$14,246,000 Barclays Bank PLC Trigger AutocallableContingent Yield Notes

Linked to the lesser performing of the SPDR^® S&P500^® ETF Trust and the Energy Select Sector SPDR^® Fund due September 24, 2027

The Trigger Autocallable Contingent Yield Notes (the “Notes”)are unsecured and unsubordinated debt obligations issued by Barclays Bank PLC (the “Issuer”) linked to the lesser performingof the SPDR^® S&P 500^® ETF Trust and the Energy Select Sector SPDR^® Fund (each an“Underlying” and together the “Underlyings”). On a quarterly basis, unless the Notes have been previously called,the Issuer will pay you a coupon (the “Contingent Coupon”) if the Closing Price of each Underlying on the applicable ObservationDate is greater than or equal to its specified Coupon Barrier. Otherwise, no Contingent Coupon will be paid for that quarter. The Issuerwill automatically call the Notes if the Closing Price of each Underlying on any quarterly Observation Date, beginning on September 21,2023, is greater than or equal to its Closing Price on the Trade Date (the “Initial Underlying Price”). If the Notes are automaticallycalled, the Issuer will pay the principal amount of your Notes plus the Contingent Coupon due on the Coupon Payment Date that isalso the Call Settlement Date, and no further amounts will be owed to you under the Notes. If the Notes are not automatically called andthe Closing Price of each Underlying on the Final Valuation Date (the “Final Underlying Price”) is greater than or equal toits specified Downside Threshold (which is set equal to its Coupon Barrier), the Issuer will pay you a cash payment at maturity equalto the principal amount of your Notes plus the Contingent Coupon due on the Coupon Payment Date that is also the Maturity Date.However, if the Final Underlying Price of either Underlying is less than its Downside Threshold, the Issuer will pay you a cash paymentat maturity that is less than the principal amount, if anything, resulting in a percentage loss of principal equal to the negative UnderlyingReturn of the Underlying with the lower Underlying Return (the “Lesser Performing Underlying”). In this case, you will havefull downside exposure to the Lesser Performing Underlying from its Initial Underlying Price to its Final Underlying Price, and couldlose all of your principal. Investing in the Notes involves significant risks.You may lose a significant portion or all of your principal. You may receive few or no Contingent Coupons during the term of the Notes.You will be exposed to the market risk of each Underlying and any decline in the price of one Underlying may negatively affect your returnand will not be offset or mitigated by a lesser decline or any potential increase in the price of the other Underlying. The Final UnderlyingPrice of each Underlying is observed relative to its Downside Threshold only on the Final Valuation Date, and the contingent repaymentof principal applies only if you hold the Notes to maturity. Generally, the higher the Contingent Coupon Rate on a Note, the greater therisk of loss on that Note. Your return potential on the Notes is limited to any Contingent Coupons paid on the Notes, and you will notparticipate in any appreciation of either Underlying. Any payment on the Notes, including any repayment of principal, is subject to thecreditworthiness of Barclays Bank PLC and is not guaranteed by any third party. If Barclays Bank PLC were to default on its payment obligationsor become subject to the exercise of 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 not receive any amounts owed to you under the Notes. See “Consent to U.K. Bail-in Power” inthis pricing supplement and “Risk Factors” in the accompanying prospectus supplement.

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

YOU SHOULD CAREFULLY CONSIDER THE RISKS DESCRIBED UNDER “KEYRISKS” BEGINNING ON PAGE PS-9 OF THIS PRICING SUPPLEMENT AND “RISK FACTORS” BEGINNING ON PAGE S-9 OF THE PROSPECTUSSUPPLEMENT BEFORE PURCHASING ANY NOTES. EVENTS RELATING TO ANY OF THOSE RISKS, OR OTHER RISKS AND UNCERTAINTIES, COULD ADVERSELY AFFECTTHE MARKET VALUE OF, AND THE RETURN ON, YOUR NOTES. YOU MAY LOSE A SIGNIFICANT PORTION OR ALL OF YOUR PRINCIPAL AMOUNT. THE NOTES WILLNOT BE LISTED ON ANY SECURITIES EXCHANGE.

NOTWITHSTANDING AND TO THE EXCLUSION OF ANY OTHER TERM OF THE NOTESOR ANY OTHER AGREEMENTS, ARRANGEMENTS OR UNDERSTANDINGS BETWEEN BARCLAYS BANK PLC AND ANY HOLDER OR BENEFICIAL OWNER OF THE NOTES, BYACQUIRING THE NOTES, EACH HOLDER AND BENEFICIAL OWNER OF THE NOTES ACKNOWLEDGES, ACCEPTS, AGREES TO BE BOUND BY AND CONSENTS TO THE EXERCISEOF, ANY U.K. BAIL-IN POWER BY THE RELEVANT U.K. RESOLUTION AUTHORITY. SEE “CONSENT TO U.K. BAIL-IN POWER” ON PAGE PS-4 OFTHIS PRICING SUPPLEMENT.

