<SEC-DOCUMENT>0000950103-25-012795.txt : 20251003
<SEC-HEADER>0000950103-25-012795.hdr.sgml : 20251003
<ACCEPTANCE-DATETIME>20251002182725
ACCESSION NUMBER:		0000950103-25-012795
CONFORMED SUBMISSION TYPE:	FWP
PUBLIC DOCUMENT COUNT:		2
FILED AS OF DATE:		20251003
DATE AS OF CHANGE:		20251002

SUBJECT COMPANY:	

	COMPANY DATA:	
		COMPANY CONFORMED NAME:			BARCLAYS BANK PLC
		CENTRAL INDEX KEY:			0000312070
		STANDARD INDUSTRIAL CLASSIFICATION:	COMMERCIAL BANKS, NEC [6029]
		ORGANIZATION NAME:           	02 Finance
		EIN:				000000000
		STATE OF INCORPORATION:			X0
		FISCAL YEAR END:			1231

	FILING VALUES:
		FORM TYPE:		FWP
		SEC ACT:		1934 Act
		SEC FILE NUMBER:	333-287303
		FILM NUMBER:		251371218

	BUSINESS ADDRESS:	
		STREET 1:		1 CHURCHILL PLACE
		STREET 2:		CANARY WHARF
		CITY:			LONDON
		STATE:			X0
		ZIP:			E14 5HP
		BUSINESS PHONE:		0044-20-3555-4619

	MAIL ADDRESS:	
		STREET 1:		1 CHURCHILL PLACE
		STREET 2:		CANARY WHARF
		CITY:			LONDON
		STATE:			X0
		ZIP:			E14 5HP

	FORMER COMPANY:	
		FORMER CONFORMED NAME:	BARCLAYS BANK PLC /ENG/
		DATE OF NAME CHANGE:	19990402

	FORMER COMPANY:	
		FORMER CONFORMED NAME:	BARCLAYS BANK INTERNATIONAL LTD
		DATE OF NAME CHANGE:	19850313

FILED BY:		

	COMPANY DATA:	
		COMPANY CONFORMED NAME:			BARCLAYS BANK PLC
		CENTRAL INDEX KEY:			0000312070
		STANDARD INDUSTRIAL CLASSIFICATION:	COMMERCIAL BANKS, NEC [6029]
		ORGANIZATION NAME:           	02 Finance
		EIN:				000000000
		STATE OF INCORPORATION:			X0
		FISCAL YEAR END:			1231

	FILING VALUES:
		FORM TYPE:		FWP

	BUSINESS ADDRESS:	
		STREET 1:		1 CHURCHILL PLACE
		STREET 2:		CANARY WHARF
		CITY:			LONDON
		STATE:			X0
		ZIP:			E14 5HP
		BUSINESS PHONE:		0044-20-3555-4619

	MAIL ADDRESS:	
		STREET 1:		1 CHURCHILL PLACE
		STREET 2:		CANARY WHARF
		CITY:			LONDON
		STATE:			X0
		ZIP:			E14 5HP

	FORMER COMPANY:	
		FORMER CONFORMED NAME:	BARCLAYS BANK PLC /ENG/
		DATE OF NAME CHANGE:	19990402

	FORMER COMPANY:	
		FORMER CONFORMED NAME:	BARCLAYS BANK INTERNATIONAL LTD
		DATE OF NAME CHANGE:	19850313
</SEC-HEADER>
<DOCUMENT>
<TYPE>FWP
<SEQUENCE>1
<FILENAME>dp235488_fwp-7883ms.htm
<DESCRIPTION>FORM FWP
<TEXT>
<HTML>
<HEAD>
     <TITLE></TITLE>
</HEAD>
<BODY STYLE="font: 10pt Times New Roman, Times, Serif">

