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

Barclays Bank PLC has filed a pricing supplement for Barrier Digital Plus Notes linked to the EURO STOXX 50® Index, due June 28, 2027. The notes offer unique investment characteristics compared to traditional debt securities:

Key features include:

• $1,000 minimum denomination
• 11.40% Digital Percentage
• 80% Barrier Value of Initial Underlier Value
• No regular interest payments
• Payment at maturity depends on EURO STOXX 50® Index performance

Investment considerations: If the Final Underlier Value is above the Barrier Value, investors receive principal plus the greater of 11.40% or index return. If below the Barrier Value, investors are fully exposed to index decline. The estimated value ($921.20-$971.20 per $1,000) is less than the issue price, reflecting commissions and costs. Notes include U.K. Bail-in Power provisions, allowing authorities to write-down, convert, or modify the notes under certain circumstances.

Barclays Bank PLC is offering $849,000 aggregate principal amount of Barrier Digital Notes due July 23, 2026 linked to the common stock of Advanced Micro Devices, Inc. (AMD). The Notes are unsecured, unsubordinated obligations issued under the bank’s Global Medium-Term Notes, Series A programme. They pay no periodic interest and expose investors to both market risk on AMD shares and Barclays credit risk, including the potential exercise of U.K. Bail-in Power.

Key economic terms:

• Issue Price: $1,000 per Note (minimum denomination)
• Initial Valuation Date: 18 Jun 2025; Final Valuation Date: 20 Jul 2026; Maturity: 23 Jul 2026
• Initial Underlier Value: $126.79; Barrier Value: $77.79 (61.35% of initial value)
• Digital Payout: If AMD’s closing price on the Final Valuation Date is ≥ Barrier, investors receive principal plus a 15% fixed return ($1,150 per Note).
• If AMD closes < Barrier, investors receive physical delivery of 7.88706 AMD shares (or cash equivalent), worth less than $1,000 if AMD has declined, potentially to zero.
• Estimated value on the pricing date: $976.60 (2.34% below the issue price); agent commission 1.10%, net proceeds 98.90%.
• The Notes will not be listed on any exchange, limiting liquidity.

Risk highlights: Investors forgo AMD dividends, face full downside below the 38.65% buffer, and could lose all principal. Any payment is subject to Barclays’ creditworthiness and possible regulatory bail-in. The small issue size suggests limited balance-sheet impact for Barclays but niche exposure for structured-product investors.

Barclays Bank PLC has issued $1,979,000 worth of Capped Barrier Digital Plus Notes linked to Alphabet Inc. Class A Common Stock, due December 23, 2026. These structured notes offer unique investment characteristics:

Key features include:

• No regular interest payments
• Maximum Return cap of 38% ($1,380 per $1,000 principal)
• Digital Percentage of 10% minimum return if stock stays above barrier
• Barrier Value set at $138.66 (80% of initial value)
• If stock falls below barrier, investors receive shares worth less than principal

The notes are priced at $1,000 per unit with an estimated value of $976.60. They include important risk factors: no principal protection, subject to Barclays' credit risk and U.K. Bail-in Power, and potential for significant losses if Alphabet stock declines below the barrier level. Barclays Capital Inc. receives a 1.50% commission ($15 per note).

Barclays Bank PLC has issued $1,653,000 in AutoCallable Contingent Coupon Notes due June 23, 2028, linked to the performance of four major tech stocks: Microsoft (MSFT), NVIDIA (NVDA), MicroStrategy (MSTR), and Meta Platforms (META).

Key features of the notes include:

• Minimum denomination of $1,000 with a 20.75% per annum contingent coupon rate ($17.292 per note)
• Automatic call feature triggers if all reference assets close at or above their call values after the first six months
• 50% downside protection barrier for each reference asset
• Estimated value of $929.50 per note, below the initial issue price of $1,000

Notable risks include potential 100% loss of principal if any reference asset falls below its barrier value at maturity. The notes are subject to Barclays' creditworthiness and U.K. Bail-in Power, which could result in the reduction, cancellation, or conversion of amounts due. Trading will not be available on any U.S. securities exchange.

