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Pricing Supplement dated October 30, 2026

(To the Prospectus dated May 15, 2025,

the Prospectus Supplement dated May 15, 2025 and

the Underlying Supplement dated May 15, 2025)

Filed Pursuant to Rule 424(b)(2)

Registration No. 333-287303

$\"\"$

$5,906,000

Autocallable Dual Directional Buffered Return Enhanced Notes\n Due November 2, 2028
\n Linked to the S&P 500^® Index

Global Medium-Term Notes, Series A

General

Unlike ordinary debt securities, the Notes do not pay interest and do not guarantee the return of the full principal amount at maturity.\nInstead, as described below, the Notes will be automatically called for a call premium if the Closing Level of the Underlier on the Review\nDate is greater than or equal to the Initial Underlier Value. If the Notes are not automatically called, the Notes offer leveraged exposure\nto potential appreciation of the Underlier from the Initial Underlier Value to the Final Underlier Value and an unleveraged positive return\nbased on any potential depreciation of the Underlier from the Initial Underlier Value to the Final Underlier Value, but only if the Final\nUnderlier Value is greater than or equal to the Buffer Value. Investors should be willing to forgo dividend payments and, if the Notes\nare not automatically called and the Final Underlier Value is less than the Buffer Value, be willing to lose some or all of their investment\nat maturity.

Unsecured and unsubordinated obligations of Barclays Bank PLC

Minimum denominations of $10,000 and integral multiples of $1,000 in excess thereof

The Notes priced on October 30, 2026 (the “Pricing Date”) and are expected to issue on or about November 4, 2026 (the\n“Issue Date”).

\n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n

Key Terms*	Terms used in this pricing supplement, but not defined herein, shall have the meanings ascribed to them in the prospectus supplement.
Issuer:	Barclays Bank PLC
Reference Asset:	The S&P 500^® Index (Bloomberg ticker symbol “SPX<Index>”) (the “Underlier”)
Automatic Call Feature:	\n If the Closing Level of the Underlier\n on the Review Date is greater than or equal to the Initial Underlier Value, the Notes will be automatically called for a cash payment\n on the Call Settlement Date per $1,000 principal amount Note equal to the Call Price. \n No further amounts will be owed to\n you under the Notes.
Call Price:	$1,091.80 per $1,000 principal amount Note, representing a call premium of 9.18%. If the Notes are automatically called, the return on the Notes will not exceed the Call Price, and you will not participate in any appreciation in the value of the Underlier, which may be significant.
Payment at Maturity:	\n If the Notes are not automatically called and the Final Underlier Value\n is greater than the Initial Underlier Value, you will receive a cash payment on the Maturity Date per $1,000 principal amount Note\n that will provide a return equal to the Underlier Return multiplied by the Upside Leverage Factor, calculated as follows: \n $1,000 + ($1,000 × Underlier Return × Upside\n Leverage Factor) \n If the Notes are not automatically called and the Final Underlier Value\n is less than or equal to the Initial Underlier Value but greater than or equal to the Buffer Value, you will receive a cash payment\n on the Maturity Date per $1,000 principal amount Note that will provide a return equal to the Absolute Value Return, calculated as follows: \n $1,000 + ($1,000 × Absolute Value Return) \n In this scenario, you will receive a positive 1% return on the Notes\n for each 1% that the Final Underlier Value is less than the Initial Underlier Value. This return will not exceed 15.00%. \n If the Notes are not automatically called and the Final Underlier Value\n is less than the Buffer Value, you will lose 1.17647% of the principal amount of your Notes for every 1% that the Final Underlier\n Value is less than the Initial Underlier Value in excess of the Buffer Percentage. Under these circumstances, you will receive a cash\n payment on the Maturity Date per $1,000 principal amount Note calculated as follows: \n $1,000 + [$1,000 × (Underlier Return + Buffer\n Percentage) × Downside Leverage Factor] \n If the Notes are not automatically called and the Final Underlier\n Value is less than the Buffer Value, the Notes will be exposed on a leveraged basis to the decline in the value of the Underlier below\n the Buffer Value and you will lose some or all of your investment at maturity. Any payment on the Notes, including any repayment of principal,\n is not guaranteed by any third party and is subject to (a) the creditworthiness of Barclays Bank PLC and (b) the risk of exercise of any\n U.K. Bail-in Power (as described on page PS- 3 of this pricing supplement) by the relevant U.K. resolution authority. See “Selected\n Risk Considerations” and “Consent to U.K. Bail-in Power” in this pricing supplement and “Risk Factors” in\n the accompanying prospectus supplement.
U.K. Bail-in Power Acknowledgment:	Notwithstanding and to the exclusion of any other term of the Notes or any other agreements, arrangements or understandings between Barclays Bank PLC and any holder or beneficial owner of the Notes (or the trustee on behalf of the holders of the Notes), by acquiring the Notes, each holder or beneficial owner of the Notes acknowledges, accepts, agrees to be bound by, and consents to the exercise of, any U.K. Bail-in Power by the relevant U.K. resolution authority. See “Consent to U.K. Bail-in Power” on page PS-3 of this pricing supplement.
Upside Leverage Factor:	1.25. The Upside Leverage Factor applies only if the Notes are not automatically called.
Underlier Return:	Final Underlier Value – Initial Underlier Value \n\tInitial Underlier Value
Absolute Value Return:	The absolute value of the Underlier Return. For example, a -5% Underlier Return will result in a +5% Absolute Value Return.
Buffer Value:	6,443.06, which is 85.00% of the Initial Underlier Value (rounded to two decimal places)
Buffer Percentage:	15.00%
Downside Leverage Factor:	1.17647
Initial Underlier Value:	7,580.07, which is the Closing Level of the Underlier on the Pricing Date
Final Underlier Value:	The Closing Level of the Underlier on the Final Valuation Date
Closing Level:	Closing Level has the meaning set forth under “Reference Assets—Indices—Special Calculation Provisions” in the prospectus supplement.
Review Date^†:	November 12, 2027
Call Settlement Date^†:	November 17, 2027
Final Valuation Date^†:	October 30, 2028
Maturity Date^†:	November 2, 2028
Calculation Agent:	Barclays Bank PLC
CUSIP/ISIN:	06749LHT6 / US06749LHT61

The Underlier and the terms of the Notes are subject to adjustment by the Calculation Agent and the Maturity Date may be accelerated,\nin each case under certain circumstances as set forth in the accompanying prospectus supplement. See “Selected Risk Considerations—Risks\nRelating to the Underlier” below.

