[{"_1":2,"_3":-5,"_4":-5},"loaderData",{"_5":6,"_7":8},"actionData","errors","root",{"_97":98},"routes/item",{"_9":10},"item",{"_11":12,"_13":14,"_15":16,"_17":18,"_19":20,"_21":-5,"_22":23,"_24":25,"_26":27,"_28":29,"_30":29,"_31":32,"_33":34,"_35":36,"_37":38,"_39":40,"_41":42,"_43":44,"_45":-5,"_46":47,"_48":-5,"_49":-5,"_50":51,"_52":53,"_54":55,"_56":57,"_58":57,"_59":60,"_61":40,"_62":63},"id","vvbqk2u1ves38orepf1tyinz7","revision",2,"title","Barclays Bank PLC发行与Dell Technologies挂钩的自动赎回证券","originalTitle","BARCLAYS BANK PLC (0000312070) (Filer)","summary","Barclays Bank PLC发行总额458.5万美元、挂钩Dell Technologies C类普通股的自动赎回证券，每份本金1,000美元，期限至2027年11月2日。","reason","source",{"_11":87,"_88":89,"_90":91,"_92":57,"_93":94,"_95":96},"links",{"_84":85,"_63":86},"publishedAt","2026-11-03T20:59:08.000Z","discoveredAt","2026-11-03T21:06:39.270Z","timelineAt","category","ai-products","tags",[82,83],"stockSymbols",[80,81],"score",36,"selected",false,"channel","news","story",{"_72":73,"_15":74},"x","readingMode","full","author","language","body",{"_76":-5,"_63":77,"_78":-5,"_79":40},"outline",[],"relatedStories",[75],"indexable",true,"markdownAvailable","group",{"_64":65,"_43":66,"_67":68,"_69":70,"_71":70},"hasTranslation","bodyLanguage","original","factId","fqyUzxWanBKE",{"_72":73,"_15":74},"reportCount",1,"additionalSourceCount",0,"developmentCount","publicId","240c8eb5-3b86-4d43-9b57-f7cd88e4dbdc","巴克莱发行挂钩戴尔的自动赎回证券",{"_72":73,"_15":74},"zh","\n \n \n \n \n \n

PRICING SUPPLEMENT dated October 30,\n 2026

(To the Prospectus dated May 15, 2025,

the Prospectus Supplement dated May\n 15, 2025 and

the Product Supplement No. WF-1 dated\n May 20, 2025)

Filed Pursuant\n to Rule 424(b)(2)

Registration Statement\n No. 333-287303

$\"barclays$

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

Barclays Bank PLC

Global Medium-Term Notes, Series\nA

$4,585,000 Market Linked Securities—Auto-Callable\nwith Contingent Coupon and Contingent Downside

Principal at Risk Securities Linked to the\nClass C Common Stock of Dell Technologies Inc. due November 2, 2027

n Linked\nto the Class C common stock of Dell Technologies Inc. (the “Underlying Stock”)

n Unlike\nordinary debt securities, the securities do not provide for fixed payments of interest, do not guarantee any return of principal at stated\nmaturity and are subject to potential automatic call prior to stated maturity upon the terms described below. Whether the securities\npay a contingent coupon, whether the securities are automatically called prior to stated maturity and, if the securities are not automatically\ncalled, whether you are repaid the principal amount of your securities at stated maturity will depend in each case on the stock closing\nprice of the Underlying Stock on the relevant calculation day.

n Contingent\nCoupon. The securities will pay a contingent coupon on a monthly basis until the earlier of stated maturity or automatic call if\nthe stock closing price of the Underlying Stock on the calculation day for the relevant month is greater than or equal to the threshold\nprice. However, if the stock closing price of the Underlying Stock on a calculation day is less than the threshold price, you will not\nreceive any contingent coupon for the relevant month. If the stock closing price of the Underlying Stock on each calculation day is less\nthan the threshold price, you will not receive any contingent coupons throughout the entire term of the securities. The contingent coupon\nrate is 24.50% per annum.

n Automatic\nCall. If the stock closing price of the Underlying Stock on any of the calculation days scheduled to occur from April 2027 to September\n2027, inclusive, is greater than or equal to the starting price, the securities will be automatically called for the principal amount\nplus the contingent coupon payment otherwise due. The securities will not be subject to automatic call until approximately six months\nafter their issue date.

n Potential\nLoss of Principal. If the securities are not automatically called prior to stated maturity, you will receive the principal amount\nat stated maturity if the stock closing price of the Underlying Stock on the final calculation day is greater than or equal to the threshold\nprice. If the stock closing price of the Underlying Stock on the final calculation day is less than the threshold price, you will lose\nmore than 40%, and possibly all, of the principal amount of your securities.

n The\nthreshold price is equal to 60% of the starting price.

n You\nwill not participate in any appreciation of the Underlying Stock.

n 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.

n No\nfixed periodic interest payments or dividends

n 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 and the product supplement no. WF-1 dated May 20, 2025, as supplemented\nor 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-11 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 relevant\nU.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	$15.75	$984.25
Total	$4,585,000.00	$72,213.75	$4,512,786.25

⁽¹⁾

Our\n estimated value of the securities on the pricing date, based on our internal pricing models,\n is $958.20 per security. The estimated value is less than the original offering price of\n the securities. See “Additional Information Regarding Our Estimated Value of the Securities”\n on page PS-6 of this pricing supplement.

⁽²⁾

Wells\n Fargo Securities, LLC (“WFS”) and Barclays Capital Inc. are the agents for the\n distribution of the securities and are acting as principal. The agent will receive an underwriting\n discount of $15.75 per security. Barclays Capital Inc. will sell the securities to WFS at\n the original offering price of the securities less a concession of $15.75 per security. WFS\n may provide dealers, which may include Wells Fargo Advisors (“WFA”) (the trade\n name of the retail brokerage business of WFS’s affiliates, Wells Fargo Clearing Services,\n LLC and Wells Fargo Advisors Financial Network, LLC), with a selling concession of $10.00\n per security. In addition to the concession allowed to WFA, WFS may pay $0.75 per security\n of the agent’s discount to WFA as a distribution expense fee for each security sold\n by WFA. See “Terms of the Securities—Supplemental Plan of Distribution”\n in this pricing supplement for further information.

⁽³⁾

In\n respect of certain securities sold in this offering, Barclays Capital Inc. may pay a fee\n of up to $2.00 per security to selected securities dealers in consideration for marketing\n and other services in connection with the distribution of the securities to other securities\n dealers.

\n \n \n \n

Wells Fargo Securities

Barclays Capital Inc.