<P STYLE="margin: 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">Barclays Bank PLC has filed a registration statement (including a prospectus)
with the U.S. Securities and Exchange Commission (&ldquo;SEC&rdquo;) for the offering to which this free writing prospectus relates. Before
you invest, you should read the prospectus dated May 15, 2025, the prospectus supplement dated May 15, 2025 and the underlying supplement
dated May 15, 2025 and other documents Barclays Bank PLC has filed with the SEC for more complete information about Barclays Bank PLC
and this offering. You may get these documents and other documents Barclays Bank PLC has filed for free by visiting EDGAR on the SEC website
at www.sec.gov. Alternatively, Barclays Bank PLC or any agent or dealer participating in this offering will arrange to send you each of
these documents if you request them by calling your Barclays Bank PLC sales representative, such dealer or toll-free 1-888-227-2275 (Extension
2-3430). A copy of each of these documents may be obtained from Barclays Capital Inc., 745 Seventh Avenue&mdash;Attn: US InvSol Support,
New York, NY 10019.</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
  <TR STYLE="vertical-align: top">
    <TD STYLE="width: 54%; font-size: 12pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Free writing prospectus dated October 2, 2025 (to the Prospectus dated May 15, 2025, the Prospectus Supplement dated May 15, 2025 and the Underlying Supplement dated May 15, 2025)</FONT></TD>
    <TD STYLE="width: 46%">
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 4.55pt 0pt 0; text-align: right">Filed Pursuant to Rule 433</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 4.55pt 0pt 0; text-align: right">Registration Statement No. 333-287303</P></TD></TR>
  </TABLE>

<P STYLE="margin: 0"></P>

<P STYLE="font: 11pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><B>Barclays Bank PLC &ndash; Contingent Income Callable Securities due
October 14, 2027 Based on the Value of the Worst Performing of the Nasdaq-100 Index<SUP>&reg;</SUP>, the Russell 2000<SUP>&reg;</SUP>
Index and the S&amp;P 500<SUP>&reg;</SUP> Index</B></P>

<P STYLE="font: 11pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><I>This document provides a summary of the terms of the securities.
Investors must carefully review the accompanying pricing supplement, the prospectus, prospectus supplement and underlying supplement,
as well as the &ldquo;Risk Factors&rdquo; on the following page, prior to making an investment decision.</I></P>