^†

Subject to postponement in certain circumstances, as described under “Reference Assets—Indices—Market Disruption\nEvents for Securities with an Equity Index as a Reference Asset” and “Terms of the Notes—Payment Dates” in the\naccompanying prospectus supplement

\n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n

	\n Initial Issue\n Price^1,2	\n Price to Public	\n Agent’s\n Commission²	\n Proceeds to\n Barclays Bank PLC
Per Note	$1,000	100%	1.75%	98.25%
Total	$5,906,000	$5,906,000	$103,355	$5,802,645

Our estimated value of the Notes on the Pricing Date, based on our internal pricing models, is $975.20 per $1,000 principal amount\nNote. The estimated value is less than the initial issue price of the Notes. See “Additional Information Regarding Our Estimated\nValue of the Notes” on page PS-14 of this pricing supplement.

J.P. Morgan Securities LLC and JPMorgan Chase Bank, N.A. will act as placement agents for the Notes. The placement agents will\nforgo fees for sales to fiduciary accounts. The total fees represent the amount that the placement agents receive from sales to accounts\nother than such fiduciary accounts. The placement agents will receive a fee from the Issuer or one of its affiliates that will not exceed\n$17.50 per $1,000 principal amount Note.

Investing in the Notes\ninvolves a number of risks. See “Risk Factors” beginning on page S-9 of the prospectus supplement and “Selected Risk\nConsiderations” beginning on page PS-9 of this pricing supplement.

We may use this pricing supplement in the initial sale of the Notes.\nIn addition, Barclays Capital Inc. or any other of our affiliates may use this pricing supplement in market resale transactions in any\nNotes after their initial sale. Unless we or our agent informs you otherwise in the confirmation of sale, this pricing supplement is being\nused in a market resale transaction.

The Notes will not be listed on any U.S. securities exchange or quotation\nsystem. Neither the U.S. Securities and Exchange Commission (the “SEC”) nor any state securities commission has approved or\ndisapproved of these Notes or determined that this pricing supplement is truthful or complete. Any representation to the contrary is a\ncriminal offense.

The Notes constitute our unsecured\nand unsubordinated obligations. The Notes are not deposit liabilities of Barclays Bank PLC and are not covered by the U.K. Financial Services\nCompensation Scheme or insured by the U.S. Federal Deposit Insurance Corporation or any other governmental agency or deposit insurance\nagency of the United States, the United Kingdom or any other jurisdiction.

\n \n \n \n

$\"\"$

JPMorgan
\nPlacement Agent

Additional Terms Specific to the Notes

You should read this pricing supplement together with the prospectus\ndated May 15, 2025, as supplemented by the prospectus supplement dated May 15, 2025 relating to our Global Medium-Term Notes, Series A,\nof which these Notes are a part, and the underlying supplement dated May 15, 2025. This pricing supplement, together with the documents\nlisted below, contains the terms of the Notes and supersedes all prior or contemporaneous oral statements as well as any other written\nmaterials including preliminary or indicative pricing terms, correspondence, trade ideas, structures for implementation, sample structures,\nbrochures or other educational materials of ours. You should carefully consider, among other things, the matters set forth under “Risk\nFactors” in the prospectus supplement and “Selected Risk Considerations” in this pricing supplement, as the Notes involve\nrisks not associated with conventional debt securities. We urge you to consult your investment, legal, tax, accounting and other advisors\nbefore you invest in the Notes.

You may access these documents on the SEC website at www.sec.gov as\nfollows (or if such address has changed, by reviewing our filings for the relevant date on the SEC website):

Prospectus dated May 15, 2025:
\nhttp://www.sec.gov/Archives/edgar/data/312070/000119312525120720/d925982d424b2.htm

Prospectus supplement dated May 15, 2025:
\nhttp://www.sec.gov/Archives/edgar/data/312070/000095010325006051/dp228678_424b2-prosupp.htm

Underlying supplement dated May 15, 2025:
\nhttp://www.sec.gov/Archives/edgar/data/312070/000095010325006053/dp228705_424b2-underl.htm

Our SEC file number is 1-10257. As used in this pricing supplement,\n“we,” “us” and “our” refer to Barclays Bank PLC.

PS-2

Consent to U.K. Bail-in Power

Notwithstanding and to the exclusion of any other term of the Notes\nor any other agreements, arrangements or understandings between us and any holder or beneficial owner of the Notes (or the trustee on\nbehalf of the holders of the Notes), by acquiring the Notes, each holder or beneficial owner of the Notes acknowledges, accepts, agrees\nto be bound by, and consents to the exercise of, any U.K. Bail-in Power by the relevant U.K. resolution authority.

Under the U.K. Banking Act 2009, as amended, the relevant U.K. resolution\nauthority may exercise a U.K. Bail-in Power in circumstances in which the relevant U.K. resolution authority is satisfied that the resolution\nconditions are met. These conditions include that a U.K. bank or investment firm is failing or is likely to fail to satisfy the Financial\nServices and Markets Act 2000 (the “FSMA”) threshold conditions for authorization to carry on certain regulated activities\n(within the meaning of section 55B FSMA) or, in the case of a U.K. banking group company that is a European Economic Area (“EEA”)\nor third country institution or investment firm, that the relevant EEA or third country relevant authority is satisfied that the resolution\nconditions are met in respect of that entity.

The U.K. Bail-in Power includes any write-down, conversion, transfer,\nmodification and/or suspension power, which allows for (i) the reduction or cancellation of all, or a portion, of the principal amount\nof, or interest on, or any other amounts payable on, the Notes; (ii) the conversion of all, or a portion, of the principal amount of,\nor interest on, or any other amounts payable on, the Notes into shares or other securities or other obligations of Barclays Bank PLC or\nanother person (and the issue to, or conferral on, the holder or beneficial owner of the Notes of such shares, securities or obligations);\n(iii) the cancellation of the Notes and/or (iv) the amendment or alteration of the maturity of the Notes, or the amendment of the amount\nof interest or any other amounts due on the Notes, or the dates on which interest or any other amounts become payable, including by suspending\npayment for a temporary period; which U.K. Bail-in Power may be exercised by means of a variation of the terms of the Notes solely to\ngive effect to the exercise by the relevant U.K. resolution authority of such U.K. Bail-in Power. Each holder and beneficial owner of\nthe Notes further acknowledges and agrees that the rights of the holders or beneficial owners of the Notes are subject to, and will be\nvaried, if necessary, solely to give effect to, the exercise of any U.K. Bail-in Power by the relevant U.K. resolution authority. For\nthe avoidance of doubt, this consent and acknowledgment is not a waiver of any rights holders or beneficial owners of the Notes may have\nat law if and to the extent that any U.K. Bail-in Power is exercised by the relevant U.K. resolution authority in breach of laws applicable\nin England.

For more information, please see “Selected Risk Considerations—Risks\nRelating to the Issuer—You May Lose Some or All of Your Investment If Any U.K. Bail-in Power Is Exercised by the Relevant U.K. Resolution\nAuthority” in this pricing supplement as well as “U.K. Bail-in Power,” “Risk Factors—Risks Relating to the\nSecurities Generally—Regulatory action in the event a bank or investment firm in the Group is failing or likely to fail, including\nthe exercise by the relevant U.K. resolution authority of a variety of statutory resolution powers, could materially adversely affect\nthe value of any securities” and “Risk Factors—Risks Relating to the Securities Generally—Under the terms of the\nsecurities, you have agreed to be bound by the exercise of any U.K. Bail-in Power by the relevant U.K. resolution authority” in\nthe accompanying prospectus supplement.

