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Pricing Supplement dated October 23, 2026	Filed Pursuant to Rule 424(b)(2)
	Registration Statement No. 333-287303

$2,419,970 Barclays Bank PLC Step Down Trigger Autocallable Notes

Linked to the lesser performing of the Russell 2000^®\nIndex and the EURO STOXX 50^® Index due October 28, 2031

\n \n \n

Investment Description

The Step Down Trigger Autocallable Notes (the “Notes”) are\nunsecured and unsubordinated debt obligations issued by Barclays Bank PLC (the “Issuer”) linked to the lesser performing of\nthe Russell 2000^® Index and the EURO STOXX 50^® Index (each an “Underlying” and together the\n“Underlyings”). The Issuer will automatically call the Notes if (i) the Closing Level of each\nUnderlying on any quarterly Observation Date, beginning on November 1, 2027, preceding the Final Valuation Date is greater than or equal\nto its Closing Level on the Trade Date (the “Initial Underlying Level”) or (ii) the Closing Level of each\nUnderlying on the Final Valuation Date (the “Final Underlying Level”) is greater than or equal to its specified Downside Threshold.\nIf the Notes are automatically called, the Issuer will pay you a Call Price equal to the principal amount of your Notes plus a Call Return,\nand no further amounts will be owed to you under the Notes. The Call Return increases based on the per annum Call Return Rate for each\nadditional quarter the Notes remain outstanding. However, if the Notes are not automatically called and, therefore, the Final Underlying\nLevel of either Underlying is less than its Downside Threshold,\nthe Issuer will pay you a cash payment at maturity that is less than the principal amount, if anything, resulting in a percentage loss\non your investment equal to the negative Underlying Return of the Underlying with the lower Underlying Return (the “Lesser Performing\nUnderlying”). In this case, you will have full downside exposure to the Lesser Performing Underlying from its Initial Underlying\nLevel to its Final Underlying Level, and could lose all of your initial investment. Investing\nin the Notes involves significant risks. You may lose a significant portion or all of your initial investment. You will be exposed to\nthe market risk of each Underlying and any decline in the level of one Underlying may negatively affect your return and will not be offset\nor mitigated by a lesser decline or any potential increase in the level of the other Underlying. The Final Underlying Level of each Underlying\nis observed relative to its Downside Threshold only on the Final Valuation Date, and the contingent repayment of principal applies only\nif you hold the Notes to maturity. Generally, the higher the Call Return Rate on a Note, the greater the risk of loss on that Note. Your\nreturn potential on the Notes is limited to any Call Return paid on the Notes, and you will not participate in any appreciation of either\nUnderlying. Any payment on the Notes, including any repayment of principal, is subject to the creditworthiness of Barclays Bank PLC and\nis not guaranteed by any third party. If Barclays Bank PLC were to default on its payment obligations or become subject to the exercise\nof any U.K. Bail-in Power (as described on page PS-4 of this pricing supplement) by the relevant U.K. resolution authority, you might\nnot receive any amounts owed to you under the Notes. See “Consent to U.K. Bail-in Power” in this pricing supplement and “Risk\nFactors” in the accompanying prospectus supplement.

\n \n \n \n \n

Features

Key Dates¹

\n\n

Automatic\nCall: The Issuer will automatically call the Notes if (i) the Closing Level of each\nUnderlying on any quarterly Observation Date, beginning on November 1, 2027, preceding the Final Valuation Date is greater than or equal\nto its Initial Underlying Level or (ii) the Final Underlying Level of each\nUnderlying is greater than or equal to its specified Downside Threshold. If the Notes are automatically called, the Issuer will pay you\na Call Price equal to the principal amount of your Notes plus a Call Return, and no further amounts will be owed to you under\nthe Notes. The Call Return increases based on the per annum Call Return Rate for each additional quarter the Notes remain outstanding.

\n\n

Contingent\nDownside Exposure at Maturity: If the Notes are not automatically called and, therefore, the Final Underlying Level of either\nUnderlying is less than its Downside Threshold, the Issuer will pay you a cash payment at maturity that is less than the principal amount,\nif anything, resulting in a percentage loss on your investment equal to the negative Underlying Return of the Lesser Performing Underlying.\nThe Final Underlying Level of each Underlying is observed relative to its Downside Threshold only on the Final Valuation Date, and the\ncontingent repayment of principal applies only if you hold the Notes to maturity. Any payment on the Notes, including any repayment of\nprincipal, is subject to the creditworthiness of Barclays Bank PLC.

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

Trade Date:	October 23, 2026
Settlement Date:	October 28, 2026
Observation Dates:	Quarterly (beginning November 1, 2027) (see page PS-6)
Final Valuation Date:	October 23, 2031
Maturity Date:	October 28, 2031

\n \n \n \n

^1\t	The Observation Dates, including the Final\nValuation Date, and the Maturity Date are subject to postponement. See “Final Terms” on page PS-6 of this pricing supplement.

\n \n \n

NOTICE TO INVESTORS: THE NOTES ARE SIGNIFICANTLY RISKIER THAN CONVENTIONAL DEBT INSTRUMENTS. THE ISSUER IS NOT NECESSARILY OBLIGATED TO REPAY THE FULL PRINCIPAL AMOUNT OF THE NOTES AT MATURITY, AND THE NOTES CAN HAVE THE FULL DOWNSIDE MARKET RISK OF THE LESSER PERFORMING UNDERLYING. THIS MARKET RISK IS IN ADDITION TO THE CREDIT RISK INHERENT IN PURCHASING A DEBT OBLIGATION OF BARCLAYS BANK PLC. YOU SHOULD NOT PURCHASE THE NOTES IF YOU DO NOT UNDERSTAND OR ARE NOT COMFORTABLE WITH THE SIGNIFICANT RISKS INVOLVED IN INVESTING IN THE NOTES.

YOU SHOULD CAREFULLY CONSIDER THE RISKS DESCRIBED UNDER “KEY\nRISKS” BEGINNING ON PAGE PS-8 OF THIS PRICING SUPPLEMENT AND “RISK FACTORS” BEGINNING ON PAGE S-9 OF THE PROSPECTUS\nSUPPLEMENT BEFORE PURCHASING ANY NOTES. EVENTS RELATING TO ANY OF THOSE RISKS, OR OTHER RISKS AND UNCERTAINTIES, COULD ADVERSELY AFFECT\nTHE MARKET VALUE OF, AND THE RETURN ON, YOUR NOTES. YOU MAY LOSE A SIGNIFICANT PORTION OR ALL OF YOUR INITIAL INVESTMENT IN THE NOTES.\nTHE NOTES WILL NOT BE LISTED ON ANY SECURITIES EXCHANGE.

NOTWITHSTANDING AND TO THE EXCLUSION OF ANY OTHER TERM OF THE NOTES\nOR ANY OTHER AGREEMENTS, ARRANGEMENTS OR UNDERSTANDINGS BETWEEN BARCLAYS BANK PLC AND ANY HOLDER OR BENEFICIAL OWNER OF THE NOTES (OR\nTHE TRUSTEE ON BEHALF OF THE HOLDERS OF THE NOTES), BY ACQUIRING THE NOTES, EACH HOLDER OR BENEFICIAL OWNER OF THE NOTES ACKNOWLEDGES,\nACCEPTS, AGREES TO BE BOUND BY AND CONSENTS TO THE EXERCISE OF, ANY U.K. BAIL-IN POWER BY THE RELEVANT U.K. RESOLUTION AUTHORITY. SEE\n“CONSENT TO U.K. BAIL-IN POWER” ON PAGE PS-4 OF THIS PRICING SUPPLEMENT.

\n \n \n

Note Offering

We are offering Trigger Autocallable Notes linked to the lesser performing\nof the Russell 2000^® Index and the EURO STOXX 50^® Index. The Notes are offered at a minimum investment of\n100 Notes at $10 per Note (representing a $1,000 investment), and integral multiples of $10 in excess thereof.

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

Underlying	Call Return Rate*	Initial Underlying Level**	Downside Threshold***	CUSIP / ISIN
Russell 2000^® Index (RTY)	10.70% per annum	2,775.899	2,081.924, which is 75.00% of the Initial Underlying Level	06749E599 / US06749E5996
EURO STOXX 50^® Index (SX5E)	6,068.22	4,551.17, which is 75.00% of the Initial Underlying Level

* The Call Return increases based on the per annum Call Return Rate\nfor each additional quarter the Notes remain outstanding. The Call Return applicable to each Observation Date is set forth under “Final\nTerms—Call Return/Call Return Rate” in this pricing supplement.

