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

Barclays Bank has filed a pricing supplement for Autocallable Leveraged Barrier Notes due July 12, 2027, linked to the performance of the Nasdaq-100, Russell 2000, and S&P 500 indices. Key features include:

The notes offer automatic redemption after one year with a 15% redemption premium if all underlying indices are at or above their initial values. If not automatically redeemed, the notes provide:

• Leveraged upside exposure (1.665x) if the worst-performing index rises above its initial value
• Return of principal if the worst-performing index stays above 70% of its initial value
• 1:1 downside exposure if any index falls below 70% of its initial value

Priced at $1,000 per note with 2.45% agent commission. Estimated value between $916.40-$966.40. Important risks include potential loss of principal, credit risk of Barclays Bank, and exposure to U.K. Bail-in Power. Notes are not listed on exchanges and lack FDIC protection.

Barclays Bank PLC has issued $1,000,000 in Barrier Digital Plus Notes due June 28, 2027, linked to the EURO STOXX 50® Index. The notes offer unique investment characteristics compared to traditional debt securities:

Key features include:

• No regular interest payments
• Principal not guaranteed at maturity
• Digital Percentage return of 11.40% if index stays above barrier level
• Barrier set at 80% of initial index value (4,177.52)
• Full downside exposure if index falls below barrier

The notes are priced at $1,000 per unit with a 2% agent commission. The issuer's estimated value is $972.30 per note, below the issue price. Important risks include potential loss of principal, U.K. Bail-in Power exposure, and market risk tied to the EURO STOXX 50 Index performance. The notes will not be listed on any U.S. exchange and constitute unsecured obligations of Barclays Bank.

Barclays Bank PLC has issued $5,080,000 in Contingent Coupon Buffered Notes due June 28, 2029, linked to the performance of three major indices: Dow Jones Industrial Average, Nasdaq-100 Index, and S&P 500 Index.

Key features of the notes include:

• Contingent Coupon of $5.25 per $1,000 principal amount (6.30% per annum) if all underliers are above their barrier values
• 30% downside buffer protection at maturity
• Risk of up to 70% principal loss if any underlier falls below its buffer value
• Initial estimated value of $982.60 per $1,000 principal amount

Notable risks include exposure to the worst-performing index, no guaranteed interest payments, and subject to Barclays' creditworthiness and U.K. Bail-in Power. The notes will not be listed on any U.S. securities exchange and involve complex features that differ from ordinary debt securities.

Barclays Bank PLC has filed a preliminary pricing supplement for Callable Fixed Rate Notes due December 30, 2026. The notes offer a 4.45% annual interest rate with minimum denominations of $1,000.

Key features include:

• Issue Date: June 30, 2025
• Optional Redemption Date: June 30, 2026
• Interest Payment Dates: June 30, 2026 and Maturity Date
• Early Redemption Option: Issuer may redeem after first year with 5 business days notice

Notable risks include the issuer's early redemption rights, which could limit interest payments to approximately one year, and exposure to U.K. Bail-in Power. Under bail-in provisions, authorities may reduce, cancel, or convert the notes into other securities if Barclays faces financial difficulties. The notes are unsecured, unsubordinated obligations without FDIC insurance or U.K. Financial Services Compensation Scheme protection.

The Bank of Nova Scotia (BNS) is marketing a new structured note—“Trigger Autocallable GEARS”—under its $15 bn Senior Note Program, Series A. The preliminary pricing supplement filed under Form 424B2 describes a senior unsecured debt security that:

• Underlying: an equally weighted basket of 16 U.S.- and non-U.S. equities spanning power generation, electrification, mining and industrial automation (e.g., CEG, ETN, FCX, LIN, VRT).
• Tenor: scheduled to settle 18 Jul 2025 and mature 18 Jul 2030 (≈5 years) unless called early.
• Automatic call: If the basket closes ≥ 100 % of its initial level on the single observation date (20 Jul 2026), BNS redeems at the call price of $11.10 (11 % return) and the trade terminates.
• Upside participation: If not called and basket return is positive at final valuation, payoff = $10 × [1 + (basket return × upside gearing)], where gearing will be set between 1.25 and 1.50 on trade date.
• Downside protection: 25 % buffer. If final basket level ≥ 75 % of initial, principal is repaid; otherwise investor loses principal one-for-one with basket decline (up to 100 % loss).
• Issue price & internal value: Offered at $10 per note (minimum $1,000); BNS’ initial estimated economic value is $9.15–$9.45, reflecting selling and hedging costs and use of BNS’ internal funding rate.
• Distribution: Scotia Capital (USA) acts as underwriter and sells to UBS Financial Services for a $0.25/Note concession; notes will not be listed on an exchange and secondary liquidity is expected to be very limited.
• Credit: All payments rely on BNS’ ability to pay; the securities are not CDIC-insured or “bail-in” eligible.