PS-3

What Is the Payment Upon an Automatic Call?

If the Closing Level of the Underlier on the Review Date is greater\nthan or equal to the Initial Underlier Value, the Notes will be automatically called for a cash payment on the Call Settlement Date of\nthe Call Price of $1,091.80 per $1,000 principal amount Note. No further amounts will be owed to you under the Notes. If your Notes\nare automatically called, the return on your Notes will not exceed the Call Price, regardless of any appreciation in the value of the\nUnderlier, which may be significant.

If the Notes Are Not Automatically Called, What Is the Total Return\non the Notes at Maturity, Assuming a Range of Performances for the Underlier?

The following table and examples illustrate the hypothetical payment\nat maturity and the hypothetical total return on the Notes if the Notes are not automatically called. The “total return” as\nused in this pricing supplement is the number, expressed as a percentage, that results from comparing the payment at maturity per $1,000\nprincipal amount Note to $1,000. The table and examples set forth below assume a hypothetical Initial Underlier Value of 100.00, a hypothetical\nBuffer Value of 85.00 (85.00% of the hypothetical Initial Underlier Value) and the Final Underlier Values set forth below. The actual\nInitial Underlier Value and Buffer Value are set forth under “Key Terms” above, and the actual Final Underlier Value will\nbe the Closing Level of the Underlier on the Final Valuation Date. The hypothetical Initial Underlier Value of 100.00 has been chosen\nfor illustrative purposes only and does not represent the actual Initial Underlier Value. For historical Closing Levels of the Underlier,\nsee the historical information set forth under the section titled “The S&P 500^® Index” below. Each hypothetical\npayment at maturity or total return set forth below is for illustrative purposes only and may not be the actual payment at maturity or\ntotal return applicable to a purchaser of the Notes. The numbers appearing in the following table and examples have been rounded for ease\nof analysis. The table and examples below do not take into account any tax consequences from investing in the Notes.

\n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n

Final Underlier Value	Underlier Return	Absolute Value Return	Payment at Maturity	Total Return on Notes
200.00	100.00%	N/A	$2,250.00	125.000%
190.00	90.00%	N/A	$2,125.00	112.500%
180.00	80.00%	N/A	$2,000.00	100.000%
170.00	70.00%	N/A	$1,875.00	87.500%
160.00	60.00%	N/A	$1,750.00	75.000%
150.00	50.00%	N/A	$1,625.00	62.500%
140.00	40.00%	N/A	$1,500.00	50.000%
130.00	30.00%	N/A	$1,375.00	37.500%
120.00	20.00%	N/A	$1,250.00	25.000%
115.00	15.00%	N/A	$1,187.50	18.750%
110.00	10.00%	N/A	$1,125.00	12.500%
105.00	5.00%	N/A	$1,062.50	6.250%
100.00	0.00%	0.00%	$1,000.00	0.000%
95.00	-5.00%	5.00%	$1,050.00	5.000%
90.00	-10.00%	10.00%	$1,100.00	10.000%
85.00	-15.00%	15.00%	$1,150.00	15.000%
84.99	-15.01%	N/A	$999.88	-0.012%
80.00	-20.00%	N/A	$941.18	-5.882%
70.00	-30.00%	N/A	$823.53	-17.647%
60.00	-40.00%	N/A	$705.88	-29.412%
50.00	-50.00%	N/A	$588.24	-41.176%
40.00	-60.00%	N/A	$470.59	-52.941%
30.00	-70.00%	N/A	$352.94	-64.706%
20.00	-80.00%	N/A	$235.29	-76.471%
10.00	-90.00%	N/A	$117.65	-88.235%
0.00	-100.00%	N/A	$0.00	-100.000%

PS-4

Hypothetical Examples of Amount Payable at Maturity

The following examples illustrate how the payment at maturity and total\nreturn in different hypothetical scenarios are calculated.

Example 1: The Notes are not automatically called and the value\nof the Underlier increases from the Initial Underlier Value of 100.00 to a Final Underlier Value of 110.00, resulting in an Underlier\nReturn of 10.00%.

Because the Notes are not automatically called and the Final Underlier\nValue is greater than the Initial Underlier Value and the Underlier Return is 10.00%, the investor receives a payment at maturity of $1,125.00\nper $1,000 principal amount Note, calculated as follows:

$1,000 + ($1,000 × Underlier Return ×\nUpside Leverage Factor)

$1,000 + ($1,000 × 10.00% × 1.25) =\n$1,125.00

The total return on the Notes is 12.500%.

Example 2: The Notes are not automatically called and the value\nof the Underlier decreases from the Initial Underlier Value of 100.00 to a Final Underlier Value of 90.00, resulting in an Underlier Return\nof -10.00%.

Because the Notes are not automatically called and the Final Underlier\nValue is less than or equal to the Initial Underlier Value but is greater than or equal to the Buffer Value and the absolute value of\nthe Underlier Return of -10.00% is +10.00%, the investor receives a payment at maturity of $1,100.00 per $1,000 principal amount Note,\ncalculated as follows:

$1,000 + ($1,000 × Absolute Value Return)

$1,000 + ($1,000 × 10.00%) = $1,100.00

The total return on the Notes is 10.000%.

Example 3: The Notes are not automatically called and the value\nof the Underlier decreases from the Initial Underlier Value of 100.00 to a Final Underlier Value of 50.00, resulting in an Underlier Return\nof -50.00%.

Because the Notes are not automatically called and the Final Underlier\nValue is less than the Buffer Value and the Underlier Return is -50.00%, the investor receives a payment at maturity of $588.24 per $1,000\nprincipal amount Note, calculated as follows:

$1,000 + [$1,000 × (Underlier Return + Buffer\nPercentage) × Downside Leverage Factor]

$1,000 + [$1,000 × (-50.00% + 15.00%) ×\n1.17647] = $588.24

The total return on the Notes is -41.176%.

PS-5

Selected Purchase Considerations

The Notes are not appropriate for all investors. The Notes may\nbe an appropriate investment for you if all of the following statements are true:

You do not seek an investment that produces periodic interest or coupon payments or other sources of current income.

You seek the potential for a fixed return equal to the call premium included in the Call Price if the Closing Level of the Underlier\non the Review Date is greater than or equal to the Initial Underlier Value.

You understand and accept that, if the Notes are automatically called, the return on the Notes will be limited by the Call Price and\nyou will not participate in any appreciation in the value of the Underlier, which may be significant.