Market Linked Securities—Auto-Callable with Contingent Coupon and Contingent Downside

Principal at Risk Securities Linked to the Class C Common Stock of Dell Technologies Inc. due November 2, 2027

Terms\nof the Securities

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

Issuer:	Barclays Bank PLC
Market Measure¹:	The Class C common stock of Dell Technologies Inc. (Bloomberg ticker symbol “DELL UN<Equity>”) (the “Underlying Stock”). We refer to the issuer of the Underlying Stock as the “Underlying Stock Issuer.”
Pricing Date:	October 30, 2026
Issue Date:	November 4, 2026
Final Calculation Day²:	October 28, 2027
Stated Maturity Date²:	November 2, 2027
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.
Contingent Coupon Payment:	\n On each contingent coupon payment date, you\nwill receive a contingent coupon payment at a per annum rate equal to the contingent coupon rate if the stock closing price of the Underlying\nStock on the related calculation day is greater than or equal to the threshold price. \n Each “contingent coupon payment,”\nif any, will be calculated per security as follows: \n ($1,000 × contingent coupon rate) /\n12 \n Any contingent coupon payments will be rounded\nto the nearest cent, with one-half cent rounded upward. \n If\nthe stock closing price of the Underlying Stock on any calculation day is less than the threshold price, you will not receive any contingent\ncoupon payment on the related contingent coupon payment date. If the stock closing price of the Underlying Stock on each calculation\nday is less than the threshold price, you will not receive any contingent coupon payments over the term of the securities. \n Any return on the securities will be limited\nto the sum of your contingent coupon payments, if any, even if the stock closing price of the Underlying Stock on any calculation day\nsignificantly exceeds the starting price. You will not participate in any appreciation of the Underlying Stock.
Contingent Coupon Payment Dates²:	Monthly, on the third business day following each calculation day, provided that the contingent coupon payment date with respect to the final calculation day will be the stated maturity date
Contingent Coupon Rate:	The “contingent coupon rate” is 24.50% per annum.
Automatic Call:	\n If the stock closing price of the Underlying\nStock on any of the calculation days scheduled to occur from April 2027 to September 2027, inclusive, is greater than or equal to the\nstarting price, the securities will be automatically called, and on the related call settlement date you will be entitled to receive\na cash payment per security in U.S. dollars equal to the principal amount plus the contingent coupon payment otherwise due. The securities\nwill not be subject to automatic call until the sixth calculation day, which is approximately six months after the issue date. \n If the securities are automatically called,\nthey will cease to be outstanding on the related call settlement date and you will have no further rights under the securities after\nthat call settlement date. You will not receive any notice from us if the securities are automatically called.
Calculation Days²:	Monthly, on the 28th day of each month, commencing November 2026 and ending October 2027, provided that the October 2027 calculation day will be the final calculation day
Call Settlement Date:	The contingent coupon payment date immediately following the applicable calculation day

PS-2

Market Linked Securities—Auto-Callable with Contingent Coupon and Contingent Downside

Principal at Risk Securities Linked to the Class C Common Stock of Dell Technologies Inc. due November 2, 2027

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

Maturity Payment Amount:	\n If the securities are not automatically called\nprior to the stated maturity date, you will be entitled to receive on the stated maturity date a cash payment per security in U.S. dollars\nequal to the maturity payment amount (in addition to any contingent coupon payment otherwise due). The “maturity payment amount”\nper security will equal: \n ·\t if\nthe ending price is greater than or equal to the threshold price: $1,000; or \n ·\t if\nthe ending price is less than the threshold price: \n $1,000\n× performance factor \n If the securities are not automatically\ncalled prior to stated maturity and the ending price is less than the threshold price, you will lose more than 40%, and possibly all,\nof the principal amount of your securities at stated maturity. \n Any payment on the securities, including\nany repayment of principal, is subject to the creditworthiness of Barclays Bank PLC and is not guaranteed by any third party. If Barclays\nBank 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.\nresolution authority, you might not receive any amounts owed to you under the securities.
Performance Factor:	The ending price divided by the starting price.
Threshold Price:	$254.58, which is equal to 60% of the starting price
Starting Price:	$424.30, which is the stock closing price of the Underlying Stock on the pricing date
Stock Closing Price¹:	“Stock closing price” has the meaning set forth under “General Terms of the Securities—Certain Terms for Securities Linked to an Underlying Stock—Certain Definitions” in the product supplement. The stock closing price of the Underlying Stock is subject to adjustment through the adjustment factor as described in the product supplement.
Ending Price:	The “ending price” will be the stock closing price of the Underlying Stock on the final calculation day.
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:	06749LGL4 / US06749LGL45

PS-3

Market Linked Securities—Auto-Callable with Contingent Coupon and Contingent Downside

Principal at Risk Securities Linked to the Class C Common Stock of Dell Technologies Inc. due November 2, 2027

\n \n \n \n

Supplemental Plan of Distribution:

Wells Fargo Securities, LLC (“WFS”)\nand Barclays Capital Inc. will act as agents for the securities. The agent will receive an underwriting discount of $15.75 per security.\nBarclays Capital Inc. will sell the securities to WFS at the original offering price of the securities less a concession of $15.75 per\nsecurity. WFS may provide dealers, which may include Wells Fargo Advisors (“WFA”) (the trade name of the retail brokerage\nbusiness of WFS’s affiliates, Wells Fargo Clearing Services, LLC and Wells Fargo Advisors Financial Network, LLC), with a selling\nconcession of $10.00 per security. In addition to the concession allowed to WFA, WFS may pay $0.75 per security of the agent’s\ndiscount to WFA as a distribution expense fee for each security sold by WFA.

In addition, in respect of certain securities\nsold in this offering, Barclays may pay a fee of up to $2.00 per security to selected securities dealers in consideration for marketing\nand other services in connection with the distribution of the securities to other securities dealers.

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 In\nthe case of certain corporate events related to the Underlying Stock, the calculation agent may adjust the adjustment factor of the Underlying\nStock if the calculation agent determines that the event has a diluting or concentrative effect on the theoretical value of the shares\nof the Underlying Stock. Upon the occurrence of certain reorganization events with respect to the Underlying Stock, the calculation agent\nwill make adjustments to reflect the amount and type of property deliverable for one share of the Underlying Stock as a result of that\nreorganization event. The Underlying Stock may be replaced with another stock selected by the calculation agent upon the occurrence of\ncertain replacement stock events. For more information, see “General Terms of the Securities—Certain Terms for Securities\nLinked to an Underlying Stock—Adjustment Events” in the accompanying product supplement.

² If\nany calculation day is not a trading day, that calculation day will be postponed to the next succeeding trading day. A calculation day\nwill also be postponed if a market disruption event occurs on that calculation day as described under “General Terms of the Securities—Consequences\nof a Market Disruption Event; Postponement of a Calculation Day—Securities Linked to a Single Market Measure” 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 final calculation\nday is postponed as described under “General Terms of the Securities—Payment Dates” in the accompanying product supplement.