** The Initial Underlying Level of each Underlying is the Closing Level\nof that Underlying on the Trade Date.

*** Rounded to three decimal places for the Russell 2000^®\nIndex and rounded to two decimal places for the EURO STOXX 50^®Index

See “Additional Information about Barclays Bank PLC and the\nNotes” on page PS-2 of this pricing supplement. The Notes will have the terms specified in the prospectus dated May 15, 2025, the\nprospectus supplement dated May 15, 2025, the underlying supplement dated May 15, 2025 and this pricing supplement.

Neither the U.S. Securities and Exchange Commission (the “SEC”)\nnor any state securities commission has approved or disapproved of the Notes or determined that this pricing supplement is truthful or\ncomplete. Any representation to the contrary is a criminal offense.

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

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

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

	Initial Issue Price¹	Underwriting Discount	Proceeds to Barclays Bank PLC
Per Note	$10.00	$0.25	$9.75
Total	$2,419,970.00	$60,499.25	$2,359,470.75

Our estimated value of the Notes on the Trade Date, based on our internal pricing models, is $9.684 per Note. The estimated value\nis less than the initial issue price of the Notes. See “Additional Information Regarding Our Estimated Value of the Notes”\non page PS-3 of this pricing supplement.

\n \n \n \n

UBS Financial Services Inc.

Barclays Capital Inc.

\n \n \n

\n\nAdditional Information about Barclays Bank PLC and the Notes

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

If the terms set forth in this pricing supplement differ from those\nset forth in the prospectus, prospectus supplement or underlying supplement, the terms set forth herein will control.

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

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

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

Underlying supplement dated May 15, 2025:

http://www.sec.gov/Archives/edgar/data/312070/000095010325006053/dp228705_424b2-underl.htm

Our SEC file number is 1-10257. As used in this pricing supplement,\n“we,” “us” and “our” refer to Barclays Bank PLC. In this pricing supplement, “Notes” refers\nto the Step Down Trigger Autocallable Notes that are offered hereby, unless the context otherwise requires.

PS-2

\n \n \n

Additional Information Regarding Our Estimated Value of the Notes

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

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

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

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

We urge you to read the “Key Risks” beginning on page\nPS-8 of this pricing supplement.

PS-3

\n \n \n

Consent to U.K. Bail-in Power

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

Under the U.K. Banking Act 2009,\nas amended, the relevant U.K. resolution authority may exercise a U.K. Bail-in Power in circumstances in which the relevant U.K. resolution\nauthority is satisfied that the resolution conditions are met. These conditions include that a U.K. bank or investment firm is failing\nor is likely to 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 country\nrelevant authority is satisfied that the resolution conditions are met in respect of that entity.

The U.K. Bail-in Power includes\nany write-down, conversion, transfer, modification and/or suspension power, which allows for (i) the reduction or cancellation of all,\nor a portion, of the principal amount of, or interest on, or any other amounts payable on, the Notes; (ii) the conversion of all, or a\nportion, of the principal amount of, or interest on, or any other amounts payable on, the Notes into shares or other securities or other\nobligations of Barclays Bank PLC or another person (and the issue to, or conferral on, the holder or beneficial owner of the Notes of\nsuch shares, securities or obligations); (iii) the cancellation of the Notes and/or (iv) the amendment or alteration of the maturity of\nthe Notes, or the amendment of the amount of interest or any other amounts due on the Notes, or the dates on which interest or any other\namounts become payable, including by suspending payment for a temporary period; which U.K. Bail-in Power may be exercised by means of\na variation of the terms of the Notes solely to give effect to the exercise by the relevant U.K. resolution authority of such U.K. Bail-in\nPower. Each holder and beneficial owner of the Notes further acknowledges and agrees that the rights of the holders or beneficial owners\nof the Notes are subject to, and will be varied, if necessary, solely to give effect to, the exercise of any U.K. Bail-in Power by the\nrelevant 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 Notes may have at law if and to the extent that any U.K. Bail-in Power is exercised by the relevant U.K. resolution\nauthority in breach of laws applicable in England.

For more information, please see\n“Key Risks—Risks Relating to the Issuer—You may lose some or all of your investment if any U.K. bail-in power is exercised\nby the relevant U.K. resolution authority” in this pricing supplement as well as “U.K. Bail-in Power,” “Risk Factors—Risks\nRelating to the Securities Generally—Regulatory action in the event a bank or investment firm in the Group is failing or likely\nto fail, including the exercise by the relevant U.K. resolution authority of a variety of statutory resolution powers, could materially\nadversely 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-4

\n \n \n

Selected Purchase Considerations

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

The Notes may be appropriate for you if:

¨	You fully understand the risks inherent in an investment in the Notes, including the risk of loss of your entire initial investment.

¨	You can tolerate a loss of a significant portion or all of your investment and are willing to make an investment that may have the full downside market risk of an investment in the Lesser Performing Underlying.

¨	You are willing and able to accept the individual market risk of each Underlying and understand that any decline in the level of one Underlying will not be offset or mitigated by a lesser decline or any potential increase in the level of the other Underlying.

¨	You believe the Closing Level of each Underlying is likely to be greater than or equal to (i) its Initial Underlying Level on any quarterly Observation Date, beginning on November 1, 2027, preceding the Final Valuation Date or (ii) its Downside Threshold on the Final Valuation Date, and, if it is not, you can tolerate not receiving a positive return on the Notes or a loss of a significant portion or all of your investment.

¨	You understand and accept that you will not participate in any appreciation of either Underlying, which may be significant, and that your return potential on the Notes is limited to any Call Return paid on the Notes.

¨	You can tolerate fluctuations in the price of the Notes prior to maturity that may be similar to or exceed the downside fluctuations in the levels of the Underlyings.

¨	You are willing and able to hold Notes that may be called on the earliest quarterly Observation Date, beginning on November 1, 2027, and you are otherwise willing and able to hold the Notes to maturity and accept that there may be little or no secondary market for the Notes.

¨	You are willing to invest in the Notes based on the Call Return Rate specified on the cover of this pricing supplement.

¨	You do not seek current income from this investment, and you are willing to forgo any dividends paid on the securities composing the Underlyings.

¨	You understand and are willing to accept the risks associated with each Underlying.

¨	You are willing and able to assume the credit risk of Barclays Bank PLC, as issuer of the Notes, for all payments under the Notes and understand that if Barclays Bank PLC were to default on its payment obligations or become subject to the exercise of any U.K. Bail-in Power, you might not receive any amounts due to you under the Notes, including any repayment of principal.

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

The Notes may not be appropriate for you if:

¨	You do not fully understand the risks inherent in an investment in the Notes, including the risk of loss of your entire initial investment.

¨	You require an investment designed to provide a full return of principal at maturity, you cannot tolerate a loss of a significant portion or all of your investment or you are not willing to make an investment that may have the full downside market risk of an investment in the Lesser Performing Underlying.

¨	You are unwilling or unable to accept the individual market risk of each Underlying or do not understand that any decline in the level of one Underlying will not be offset or mitigated by a lesser decline or any potential increase in the level of the other Underlying.

¨	You do not believe the Closing Level of each Underlying is likely to be greater than or equal to (i) its Initial Underlying Level on any quarterly Observation Date, beginning on November 1, 2027, preceding the Final Valuation Date or (ii) its Downside Threshold on the Final Valuation Date, or you cannot tolerate not receiving a positive return on the Notes or a loss of a significant portion or all of your investment.

¨	You seek an investment that participates in the full appreciation of either or both of the Underlyings and whose return is not limited to any Call Return paid on the Notes.

¨	You cannot tolerate fluctuations in the price of the Notes prior to maturity that may be similar to or exceed the downside fluctuations in the levels of the Underlyings.

¨	You are unable or unwilling to hold Notes that may be called on the earliest quarterly Observation Date, beginning on November 1, 2027, or you are unable or unwilling to hold the Notes to maturity and seek an investment for which there will be an active secondary market.

¨	You are unwilling to invest in the Notes based on the Call Return Rate specified on the cover of this pricing supplement.

¨	You seek current income from this investment, or you prefer to receive any dividends paid on the securities composing the Underlyings.

¨	You do not understand or are not willing to accept the risks associated with each Underlying.

¨	You prefer the lower risk, and therefore accept the potentially lower returns, of fixed income investments with comparable maturities and credit ratings.

¨	You are not willing or are unable to assume the credit risk of Barclays Bank PLC, as issuer of the Notes, for all payments due to you under the Notes, including any repayment of principal.

\n \n \n \n \n

The considerations identified above are not exhaustive. Whether or not the Notes are an appropriate investment for you will depend on your individual circumstances, and you should reach an investment decision only after you and your investment, legal, tax, accounting and other advisors have carefully considered the appropriateness of an investment in the Notes in light of your particular circumstances. You should also review carefully the “Key Risks” beginning on page PS-8 of this pricing supplement and the “Risk Factors” beginning on page S-9 of the prospectus supplement for risks related to an investment in the Notes. For more information about the Underlyings, please see the sections titled “Russell 2000^® Index” and “EURO STOXX 50^®Index” below.