You anticipate that, if the Notes are not automatically called, the Final Underlier Value will be greater than the Initial Underlier\nValue or less than the Initial Underlier Value but greater than or equal to the Buffer Value, and you are willing and able to accept the\nrisk that, if the Notes are not automatically called and the Final Underlier Value is less than the Buffer Value, you will lose some or\nall of your investment at maturity.

You understand that the Absolute Value Return feature applies only if the Notes are not automatically called and the Underlier does\nnot decrease from the Initial Underlier Value to its Final Underlier Value by more than 15.00%, that any positive return in the event\nthat the Final Underlier Value is less than the Initial Underlier Value is limited to 15.00% and that any decline in the Final Underlier\nValue from the Initial Underlier Value by more than 15.00% will result in a loss, rather than a positive return, on the Notes.

You are willing and able to accept the risks associated with an investment linked to the performance of the Underlier, as explained\nin more detail in the “Selected Risk Considerations” section of this pricing supplement.

You understand and accept that you will not be entitled to receive dividends or distributions that may be paid to holders of the securities\ncomposing the Underlier, nor will you have any voting rights with respect to the securities composing the Underlier.

You are willing and able to accept the risk that the Notes may be automatically called prior to scheduled maturity and that you may\nnot be able to reinvest your money in an alternative investment with comparable risk and yield.

You do not seek an investment for which there will be an active secondary market, and you are willing and able to hold the Notes to\nmaturity if the Notes are not automatically called.

You are willing and able to assume our credit risk for all payments on the Notes.

You are willing and able to consent to the exercise of any U.K. Bail-in Power by any relevant U.K. resolution authority.

The Notes may not be\nan appropriate investment for you if any of the following statements are true:

You seek an investment that produces periodic interest or coupon payments or other sources of current income.

You seek an investment that provides for the full repayment of principal at maturity.

You are unwilling or unable to accept that, if the Notes are automatically called, the return on the Notes will be limited by the\nCall Price and you will not participate in any appreciation in the value of the Underlier, which may be significant.

You anticipate that, if the Notes are not automatically called, the Final Underlier Value will be less than the Buffer Value, or you\nare unwilling or unable to accept the risk that, if the Notes are not automatically called and the Final Underlier Value is less than\nthe Buffer Value, you will lose some or all of your investment at maturity.

You are unwilling or unable to accept that the Absolute Value Return feature applies only if the Notes are not automatically called\nand the Underlier does not decrease from the Initial Underlier Value to its Final Underlier Value by more than 15.00%, that any positive\nreturn in the event that the Final Underlier Value is less than the Initial Underlier Value is limited to 15.00% and that any decline\nin the Final Underlier Value from the Initial Underlier Value by more than 15.00% will result in a loss, rather than a positive return,\non the Notes.

You are unwilling or unable to accept the risks associated with an investment linked to the performance of the Underlier, as explained\nin more detail in the “Selected Risk Considerations” section of this pricing supplement.

You seek an investment that entitles you to dividends or distributions on, or voting rights related to, the securities composing the\nUnderlier.

You are unwilling or unable to accept the risk that the Notes may be automatically called prior to scheduled maturity.

You seek an investment for which there will be an active secondary market, and/or you are unwilling or unable to hold the Notes to\nmaturity if they are not automatically called.

PS-6

You are unwilling or unable to assume our credit risk for all payments on the Notes.

You are unwilling or unable to consent to the exercise of any U.K. Bail-in Power by any relevant U.K. resolution authority.

You must rely on your own evaluation of the merits of an investment\nin the Notes. You should reach a decision whether to invest in the Notes after carefully considering, with your advisors, the appropriateness\nof the Notes in light of your investment objectives and the specific information set forth in this pricing supplement, the prospectus,\nthe prospectus supplement and the underlying supplement. Neither the Issuer nor Barclays Capital Inc. makes any recommendation as to the\nappropriateness of the Notes for investment.

PS-7

Tax Consequences

You should review carefully the sections in the accompanying prospectus\nsupplement entitled “Material U.S. Federal Income Tax Consequences—Tax Consequences to U.S. Holders—Notes Treated as\nPrepaid Forward Contracts” and, if you are a non-U.S. holder, “—Tax Consequences to Non-U.S. Holders.” The following\ndiscussion, when read in combination with those sections, constitutes the full opinion of our special tax counsel, Davis Polk & Wardwell\nLLP, regarding the material U.S. federal income tax consequences of owning and disposing of the Notes. The following discussion supersedes\nthe discussion in the accompanying prospectus supplement to the extent it is inconsistent therewith.

As discussed in the section entitled “Material U.S. Federal Income\nTax Consequences” in the accompanying prospectus supplement, we have not attempted to ascertain whether any issuer of any shares\n(or other equity interests) to which a Note relates is a U.S. real property holding corporation (“USRPHC”) or a passive foreign\ninvestment company (“PFIC”). If any such issuer were so treated, certain adverse U.S. federal income tax consequences might\napply, to a U.S. holder in the case of a PFIC, or to a non-U.S. holder in the case of a USRPHC. You should consult your tax advisor regarding\nthese issues, including the effect any circumstances specific to you may have on the U.S. federal income tax consequences of your ownership\nof a Note.

Based on current market conditions, in the opinion of our special tax\ncounsel, it is reasonable to treat the Notes for U.S. federal income tax purposes as prepaid forward contracts with respect to the Underlier.\nAssuming this treatment is respected, upon a sale or exchange of the Notes (including redemption upon an automatic call or at maturity),\nyou should recognize capital gain or loss equal to the difference between the amount realized on the sale or exchange and your tax basis\nin the Notes, which should equal the amount you paid to acquire the Notes. This gain or loss on your Notes should be treated as short-term\ncapital gain or loss unless you hold your Notes for more than a year, in which case the gain or loss should be long-term capital gain\nor loss, whether or not you are an initial purchaser of Notes at the original issue price. However, the Internal Revenue Service (the\n“IRS”) or a court may not respect this treatment, in which case the timing and character of any income or loss on the Notes\ncould be materially and adversely affected. In addition, in 2007 the U.S. Treasury Department and the IRS released a notice requesting\ncomments on the U.S. federal income tax treatment of “prepaid forward contracts” and similar instruments. The notice focuses\nin particular on whether to require investors in these instruments to accrue income over the term of their investment. It also asks for\ncomments on a number of related topics, including the character of income or loss with respect to these instruments; the relevance of\nfactors such as the nature of the underlying property to which the instruments are linked; the degree, if any, to which income (including\nany mandated accruals) realized by non-U.S. investors should be subject to withholding tax; and whether these instruments are or should\nbe subject to the “constructive ownership” regime, which very generally can operate to recharacterize certain long-term capital\ngain as ordinary income and impose a notional interest charge. While the notice requests comments on appropriate transition rules and\neffective dates, any Treasury regulations or other guidance promulgated after consideration of these issues could materially and adversely\naffect the tax consequences of an investment in the Notes, possibly with retroactive effect. You should consult your tax advisor regarding\nthe U.S. federal income tax consequences of an investment in the Notes, including possible alternative treatments and the issues presented\nby this notice.