PS-4

Market Linked Securities—Auto-Callable with Contingent Coupon and Contingent Downside

Principal at Risk Securities Linked to the Class C Common Stock of Dell Technologies Inc. due November 2, 2027

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 and the product supplement no. WF-1 dated May 20, 2025. This pricing supplement,\ntogether with the documents listed below, contains the terms of the securities and supersedes all prior or contemporaneous oral statements\nas well as any other written materials including preliminary or indicative pricing terms, correspondence, trade ideas, structures for\nimplementation, sample structures, brochures or other educational materials of ours. You should carefully consider, among other things,\nthe matters set forth under “Risk Factors” in the prospectus supplement and “Selected Risk Considerations” in\nthis pricing supplement, as the securities involve risks not associated with conventional debt securities. We urge you to consult your\ninvestment, 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 or product\nsupplement, the information and terms in this pricing supplement will control. To the extent the information or terms in the product supplement\nare different from or inconsistent with the information or terms in the prospectus or prospectus supplement, the information and terms\nin 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

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 Contingent Coupon and Contingent Downside

Principal at Risk Securities Linked to the Class C Common Stock of Dell Technologies Inc. due November 2, 2027

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-11 of this pricing supplement.

PS-6

Market Linked Securities—Auto-Callable with Contingent Coupon and Contingent Downside

Principal at Risk Securities Linked to the Class C Common Stock of Dell Technologies Inc. due November 2, 2027

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 Contingent Coupon and Contingent Downside

Principal at Risk Securities Linked to the Class C Common Stock of Dell Technologies Inc. due November 2, 2027

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 fixed periodic interest or coupon\npayments or other non-contingent sources of current income.

You do not anticipate that the ending price will be less than the threshold\nprice, and you are willing and able to accept the risk that, if it is, you will lose more than 40%, and possibly all, of the principal\namount of your securities at stated maturity.

You do not anticipate that the stock closing price of the Underlying Stock\nwill be less than the threshold price on any calculation day, and you are willing and able to accept the risk that, if it is, you may\nreceive few or no contingent coupon payments over the term of the securities.

You are willing and able to forgo participation in any appreciation of the\nUnderlying Stock, and you understand that any return on your investment will be limited to the contingent coupon payments that may be\npayable on the securities.

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

You understand and accept that you will not be entitled to receive dividends\nor distributions that may be paid to holders of the Underlying Stock, nor will you have any voting rights with respect to the Underlying\nStock.

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

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

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

You are willing and able to consent to the exercise of any U.K. Bail-in\nPower by 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 fixed periodic interest or coupon payments or other non-contingent\nsources of current income.

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

You anticipate that the ending price will be less than the threshold price, or you are unwilling or unable\nto accept the risk that, if it is, you will lose more than 40%, and possibly all, of the principal amount of your securities at stated\nmaturity.

You anticipate that the stock closing price of the Underlying Stock will be less than the threshold price\non any calculation day, or you are unwilling or unable to accept the risk that, if it is, you may receive few or no contingent coupon\npayments over the term of the securities.

You seek exposure to any upside performance of the Underlying Stock or you seek an investment with a return\nthat is not limited to the contingent coupon payments that may be payable on the securities.

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

You seek an investment that entitles you to dividends or distributions on, or voting rights related to,\nthe Underlying Stock.

You are unwilling or unable to accept the risk that the securities may be automatically called prior to\nstated maturity and that you may not be able to reinvest your money in an alternative investment with comparable risk and yield.

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

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

You are unwilling or unable to consent to the exercise of any U.K. Bail-in Power by any relevant U.K.\nresolution 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-11 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 Underlying Stock, please see the section\ntitled “The Class C Common Stock of Dell Technologies Inc.” below.

PS-8

Market Linked Securities—Auto-Callable with Contingent Coupon and Contingent Downside

Principal at Risk Securities Linked to the Class C Common Stock of Dell Technologies Inc. due November 2, 2027

Determining\nPayment on a Contingent Coupon Payment Date and at Maturity

On each contingent coupon payment date prior to the stated maturity\ndate, whether you receive a contingent coupon payment and, if the contingent coupon payment date is also a potential call settlement date,\nwhether the securities are automatically called will each be determined based on the stock closing price of the Underlying Stock on the\nrelated calculation day.

Determine if the securities are automatically called and whether a\ncontingent coupon payment is paid on the applicable contingent coupon payment date prior to the stated maturity date, based on the stock\nclosing price of the Underlying Stock on the relevant calculation day, as follows:

$\"\"$

On the stated maturity date, if the securities have not been automatically\ncalled prior to the stated maturity date, you will receive a cash payment per security (the maturity payment amount) calculated as described\nbelow.

Calculate the maturity payment amount based on the ending price on\nthe final calculation day, as follows:

$\"\"$

PS-9

Market Linked Securities—Auto-Callable with Contingent Coupon and Contingent Downside

Principal at Risk Securities Linked to the Class C Common Stock of Dell Technologies Inc. due November 2, 2027

Hypothetical\nPayout Profile

The following profile illustrates the potential\nmaturity payment amount on the securities (excluding any contingent coupon payment otherwise due) for a range of hypothetical performances\nof the Underlying Stock on the final calculation day from the starting price to the ending price, assuming the securities have not been\nautomatically called prior to the stated maturity date. As this profile illustrates, in no event will you have a positive rate of return\nbased solely on the maturity payment amount received at maturity; any positive return will be based solely on the contingent coupon payments,\nif any, received during the term of the securities. This graph has been prepared for purposes of illustration only. Your actual return\nwill depend on the actual ending price and whether you hold your securities to stated maturity.

$\"\"$

PS-10

Market Linked Securities—Auto-Callable with Contingent Coupon and Contingent Downside

Principal at Risk Securities Linked to the Class C Common Stock of Dell Technologies Inc. due November 2, 2027

Selected\nRisk Considerations

An investment in the securities involves significant\nrisks. Investing in the securities is not equivalent to investing directly in the Underlying Stock. Some of the risks that apply to an\ninvestment in the securities are summarized below, but we urge you to read the more detailed explanation of risks relating to the securities\ngenerally in the “Risk Factors” sections of the product supplement and prospectus supplement. You should not purchase the\nsecurities 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 Prior To Stated Maturity, You May Lose Some Or All Of\nThe Principal Amount Of Your Securities At Stated Maturity — We will not repay you a fixed amount on your securities at stated\nmaturity. If the securities are not automatically called prior to stated maturity, you will receive a maturity payment amount that will\nbe equal to or less than the principal amount, depending on the ending price.

If the ending price\nis less than the threshold price, the maturity payment amount will be less than the principal amount and you will have full downside exposure\nto the decrease in the price of the Underlying Stock from the starting price. The threshold price for the Underlying Stock is 60% of the\nstarting price. For example, if the securities are not automatically called and the Underlying Stock has declined by 40.1% from the starting\nprice to the ending price, you will not receive any benefit of the contingent downside protection feature and you will lose 40.1% of the\nprincipal amount. As a result, you will not receive any protection if the price of the Underlying Stock declines significantly and you\nmay lose some, and possibly all, of the principal amount of your securities at stated maturity, even if the price of the Underlying Stock\nis greater than or equal to the starting price or the threshold price at certain times during the term of the securities.