We are offering Trigger Autocallable Contingent Yield Notes linked tothe lesser performing of the SPDR^® S&P 500^® ETF Trust and the Energy Select Sector SPDR^® Fund.The Initial Underlying Price of each Underlying is the Closing Price of that Underlying on the Trade Date. The Notes are offered at aminimum investment of 100 Notes at $10 per Note (representing a $1,000 investment), and integral multiples of $10 in excess thereof.

* Rounded to two decimal places

See “Additional Information about Barclays Bank PLC and theNotes” on page PS-2 of this pricing supplement. The Notes will have the terms specified in the prospectus dated May 23, 2022, theprospectus supplement dated June 27, 2022, the underlying supplement dated June 27, 2022 and this pricing supplement.

Neither the U.S. Securities and Exchange Commission (the “SEC”)nor any state securities commission has approved or disapproved of the Notes or determined that this pricing supplement is truthful orcomplete. Any representation to the contrary is a criminal offense.

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

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 insuredby the U.S. Federal Deposit Insurance Corporation or any other governmental agency or deposit insurance agency of the United States, theUnited Kingdom or any other jurisdiction.

¹ Our estimated value of the Notes on the Trade Date, basedon our internal pricing models, is $9.31 per Note. The estimated value is less than the initial issue price of the Notes. See “AdditionalInformation Regarding Our Estimated Value of the Notes” on page PS-3 of this pricing supplement.

You should read this pricing supplement together with the prospectusdated May 23, 2022, as supplemented by the prospectus supplement dated June 27, 2022 relating to our Global Medium-Term Notes, SeriesA, of which these Notes are a part, and the underlying supplement dated June 27, 2022. This pricing supplement, together with the documentslisted below, contains the terms of the Notes and supersedes all prior or contemporaneous oral statements as well as any other writtenmaterials including preliminary or indicative pricing terms, correspondence, trade ideas, structures for implementation, sample structures,brochures or other educational materials of ours. You should carefully consider, among other things, the matters set forth under “RiskFactors” in the prospectus supplement, as the Notes involve risks not associated with conventional debt securities. We urge youto consult your investment, legal, tax, accounting and other advisors before you invest in the Notes.

If the terms set forth in this pricing supplement differ from thoseset 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 asfollows (or if such address has changed, by reviewing our filings for the relevant date on the SEC website):

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

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

Our estimated value of the Notes on the Trade Date is less than theinitial issue price of the Notes. The difference between the initial issue price of the Notes and our estimated value of the Notes resultsfrom several factors, including any sales commissions to be paid to Barclays Capital Inc. or another affiliate of ours, any selling concessions,discounts, commissions or fees to be allowed or paid to non-affiliated intermediaries, the estimated profit that we or any of our affiliatesexpect to earn in connection with structuring the Notes, the estimated cost that we may incur in hedging our obligations under the Notes,and 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 priceat 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 Notesin the secondary market. Subject to normal market and funding conditions, Barclays Capital Inc. or another affiliate of ours intends tooffer 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,the price at which Barclays Capital Inc. may initially buy or sell the Notes in the secondary market, if any, and the value that we mayinitially use for customer account statements, if we provide any customer account statements at all, may exceed our estimated value onthe Trade Date for a temporary period expected to be approximately eight months after the initial issue date of the Notes because, inour discretion, we may elect to effectively reimburse to investors a portion of the estimated cost of hedging our obligations under theNotes 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 discretionaryelection and determined this temporary reimbursement period on the basis of a number of factors, which may include the tenor of the Notesand/or any agreement we may have with the distributors of the Notes. The amount of our estimated costs that we effectively reimburse toinvestors in this way may not be allocated ratably throughout the reimbursement period, and we may discontinue such reimbursement at anytime or revise the duration of the reimbursement period after the initial issue date of the Notes based on changes in market conditionsand other factors that cannot be predicted.

We urge you to read the “Key Risks” beginning on pagePS-9 of this pricing supplement.

Notwithstanding and to the exclusion of any other term of the Notesor any other agreements, arrangements or understandings between us and any holder or beneficial owner of the Notes, by acquiring the Notes,each holder and beneficial owner of the Notes acknowledges, accepts, agrees to be bound by and consents to the exercise of, any U.K. Bail-inPower by the relevant U.K. resolution authority.

Under the U.K. Banking Act 2009, as amended, the relevant U.K. resolutionauthority may exercise a U.K. Bail-in Power in circumstances in which the relevant U.K. resolution authority is satisfied that the resolutionconditions are met. These conditions include that a U.K. bank or investment firm is failing or is likely to fail to satisfy the FinancialServices and Markets Act 2000 (the “FSMA”) threshold conditions for authorization to carry on certain regulated activities(within the meaning of section 55B FSMA) or, in the case of a U.K. banking group company that is a European Economic Area (“EEA”)or third country institution or investment firm, that the relevant EEA or third country relevant authority is satisfied that the resolutionconditions are met in respect of that entity.