Treasury regulations under Section 871(m) generally impose a withholding\ntax on certain “dividend equivalents” under certain “equity linked instruments.” A recent IRS notice excludes\nfrom the scope of Section 871(m) instruments issued prior to January 1, 2029 that do not have a “delta of one” with respect\nto underlying securities that could pay U.S.-source dividends for U.S. federal income tax purposes (each an “Underlying Security”).\nBased on our determination that the Notes do not have a “delta of one” within the meaning of the regulations, our special\ntax counsel is of the opinion that these regulations should not apply to the Notes with regard to non-U.S. holders. Our determination\nis not binding on the IRS, and the IRS may disagree with this determination. Section 871(m) is complex and its application may depend\non your particular circumstances, including whether you enter into other transactions with respect to an Underlying Security. You should\nconsult your tax advisor regarding the potential application of Section 871(m) to the Notes.

PS-8

Selected Risk Considerations

An investment in the Notes involves significant risks. Investing in\nthe Notes is not equivalent to investing directly in the Underlier or any of the securities composing the Underlier. Some of the risks\nthat apply to an investment in the Notes are summarized below, but we urge you to read the more detailed explanation of risks relating\nto the Notes generally in the “Risk Factors” section of the prospectus supplement. You should not purchase the Notes unless\nyou understand and can bear the risks of investing in the Notes.

Risks Relating to the Notes Generally

You May Lose Some or All of Your Principal — The Notes differ from ordinary debt securities in that the Issuer will not\nnecessarily pay the full principal amount at maturity. If the Notes are not automatically called and the Final Underlier Value is less\nthan the Buffer Value, you will lose 1.17647% of the principal amount of your Notes for every 1% that the Final Underlier Value is less\nthan the Initial Underlier Value in excess of the Buffer Percentage. Accordingly, if the Notes are not automatically called and the Final\nUnderlier Value is less than the Buffer Value, the Notes will be exposed on a leveraged basis to the decline in the value of the Underlier\nbelow the Buffer Value and you will lose some or all of your investment at maturity.

Your Potential for a Positive Return on the Notes from Depreciation of the Underlier is Limited — The Absolute Value\nReturn feature applies only if the Notes are not automatically called and the Final Underlier Value is less than the Initial Underlier\nValue but greater than or equal to the Buffer Value, which is equal to 85.00% of the Initial Underlier Value. Thus, any return potential\nof the Notes in the event that the Final Underlier Value is less than the Initial Underlier Value is limited to 15.00%. Any decline in\nthe Final Underlier Value from the Initial Underlier Value by more than 15.00% will result in a loss, rather than a positive return, on\nthe Notes.

No Interest Payments — As a holder of the Notes, you will not receive interest payments.

If the Notes Are Automatically Called, Your Maximum Gain on the Notes Will Be Limited to the Call Price — If your Notes\nare automatically called, the return on your Notes will not exceed the Call Price, regardless of any appreciation in the value of the\nUnderlier, which may be significant. If, as of the Review Date, the Underlier has appreciated from the Initial Underlier Value by more\nthan the call premium percentage represented by the Call Price, you will receive a lower return on the Notes than you would have received\nif you had invested directly in the Underlier.

Reinvestment Risk — If your Notes are automatically called early, the term of the Notes could be as short as approximately\n54 weeks. There is no guarantee that you would be able to reinvest the proceeds from an investment in the Notes in a comparable investment\nwith a similar level of risk in the event the Notes are automatically called prior to the Maturity Date. For the avoidance of doubt, the\nfees and commissions described on the cover of this pricing supplement will not be rebated if the Notes are automatically called prior\nto the Maturity Date.

Any Payment on the Notes Will Be Determined Based on the Closing Level of the Underlier on the Dates Specified — Any\npayment on the Notes will be determined based on the Closing Level of the Underlier on the dates specified. You will not benefit from\nany more favorable value of the Underlier determined at any other time.

Contingent Repayment of Principal Applies Only at Maturity or upon Any Automatic Call — You should be willing to hold\nyour Notes to maturity or any automatic call. If you sell your Notes prior to maturity in the secondary market, if any, you may have to\nsell your Notes at a loss relative to your initial investment even if at that time the value of the Underlier is greater than or equal\nto the Buffer Value. See “—Risks Relating to the Estimated Value of the Notes and the Secondary Market—Many Economic\nand Market Factors Will Impact the Value of the Notes” below.

The Notes Are Subject to Volatility Risk — Volatility is a measure of the degree of variation in the level of the Underlier\nover a period of time. The Call Price is determined based on a number of factors, including the expected volatility of the Underlier.\nThe Call Price represents a rate of return that is higher than the fixed rate that we would pay on a conventional debt security of the\nsame tenor and is higher than it otherwise would have been had the expected volatility of the Underlier been lower. As volatility of the\nUnderlier increases, there will typically be a greater likelihood that the Final Underlier Value will be less than the Buffer Value.

Accordingly, you should understand that\na higher Call Price reflects, among other things, an indication of a greater likelihood that you will incur a loss of principal at maturity\nthan would have been the case had the Call Price been lower. In addition, actual volatility over the term of the Notes may be significantly\nhigher than the expected volatility at the time the terms of the Notes were determined. If actual volatility is higher than expected,\nyou will face an even greater risk that you will lose some or all of your principal at maturity for the reasons described above.

Owning the Notes Is Not the Same as Owning the Securities Composing the Underlier — The return on your Notes may not\nreflect the return you would realize if you actually owned the securities composing the Underlier. As a holder of the Notes, you will\nnot have voting rights, rights to receive cash dividends or any other distributions or other rights that holders of the securities composing\nthe Underlier would have.

PS-9

The U.S. Federal Income Tax Consequences of an Investment in the Notes\nAre Uncertain — There is no direct legal authority regarding the proper U.S. federal income tax treatment of the Notes,\nand we do not plan to request a ruling from the IRS. Consequently, significant aspects of the tax treatment of the Notes are uncertain,\nand the IRS or a court might not agree with the treatment of the Notes as prepaid forward contracts, as described above under “Tax\nConsequences.” If the IRS were successful in asserting an alternative treatment for the Notes, the tax consequences of the ownership\nand disposition of the Notes could be materially and adversely affected.

In addition, in 2007 the Treasury Department\nand the IRS released a notice requesting comments on various issues regarding the U.S. federal income tax treatment of “prepaid\nforward contracts” and similar instruments. Any Treasury regulations or other guidance promulgated after consideration of these\nissues could materially and adversely affect the tax consequences of an investment in the Notes, possibly with retroactive effect. You\nshould review carefully the sections of the accompanying prospectus supplement entitled “Material U.S. Federal Income Tax Consequences—Tax\nConsequences to U.S. Holders—Notes Treated as Prepaid Forward Contracts” and, if you are a non-U.S. holder, “—Tax\nConsequences to Non-U.S. Holders,” and consult your tax advisor regarding the U.S. federal tax consequences of an investment in\nthe Notes (including possible alternative treatments and the issues presented by the 2007 notice), as well as tax consequences arising\nunder the laws of any state, local or non-U.S. taxing jurisdiction.