Even if the ending\nprice is greater than the threshold price, the maturity payment amount will not exceed the principal amount, and your yield on the securities,\ntaking into account any contingent coupon payments you may have received during the term of the securities, may be less than the yield\nyou would earn if you bought a traditional interest-bearing debt security of Barclays Bank PLC or another issuer with a similar credit\nrating.

The Securities Do Not Provide For Fixed Payments Of Interest\nAnd You May Receive No Contingent Coupon Payments On One Or More Contingent Coupon Payment Dates, Or Even Throughout The Entire Term Of\nThe Securities — On each contingent coupon payment date you will receive a contingent coupon payment if the stock closing price\nof the Underlying Stock on the related calculation day is greater than or equal to the threshold price. If the stock closing price of\nthe Underlying Stock on any calculation day is less than the threshold price, you will not receive any contingent coupon payment on the\nrelated contingent coupon payment date, and if the stock closing price of the Underlying Stock is less than the threshold price on each\ncalculation day over the term of the securities, you will not receive any contingent coupon payments over the entire term of the securities.

You May Be Fully Exposed To The Decline In The Underlying Stock From The Starting Price, But Will Not\nParticipate In Any Positive Performance Of The Underlying Stock —Even though you will be fully exposed to a decline in the price\nof the Underlying Stock if the ending price is below the threshold price, you will not participate in any increase in the price of the\nUnderlying Stock over the term of the securities. Your maximum possible return on the securities will be limited to the sum of the contingent\ncoupon payments you receive, if any. Consequently, your return on the securities may be significantly less than the return you could achieve\non an alternative investment that provides for participation in an increase in the price of the Underlying Stock.

Higher Contingent Coupon Rates Are Associated With Greater Risk — The securities offer contingent\ncoupon payments at a higher rate, if paid, than the fixed rate we would pay on conventional debt securities of the same maturity. These\nhigher potential contingent coupon payments are associated with greater levels of expected risk as of the pricing date as compared to\nconventional debt securities, including the risk that you may not receive a contingent coupon payment on one or more, or any, contingent\ncoupon payment dates and the risk that you may lose a substantial portion, and possibly all, of the principal amount at maturity. The\nvolatility of the Underlying Stock is an important factor affecting this risk. Volatility is a measure of the degree of variation in the\nprice of the Underlying Stock over a period of time. Volatility can be measured in a variety of ways, including on a historical basis\nor on an expected basis as implied by option prices in the market. Greater expected volatility of the Underlying Stock as of the pricing\ndate may result in a higher contingent coupon rate, but it also represents a greater expected likelihood as of the pricing date that the\nstock closing price of the Underlying Stock will be less than the threshold price on one or more calculation days, such that you will\nnot receive one or more, or any, contingent coupon payments during the term of the securities, and that the stock closing price of the\nUnderlying Stock will be less than the threshold price on the final calculation day such that you will lose a substantial portion, and\npossibly all, of the principal amount at maturity. In general, the higher the contingent coupon rate is relative to the fixed rate we\nwould pay on conventional debt securities, the greater the expected risk that you will not receive one or more, or any, contingent coupon\npayments during the term of the securities and that you will lose a substantial portion, and possibly all, of the principal amount at\nmaturity.

PS-11

Market Linked Securities—Auto-Callable with Contingent Coupon and Contingent Downside

Principal at Risk Securities Linked to the Class C Common Stock of Dell Technologies Inc. due November 2, 2027

You Will Be Subject To Reinvestment Risk — If your securities are automatically called, the\nterm of the securities may be reduced to as short as approximately six months. There is no guarantee that you would be able to reinvest\nthe proceeds from an investment in the securities at a comparable return for a similar level of risk in the event the securities are automatically\ncalled prior to maturity.

Any Payment On The Securities Will Be Determined Based On The Stock Closing Prices Of The Underlying\nStock On The Dates Specified — Any payment on the securities will be determined based on the stock closing prices of the Underlying\nStock on the dates specified. You will not benefit from any more favorable values of the Underlying Stock determined at any other time.

Owning The Securities Is Not The Same As Owning The Underlying Stock — The return on your\nsecurities may not reflect the return you would realize if you actually owned the Underlying Stock. For instance, as a holder of the securities,\nyou will not have voting rights or rights to receive cash dividends or other distributions or any other rights that holders of the Underlying\nStock would have.

No Assurance That The Investment View Implicit In The Securities Will Be Successful — It\nis impossible to predict whether and the extent to which the price of the Underlying Stock will rise or fall. There can be no assurance\nthat the price of the Underlying Stock will not close below the threshold price on any calculation day. The price of the Underlying Stock\nwill be influenced by complex and interrelated political, economic, financial and other factors that affect the Underlying Stock. You\nshould be willing to accept the downside risks associated with equities in general and the Underlying Stock in particular, and the risk\nof losing a significant portion or all of the principal amount.

Tax Treatment — Significant aspects of the tax treatment of the securities are uncertain.\nYou should consult your tax advisor about your tax situation. See “Tax Considerations” below.

Risks Relating to the Issuer

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

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

Risks Relating to the Underlying Stock

There Are Risks Associated With Single Equities — The price of the Underlying Stock can rise\nor fall sharply due to factors specific to the Underlying Stock and its issuer, such as stock price volatility, earnings, financial conditions,\ncorporate, industry and regulatory developments, management changes and decisions and other events, as well as general market factors,\nsuch as general stock market volatility and levels, interest rates and economic and political conditions. We urge you to review financial\nand other information filed periodically with the SEC by the issuer of the Underlying Stock.

PS-12

Market Linked Securities—Auto-Callable with Contingent Coupon and Contingent Downside

Principal at Risk Securities Linked to the Class C Common Stock of Dell Technologies Inc. due November 2, 2027

We Cannot Control Actions By The Underlying Stock Issuer — Actions by the Underlying Stock\nIssuer may have an adverse effect on the price of the Underlying Stock, the stock closing price of the Underlying Stock on any calculation\nday, the ending price and the value of the securities. We are not affiliated with the Underlying Stock Issuer. The Underlying Stock Issuer\nwill not be involved in the offering of the securities nor will the Underlying Stock Issuer have any obligations with respect to the securities,\nincluding any obligation to take our interests or your interests into consideration for any reason. The Underlying Stock Issuer will not\nreceive any of the proceeds of the offering of the securities nor will be responsible for, or will have participated in, the determination\nof the timing of, prices for, or quantities of, the securities to be issued. The Underlying Stock Issuer will not be involved with the\nadministration, marketing or trading of the securities nor will have any obligations with respect to any amounts payable on the securities.

