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PRICING SUPPLEMENT dated October 28, 2026

(To the Prospectus dated May 15, 2025,

the Prospectus Supplement dated May 15, 2025,

the Product Supplement No. WF-1 dated May 20, 2025 and

the Underlying Supplement dated May 15, 2025)

Filed Pursuant to Rule 424(b)(2)

\n \n

Registration Statement No. 333-287303

$\"barclays$

\n \n \n \n \n

Barclays Bank PLC

Global Medium-Term Notes, Series\nA

$500,000 Market Linked Securities—Auto-Callable\nwith Leveraged Upside Participation and Contingent Downside

Principal at Risk Securities\nLinked to the Lowest Performing of the Dow Jones Industrial Average^® and the S&P 500^® Index due November\n1, 2029

\n \n \n

Linked\nto the lowest performing of the Dow Jones Industrial Average^®and the S&P 500^® Index (each referred\nto as an “Index”)

Unlike\nordinary debt securities, the securities do not pay interest, do not repay a fixed amount of principal at stated maturity and are subject\nto potential automatic call upon the terms described below. Whether the securities are automatically called for a fixed call premium\nand, if the securities are not automatically called, the maturity payment amount will depend, in each case, on the closing level of the\nlowest performing Index on the call date or the calculation day, as applicable. The lowest performing Index on the call date or the calculation\nday is the Index that has the lowest index return on that day (i.e., the lowest percentage change from its starting level to its closing\nlevel on that day).

Automatic\nCall. If the closing level of the lowest performing Index on the call date is greater than or equal to its starting level, the securities\nwill be automatically called for the principal amount plus a call premium of 12.15% of the principal amount.

Maturity\nPayment Amount. If the securities are not automatically called, you will receive a maturity payment amount that may be greater than,\nequal to or less than the principal amount of the securities, depending on the performance of the lowest performing Index on the calculation\nday from its starting level to its ending level. The maturity payment amount will reflect the following terms:

If\nthe closing level of the lowest performing Index on the calculation day increases, you will receive the principal amount plus a positive\nreturn equal to 125% of the percentage increase in the level of that Index from its starting level to its ending level.

If\nthe closing level of the lowest performing Index on the calculation day remains flat or decreases but the decrease is not more than 20%,\nyou will receive the principal amount.

If\nthe closing level of the lowest performing Index on the calculation day decreases by more than 20%, you will have full downside exposure\nto the decrease in the level of that Index, and you will lose more than 20%, and possibly all, of the principal amount of your securities.

Investors\nmay lose more than 20%, and possibly all, of the principal amount.

Your\nreturn on the securities will depend solely on the performance of the Index that is the lowest performing Index on the call date\nor the calculation day, as applicable. You will not benefit in any way from the performance of the better performing Index. Therefore,\nyou will be adversely affected if either Index performs poorly, even if the other Index performs favorably.

If\nthe securities are automatically called, the positive return on the securities will be limited to the call premium, even if the closing\nlevel of the lowest performing Index on the call date significantly exceeds its starting level. If the securities are automatically called,\nyou will not have the opportunity to participate in any appreciation of either Index at the upside participation rate.

Any\npayment on the securities, including any repayment of principal, is subject to the creditworthiness of Barclays Bank PLC and is not guaranteed\nby any third party. If Barclays Bank PLC were to default on its payment obligations or become subject to the exercise of any U.K. Bail-in\nPower (as described on page PS-7 of this pricing supplement) by the relevant U.K. resolution authority, you might not receive any amounts\nowed to you under the securities. See “Selected Risk Considerations” and “Consent to U.K. Bail-in Power” in this\npricing supplement and “Risk Factors” in the accompanying prospectus supplement.

No\nperiodic interest payments or dividends

No\nexchange listing; designed to be held to maturity

See “Additional Information about the\nIssuer and the Securities” on page PS-5 of this pricing supplement. The securities will have the terms specified in the prospectus\ndated May 15, 2025, the prospectus supplement dated May 15, 2025, the product supplement no. WF-1 dated May 20, 2025 and the underlying\nsupplement dated May 15, 2025, as supplemented or superseded by this pricing supplement.

The securities have complex features and\ninvesting in the securities involves risks not associated with an investment in conventional debt securities. See “Selected Risk\nConsiderations” on page PS-12 herein, “Risk Factors” beginning on page PS-3 of the product supplement and “Risk\nFactors” beginning on page S-9 of the prospectus supplement.

The securities constitute our unsecured and\nunsubordinated obligations. The securities are not deposit liabilities of Barclays Bank PLC and are not covered by the U.K. Financial\nServices Compensation Scheme or insured by the U.S. Federal Deposit Insurance Corporation or any other governmental agency or deposit\ninsurance agency of the United States, the United Kingdom or any other jurisdiction.

Neither the U.S. Securities and Exchange\nCommission (the “SEC”) nor any state securities commission has approved or disapproved of these securities or determined\nthat this pricing supplement is truthful or complete. Any representation to the contrary is a criminal offense.

We may use this pricing supplement in the\ninitial sale of the securities. In addition, Barclays Capital Inc. or any other of our affiliates may use this pricing supplement in\nmarket resale transactions in any of the securities after their initial sale. Unless we or our agent informs you otherwise in the confirmation\nof sale, this pricing supplement is being used in a market resale transaction.

Notwithstanding and to the exclusion of any\nother term of the securities or any other agreements, arrangements or understandings between Barclays Bank PLC and any holder or beneficial\nowner of the securities (or the trustee on behalf of the holders of the securities), by acquiring the securities, each holder or beneficial\nowner of the securities acknowledges, accepts, agrees to be bound by, and consents to the exercise of, any U.K. Bail-in Power by the\nrelevant U.K. resolution authority. See “Consent to U.K. Bail-in Power” on page PS-7 of this pricing supplement.

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

	Original Offering Price⁽¹⁾	Agent Discount^{(2), (3)}	Proceeds to Barclays Bank PLC
Per Security	$1,000.00	$25.75	$974.25
Total	$500,000	$12,875	$487,125

⁽¹⁾

Our estimated value of the securities on the pricing date, based\non our internal pricing models, is $960.60 per security. The estimated value is less than the original offering price of the securities.\nSee “Additional Information Regarding Our Estimated Value of the Securities” on page PS-6 of this pricing supplement.

⁽²⁾

Wells Fargo Securities, LLC (“WFS”) and Barclays Capital\nInc. are the agents for the distribution of the securities and are acting as principal. The agent will receive an underwriting discount\nof $25.75 per security. Barclays Capital Inc. will sell the securities to WFS at the original offering price of the securities less a\nconcession of $25.75 per security. WFS may provide dealers, which may include Wells Fargo Advisors (“WFA”) (the trade name\nof the retail brokerage business of WFS’s affiliates, Wells Fargo Clearing Services, LLC and Wells Fargo Advisors Financial Network,\nLLC), with a selling concession of $20.00 per security. In addition to the concession allowed to WFA, WFS may pay $0.75 per security of\nthe agent’s discount to WFA as a distribution expense fee for each security sold by WFA. See “Terms of the Securities—Supplemental\nPlan of Distribution” in this pricing supplement for further information.

⁽³⁾

In respect of certain securities sold in this offering, Barclays\nCapital Inc. may pay a fee of up to $3.00 per security to selected securities dealers in consideration for marketing and other services\nin connection with the distribution of the securities to other securities dealers.

\n \n \n \n

Wells Fargo Securities

Barclays Capital Inc.