Risks Relating to the Issuer

Credit of Issuer — The Notes are unsecured and unsubordinated debt obligations of the Issuer, Barclays Bank PLC, and\nare not, either directly or indirectly, an obligation of any third party. Any payment to be made on the Notes, including any repayment\nof principal, is subject to the ability of Barclays Bank PLC to satisfy its obligations as they come due and is not guaranteed by any\nthird party. As a result, the actual and perceived creditworthiness of Barclays Bank PLC may affect the market value of the Notes and,\nin the event Barclays Bank PLC were to default on its obligations, you might not receive any amount owed to you under the terms of the\nNotes.

You May Lose Some or All of Your Investment If Any U.K. Bail-in Power Is Exercised by the Relevant U.K. Resolution Authority\n— Notwithstanding and to the exclusion of any other term of the Notes or any other agreements, arrangements or understandings between\nBarclays Bank PLC and any holder or beneficial owner of the Notes (or the trustee on behalf of the holders of the Notes), by acquiring\nthe Notes, each holder or beneficial owner of the Notes acknowledges, accepts, agrees to be bound by, and consents to the exercise of,\nany U.K. Bail-in Power by the relevant U.K. resolution authority as set forth under “Consent to U.K. Bail-in Power” in this\npricing supplement. Accordingly, any U.K. Bail-in Power may be exercised in such a manner as to result in you and other holders and beneficial\nowners of the Notes losing all or a part of the value of your investment in the Notes or receiving a different security from the Notes,\nwhich may be worth significantly less than the Notes and which may have significantly fewer protections than those typically afforded\nto debt securities. Moreover, the relevant U.K. resolution authority may exercise the U.K. Bail-in Power without providing any advance\nnotice to, or requiring the consent of, the holders and beneficial owners of the Notes. The exercise of any U.K. Bail-in Power by the\nrelevant U.K. resolution authority with respect to the Notes will not be a default or an Event of Default (as each term is defined in\nthe senior debt securities indenture) and the trustee will not be liable for any action that the trustee takes, or abstains from taking,\nin either case, in accordance with the exercise of the U.K. Bail-in Power by the relevant U.K. resolution authority with respect to the\nNotes. See “Consent to U.K. Bail-in Power” in this pricing supplement as well as “U.K. Bail-in Power,” “Risk\nFactors—Risks Relating to the Securities Generally—Regulatory action in the event a bank or investment firm in the Group is\nfailing or likely to fail, including the exercise by the relevant U.K. resolution authority of a variety of statutory resolution powers,\ncould materially adversely affect the value of any securities” and “Risk Factors—Risks Relating to the Securities Generally—Under\nthe terms of the securities, you have agreed to be bound by the exercise of any U.K. Bail-in Power by the relevant U.K. resolution authority”\nin the accompanying prospectus supplement.

Risks Relating to the Underlier

The Underlier Reflects the Price Return of the Securities Composing the Underlier, Not the Total Return — The return\non the Notes is based on the performance of the Underlier, which reflects changes in the market prices of the securities composing the\nUnderlier. The Underlier is not a “total return” index that, in addition to reflecting those price returns, would also reflect\ndividends paid on the securities composing the Underlier. Accordingly, the return on the Notes will not include such a total return feature.

Adjustments to the Underlier Could Adversely Affect the Value of the Notes — The sponsor of the Underlier may add, delete,\nsubstitute or adjust the securities composing the Underlier or make other methodological changes to the Underlier that could affect its\nperformance. The Calculation Agent will calculate the value to be used as the Closing Level of the Underlier in the event of certain material\nchanges in or modifications to the Underlier. In addition, the sponsor of the Underlier may also discontinue or suspend calculation or\npublication of the Underlier at any time. Under these circumstances, the Calculation Agent may select a successor index that the Calculation\nAgent determines to be comparable to the Underlier or, if no successor index is available, the Calculation Agent will determine the value\nto be used as the Closing Level of the Underlier. Any of these actions could adversely affect the value of the Underlier and, consequently,\nthe value of the Notes.

PS-10

See “Reference Assets—Indices—Adjustments\nRelating to Securities with an Index as a Reference Asset” in the accompanying prospectus supplement.

We May Accelerate the Notes If a Change-in-Law Event Occurs — Upon the occurrence of legal or regulatory changes that\nmay, among other things, prohibit or otherwise materially restrict persons from holding the Notes or the Underlier or its components,\nor engaging in transactions in them, the Calculation Agent may determine that a change-in-law event has occurred and accelerate the Maturity\nDate for a payment determined by the Calculation Agent in its sole discretion. Any amount payable upon acceleration could be significantly\nless than any amount that would be due on the Notes if they were not accelerated. However, if the Calculation Agent elects not to accelerate\nthe Notes, the value of, and any amount payable on, the Notes could be adversely affected, perhaps significantly, by the occurrence of\nthose legal or regulatory changes. See “Terms of the Notes—Change-in-Law Events” in the accompanying prospectus supplement.

Risks Relating to Conflicts of Interest

We and Our Affiliates May Engage in Various Activities or Make Determinations That Could Materially Affect Your Notes in Various\nWays and Create Conflicts of Interest — We and our affiliates play a variety of roles in connection with the issuance of the\nNotes, as described below. In performing these roles, our and our affiliates’ economic interests are potentially adverse to your\ninterests as an investor in the Notes.

In connection with our normal business activities and in\nconnection with hedging our obligations under the Notes, we and our affiliates make markets in and trade various financial instruments\nor products for our accounts and for the account of our clients and otherwise provide investment banking and other financial services\nwith respect to these financial instruments and products. These financial instruments and products may include securities, derivative\ninstruments or assets that may relate to the Underlier or its components. In any such market making, trading and hedging activity, investment\nbanking and other financial services, we or our affiliates may take positions or take actions that are inconsistent with, or adverse to,\nthe investment objectives of the holders of the Notes. We and our affiliates have no obligation to take the needs of any buyer, seller\nor holder of the Notes into account in conducting these activities. Such market making, trading and hedging activity, investment banking\nand other financial services may negatively impact the value of the Notes.

In addition, the role played by Barclays Capital Inc., as\nthe agent for the Notes, could present significant conflicts of interest with the role of Barclays Bank PLC, as issuer of the Notes. For\nexample, Barclays Capital Inc. or its representatives may derive compensation or financial benefit from the distribution of the Notes\nand such compensation or financial benefit may serve as an incentive to sell the Notes instead of other investments. Furthermore, we and\nour affiliates establish the offering price of the Notes for initial sale to the public, and the offering price is not based upon any\nindependent verification or valuation.