We And Our Affiliates Have No Affiliation With The Underlying Stock Issuer And Have Not Independently\nVerified Its Public Disclosure Of Information — We, our affiliates and WFS and its affiliates are not affiliated in any way\nwith the Underlying Stock Issuer. This pricing supplement relates only to the securities and does not relate to the Underlying Stock.\nThe material provided in this pricing supplement concerning the Underlying Stock Issuer is derived from publicly available documents without\nindependent verification. Neither we nor either agent has participated in the preparation of any of those documents or made any “due\ndiligence” investigation or any inquiry of the Underlying Stock Issuer. Furthermore, neither we nor either agent knows whether the\nUnderlying Stock Issuer has disclosed all events occurring before the date of this pricing supplement, including events that could affect\nthe accuracy or completeness of the publicly available documents referred to above. Subsequent disclosure of any event of this kind or\nthe disclosure of or failure to disclose material future events concerning the Underlying Stock Issuer could affect the value of the securities\nand any payments on the securities. You, as an investor in the securities, should make your own investigation into the Underlying Stock\nIssuer.

You Have Limited Anti-dilution Protection — The calculation agent will, in its sole discretion,\nadjust the adjustment factor of the Underlying Stock for certain events affecting the Underlying Stock, such as stock splits and stock\ndividends, and certain other corporate actions involving the Underlying Stock Issuer, such as mergers. However, the calculation agent\nis not required to make an adjustment for every corporate event that can affect the Underlying Stock. For example, the calculation agent\nis not required to make any adjustments to the adjustment factor of the Underlying Stock if the Underlying Stock Issuer or anyone else\nmakes a partial tender or partial exchange offer for the Underlying Stock. Consequently, this could affect the value of the securities\nand any payments on the securities. See “General Terms of the Securities—Certain Terms for Securities Linked to an Underlying\nStock—Adjustment Events” in the accompanying product supplement for a description of the general circumstances in which the\ncalculation agent will make adjustments to the adjustment factor of the Underlying Stock.

The Securities May Become Linked To The Common Stock Of A Company Other Than The Original Underlying\nStock Issuer — Following certain corporate events relating to the Underlying Stock, such as a stock-for-stock merger where the\nUnderlying Stock Issuer is not the surviving entity, the shares of a successor corporation to the Underlying Stock Issuer will be substituted\nfor the Underlying Stock for all purposes of the securities. Following certain other corporate events relating to the Underlying Stock\nin which holders of the Underlying Stock would receive all of their consideration in cash and the surviving entity has no marketable securities\noutstanding or there is no surviving entity (including, but not limited to, a leveraged buyout or other going private transaction involving\nthe Underlying Stock Issuer, or a liquidation of the Underlying Stock Issuer), the common stock of another company in the same industry\ngroup as the Underlying Stock Issuer will be substituted for the Underlying Stock for all purposes of the securities. In any such event,\nthe equity-linked nature of the securities would be significantly altered. See “General Terms of the Securities—Certain Terms\nfor Securities Linked to an Underlying Stock—Adjustment Events” in the accompanying product supplement for a description of\nthe specific events that can lead to these adjustments and the procedures for selecting a replacement stock. The occurrence of such events\nand the consequent adjustments may materially and adversely affect the value of the securities and any payments on the securities.

The Historical Performance Of The Underlying Stock Is Not An Indication Of Its Future Performance\n— The historical performance of the Underlying Stock should not be taken as an indication of the future performance of the Underlying\nStock. It is impossible to predict whether the stock closing price of the Underlying Stock will fall or rise during the term of the securities,\nin particular in the environment in the last several years, which has been characterized by volatility across a wide range of asset classes.\nPast fluctuations and trends in the price of the Underlying Stock are not necessarily indicative of fluctuations or trends that may occur\nin the future.

Risks Relating to Conflicts of Interest

Potentially Inconsistent Research, Opinions Or Recommendations By Barclays Capital Inc., WFS Or Their\nRespective Affiliates — Barclays Capital Inc., WFS or their respective affiliates may publish research from time to time on\nfinancial markets and other matters that may influence the value of the securities or express opinions or provide recommendations that\nare inconsistent with purchasing or holding the securities. Any research, opinions or recommendations expressed by Barclays Capital Inc.,\nWFS or their respective affiliates may not be consistent with each other and may be modified from time to time without notice. You should\nmake your own independent investigation of the Underlying Stock and the merits of investing in the securities.

PS-13

Market Linked Securities—Auto-Callable with Contingent Coupon and Contingent Downside

Principal at Risk Securities Linked to the Class C Common Stock of Dell Technologies Inc. due November 2, 2027

We, Our Affiliates And Any Other Agent And/Or Participating Dealer May Engage In Various Activities\nOr Make Determinations That Could Materially Affect Your Securities In Various Ways And Create Conflicts Of Interest — We, our\naffiliates, WFS and any dealer participating in the distribution of the securities (a “participating dealer”) may play\na variety of roles in connection with the issuance of the securities, as described below. In performing these roles, our economic interests\nand the economic interests of our affiliates, WFS and any participating dealer are potentially adverse to your interests as an investor\nin 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 the Underlying Stock. In any such market making, trading and\nhedging activity, investment banking and other financial services, we or our affiliates may take positions or take actions that are inconsistent\nwith, or adverse to, the investment objectives of the holders of the securities. We and our affiliates have no obligation to take the\nneeds of any buyer, seller or holder of the securities into account in conducting these activities. Such market making, trading and hedging\nactivity, investment banking and other financial services may negatively impact the value of the securities. Participating dealers may\nalso engage in such activities that may negatively impact the value of the securities.

In addition, the\nrole played by Barclays Capital Inc., as the agent for the securities, could present significant conflicts of interest with the role of\nBarclays Bank 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 prices of the Underlying Stock and make any other determinations necessary to calculate any payments on the securities.\nIn making these determinations, we may be required to make discretionary judgments, including those described in the accompanying product\nsupplement and under “—Risks Relating to the Underlying Stock” above. In making these discretionary judgments, our economic\ninterests are potentially adverse to your interests as an investor in the securities, and any of these determinations may adversely affect\nany payments on the securities. Absent manifest error, all determinations of the calculation agent will be final and binding, without\nany liability on the part of the calculation agent. You will not be entitled to any compensation from Barclays Bank PLC for any loss suffered\nas a result of 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 Exchange And We Do Not Expect A Trading Market\nFor The Securities To Develop — The securities will not be listed on any securities exchange. Barclays Capital Inc. and other\naffiliates of Barclays Bank PLC intend to make a secondary market for the securities but are not required to do so, and may discontinue\nany such secondary market making at any time, without notice. Even if there is a secondary market, it may not provide enough liquidity\nto allow you to trade or sell the securities easily. Because other dealers are not likely to make a secondary market for the securities,\nthe price at which you may be able to trade your securities is likely to depend on the price, if any, at which Barclays Capital Inc. and\nother affiliates of Barclays Bank PLC are willing to buy the securities. The securities are not designed to be short-term trading instruments.\nAccordingly, you should be willing and able to hold your securities to maturity.