Market Linked Securities—Auto-Callable with Leveraged Upside Participation and Contingent Downside

Principal at Risk Securities Linked to the Lowest Performing of the Dow Jones Industrial Average^® and the S&P 500^® due November 1, 2029

Terms\nof the Securities

\n \n \n \n

Issuer:

Barclays Bank PLC

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

Market Measures¹:	The Dow Jones Industrial Average^® (the “INDU Index”) and the S&P 500^® Index (the “SPX Index”) (each referred to as an “Index,” and collectively as the “Indices”)
Market Measure	Bloomberg Ticker Symbol	Starting Level^(a)	Threshold Level^(b)
INDU Index	INDU<Index>	52,475.10	41,980.08
SPX Index	SPX<Index>	7,743.98	6,195.184
\n ^(a) With respect to each Index,\nthe closing level of that Index on the pricing date \n ^(b) With respect to each Index,\n80% of its starting level

\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

Pricing Date:	October 28, 2026
Issue Date:	November 2, 2026
Calculation Day²:	October 29, 2029
Stated Maturity Date²:	November 1, 2029
Principal Amount:	$1,000 per security. References in this pricing supplement to a “security” are to a security with a principal amount of $1,000.
Automatic Call:	\n If the closing level of the lowest performing\n Index on the call date is greater than or equal to its starting level, the securities will be automatically called, and on the call settlement\n date you will be entitled to receive a cash payment per security in U.S. dollars equal to the principal amount plus the call premium. \n \n If the securities are automatically called,\n the positive return on the securities will be limited to the call premium, even if the closing level of the lowest performing Index on\n the call date significantly exceeds its starting level. If the securities are automatically called, you will not have the opportunity\n to participate in any appreciation of either Index at the upside participation rate. \n \n If the securities are automatically called,\nthey will cease to be outstanding on the call settlement date and you will have no further rights under the securities after the call\nsettlement date. You will not receive any notice from us if the securities are automatically called.
Call Premium:	The “call premium” is 12.15% of the principal amount ($121.50 per security). As a result of the call premium, the payment upon automatic call will be $1,121.50 per security.
Call Date²:	November 2, 2027
Call Settlement Date:	Three business days after the call date
Maturity Payment Amount:	\n If the securities are not automatically called\n on the call date, you will be entitled to receive on the stated maturity date a cash payment per security in U.S. dollars equal to the\n maturity payment amount. The “maturity payment amount” per security will equal: \n \n ·\t \n if\n the ending level of the lowest performing Index on the calculation day is greater than its starting level: \n \n $1,000 + ($1,000 × index return of the lowest performing\n Index on the calculation day × upside participation rate); \n \n ·\t \n if\n the ending level of the lowest performing Index on the calculation day is less than or equal to its starting level, but greater than or\n equal to its threshold level: $1,000; or \n \n ·\t \n if\n the ending level of the lowest performing Index on the calculation day is less than its threshold level: \n \n $1,000 + ($1,000 × index return of the lowest performing\n Index on the calculation day) \n \n If the securities are not automatically\ncalled and the ending level of the lowest performing Index on the calculation day is less than its threshold level, you will lose more\nthan 20%, and possibly all, of the principal amount of your securities at stated maturity. Any payment on the securities, including any\nrepayment of principal, is subject to the

PS-2

Market Linked Securities—Auto-Callable with Leveraged Upside Participation and Contingent Downside

Principal at Risk Securities Linked to the Lowest Performing of the Dow Jones Industrial Average^® and the S&P 500^® due November 1, 2029

\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

	creditworthiness of Barclays Bank PLC and is not guaranteed by any third party. If Barclays Bank PLC were to default on its payment obligations or become subject to the exercise of any U.K. Bail-in Power by the relevant U.K. resolution authority, you might not receive any amounts owed to you under the securities.
Lowest Performing Index:	For the call date or the calculation day, the “lowest performing Index” will be the Index with the lowest index return on that day.
Upside Participation Rate:	125%
Index Return:	\n For the call date or the calculation day,\nthe “index return” with respect to an Index is the percentage change from its starting level to its closing level\non that day, measured as follows: \n closing level on that day – starting\nlevel \n starting level
Ending Level:	The “ending level” of an Index will be its closing level on the calculation day.
Closing Level¹:	With respect to each Index, “closing level” has the meaning set forth under “General Terms of the Securities—Certain Terms for Securities Linked to an Index—Certain Definitions” in the product supplement.
Additional Terms:	Terms used in this pricing supplement, but not defined herein, will have the meanings ascribed to them in the product supplement, provided that terms used in this pricing supplement, but not defined herein or in the product supplement, will have the meanings ascribed to them in the prospectus supplement.
Calculation Agent:	Barclays Bank PLC
Tax Considerations:	For a discussion of the tax considerations relating to ownership and disposition of the securities, see “Tax Considerations.”
Denominations:	$1,000 and any integral multiple of $1,000
CUSIP / ISIN:	06749LNA0 / US06749LNA07

PS-3

Market Linked Securities—Auto-Callable with Leveraged Upside Participation and Contingent Downside

Principal at Risk Securities Linked to the Lowest Performing of the Dow Jones Industrial Average^® and the S&P 500^® due November 1, 2029

\n \n \n \n

Supplemental Plan of Distribution:

Wells Fargo Securities, LLC (“WFS”)\n and Barclays Capital Inc. will act as agents for the securities. The agent will receive an underwriting discount of $25.75 per security.\n Barclays Capital Inc. will sell the securities to WFS at the original offering price of the securities less a concession of $25.75 per\n security. WFS may provide dealers, which may include Wells Fargo Advisors (“WFA”) (the trade name of the retail brokerage\n business of WFS’s affiliates, Wells Fargo Clearing Services, LLC and Wells Fargo Advisors Financial Network, LLC), with a selling\n concession of $20.00 per security. In addition to the concession allowed to WFA, WFS may pay $0.75 per security of the agent’s discount\n to WFA as a distribution expense fee for each security sold by WFA.

\n \n

In addition, in respect of certain securities\n sold in this offering, Barclays Capital Inc. may pay a fee of up to $3.00 per security to selected securities dealers in consideration\n for marketing and other services in connection with the distribution of the securities to other securities dealers.

\n \n

Barclays Bank PLC or its affiliate will enter\ninto swap agreements or related hedge transactions with one of its other affiliates or unaffiliated counterparties in connection with\nthe sale of the securities. If WFS, Barclays Capital Inc. or an affiliate of either agent participating as a dealer in the distribution\nof the securities conducts hedging activities for Barclays Bank PLC in connection with the securities, such agent or participating dealer\nwill expect to realize a projected profit from such hedging activities, and this projected profit will be in addition to any discount,\nconcession or fee received in connection with the sale of the securities to you. This additional projected profit may create a further\nincentive for the agents or participating dealers to sell the securities to you.

¹ If an Index is discontinued or if\nthe sponsor of an Index fails to publish that Index, the calculation agent may select a successor index or, if no successor index is\navailable, will calculate the value to be used as the closing level of that Index. In addition, the calculation agent will calculate\nthe value to be used as the closing level of an Index in the event of certain changes in or modifications to that Index. For more information,\nsee “General Terms of the Securities—Certain Terms for Securities Linked to an Index—Adjustments to an Index”\nand “—Discontinuance of an Index” in the accompanying product supplement.

²If the call date or the calculation\nday is not a trading day with respect to either Index, that day for each Index will be postponed to the next succeeding day that is a\ntrading day with respect to each Index. The call date or the calculation day will also be postponed for either Index if a market disruption\nevent occurs with respect to that Index on that day as described under “General Terms of the Securities—Consequences of a\nMarket Disruption Event; Postponement of a Calculation Day—Securities Linked to Multiple Market Measures” in the accompanying\nproduct supplement. In addition, the stated maturity date will be postponed if that day is not a business day or if the calculation day\nis postponed as described under “General Terms of the Securities—Payment Dates” in the accompanying product supplement.\nFor purposes of the accompanying product supplement, the call date is a “calculation day.”

PS-4

Market Linked Securities—Auto-Callable with Leveraged Upside Participation and Contingent Downside

Principal at Risk Securities Linked to the Lowest Performing of the Dow Jones Industrial Average^® and the S&P 500^® due November 1, 2029

Additional\nInformation about the Issuer and the Securities

You should read this pricing supplement together\nwith the prospectus dated May 15, 2025, as supplemented by the prospectus supplement dated May 15, 2025 relating to our Global Medium-Term\nNotes, Series A, of which these securities are a part, the product supplement no. WF-1 dated May 20, 2025 and the underlying supplement\ndated May 15, 2025. This pricing supplement, together with the documents listed below, contains the terms of the securities and supersedes\nall prior or contemporaneous oral statements as well as any other written materials including preliminary or indicative pricing terms,\ncorrespondence, trade ideas, structures for implementation, sample structures, brochures or other educational materials of ours. You should\ncarefully consider, among other things, the matters set forth under “Risk Factors” in the prospectus supplement and “Selected\nRisk Considerations” in this pricing supplement, as the securities involve risks not associated with conventional debt securities.\nWe urge you to consult your investment, legal, tax, accounting and other advisors before you invest in the securities.

To the extent the information or terms in this\npricing supplement are different from or inconsistent with the information or terms in the prospectus, prospectus supplement, product\nsupplement or underlying supplement, the information and terms in this pricing supplement will control. To the extent the information\nor terms in the product supplement are different from or inconsistent with the information or terms in the prospectus or prospectus supplement,\nthe information and terms in the product supplement will control.

You may access these documents on the SEC website\nat www.sec.gov as follows (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

Product Supplement No. WF-1 dated May 20, 2025:
\nhttp://www.sec.gov/Archives/edgar/data/312070/000095010325006260/dp229046_424b2-wf1.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\npricing supplement, “we,” “us” and “our” refer to Barclays Bank PLC.