PS-5

\n \n \n

\n\nFinal Terms¹

\n \n \n \n \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
Principal Amount:	$10 per Note (subject to minimum investment of 100 Notes)
Term²:	Approximately five years, unless called earlier. See “Key Dates” on the cover of this pricing supplement.²
Reference Assets:	The Russell 2000^® Index (Bloomberg ticker symbol “RTY<Index>”) and the EURO STOXX 50^® Index (Bloomberg ticker symbol “SX5E<Index>”) (each an “Underlying” and together the “Underlyings”)
Automatic Call Feature:	The Issuer will automatically call the Notes if (i) the Closing Level of each Underlying on any quarterly Observation Date, beginning on November 1, 2027, preceding the Final Valuation Date is greater than or equal to its Initial Underlying Level or (ii) the Final Underlying Level of each Underlying is greater than or equal to its specified Downside Threshold. If the Notes are automatically called, the Issuer will pay you a Call Price equal to the principal amount of your Notes plus a Call Return, and no further amounts will be owed to you under the Notes.
Observation Dates²:	As set forth under the “Observation Date” column of the table under “Call Return/Call Return Rate” below
Call Settlement Dates²:	As set forth under the “Call Settlement Date” column of the table under “Call Return/Call Return Rate” below
Call Price:	\n The Call Price will be calculated based on the following formula: \n \n $10 + ($10 × Call Return)
Call Return/Call Return Rate:	\n The Call Price will be based upon the applicable Call Return. The Call\n Return increases based on the per annum Call Return Rate for each additional quarter the Notes remain outstanding. The Call Return Rate\n is equal to 10.70% per annum. \n \n The table below sets forth the Observation Dates and Call Settlement\n Dates and the Call Return and Call Price that would be payable on the relevant Call Settlement Date if the Notes are automatically called.\n If the Notes are automatically called, no further amounts will be owed to you under the Notes. \n

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

	Observation Date²	Call Settlement Date²	Call Return	Call Price
November 1, 2027	November 3, 2027	10.700%	$11.0700
January 24, 2028	January 26, 2028	13.375%	$11.3375
April 24, 2028	April 26, 2028	16.050%	$11.6050
July 24, 2028	July 26, 2028	18.725%	$11.8725
October 23, 2028	October 25, 2028	21.400%	$12.1400
January 23, 2029	January 25, 2029	24.075%	$12.4075
April 23, 2029	April 25, 2029	26.750%	$12.6750
July 23, 2029	July 25, 2029	29.425%	$12.9425
October 23, 2029	October 25, 2029	32.100%	$13.2100
January 23, 2030	January 25, 2030	34.775%	$13.4775
April 23, 2030	April 25, 2030	37.450%	$13.7450
July 23, 2030	July 25, 2030	40.125%	$14.0125
October 23, 2030	October 25, 2030	42.800%	$14.2800
January 23, 2031	January 27, 2031	45.475%	$14.5475
April 23, 2031	April 25, 2031	48.150%	$14.8150
July 23, 2031	July 25, 2031	50.825%	$15.0825
October 23, 2031 (the “Final Valuation Date”)	October 28, 2031 (the “Maturity Date”)	53.500%	$15.3500

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

Payment at Maturity (per Note):	\n If the Notes\n are not automatically called and, therefore, the Final Underlying Level of either Underlying is less than its Downside Threshold,\n the Issuer will pay you a cash payment on the Maturity Date per Note that is less than your principal amount, if anything, resulting in\n a percentage loss on your investment equal to the negative Underlying Return of the Lesser Performing Underlying, calculated as follows: \n \n $10 × (1 + Underlying Return of the Lesser\nPerforming Underlying) \n Accordingly, you may lose a significant portion or all of your\n principal at maturity, depending on how much the Lesser Performing Underlying declines, regardless of the performance of the other Underlying.\n Any payment on the Notes, including any repayment of principal, is subject to the creditworthiness of Barclays Bank PLC and is not guaranteed\n by any third party. \n
Underlying Return:	\n With respect to each Underlying: \n \n Final Underlying Level – Initial Underlying\nLevel \n Initial Underlying Level
Lesser Performing Underlying:	The Underlying with the lower Underlying Return
Downside Threshold:	With respect to each Underlying, a percentage of the Initial Underlying Level of that Underlying, as specified on the cover of this pricing supplement
Initial Underlying Level:	With respect to each Underlying, the Closing Level of that Underlying on the Trade Date, as specified on the cover of this pricing supplement
Final Underlying Level:	With respect to each Underlying, the Closing Level of that Underlying on the Final Valuation Date
Closing Level:	With respect to each Underlying, Closing Level has the meaning set forth under “Reference Assets—Indices—Special Calculation Provisions” in the prospectus supplement.
Calculation Agent:	Barclays Bank PLC

Terms used in this pricing supplement, but not defined herein, shall have the meanings ascribed to them\nin the prospectus supplement. The Underlyings and the terms of the Notes are subject to adjustment by the Calculation Agent and the Maturity\nDate may be accelerated, in each case under certain circumstances as set forth in the accompanying prospectus supplement. See “Key\nRisks—Risks Relating to the Underlyings” below.

Subject to postponement in certain circumstances, as described under “Reference Assets—Indices—Market\nDisruption Events for Securities with an Equity Index as a Reference Asset,” “Reference Assets—Least or Best Performing\nReference Asset—Scheduled Trading Days and Market Disruption Events for Securities Linked to the Reference Asset with the Lowest\nor Highest Return in a Group of Two or More Equity Securities, Exchange-Traded Funds, Equity Indices and/or Equity Futures Indices”\nand “Terms of the Notes—Payment Dates” in the accompanying prospectus supplement

PS-6

\n \n \n

\n\nInvestment Timeline

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


Trade Date:		The Closing Level of each Underlying (the Initial Underlying Level) is observed, the Call Return Rate is set and the Downside Threshold of each Underlying is determined.
$\"\"$
Quarterly, beginning on November 1, 2027:		\n The Issuer will automatically call the Notes if (i) the Closing Level\n of each Underlying on any quarterly Observation Date, beginning\n on November 1, 2027, preceding the Final Valuation Date is greater than or equal to its Initial Underlying Level or (ii) the Final Underlying\n Level of each Underlying is greater than or equal to its specified\n Downside Threshold. \n \n The Final Underlying Level of each Underlying is determined as of the\n Final Valuation Date. \n \n If the Notes are automatically called, the Issuer will pay you a Call\n Price equal to the principal amount of your Notes plus a Call Return, and no further amounts will be owed to you under the Notes.\n The Call Return increases based on the per annum Call Return Rate for each additional quarter the Notes remain outstanding. \n
$\"\"$
Maturity Date:		\n If the Notes\n are not automatically called and, therefore, the Final Underlying Level of either Underlying is less than its Downside Threshold,\n the Issuer will pay you a cash payment on the Maturity Date per Note that is less than your principal amount, if anything, resulting in\n a percentage loss on your investment equal to the negative Underlying Return of the Lesser Performing Underlying, calculated as follows: \n \n $10 × (1 + Underlying Return of the Lesser\n Performing Underlying) \n \n Accordingly, you may lose a significant portion or all of your\n principal at maturity, depending on how much the Lesser Performing Underlying declines, regardless of the performance of the other Underlying. \n

Investing in the Notes involves significant risks. You may lose a\nsignificant portion or all of your initial investment. You will be exposed to the market risk of each Underlying and any decline in the\nlevel of one Underlying may negatively affect your return and will not be offset or mitigated by a lesser decline or any potential increase\nin the level of the other Underlying. The Final Underlying Level of each Underlying is observed relative to its Downside Threshold only\non the Final Valuation Date, and the contingent repayment of principal applies only if you hold the Notes to maturity. Generally, the\nhigher the Call Return Rate on a Note, the greater the risk of loss on that Note. Your return potential on the Notes is limited to any\nCall Return paid on the Notes, and you will not participate in any appreciation of either Underlying. Any payment on the Notes, 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. resolution\nauthority, you might not receive any amounts owed to you under the Notes.

PS-7

\n \n \n

\nKey Risks

An investment in the Notes involves significant risks. Investing in\nthe Notes is not equivalent to investing directly in either or both of the Underlyings or the securities composing the Underlyings. Some\nof the risks that apply to an investment in the Notes are summarized below, but we urge you to read the more detailed explanation of risks\nrelating to the Notes generally in the “Risk Factors” section of the prospectus supplement. You should not purchase the Notes\nunless you understand and can bear the risks of investing in the Notes.

