Free Writing Prospectus

Filed Pursuant to Rule 433

Registration No. 333-265158

Contents WhatareStructured Notes? Designed to offer investors a return linked to the performance of the underlying reference asset(s), such as individual stocks and market indices. Notes are offered in variety of payoff structures and may include elements such as downside protection, periodic income, upside leverage, and early call features. With fixed maturity usually ranging from 1 to 5 years (in format of Debt instruments). Could be considered as an alternative to traditional assets, offering the potential to enhance return or reduce risk relative to comparable traditional assets. Financial institutions, such as Barclays, typically design and issue structured notes. Broker-dealers or financial advisors would consult and distribute structured notes to individual investors based on investors’ circumstances. The origin of Structured notes dates back to the 1980s, however issuance in the United States didn’t begin until 1996. Source: SRP.com HowDoStructuredNotesMeetInvestors' Objectives? Objective Example Structured Notes are not always capital guaranteed and they embed risks (for more information seepage 3) Protection Some notes may provide full or partial protection on the initial capital investment. Growth Potential to enhance return if investors' view is confirmed. Income Some notes provide potential to earn periodic coupons higher than a comparable fixed income instrument. In a fully principal protected note, the investor will receive back 100% of initial capital along with a payment linked to positive performance of the underlier at maturity. Even if the underlier records negative performance, the investor would still receive full iniA structured note may offer leveraged upside exposure to an underlier, subject to a cap (say 5%) at maturity. If the underlier increases by less than the cap, then the structured note provides a leveraged return on underlier performance, higher than buying the underlier directly.tial capital. A structured note may pay a contingent monthly coupon as long as the underlying stays above a certain level or in a range.

Contents WhoinvestsinStructured Notes? Structured Notes are used by a wide-range of investors. In the US, a total of 34,235 new notes were registered with the Securities and Exchange Commission (SEC) in 2023, totaling ~ US$105 billionin notional. Through different product features, structured notes could be relevant for investors under varying market conditions and risk profiles. Source: Structured Products intelligence (SPi), WSD WhyConsiderStructured Notes? Tailoredtomeetdifferentinvestors' objectives Structured Notes are highly customizable. A variety of features may be added to a note depending on the investment objective the client is looking to achieve. Canbelinkedtodifferent underlyings Structured Notes can be linked to a multitude of underlyings such as broad-based indices and single stock names. Applicablefordifferentmarketconditions and outlooksGiven the different features that can be added to them, Structured Notes remain relevant under a variety of market conditions, including bearish and volatile markets.Flexibilitytomeettheneedsof distributors/advisorsGiven their highly customizable nature, structured notes provide advisors and distributors with increased flexibility.Structured Notes are not always capital guaranteed and they embed risks (for more information seepage 3)

Key Risks and Considerations with Structured Notes Credit Risk Any assurance that part or all of the initial investment will be returned, along with any other payments, is contingent upon the issuer's creditworthiness. In the event of the issuer’s credit rating downgrade or default, investors may face the possibility of not receiving scheduled interest payments or the full return on their initial investment, leading to potentialfinancial losses.Payoff structure The return depends on predetermined formula and conditions and could be different from the underlying asset performance. Some notes maybe early redeemed automatically, other may have a cap on the performance or a lower performance leverage than the one offers by a direct investment in the underlying. Though a structured note formula that is linked to an underlying performance, investors may not benefit from the same advantages than holding the underlying instrument in their bank account (like dividends). Liquidity In order to enable investors to sell their notes if liquidity is needed before maturity, issuers work to maintain a secondary market. However, the liquidity of a secondary market for any given note is not guaranteed. Investors should be prepared to hold a structured note to its maturity date, or risk selling the note at a discount to its value at the time of sale.Market Risk A note's performance is linked to the underlying's performance. Poor performance of the underlying may result in the investor not receiving any growth or income payment, and couldresultinlossininitial investment. Tax Considerations The purchase of a Note may have tax ramifications. To gain a better understanding of their tax status, investors should speak with a qualified tax practitioner. FDIC Coverage The Federal Deposit Insurance Corporation (FDIC) does not provide insurance for Note investments and the Structured Notes are not bank deposits. Risk of Secondary Market The liquidity and value in the secondary market are subject to market conditions and investor demand. Therefore, there is no guarantee that investors will be able to sell investment at a desired price or at all, potentially resulting in lower-than-expected returns or losses. Risk of Capital Loss If the underlying asset or the market performs poorly, there is a risk of capital loss. Investors should be aware that the value of their investment may decrease, potentially resulting in a loss of part or all of their initial investment.

