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

Barclays Bank PLC has filed a preliminary pricing supplement for Buffered SupertrackSM Notes due August 1, 2030, linked to the performance of the S&P 500® Index and Dow Jones Industrial Average®. The notes will be issued with a minimum denomination of $1,000.

Key features include:

• Maturity payment structure with 25% downside buffer protection
• Maximum potential loss of 75% of principal
• Payment at maturity based on performance of worst-performing index
• Estimated value between $852.00 and $932.00 per note, below initial issue price

Important risks include credit risk of Barclays Bank PLC and exposure to U.K. Bail-in Power. The notes are not bank deposits and are not insured by the FDIC or any other government agency. Barclays Capital Inc. will receive commissions up to $40.00 per $1,000 principal amount.

Barclays Bank PLC is marketing Barrier SupertrackSM Notes maturing July 6, 2029 that are linked to the least-performing of three U.S. equity benchmarks – the Nasdaq-100, S&P 500 and Dow Jones Industrial Average.

The $1,000-denominated, unsecured senior notes offer differentiated payoff scenarios:

• Upside participation: if the final level of the worst-performing index is ≥ its initial level, investors receive $1,000 plus 153.5% of that index’s positive return.
• Contingent principal protection: if the worst index falls, but not below 70% of its initial level (the “Barrier”), investors are repaid par.
• Full downside exposure: if the worst index ends below the 70% Barrier, repayment is $1,000 plus the full negative return of that index, exposing holders to up to a 100% loss of principal.

Key terms include a 70% Barrier, an Upside Leverage Factor of 1.535 and valuation dates of June 30, 2025 (initial) and July 2, 2029 (final). The notes will be sold at 100% of par; Barclays Capital Inc. will receive up to 0.80% in selling commissions. Barclays estimates the fair value on the issue date at $889–$959 per note, materially below the public offering price.

Risks are significant. The notes are not FDIC-insured, will not be listed on an exchange, and are subject to both Barclays’ credit risk and the potential exercise of U.K. Bail-in Power, which could result in write-down or conversion of the notes. Liquidity is expected to be limited, and fee-based accounts could pay between $992 and $1,000 per note depending on concessions forgone.

Barclays Bank PLC plans to issue AutoCallable Notes due 2 Aug 2028 that are linked to the least-performing of the S&P 500, Dow Jones Industrial Average and Nasdaq-100 indices. The unsecured, unsubordinated notes will be sold in $1,000 denominations and can be automatically called on any of five semi-annual observation dates beginning 28 Jul 2026 if each index closes at or above its Call Value (100 % of its initial level).

Income profile. Investors receive no coupons, but upon an Automatic Call they are repaid principal plus a Call Premium equal to 9.25 % p.a. prorated to the call date (e.g., $92.50 per $1,000 for each full year outstanding). If the notes are not called, the redemption value at maturity depends on the Final Value of the least-performing index:

• ≥ Call Value: principal plus accrued call premium.
• < Call Value but ≥ Barrier Value (70 % of initial): full principal repayment.
• < Barrier Value: principal reduced one-for-one with the index decline; up to 100 % loss possible.

Pricing. Initial public offering price is 100 % of face; dealers will receive up to 2.80 % in commissions. Barclays’ estimated value at pricing is 88.6 %-94.6 %, reflecting structuring costs and dealer compensation. The notes will not be listed on any exchange, and secondary liquidity is expected to be limited.

Key risks. (i) Market risk: full downside exposure below the 70 % barrier; (ii) Credit risk: payments depend on Barclays Bank PLC’s ability to pay and are subject to the U.K. Bail-in Power; (iii) Valuation risk: estimated value materially below issue price; (iv) Liquidity risk: no listing and potential wide bid/ask spreads.

Because of these risks, the offering targets investors with a moderately bullish to neutral view on large-cap U.S. equity indices over the next three years who are willing to accept issuer credit exposure and the possibility of losing principal in exchange for an above-market conditional return.

Barclays Bank PLC is offering unlisted, unsecured Global Medium-Term Notes, Series A, due 1 August 2030, linked to the performance of the S&P 500® Index (SPX). The minimum investment is $1,000 and integral multiples thereof. Key economic terms are fixed on the Initial Valuation Date (28 July 2025) and the Notes settle on 31 July 2025.

Return profile: At maturity, investors will receive:

• If the Final Value ≥ Initial Value: $1,000 plus 100% of the index return, capped at a Maximum Return of 35%. The maximum payment is therefore $1,350 per $1,000 note.
• If the Final Value < Initial Value: full principal repayment of $1,000.