Risks Relating to the Notes Generally

You may lose a significant portion or all of your principal —\nThe Notes differ from ordinary debt securities in that the Issuer will not necessarily pay the full principal amount of the Notes at maturity.\nIf the Closing Level of either Underlying is less than its Initial Underlying Level on each Observation Date preceding the Final Valuation\nDate and if the Final Underlying Level of either Underlying is less than its Downside Threshold on the Final Valuation Date, the Notes\nwill not be automatically called. Instead, you will be exposed to the full decline in the Lesser Performing Underlying and the Issuer\nwill repay less than the full principal amount of the Notes at maturity, if anything, resulting in a percentage loss on your investment\nequal to the negative Underlying Return of the Lesser Performing Underlying. Accordingly, you may lose a significant portion or all of\nyour principal.

Your return potential on the Notes is limited to any Call Return paid on\nthe Notes, and you will not participate in any appreciation of either Underlying — The return potential of the Notes\nis limited to the pre-specified per annum Call Return Rate, regardless of any appreciation of either Underlying, which may be significant.\nIn addition, because the Call Return increases based on the per annum Call Return Rate for each additional quarter the Notes remain outstanding,\nthe Call Price payable on the first Observation Date is less than the Call Price payable for later Observation Dates. Therefore, if the\nNotes are automatically called on an earlier Observation Date, you will receive a lower Call Price than if the Notes were called on a\nlater Observation Date. If the Notes are not automatically called, you will be subject to the decline in the level of the Lesser Performing\nUnderlying even though you will not participate in any appreciation of either Underlying. As a result, the return on an investment in\nthe Notes could be less than the return on a direct investment in either or both of the Underlyings or securities composing the Underlyings.

No interest payments —\nThe Issuer will not make periodic interest payments on the Notes.

You are exposed to the market risk of each Underlying\n— Your return on the Notes is not linked to a basket consisting of the Underlyings. Rather,\nit will be contingent upon the independent performance of each Underlying. Unlike an instrument with a return linked to a basket of underlying\nassets in which risk is mitigated and diversified among all the components of the basket, you will be exposed to the risks related to\neach Underlying. Poor performance by either Underlying over the term of the Notes may negatively affect your return and will not be offset\nor mitigated by any increases or lesser declines in the level of the other Underlying. In order for the Notes to be automatically called\nfor the applicable Call Price, the Closing Level of each Underlying on any Observation Date preceding the Final Valuation Date must be\ngreater than or equal to its Initial Underlying Level or the Final Underlying Level of each Underlying must be greater than or equal to\nits Downside Threshold. In addition, if the Notes are not automatically called, that means that the Final Underlying Level of either Underlying\nis less than its Downside Threshold. Under these circumstances, you will be exposed to the full decline in the Lesser Performing Underlying.\nAccordingly, your investment is subject to the market risk of each Underlying.

Because the Notes are linked to the Lesser Performing Underlying, the Notes\nare less likely to be automatically called for the applicable Call Price and you are exposed to greater risks of sustaining a significant\nloss on your investment at maturity than if the Notes were linked to a single Underlying — The likelihood\nof the Notes being automatically called on any Observation Date for the applicable Call Price is lower, and the risk that you will lose\na significant portion or all of your initial investment in the Notes at maturity is greater if you invest in the Notes as opposed to substantially\nsimilar securities that are linked to the performance of a single Underlying. With two Underlyings, it is more likely that the Closing\nLevel of either Underlying will be less than its Initial Underlying Level on each Observation Date preceding the Final Valuation Date\nor less than its Downside Threshold on the Final Valuation Date and, therefore, it is less likely that the Notes will be automatically\ncalled for the applicable Call Price and more likely that you will suffer a significant loss on your investment at maturity. In\naddition, the performance of the Underlyings may not be correlated or may be negatively correlated. The lower the correlation between\ntwo Underlyings, the greater the potential for one of those Underlyings to close below its Initial Underlying Level on an Observation\nDate preceding the Final Valuation Date or below its Downside Threshold on the Final Valuation Date. See “Correlation of the Underlyings”\nbelow.

It is impossible to predict what the correlation\nbetween the Underlyings will be over the term of the Notes. The Underlyings represent different equity markets. The Russell 2000^®\nIndex represents the small-capitalization segment of the United States equity market and the EURO STOXX 50^® Index represents\nequity markets in the Eurozone. These different equity markets may not perform similarly over the term of the Notes.

Although\nthe correlation of the Underlyings’ performance may change over the term of the Notes, the Call Return Rate is determined, in part,\nbased on the correlation of the Underlyings’ performance calculated using our internal models at the time when the terms of the\nNotes are finalized. A higher Call Return Rate is generally associated with lower correlation of the Underlyings, which reflects a lower\nlikelihood of the Notes being automatically called on any Observation Date for the applicable Call Price and a greater potential for a\nloss on your investment at maturity. The correlation referenced in setting the terms of the Notes is calculated using our internal models\nand is not derived from the returns of the Underlyings over the period set forth under “Correlation of the Underlyings” below.\nIn addition, other factors and inputs other than correlation may impact how the terms of the Notes are set and the performance of the\nNotes.

If the Notes are not automatically called, the payment at maturity, if\nany, is calculated based solely on the performance of the Lesser Performing Underlying — If the Notes are not automatically\ncalled pursuant to the Automatic Call Feature, the Final Underlying Level of the Lesser Performing Underlying will be less than its Downside\nThreshold, and the payment at maturity, if any, will be linked solely to the performance of the Lesser Performing Underlying. Under these\ncircumstances, only the Underlying Return of the

PS-8

Lesser Performing Underlying will be used\nto determine the return on your Notes, and you will not benefit from the performance of the other Underlying, even if the Final Underlying\nLevel of the other Underlying is greater than or equal to its Downside Threshold or Initial Underlying Level.

Reinvestment risk — If your Notes are automatically called\nearly, the holding period over which you would receive the per annum Call Return Rate could be as short as approximately one year. There\nis no guarantee that you would be able to reinvest the proceeds from an investment in the Notes in a comparable investment with a similar\nlevel of risk in the event the Notes are automatically called prior to the Maturity Date.

Any payment on the Notes will be determined based\non the Closing Levels of the Underlyings on the dates specified — Any payment\non the Notes will be determined based on the Closing Levels of the Underlyings on the dates specified. You will not benefit from any more\nfavorable values of the Underlyings determined at any other time.

Contingent repayment of principal applies only at maturity or upon any\nautomatic call — You should be willing to hold your Notes to maturity or any automatic call. The market value of the\nNotes may fluctuate between the date you purchase them and the Final Valuation Date. If you are able to sell your Notes prior to maturity\nin the secondary market, if any, you may have to sell them at a loss relative to your initial investment even if at that time the level\nof either or both of the Underlyings is greater than or equal to its Downside Threshold.

A higher Call Return Rate and/or a lower Downside Threshold may reflect\ngreater expected volatility of the Underlyings, which is generally associated with a greater risk of loss — Volatility\nis a measure of the degree of variation in the levels of the Underlyings over a period of time. The greater the expected volatilities\nof the Underlyings at the time the terms of the Notes are set, the lower the expectation is at that time that the Notes will be automatically\ncalled for the applicable Call Price and the greater the expectation is that you may lose a significant portion or all of your principal\nat maturity. In addition, the economic terms of the Notes, including the Call Return Rate and the Downside Threshold, are based, in part,\non the expected volatilities of the Underlyings at the time the terms of the Notes are set, where higher expected volatilities will generally\nbe reflected in a higher Call Return Rate than the fixed rate we would pay on conventional debt securities of the same maturity and/or\non otherwise comparable securities and/or a lower Downside Threshold as compared to otherwise comparable securities. Accordingly, a higher\nCall Return Rate will generally be indicative of a greater risk of loss while a lower Downside Threshold does not necessarily indicate\nthat the Notes have a greater likelihood of being automatically called for the applicable Call Price or returning your principal at maturity.\nYou should be willing to accept the downside market risk of each Underlying and the potential loss of a significant portion or all of\nyour principal at maturity.

Owning the Notes is not the same as owning the\nsecurities composing either or both Underlyings — The return on your Notes may\nnot reflect the return you would realize if you actually owned the securities composing either or both Underlyings. As a holder of the\nNotes, you will not have voting rights or rights to receive dividends or other distributions or other rights that holders of the securities\ncomposing either Underlying would have.

The U.S. federal income tax consequences of an investment in the Notes\nare uncertain — There is no direct legal authority regarding the proper U.S. federal income tax treatment of the Notes,\nand we do not plan to request a ruling from the Internal Revenue Service (the “IRS”). Consequently, significant aspects of\nthe tax treatment of the Notes are uncertain, and the IRS or a court might not agree with the treatment of the Notes as prepaid forward\ncontracts, as described under “What Are the Tax Consequences of an Investment in the Notes?” below. If the IRS were successful\nin asserting an alternative treatment for the Notes, the tax consequences of the ownership and disposition of the Notes could be materially\nand adversely affected.