Risk Factors THESERISKFACTORSHIGHLIGHTONLYSOMEOFTHERISKSOFTHEPRODUCTDESCRIBEDINTHISDOCUMENT(THE“PRODUCT”)AND MUST BE READ IN CONJUNCTION WITH THE RISK FACTOR SECTIONS IN THE REGISTRATION STATEMENT (INCLUDING THE BASEPROSPECTUS ANDPROSPECTUS SUPPLEMENT ANDANYACCOMPANYING PRODUCT SUPPLEMENT) FILED WITH THE U.S.SECURITIESANDEXCHANGECOMMISSION(SEC).INVESTORSMUSTBECAPABLEOFASSESSINGANDUNDERSTANDINGTHERISKSOFINVESTINGIN THEPRODUCT.WHEREAPOTENTIALINVESTORDOESNOTUNDERSTANDOR WOULDLIKEFURTHERINFORMATIONONTHERISKSOFTHEPRODUCT,THEPOTENTIALINVESTORSHOULDSEEKPROFESSIONALADVICEBEFOREMAKINGANYINVESTMENT DECISION. NOGOVERNMENTOROTHER PROTECTION BARCLAYSFINANCIAL STANDING INVESTORS ARE EXPOSED TO BARCLAYS' FINANCIAL STANDING. If Barclays becomes insolvent, Barclays may not be able to make any payments under the Product and investors may lose their capital invested in the Product. A decline in Barclays' financial standing is likely to reduce the market value of the Product and therefore the price an investor may receive for the Product if they sell it in the market. CREDIT RATINGS CREDIT RATINGS MAY BE LOWERED OR WITHDRAWN WITHOUT NOTICE. A rating is not a recommendation as to Barclays' financial standing or an evaluation of the risks of the Product. THE PERFORMANCE OF THIS PRODUCT MAY CHANGE UNPREDICTABLY. This unpredictable change is known as “volatility” and may be influenced by the performance of any Underlying Asset as well as external factors including financial, political and economic events and other market conditions. CAPITALAT RISK THE CAPITAL INVESTED IN THIS PRODUCT IS AT RISK. Investors may receive back less than the capital invested in the Product. CAPITALATRISKONEARLYREDEMPTION/ CANCELLATION THE PRODUCT MAY BE REDEEMED BEFORE ITS SCHEDULED Redemption Date. IF THE PRODUCT IS REDEEMED EARLY, INVESTORS MAY RECEIVE BACK LESS THAN THEIR ORIGINAL INVESTMENT IN THE PRODUCT, OR EVEN ZERO. The amount payable to an investor on an early redemption may factor in Barclays' costs of terminating hedging and funding arrangements associated with the Product. SELLING RISK AN INVESTOR MAY NOT BE ABLE TO FIND A BUYER FOR THE PRODUCT SHOULD THE INVESTOR WISH TO SELL THE PRODUCT. If a buyer can be found, the price offered by that buyer may be lower than the price that an investor paid for the Product or the amount an investor would otherwise receive at the maturity of the Product. BAIL-IN RISK The EU Directive establishing a framework for the recovery and resolution of credit institutions and investment firms (the "BRRD") was published in the EU Official Journal on 12 June 2014. The BRRD gives certain powers under a "bail-in tool" to national supervisory authorities with respect to certain institutions (which could include the Issuer) in circumstances where a national supervisory authority has determined that such an institution is likely to fail. In the United Kingdom, the majority of the requirements of the BRRD have been implemented into national law in the Banking Act, including the introduction of the bail-in tool as of 1 January 2015. The Banking Act confers substantial powers on a number of UK authorities designed to enable them to take a range of actions in relation to UK banks and certain of their Affiliates in the event a bank in the same group is considered to be failing or likely to fail. This bail-in tool includes the ability to cancel all or part of the principal and/or interest of any unsecured liabilities or to convert certain debt claims into equity or other securities of the issuer or another person. These powers could be exercised in respect of the Securities. As a result, the exercise of any resolution power or any suggestion of any such exercise could materially adversely affect the value of the Securities and could lead to the investor losing some or all of the value of the investment