The Value Of The Securities Prior To Maturity Will Be Affected By Numerous Factors, Some Of Which Are\nRelated In Complex Ways — Structured notes, including the securities, can be thought of as securities that combine a debt instrument\nwith one or more options or other derivative instruments. As a result, the factors that influence the values of debt instruments and options\nor other derivative instruments will also influence the terms and features of the securities at issuance and their value in the secondary\nmarket. Accordingly, in addition to the price of the Underlying Stock on any day, the value of the securities will be affected by a number\nof economic and market factors that may either offset or magnify each other, including:

the expected volatility of the Underlying Stock;

the time to maturity of the securities;

PS-14

Market Linked Securities—Auto-Callable with Contingent Coupon and Contingent Downside

Principal at Risk Securities Linked to the Class C Common Stock of Dell Technologies Inc. due November 2, 2027

the market prices of, and dividend rates on, the Underlying Stock;

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 Lower Than The Original Offering Price Of Your Securities\n— The estimated value of your securities on the pricing date is lower than the original offering price of your securities. The difference\nbetween the original offering price of your securities and the estimated value of the securities is a result of certain factors, such\nas any sales commissions, selling concessions, discounts, commissions or fees to be allowed or paid to Barclays Capital Inc., another\naffiliate of ours, WFS or its affiliates or other non-affiliated intermediaries, the estimated profit that we or any of our affiliates\nexpect to earn in connection with structuring the securities, the estimated cost that we may incur in hedging our obligations under the\nsecurities, and estimated development and other costs that we may incur in connection with the securities.\t

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

The Estimated Value Of The Securities Is Based On Our Internal Pricing Models, Which May Prove To Be\nInaccurate And May Be Different From The Pricing Models Of Other Financial Institutions — The estimated value of your securities\non the pricing date is based on our internal pricing models, which take into account a number of variables and are based on a number of\nsubjective assumptions, which may or may not materialize. These variables and assumptions are not evaluated or verified on an independent\nbasis. Further, our pricing models may be different from other financial institutions’ pricing models and the methodologies used\nby us to estimate the value of the securities may not be consistent with those of other financial institutions that may be purchasers\nor sellers of securities in the secondary market. As a result, the secondary market price of your securities may be materially different\nfrom the estimated value of the securities determined by reference to our internal pricing models.

The Estimated Value Of Your Securities Is Not A Prediction Of The Prices At Which You May Sell Your\nSecurities In The Secondary Market, If Any, And Such Secondary Market Prices, If Any, Will Likely Be Lower Than The Original Offering\nPrice Of Your Securities And May Be Lower Than The Estimated Value Of Your Securities — The estimated value of the securities\nwill not be a prediction of the prices at which Barclays Capital Inc., other affiliates of ours or third parties may be willing to purchase\nthe securities from you in secondary market transactions (if they are willing to purchase, which they are not obligated to do). The price\nat which you may be able to sell your securities in the secondary market at any time will be influenced by many factors that cannot be\npredicted, such as market conditions, and any bid and ask spread for similar sized trades, and may be substantially less than our estimated\nvalue of the securities. Further, as secondary market prices of your securities take into account the levels at which our debt securities\ntrade in the secondary market, and do not take into account our various costs related to the securities such as fees, commissions, discounts,\nand the costs of hedging our obligations under the securities, secondary market prices of your securities will likely be lower than the\noriginal offering price of your securities. As a result, the price at which Barclays Capital Inc., other affiliates of ours or third parties\nmay be willing to purchase the securities from you in secondary market transactions, if any, will likely be lower than the price you paid\nfor your securities, and any sale prior to the stated maturity date could result in a substantial loss to you.

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

PS-15

Market Linked Securities—Auto-Callable with Contingent Coupon and Contingent Downside

Principal at Risk Securities Linked to the Class C Common Stock of Dell Technologies Inc. due November 2, 2027

Hypothetical\nReturns

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 contingent coupon payment otherwise due on the applicable\ncall settlement date. In the event the securities are automatically called, your total return on the securities will equal any contingent\ncoupon payments received prior to the call settlement date and the contingent coupon payment received on the call settlement date.

If the securities are not automatically called:

If the securities are not automatically called\nprior to stated maturity, the following table illustrates, for a range of hypothetical performance factors, the hypothetical maturity\npayment amount payable at stated maturity per security (excluding any contingent coupon payment otherwise due). The performance factor\nis calculated as the ending price divided by the starting price.

\n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \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 performance factor	Hypothetical maturity payment amount per security
175.00%	$1,000.00
150.00%	$1,000.00
140.00%	$1,000.00
130.00%	$1,000.00
120.00%	$1,000.00
110.00%	$1,000.00
100.00%	$1,000.00
90.00%	$1,000.00
80.00%	$1,000.00
70.00%	$1,000.00
60.00%	$1,000.00
59.00%	$590.00
50.00%	$500.00
40.00%	$400.00
25.00%	$250.00
0.00%	$0.00

The above figures do not take into account contingent\ncoupon payments, if any, received during the term of the securities. As evidenced above, in no event will you have a positive rate of\nreturn based solely on the maturity payment amount received at maturity (excluding any contingent coupon payment otherwise due); any positive\nreturn will be based solely on the contingent coupon payments, if any, received during the term of the securities.

The above figures are for purposes of illustration\nonly and may have been rounded for ease of analysis. If the securities are not automatically called prior to stated maturity, the actual\namount you will receive at stated maturity will depend on the actual ending price.

PS-16

Market Linked Securities—Auto-Callable with Contingent Coupon and Contingent Downside

Principal at Risk Securities Linked to the Class C Common Stock of Dell Technologies Inc. due November 2, 2027

Hypothetical\nAutomatic Calls and Contingent Coupon Payments

Set forth below are examples that illustrate how\nto determine whether the securities will be automatically called and whether a contingent coupon payment will be paid on a contingent\ncoupon payment date prior to the stated maturity date. The examples do not reflect any specific contingent coupon payment date but assume\nthat the securities are subject to automatic call on the applicable calculation day. The securities will not be subject to automatic call\nuntil the sixth calculation day, which is approximately six months after the issue date. The following examples assume the hypothetical\nstarting price, threshold price and stock closing prices for the Underlying Stock indicated in the examples. The terms used for purposes\nof these hypothetical examples do not represent the actual starting price or threshold price. The hypothetical starting price of $100.00\nhas been chosen for illustrative purposes only and does not represent the actual starting price. The actual starting price and threshold\nprice are set forth under “Terms of the Securities” above. For historical closing prices of the Underlying Stock, see the\nhistorical information set forth under the section titled “The Class C Common Stock of Dell Technologies Inc.” below. These\nexamples are for purposes of illustration only and the values used in the examples may have been rounded for ease of analysis.

