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Risk Factors
Risk Factors ” beginning on page S-9 of the prospectus supplement and “ Selected Risk Considerations ” beginning on page PS-12 of this pricing supplement . The Notes will not be listed on any U . S . securities exchange or quotation system . Neither the U.S. Securities and Exchange Commission (the “SEC”) nor any state securities commission has approved or disapproved of these Notes or determined that this pricing supplement is truthful or complete. Any representation to the contrary is a criminal offense. The Notes constitute our unsecured and unsubordinated obligations. The Notes are not deposit liabilities of Barclays Bank PLC and are not covered by the U . K . Financial Services Compensation Scheme or insured by the U . S . Federal Deposit Insurance Corporation or any other governmental agency or deposit insurance agency of the United States, the United Kingdom or any other jurisdiction . Field: Page; Sequence: 1 PS- Field: Sequence; Type: Arabic; Name: PageNo 1 Field: /Sequence Field: /Page (Terms of the Notes continued from previous page) Final Underlier Value: With respect to each Underlier, the Closing Value of that Underlier on the Final Valuation Date Least Performing Underlier: The Underlier with the lowest Underlier Return Underlier Return: With respect to each Underlier, an amount calculated as follows: Final Underlier Value – Initial Underlier Value Initial Underlier Value Observation Dates: † October 26, 2026, November 25, 2026, December 28, 2026, January 25, 2027, February 25, 2027, March 25, 2027, April 26, 2027, May 25, 2027, June 25, 2027, July 26, 2027, August 25, 2027, September 27, 2027, October 25, 2027, November 26, 2027, December 27, 2027, January 25, 2028, February 25, 2028, March 27, 2028, April 25, 2028, May 25, 2028, June 26, 2028, July 25, 2028, August 25, 2028, September 25, 2028, October 25, 2028, November 27, 2028, December 27, 2028, January 25, 2029, February 26, 2029, March 26, 2029, April 25, 2029, May 25, 2029, June 25, 2029, July 25, 2029, August 27, 2029, September 25, 2029, October 25, 2029, November 26, 2029, December 27, 2029, January 25, 2030, February 25, 2030, March 25, 2030, April 25, 2030, May 28, 2030, June 25, 2030, July 25, 2030, August 26, 2030, September 25, 2030, October 25, 2030, November 25, 2030, December 27, 2030, January 27, 2031, February 25, 2031, March 25, 2031, April 25, 2031, May 27, 2031, June 25