Barclays Bank PLC has issued $1,843,000 in Callable Contingent Coupon Notes due March 21, 2030, linked to the performance of the S&P 500, Nasdaq-100, and Russell 2000 indices. The notes offer potential monthly contingent coupons of $8.333 per $1,000 principal amount (10.00% per annum) if all reference assets close at or above their respective coupon barrier values.

Key features include:

• Initial denomination of $1,000 with early redemption option after 6 months
• Coupon Barrier set at 70% of initial values
• Barrier Value at 60% of initial values for principal protection
• Risk of up to 100% principal loss if worst-performing index falls below barrier value

Notable risks include exposure to the least performing reference asset, Barclays' credit risk, and potential impact of U.K. Bail-in Power. The estimated value of the notes ($979.30) is less than the initial issue price ($1,000), with Barclays Capital receiving commissions up to $5.00 per note.

Barclays Bank PLC has issued $3,185,000 in AutoCallable Contingent Coupon Notes due June 23, 2028, linked to the performance of four major tech stocks: Meta, Amazon, Microsoft, and NVIDIA. The notes offer a potential 14.50% annual return through contingent coupon payments of $12.083 per $1,000 principal amount.

Key features include:

• Initial denomination of $1,000 with 50% downside protection barrier
• Automatic call feature activating after 6 months if all stocks close at or above their initial values
• Contingent coupon payments if all stocks close at or above 50% of their initial values
• Risk of up to 100% principal loss if any stock closes below 50% of initial value at maturity

The notes' estimated value is $977.60 per $1,000 principal amount, below the issue price. Investors should note the U.K. Bail-in Power provisions, which allow authorities to write down, convert, or modify the notes in a resolution scenario. Barclays Capital Inc. receives a 0.65% commission.

Barclays Bank has issued $8,839,000 in AutoCallable Contingent Coupon Notes due December 23, 2026, linked to the performance of Amazon (AMZN) and Microsoft (MSFT) stocks.

Key features include:

• Notes priced at $1,000 per unit with estimated value of $979.80
• Contingent quarterly coupons of $25.00 (10% per annum) if both stocks close above barrier levels
• Automatic call feature triggers if both stocks close at or above initial values on call dates
• 59% downside protection barrier for both stocks
• Risk of principal loss if either stock falls below barrier at maturity

Notable risks include potential 100% principal loss, credit risk of Barclays Bank, and exposure to U.K. Bail-in Power. The notes are not listed on any exchange and constitute unsecured obligations without FDIC or similar protection.

Barclays Bank has issued $1.56 million in AutoCallable Contingent Coupon Notes due December 23, 2026, linked to the performance of Wells Fargo (WFC) and Bank of America (BAC) common stock. The notes offer potential quarterly contingent coupons of $27.50 per $1,000 principal amount (11% per annum) if both stocks close above their coupon barrier values.

Key features include:

• Automatic call feature starting after 3 months if both stocks close at or above their initial values
• Barrier protection at 61.50% of initial values
• Physical settlement option at maturity if stocks fall below barrier
• Initial estimated value of $981.50 per $1,000 note

The notes carry significant risks including potential loss of principal, U.K. Bail-in Power exposure, and credit risk of Barclays Bank. They are not FDIC insured or listed on any U.S. exchange. The initial values are $74.74 for WFC and $45.06 for BAC, with barrier values at $45.97 and $27.71 respectively.

Barclays Bank has issued $910,000 in Callable Contingent Coupon Notes due June 24, 2030, linked to the performance of three major indices: Dow Jones Industrial Average, Russell 2000, and S&P 500. The notes offer a potential contingent coupon of $7.25 per $1,000 principal amount (8.70% per annum) if all reference assets close above their respective coupon barrier values on observation dates.

Key features include:

• Minimum denomination of $1,000
• Early redemption option after first six months
• 70% coupon barrier and 50% principal barrier levels
• Risk of up to 100% principal loss if worst-performing 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. The estimated value of $980.30 per note is less than the issue price, with a 0.25% agent commission. Notes will not be listed on any U.S. securities exchange.