Example 1. The stock closing price of\nthe Underlying Stock on the relevant calculation day is greater than or equal to the threshold price and less than the starting price.\nAs a result, the securities are not automatically called and investors receive a contingent coupon payment on the applicable contingent\ncoupon payment date.

Hypothetical starting price: $100.00
\nHypothetical stock closing price on relevant calculation day: $95.00
\nHypothetical threshold price: $60.00

Since the hypothetical stock closing\nprice of the Underlying Stock on the relevant calculation day is greater than or equal to the hypothetical threshold price, but less than\nthe hypothetical starting price, the securities would not be automatically called and you would receive a contingent coupon payment on\nthe applicable contingent coupon payment date. The contingent coupon payment would be equal to $20.42 per security, determined as follows:\n(i) $1,000 multiplied by 24.50% per annum divided by (ii) 12, rounded to the nearest cent.

Example 2. The stock closing price of\nthe Underlying Stock on the relevant calculation day is less than the threshold price. As a result, the securities are not automatically\ncalled and investors do not receive a contingent coupon payment on the applicable contingent coupon payment date.

Hypothetical starting price: $100.00
\nHypothetical stock closing price on relevant calculation day: $45.00
\nHypothetical threshold price: $60.00

The securities would not be automatically\ncalled, and, since the hypothetical stock closing price of the Underlying Stock on the relevant calculation day is less than the hypothetical\nthreshold price, you would not receive a contingent coupon payment on the applicable contingent coupon payment date. As this example illustrates,\nwhether the securities are automatically called and whether you receive a contingent coupon payment on a contingent coupon payment date\nwill depend on the stock closing price of the Underlying Stock on the relevant calculation day.

Example 3. The stock closing price of\nthe Underlying Stock on the relevant calculation day is greater than or equal to the starting price. As a result, the securities are automatically\ncalled on the applicable contingent coupon payment date for the principal amount plus the contingent coupon payment otherwise due.

Hypothetical starting price: $100.00
\nHypothetical stock closing price on relevant calculation day: $115.00
\nHypothetical threshold price: $60.00

Since the hypothetical stock closing\nprice of the Underlying Stock on the relevant calculation day is greater than or equal to the hypothetical starting price, the securities\nwould be automatically called and you would receive the principal amount plus the contingent coupon payment otherwise due on the\ncall settlement date. On the call settlement date, you would receive $1,020.42 per security.

If the securities are automatically called prior\nto maturity, you will not receive any further payments after the call settlement date.

PS-17

Market Linked Securities—Auto-Callable with Contingent Coupon and Contingent Downside

Principal at Risk Securities Linked to the Class C Common Stock of Dell Technologies Inc. due November 2, 2027

Hypothetical\nMaturity Payment Amount

Set forth below are examples of calculations of\nthe maturity payment amount payable at stated maturity, assuming that the securities have not been automatically called prior to stated\nmaturity and assuming the hypothetical starting price, threshold price and ending prices indicated in the examples. The terms used for\npurposes of these hypothetical examples do not represent the actual starting price or threshold price. The hypothetical starting price\nof $100.00 has been chosen for illustrative purposes only and does not represent the actual starting price. The actual starting price\nand threshold price are set forth under “Terms of the Securities” above. For historical closing prices of the Underlying Stock,\nsee the historical information set forth under the section titled “The Class C Common Stock of Dell Technologies Inc.” below.\nThese examples are for purposes of illustration only and the values used in the examples may have been rounded for ease of analysis.

Example 1. The ending price is greater\nthan the starting price, the maturity payment amount is equal to the principal amount of your securities at maturity and you receive the\ncontingent coupon payment otherwise due.

Hypothetical starting price: $100.00
\nHypothetical ending price: $145.00
\nHypothetical threshold price: $60.00
\nHypothetical performance factor (ending price divided by starting price): 145.00%

Since the hypothetical ending price is\ngreater than the hypothetical threshold price, the maturity payment amount would equal the principal amount. Although the hypothetical\nending price is significantly greater than the hypothetical starting price in this scenario, the maturity payment amount will not exceed\nthe principal amount.

In addition to any contingent coupon\npayments received prior to the stated maturity date, on the stated maturity date you would receive $1,000.00 per security as well as the\ncontingent coupon payment otherwise due.

Example 2. The ending price is less than\nthe starting price but greater than the threshold price, the maturity payment amount is equal to the principal amount of your securities\nat maturity and you receive the contingent coupon payment otherwise due.

Hypothetical starting price: $100.00
\nHypothetical ending price: $80.00
\nHypothetical threshold price: $60.00
\nHypothetical performance factor (ending price divided by starting price): 80.00%

Since the hypothetical ending price is\nnot less than the hypothetical threshold price, you would be repaid the principal amount of your securities at maturity.

Example 3. The ending price is less than\nthe threshold price, the maturity payment amount is less than the principal amount of your securities at maturity and you do not receive\na contingent coupon payment at maturity.

Hypothetical starting price: $100.00
\nHypothetical ending price: $40.00
\nHypothetical threshold price: $60.00
\nHypothetical performance factor (ending price divided by starting price): 40.00%

Since the hypothetical ending price is\nless than the hypothetical threshold price, you would lose a portion of the principal amount of your securities and receive the maturity\npayment amount equal to $400.00 per security, calculated as follows:

$1,000 × performance factor

= $1,000 × 40.00%

= $400.00

In addition to any contingent coupon\npayments received prior to the stated maturity date, on the stated maturity date you would receive $400.00 per security, but no contingent\ncoupon payment.

These examples illustrate that you will not participate\nin any appreciation of the Underlying Stock, but will be fully exposed to a decrease in the Underlying Stock if the ending price is less\nthan the threshold price.

To the extent that the starting price, threshold\nprice and ending price differ from the values assumed above, the results indicated above would be different.

PS-18

Market Linked Securities—Auto-Callable with Contingent Coupon and Contingent Downside

Principal at Risk Securities Linked to the Class C Common Stock of Dell Technologies Inc. due November 2, 2027

The\nClass C Common Stock of Dell Technologies Inc.

According to publicly available information, Dell\nTechnologies Inc. is a technology provider that designs, develops, manufactures, markets, sells and supports a range of products and services.\nIts offerings range from client devices and peripherals to infrastructure solutions across servers, networking and storage. Information\nfiled by Dell Technologies Inc. with the SEC under the Exchange Act can be located by reference to its SEC file number: 001-37867. The\nUnderlying Stock is listed on the New York Stock Exchange under the ticker symbol “DELL.”

We urge you to read the following section in the\naccompanying prospectus supplement: “Reference Assets — Equity Securities — Reference Asset Issuer and Reference Asset\nInformation.” Companies with securities registered under the Securities Exchange Act of 1934, as amended (the “Exchange Act”),\nare required to file financial and other information specified by the SEC periodically. Such information can be reviewed electronically\nthrough a website maintained by the SEC at http://www.sec.gov. Information filed with the SEC by the Underlying Stock Issuer can be located\nby reference to its SEC file number provided above.