The U.K. Bail-in Power includes any write-down, conversion, transfer,modification and/or suspension power, which allows for (i) the reduction or cancellation of all, or a portion, of the principal amountof, interest on, or any other amounts payable on, the Notes; (ii) the conversion of all, or a portion, of the principal amount of, intereston, or any other amounts payable on, the Notes into shares or other securities or other obligations of Barclays Bank PLC or another person(and the issue to, or conferral on, the holder or beneficial owner of the Notes such shares, securities or obligations); (iii) the cancellationof the Notes and/or (iv) the amendment or alteration of the maturity of the Notes, or amendment of the amount of interest or any otheramounts due on the Notes, or the dates on which interest or any other amounts become payable, including by suspending payment for a temporaryperiod; which U.K. Bail-in Power may be exercised by means of a variation of the terms of the Notes solely to give effect to the exerciseby the relevant U.K. resolution authority of such U.K. Bail-in Power. Each holder and beneficial owner of the Notes further acknowledgesand agrees that the rights of the holders or beneficial owners of the Notes are subject to, and will be varied, if necessary, solely togive effect to, the exercise of any U.K. Bail-in Power by the relevant U.K. resolution authority. For the avoidance of doubt, this consentand acknowledgment is not a waiver of any rights holders or beneficial owners of the Notes may have at law if and to the extent that anyU.K. Bail-in Power is exercised by the relevant U.K. resolution authority in breach of laws applicable in England.

For more information, please see “Key Risks—Risks Relatingto the Issuer—You may lose some or all of your investment if any U.K. bail-in power is exercised by the relevant U.K. resolutionauthority” in this pricing supplement as well as “U.K. Bail-in Power,” “Risk Factors—Risks Relating to theSecurities Generally—Regulatory action in the event a bank or investment firm in the Group is failing or likely to fail, includingthe exercise by the relevant U.K. resolution authority of a variety of statutory resolution powers, could materially adversely affectthe value of any securities” and “Risk Factors—Risks Relating to the Securities Generally—Under the terms of thesecurities, you have agreed to be bound by the exercise of any U.K. Bail-in Power by the relevant U.K. resolution authority” inthe accompanying prospectus supplement.

The suitability considerations identifiedabove are not exhaustive. Whether or not the Notes are a suitable investment for you will depend on your individual circumstances, andyou should reach an investment decision only after you and your investment, legal, tax, accounting and other advisors havecarefully considered the suitability of an investment in the Notes in light of your particular circumstances. You should also review carefullythe “Key Risks” beginning on page PS-9 of this pricing supplement and the “Risk Factors” beginning on page S-9of the prospectus supplement for risks related to an investment in the Notes. For more information about the Underlyings, please see thesections titled “SPDR^® S&P 500^® ETF Trust” and “Energy Select Sector SPDR^® Fund”below.

	Trade Date:		The Closing Price of each Underlying (the Initial Underlying Price) is observed, the Contingent Coupon Rate is set and the Coupon Barrier and Downside Threshold of each Underlying are determined.
	Quarterly (callable beginning September 21, 2023):		If the Closing Price of each Underlying is greater than or equal to its Coupon Barrier on any Observation Date, the Issuer will pay you the Contingent Coupon applicable to that Observation Date.   However, if the Closing Price of either Underlying is less than its Coupon Barrier on any Observation Date, no Contingent Coupon payment will be made with respect to that Observation Date.   The Issuer will automatically call the Notes if the Closing Price of each Underlying on any quarterly Observation Date, beginning on September 21, 2023, is greater than or equal to its Initial Underlying Price. If the Notes are automatically called, the Issuer will pay the principal amount of your Notes plus the Contingent Coupon due on the Coupon Payment Date that is also the Call Settlement Date, and no further amounts will be owed to you under the Notes.
	Maturity Date:		The Final Underlying Price of each Underlying is determined as of the Final Valuation Date.   If the Notes are not automatically called and the Final Underlying Price of each Underlying is greater than or equal to its Downside Threshold (which equals its Coupon Barrier), the Issuer will pay you a cash payment on the Maturity Date equal to $10 per Note plus the Contingent Coupon due on the Coupon Payment Date that is also the Maturity Date.   If the Notes are not automatically called and the Final Underlying Price of either Underlying is less than its Downside Threshold, 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 a percentage loss of principal equal to the negative Underlying Return of the Lesser Performing Underlying, calculated as follows:   $10 × (1 + Underlying Return of the Lesser Performing Underlying)   Accordingly, you may lose a significant portion or all of your principal at maturity, depending on how much the Lesser Performing Underlying declines, regardless of the performance of the other Underlying.