PS-5

Market Linked Securities—Auto-Callable with Leveraged Upside Participation and Contingent Downside

Principal at Risk Securities Linked to the Lowest Performing of the Dow Jones Industrial Average^® and the S&P 500^® due November 1, 2029

Additional\nInformation Regarding Our Estimated Value of the Securities

Our internal pricing models take into account\na number of variables and are based on a number of subjective assumptions, which may or may not materialize, typically including volatility,\ninterest rates and our internal funding rates. Our internal funding rates (which are our internally published borrowing rates based on\nvariables, such as market benchmarks, our appetite for borrowing and our existing obligations coming to maturity) may vary from the levels\nat which our benchmark debt securities trade in the secondary market. Our estimated value on the pricing date is based on our internal\nfunding rates. Our estimated value of the securities might be lower if such valuation were based on the levels at which our benchmark\ndebt securities trade in the secondary market.

Our estimated value of the securities on the pricing\ndate is less than the original offering price of the securities. The difference between the original offering price of the securities\nand our estimated value of the securities results from several factors, including any sales commissions to be paid to Barclays Capital\nInc. or 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 securities, the estimated cost\nthat we may incur in hedging our obligations under the securities, and estimated development and other costs that we may incur in connection\nwith the securities.

Our estimated value on the pricing date is not\na prediction of the price at which the securities may trade in the secondary market, nor will it be the price at which Barclays Capital\nInc. may buy or sell the securities in the secondary market. Subject to normal market and funding conditions, Barclays Capital Inc. or\nanother affiliate of ours intends to offer to purchase the securities in the secondary market but it is not obligated to do so.

Assuming that all relevant factors remain constant\nafter the pricing date, the price at which Barclays Capital Inc. may initially buy or sell the securities in the secondary market, if\nany, and the value that we may initially use for customer account statements, if we provide any customer account statements at all, may\nexceed our estimated value on the pricing date for a temporary period expected to be approximately three months after the initial issue\ndate of the securities because, in our discretion, we may elect to effectively reimburse to investors a portion of the estimated cost\nof hedging our obligations under the securities and other costs in connection with the securities that we will no longer expect to incur\nover the term of the securities. We made such discretionary election and determined this temporary reimbursement period on the basis of\na number of factors, which may include the tenor of the securities and/or any agreement we may have with the distributors of the securities.\nThe amount of our estimated costs that we effectively reimburse to investors in this way may not be allocated ratably throughout the reimbursement\nperiod, and we may discontinue such reimbursement at any time or revise the duration of the reimbursement period after the initial issue\ndate of the securities based on changes in market conditions and other factors that cannot be predicted.

We urge you to read the “Selected Risk\nConsiderations” beginning on page PS-12 of this pricing supplement.

PS-6

Market Linked Securities—Auto-Callable with Leveraged Upside Participation and Contingent Downside

Principal at Risk Securities Linked to the Lowest Performing of the Dow Jones Industrial Average^® and the S&P 500^® due November 1, 2029

Consent\nto U.K. Bail-in Power

Notwithstanding and to the exclusion of any\nother term of the securities or any other agreements, arrangements or understandings between us and any holder or beneficial owner of\nthe securities (or the trustee on behalf of the holders of the securities), by acquiring the securities, each holder or beneficial owner\nof the securities acknowledges, accepts, agrees to be bound by, and consents to the exercise of, any U.K. Bail-in Power by the relevant\nU.K. resolution authority.

Under the U.K. Banking Act 2009, as amended, the\nrelevant U.K. resolution authority may exercise a U.K. Bail-in Power in circumstances in which the relevant U.K. resolution authority\nis satisfied that the resolution conditions are met. These conditions include that a U.K. bank or investment firm is failing or is likely\nto fail to satisfy the Financial Services and Markets Act 2000 (the “FSMA”) threshold conditions for authorization\nto carry on certain regulated activities (within the meaning of section 55B FSMA) or, in the case of a U.K. banking group company that\nis a European Economic Area (“EEA”) or third country institution or investment firm, that the relevant EEA or third\ncountry relevant authority is satisfied that the resolution conditions are met in respect of that entity.

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

For more information, please see “Selected\nRisk Considerations—Risks Relating to the Issuer—You May Lose Some or All of Your Investment If Any U.K. Bail-in Power Is\nExercised by the Relevant U.K. Resolution Authority” 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.

PS-7

Market Linked Securities—Auto-Callable with Leveraged Upside Participation and Contingent Downside

Principal at Risk Securities Linked to the Lowest Performing of the Dow Jones Industrial Average^® and the S&P 500^® due November 1, 2029

Investor\nConsiderations

The securities are not appropriate for all\ninvestors. The securities may be an appropriate investment for you if all of the following statements are true:

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

You anticipate that the closing level of the\nlowest performing Index on the call date will be greater than or equal to its starting level or that the ending level of the lowest performing\nIndex on the calculation day will be greater than its starting level.

You are willing and able to accept the risk that,\nif the securities are not automatically called and the ending level of the lowest performing Index on the calculation day is less than\nits starting level by more than 20%, you will lose more than 80%, and possibly all, of the principal amount of your securities at stated\nmaturity.

You are willing and able to accept the individual\nmarket risk of each Index and you understand that poor performance by either Index over the term of the securities may negatively affect\nyour return and will not be offset or mitigated by any positive performance by the other Index.

You understand and accept that, if the securities\nare automatically called, you will forgo participation in any appreciation of either Index and any return on your investment will be limited\nto the call premium that may be payable on the securities.

You are willing and able to accept the risks\nassociated with an investment linked to the performance of the Index that is the lowest performing Index on the call date or the calculation\nday, as applicable, as explained in more detail in the “Selected Risk Considerations” section of this pricing supplement.

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

You are willing and able to accept the risk that\nthe securities may be automatically called prior to stated maturity and that you may not be able to reinvest your money in an alternative\ninvestment with comparable risk and yield.

You do not seek an investment for which there\nwill be an active secondary market and you are willing and able to hold the securities to stated maturity if the securities are not automatically\ncalled.

You are willing and able to assume our credit\nrisk for all payments on the securities.

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

The securities may not be an appropriate\ninvestment for you if any of the following statements are true:

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

You seek an investment that provides for the\nfull repayment of principal at stated maturity.

You anticipate that the closing level of the\nlowest performing Index on the call date will be less than its starting level and that the ending level of the lowest performing Index\non the calculation day will be less than or equal to its starting level.

You are unwilling or unable to accept the risk\nthat, if the securities are not automatically called and the ending level of the lowest performing Index on the calculation day is less\nthan its starting level by more than 20%, you will lose more than 20%, and possibly all, of the principal amount of your securities at\nstated maturity.

You are unwilling or unable to accept the individual\nmarket risk of each Index or the risk that poor performance by either Index over the term of the securities may negatively affect your\nreturn and will not be offset or mitigated by any positive performance by the other Index.

You are unwilling and unable to accept that,\nif the securities are automatically called, you will forgo participation in any appreciation of either Index, and any return on your investment\nwill be limited to the call premium that may be payable on the securities.

You are unwilling or unable to accept the risks associated with an investment\nlinked to the performance of the Index that is the lowest performing Index on the call date or the calculation day, as applicable, as\nexplained in more detail in the “Selected Risk Considerations” section of this pricing supplement.

You seek an investment that entitles you to dividends\nor distributions on, or voting rights related to, the securities composing the Indices.

You are unwilling or unable to accept the risk\nthat the securities may be automatically called prior to stated maturity.

PS-8

Market Linked Securities—Auto-Callable with Leveraged Upside Participation and Contingent Downside

Principal at Risk Securities Linked to the Lowest Performing of the Dow Jones Industrial Average^® and the S&P 500^® due November 1, 2029

You seek an investment for which there will be\nan active secondary market and/or you are unwilling or unable to hold the securities to stated maturity if they are not automatically\ncalled.

You are unwilling or unable to assume our credit\nrisk for all payments on the securities.

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

The considerations identified above are not\nexhaustive. Whether or not the securities are an appropriate investment for you will depend on your individual circumstances, and you\nshould reach an investment decision only after you and your investment, legal, tax, accounting and other advisors have carefully considered\nthe appropriateness of an investment in the securities in light of your particular circumstances. You should also review carefully the\n“Selected Risk Considerations” beginning on page PS-12 of this pricing supplement and the “Risk Factors” beginning\non page PS-3 of the accompanying product supplement and the “Risk Factors” beginning on page S-9 of the accompanying prospectus\nsupplement for risks related to an investment in the securities. For more information about the Indices, please see the sections titled\n“The Dow Jones Industrial Average^®” and “The S&P 500^® Index” below.