in the Securities. NOINVESTMENTINORRIGHTS TOUNDERLYING ASSETS AN INVESTMENT IN THE PRODUCT IS NOT THE SAME AS AN INVESTMENT IN THE UNDERLYING ASSETS REFERENCED BY THE PRODUCT. An investor in the Product has no ownership of, or rights to, the Underlying Assets referenced by the Product. The market value of the Product may not reflect movements in the price of such Underlying Assets. Payments made under the Product may differ from payments made under the Underlying Assets. ADJUSTMENTS THE TERMS OF THE PRODUCT MAY BE ADJUSTED BY BARCLAYS UPON CERTAIN EVENTS TAKING PLACE WHICH IMPACT THE UNDERLYING ASSETS. SMALL HOLDINGS SMALL HOLDINGS MAY NOT BE TRANSFERABLE. Where the Product terms specify a minimum tradable amount, investors will not be able to sell the Product unless they hold at least such minimum tradable amount. INTERESTRATE RISK INVESTORS IN THE PRODUCT WILL BE EXPOSED TO INTEREST RATE RISK. Changes in interest rates will affect the performance and value of the Product. Interest rates may change suddenly and unpredictably. PAYMENTS PAYMENTS FROM BARCLAYS MAY BE SUBJECT TO DEDUCTIONS FOR TAX, DUTY, WITHHOLDING OR OTHER PAYMENTS REQUIRED BY LAW. OVER-ISSUANCE THE ISSUER MAY ISSUE MORE SECURITIES THAN THOSE WHICH ARE TO BE INITIALLY SUBSCRIBED OR PURCHASED BY INVESTORS. The Issuer (or the Issuer's Affiliates) may hold such Securities for the purpose of meeting any future investor interest or to satisfy market making requirements. Prospective investors in the Securities should not regard the issue size of any Series as indicative of the depth or liquidity of the market for such Series or of the demand for such Series. OTHER RISKS THIS DOCUMENT CANNOT DISCLOSE ALL POSSIBLE RISKS OF THE PRODUCT. Before investing, investors must be satisfied that they have sufficient information and understand the risks related to the Product so as to make an informed investment decision. If investors are uncertain as to whether they have sufficient information, they should seek independent professional advice before investing. FOREIGNEXCHANGE RISK INVESTORS ARE EXPOSED TO FOREIGN EXCHANGE RISK. Foreign exchange rates may change suddenly and unpredictably. Changes in the exchange rate between an investor's home currency and the Product currency or settlement currency may impact the performance of the Product and an investor's return. LEVERAGE THIS PRODUCT MAY BECOME LEVERAGED. Leverage increases the investor's exposure to the underlying assets referenced by the Product and amplifies the investor's losses and gains. INTERACTION THIS PRODUCT COMBINES DIFFERENT FINANCIAL COMPONENTS AND EXPOSURES WHICH MAY INTERACT UNPREDICTABLY AND COULD AFFECT THE PERFORMANCE OF THE PRODUCT. MINIMUMSCHEDULEDREDEMPTION AMOUNT If the Securities provide for a minimum scheduled redemption amount payable at maturity, it is possible that such amount may be less than the original invested amount. If investors acquire the Securities (whether on issuance or in the secondary market) for an amount that is higher than the minimum scheduled redemption amount, they risk losing the difference between the price paid for the Securities and the minimum scheduled redemption amount at maturity. BarclaysBankPLChasfiledaregistrationstatement(includingabaseprospectus)withtheSECfortheofferingsofthesecuritiesidentifiedinthiscommunication.Beforeyouinvest,youshouldreadthebaseprospectusdatedMay23,2022,therelevantprospectussupplement relatingtothesecurities,andotherdocumentsBarclaysBankPLChasfiledwiththeSECformorecompleteinformationaboutBarclaysBankPLCandtheofferingsidentifiedabove.Buyersshouldrelyupontheprospectus,therelevantprospectussupplement,andanyrelevantfreewritingprospectusorpricingsupplementforcompletedetails(includingtheriskfactorsrelatingtotheoffering).YoumaygetthesedocumentsforfreebysearchingtheSEC online database(EDGAR)at  www.sec.gov 4