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

Risks Relating to the Issuer

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

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 — Notwithstanding and to the exclusion of any other term of the Notes\nor any other agreements, arrangements or understandings between Barclays Bank PLC and any holder or beneficial owner of the Notes (or\nthe trustee on behalf of the holders of the Notes), by acquiring the Notes, each holder or beneficial owner of the Notes acknowledges,\naccepts, agrees 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\nforth under “Consent to U.K. Bail-in Power” in this pricing supplement. Accordingly, any U.K. Bail-in Power may be exercised\nin such a manner as to result in you and other holders and beneficial owners of the Notes losing all or a part of the value of your investment\nin the Notes or receiving a different security from the Notes, which may be worth significantly less than the Notes and which may have\nsignificantly fewer protections than those typically afforded to debt securities. Moreover, the relevant U.K. resolution authority may\nexercise the U.K. Bail-in Power without providing any

PS-9

advance notice to, or requiring the consent\nof, the holders and beneficial owners of the Notes. The exercise of any U.K. Bail-in Power by the relevant U.K. resolution authority with\nrespect to the Notes will not be a default or an Event of Default (as each term is defined in the senior debt securities indenture) and\nthe trustee will not be liable for any action that the trustee takes, or abstains from taking, in either case, in accordance with the\nexercise of the U.K. Bail-in Power by the relevant U.K. resolution authority with respect to the Notes. See “Consent to U.K. Bail-in\nPower” in this pricing supplement as well as “U.K. Bail-in Power,” “Risk Factors—Risks Relating to the Securities\nGenerally—Regulatory action in the event a bank or investment firm in the Group is failing or likely to fail, including the exercise\nby the relevant U.K. resolution authority of a variety of statutory resolution powers, could materially adversely affect the value of\nany securities” and “Risk Factors—Risks Relating to the Securities Generally—Under the terms of the securities,\nyou have agreed to be bound by the exercise of any U.K. Bail-in Power by the relevant U.K. resolution authority” in the accompanying\nprospectus supplement.

Risks Relating to the Underlyings

Each Underlying reflects the price return of the\nsecurities composing that Underlying, not the total return — The return on the\nNotes is based on the performance of the Underlyings, which reflects changes in the market prices of the securities composing each Underlying.\nEach Underlying is not a “total return” index that, in addition to reflecting those price returns, would also reflect dividends\npaid on the securities composing the applicable Underlying. Accordingly, the return on the Notes will not include such a total return\nfeature.

Adjustments to the Underlyings could adversely affect the value of the\nNotes — The sponsor of an Underlying may add, delete, substitute or adjust the securities composing that Underlying or\nmake other methodological changes to that Underlying that could affect its performance. The Calculation Agent will calculate the value\nto be used as the Closing Level of an Underlying in the event of certain material changes in or modifications to that Underlying. In addition,\nthe sponsor of an Underlying may also discontinue or suspend calculation or publication of that Underlying at any time. Under these circumstances,\nthe Calculation Agent may select a successor index that the Calculation Agent determines to be comparable to the discontinued Underlying\nor, if no successor index is available, the Calculation Agent will determine the value to be used as the Closing Level of that Underlying.\nAny of these actions could adversely affect the value of the relevant Underlying and, consequently, the value of the Notes. See “Reference\nAssets—Indices—Adjustments Relating to Securities with an Index as a Reference Asset” in the accompanying prospectus\nsupplement.

The Notes are subject to small-capitalization companies risk with respect\nto the Russell 2000^® Index — The Russell 2000^® Index tracks companies that are considered\nsmall-capitalization companies. These companies often have greater stock price volatility, lower trading volume and less liquidity than\nlarge-capitalization companies, and therefore securities linked to the Russell 2000^® Index may be more volatile than an\ninvestment linked to an index with component stocks issued by large-capitalization companies. Stock prices of small-capitalization companies\nare also more vulnerable than those of large-capitalization companies to adverse business and economic developments. In addition, small-capitalization\ncompanies are typically less stable financially than large-capitalization companies and may depend on a small number of key personnel,\nmaking them more vulnerable to loss of personnel. Small-capitalization companies are often subject to less analyst coverage and may be\nin early, and less predictable, periods of their corporate existences. Such companies tend to have smaller revenues, less diverse product\nlines, smaller shares of their product or service markets, fewer financial resources and less competitive strengths than large-capitalization\ncompanies and are more susceptible to adverse developments related to their products.

Non-U.S. securities markets risks with respect\nto the EURO STOXX 50^® Index — The equity securities composing the\nEURO STOXX 50^® Index are issued by non-U.S. companies in non-U.S. securities markets. Investments in securities linked\nto the value of such non-U.S. equity securities, such as the Notes, involve risks associated with the securities markets in the home countries\nof the issuers of those non-U.S. equity securities, including risks of volatility in those markets, governmental intervention in those\nmarkets and cross shareholdings in companies in certain countries. Also, there is generally less publicly available information about\ncompanies in some of these jurisdictions than there is about U.S. companies that are subject to the reporting requirements of the SEC,\nand generally non-U.S. companies are subject to accounting, auditing and financial reporting standards and requirements and securities\ntrading rules different from those applicable to U.S. reporting companies. The prices of securities in non-U.S. markets may be affected\nby political, economic, financial and social factors in those countries, or global regions, including changes in government, economic\nand fiscal policies and currency exchange laws.

No direct exposure to fluctuations in exchange rates between the U.S. dollar and the euro with\nrespect to the EURO STOXX 50^® Index — The EURO STOXX 50^® Index is composed of non-U.S.\nsecurities denominated in euros. Because the level of the EURO STOXX 50^® Index is also calculated in euros (and not in\nU.S. dollars), the performance of the EURO STOXX 50^® Index will not be adjusted for exchange rate fluctuations between\nthe U.S. dollar and the euro. In addition, any payments on the Notes determined based in part on the performance of the EURO STOXX 50^®\nIndex will not be adjusted for exchange rate fluctuations between the U.S. dollar and the euro. Therefore, holders of the Notes will not\nbenefit from any appreciation of the euro relative to the U.S. dollar.

We may accelerate the Notes if a change-in-law event occurs\n— Upon the occurrence of legal or regulatory changes that may, among other things, prohibit or otherwise materially restrict persons\nfrom holding the Notes or an Underlying or its components, or engaging in transactions in them, the Calculation Agent may determine that\na change-in-law event has occurred and accelerate the Maturity Date for a payment determined by the Calculation Agent in its sole discretion.\nAny amount payable upon acceleration could be significantly less than any amount that would be due on the Notes if they were not accelerated.\nHowever, if the Calculation Agent elects not to accelerate the Notes, the value of, and any amount payable on, the Notes could be adversely\naffected, perhaps significantly, by the occurrence of those legal or regulatory changes. See “Terms of the Notes—Change-in-Law\nEvents” in the accompanying prospectus supplement.

PS-10

Risks Relating to Conflicts of Interest

Dealer incentives —\nWe, the Agents and affiliates of the Agents act in various capacities with respect to the Notes. The Agents and various affiliates may\nact as a principal, agent or dealer in connection with the Notes. Such Agents, including the sales representatives of UBS Financial Services\nInc., will derive compensation from the distribution of the Notes and such compensation may serve as an incentive to sell these Notes\ninstead of other investments. We will pay compensation as specified on the cover of this pricing supplement to the Agents in connection\nwith the distribution of the Notes, and such compensation may be passed on to affiliates of the Agents or other third party distributors.

Potentially inconsistent research, opinions or recommendations by Barclays\nCapital Inc., UBS Financial Services Inc. or their respective affiliates — Barclays Capital Inc., UBS Financial Services\nInc. or their respective affiliates and agents may publish research from time to time on financial markets and other matters that may\ninfluence the value of the Notes, or express opinions or provide recommendations that are inconsistent with purchasing or holding the\nNotes. Any research, opinions or recommendations expressed by Barclays Capital Inc., UBS Financial Services Inc. or their respective affiliates\nor agents may not be consistent with each other and may be modified from time to time without notice. You should make your own independent\ninvestigation of the merits of investing in the Notes and each Underlying.

Potential Barclays Bank PLC impact on the levels of the Underlyings\n— Trading or transactions by Barclays Bank PLC or its affiliates in the securities composing the Underlyings and/or over-the-counter\noptions, futures or other instruments with returns linked to the performance of either or both Underlyings or the securities composing\nthe Underlyings, may adversely affect the level of either Underlying and, therefore, the market value of the Notes.