Thus, downside is fully protected at maturity, while upside participation is limited.

Pricing and costs: The Initial Issue Price is 100% of principal. Barclays estimates the Note’s value on the pricing date at $866.30 – $946.30, below the issue price, reflecting selling commissions of 3.50%, hedging costs and structuring fees. Barclays Capital Inc. may pay variable selling concessions to other dealers.

Risk considerations: The Notes are unsecured obligations of Barclays Bank PLC and subject to the credit risk of the issuer. Holders expressly consent to the potential exercise of any U.K. Bail-in Power, which could result in write-down, conversion or cancellation of amounts owed. The securities will not be listed on any exchange, and secondary market making is discretionary. They are not insured by the FDIC or covered by the U.K. Financial Services Compensation Scheme.

Key identifiers: CUSIP 06746CEA3 / ISIN US06746CEA36. Calculation Agent: Barclays Bank PLC.

Barclays Bank PLC is offering Buffered Autocallable Notes due July 13, 2028 linked to the worst performer among the S&P 500, Russell 2000 and Nasdaq-100 indices. The notes are unsecured, unsubordinated obligations and are subject to U.K. bail-in powers.

Key economic terms:

• Initial Issue Price: $1,000 per note; minimum denomination $1,000.
• Automatic Call: Possible on 9 Jul 2026, 9 Jul 2027 or the Final Valuation Date if every index closes at or above its initial level. Investors then receive $1,000 plus an 8.05% p.a. Call Premium ($80.50 for each full year elapsed).
• Downside Buffer: 30%. If the worst-performing index is between 70% and 100% of its initial level at maturity, investors are repaid principal.
• Conditional downside: If the worst index finishes below 70% of its initial level, repayment equals $1,000 + [$1,000 × (Index Return + 30%)], exposing holders to up to a 70% principal loss.
• Estimated value on issue date: $896.10 – $956.10, implying an initial value discount of roughly 4.4%–10.4% versus issue price.
• Sales commission: 2.90% of face; proceeds to Barclays 97.10%.
• Notes will not be listed; secondary market liquidity is expected to be limited.

Risk highlights: investors face Barclays’ credit risk, potential exercise of U.K. bail-in powers, equity-market risk across three major indices, and pricing/valuation risk given the gap between estimated value and issue price. The structure offers an above-market coupon substitute if indices remain flat or rise, but protection erodes below the 30% buffer.

Because this is a product-specific issuance rather than a broad corporate development, the filing’s impact on Barclays’ financial outlook appears limited; its relevance is chiefly for prospective note investors evaluating yield-enhancement versus equity-market and credit risk.

Barclays Bank PLC is issuing $4.363 million of unsecured, unsubordinated Phoenix AutoCallable Notes due 29 June 2028. The Notes are linked to the Dow Jones Industrial Average (INDU), Russell 2000 (RTY) and Nasdaq-100 (NDX). Investors buy in minimum denominations of $1,000.

Coupon & Call Mechanics: The Notes pay a quarterly contingent coupon of 2.2125% (8.85% p.a.) if, on each Observation Date, all three indices close at or above 70% of their Initial Value. From the December 2025 Call Valuation Date onward, the Notes are automatically called at par plus the coupon if every index is at or above its Initial Value (100%).

Principal Repayment: At maturity, investors receive:

• Par ($1,000) if the Least Performing Index is ≥70% of its Initial Value; or
• Par minus index loss if the Least Performing Index is below the 70% barrier, exposing holders to up to 100% principal loss.

Pricing & Fees: Issue price is 100%, but Barclays’ estimated value is $971.70 (≈2.8% lower). Barclays Capital Inc. receives a 2.5% selling commission. Net proceeds equal 97.50% of principal.

Risk Highlights: Investors face full market downside, credit risk to Barclays, and potential loss under the U.K. Bail-in Power. The Notes are not FDIC-insured and will not be exchange-listed, limiting liquidity.

Barclays Bank PLC is offering Buffered SupertrackSM Notes linked to the Russell 2000® Index, maturing on 2 February 2028.