<DIV STYLE="float: left; width: 58%">

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><I></I></P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
  <TR STYLE="background-color: #0070C0">
    <TD STYLE="border: Black 1pt solid; width: 100%; font-size: 12pt; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt; color: white"><B>Summary Terms</B></FONT></TD></TR>
  </TABLE>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="border: Black 1pt solid; font: 10pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
  <TR>
    <TD STYLE="vertical-align: top; width: 20%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><B>Issuer:</B></FONT></TD>
    <TD STYLE="vertical-align: bottom; width: 80%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Barclays Bank PLC</FONT></TD></TR>
  <TR>
    <TD STYLE="vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><B>Underliers:</B></FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Nasdaq-100 Index<SUP>&reg;</SUP> (Bloomberg ticker symbol &ldquo;NDX&lt;Index&gt;&rdquo;) (the &ldquo;NDX Index&rdquo;), Russell 2000<SUP>&reg;</SUP> Index (Bloomberg ticker symbol &ldquo;RTY&lt;Index&gt;&rdquo;) (the &ldquo;RTY Index&rdquo;) and S&amp;P 500<SUP>&reg;</SUP> Index (Bloomberg ticker symbol &ldquo;SPX&lt;Index&gt;&rdquo;) (the &ldquo;SPX Index&rdquo;)</FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><B>Pricing date:</B></FONT></TD>
    <TD STYLE="font-size: 10pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">October 10, 2025</FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><B>Original issue date:</B></FONT></TD>
    <TD STYLE="font-size: 10pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">October 16, 2025</FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><B>Maturity date:</B></FONT></TD>
    <TD STYLE="font-size: 10pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">October 14, 2027</FONT></TD></TR>
  <TR>
    <TD STYLE="vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><B>Optional early redemption:</B></FONT></TD>
    <TD STYLE="vertical-align: bottom; font-size: 10pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">On any contingent payment date (other than the final contingent payment date), we will have the right to redeem the securities, in whole, but not in part, at our discretion, for the early redemption payment. If we elect to redeem the securities on any contingent payment date, we will give notice to the trustee on or before the immediately preceding determination period-end date. Any early redemption of the securities will be at our discretion and will not automatically occur based on the performance of the underliers.</FONT></TD></TR>
  <TR>
    <TD STYLE="vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><B>Early redemption payment:</B></FONT></TD>
    <TD STYLE="vertical-align: bottom; font-size: 10pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">An amount per security equal to (i) the stated principal amount <I>plus</I> (ii) any contingent quarterly payment otherwise due</FONT></TD></TR>
  <TR>
    <TD STYLE="vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><B>Coupon barrier event:</B></FONT></TD>
    <TD STYLE="vertical-align: bottom; font-size: 10pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">A coupon barrier event will occur with respect to a determination period if the closing level of <B>any</B> underlier is less than its downside threshold level on any scheduled trading day for that underlier during that determination period.</FONT></TD></TR>
  <TR>
    <TD STYLE="vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><B>Contingent quarterly payment:</B></FONT></TD>
    <TD STYLE="vertical-align: bottom">
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 6pt; text-indent: -6pt"><FONT STYLE="font-family: Symbol">&middot;&#9;</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">If
    a coupon barrier event has not occurred during a determination period, we will pay a contingent quarterly payment of at least $22.625
    (at least 2.2625% of the stated principal amount) per security on the related contingent payment date with respect to that determination
    period.</FONT></P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 6pt; text-indent: -6pt"></P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 6pt; text-indent: -6pt"><FONT STYLE="font-family: Symbol">&middot;&#9;</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">If
    a coupon barrier event has occurred during a determination period, no contingent quarterly payment will be made with respect to that determination
    period.</FONT></P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 6pt; text-indent: -6pt"></P></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><B>Payment at maturity:</B></FONT></TD>
    <TD>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">If the securities are not redeemed prior to maturity, you will receive
    on the maturity date a cash payment per security determined as follows:</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"></P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 6pt; text-indent: -4.5pt"><FONT STYLE="font-family: Symbol">&middot;&#9;</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">If
    the final underlier value of each underlier is <B>greater than or equal to</B> its downside threshold level: </FONT></P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 6pt; text-indent: -4.5pt"></P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 6pt; text-indent: 0in">(i) stated principal amount <I>plus</I> (ii)
    any contingent quarterly payment otherwise due</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 6pt; text-indent: 0in"></P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 6pt; text-indent: -4.5pt"><FONT STYLE="font-family: Symbol">&middot;&#9;</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">If
    the final underlier value of any underlier is <B>less than</B> its downside threshold level:</FONT></P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 6pt; text-indent: -4.5pt"></P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 6pt; text-indent: 0in">stated principal amount &times; underlier
    performance factor of the worst performing underlier</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 6pt; text-indent: 0in"></P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><B><I>Under these circumstances, the payment at maturity will be less
    than the stated principal amount of $1,000 and will represent a loss of more than 30%, and possibly all, of an investor&rsquo;s initial
    investment. Investors may lose their entire initial investment in the securities.</I></B></P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"></P></TD></TR>
  <TR>
    <TD STYLE="vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><B>Downside threshold level:</B></FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">With respect to each underlier, 70% of its initial underlier value (rounded to two decimal places for the NDX Index and the SPX Index and rounded to three decimal places for the RTY Index)</FONT></TD></TR>
  <TR>
    <TD STYLE="vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><B>Initial underlier value:</B></FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">With respect to each underlier, the closing level of that underlier on the pricing date</FONT></TD></TR>
  <TR>
    <TD STYLE="vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><B>Final underlier value:</B></FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">With respect to each underlier, the closing level of that underlier on the final determination date</FONT></TD></TR>
  <TR>
    <TD STYLE="vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><B>Underlier performance factor:</B></FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">With respect to each underlier, its final underlier value divided by its initial underlier value</FONT></TD></TR>
  <TR>
    <TD STYLE="vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><B>Worst performing underlier:</B></FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">The underlier with the lowest underlier performance factor</FONT></TD></TR>
  <TR>
    <TD STYLE="vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><B>Determination periods:</B></FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">The first determination period will consist of each day from but excluding the pricing date to and including the first determination period-end date. Each subsequent determination period will consist of each day from but excluding a determination period-end date to and including the next following determination period-end date.</FONT></TD></TR>
  <TR>
    <TD STYLE="vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><B>Determination period-end dates:</B></FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Quarterly, as specified in the accompanying pricing supplement</FONT></TD></TR>
  <TR>
    <TD STYLE="vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><B>Contingent payment dates:</B></FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Quarterly, as specified in the accompanying pricing supplement</FONT></TD></TR>
  <TR>
    <TD STYLE="vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><B>CUSIP/ISIN:</B></FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">06746EES0 / US06746EES00</FONT></TD></TR>
  <TR>
    <TD STYLE="vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><B>Additional terms:</B></FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Terms used in this document, but not defined herein, will have the meanings ascribed to them in the accompanying pricing supplement.</FONT></TD></TR>
  <TR>
    <TD STYLE="vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><B>Pricing supplement:</B></FONT></TD>
    <TD STYLE="vertical-align: bottom"><A HREF="http://www.sec.gov/Archives/edgar/data/312070/000095010325012779/dp235455_424b2-7883ms.htm" STYLE="color: Blue; text-decoration: underline"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">http://www.sec.gov/Archives/edgar/data/312070/000095010325012779/dp235455_424b2-7883ms.htm</FONT></A></TD></TR>
  </TABLE>