Investing in the Notes involves significant risks. You may lose asignificant portion or all of your principal amount. You may receive few or no Contingent Coupons during the term of the Notes. You willbe exposed to the market risk of each Underlying and any decline in the price of one Underlying may negatively affect your return andwill not be offset or mitigated by a lesser decline or any potential increase in the price of the other Underlying. The Final UnderlyingPrice of each Underlying is observed relative to its Downside Threshold only on the Final Valuation Date, and the contingent repaymentof principal applies only if you hold the Notes to maturity. Generally, the higher the Contingent Coupon Rate on a Note, the greater therisk of loss on that Note. Your return potential on the Notes is limited to any Contingent Coupons paid on the Notes, and you will notparticipate in any appreciation of either Underlying. Any payment on the Notes, including any repayment of principal, is subject to thecreditworthiness of Barclays Bank PLC and is not guaranteed by any third party. If Barclays Bank PLC were to default on its payment obligationsor become subject to the exercise of any U.K. Bail-in Power by the relevant U.K. resolution authority, you might not receive any amountsowed to you under the Notes.

An investment in the Notes involves significant risks. Investing inthe Notes is not equivalent to investing directly in either or both of the Underlyings, the component securities held by the Underlyingsor the securities composing the Underlying Indices (as defined with respect to each Underlying under “SPDR^® S&P500^® ETF Trust” and “Energy Select Sector SPDR^® Fund” below). Some of the risks thatapply to an investment in the Notes are summarized below, but we urge you to read the more detailed explanation of risks relating to theNotes generally in the “Risk Factors” section of the prospectus supplement. You should not purchase the Notes unless you understandand can bear the risks of investing in the Notes.

Risks Relating to the Notes Generally

It is impossible to predict what the correlationbetween the Underlyings will be over the term of the Notes. The Underlyings represent different equity markets. The SPDR^®S&P 500^® ETF Trust represents the large-capitalization segment of the United States equity market and the Energy SelectSector SPDR^® Fund represents the energy sector of the large-capitalization segment of the United States equity market.These different equity markets may not perform similarly over the term of the Notes.

Although the correlation of the Underlyings’performance may change over the term of the Notes, the Contingent Coupon Rate is determined, in part, based on the correlation of theUnderlyings’ performance calculated using our internal models at the time when the terms of the Notes are finalized. A higher ContingentCoupon Rate is generally associated with lower correlation of the Underlyings, which reflects a greater potential for missed ContingentCoupons and for a loss of principal at maturity. The correlation referenced in setting the terms of the Notes is calculated using ourinternal models and is not derived from the returns of the Underlyings over the period set forth under “Correlation of the Underlyings”below. In addition, other factors and inputs other than correlation may impact how the terms of the Notes are set and the performanceof the Notes.

Risks Relating to the Issuer

holders and beneficial owners of the Notes.The exercise of any U.K. Bail-in Power by the relevant U.K. resolution authority with respect to the Notes will not be a default or anEvent of Default (as each term is defined in the senior debt securities indenture) and the trustee will not be liable for any action thatthe trustee takes, or abstains from taking, in either case, in accordance with the exercise of the U.K. Bail-in Power by the relevantU.K. resolution authority with respect to the Notes. See “Consent to U.K. Bail-in Power” in this pricing supplement as wellas “U.K. Bail-in Power,” “Risk Factors—Risks Relating to the Securities Generally—Regulatory action in theevent a bank or investment firm in the Group is failing or likely to fail, including the exercise by the relevant U.K. resolution authorityof a variety of statutory resolution powers, could materially adversely affect the value of any securities” and “Risk Factors—RisksRelating to the Securities Generally—Under the 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” in the accompanying prospectus supplement.

Risks Relating to the Underlyings

Generally, the longerthe time remaining to maturity, the more the market price of the Notes will be affected by the factors described above. In addition, anUnderlying may diverge significantly from the performance of its Underlying Index due to differences in trading hours between that Underlyingand the securities composing its Underlying Index or other circumstances. During periods of market volatility, the component securitiesheld by an Underlying may be unavailable in the secondary market, market participants may be unable to calculate accurately the intradaynet asset value per share of that Underlying and the liquidity of that Underlying may be adversely affected. This kind of market volatilitymay also disrupt the ability of market participants to create and redeem shares in an Underlying. Further, market volatility may adverselyaffect, sometimes materially, the prices at which market participants are willing to buy and sell shares of an Underlying. As a result,under these circumstances, the market value of an Underlying may vary substantially from the net asset value per share of that Underlying.Because the Notes are linked to the performance of the Underlyings and not the Underlying Indices, the return on your Notes may be lessthan that of an alternative investment linked directly to the Underlying Indices.