In addition to the activities described above, we will also\nact as the Calculation Agent for the Notes. As Calculation Agent, we will determine any values of the Underlier and make any other determinations\nnecessary to calculate any payments on the Notes. In making these determinations, we may be required to make discretionary judgments,\nincluding those described in the accompanying prospectus supplement and under “—Risks Relating to the Underlier” above.\nIn making these discretionary judgments, our economic interests are potentially adverse to your interests as an investor in the Notes,\nand any of these determinations may adversely affect any payments on the Notes.

Risks Relating to the Estimated Value of the Notes and the Secondary\nMarket

Lack of Liquidity — The Notes will not be listed on any securities exchange. Barclays Capital Inc. and other affiliates\nof Barclays Bank PLC intend to make a secondary market for the Notes but are not required to do so, and may discontinue any such secondary\nmarket making at any time, without notice. Barclays Capital Inc. may at any time hold unsold inventory, which may inhibit the development\nof a secondary market for the Notes. Even if there is a secondary market, it may not provide enough liquidity to allow you to trade or\nsell the Notes easily. Because other dealers are not likely to make a secondary market for the Notes, the price at which you may be able\nto trade your Notes is likely to depend on the price, if any, at which Barclays Capital Inc. and other affiliates of Barclays Bank PLC\nare willing to buy the Notes. The Notes are not designed to be short-term trading instruments. Accordingly, you should be able and willing\nto hold your Notes to maturity.

Many Economic and Market Factors Will Impact the Value of the Notes — In addition to the value of the Underlier on any\nday, the value of the Notes will be affected by a number of economic and market factors that may either offset or magnify each other,\nincluding:

the expected volatility of the Underlier;

the time to maturity of the Notes;

the dividend rates on the securities composing the Underlier;

interest and yield rates in the market generally;

supply and demand for the Notes;

PS-11

a variety of economic, financial, political, regulatory and judicial events; and

our creditworthiness, including actual or anticipated downgrades in our credit ratings.

The Estimated Value of Your Notes Is Lower Than the Initial Issue Price of Your Notes — The estimated value of your Notes\non the Pricing Date is lower than the initial issue price of your Notes. The difference between the initial issue price of your Notes\nand the estimated value of the Notes is a result of certain factors, such as any sales commissions to be paid to Barclays Capital Inc.\nor another affiliate of ours, any selling concessions, discounts, commissions or fees to be allowed or paid to non-affiliated intermediaries,\nthe estimated profit that we or any of our affiliates expect to earn in connection with structuring the Notes, the estimated cost that\nwe may incur in hedging our obligations under the Notes, and estimated development and other costs that we may incur in connection with\nthe Notes.

The Estimated Value of Your Notes Might Be Lower If Such Estimated Value Were Based on the Levels at Which Our Debt Securities\nTrade in the Secondary Market — The estimated value of your Notes on the Pricing Date is based on a number of variables, including\nour internal funding rates. Our internal funding rates may vary from the levels at which our benchmark debt securities trade in the secondary\nmarket. As a result of this difference, the estimated value referenced above might be lower if such estimated value were based on the\nlevels at which our benchmark debt securities trade in the secondary market.

The Estimated Value of the Notes Is Based on Our Internal Pricing Models, Which May Prove to Be Inaccurate and May Be Different\nfrom the Pricing Models of Other Financial Institutions — The estimated value of your Notes on the Pricing Date is based on\nour internal pricing models, which take into account a number of variables and are based on a number of subjective assumptions, which\nmay or may not materialize. These variables and assumptions are not evaluated or verified on an independent basis. Further, our pricing\nmodels may be different from other financial institutions’ pricing models and the methodologies used by us to estimate the value\nof the Notes may not be consistent with those of other financial institutions that may be purchasers or sellers of Notes in the secondary\nmarket. As a result, the secondary market price of your Notes may be materially different from the estimated value of the Notes determined\nby reference to our internal pricing models.

The Estimated Value of Your Notes Is Not a Prediction of the Prices at Which You May Sell Your Notes in the Secondary Market, If\nAny, and Such Secondary Market Prices, If Any, Will Likely Be Lower Than the Initial Issue Price of Your Notes and May Be Lower Than the\nEstimated Value of Your Notes — The estimated value of the Notes will not be a prediction of the prices at which Barclays Capital\nInc., other affiliates of ours or third parties may be willing to purchase the Notes from you in secondary market transactions (if they\nare willing to purchase, which they are not obligated to do). The price at which you may be able to sell your Notes in the secondary market\nat any time will be influenced by many factors that cannot be predicted, such as market conditions, and any bid and ask spread for similar\nsized trades, and may be substantially less than our estimated value of the Notes. Further, as secondary market prices of your Notes take\ninto account the levels at which our debt securities trade in the secondary market, and do not take into account our various costs related\nto the Notes such as fees, commissions, discounts, and the costs of hedging our obligations under the Notes, secondary market prices of\nyour Notes will likely be lower than the initial issue price of your Notes. As a result, the price at which Barclays Capital Inc., other\naffiliates of ours or third parties may be willing to purchase the Notes from you in secondary market transactions, if any, will likely\nbe lower than the price you paid for your Notes, and any sale prior to the Maturity Date could result in a substantial loss to you.

The Temporary Price at Which We May Initially Buy the Notes in the Secondary Market and the Value We May Initially Use for Customer\nAccount Statements, If We Provide Any Customer Account Statements at All, May Not Be Indicative of Future Prices of Your Notes —\nAssuming that all relevant factors remain constant after the Pricing Date, the price at which Barclays Capital Inc. may initially buy\nor sell the Notes in the secondary market (if Barclays Capital Inc. makes a market in the Notes, which it is not obligated to do) and\nthe value that we may initially use for customer account statements, if we provide any customer account statements at all, may exceed\nour estimated value of the Notes on the Pricing Date, as well as the secondary market value of the Notes, for a temporary period after\nthe initial Issue Date of the Notes. The price at which Barclays Capital Inc. may initially buy or sell the Notes in the secondary market\nand the value that we may initially use for customer account statements may not be indicative of future prices of your Notes.

PS-12

The S&P 500^® Index

The Underlier consists of stocks of 500 companies selected to provide\na performance benchmark for the U.S. equity markets. For more information about the Underlier, see “Indices—The S&P U.S.\nIndices” in the accompanying underlying supplement.

Historical Information

The graph below sets forth the historical performance of the Underlier\nfrom January 4, 2021 to October 30, 2026, based on the daily Closing Levels of the Underlier. The Closing Level of the Underlier on October\n30, 2026 was 7,580.07.

We obtained the Closing Levels of the Underlier from Bloomberg Professional^®\nservice, without independent verification. Historical performance of the Underlier should not be taken as an indication of future performance.\nFuture performance of the Underlier may differ significantly from historical performance, and no assurance can be given as to the Closing\nLevel of the Underlier during the term of the Notes, including on the Final Valuation Date. We cannot give you assurance that the performance\nof the Underlier will not result in a loss on your initial investment.

