close at or above initial values

Important risks: Investors could lose up to 60% of principal if any reference asset falls below buffer value. Notes are subject to Barclays' credit risk and U.K. Bail-in Power, which could result in complete loss of investment. Notes will not be listed on any securities exchange.

Barclays Bank has issued $1,766,000 in Callable Range Accrual Buffered Notes due June 28, 2030, linked to the Russell 2000 Index. The notes offer a contingent interest rate of 7.00% per annum (0.5833% monthly), but interest only accrues on days when the index closes at or above the Coupon Barrier Value of 1,815.76.

Key features include:

• Principal at risk: Investors could lose up to 85% of principal if index falls below buffer value
• Early redemption option: Barclays can call notes after first year on any interest payment date
• Buffer protection: 15% downside buffer from initial index value of 2,136.185
• Initial estimated value: $953.00 per $1,000 note

The notes are subject to Barclays' creditworthiness and U.K. Bail-in Power, which could result in the reduction, cancellation, or conversion of principal/interest. These complex securities are not bank deposits and carry no FDIC or UK FSCS protection.

Barclays Bank PLC has issued $3,438,000 in Buffered SupertrackSM Notes due June 29, 2028, linked to the S&P 500 Index. The notes offer:

• Minimum denomination of $1,000 with potential upside participation of 150% up to a maximum return of 35%
• Downside protection through a 15% buffer - investors only lose principal if the S&P 500 declines more than 15%
• Maximum loss potential of 85% of principal at maturity

Key features include an initial value of 6,141.02 for the S&P 500 Index and a buffer value of 5,219.87. The estimated value of each note is $991.50, below the issue price of $1,000. Notes are subject to Barclays' credit risk and U.K. Bail-in Power, which could result in the reduction, cancellation, or conversion of principal/interest if Barclays faces financial difficulties.

These structured notes are suitable for investors seeking enhanced index returns with partial downside protection, but who can accept potential principal loss and limited secondary market liquidity.

Barclays Bank has issued $3,731,000 in Phoenix AutoCallable Notes due June 29, 2028, linked to the performance of the S&P 500, Russell 2000, and Nasdaq-100 indices. The notes offer:

• Minimum denomination of $1,000 with potential 8.50% annual contingent coupon ($7.083 per note quarterly)
• Automatic call feature activating if all reference assets close at or above call values on observation dates
• Principal protection if the least performing index stays above 70% of initial value
• Risk of up to 100% principal loss if worst performing index falls below barrier value

Key features include initial estimated value of $958.90 per note, below the $1,000 issue price. Notes are subject to Barclays' credit risk and U.K. Bail-in Power. Barclays Capital receives up to 2.80% commission ($28.00 per note). Notes are unsecured, unsubordinated obligations not covered by FDIC or U.K. Financial Services Compensation Scheme.

Barclays Bank PLC has issued $1,684,000 in Fixed Coupon Buffered Notes due June 30, 2027, linked to the Russell 2000 Index. The notes offer a Fixed Coupon of $13.75 per $1,000 principal amount (5.50% per annum) paid quarterly.

Key features include:

• Initial issue price of $1,000 per note with minimum denomination of $1,000
• Buffer protection against first 15% of index decline
• Potential loss of up to 85% of principal if index falls below buffer value
• Estimated value of $968.80 per note, below issue price

Important risks: Notes are subject to Barclays' creditworthiness and U.K. Bail-in Power, which could result in complete loss of investment. Notes are not listed on any exchange, not FDIC insured, and involve market risk. Agent's commission is 2.50% with Barclays Capital receiving $25.00 per note in selling concessions.

Barclays Bank PLC has filed a prospectus supplement for Contingent Income Auto-Callable Securities due July 7, 2028, linked to Meta Platforms Class A common stock. These structured notes offer:

Key features include:

• Quarterly contingent payments of at least 2.5875% if Meta stock closes at or above 60% of initial value
• Automatic early redemption if stock closes at or above initial value on any determination date
• Principal at risk: If notes are not called and final stock price is below 60% threshold, investors lose 1% for every 1% decline in stock price
• Initial issue price: $1,000 per security
• Estimated value between $906.50-$966.50 per security

Important risks: No guaranteed interest payments, potential for complete loss of principal, subject to Barclays' credit risk and UK Bail-in Power. Securities will not be listed on any exchange. Morgan Stanley Wealth Management receives $22.50 total commission per security.