 |
Filed
Pursuant to Rule 433 |
| Registration
No. 333-287303 |
| |
| Fact
Sheet | June 3, 2026 |
| Autocallable Leveraged Barrier Notes |
| Issuer: |
Barclays Bank PLC |
| Tenor: |
Approximately 5 years |
| Reference
Asset: |
The S&P 500® Futures Excess Return Index (Bloomberg ticker symbol “SPXFP<Index>”) (the “Underlier”) |
| Upside
Leverage Factor: |
2.00 |
| Call
Value: |
105.00% of the Initial Underlier Value |
| Barrier
Value: |
70.00% of the Initial Underlier Value |
| Redemption
Premium: |
16.50% |
|
Selected Structure Definitions
|
| Automatic
Redemption: |
The Notes will not be automatically redeemable
for approximately the first year after the Issue Date. If, on the Observation Date, the Closing Value of the Underlier is greater than
or equal to the Call Value, the Notes will be automatically redeemed and you will receive on the Redemption Settlement Date
a cash payment per $1,000 principal amount Note that will provide a return equal to the Redemption Premium, calculated as follows:
$1,000 + ($1,000 × Redemption Premium)
No further amounts will be payable on the Notes after
they have been automatically redeemed. |
| Payment
at Maturity: |
If the Notes are not automatically redeemed, you
will receive on the Maturity Date a cash payment per $1,000 principal amount Note determined as follows:
·
If
the Final Underlier Value is greater than the Initial Underlier Value, you will receive a payment per $1,000 principal amount Note
calculated as follows:
$1,000 + ($1,000 × Underlier Return
× Upside Leverage Factor)
·
If
the Final Underlier Value is less than or equal to the Initial Underlier Value but greater than or equal to
the Barrier Value, you will receive a payment of $1,000 per $1,000 principal amount Note.
·
If
the Final Underlier Value is less than the Barrier Value, you will receive an amount per $1,000 principal amount Note calculated
as follows:
$1,000 + ($1,000 × Underlier Return)
If the Notes are not automatically redeemed
and the Final Underlier Value is less than the Barrier Value, your Notes will be fully exposed to the decline of the Underlier from the
Initial Underlier Value and you will lose a significant portion or all of your investment at maturity. |
| Underlier
Return: |
(Final Underlier Value – Initial Underlier Value) / Initial Underlier Value |
|
Terms used in this fact sheet, but not defined
herein, shall have the meanings ascribed to them in the preliminary pricing supplement dated June 3, 2026 (the 'Pricing Supplement').
All terms set forth or defined herein, including all prices, levels, values and dates, are subject to adjustment as described in the accompanying
Pricing Supplement. In the event that any of the terms set forth or defined in this fact sheet conflict with the terms as described in
the accompanying Pricing Supplement, the terms described in the accompanying Pricing Supplement shall control. |
Hypothetical Payment at Maturity
| CUSIP / ISIN: |
06749HF42 / US06749HF422 |
| Initial Underlier Value: |
The Closing Value of the Underlier on the Initial Valuation Date |
| Final Underlier Value: |
The Closing Value of the Underlier on the Final Valuation Date |
| Initial Valuation Date: |
June 22, 2026 |
| Issue Date: |
June 25, 2026 |
| Observation Date: |
June 22, 2027 |
| Redemption Settlement Date: |
June 29, 2027 |
| Final Valuation Date: |
June 23, 2031 |
| Maturity Date: |
June 26, 2031 |
The Notes are not suitable for all investors.
You should read carefully the accompanying Pricing Supplement (together with all documents incorporated by reference therein) for more
information on the risks associated with investing in the Notes. Any payment on the Notes, including any repayment of principal,
is not guaranteed by any third party and is subject to (a) the creditworthiness of Barclays Bank PLC and (b) the risk of exercise of any
U.K. Bail-in Power, as further described in the accompanying Pricing Supplement.
| |
Fact
Sheet | June 3, 2026 |
| Autocallable Leveraged Barrier Notes |
Summary Characteristics of the Notes
| · | Commissions—Barclays Capital Inc. will
receive commissions from the Issuer of up to 4.25% of the principal amount of the Notes, or up to $42.50 per $1,000 principal amount.
Please see the accompanying Pricing Supplement for additional information about selling concessions, commissions and fees. |
| · | Estimated Value Lower Than Issue Price—Our
estimated value of the Notes on the Initial Valuation Date is expected to be between $873.70 and $953.70 per Note. Please see “Additional
Information Regarding Our Estimated Value Of The Notes” in the accompanying Pricing Supplement for more information. |
| · | Potential for Significant Loss— The Notes
differ from ordinary debt securities in that the Issuer will not necessarily repay the full principal amount of the Notes at maturity.