Risks Relating to Conflicts of Interest

In connection with our normal business activitiesand in connection with hedging our obligations under the Notes, we and our affiliates make markets in and trade various financial instrumentsor products for our accounts and for the account of our clients and otherwise provide investment banking and other financial serviceswith respect to these financial instruments and products. These financial instruments and products may include securities, derivativeinstruments or assets that may relate to the Underlyings or their components. In any such market making, trading and hedging activity,investment banking and other financial services, we or our affiliates may take positions or take actions that are inconsistent with, oradverse to, the investment objectives of the holders of the Notes. We and our affiliates have no obligation to take the needs of any buyer,seller or holder of the Notes into account in conducting these activities. Such market making, trading and hedging activity, investmentbanking and other financial services may negatively impact the value of the Notes.

In addition, the role played by BarclaysCapital Inc., as the agent for the Notes, could present significant conflicts of interest with the role of Barclays Bank PLC, as issuerof the Notes. For example, Barclays Capital Inc. or its representatives may derive compensation or financial benefit from the distributionof the Notes and such compensation or financial benefit may serve as an incentive to sell the Notes instead of other investments. Furthermore,we and our affiliates establish the offering price of the Notes for initial sale to the public, and the offering price is not based uponany independent verification or valuation.

In addition to the activities describedabove, we will also act as the Calculation Agent for the Notes. As Calculation Agent, we will determine any values of the Underlyingsand make any other determinations necessary to calculate any payments on the Notes. In making thesedeterminations, we may be required to make discretionary judgments, including determining whether a market disruption event has occurredon any date that the value of an Underlying is to be determined; if the shares of an Underlying are de-listed or if an Underlying is liquidatedor otherwise terminated, selecting a successor fund or, if no successor fund is available, determining whether to accelerate the MaturityDate; and determining whether to adjust any variable described herein in the case of certain events related to an Underlying that theCalculation Agent determines have a diluting or concentrative effect on the theoretical value of the shares of that Underlying.In making these discretionary judgments, our economic interests are potentially adverse to your interests as an investor in the Notes,and any of these determinations may adversely affect any payments on the Notes.

Risks Relating to the Estimated Valueof the Notes and the Secondary Market

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

The examples below illustrate the payment upon a call or at maturityfor a $10 principal amount Note on a hypothetical offering of the Notes under various scenarios, with the assumptions set forth below.*You should not take these examples as an indication or assurance of the expected performance of the Notes. The examples below do not takeinto account any tax consequences from investing in the Notes. Numbers appearing in the examples below have been rounded for ease of analysis.In these examples, we refer to the SPDR^® S&P 500^® ETF Trust and the Energy Select Sector SPDR^® Fundas the “SPY Fund” and the “XLE Fund,” respectively.

The examples below are purely hypothetical. These examples are intendedto illustrate (a) under what circumstances the Notes will be subject to an automatic call, (b) how the payment of a Contingent Couponwith respect to any Observation Date will depend on whether the Closing Price of either Underlying on that Observation Date is less thanits Coupon Barrier, (c) how the value of the payment at maturity on the Notes will depend on whether the Final Underlying Price of eitherUnderlying is less than its Downside Threshold and (d) how the total return on the Notes may be less than the total return on a directinvestment in either or both Underlyings in certain scenarios. The “total return” as used in this pricing supplement is thenumber, expressed as a percentage, that results from comparing the total payments per Note over the term of the Notes to the $10 principalamount.

Example 1 — Notes Are Automatically Called on the Fourth ObservationDate

Because the Closing Price of each Underlying is greater than or equalto its Initial Underlying Price on the fourth Observation Date (which is approximately one year after the Trade Date and is the firstObservation Date on which the Notes are callable), the Notes are automatically called on that Observation Date. The Issuer will pay youon the Call Settlement Date $10.295 per Note, which is equal to your principal

amount plus the Contingent Coupon due on the Coupon Payment Datethat is also the Call Settlement Date. No further amounts will be owed to you under the Notes.

In addition, because the Closing Price of each Underlying was greaterthan or equal to its Coupon Barrier on the first Observation Date, the Issuer will pay the Contingent Coupon of $0.295 on the first CouponPayment Date. However, because the Closing Price of at least one Underlying was less than its Coupon Barrier on the second and third ObservationDates, the Issuer will not pay any Contingent Coupon on the Coupon Payment Dates following those Observation Dates. Accordingly, the Issuerwill have paid a total of $10.59 per Note for a total return of 5.90% on the Notes.

Example 2 — Notes Are NOT Automatically Called and the FinalUnderlying Price of Each Underlying Is At or Above Its Downside Threshold

Because the Closing Price of at least one Underlying was less than itsInitial Underlying Price on each Observation Date on and after the fourth Observation Date (which is approximately one year after theTrade Date and is the first Observation Date on which the Notes are callable), the Notes are not automatically called. Because the FinalUnderlying Price of each Underlying is greater than or equal to its Downside Threshold and Coupon Barrier, the Issuer will pay you onthe Maturity Date $10.295 per Note, which is equal to your principal amount plus the Contingent Coupon due on the Coupon PaymentDate that is also the Maturity Date.