We and our affiliates may engage in various activities or make determinations\nthat could materially affect your Notes in various ways and create conflicts of interest —\nWe and our affiliates play a variety of roles in connection with the issuance of the Notes, as described below. In performing these roles,\nour and our affiliates’ economic interests are potentially adverse to your interests as an investor in the Notes.

In connection with our\nnormal business activities and in connection with hedging our obligations under the Notes, we and our affiliates make markets in and trade\nvarious financial instruments or products for our accounts and for the account of our clients and otherwise provide investment banking\nand other financial services with respect to these financial instruments and products. These financial instruments and products may include\nsecurities, derivative instruments or assets that may relate to an Underlying or its components. 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 Notes. We and our affiliates have no obligation to take the needs\nof any buyer, seller or holder of the Notes into account in conducting these activities. Such market making, trading and hedging activity,\ninvestment banking and other financial services may negatively impact the value of the Notes.

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

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

Risks Relating to the Estimated Value\nof the Notes and the Secondary Market

There may be little or no secondary market for\nthe Notes — The Notes will not be listed on any securities exchange. Barclays Capital\nInc. and other affiliates of Barclays Bank PLC intend to make a secondary market for the Notes but are not required to do so, and may\ndiscontinue any such secondary market making at any time, without notice. Even if there is a secondary market, it may not provide enough\nliquidity to allow you to trade or sell the Notes easily. Because other dealers are not likely to make a secondary market for the Notes,\nthe price at which you may be able to trade your Notes is likely to depend on the price, if any, at which Barclays Capital Inc. and other\naffiliates of Barclays Bank PLC are willing to buy the Notes. The Notes are not designed to be short-term trading instruments. Accordingly,\nyou should be able and willing to hold your Notes to maturity.

Many economic and market factors will impact the value of the Notes —\nStructured notes, including the Notes, can be thought of as securities that combine a debt instrument with one or more options or other\nderivative instruments. As a result, the factors that influence the values of debt instruments and options or other derivative instruments\nwill also influence the terms and features of the Notes at issuance and their value in the secondary market. Accordingly, in addition\nto the levels of the Underlyings on any day, the value of the Notes will be affected by a number of economic and market factors that may\neither offset or magnify each other, including:

\n\n

the expected volatility of the Underlyings;

\n\n

correlation (or lack of correlation) of the Underlyings;

\n\n

the time to maturity of the Notes;

PS-11

\n\n

the market prices of, and dividend rates on, the securities\ncomposing the Underlyings;

\n\n

interest and yield rates in the market generally;

\n\n

supply and demand for the Notes;

\n\n

a variety of economic, financial, political, regulatory and\njudicial events;

\n\n

the exchange rate of the U.S. dollar relative to the euro;\nand

\n\n

our creditworthiness, including actual or anticipated downgrades\nin our credit ratings.

The estimated value of your Notes is lower than the initial issue price\nof your Notes — The estimated value of your Notes on the Trade Date is lower than the initial issue price of your Notes.\nThe difference between the initial issue price of your Notes and the estimated value of the Notes is a result of certain factors, such\nas any sales commissions to be paid to Barclays Capital Inc. or another affiliate of ours, any selling concessions, discounts, commissions\nor fees to be allowed or paid to non-affiliated intermediaries, the estimated profit that we or any of our affiliates expect to earn in\nconnection with structuring the Notes, the estimated cost that we may incur in hedging our obligations under the Notes, and estimated\ndevelopment and other costs that we may incur in connection with the Notes.

The estimated value of your Notes might be lower if such estimated value\nwere based on the levels at which our debt securities trade in the secondary market — The estimated value of your Notes\non the Trade Date is based on a number of variables, including our internal funding rates. Our internal funding rates may vary from the\nlevels at which our benchmark debt securities trade in the secondary market. As a result of this difference, the estimated value referenced\nabove might be lower if such estimated value were based on the levels at which our benchmark debt securities trade in the secondary market.\nAlso, this difference in funding rate as well as certain factors, such as sales commissions, selling concessions, estimated costs and\nprofits mentioned below, reduces the economic terms of the Notes to you.

The estimated value of the Notes is based on our internal pricing models,\nwhich may prove to be inaccurate and may be different from the pricing models of other financial institutions — The estimated\nvalue of your Notes on the Trade Date is based on our internal pricing models, which take into account a number of variables and are based\non a number of subjective assumptions, which may or may not materialize. These variables and assumptions are not evaluated or verified\non an independent basis. Further, our pricing models may be different from other financial institutions’ pricing models and the\nmethodologies used by us to estimate the value of the Notes may not be consistent with those of other financial institutions that may\nbe purchasers or sellers of Notes in the secondary market. As a result, the secondary market price of your Notes may be materially different\nfrom the estimated value of the Notes determined by reference to our internal pricing models.

The estimated value of your Notes is not a prediction of the prices at\nwhich you may sell your Notes in the secondary market, if any, and such secondary market prices, if any, will likely be lower than the\ninitial issue price of your Notes and may be lower than the estimated value of your Notes — The estimated value of the\nNotes will not be a prediction of the prices at which Barclays Capital Inc., other affiliates of ours or third parties may be willing\nto purchase the Notes from you in secondary market transactions (if they are willing to purchase, which they are not obligated to do).\nThe price at which you may be able to sell your Notes in the secondary market at any time will be influenced by many factors that cannot\nbe predicted, 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 Notes. Further, as secondary market prices of your Notes take into account the levels at which our debt securities trade\nin the secondary market, and do not take into account our various costs related to the Notes such as fees, commissions, discounts, and\nthe costs of hedging our obligations under the Notes, secondary market prices of your Notes will likely be lower than the initial issue\nprice of your Notes. As a result, the price at which Barclays Capital Inc., other affiliates of ours or third parties may be willing to\npurchase the Notes from you in secondary market transactions, if any, will likely be lower than the price you paid for your Notes, and\nany sale prior to the Maturity Date could result in a substantial loss to you.

The temporary price at which we may initially buy the Notes in the secondary\nmarket and the value we may initially use for customer account statements, if we provide any customer account statements at all, may not\nbe indicative of future prices of your Notes — Assuming that all relevant factors remain constant after the Trade Date,\nthe price at which Barclays Capital Inc. may initially buy or sell the Notes in the secondary market (if Barclays Capital Inc. makes a\nmarket in the Notes, which it is not obligated to do) and the value that we may initially use for customer account statements, if we provide\nany customer account statements at all, may exceed our estimated value of the Notes on the Trade Date, as well as the secondary market\nvalue of the Notes, for a temporary period after the initial issue date of the Notes. The price at which Barclays Capital Inc. may initially\nbuy or sell the Notes in the secondary market and the value that we may initially use for customer account statements may not be indicative\nof future prices of your Notes. Please see “Additional Information Regarding Our Estimated Value of the Notes” on page PS-3\nfor further information.

PS-12

\n \n \n

\nHypothetical Examples

Hypothetical terms only. Actual terms may vary.\nSee the cover page for actual offering terms.

The examples below illustrate the payment upon a call or at maturity\nfor a $10 principal amount Note on a hypothetical offering of the Notes under various scenarios, with the assumptions set forth below.*\nYou should not take these examples as an indication or assurance of the expected performance of the Notes. The examples below do not take\ninto account any tax consequences from investing in the Notes. Numbers appearing in the examples below have been rounded for ease of analysis.\nIn these examples, we refer to the Russell 2000^® Index and the EURO STOXX 50^® Index as the “RTY Index”\nand the “SX5E Index,” respectively.

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

Term:	Approximately five years (unless called earlier)
Call Return Rate:	10.70% per annum
Hypothetical Initial Underlying Level:	100.000 for the RTY Index and 100.00 for the SX5E Index
Hypothetical Downside Threshold:	75.000 for the RTY Index and 75.00 for the SX5E Index (which, with respect to each Underlying, is 75.00% of the hypothetical Initial Underlying Level of that Underlying)
Observation Dates:	Quarterly, beginning after one year, as set forth under the “Observation Date” column of the table under “Final Terms—Call Return/Call Return Rate” in this pricing supplement

Terms used for purposes of these hypothetical examples do not represent the actual Initial Underlying Levels or Downside Thresholds.\nThe hypothetical Initial Underlying Levels of 100.000 for the RTY Index and 100.00 for the SX5E Index have been chosen for illustrative\npurposes only and do not represent the actual Initial Underlying Levels for the Underlyings. The actual Initial Underlying Level and Downside\nThreshold of each Underlying are set forth on the cover of this pricing supplement. For historical Closing Levels of the Underlyings,\nplease see the historical information set forth under the sections titled “Russell 2000^® Index” and “EURO\nSTOXX 50^® Index” below. We cannot predict the Closing Level of either Underlying on any day during the term of the\nNotes, including on any Observation Date.