PS-9

Market Linked Securities—Auto-Callable with Leveraged Upside Participation and Contingent Downside

Principal at Risk Securities Linked to the Lowest Performing of the Dow Jones Industrial Average^® and the S&P 500^® due November 1, 2029

Determining\nTiming and Amount of Payment on the Securities

On the call settlement date, whether the securities\nare automatically called and you receive the call premium will be determined based on the closing level of the lowest performing Index\non the call date as follows:

Step 1: Determine which Index is the lowest\nperforming Index on the call date. The lowest performing Index on the call date is the Index that has the lowest index return on the call\ndate, calculated for each Index as the percentage change from its starting level to its closing level on the call date.

Step 2: Determine if the securities are\nautomatically called based on the closing level of the lowest performing Index on the call date, as follows:

$\"\"$

PS-10

Market Linked Securities—Auto-Callable with Leveraged Upside Participation and Contingent Downside

Principal at Risk Securities Linked to the Lowest Performing of the Dow Jones Industrial Average^® and the S&P 500^® due November 1, 2029

On the stated maturity date, if the securities\nhave not been automatically called, you will receive a cash payment per security (the maturity payment amount) calculated as follows:

Step 1: Determine which Index is the lowest\nperforming Index on the calculation day. The lowest performing Index on the calculation day is the Index that has the lowest index return\non the calculation day, calculated for each Index as the percentage change from its starting level to its ending level.

Step 2: Calculate the maturity payment\namount based on the ending level of the lowest performing Index on the calculation day, as follows:

$\"\"$

PS-11

Market Linked Securities—Auto-Callable with Leveraged Upside Participation and Contingent Downside

Principal at Risk Securities Linked to the Lowest Performing of the Dow Jones Industrial Average^® and the S&P 500^® due November 1, 2029

Selected\nRisk Considerations

An investment in the securities involves significant\nrisks. Investing in the securities is not equivalent to investing directly in either or both of the Indices or their components. Some\nof the risks that apply to an investment in the securities are summarized below, but we urge you to read the more detailed explanation\nof risks relating to the securities generally in the “Risk Factors” sections of the product supplement and prospectus supplement.\nYou should not purchase the securities unless you understand and can bear the risks of investing in the securities.

Risks Relating to the Securities Generally

If The Securities Are Not Automatically Called\nAnd The Ending Level Of The Lowest Performing Index On The Calculation Day Is Less Than Its Threshold Level, You Will Lose More Than 20%,\nAnd Possibly All, Of The Principal Amount Of Your Securities At Stated Maturity — If the securities are not automatically called\nand the ending level of the lowest performing Index on the calculation day is less than its threshold level, the maturity payment amount\nwill be less than the principal amount and you will have full downside exposure to the decrease in the level of that Index from its starting\nlevel. The threshold level for each Index is 80% of its starting level. For example, if the lowest performing Index on the calculation\nday has declined by 20.1% from its starting level to its ending level, you will not receive any benefit from the contingent downside feature\nand you will lose 20.1% of the principal amount per security. As a result, you will not receive any benefit from the contingent downside\nfeature if the level of the lowest performing Index on the calculation day declines significantly and you may lose more than 20%, and\npossibly all, of the principal amount of your securities at stated maturity, even if the level of that Index is greater than or equal\nto its starting level or threshold level at certain times during the term of the securities.

If the Securities Are Automatically Called,\nYour Return Will Be Limited To The Call Premium And May Be Lower Than The Return On A Direct Investment In The Securities Composing The\nIndices — If the securities are automatically called, the opportunity to participate in the possible increases in the level\nof the Indices through an investment in the securities will be limited because any positive return on the securities will not exceed the\ncall premium, regardless of any increase in the level of either Index, which may be significant. Therefore, your return on the securities\nmay be lower than the return on a direct investment in either Index.

No Periodic Interest Will Be Paid On The Securities\n— No periodic payments of interest will be made on the securities.

You Will Be Subject To Reinvestment Risk —\nIf your securities are automatically called, the term of the securities may be reduced to as short as approximately one year. There\nis no guarantee that you would be able to reinvest the proceeds from an investment in the securities at a comparable return for a similar\nlevel of risk in the event the securities are automatically called prior to maturity.

The Securities Are Subject To The Full Risks\nOf Each Index And Will Be Negatively Affected If Either Index Performs Poorly, Even If The Other Index Performs Favorably —\nYou are subject to the full risks of each Index. If either Index performs poorly, you will be negatively affected, even if the other Index\nperforms favorably. The securities are not linked to a basket composed of the Indices, where the better performance of one Index could\noffset the poor performance of the other Index. Instead, you are subject to the full risks of whichever Index is the lowest performing\nIndex on the call date or the calculation day, as applicable. As a result, the securities are riskier than an alternative investment linked\nto only one of the Indices or linked to a basket composed of each Index. You should not invest in the securities unless you understand\nand are willing to accept the full downside risks of each Index.

Your Return On The Securities Will Depend\nSolely On The Performance Of The Index That Is The Lowest Performing Index On The Call Date Or The Calculation Day, As Applicable, And\nYou Will Not Benefit In Any Way From The Performance Of The Better Performing Index — Your return on the securities will depend\nsolely on the performance of the Index that is the lowest performing Index on the call date or the calculation day, as applicable. Although\nit is necessary for each Index to close at or above its starting level on the call date in order for the securities to be automatically\ncalled or at or above its threshold level on the calculation day in order for you to be repaid the principal amount of your securities\nat maturity, you will not benefit in any way from the performance of the better performing Index. The securities may underperform an alternative\ninvestment linked to a basket composed of the Indices, since in such case the performance of the better performing Index on any day would\nbe blended with the performance of the lowest performing Index on that day, resulting in a better return than the return of the lowest\nperforming Index on that day alone.

You Will Be Subject To Risks Resulting From\nThe Relationship Between The Indices — The correlation of a pair of Indices represents a statistical measurement of the degree\nto which the returns of those Indices are similar to each other over a given period in terms of timing and direction. By investing in\nthe securities, you assume the risk that the returns of the Indices will not be correlated. The less correlated the Indices, the more\nlikely it is that at least one of the Indices will be performing poorly at any time over the term of the securities. All that is necessary\nfor the securities to perform poorly is for one of the Indices to perform poorly; the performance of the better performing Index is not\nrelevant to your return on the securities. It is impossible to predict what the relationship between the Indices will be over the term\nof the securities. The Indices may represent different equity markets, and those equity markets may not perform similarly over the term\nof the securities.

PS-12

Market Linked Securities—Auto-Callable with Leveraged Upside Participation and Contingent Downside

Principal at Risk Securities Linked to the Lowest Performing of the Dow Jones Industrial Average^® and the S&P 500^® due November 1, 2029

Any Payment On The Securities Will Be Determined\nBased On The Closing Levels Of The Indices On The Dates Specified — Any payment on the securities will be determined based on\nthe closing levels of the Indices on the dates specified. You will not benefit from any more favorable levels of the Indices determined\nat any other time.

Owning The Securities Is Not The Same As Owning\nThe Securities Composing Either Or Both Of The Indices — The return on your securities may not reflect the return you would\nrealize if you actually owned the securities composing either or both of the Indices. For instance, as a holder of the securities, you\nwill not have voting rights or rights to receive cash dividends or other distributions or any other rights that holders of the securities\ncomposing either Index would have.

No Assurance That The Investment View Implicit\nIn The Securities Will Be Successful — It is impossible to predict whether and the extent to which the level of either Index\nwill rise or fall. There can be no assurance that the closing level of either Index will not be less than its starting level on the call\ndate or, if the securities are not called, less than its threshold level on the calculation day. The level of each Index will be influenced\nby complex and interrelated political, economic, financial and other factors that affect that Index and the securities composing that\nIndex. You should be willing to accept the downside risks associated with equities in general and each Index in particular, and the risk\nof losing a significant portion or all of the principal amount.

The U.S. Federal Income Tax Consequences Of\nAn Investment In The Securities Are Uncertain — There is no direct legal authority regarding the proper U.S. federal income\ntax treatment of the securities, and we do not plan to request a ruling from the Internal Revenue Service (the “IRS”). Consequently,\nsignificant aspects of the tax treatment of the securities are uncertain, and the IRS or a court might not agree with the treatment of\nthe securities as prepaid forward contracts, as described below under “Tax Considerations.” If the IRS were successful in\nasserting an alternative treatment for the securities, the tax consequences of the ownership and disposition of the securities could be\nmaterially and adversely affected.