<P STYLE="margin: 0"></P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="border-collapse: collapse; font: 10pt Times New Roman, Times, Serif; width: 100%">
<TR STYLE="vertical-align: top; text-align: left">
  <TD STYLE="width: 100%"><P STYLE="margin: 0pt 0; font: 10pt Arial, Helvetica, Sans-Serif"><B><I>Payment on the securities is not guaranteed
                          by any third party and is subject to the creditworthiness of Barclays Bank PLC and the risk of exercise of
                          any U.K. Bail-in Power by the relevant U.K. resolution authority.</I></B></P>

<P STYLE="margin: 0pt 0; font: 10pt Arial, Helvetica, Sans-Serif"></P></TD></TR>
</TABLE>

<P STYLE="margin: 0"></P>

<P STYLE="margin: 0"></P>

</DIV>

<DIV STYLE="float: right; width: 40%">

<P STYLE="margin: 0"></P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
  <TR STYLE="background-color: #0070C0">
    <TD COLSPAN="3" STYLE="border: Black 1pt solid; font-size: 12pt; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt; color: white"><B>Hypothetical Payment at Maturity*</B></FONT></TD></TR>
  <TR>
    <TD STYLE="width: 36%; border-left: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><B>Change in Worst Performing Underlier</B></FONT></TD>
    <TD STYLE="width: 32%; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><B>Payment at Maturity</B></FONT></TD>
    <TD STYLE="width: 32%; border-right: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><B>Total Return on Securities</B></FONT></TD>
    </TR>
  <TR>
    <TD STYLE="border-left: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">50.00%</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">$1,000.00</FONT></TD>
    <TD STYLE="border-right: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">0.00%</FONT></TD>
    </TR>
  <TR>
    <TD STYLE="border-left: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">40.00%</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">$1,000.00</FONT></TD>
    <TD STYLE="border-right: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">0.00%</FONT></TD>
    </TR>
  <TR>
    <TD STYLE="border-left: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">30.00%</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">$1,000.00</FONT></TD>
    <TD STYLE="border-right: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">0.00%</FONT></TD>
    </TR>
  <TR>
    <TD STYLE="border-left: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">20.00%</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">$1,000.00</FONT></TD>
    <TD STYLE="border-right: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">0.00%</FONT></TD>
    </TR>
  <TR>
    <TD STYLE="border-left: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">10.00%</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">$1,000.00</FONT></TD>
    <TD STYLE="border-right: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">0.00%</FONT></TD>
    </TR>
  <TR>
    <TD STYLE="border-left: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">0.00%</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">$1,000.00</FONT></TD>
    <TD STYLE="border-right: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">0.00%</FONT></TD>
    </TR>
  <TR>
    <TD STYLE="border-left: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">-5.00%</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">$1,000.00</FONT></TD>
    <TD STYLE="border-right: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">0.00%</FONT></TD>
    </TR>
  <TR>
    <TD STYLE="border-left: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">-10.00%</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">$1,000.00</FONT></TD>
    <TD STYLE="border-right: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">0.00%</FONT></TD>
    </TR>
  <TR>
    <TD STYLE="border-left: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">-20.00%</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">$1,000.00</FONT></TD>
    <TD STYLE="border-right: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">0.00%</FONT></TD>
    </TR>
  <TR>
    <TD STYLE="border-left: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">-30.00%</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">$1,000.00</FONT></TD>
    <TD STYLE="border-right: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">0.00%</FONT></TD>
    </TR>
  <TR>
    <TD STYLE="border-left: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">-30.01%</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">$699.90</FONT></TD>
    <TD STYLE="border-right: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">-30.01%</FONT></TD>
    </TR>
  <TR>
    <TD STYLE="border-left: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">-40.00%</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">$600.00</FONT></TD>
    <TD STYLE="border-right: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">-40.00%</FONT></TD>
    </TR>
  <TR>
    <TD STYLE="border-left: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">-50.00%</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">$500.00</FONT></TD>
    <TD STYLE="border-right: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">-50.00%</FONT></TD>
    </TR>
  <TR>
    <TD STYLE="border-left: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">-60.00%</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">$400.00</FONT></TD>
    <TD STYLE="border-right: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">-60.00%</FONT></TD>
    </TR>
  <TR>
    <TD STYLE="border-left: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">-70.00%</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">$300.00</FONT></TD>
    <TD STYLE="border-right: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">-70.00%</FONT></TD>
    </TR>
  <TR>
    <TD STYLE="border-left: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">-80.00%</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">$200.00</FONT></TD>
    <TD STYLE="border-right: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">-80.00%</FONT></TD>
    </TR>
  <TR>
    <TD STYLE="border-left: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">-90.00%</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">$100.00</FONT></TD>
    <TD STYLE="border-right: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">-90.00%</FONT></TD>
    </TR>
  <TR>
    <TD STYLE="border-left: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">-100.00%</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">$0.00</FONT></TD>
    <TD STYLE="border-right: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">-100.00%</FONT></TD>
    </TR>
  <TR>
    <TD COLSPAN="3" STYLE="border-bottom: Black 1pt solid; vertical-align: top; border-right: Black 1pt solid; border-left: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><B>*The table above assumes the securities are not redeemed prior to maturity and excludes any contingent quarterly payment otherwise due.</B></FONT></TD>
    </TR>
  </TABLE>