Principal terms:

• Denomination: US$1,000 (and multiples thereof)
• Upside participation: 2.0× index return, capped at 30.25%. A ≥15.125 % rise in RTY delivers the maximum payment of $1,302.50 per Note.
• Downside protection: 10 % buffer. If the index declines ≤10 %, investors receive par. Beyond that, loss equals the decline exceeding −10 %, up to a 90 % maximum loss.
• Key dates: Initial Valuation – 28 July 2025; Issue – 31 July 2025; Final Valuation – 28 Jan 2028; Maturity – 2 Feb 2028.
• Pricing & distribution: Issue price 100 % (US$1,000). Underwriter commission up to 2.75 % (US$27.50). Investors in fee-based accounts may pay US$972.50–1,000.
• Issuer-estimated value: US$903–963, below issue price, reflecting internal funding rates and distribution costs.
• Listing: None; the Notes are illiquid and may trade at discounts.

Risk highlights (see “Risk Factors”):

• Credit risk: Unsecured, unsubordinated claims on Barclays Bank PLC; no FDIC or FSCS protection.
• U.K. Bail-in: Holders expressly consent to potential write-down or conversion under the U.K. Banking Act 2009.
• Market risk: Performance depends solely on Russell 2000 level at final valuation; interim movements irrelevant.
• Valuation & liquidity: Secondary prices likely below issue price due to bid-ask spreads, commissions and issuer spread.

Investors seeking enhanced, but capped, equity exposure with modest downside buffer may consider the Notes; however, they must be comfortable with issuer credit exposure, bail-in risk, capped upside, potential principal loss beyond −10 %, and lack of secondary market depth.

Barclays Bank PLC is offering Buffered Supertrack Notes linked to the S&P 500® Index, maturing 13 July 2027. The notes are unsecured, unsubordinated obligations within the bank’s Global Medium-Term Notes, Series A programme.

Key terms

• Denomination: US$1,000 minimum, integral multiples of US$1,000.
• Initial Valuation Date: 8 July 2025  |  Issue Date: 11 July 2025.
• Final Valuation Date: 8 July 2027  |  Maturity: 13 July 2027.
• Payment at Maturity: • If the S&P 500 Final Value ≥ Initial Value, investors receive principal plus the lesser of actual index return and 17.25 % cap (max US$1,172.50 per US$1,000). • If the index declines ≤30 % (buffer), principal is returned. • If the index declines >30 %, repayment = principal × (1 + Index Return + 30 %), exposing holders to up to 70 % loss of principal.
• Buffer Percentage: 30 %  |  Maximum Return: 17.25 %.
• Estimated Value: US$932.70-US$982.70 (below the US$1,000 issue price).
• Distribution: Barclays Capital Inc. commission up to 0.60 % of principal.
• Listing: None; secondary trading may be limited.

Risk highlights

• Credit exposure to Barclays Bank PLC; payments subject to its solvency and any future exercise of the U.K. Bail-in Power.
• Investors may lose up to 70 % of principal if the S&P 500 falls below the 70 % buffer at maturity.
• Estimated value is below issue price, reflecting embedded distribution costs and issuer funding spread.
• Notes are not FDIC-insured, and no U.S. exchange listing reduces liquidity.

The supplement incorporates the prospectus dated 15 May 2025 and associated documents, and urges investors to review “Risk Factors” and consult advisers prior to purchase.

Barclays Bank PLC is offering $655,000 aggregate principal of AutoCallable Notes due 29-Jun-2028, linked to the least-performing of the iShares Russell 2000 ETF (IWM) and Invesco QQQ Trust (QQQ). The unsecured, unsubordinated notes are issued in $1,000 denominations and priced at 100% of face value, settling on 30-Jun-2025.

Key structural terms: (1) Automatic call possible on three observation dates—02-Jul-2026, 25-Jun-2027 and 26-Jun-2028—if both ETFs close at or above preset Call Values (100 %, 95 %, 90 % of initial levels, respectively). (2) If called, investors receive face value plus a 10.60 %-per-annum Call Premium (US$106 per $1,000 for each full year held). (3) If not called, final redemption depends on the Barrier (70 % of initial) of the worst-performing ETF: at or above barrier, return of principal; below barrier, investors participate 1:1 in downside, risking up to 100 % of capital.

Pricing & fees: Barclays’ internal estimated value is $955.90 per $1,000 (≈4.4 % below issue price). Barclays Capital Inc. earns up to 2.35 % ($23.50) in selling commissions, including a structuring fee of $1.00. Net proceeds to the issuer are 97.65 % of face.

Risks: Investors face full equity downside below the 70 % barrier, credit risk of Barclays, potential U.K. Bail-in write-down, no secondary-market listing, and limited liquidity. The notes are not FDIC-insured and may be used in market-resale transactions.