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

Risks Relating to the Issuer

The Securities Are Subject To The Credit Risk\nOf Barclays Bank PLC — The securities 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 securities, 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 securities\nand, in the event Barclays Bank PLC were to default on its obligations, you might not receive any amount owed to you under the terms of\nthe securities.

You May Lose Some Or All Of Your Investment\nIf Any U.K. Bail-In Power Is Exercised By The Relevant U.K. Resolution Authority — Notwithstanding and to the exclusion of any\nother term of the securities or any other agreements, arrangements or understandings between Barclays Bank PLC and any holder or beneficial\nowner of the securities (or the trustee on behalf of the holders of the securities), by acquiring the securities, each holder or beneficial\nowner of the securities acknowledges, accepts, agrees to be bound by, and consents to the exercise of, any U.K. Bail-in Power by the relevant\nU.K. resolution authority as set forth under “Consent to U.K. Bail-in Power” in this pricing supplement. Accordingly, any\nU.K. Bail-in Power may be exercised in such a manner as to result in you and other holders and beneficial owners of the securities losing\nall or a part of the value of your investment in the securities or receiving a different security from the securities, which may be worth\nsignificantly less than the securities and which may have significantly fewer protections than those typically afforded to debt securities.\nMoreover, the relevant U.K. resolution authority may exercise the U.K. Bail-in Power without providing any advance notice to, or requiring\nthe consent of, the holders and beneficial owners of the securities. The exercise of any U.K. Bail-in Power by the relevant U.K. resolution\nauthority with respect to the securities will not be a default or an Event of Default (as each term is defined in the senior debt securities\nindenture) and the trustee will not be liable for any action that the trustee takes, or abstains from taking, in either case, in accordance\nwith the exercise of the U.K. Bail-in Power by the relevant U.K. resolution authority with respect to the securities. See “Consent\nto U.K. Bail-in Power” in this pricing supplement as well as “U.K. Bail-in Power,” “Risk Factors—Risks Relating\nto the Securities Generally—Regulatory action in the event a bank or investment firm in the Group is failing or likely to fail,\nincluding the exercise by the relevant U.K. resolution authority of a variety of statutory resolution powers, could materially adversely\naffect the value of any securities” and “Risk Factors—Risks Relating to the Securities Generally—Under the terms\nof 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.

PS-13

Market Linked Securities—Auto-Callable with Leveraged Upside Participation and Contingent Downside

Principal at Risk Securities Linked to the Lowest Performing of the Dow Jones Industrial Average^® and the S&P 500^® due November 1, 2029

Risks Relating to the Indices

Each Index Reflects The Price Return Of The\nSecurities Composing That Index, Not The Total Return — The return on the securities is based on the performance of the Indices,\nwhich reflects changes in the market prices of the securities composing each Index. Each Index is not a “total return”\nindex that, in addition to reflecting those price returns, would also reflect dividends paid on the securities composing the applicable\nIndex. Accordingly, the return on the securities will not include such a total return feature.

We Cannot Control Actions Of Any Of The Unaffiliated\nCompanies Whose Securities Are Included As Components Of The Indices — Actions by any company whose securities are components\nof an Index may have an adverse effect on the price of its security, the closing level of such Index on the call date or the calculation\nday and the value of the securities. These unaffiliated companies will not be involved in the offering of the securities and will have\nno obligations with respect to the securities, including any obligation to take our\nor your interests into consideration for any reason. These companies will not receive any\nof the proceeds of the offering of the securities and will not be responsible for, and will not have participated in, the determination\nof the timing of, prices for, or quantities of, the securities to be issued. These companies will not be involved with the administration,\nmarketing or trading of the securities and will have no obligations with respect to any amounts to be paid to you on the securities.

We And Our Affiliates Have No Affiliation\nWith Either Index Sponsor And Have Not Independently Verified Their Public Disclosure Of Information — We, our affiliates and\nWFS and its affiliates are not affiliated in any way with either index sponsor and have no ability to control or predict their actions,\nincluding any errors in or discontinuation of disclosure regarding the methods or policies relating to the calculation of the applicable\nIndex. We have derived the information about each Index contained in this pricing supplement and the accompanying underlying supplement\nfrom publicly available information, without independent verification. You, as an investor in the securities, should make your own investigation\ninto each Index and the index sponsors. The index sponsors will not be involved in the offering of the securities made hereby in any way,\nand the index sponsors do not have any obligation to consider your interests as an owner of the securities in taking any actions that\nmight affect the value of the securities.

Adjustments To The Indices Could Adversely\nAffect The Value Of The Securities And The Amount You Will Receive At Maturity — The sponsor of an Index (an “index\nsponsor”) may add, delete, substitute or adjust the securities composing that Index or make other methodological changes\nto that Index that could affect its performance. The calculation agent will calculate the value to be used as the closing level of an\nIndex in the event of certain material changes in or modifications to that Index. In addition, an index sponsor may also discontinue or\nsuspend calculation or publication of that Index at any time. Under these circumstances, the calculation agent may select a successor\nindex that the calculation agent determines to be comparable to the discontinued index or, if no successor index is available, the calculation\nagent will determine the value to be used as the closing level of that Index. Any of these actions could adversely affect the level of\nthe relevant Index and, consequently, the value of the securities. See “General Terms of the Securities—Certain Terms for\nSecurities Linked to an Index—Adjustments to an Index” and “—Discontinuance of an Index” in the accompanying\nproduct supplement.

The Historical Performance Of The Indices\nIs Not An Indication Of Their Future Performance — The historical performance of the Indices should not be taken as an indication\nof the future performance of the Indices. It is impossible to predict whether the closing levels of the Indices will fall or rise during\nthe term of the securities, in particular in the environment in the last several years, which has been characterized by volatility across\na wide range of asset classes. Past fluctuations and trends in the levels of the Indices are not necessarily indicative of fluctuations\nor trends that may occur in the future.

Risks Relating to Conflicts\nof Interest

Potentially Inconsistent Research, Opinions\nOr Recommendations By Barclays Capital Inc., WFS Or Their Respective Affiliates — Barclays Capital Inc., WFS or their respective\naffiliates may publish research from time to time on financial markets and other matters that may influence the value of the securities\nor express opinions or provide recommendations that are inconsistent with purchasing or holding the securities. Any research, opinions\nor recommendations expressed by Barclays Capital Inc., WFS or their respective affiliates may not be consistent with each other and may\nbe modified from time to time without notice. You should make your own independent investigation of each Index and the merits of investing\nin the securities.

We, Our Affiliates And Any Other Agent And/Or\nParticipating Dealer May Engage In Various Activities Or Make Determinations That Could Materially Affect Your Securities In Various Ways\nAnd Create Conflicts Of Interest — We, our affiliates, WFS and any dealer participating in the distribution of the securities\n(a “participating dealer”) may play a variety of roles in connection with the issuance of the securities, as described\nbelow. In performing these roles, our economic interests and the economic interests of our affiliates, WFS and any participating dealer\nare potentially adverse to your interests as an investor in the securities.

In connection with\nour normal business activities and in connection with hedging our obligations under the securities, we and our affiliates make markets\nin and trade various financial instruments or products for our accounts and for the account of our clients and otherwise provide investment\nbanking and other financial services with respect to these financial instruments and products. These financial instruments and products\nmay include securities, derivative instruments or assets that may relate to

PS-14

Market Linked Securities—Auto-Callable with Leveraged Upside Participation and Contingent Downside

Principal at Risk Securities Linked to the Lowest Performing of the Dow Jones Industrial Average^® and the S&P 500^® due November 1, 2029

the Indices or their\ncomponents. In any such market making, trading and hedging activity, investment banking and other financial services, we or our affiliates\nmay take positions or take actions that are inconsistent with, or adverse to, the investment objectives of the holders of the securities.\nWe and our affiliates have no obligation to take the needs of any buyer, seller or holder of the securities into account in conducting\nthese activities. Such market making, trading and hedging activity, investment banking and other financial services may negatively impact\nthe value of the securities. Participating dealers may also engage in such activities that may negatively impact the value of the securities.

In addition, the role\nplayed by Barclays Capital Inc., as the agent for the securities, could present significant conflicts of interest with the role of Barclays\nBank PLC, as issuer of the securities. For example, Barclays Capital Inc. or its representatives may derive compensation or financial\nbenefit from the distribution of the securities and such compensation or financial benefit may serve as an incentive to sell the securities\ninstead of other investments. Furthermore, we and our affiliates establish the offering price of the securities for initial sale to the\npublic, and the offering price is not based upon any independent verification or valuation.