If the Notes are not automatically redeemed, and if the Final Underlier Value is less than the Barrier Value, your Notes will be fully
exposed to the decline of the Underlier from the Initial Underlier Value. You may lose up to 100.00% of the principal amount of
your Notes. |
| · | No Interest Payments—As a holder of the
Notes, you will not receive interest payments. |
| · | If the Notes Are Automatically Redeemed, Your
Potential Return on the Notes Is Limited to the Redemption Premium—If the Notes are automatically redeemed, your return on the Notes
will be limited to the Redemption Premium and will not be based on the amount of any appreciation in the value of the Underlier, which
may be significant. In addition, if the Notes are automatically redeemed, you will not benefit from the Upside Leverage Factor, which
only applies to the payment at maturity if the Final Underlier Value is greater than the Initial Underlier Value. |
| · | Automatic Redemption and Reinvestment Risk—If
the Notes are automatically redeemed prior to maturity, you will not receive any additional payments on the Notes and you may not be able
to reinvest any amounts received in a comparable investment with a similar level of risk and yield. |
| · | The
Call Value Is Greater than the Initial Underlier Value—The Notes will be automatically redeemed only if the Closing Value of the
Underlier increases from the Initial Underlier Value to be greater than or equal to the Call Value on the Observation Date. Even if the
Closing Value of the Underlier appreciates over the term of the Notes, it may not appreciate sufficiently for the Notes to be redeemed
early. |
Summary Risk Considerations
| · | Credit of Issuer—The Notes are unsecured
and unsubordinated debt obligations of the Issuer and are not, either directly or indirectly, an obligation of any third party. In the
event the Issuer were to default on its obligations, you may not receive any amounts owed to you, including any repayment of principal,
under the terms of the Notes. |
| · | U.K. Bail-In Power—Each holder or beneficial
owner of the 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 authority, which may be exercised so as to result in you losing all or a part of the value of your investment in the Notes
or receiving a different security from the Notes, which may be worth significantly less than the Notes and which may have significantly
fewer protections than those typically afforded to debt securities. Please see “Consent to U.K. Bail-In Power” in the accompanying
Pricing Supplement for more information. |
| · | The Underlier reflects the price return of the
futures contracts composing the Underlier, not the total return. |
| · | Adjustments to the Underlier could adversely
affect the value of the Notes. |
| · | The performance of the Underlier will differ
from the performance of the Reference Index. |
| · | Negative roll returns associated with the futures
contracts composing the Underlier may adversely affect the level of the Underlier and the value of the Notes. |
| · | The Underlier is subject to significant risks
associated with futures markets. |
| · | Historical Performance—The historical performance
of the Underlier should not be taken as any indication of the future performance of the Underlier over the term of the Notes. |
| · | Conflict of Interest—In connection with
our normal business activities and in connection with hedging our obligations under the Notes, we and our affiliates play a variety of
roles in connection with the Notes, including acting as calculation agent and as a market-maker for the Notes. In each of these roles,
our and our affiliates’ economic interests may be adverse to your interests as an investor in the Notes. |
| · | Lack of Liquidity—The Notes will not be
listed on any securities exchange. There may be no secondary market for the Notes or, if there is a secondary market, there may be insufficient
liquidity to allow you to trade or sell the Notes easily. |
| · | Tax Treatment—Significant aspects of the tax
treatment of the Notes are uncertain. You should consult your tax advisor about your tax situation. |
In addition to the summary risks and characteristics
of the Notes discussed under the headings above, you should carefully consider the risks discussed under the heading “Selected Risk
Considerations” in the accompanying Pricing Supplement and under the heading “Risk Factors” in the accompanying prospectus
supplement.
Other Information
The Issuer has filed a registration statement
(including a prospectus) with the U.S. Securities and Exchange Commission (the “SEC”) for the offering to which this fact
sheet 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—Attn:
US InvSol Support, New York, NY 10019.
This fact sheet is a general summary of the terms
and conditions of this offering of Notes. Before you invest, you should read carefully the full description of the terms and conditions
of, and risks associated with investing in, the Notes contained in the Pricing Supplement as well as the information contained in the
prospectus, prospectus supplement and underlying supplement that are incorporated by reference in the Pricing Supplement. The Pricing
Supplement, as filed with the SEC, is available at the following hyperlink:
http://www.sec.gov/Archives/edgar/data/312070/000095010326008472/dp247904_424b2-9004barc.htm
You may also access the prospectus supplement,
prospectus and underlying supplement that are incorporated by reference in the Pricing Supplement by clicking on the respective hyperlink
for each document included in the Pricing Supplement under the heading “Additional Documents Related To The Offering Of The Notes.”
We strongly advise you to carefully read these documents before investing in the Notes.
You may revoke your offer to purchase the Notes
at any time prior to the Initial Valuation Date. We reserve the right to change the terms of, or reject any offer to purchase, the Notes
prior to the Initial Valuation Date. In the event of any changes to the terms of the Notes, we will notify you and you will be asked to
accept such changes in connection with your purchase of the Notes. You may choose to reject such changes, in which case we may reject
your offer to purchase the Notes.
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