$\"\"$

* The dotted line indicates the Buffer Value of 85.00% of the Initial\nUnderlier Value.

PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE\nRESULTS.

PS-13

Certain Employee Retirement Income Security Act Considerations

Your purchase of a Note in an Individual Retirement Account (an “IRA”)\nwill be deemed to be a representation and warranty by you, as a fiduciary of the IRA and also on behalf of the IRA, that (i) neither the\nIssuer, the placement agent nor any of their respective affiliates has or exercises any discretionary authority or control or acts in\na fiduciary capacity with respect to the IRA assets used to purchase the Note or renders investment advice (within the meaning of Section\n3(21)(A)(ii) of the Employee Retirement Income Security Act (“ERISA”)) with respect to any such IRA assets and (ii) in connection\nwith the purchase of the Note, the IRA will pay no more than “adequate consideration” (within the meaning of Section 408(b)(17)\nof ERISA) and in connection with any redemption of the Note pursuant to its terms will receive at least adequate consideration, and, in\nmaking the foregoing representations and warranties, you have (x) applied sound business principles in determining whether fair market\nvalue will be paid, and (y) made such determination acting in good faith.

Additional Information Regarding Our Estimated Value of the Notes

Our internal pricing models take into account a number of variables\nand are based on a number of subjective assumptions, which may or may not materialize, typically including volatility, interest rates\nand our internal funding rates. Our internal funding rates (which are our internally published borrowing rates based on variables, such\nas market benchmarks, our appetite for borrowing and our existing obligations coming to maturity) may vary from the levels at which our\nbenchmark debt securities trade in the secondary market. Our estimated value on the Pricing Date is based on our internal funding rates.\nOur estimated value of the Notes might be lower if such valuation were based on the levels at which our benchmark debt securities trade\nin the secondary market.

Our estimated value of the Notes on the Pricing Date is less than the\ninitial issue price of the Notes. The difference between the initial issue price of the Notes and our estimated value of the Notes results\nfrom several factors, including any sales commissions to be paid to Barclays Capital Inc. or another affiliate of ours, any selling concessions,\ndiscounts, commissions or fees to be allowed or paid to non-affiliated intermediaries, the estimated profit that we or any of our affiliates\nexpect to earn in connection with structuring the Notes, the estimated cost that we may incur in hedging our obligations under the Notes,\nand estimated development and other costs that we may incur in connection with the Notes.

Our estimated value on the Pricing Date is not a prediction of the\nprice at which the Notes may trade in the secondary market, nor will it be the price at which Barclays Capital Inc. may buy or sell the\nNotes in the secondary market. Subject to normal market and funding conditions, Barclays Capital Inc. or another affiliate of ours intends\nto offer to purchase the Notes in the secondary market but it is not obligated to do so.

Assuming that all relevant factors remain constant after the Pricing\nDate, the price at which Barclays Capital Inc. may initially buy or sell the Notes in the secondary market, if any, and the value that\nwe may initially use for customer account statements, if we provide any customer account statements at all, may exceed our estimated value\non the Pricing Date for a temporary period expected to be approximately six months after the initial Issue Date of the Notes because,\nin our discretion, we may elect to effectively reimburse to investors a portion of the estimated cost of hedging our obligations under\nthe Notes and other costs in connection with the Notes that we will no longer expect to incur over the term of the Notes. We made such\ndiscretionary election and determined this temporary reimbursement period on the basis of a number of factors, which may include the tenor\nof the Notes and/or any agreement we may have with the distributors of the Notes. The amount of our estimated costs that we effectively\nreimburse to investors in this way may not be allocated ratably throughout the reimbursement period, and we may discontinue such reimbursement\nat any time or revise the duration of the reimbursement period after the initial Issue Date of the Notes based on changes in market conditions\nand other factors that cannot be predicted.

We urge you to read the “Selected Risk Considerations”\nbeginning on page PS-9 of this pricing supplement.

PS-14

Supplemental Plan of Distribution

J.P. Morgan Securities LLC and JPMorgan Chase Bank, N.A. will act as\nplacement agents for the Notes pursuant to separate placement agency agreements with the Issuer. The placement agents will forgo fees\nfor sales to fiduciary accounts. The placement agents will receive a fee from the Issuer or one of its affiliates per Note as specified\non the cover of this pricing supplement.

Validity of the Notes

In the opinion of Davis Polk & Wardwell LLP, as special United\nStates products counsel to Barclays Bank PLC, when the Notes offered by this pricing supplement have been issued by Barclays Bank PLC\npursuant to the indenture, the trustee has made, in accordance with instructions from Barclays Bank PLC, appropriate entries or notations\nin its records relating to the master global note that represents such Notes (the “master note”), and such Notes have been\ndelivered against payment as contemplated herein, such Notes will be valid and binding obligations of Barclays Bank PLC, enforceable in\naccordance with their terms, subject to applicable bankruptcy, insolvency and similar laws affecting creditors’ rights generally,\nconcepts of reasonableness and equitable principles of general applicability (including, without limitation, concepts of good faith, fair\ndealing and the lack of bad faith) and possible judicial or regulatory actions or application giving effect to governmental actions or\nforeign laws affecting creditors’ rights, provided that such counsel expresses no opinion as to (i) the effect of fraudulent\nconveyance, fraudulent transfer or similar provision of applicable law on the conclusions expressed above or (ii) the validity, legally\nbinding effect or enforceability of any provision that permits holders to collect any portion of the stated principal amount upon acceleration\nof the Notes to the extent determined to constitute unearned interest. This opinion is given as of the date hereof and is limited to the\nlaws of the State of New York, except that such counsel expresses no opinion as to (i) any law, rule or regulation that is applicable\nto Barclays Bank PLC, the indenture or the Notes (together with the indenture, the “Documents”) or such transactions solely\nbecause such law, rule or regulation is part of a regulatory regime applicable to any party to any of the Documents or any of its affiliates\ndue to the specific assets or business of such party or such affiliate or (ii) any law, rule or regulation relating to national security.\nInsofar as this opinion involves matters governed by English law, Davis Polk & Wardwell LLP has relied, with Barclays Bank PLC’s\npermission, on the opinion of Davis Polk & Wardwell London LLP, dated as of June 11, 2026, filed as an exhibit to a report on Form\n6-K by Barclays Bank PLC on June 11, 2026, and this opinion is subject to the same assumptions, qualifications and limitations as set\nforth in such opinion of Davis Polk & Wardwell London LLP. In addition, this opinion is subject to customary assumptions about the\ntrustee’s authorization, execution and delivery of the indenture and its authentication of the master note and the validity, binding\nnature and enforceability of the indenture with respect to the trustee, all as stated in the opinion of Davis Polk & Wardwell LLP,\ndated June 11, 2026, which has been filed as an exhibit to the report on Form 6-K referred to above.

PS-15

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