<P STYLE="margin: 0"></P>

</DIV>

<P STYLE="margin: 0"></P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="border-collapse: collapse; font: 10pt Times New Roman, Times, Serif; width: 100%">
<TR STYLE="vertical-align: top; text-align: left">
  <TD STYLE="width: 100%"><P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><B>Our estimated value of the securities on the pricing date, based
on our internal pricing models, is expected to be between $925.60 and $975.60 per security. The estimated value is expected to be less
than the initial issue price of the securities. See &ldquo;Additional Information Regarding Our Estimated Value of the Securities&rdquo;
in the accompanying pricing supplement.</B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"></P>

<P STYLE="margin: 0pt 0"><IMG SRC="image_001.jpg" ALT="" STYLE="width: 145px; height: 34px"></P>

<P STYLE="margin: 0pt 0"></P></TD></TR>
</TABLE>

<P STYLE="margin: 0"></P>

<P STYLE="margin: 0">&nbsp;</P>

<P STYLE="margin: 0"></P>

<P STYLE="margin: 0"></P>

<!-- Field: Page; Sequence: 1 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-bottom: Black 1pt solid"><P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; text-align: center; margin-top: 0pt; margin-bottom: 0pt">&nbsp;</P></DIV>
    <DIV STYLE="break-before: page; margin-top: 6pt; margin-bottom: 6pt"><P STYLE="margin: 0pt">&nbsp;</P></DIV>
    <!-- Field: /Page -->