In addition, because the Closing Price of each Underlying was greaterthan or equal to its Coupon Barrier on the first and second Observation Dates, the Issuer will pay the Contingent Coupon of $0.295 oneach of the first and second Coupon Payment Dates. However, because the Closing Price of at least one Underlying was less than its CouponBarrier on the third through nineteenth Observation Dates, the Issuer will not pay any Contingent Coupon on the Coupon Payment Dates followingthose Observation Dates. Accordingly, the Issuer will have paid a total of $10.885 per Note for a total return of 8.85% on the Notes.

Example 3 — Notes Are NOT Automatically Called and the FinalUnderlying Price of At Least One Underlying Is Below Its Downside Threshold

Because the Closing Price of at least one Underlying is less than itsInitial Underlying Price on each Observation Date on and after the fourth Observation Date (which is approximately one year after theTrade Date and is the first Observation Date on which the Notes are callable), the Notes are not automatically called. Because the FinalUnderlying Price of at least one Underlying is less than its Downside Threshold on the Final Valuation Date, at maturity, the Issuer willpay you a total of $4.50 per Note, for a total return of -55.00% on the Notes, calculatedas follows:

$10 × (1 + Underlying Return of the LesserPerforming Underlying)

Step 1: Calculate the Underlying Return of each Underlying:

Underlying Return of the SPY Fund:

Underlying Return of the XLE Fund:

Step 2: Determine the Lesser Performing Underlying: The SPY Fundis the Underlying with the lower Underlying Return.

Step 3: Calculate the Payment at Maturity:

$10 × (1 + Underlying Return of the LesserPerforming Underlying) = $10 × (1 + -55.00%) = $4.50

In addition, because the Closing Price of at least one Underlying isless than its Coupon Barrier on each Observation Date, the Issuer will not pay any Contingent Coupons over the term of the Notes.

You should review carefully the sections in the accompanying prospectussupplement entitled “Material U.S. Federal Income Tax Consequences—Tax Consequences to U.S. Holders—Notes Treated asPrepaid Forward or Derivative Contracts with Associated Contingent Coupons” and, if you are a non-U.S. holder, “—TaxConsequences to Non-U.S. Holders.” The following discussion supersedes the discussion in the accompanying prospectus supplementto the extent it is inconsistent therewith.

In determining our reporting responsibilities, if any, we intend totreat (i) the Notes for U.S. federal income tax purposes as prepaid forward contracts with associated contingent coupons and (ii) anyContingent Coupons as ordinary income, as described in the section entitled “Material U.S. Federal Income Tax Consequences—TaxConsequences to U.S. Holders—Notes Treated as Prepaid Forward or Derivative Contracts with Associated Contingent Coupons”in the accompanying prospectus supplement. Our special tax counsel, Davis Polk & Wardwell LLP, has advised that it believes this treatmentto be reasonable, but that there are other reasonable treatments that the Internal Revenue Service (the “IRS”) or a courtmay adopt.

Sale, Exchange or Redemption of a Note. Assuming the treatmentdescribed above is respected, upon a sale or exchange of the Notes (including redemption upon an automatic call or at maturity), you shouldrecognize capital gain or loss equal to the difference between the amount realized on the sale or exchange and your tax basis in the Notes,which should equal the amount you paid to acquire the Notes (assuming Contingent Coupons are properly treated as ordinary income, consistentwith the position referred to above). This gain or loss should be short-term capital gain or loss unless you hold the Notes for more thanone year, in which case the gain or loss should be long-term capital gain or loss, whether or not you are an initial purchaser of theNotes at the issue price. The deductibility of capital losses is subject to limitations. If you sell your Notes between the time yourright to a Contingent Coupon is fixed and the time it is paid, it is likely that you will be treated as receiving ordinary income equalto the Contingent Coupon. Although uncertain, it is possible that proceeds received from the sale or exchange of your Notes prior to anObservation Date but that can be attributed to an expected Contingent Coupon payment could be treated as ordinary income. You should consultyour tax advisor regarding this issue.

As noted above, there are other reasonable treatments that the IRS ora court may adopt, in which case the timing and character of any income or loss on the Notes could be materially affected. In addition,in 2007 the U.S. Treasury Department and the IRS released a notice requesting comments on the U.S. federal income tax treatment of “prepaidforward contracts” and similar instruments. The notice focuses in particular on whether to require investors in these instrumentsto accrue income over the term of their investment. It also asks for comments on a number of related topics, including the character ofincome or loss with respect to these instruments and the relevance of factors such as the nature of the underlying property to which theinstruments are linked. While the notice requests comments on appropriate transition rules and effective dates, any Treasury regulationsor other guidance promulgated after consideration of these issues could materially affect the tax consequences of an investment in theNotes, possibly with retroactive effect. You should consult your tax advisor regarding the U.S. federal income tax consequences of aninvestment in the Notes, including possible alternative treatments and the issues presented by this notice.