Furthermore, if any\ndealer participating in the distribution of the securities or any of its affiliates conducts hedging activities for us in connection with\nthe securities, that participating dealer or its affiliates will expect to realize a projected profit from such hedging activities, and\nthis projected profit will be in addition to any selling concession and/or any fee that the participating dealer realizes for the sale\nof the securities to you. This additional projected profit may create a further incentive for the participating dealer to sell the securities\nto you.

In addition to the\nactivities described above, Barclays Bank PLC will also act as the calculation agent for the securities. As calculation agent, we will\ndetermine any levels of the Indices and make any other determinations necessary to calculate any payments on the securities. In making\nthese determinations, we may be required to make discretionary judgments, including those described in the accompanying product supplement\nand under “—Risks Relating to the Indices” above. In making these discretionary judgments, our economic interests are\npotentially adverse to your interests as an investor in the securities, and any of these determinations may adversely affect any payments\non the securities. Absent manifest error, all determinations of the calculation agent will be final and binding, without any liability\non the part of the calculation agent. You will not be entitled to any compensation from Barclays Bank PLC for any loss suffered as a result\nof any determinations made by the calculation agent with respect to the securities.

Risks Relating to the Estimated\nValue of the Securities and the Secondary Market

The Securities Will Not Be Listed On Any Securities\nExchange And We Do Not Expect A Trading Market For The Securities To Develop — The securities will not be listed on any securities\nexchange. Barclays Capital Inc. and other affiliates of Barclays Bank PLC intend to make a secondary market for the securities but are\nnot required to do so, and may discontinue any such secondary market making at any time, without notice. Even if there is a secondary\nmarket, it may not provide enough liquidity to allow you to trade or sell the securities easily. Because other dealers are not likely\nto make a secondary market for the securities, the price at which you may be able to trade your securities is likely to depend on the\nprice, if any, at which Barclays Capital Inc. and other affiliates of Barclays Bank PLC are willing to buy the securities. The securities\nare not designed to be short-term trading instruments. Accordingly, you should be willing and able to hold your securities to maturity.

The Value Of The Securities Prior To Maturity\nWill Be Affected By Numerous Factors, Some Of Which Are Related In Complex Ways — Structured notes, including the securities,\ncan be thought of as securities that combine a debt instrument with one or more options or other derivative instruments. As a result,\nthe factors that influence the values of debt instruments and options or other derivative instruments will also influence the terms and\nfeatures of the securities at issuance and their value in the secondary market. Accordingly, in addition to the levels of the Indices\non any day, the value of the securities will be affected by a number of economic and market factors that may either offset or magnify\neach other, including:

the expected volatility of the Indices;

correlation (or lack of correlation) of the Indices;

the time to maturity of the securities;

the market prices of, and dividend rates on, the securities composing the Indices;

interest and yield rates in the market generally;

supply and demand for the securities;

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 Securities Is\nLower Than The Original Offering Price Of Your Securities — The estimated value of your securities on the pricing date is lower\nthan the original offering price of your securities. The difference between the original offering price of your securities and the estimated\nvalue of the securities is a result of certain factors, such

PS-15

Market Linked Securities—Auto-Callable with Leveraged Upside Participation and Contingent Downside

Principal at Risk Securities Linked to the Lowest Performing of the Dow Jones Industrial Average^® and the S&P 500^® due November 1, 2029

as any sales commissions,\nselling concessions, discounts, commissions or fees to be allowed or paid to Barclays Capital Inc., another affiliate of ours, WFS or\nits affiliates or other non-affiliated intermediaries, the estimated profit that we or any of our affiliates expect to earn in connection\nwith structuring the securities, the estimated cost that we may incur in hedging our obligations under the securities, and estimated development\nand other costs that we may incur in connection with the securities.\t

The Estimated Value Of Your Securities Might\nBe Lower If Such Estimated Value Were Based On The Levels At Which Our Debt Securities Trade In The Secondary Market — The estimated\nvalue of your securities on the pricing date is based on a number of variables, including our internal funding rates. Our internal funding\nrates may vary from the levels at which our benchmark debt securities trade in the secondary market. As a result of this difference, the\nestimated value referenced above might be lower if such estimated value were based on the levels at which our benchmark debt securities\ntrade in the secondary market.

The Estimated Value Of The Securities Is Based\nOn Our Internal Pricing Models, Which May Prove To Be Inaccurate And May Be Different From The Pricing Models Of Other Financial Institutions\n— The estimated value of your securities on the pricing date is based on our internal pricing models, which take into account a\nnumber of variables and are based on a number of subjective assumptions, which may or may not materialize. These variables and assumptions\nare not evaluated or verified on an independent basis. Further, our pricing models may be different from other financial institutions’\npricing models and the methodologies used by us to estimate the value of the securities may not be consistent with those of other financial\ninstitutions that may be purchasers or sellers of securities in the secondary market. As a result, the secondary market price of your\nsecurities may be materially different from the estimated value of the securities determined by reference to our internal pricing models.

The Estimated Value Of Your Securities Is\nNot A Prediction Of The Prices At Which You May Sell Your Securities In The Secondary Market, If Any, And Such Secondary Market Prices,\nIf Any, Will Likely Be Lower Than The Original Offering Price Of Your Securities And May Be Lower Than The Estimated Value Of Your Securities\n— The estimated value of the securities will not be a prediction of the prices at which Barclays Capital Inc., other affiliates\nof ours or third parties may be willing to purchase the securities from you in secondary market transactions (if they are willing to purchase,\nwhich they are not obligated to do). The price at which you may be able to sell your securities in the secondary market at any time will\nbe influenced by many factors that cannot be predicted, such as market conditions, and any bid and ask spread for similar sized trades,\nand may be substantially less than our estimated value of the securities. Further, as secondary market prices of your securities 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 securities such as fees, commissions, discounts, and the costs of hedging our obligations under the securities, secondary market\nprices of your securities will likely be lower than the original offering price of your securities. As a result, the price at which Barclays\nCapital Inc., other affiliates of ours or third parties may be willing to purchase the securities from you in secondary market transactions,\nif any, will likely be lower than the price you paid for your securities, and any sale prior to the stated maturity date could result\nin a substantial loss to you.

The Temporary Price At Which We May Initially\nBuy The Securities In The Secondary Market And The Value We May Initially Use For Customer Account Statements, If We Provide Any Customer\nAccount Statements At All, May Not Be Indicative Of Future Prices Of Your Securities — Assuming that all relevant factors remain\nconstant after the pricing date, the price at which Barclays Capital Inc. may initially buy or sell the securities in the secondary market\n(if Barclays Capital Inc. makes a market in the securities, which it is not obligated to do) and the value that we may initially use for\ncustomer account statements, if we provide any customer account statements at all, may exceed our estimated value of the securities on\nthe pricing date, as well as the secondary market value of the securities, for a temporary period after the initial issue date of the\nsecurities. The price at which Barclays Capital Inc. may initially buy or sell the securities in the secondary market and the value that\nwe may initially use for customer account statements may not be indicative of future prices of your securities.

PS-16

Market Linked Securities—Auto-Callable with Leveraged Upside Participation and Contingent Downside

Principal at Risk Securities Linked to the Lowest Performing of the Dow Jones Industrial Average^® and the S&P 500^® due November 1, 2029

Hypothetical\nExamples and Returns

The payout profile, return table and examples\nbelow illustrate hypothetical payments upon an automatic call or at stated maturity for a $1,000 principal amount security on a hypothetical\noffering of securities under various scenarios, with the assumptions set forth in the table below. Terms used for purposes of these hypothetical\nexamples do not represent the actual starting level, threshold level or ending level of either Index applicable to the securities. The\nactual amount you receive upon automatic call or at stated maturity and resulting pre-tax total rate of return will depend on the actual\nterms of the securities. You should not take these examples as an indication or assurance of the expected performance of the securities.\nThese examples are for purposes of illustration only. The values used in the examples may have been rounded for ease of analysis. The\nexamples below do not take into account any tax consequences from investing in the securities.

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

Call Premium:	12.15% of the principal amount or $121.50 per security
Upside Participation Rate:	125%
Hypothetical Starting Level:	For each Index, 100.00
Hypothetical Threshold Level:	For each Index, 80.00 (80% of its hypothetical starting level)

The hypothetical starting level of 100.00 for\neach Index has been chosen for illustrative purposes only and does not represent the actual starting level for either Index. The actual\nstarting level and threshold level for each Index are set forth under “Terms of the Securities” above. For historical closing\nlevels of the Indices, see the historical information set forth under the sections titled “The Dow Jones Industrial Average^®”\nand “The S&P 500^® Index” below. We cannot predict the closing level of the Indices on any day during the\nterm of the securities, including on the call date or the calculation day.