Example 1 — Notes Are\nAutomatically Called on the First Observation Date

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

Date	Closing Level	Payment (per Note)
First Observation Date	RTY Index: 125.000	Closing Level of each Underlying at or above its Initial Underlying Level; Notes are automatically called; Issuer pays the Call Price applicable to the first Observation Date on the related Call Settlement Date.
SX5E Index: 110.00

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

Call Price (per Note):		$11.07
Total Return:		10.70%

Because the Closing Level of each\nUnderlying is greater than or equal to its Initial Underlying Level on the first Observation Date (which is approximately one year after\nthe Trade Date), the Notes are automatically called on that Observation Date. The Issuer will pay you on the related Call Settlement Date\na Call Price of $11.07 per Note for a total return of 10.70% on the Notes. No further amounts will be owed to you under the Notes.

As indicated in this example, any positive return on your Notes will\nnot exceed the Call Price with respect to the applicable Observation Date, regardless of any appreciation in the value of either Underlying,\nwhich may be significant.

PS-13

Example 2 — Notes Are\nAutomatically Called on the Final Valuation Date

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

Date	Closing Level	Payment (per Note)
First Observation Date	RTY Index: 90.000	Closing Level of at least one Underlying below its Initial Underlying Level; Notes NOT automatically called \n
SX5E Index: 105.00
Second Observation Date	RTY Index: 95.000	Closing Level of at least one Underlying below its Initial Underlying Level; Notes NOT automatically called \n
SX5E Index: 110.00
Third Observation Date	RTY Index: 95.000	Closing Level of at least one Underlying below its Initial Underlying Level; Notes NOT automatically called \n
SX5E Index: 115.00
Fourth to Sixteenth Observation Dates	Various (at least one Underlying below Initial Underlying Level) \n	Closing Level of at least one Underlying below its Initial Underlying Level; Notes NOT automatically called
\n Seventeenth Observation Date \n \n (the Final Valuation Date) \n	RTY Index: 105.000	Final Underlying Level of each Underlying at or above its Downside Threshold; Notes are automatically called; Issuer pays the Call Price applicable to the Final Valuation Date on the Maturity Date.
SX5E Index: 90.00

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

Call Price (per Note):		$15.35
Total Return:		53.50%

In this example, the Notes are not automatically called prior to the\nFinal Valuation Date because the Closing Level of at least one Underlying on each Observation Date preceding the Final Valuation Date\nis less than its Initial Underlying Level, even if the other Underlying has appreciated.

However, because the Final Underlying Level of each Underlying is greater\nthan or equal to its Downside Threshold, the Notes are automatically called on the Final Valuation Date. The Issuer will pay you on the\nMaturity Date a Call Price of $15.35 per Note for a total return of 53.50%\non the Notes.

PS-14

Example 3 — Notes are NOT Automatically Called

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

Date		Closing Level	Payment (per Note)
First Observation Date		RTY Index: 55.000	Closing Level of at least one Underlying below its Initial Underlying Level; Notes NOT automatically called \n
	SX5E Index: 105.00
Second Observation Date		RTY Index: 60.000	Closing Level of at least one Underlying below its Initial Underlying Level; Notes NOT automatically called \n
	SX5E Index: 120.00
Third Observation Date		RTY Index: 60.000	Closing Level of at least one Underlying below its Initial Underlying Level; Notes NOT automatically called \n
	SX5E Index: 115.00
Fourth to Sixteenth Observation Dates		Various (at least one Underlying below Initial Underlying Level)	Closing Level of at least one Underlying below its Initial Underlying Level; Notes NOT automatically called \n

\n Seventeenth Observation Date \n \n (the Final Valuation Date) \n		RTY Index: 45.000	Final Underlying Level of at least one Underlying below its Downside Threshold; Notes NOT automatically called. The Issuer will repay less than the principal amount resulting in a percentage loss on your investment equal to the negative Underlying Return of the Lesser Performing Underlying.
	SX5E Index: 110.00

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

Payment at Maturity (per Note):		$4.50
Total Return:		-55.00%

In addition, the Notes are not automatically called on the Final Valuation\nDate because the Final Underlying Level of at least one Underlying on the Final Valuation Date is less than its Downside Threshold. Because\nthe Final Underlying Level of at least one Underlying is less than its Downside Threshold on the Final Valuation Date, at maturity, the\nIssuer will pay you a total of $4.50 per Note, for a total return of -55.00% on the Notes, calculated as follows:

$10 × (1 + Underlying Return of the Lesser\nPerforming Underlying)

Step 1: Calculate the Underlying Return of each Underlying:

Underlying Return of the RTY Index:

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

Final Underlying Level – Initial Underlying Level	=	45.000 – 100.000	= -55.00%
Initial Underlying Level	100.000

Underlying Return of the SX5E Index:

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

Final Underlying Level – Initial Underlying Level	=	110.00 – 100.00	= 10.00%
Initial Underlying Level	100.00

Step 2: Determine the Lesser Performing Underlying: The RTY Index\nis the Underlying with the lower Underlying Return.

Step 3: Calculate the Payment at Maturity:

$10 × (1 + Underlying Return of the Lesser\nPerforming Underlying)

= $10 × (1 + -55.00%) = $4.50

As this example illustrates, if the Notes have not been previously\ncalled and if the Final Underlying Level of either Underlying is less than its Downside Threshold, you will incur a loss on the Notes\nat maturity, even if the other Underlying has appreciated.

PS-15

\n \n \n

\n\nWhat Are the Tax Consequences of an Investment in the Notes?

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

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

Based on current market conditions,\nin the opinion of our special tax counsel, it is reasonable to treat the Notes for U.S. federal income tax purposes as prepaid forward\ncontracts with respect to the Underlyings. Assuming this treatment is respected, upon a sale or exchange of your Notes (including redemption\nupon an automatic call or 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 Notes, which should equal the amount you paid to acquire your Notes. This gain or loss\nshould be short-term capital gain or loss unless you hold the Notes for more than one year, in which case the gain or loss should be long-term\ncapital gain or loss, whether or not you are an initial purchaser of Notes at the original issue price. However, the IRS or a court may\nnot respect this treatment, in which case the timing and character of any income or loss on the Notes could be materially and adversely\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; the relevance of factors such as the nature of the underlying\nproperty to which the instruments are linked; the degree, if any, to which income (including any mandated accruals) realized by non-U.S.\ninvestors should be subject to withholding tax; and whether these instruments are or should be subject to the “constructive ownership”\nregime, which very generally can operate to recharacterize certain long-term capital gain as ordinary income and impose a notional interest\ncharge. While the notice requests comments on appropriate transition rules and effective dates, any Treasury regulations or other guidance\npromulgated after consideration of these issues could materially and adversely affect the tax consequences of an investment in the Notes,\npossibly with retroactive effect. You should consult your tax advisor regarding the U.S. federal income tax consequences of an investment\nin the Notes, including possible alternative treatments and the issues presented by this notice.

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

Treasury regulations under Section\n871(m) generally impose a withholding tax on certain “dividend equivalents” under certain “equity linked instruments.”\nA recent IRS notice excludes from the scope of Section 871(m) instruments issued prior to January 1, 2029 that do not have a “delta\nof one” with respect to underlying securities that could pay U.S.-source dividends for U.S. federal income tax purposes (each an\n“Underlying Security”). Based on our determination that the Notes do not have a “delta of one” within the meaning\nof the regulations, our special tax counsel is of the opinion that these regulations should not apply to the Notes with regard to non-U.S.\nholders. Our determination is not binding on the IRS, and the IRS may disagree with this determination. Section 871(m) is complex and\nits application may depend on your particular circumstances, including whether you enter into other transactions with respect to an Underlying\nSecurity. You should consult your tax advisor regarding the potential application of Section 871(m) to the Notes.

PS-16

\n \n \n

\n\nRussell 2000^® Index

The Russell 2000^® Index (the “RTY Index”)\nmeasures the capitalization-weighted price performance of 2,000 U.S. small-capitalization stocks listed on eligible U.S. exchanges and\nis designed to track the performance of the small-capitalization segment of the U.S. equity market. For more information about the RTY\nIndex, see “Indices—The Russell Indices” in the accompanying underlying supplement.

Historical Information

The following graph sets forth the historical performance of the RTY\nIndex from January 4, 2016 through October 23, 2026, based on the daily Closing Levels of the RTY Index. The Closing Level of the RTY\nIndex on October 23 was 2,775.899. The dotted line represents the Downside Threshold of 2,081.924,\nwhich is equal to 75.00% of the Initial Underlying Level of the RTY Index.