Non-U.S. Holders. Insofar as we have responsibility as a withholdingagent, we do not currently intend to treat Contingent Coupon payments to non-U.S. holders (as defined in the accompanying prospectus supplement)as subject to U.S. withholding tax. However, non-U.S. holders should in any event expect to be required to provide appropriate Forms W-8or other documentation in order to establish an exemption from backup withholding, as described under the heading “—InformationReporting and Backup Withholding” in the accompanying prospectus supplement. If any withholding is required, we will not be requiredto pay any additional amounts with respect to amounts withheld.

Treasury regulations under Section 871(m) generally impose a withholdingtax on certain “dividend equivalents” under certain “equity linked instruments.” A recent IRS notice excludesfrom the scope of Section 871(m) instruments issued prior to January 1, 2025 that do not have a “delta of one” with respectto underlying securities that could pay U.S.-source dividends for U.S. federal income tax purposes (each an “Underlying Security”).Based on our determination that the Notes do not have a “delta of one” within the meaning of the regulations, our specialtax counsel is of the opinion that these regulations should not apply to the Notes with regard to non-U.S. holders. Our determinationis not binding on the IRS, and the IRS may disagree with this determination. Section 871(m) is complex and its application may dependon your particular circumstances, including whether you enter into other transactions with respect to an Underlying Security. You shouldconsult your tax advisor regarding the potential application of Section 871(m) to the Notes.

According to publicly available information, the SPDR^®S&P 500^® ETF Trust (the “SPY Fund”) is a registered investment company that seeks to provide investmentresults that, before expenses, correspond generally to the price and yield performance of the S&P 500^® Index (withrespect to the SPY Fund, the “Underlying Index”). The Underlying Index consists of stocks of 500 companies selected to providea performance benchmark for the U.S. equity markets. For more information about the SPY Fund, see “Exchange-Traded Funds—TheSPDR^® S&P 500^® ETF Trust” in the accompanying underlying supplement.

Historical Information

The following graph sets forth the historical performance of the SPYFund from January 2, 2008 through September 21, 2022, based on the daily Closing Prices of the SPY Fund. The Closing Price of the SPYFund on September 21, 2022 was $377.39. The dotted line represents the Coupon Barrier and the Downside Threshold of $226.43, which isequal to 60.00% of the Initial Underlying Price of the SPY Fund.

We obtained the Closing Prices of the SPY Fund from Bloomberg Professional^®service (“Bloomberg”), without independent verification. Historical performance of the SPY Fund should not be taken as anindication of future performance. Future performance of the SPY Fund may differ significantly from historical performance, and no assurancecan be given as to the Closing Price of the SPY Fund during the term of the Notes, including on any Observation Date. We cannot give youassurance that the performance of the SPY Fund will not result in a loss of your principal amount. The Closing Prices below may havebeen adjusted to reflect certain actions, such as stock splits and reverse stock splits.

PAST PERFORMANCE IS NOT INDICATIVE OF FUTURERESULTS.

According to publicly available information, the Energy Select SectorSPDR^® Fund (the “XLE Fund”) is an exchange-traded fund of the SelectSector Trust, a registered investment company, that seeks to provide investment results that, before expenses, correspond generallyto the price and yield performance of the Energy Select Sector Index (with respect to the XLE Fund, the “Underlying Index”).The Underlying Index is a capped modified market capitalization-based index that measures the performance of the GICS^®energy sector, which currently includes companies in the following industries: oil, gas and consumable fuels; and energy equipment andservices. For more information about the XLE Fund, see “Exchange-Traded Funds—The Select Sector SPDR^® ETFs”in the accompanying underlying supplement.

Historical Information

The following graph sets forth the historical performance of the XLEFund from January 2, 2008 through September 21, 2022, based on the daily Closing Prices of the XLE Fund. The Closing Price of the XLEFund on September 21, 2022 was $75.97. The dotted line represents the Coupon Barrier and the Downside Threshold of $45.58, which is equalto 60.00% of the Initial Underlying Price of the XLE Fund.

We obtained the Closing Prices of the XLE Fund from Bloomberg, withoutindependent verification. Historical performance of the XLE Fund should not be taken as an indication of future performance. Future performanceof the XLE Fund may differ significantly from historical performance, and no assurance can be given as to the Closing Price of the XLEFund during the term of the Notes, including on any Observation Date. We cannot give you assurance that the performance of the XLE Fundwill not result in a loss of your principal amount. The Closing Prices below may have been adjusted to reflect certain actions, suchas stock splits and reverse stock splits.

PAST PERFORMANCE IS NOT INDICATIVE OF FUTURERESULTS.

The following graph sets forth the historical performances of the SPDR^®S&P 500^® ETF Trust and the Energy Select Sector SPDR^® Fund from January 2, 2008 through September21, 2022, based on the daily Closing Prices of the Underlyings. For comparison purposes, each Underlying has been normalized to have aClosing Price of 100.00 on January 2, 2008 by dividing the Closing Price of that Underlying on each day by the Closing Price of that Underlyingon January 2, 2008 and multiplying by 100.00.