Hypothetical Payout Profile

$\"\"$

PS-17

Market Linked Securities—Auto-Callable with Leveraged Upside Participation and Contingent Downside

Principal at Risk Securities Linked to the Lowest Performing of the Dow Jones Industrial Average^® and the S&P 500^® due November 1, 2029

Hypothetical Returns

If the securities are automatically called:

If the securities are automatically called prior\nto stated maturity, you will receive the principal amount of your securities plus the call premium, resulting in a hypothetical payment\nupon automatic call of $1,121.50 per security and a hypothetical pre-tax total rate of return of 12.15%.

If the securities are not automatically called:\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 Hypothetical \n ending level of the lowest performing Index\non the calculation day	\n Hypothetical \n index return of the lowest performing Index\non the calculation day	Hypothetical maturity payment amount per security	Hypothetical pre-tax total rate of return
175.00	75.00%	$1,937.50	93.75%
150.00	50.00%	$1,625.00	62.50%
140.00	40.00%	$1,500.00	50.00%
130.00	30.00%	$1,375.00	37.50%
120.00	20.00%	$1,250.00	25.00%
110.00	10.00%	$1,125.00	12.50%
105.00	5.00%	$1,062.50	6.25%
100.00	0.00%	$1,000.00	0.00%
95.00	-5.00%	$1,000.00	0.00%
90.00	-10.00%	$1,000.00	0.00%
80.00	-20.00%	$1,000.00	0.00%
79.00	-21.00%	$790.00	-21.00%
70.00	-30.00%	$700.00	-30.00%
60.00	-40.00%	$600.00	-40.00%
50.00	-50.00%	$500.00	-50.00%
25.00	-75.00%	$250.00	-75.00%
0.00	-100.00%	$0.00	-100.00%

Hypothetical Examples Of Payment Upon An Automatic\nCall Or At Stated Maturity

Example 1. The closing level of the lowest\nperforming Index on the call date is greater than or equal to its starting level. As a result, the securities are automatically called\non the call date.

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

	INDU Index	SPX Index
Hypothetical starting level:	100.00	100.00
Hypothetical closing level on the call date:	160.00	175.00
Hypothetical index return on the call date:	60.00%	75.00%

Step 1: Determine which Index is the lowest\nperforming Index on the call date.

In this example, the INDU Index has the lowest\nindex return on the call date and is, therefore, the lowest performing Index on that day.

Step 2: Determine the payment amount based\non the hypothetical closing level of the lowest performing Index on the call date.

Because the hypothetical closing level of the\nlowest performing Index on the call date is greater than or equal to its hypothetical starting level, the securities are automatically\ncalled on the call date and you will receive on the call settlement date the principal amount of your securities plus a call premium of\n12.15% of the principal amount. Even though the lowest performing Index on the call date appreciated by 60.00% from its starting level\nto its closing level on the call date in this example, your return is limited to the call premium of 12.15%.

On the call settlement date, you would receive\n$1,121.50 per security.

PS-18

Market Linked Securities—Auto-Callable with Leveraged Upside Participation and Contingent Downside

Principal at Risk Securities Linked to the Lowest Performing of the Dow Jones Industrial Average^® and the S&P 500^® due November 1, 2029

Example 2. The securities are not automatically\ncalled. The maturity payment amount is greater than the principal amount.

\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

	INDU Index	SPX Index
Hypothetical starting level:	100.00	100.00
Hypothetical closing level on the call date:	75.00	65.00
Hypothetical index return on the call date:	-25.00%	-35.00%
Hypothetical ending level:	120.00	110.00
Hypothetical threshold level:	80.00	80.00
Hypothetical index return on the calculation day:	20.00%	10.00%

Step 1: Determine which Index is the lowest\nperforming Index on the call date.

In this example, the SPX Index has the lowest\nindex return on the call date and is, therefore, the lowest performing Index on that day.

Because the hypothetical closing level of the\nlowest performing Index on the call date is less than its hypothetical starting level, the securities are not automatically called.

Step 2: Determine which Index is the lowest\nperforming Index on the calculation day.

In this example, the SPX Index has the lowest\nindex return on the calculation day and is, therefore, the lowest performing Index on that day.

Step 3: Determine the maturity payment\namount based on the ending level of the lowest performing Index on the calculation day.

Because the hypothetical ending level of the lowest\nperforming Index on the calculation day is greater than its hypothetical starting level, the maturity payment amount per security would\nbe equal to:

$1,000 + ($1,000 × index return of the lowest\nperforming Index on the calculation day × upside participation rate)

= $1,000 + ($1,000 × 10.00% × 125%)

= $1,125.00

On the stated maturity date, you would receive\n$1,125.00 per security.

Example 3. The securities are not automatically\ncalled. The maturity payment amount is equal to the principal amount.

\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

	INDU Index	SPX Index
Hypothetical starting level:	100.00	100.00
Hypothetical closing level on the call date:	70.00	95.00
Hypothetical index return on the call date:	-30.00%	-5.00%
Hypothetical ending level:	95.00	120.00
Hypothetical threshold level:	80.00	80.00
Hypothetical index return on the calculation day:	-5.00%	20.00%

Step 1: Determine which Index is the lowest\nperforming Index on the call date.

In this example, the INDU Index has the lowest\nindex return on the call date and is, therefore, the lowest performing Index on that day.

Because the hypothetical closing level of the\nlowest performing Index on the call date is less than its hypothetical starting level, the securities are not automatically called.

Step 2: Determine which Index is the lowest\nperforming Index on the calculation day.

In this example, the INDU Index has the lowest\nindex return on the calculation day and is, therefore, the lowest performing Index on that day.

Step 3: Determine the maturity payment\namount based on the ending level of the lowest performing Index on the calculation day.

Because the hypothetical ending level of the lowest\nperforming Index on the calculation day is less than its hypothetical starting level, but not by more than 20%, you would be repaid the\nprincipal amount of your securities at maturity.

On the stated maturity date, you would receive\n$1,000.00 per security.

PS-19

Market Linked Securities—Auto-Callable with Leveraged Upside Participation and Contingent Downside

Principal at Risk Securities Linked to the Lowest Performing of the Dow Jones Industrial Average^® and the S&P 500^® due November 1, 2029

Example 4. The securities are not automatically\ncalled. The maturity payment amount is less than the principal amount.

\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

	INDU Index	SPX Index
Hypothetical starting level:	100.00	100.00
Hypothetical closing level on the call date:	85.00	95.00
Hypothetical index return on the call date:	-15.00%	-5.00%
Hypothetical ending level:	120.00	50.00
Hypothetical threshold level:	80.00	80.00
Hypothetical index return on the calculation day:	20.00%	-50.00%

Step 1: Determine which Index is the lowest\nperforming Index on the call date.

In this example, the INDU Index has the lowest\nindex return on the call date and is, therefore, the lowest performing Index on that day.

Because the hypothetical closing level of the\nlowest performing Index on the call date is less than its hypothetical starting level, the securities are not automatically called.

Step 2: Determine which Index is the lowest\nperforming Index on the calculation day.

In this example, the SPX Index has the lowest\nindex return on the calculation day and is, therefore, the lowest performing Index on that day.

Step 3: Determine the maturity payment\namount based on the ending level of the lowest performing Index on the calculation day.

Because the hypothetical ending level of the lowest\nperforming Index on the calculation day is less than its hypothetical starting level by more than 20%, you would lose a portion of the\nprincipal amount of your securities and receive the maturity payment amount equal to:

$1,000 + ($1,000 × index return of the lowest\nperforming Index on the calculation day)

= $1,000 + ($1,000 × -50.00%)

= $500.00

On the stated maturity date, you would receive\n$500.00 per security.

This example illustrates that you will be fully\nexposed to a decrease in the lowest performing Index on the calculation day if the ending level of the lowest performing Index on the\ncalculation day is less than its threshold level, even if the ending level of the other Index has appreciated or has not declined below\nits threshold level.

PS-20

Market Linked Securities—Auto-Callable with Leveraged Upside Participation and Contingent Downside

Principal at Risk Securities Linked to the Lowest Performing of the Dow Jones Industrial Average^® and the S&P 500^® due November 1, 2029

The\nDow Jones Industrial Average^®

The INDU Index is a price-weighted index that\nseeks to measure the performance of 30 U.S. blue-chip companies. The INDU Index covers all industries with the exception of the transportation\nindustry group and the utilities sector. For more information about the INDU Index, see “Indices—The Dow Jones Industrial\nAverage^®” in the accompanying underlying supplement.