<DIV STYLE="float: left; width: 49%">

<P STYLE="margin: 0"></P>

<P STYLE="margin: 0"></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><B>U.K. Bail-in Power Acknowledgment:</B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">Notwithstanding and to the exclusion of any other term of the securities
or any other agreements, arrangements or understandings between Barclays Bank PLC and any holder or beneficial owner of the securities
(or the trustee on behalf of the holders of the securities), by acquiring the securities, each holder or beneficial owner of the securities
acknowledges, accepts, agrees to be bound by and consents to the exercise of, any U.K. Bail-in Power by the relevant U.K. resolution authority.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><B>The Underliers</B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">For more information about the underliers, including historical performance
information, see the accompanying pricing supplement.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><B>Risk Factors</B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><I>An investment in the securities involves significant risks. We urge
you to consult your investment, legal, tax, accounting and other advisors before you invest in the securities. Some of the risks that
apply to an investment in the securities are summarized below, but we urge you to read the more detailed explanation of risks relating
to the securities generally in the &ldquo;Risk Factors&rdquo; sections in the accompanying pricing supplement and the prospectus supplement.
You should not purchase the securities unless you understand and can bear the risks of investing in the securities.</I></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="background-color: white"><B><I>Risks Relating to the Securities
Generally</I></B></FONT></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 12pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt; width: 100%"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0in"></TD><TD STYLE="width: 0.25in; text-align: left"><FONT STYLE="font-family: Symbol; color: #00B0F0">&middot;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">The
securities do not guarantee the return of any principal.</FONT></TD>
</TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 12pt Arial, Helvetica, Sans-Serif">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 12pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt; width: 100%"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0in"></TD><TD STYLE="width: 0.25in; text-align: left"><FONT STYLE="font-family: Symbol; color: #00B0F0">&middot;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">You
will not receive any contingent quarterly payment for any quarterly determination period if a coupon barrier event occurs on any scheduled
trading day during that determination period with respect to any underlier.</FONT></TD>
</TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 12pt Arial, Helvetica, Sans-Serif">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 12pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt; width: 100%"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0in"></TD><TD STYLE="width: 0.25in; text-align: left"><FONT STYLE="font-family: Symbol; color: #00B0F0">&middot;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">You
will not participate in any appreciation in the value of any underlier.</FONT></TD>
</TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 12pt Arial, Helvetica, Sans-Serif">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 12pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt; width: 100%"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0in"></TD><TD STYLE="width: 0.25in; text-align: left"><FONT STYLE="font-family: Symbol; color: #00B0F0">&middot;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">You
are exposed to the market risk of each underlier, with respect to both the contingent quarterly payments, if any, and the payment at
maturity, if any.</FONT></TD>
</TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 12pt Arial, Helvetica, Sans-Serif">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 12pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt; width: 100%"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0in"></TD><TD STYLE="width: 0.25in; text-align: left"><FONT STYLE="font-family: Symbol; color: #00B0F0">&middot;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Because
the securities are linked to the performance of the worst performing underlier, you are exposed to greater risks of no contingent quarterly
payments and sustaining a significant loss on your investment than if the securities were linked to just one underlier.</FONT></TD>
</TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 12pt Arial, Helvetica, Sans-Serif">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 12pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt; width: 100%"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0in"></TD><TD STYLE="width: 0.25in; text-align: left"><FONT STYLE="font-family: Symbol; color: #00B0F0">&middot;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">The
securities are subject to early redemption risk.</FONT></TD>
</TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 12pt Arial, Helvetica, Sans-Serif">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 12pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt; width: 100%"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0in"></TD><TD STYLE="width: 0.25in; text-align: left"><FONT STYLE="font-family: Symbol; color: #00B0F0">&middot;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Any
payment on the securities will be determined based on the closing levels of the underliers on the dates specified.</FONT></TD>
</TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 12pt Arial, Helvetica, Sans-Serif">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 12pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt; width: 100%"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0in"></TD><TD STYLE="width: 0.25in; text-align: left"><FONT STYLE="font-family: Symbol; color: #00B0F0">&middot;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Contingent
repayment of principal applies only at maturity or upon any early redemption.</FONT></TD>
</TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 12pt Arial, Helvetica, Sans-Serif">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 12pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt; width: 100%"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0in"></TD><TD STYLE="width: 0.25in; text-align: left"><FONT STYLE="font-family: Symbol; color: #00B0F0">&middot;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">The
securities are subject to volatility risk.</FONT></TD>
</TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 12pt Arial, Helvetica, Sans-Serif">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 12pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt; width: 100%"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0in"></TD><TD STYLE="width: 0.25in; text-align: left"><FONT STYLE="font-family: Symbol; color: #00B0F0">&middot;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Investing
in the securities is not equivalent to investing in any or all underliers or the securities composing the underliers.</FONT></TD>
</TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 12pt Arial, Helvetica, Sans-Serif">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 12pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt; width: 100%"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0in"></TD><TD STYLE="width: 0.25in; text-align: left"><FONT STYLE="font-family: Symbol; color: #00B0F0">&middot;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Significant
aspects of the tax treatment of the securities are uncertain.</FONT></TD>
</TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 12pt Arial, Helvetica, Sans-Serif">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="background-color: white"><B><I>Risks Relating to the Issuer</I></B></FONT></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 12pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt; width: 100%"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0in"></TD><TD STYLE="width: 0.25in; text-align: left"><FONT STYLE="font-family: Symbol; color: #00B0F0">&middot;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Any
payments on the securities are subject to issuer credit risk.</FONT></TD>
</TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 12pt Arial, Helvetica, Sans-Serif">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 12pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt; width: 100%"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0in"></TD><TD STYLE="width: 0.25in; text-align: left"><FONT STYLE="font-family: Symbol; color: #00B0F0">&middot;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">You
may lose some or all of your investment if any U.K. Bail-in Power is exercised by the relevant U.K. resolution authority.</FONT></TD>
</TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 12pt Arial, Helvetica, Sans-Serif"></P>