We obtained the Closing Prices used to determine the normalized ClosingPrices set forth below from Bloomberg, without independent verification. Historical performance of the Underlyings should not be takenas an indication of future performance. Future performance of the Underlyings may differ significantly from historical performance, andno assurance can be given as to the Closing Prices of the Underlyings during the term of the Notes, including on any Observation Date.We cannot give you assurance that the performances of the Underlyings will not result in a loss of your principal amount. The ClosingPrices below may have been adjusted to reflect certain actions, such as stock splits and reverse stock splits.

PAST PERFORMANCE AND CORRELATION OF THE UNDERLYINGSARE NOT INDICATIVE OF FUTURE PERFORMANCE OR CORRELATION.

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

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

The lower (or more negative) the correlation between the Underlyings,the less likely it is that the Underlyings will move in the same direction at the same time and, therefore, the greater the potentialfor one of the Underlyings to close below its Coupon Barrier or Downside Threshold on any Observation Date or the Final Valuation Date,respectively. This is because the less positively correlated the Underlyings are, the greater the likelihood that at least one of theUnderlyings will decrease in value. However, even if the Underlyings have a higher positive correlation, one or both of the Underlyingsmight close below its Coupon Barrier or Downside Threshold on any Observation Date or the Final Valuation Date, respectively, as bothof the Underlyings may decrease in value together.

Although the correlation of the Underlyings’ performance may changeover the term of the Notes, the Contingent Coupon Rate is determined, in part, based on the correlation of the Underlyings’ performancecalculated using our internal models at the time when the terms of the Notes are finalized. A higher Contingent Coupon Rate is generallyassociated with lower correlation of the Underlyings, which reflects a greater potential for missed Contingent Coupons and for a lossof principal at maturity. The correlation referenced in setting the terms of the Notes is calculated using our internal models and isnot derived from the returns of the Underlyings over the period set forth above. In addition, other factors and inputs other than correlationmay impact how the terms of the Notes are set and the performance of the Notes.

We have agreed to sell to Barclays Capital Inc. and UBS Financial ServicesInc., together the “Agents,” and the Agents have agreed to purchase, all of the Notes at the initial issue price less theunderwriting discount indicated on the cover of this pricing supplement. UBS Financial Services Inc. may allow a concession not in excessof the underwriting discount set forth on the cover of this pricing supplement to its affiliates.

We or our affiliates have entered or will enter into swap agreementsor related hedge transactions with one of our other affiliates or unaffiliated counterparties in connection with the sale of the Notesand the Agents and/or an affiliate may earn additional income as a result of payments pursuant to the swap, or related hedge transactions.

We have agreed to indemnify the Agents against liabilities, includingcertain liabilities under the Securities Act of 1933, as amended, or to contribute to payments that the Agents may be required to makerelating to these liabilities as described in the prospectus and the prospectus supplement. We have agreed that UBS Financial ServicesInc. may sell all or a part of the Notes that it purchases from us to its affiliates at the price that is indicated on the cover of thispricing supplement.

In the opinion of Davis Polk & Wardwell LLP, as special United Statesproducts counsel to Barclays Bank PLC, when the Notes offered by this pricing supplement have been executed and issued by Barclays BankPLC and authenticated by the trustee pursuant to the indenture, and delivered against payment as contemplated herein, such Notes willbe valid and binding obligations of Barclays Bank PLC, enforceable in accordance with their terms, subject to applicable bankruptcy, insolvencyand similar laws affecting creditors’ rights generally, concepts of reasonableness and equitable principles of general applicability(including, without limitation, concepts of good faith, fair dealing and the lack of bad faith) and possible judicial or regulatory actionsor application giving effect to governmental actions or foreign laws affecting creditors’ rights, provided that such counselexpresses no opinion as to the effect of fraudulent conveyance, fraudulent transfer or similar provision of applicable law on the conclusionsexpressed above. This opinion is given as of the date hereof and is limited to the laws of the State of New York. Insofar as this opinioninvolves matters governed by English law, Davis Polk & Wardwell LLP has relied, with Barclays Bank PLC’s permission, on theopinion of Davis Polk & Wardwell London LLP, dated as of May 23, 2022, filed as an exhibit to the Registration Statement on Form F-3ASRby Barclays Bank PLC on May 23, 2022, and this opinion is subject to the same assumptions, qualifications and limitations as set forthin such opinion of Davis Polk & Wardwell London LLP. In addition, this opinion is subject to customary assumptions about the trustee’sauthorization, execution and delivery of the indenture and its authentication of the Notes and the validity, binding nature and enforceabilityof the indenture with respect to the trustee, all as stated in the opinion of Davis Polk & Wardwell LLP, dated May 23, 2022, whichhas been filed as an exhibit to the Registration Statement referred to above.