The brief description of the Underlying Stock\nIssuer included above has been obtained from publicly available sources. Information from outside sources is not incorporated by reference\nin, and should not be considered part of, this pricing supplement or any accompanying prospectus or prospectus supplement. We have not\nindependently verified the accuracy or completeness of the information contained in outside sources.

Historical Information

We obtained the closing prices of the Underlying\nStock displayed in the graph below from Bloomberg Professional^® service without independent verification. The historical\nperformance of the Underlying Stock should not be taken as an indication of the future performance of the Underlying Stock. Future performance\nof the Underlying Stock may differ significantly from historical performance, and no assurance can be given as to the closing prices of\nthe Underlying Stock during the term of the securities, including on any calculation day. We cannot give you assurance that the performance\nof the Underlying Stock will not result in a loss on your initial investment.

The following graph sets forth daily closing prices\nof the Underlying Stock for the period from January 1, 2021 to October 30, 2026. The closing price on October 30, 2026 was $424.30. The\nclosing prices below may reflect adjustments in response to certain corporate actions, such as stock splits, public offerings, mergers\nand acquisitions, spin-offs, extraordinary dividends, delistings and bankruptcy.

\n \n \n \n \n

$\"\"$

* The dotted line indicates the threshold price of 60% of the starting price.

PAST PERFORMANCE IS NOT\nINDICATIVE OF FUTURE RESULTS.

PS-19

Market Linked Securities—Auto-Callable with Contingent Coupon and Contingent Downside

Principal at Risk Securities Linked to the Class C Common Stock of Dell Technologies Inc. due November 2, 2027

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 or Derivative Contracts with Associated Coupons” and, if you are a non-U.S. holder, “—Tax\nConsequences to Non-U.S. Holders.” The following discussion supersedes the discussion in the accompanying prospectus supplement\nto the extent it is inconsistent therewith.

In determining our reporting responsibilities,\nif any, we intend to treat (i) the securities for U.S. federal income tax purposes as prepaid forward contracts with associated contingent\ncoupons and (ii) any contingent coupon payments as ordinary income, as described in the section entitled “Material U.S. Federal\nIncome Tax Consequences—Tax Consequences to U.S. Holders—Notes Treated as Prepaid Forward or Derivative Contracts with Associated\nCoupons” in the accompanying prospectus supplement. Our special tax counsel, Davis Polk & Wardwell LLP, has advised that it\nbelieves this treatment to be reasonable, but that there are other reasonable treatments that the Internal Revenue Service (the “IRS”)\nor a court may adopt.

Sale, exchange or redemption of a security.\nAssuming the treatment described above is respected, if you are a U.S. holder, upon a sale or exchange of the securities (including upon\nearly redemption or redemption at maturity), you should recognize capital gain or loss equal to the difference between the amount realized\non the sale or exchange and your tax basis in the securities, which should equal the amount you paid to acquire the securities (assuming\ncontingent coupon payments are properly treated as ordinary income, consistent with the position referred to above). This gain or loss\nshould be short-term capital gain or loss unless you hold the securities for more than one year, in which case the gain or loss should\nbe long-term capital gain or loss, whether or not you are an initial purchaser of the securities at the issue price. The deductibility\nof capital losses is subject to limitations. If you sell your securities between the time your right to a contingent coupon payment is\nfixed and the time it is paid, it is likely that you will be treated as receiving ordinary income equal to the contingent coupon payment.\nAlthough uncertain, it is possible that proceeds received from the sale or exchange of your securities prior to a calculation day but\nthat can be attributed to an expected contingent coupon payment could be treated as ordinary income. You should consult your tax advisor\nregarding this issue.

As noted above, there are other reasonable treatments\nthat the IRS or a court may adopt, in which case the timing and character of any income or loss on the securities could be materially\naffected. In addition, in 2007 the U.S. Treasury Department and the IRS released a notice requesting comments on the U.S. federal income\ntax treatment of “prepaid forward contracts” and similar instruments. The notice focuses in particular on whether to require\ninvestors in these instruments to accrue income over the term of their investment. It also asks for comments on a number of related topics,\nincluding the character of income or loss with respect to these instruments and the relevance of factors such as the nature of the underlying\nproperty to which the instruments are linked, and whether investors in short-term instruments should be required to accrue income. While\nthe notice requests comments on appropriate transition rules and effective dates, any Treasury regulations or other guidance promulgated\nafter consideration of these issues could materially affect the tax consequences of an investment in the securities, possibly with retroactive\neffect. You should consult your tax advisor regarding the U.S. federal income tax consequences of an investment in the securities, including\npossible alternative treatments and the issues presented by this notice.

Non-U.S. holders. Insofar as we have responsibility\nas a withholding agent, we do not currently intend to treat contingent coupon payments to non-U.S. holders as subject to U.S. withholding\ntax. However, non-U.S. holders should in any event expect to be required to provide appropriate Forms W-8 or other documentation in order\nto establish an exemption from backup withholding, as described under the heading “—Information Reporting and Backup Withholding”\nin the accompanying prospectus supplement. If any withholding is required, we will not be required to pay any additional amounts with\nrespect to amounts withheld.

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-20

Market Linked Securities—Auto-Callable with Contingent Coupon and Contingent Downside

Principal at Risk Securities Linked to the Class C Common Stock of Dell Technologies Inc. due November 2, 2027

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-21

","zhKind","complete","DELL","DJP","公司与财报","金融","aihot","/items/vvbqk2u1ves38orepf1tyinz7","https://www.sec.gov/Archives/edgar/data/312070/000095010326016822/0000950103-26-016822-index.htm","rss-sec-xbrl","name","SEC · EDGAR 财务披露","kind","rss","firstParty","iconUrl","/api/img-proxy?u=https%3A%2F%2Fwww.sec.gov%2Fthemes%2Fcustom%2Fuswds_sec%2Fassets%2Fimg%2Ffavicons%2Fapple-touch-icon.png&mode=avatar&exp=1794873600&sig=187d1741eb567c1f","iconSrcSet","/api/img-proxy?u=https%3A%2F%2Fwww.sec.gov%2Fthemes%2Fcustom%2Fuswds_sec%2Fassets%2Fimg%2Ffavicons%2Fapple-touch-icon.png&mode=avatar-48&exp=1794873600&sig=bf6a936df2e54c4a 48w, /api/img-proxy?u=https%3A%2F%2Fwww.sec.gov%2Fthemes%2Fcustom%2Fuswds_sec%2Fassets%2Fimg%2Ffavicons%2Fapple-touch-icon.png&mode=avatar-96&exp=1794873600&sig=732799f81e0d268a 96w","changelogVersion","2026-10-01T08:00"]