</DIV>

<DIV STYLE="float: right; width: 49%">

<P STYLE="font: 12pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt"></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="background-color: white"><B><I>Risks Relating to the Underliers</I></B></FONT></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 11pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt; width: 100%"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0in"></TD><TD STYLE="width: 0.25in; text-align: left"><FONT STYLE="font-family: Symbol; font-size: 12pt; color: #00B0F0">&middot;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Adjustments
to the underliers could adversely affect the value of the securities.</FONT></TD>
</TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 11pt Arial, Helvetica, Sans-Serif">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 11pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt; width: 100%"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0in"></TD><TD STYLE="width: 0.25in; text-align: left"><FONT STYLE="font-family: Symbol; font-size: 12pt; color: #00B0F0">&middot;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">There
are risks associated with investments in securities linked to the value of non-U.S. equity securities with respect to the NDX Index.</FONT></TD>
</TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 11pt Arial, Helvetica, Sans-Serif">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 12pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt; width: 100%"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0in"></TD><TD STYLE="width: 0.25in; text-align: left"><FONT STYLE="font-family: Symbol; color: #00B0F0">&middot;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">The
securities are subject to small-capitalization companies risk with respect to the RTY Index.</FONT></TD>
</TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 12pt Arial, Helvetica, Sans-Serif">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 12pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt; width: 100%"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0in"></TD><TD STYLE="width: 0.25in; text-align: left"><FONT STYLE="font-family: Symbol; color: #00B0F0">&middot;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Governmental
legislative or regulatory actions, such as sanctions, could adversely affect your investment in the securities.</FONT></TD>
</TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 12pt Arial, Helvetica, Sans-Serif">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 12pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt; width: 100%"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0in"></TD><TD STYLE="width: 0.25in; text-align: left"><FONT STYLE="font-family: Symbol; color: #00B0F0">&middot;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">We
may accelerate the securities if a change-in-law event occurs.</FONT></TD>
</TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 12pt Arial, Helvetica, Sans-Serif">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="background-color: white"><B><I>Risks Relating to Conflicts
of Interest</I></B></FONT></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 12pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt; width: 100%"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0in"></TD><TD STYLE="width: 0.25in; text-align: left"><FONT STYLE="font-family: Symbol; color: #00B0F0">&middot;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Hedging
and trading activity by the issuer and its affiliates could potentially adversely affect the value of the securities.</FONT></TD>
</TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 12pt Arial, Helvetica, Sans-Serif">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 12pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt; width: 100%"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0in"></TD><TD STYLE="width: 0.25in; text-align: left"><FONT STYLE="font-family: Symbol; color: #00B0F0">&middot;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">We
and our affiliates, and any dealer participating in the distribution of the securities, may engage in various activities or make determinations
that could materially affect your securities in various ways and create conflicts of interest.</FONT></TD>
</TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 12pt Arial, Helvetica, Sans-Serif">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="background-color: white"><B><I>Risks Relating to the Estimated
Value of the Securities and the Secondary Market</I></B></FONT></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 12pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt; width: 100%"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0in"></TD><TD STYLE="width: 0.25in; text-align: left"><FONT STYLE="font-family: Symbol; color: #00B0F0">&middot;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">The
securities will not be listed on any securities exchange, and secondary trading may be limited.</FONT></TD>
</TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 12pt Arial, Helvetica, Sans-Serif">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 12pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt; width: 100%"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0in"></TD><TD STYLE="width: 0.25in; text-align: left"><FONT STYLE="font-family: Symbol; color: #00B0F0">&middot;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">The
market price of the securities will be influenced by many unpredictable factors.</FONT></TD>
</TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 12pt Arial, Helvetica, Sans-Serif">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 12pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt; width: 100%"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0in"></TD><TD STYLE="width: 0.25in; text-align: left"><FONT STYLE="font-family: Symbol; color: #00B0F0">&middot;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">The
estimated value of your securities is expected to be lower than the initial issue price of your securities.</FONT></TD>
</TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 12pt Arial, Helvetica, Sans-Serif">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 12pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt; width: 100%"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0in"></TD><TD STYLE="width: 0.25in; text-align: left"><FONT STYLE="font-family: Symbol; color: #00B0F0">&middot;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">The
estimated value of your securities might be lower if such estimated value were based on the levels at which our debt securities trade
in the secondary market.</FONT></TD>
</TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 12pt Arial, Helvetica, Sans-Serif">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 12pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt; width: 100%"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0in"></TD><TD STYLE="width: 0.25in; text-align: left"><FONT STYLE="font-family: Symbol; color: #00B0F0">&middot;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">The
estimated value of the securities is based on our internal pricing models, which may prove to be inaccurate and may be different from
the pricing models of other financial institutions.</FONT></TD>
</TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 12pt Arial, Helvetica, Sans-Serif">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 12pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt; width: 100%"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0in"></TD><TD STYLE="width: 0.25in; text-align: left"><FONT STYLE="font-family: Symbol; color: #00B0F0">&middot;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">The
estimated value of your securities is not a prediction of the prices at which you may sell your securities in the secondary market, if
any, and such secondary market prices, if any, will likely be lower than the initial issue price of your securities and may be lower
than the estimated value of your securities.</FONT></TD>
</TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 12pt Arial, Helvetica, Sans-Serif">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 12pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt; width: 100%"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0in"></TD><TD STYLE="width: 0.25in; text-align: left"><FONT STYLE="font-family: Symbol; color: #00B0F0">&middot;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">The
temporary price at which we may initially buy the securities in the secondary market and the value we may initially use for customer
account statements, if we provide any customer account statements at all, may not be indicative of future prices of your securities.</FONT></TD>
</TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 12pt Arial, Helvetica, Sans-Serif">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><B>Tax Considerations</B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">You should review carefully the section entitled &ldquo;Additional Information
about the Securities&mdash;Tax considerations&rdquo; in the accompanying pricing supplement.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><I>In the event that any of the terms set forth or defined in this document
conflict with the terms or defined terms set forth in the accompanying pricing supplement, the terms or defined terms set forth in the
accompanying pricing supplement will control.</I></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"></P>