We obtained the Closing Levels of the RTY Index from Bloomberg\nProfessional^® service (“Bloomberg”),\nwithout independent verification. Historical performance of the RTY Index should not be taken as an indication of future performance.\nFuture performance of the RTY Index may differ significantly from historical performance, and no assurance can be given as to the Closing\nLevel of the RTY Index during the term of the Notes, including on any Observation Date. We cannot give you assurance that the performance\nof the RTY Index will not result in a loss of your principal amount.

$\"\"$

PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE\nRESULTS.

PS-17

\n \n \n

\n\nEURO STOXX 50^® Index

The EURO STOXX 50^® Index (the “SX5E Index”)\nis a free float market capitalization-weighted index composed of 50 of the largest stocks in terms of free float market capitalization\ntraded on major Eurozone exchanges. For more information about the SX5E Index, see “Indices—The STOXX Benchmark Indices”\nin the accompanying underlying supplement.

Historical Information

The following graph sets forth the historical performance of the SX5E\nIndex from January 4, 2016 through October 23, 2026, based on the daily Closing Levels of the SX5E Index. The Closing Level of the SX5E\nIndex on October 23 was 6,068.22. The dotted line represents the Downside Threshold of 4,551.17,\nwhich is equal to 75.00% of the Initial Underlying Level of the SX5E Index.

We obtained the Closing Levels of the SX5E Index from Bloomberg,\nwithout independent verification. Historical performance of the SX5E Index should not be taken as an indication of future performance.\nFuture performance of the SX5E Index may differ significantly from historical performance, and no assurance can be given as to the Closing\nLevel of the SX5E Index during the term of the Notes, including on any Observation Date. We cannot give you assurance that the performance\nof the SX5E Index will not result in a loss of your principal amount.

$\"\"$

PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE\nRESULTS.

PS-18

\n \n \n

\n\n\nCorrelation of the Underlyings

The following graph sets forth the historical performances of the Russell\n2000^® Index and the EURO STOXX 50^® Index from January 4, 2016 through October 23, 2026, based on the daily\nClosing Levels of the Underlyings. For comparison purposes, each Underlying has been normalized to have a Closing Level of 100.00 on January\n4, 2016 by dividing the Closing Level of that Underlying on each day by the Closing Level of that Underlying on January 4, 2016 and multiplying\nby 100.00.

We obtained the Closing Levels used to determine the normalized Closing\nLevels set forth below from Bloomberg, without independent verification. Historical performance of the Underlyings should not be taken\nas an indication of future performance. Future performance of the Underlyings may differ significantly from historical performance, and\nno assurance can be given as to the Closing Levels of the Underlyings during the term of the Notes, including on any Observation Date.\nWe cannot give you assurance that the performances of the Underlyings will not result in a loss of your principal amount.

$\"\"$

PAST PERFORMANCE AND CORRELATION OF THE UNDERLYINGS\nARE NOT INDICATIVE OF FUTURE PERFORMANCE OR CORRELATION.

The correlation of a pair of Underlyings represents a statistical measurement\nof the degree to which the returns of those Underlyings were similar to each other over a given period in terms of timing and direction.\nThe correlation between a pair of Underlyings is scaled from 1.0 to -1.0, with 1.0 indicating perfect positive correlation (i.e., the\nvalue of both Underlyings are increasing together or decreasing together and the ratio of their returns has been constant), 0 indicating\nno correlation (i.e., there is no statistical relationship between the returns of that pair of Underlyings) and -1.0 indicating perfect\nnegative correlation (i.e., as the value of one Underlying increases, the value of the other Underlying decreases and the ratio of their\nreturns has been constant).

The closer the relationship of the returns of a pair of Underlyings\nover a given period, the more positively correlated those Underlyings are. The graph above illustrates the historical performance of each\nUnderlying relative to each other over the time period shown and provides an indication of how close the relative performance of each\nUnderlying has historically been to the other Underlying. However, the graph does not provide a precise measurement of the correlation\nof the Underlyings. Moreover, any historical correlation of the Underlyings is not indicative of the degree of correlation of the Underlyings,\nif any, that will be experienced over the term of the Notes.

The lower (or more negative) the correlation between the Underlyings,\nthe less likely it is that the Underlyings will move in the same direction at the same time and, therefore, the greater the potential\nfor one of the Underlyings to close below its Initial Underlying Level on any Observation Date preceding the Final Valuation Date or its\nDownside Threshold on the Final Valuation Date. This is because the less positively correlated the Underlyings are, the greater the likelihood\nthat at least one of the Underlyings will decrease in value. However, even if the Underlyings have a higher positive correlation, one\nor both of the Underlyings might close below its Initial Underlying Level on any Observation Date preceding the Final Valuation Date or\nits Downside Threshold on the Final Valuation Date, as both of the Underlyings may decrease in value together.

Although the correlation of the Underlyings’ performance may change\nover the term of the Notes, the Call Return Rate is determined, in part, based on the correlation of the Underlyings’ performance\ncalculated using our internal models at the time when the terms of the Notes are finalized. A higher Call Return Rate is generally associated\nwith lower correlation of the Underlyings, which reflects a greater potential for a loss on your investment at maturity. The correlation\nreferenced in setting the terms of the Notes is calculated using our internal models and is not derived from the returns of the Underlyings\nover the period set forth above. In addition, other factors and inputs other than correlation may impact how the terms of the Notes are\nset and the performance of the Notes.

PS-19

\n \n \n

Supplemental Plan of Distribution

We have agreed to sell to Barclays\nCapital Inc. and UBS Financial Services Inc., together the “Agents,” and the Agents have agreed to purchase, all of the Notes\nat the initial issue price less the underwriting discount indicated on the cover of this pricing supplement. UBS Financial Services Inc.\nmay allow a concession not in excess of the underwriting discount set forth on the cover of this pricing supplement to its affiliates.

We or our affiliates have entered\nor will enter into swap agreements or related hedge transactions with one of our other affiliates or unaffiliated counterparties in connection\nwith the sale of the Notes and the Agents and/or an affiliate may earn additional income as a result of payments pursuant to the swap,\nor related hedge transactions.

We have agreed to indemnify the\nAgents against liabilities, including certain liabilities under the Securities Act of 1933, as amended, or to contribute to payments that\nthe Agents may be required to make relating to these liabilities as described in the prospectus and the prospectus supplement. We have\nagreed that UBS Financial Services Inc. may sell all or a part of the Notes that it purchases from us to its affiliates at the price that\nis indicated on the cover of this pricing supplement.

\n \n \n

Validity of the Notes

In the opinion of Davis Polk &\nWardwell LLP, as special United States products counsel to Barclays Bank PLC, when the Notes offered by this pricing supplement have been\nissued by 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 Notes (the “master note”), and\nsuch Notes have been delivered against payment as contemplated herein, such Notes will be valid and binding obligations of Barclays Bank\nPLC, enforceable in accordance with their terms, subject to applicable bankruptcy, insolvency and similar laws affecting creditors’\nrights generally, concepts of reasonableness and equitable principles of general applicability (including, without limitation, concepts\nof good faith, fair dealing and the lack of bad faith) and possible judicial or regulatory actions or application giving effect to governmental\nactions or foreign laws affecting creditors’ rights, provided that such counsel expresses no opinion as to (i) the effect\nof fraudulent conveyance, fraudulent transfer or similar provision of applicable law on the conclusions expressed above or (ii) the validity,\nlegally binding effect or enforceability of any provision that permits holders to collect any portion of the stated principal amount upon\nacceleration of the Notes to the extent determined to constitute unearned interest. This opinion is given as of the date hereof and is\nlimited to the laws of the State of New York, except that such counsel expresses no opinion as to (i) any law, rule or regulation that\nis applicable to Barclays Bank PLC, the indenture or the Notes (together with the indenture, the “Documents”) or such transactions\nsolely because such law, rule or regulation is part of a regulatory regime applicable to any party to any of the Documents or any of its\naffiliates due to the specific assets or business of such party or such affiliate or (ii) any law, rule or regulation relating to national\nsecurity. Insofar as this opinion involves matters governed by English law, Davis Polk & Wardwell LLP has relied, with Barclays Bank\nPLC’s permission, on the opinion of Davis Polk & Wardwell London LLP, dated as of June 11, 2026, filed as an exhibit to a report\non Form 6-K by Barclays Bank PLC on June 11, 2026, and this opinion is subject to the same assumptions, qualifications and limitations\nas set forth in such opinion of Davis Polk & Wardwell London LLP. In addition, this opinion is subject to customary assumptions about\nthe trustee’s authorization, execution and delivery of the indenture and its authentication of the master note and the validity,\nbinding nature and enforceability of the indenture with respect to the trustee, all as stated in the opinion of Davis Polk & Wardwell\nLLP, dated June 11, 2026, which has been filed as an exhibit to the report on Form 6-K referred to above.

PS-20

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