Risk highlights: Investors face full market downside below 75 % threshold, limited upside if called, no interim interest, valuation/secondary pricing controlled by affiliates, tax treatment uncertain, and complex features require sophisticated understanding. The filing devotes nine pages to granular risk factors covering payout mechanics, volatility, hedging conflicts, liquidity, credit and tax considerations.

Key numeric terms: Autocall barrier = 100 % initial; Call return = 11 %; Upside gearing = 1.25–1.50; Downside threshold = 75 % initial; CUSIP 06419A851. Hypothetical tables show maximum maturity gain of 50 % if basket up 40 % with 1.25 gearing, and losses beyond 25 % decline.

The document is preliminary; final terms (upside gearing, initial basket level, issue size) will be fixed on trade date 15 Jul 2025.

Barclays Bank PLC has filed a preliminary pricing supplement for AutoCallable Notes due July 16, 2029, linked to the performance of the S&P 500® Index and Russell 2000® Index. The notes will be issued with a minimum denomination of $1,000.

Key features include:

• Automatic call feature activates if both indices close at or above their Call Values (100% of Initial Value) on specified Call Valuation Dates
• Periodic Call Premium of $128.00 per $1,000 principal amount (12.80% per annum)
• Barrier protection at 70% of Initial Value
• Full downside exposure if the least performing index falls below Barrier Value

Important risks include potential loss of up to 100% of principal, credit risk of Barclays Bank PLC, and exposure to U.K. Bail-in Power. The estimated value of the Notes on the Initial Valuation Date is expected to be between $904.20 and $974.20 per Note, less than the initial issue price. Barclays Capital will receive commissions up to $8.00 per $1,000 principal amount.

Form 4 filing overview: Clover Health Investments (CLOV) reported insider activity by Jamie L. Reynoso, listed as “CEO, Medicare Advantage.” On 30 June 2025 Ms. Reynoso earned 217,523 Class A shares through the final tranche of a March 16 2023 performance-based RSU award. To satisfy withholding taxes, the company automatically sold 85,596 shares at $2.79 per share. After the automatic sale, Ms. Reynoso’s direct ownership stands at 3,328,328 Class A shares, up roughly 132 k shares versus the prior balance.

• Nature of transaction: “A” code denotes acquisition from equity award; “F” code denotes shares withheld for taxes—neither represents an open-market trade.
• Cost basis: RSUs were settled at no cash cost to the insider; only the tax-withholding sale carries a market price.
• Alignment impact: The executive retains a sizable equity stake (≈3.3 million shares), reinforcing incentive alignment, but no new cash investment was made.

Overall, the filing reflects routine equity-compensation vesting and related tax withholding rather than a discretionary buy or sell decision. Market impact is expected to be neutral barring other catalysts.

Barclays Bank has filed a preliminary pricing supplement for Callable Contingent Coupon Notes due July 16, 2029, linked to the performance of the Russell 2000 Index, S&P 500 Index, and Dow Jones Industrial Average.

Key features include:

• Minimum denomination of $1,000
• Contingent Coupon of $21.25 per $1,000 (8.50% per annum)
• Early redemption option after first 6 months
• Coupon Barrier Value at 75% of Initial Value
• Barrier Value at 65% of Initial Value

Notable risks include potential 100% loss of principal if the Final Value of the Least Performing Reference Asset falls below its Barrier Value. The notes are subject to Barclays' creditworthiness and U.K. Bail-in Power. The estimated value ($900.50-$970.50) is expected to be less than the initial issue price ($1,000), reflecting commissions and structuring costs.

Barclays Bank PLC has filed a pricing supplement for Phoenix AutoCallable Notes due December 31, 2026, linked to the performance of Apple (AAPL), Advanced Micro Devices (AMD), and PG&E Corporation (PCG).

Key features of the Notes include:

• Minimum denomination of $1,000
• Contingent Coupon of $38.75 (3.875%) per $1,000 principal amount, based on 15.50% annual rate
• Automatic call feature triggers if all Reference Assets close above Call Value on observation dates
• 50% Barrier Value and Coupon Barrier Value for each Reference Asset
• Risk of up to 100% principal loss if any Reference Asset closes below Barrier Value at maturity

The estimated value of the Notes on Initial Valuation Date is expected to be between $907.60 and $957.60 per Note, below the issue price. Notes are subject to Barclays' creditworthiness and U.K. Bail-in Power risks. Barclays Capital will receive commissions up to $15.00 per $1,000 principal amount.