<P STYLE="margin: 0"></P>

</DIV>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="border-collapse: collapse; font: 10pt Times New Roman, Times, Serif; width: 100%">
<TR STYLE="vertical-align: top; text-align: left">
  <TD STYLE="width: 100%">&nbsp;</TD></TR>
</TABLE>

<P STYLE="margin: 0"></P>

<P STYLE="margin: 0">&nbsp;</P>

<P STYLE="margin: 0"></P>

<!-- Field: Page; Sequence: 2; Options: Last -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-bottom: Black 1pt solid"><P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; text-align: center; margin-top: 0pt; margin-bottom: 0pt">&nbsp;</P></DIV>
    <!-- Field: /Page -->

<P STYLE="margin: 0">&nbsp;</P>

</BODY>
</HTML>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>GRAPHIC
<SEQUENCE>2
<FILENAME>image_001.jpg
<DESCRIPTION>GRAPHIC
<TEXT>
begin 644 image_001.jpg
M_]C_X  02D9)1@ ! 0   0 !  #_VP!#  $! 0$! 0$! 0$! 0$! 0$! 0$!
M 0$! 0$! 0$! 0$! 0$! 0$! 0$! 0$! 0$! 0$! 0$! 0$! 0$! 0$! 0'_
MVP!# 0$! 0$! 0$! 0$! 0$! 0$! 0$! 0$! 0$! 0$! 0$! 0$! 0$! 0$!
M 0$! 0$! 0$! 0$! 0$! 0$! 0$! 0'_P  1"  A ) # 2(  A$! Q$!_\0
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MU(KZQ)T<-2Q6)RNK@9X7$2BG:7[V7M.CBUV9^)W[/6@_LQ/_ ,$QI+WXT1>
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M!OQ-^RK\+OV0OV[O@UI$=E=1>"_ <7QKT"WMDN(=:U#Q##8&76;^=8;F]?\
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(4 %%%% '_]D!

end
</TEXT>
</DOCUMENT>
</SEC-DOCUMENT>