Historical Information

We obtained the closing levels of the INDU Index\ndisplayed in the graph below from Bloomberg Professional^® service (“Bloomberg”) without independent\nverification. The historical performance of the INDU Index should not be taken as an indication of the future performance of the INDU\nIndex. Future performance of the INDU Index may differ significantly from historical performance, and no assurance can be given as to\nthe closing levels of the INDU Index during the term of the securities, including on the call date or the calculation day. We cannot give\nyou assurance that the performance of the INDU Index will not result in a loss on your initial investment.

The following graph sets forth daily closing levels\nof the INDU Index for the period from January 1, 2021 to October 28, 2026. The closing level on October 28, 2026 was 52,475.10.

$\"\"$

* The dotted line indicates the threshold level\nof 80% of the starting level of the INDU Index.

PAST PERFORMANCE IS NOT INDICATIVE\nOF FUTURE RESULTS.

PS-21

Market Linked Securities—Auto-Callable with Leveraged Upside Participation and Contingent Downside

Principal at Risk Securities Linked to the Lowest Performing of the Dow Jones Industrial Average^® and the S&P 500^® due November 1, 2029

The\nS&P 500^® Index

The SPX Index consists of stocks of 500 companies\nselected to provide a performance benchmark for the U.S. equity markets. For more information about the SPX Index, see “Indices—The\nS&P U.S. Indices” in the accompanying underlying supplement.

Historical Information

We obtained the closing levels of the SPX Index\ndisplayed in the graph below from Bloomberg without independent verification. The historical performance of the SPX Index should not be\ntaken as an indication of the future performance of the SPX Index. Future performance of the SPX Index may differ significantly from historical\nperformance, and no assurance can be given as to the closing levels of the SPX Index during the term of the securities, including on the\ncall date or the calculation day. We cannot give you assurance that the performance of the SPX Index will not result in a loss on your\ninitial investment.

The following graph sets forth daily closing levels\nof the SPX Index for the period from January 1, 2021 to October 28, 2026. The closing level on October 28, 2026 was 7,743.98.

$\"\"$

* The dotted line indicates the threshold level\nof 80% of the starting level of the SPX Index.

PAST PERFORMANCE IS NOT\nINDICATIVE OF FUTURE RESULTS.

PS-22

Market Linked Securities—Auto-Callable with Leveraged Upside Participation and Contingent Downside

Principal at Risk Securities Linked to the Lowest Performing of the Dow Jones Industrial Average^® and the S&P 500^® due November 1, 2029

Tax\nConsiderations

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

As discussed in the section entitled “Material\nU.S. Federal Income Tax Consequences” in the accompanying prospectus supplement, we have not attempted to ascertain whether any\nissuer of any shares (or other equity interests) to which a security relates is a U.S. real property holding corporation (“USRPHC”)\nor a passive foreign investment company (“PFIC”). If any such issuer were so treated, certain adverse U.S. federal income\ntax consequences might apply, 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\nyour tax advisor regarding these issues, including the effect any circumstances specific to you may have on the U.S. federal income tax\nconsequences of your ownership of a security.

Based on current market conditions, in the opinion\nof our special tax counsel, it is reasonable to treat the securities for U.S. federal income tax purposes as prepaid forward contracts\nwith respect to the Indices. Assuming this treatment is respected, if you are a U.S. holder, upon a sale or exchange of the securities\n(including redemption upon an automatic call or at maturity), you should recognize capital gain or loss equal to the difference between\nthe amount realized on the sale or exchange and your tax basis in the securities, which should equal the amount you paid to acquire the\nsecurities. This gain or loss on your securities should be treated as short-term capital gain or loss unless you hold the securities for\nmore than a year, in which case the gain or loss should be long-term capital gain or loss, whether or not you are an initial purchaser\nof the securities at the original issue price. The deductibility of capital losses is subject to limitations. However, the IRS or a court\nmay not respect this treatment, in which case the timing and character of any income or loss on the securities could be materially and\nadversely affected. In addition, in 2007 the U.S. Treasury Department and the IRS released a notice requesting comments on the U.S. federal\nincome tax treatment of “prepaid forward contracts” and similar instruments. The notice focuses in particular on whether to\nrequire investors in these instruments to accrue income over the term of their investment. It also asks for comments on a number of related\ntopics, including the character of income or loss with respect to these instruments; the relevance of factors such as the nature of the\nunderlying property to which the instruments are linked; the degree, if any, to which income (including any mandated accruals) realized\nby non-U.S. investors should be subject to withholding tax; and whether these instruments are or should be subject to the “constructive\nownership” regime, which very generally can operate to recharacterize certain long-term capital gain as ordinary income and impose\na notional interest charge. While the notice requests comments on appropriate transition rules and effective dates, any Treasury regulations\nor other guidance promulgated after consideration of these issues could materially and adversely affect the tax consequences of an investment\nin the securities, possibly with retroactive effect. You should consult your tax advisor regarding the U.S. federal income tax consequences\nof an investment in the securities, including possible alternative treatments and the issues presented by this notice.

Treasury regulations under Section 871(m) generally\nimpose a withholding tax on certain “dividend equivalents” under certain “equity linked instruments.” A recent\nIRS notice excludes from the scope of Section 871(m) instruments issued prior to January 1, 2029 that do not have a “delta of one”\nwith respect to underlying securities that could pay U.S.-source dividends for U.S. federal income tax purposes (each an “Underlying\nSecurity”). Based on our representation that the securities do not have a “delta of one” within the meaning of the regulations,\nour special tax counsel believes that these regulations should not apply to the securities with regard to non-U.S. holders, and we have\ndetermined to treat the securities as not being subject to Section 871(m). Our determination is not binding on the IRS, and the IRS may\ndisagree with this determination. Section 871(m) is complex and its application may depend on your particular circumstances, including\nwhether you enter into other transactions with respect to an Underlying Security. You should consult your tax advisor regarding the potential\napplication of Section 871(m) to the securities.

Non-U.S. holders should also discuss with their\ntax advisors the estate tax consequences of investing in the securities.

PS-23

Market Linked Securities—Auto-Callable with Leveraged Upside Participation and Contingent Downside

Principal at Risk Securities Linked to the Lowest Performing of the Dow Jones Industrial Average^® and the S&P 500^® due November 1, 2029

Validity\nof the Securities

In the opinion of Davis Polk & Wardwell LLP,\nas special United States products counsel to Barclays Bank PLC, when the securities offered by this pricing supplement have been issued\nby Barclays Bank PLC pursuant to the indenture, the trustee has made, in accordance with instructions from Barclays Bank PLC, appropriate\nentries or notations in its records relating to the master global note that represents such securities (the “master note”),\nand such securities have been delivered against payment as contemplated herein, such securities will be valid and binding obligations\nof Barclays Bank PLC, enforceable in accordance with their terms, subject to applicable bankruptcy, insolvency and similar laws affecting\ncreditors’ rights generally, concepts of reasonableness and equitable principles of general applicability (including, without limitation,\nconcepts of good faith, fair dealing and the lack of bad faith) and possible judicial or regulatory actions or application giving effect\nto governmental actions or foreign laws affecting creditors’ rights, provided that such counsel expresses no opinion as to\n(i) the effect of fraudulent conveyance, fraudulent transfer or similar provision of applicable law on the conclusions expressed above\nor (ii) the validity, legally binding effect or enforceability of any provision that permits holders to collect any portion of the stated\nprincipal amount upon acceleration of the securities to the extent determined to constitute unearned interest. This opinion is given as\nof the date hereof and is limited to the laws of the State of New York, except that such counsel expresses no opinion as to (i) any law,\nrule or regulation that is applicable to Barclays Bank PLC, the indenture or the securities (together with the indenture, the “Documents”)\nor such transactions solely because such law, rule or regulation is part of a regulatory regime applicable to any party to any of the\nDocuments or any of its affiliates due to the specific assets or business of such party or such affiliate or (ii) any law, rule or regulation\nrelating to national security. Insofar as this opinion involves matters governed by English law, Davis Polk & Wardwell LLP has relied,\nwith Barclays Bank PLC’s permission, on the opinion of Davis Polk & Wardwell London LLP, dated as of June 11, 2026, filed as\nan exhibit to a report on Form 6-K by Barclays Bank PLC on June 11, 2026, and this opinion is subject to the same assumptions, qualifications\nand limitations as set forth in such opinion of Davis Polk & Wardwell London LLP. In addition, this opinion is subject to customary\nassumptions about the trustee’s authorization, execution and delivery of the indenture and its authentication of the master note\nand the validity, binding nature and enforceability of the indenture with respect to the trustee, all as stated in the opinion of Davis\nPolk & Wardwell LLP, dated June 11, 2026, which has been filed as an exhibit to the report on Form 6-K referred to above.

PS-24

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