Disclaimers BARCLAYS GROUP Thiscommunicationhas beenpreparedbyBarclays Group. “BarclaysGroup”meansBarclaysBankPLC,BarclaysPLC,BarclaysIrelandPLCandanyof their subsidiaries, affiliates, ultimate holding company and any subsidiaries or affiliates of suchholding company. CONFLICTSOF INTEREST BARCLAYS GROUP IS A FULL SERVICE INVESTMENT BANK. In the normal course of offering investment banking products and services to clients. Barclays Group may act in several capacities (including issuer, market maker, underwriter, distributor, index sponsor, swap counterpartyandcalculationagent)simultaneouslywithrespecttoaproduct,givingrise to potentialconflictsofinterestwhichmayimpactthe performanceofa product. NOT RESEARCH This document is from a Barclays Group’s Trading and/or Distribution desk and is not a productoftheBarclaysGroup’sResearchdepartment.Anyviewsexpressedmaydifferfrom those of Barclays Group’s Research. BARCLAYSGROUP POSITIONS BarclaysGroup,itsaffiliatesandassociatedpersonnelmayatanytimeacquire,hold or disposeoflongorshortpositions(includinghedgingandtradingpositions)whichmayimpact the performance of a product. FORINFORMATION ONLY THISDOCUMENTISPROVIDEDFORINFORMATIONPURPOSESONLYANDITIS SUBJECT TOCHANGE.ITISINDICATIVEONLYANDISNOT BINDING. NO OFFER BarclaysGroupisnotofferingtosellorseekingofferstobuyanyproductorenterintoany transaction.AnytransactionrequiresBarclaysGroup’ssubsequentformalagreementwhich willbesubjecttointernalapprovalsandbindingtransactiondocuments.Withoutlimitationto theforegoing,anytransactionmayalsobesubjecttoreviewbyBarclaysGroupagainst its publishedTax Principles. NO LIABILITY Barclays Group is not responsible for the use made of this document other than the purpose for which it is intended, except to the extent this would be prohibited by law or regulation. NO ADVICE OBTAIN INDEPENDENT PROFESSIONAL ADVICE BEFORE INVESTING OR TRANSACTING. BARCLAYS GROUP IS NOT AN ADVISOR AND WILL NOT PROVIDE ANY ADVICE RELATING TO A PRODUCT. BEFORE MAKING AN INVESTMENT DECISION, INVESTORS SHOULD ENSURE THEY HAVE SUFFICIENT INFORMATION TO ASCERTAIN THE LEGAL, FINANCIAL, TAX AND REGULATORY CONSEQUENCES OF AN INVESTMENT TO ENABLE THEM TO MAKE AN INFORMED INVESTMENT DECISION. BARCLAYS IS ACTING SOLELY AS PRINCIPAL AND NOT IN THE CAPACITY AS A FIDUCIARY OR AS A MUNICIPAL ADVISOR. THIRD PARTY INFORMATION Barclays Group is not responsible for information stated to be obtained or derived from third party sources or statistical services. PAST&SIMULATEDPAST PERFORMANCE Anypastorsimulatedpastperformance(includingback-testing)containedhereinis no indicationastofuture performance. OPINIONSSUBJECTTO CHANGE Allopinionsandestimatesaregivenasofthedatehereofandaresubjecttochange.Barclays Groupisnotobligedtoinforminvestorsofanychangetosuchopinionsor estimates. IMPORTANT DISCLOSURES Forimportantregionaldisclosuresyoumustread,clickonthelinkrelevanttoyourregion. PleasecontactyourBarclaysGrouprepresentativeifyouareunableto access. EMEA https://www.home.barclays/disclosures/important-emea-disclosures.html APAC https://www.home.barclays/disclosures/important-apac-disclosures.html U.S. https://www.home.barclays/disclosures/important-us-disclosures.html CONFIDENTIAL Thisdocumentisconfidentialandnopartofitmaybereproduced,distributedortransmitted withoutthepriorwrittenpermissionofBarclays Group. ABOUTBARCLAYS GROUP Barclays Group offers premier investment banking products and services to its clients throughBarclaysBankPLC.BarclaysBankPLCisauthorisedbythePrudentialRegulation AuthorityandregulatedbytheFinancialConductAuthorityandthePrudentialRegulation AuthorityandisamemberoftheLondonStockExchange.BarclaysBankPLCisregisteredin EnglandNo.1026167withitsregisteredofficeat1ChurchillPlace,LondonE14 5HP. COPYRIGHT©CopyrightBarclaysBankPLC,2024(allrights reserved). 5