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Two extensive information panels in the corner give the background to this unusual display, so we've transcribed them here:

The station entrance you are standing in is situated in one of the most ancient parts of the City of London. 2,000 years ago, this location was at the heart of the bustling Roman town of Londinium – the foundation of today’s modern city. The Roman remains of the city have been progressively covered by layers upon layers of later history, occasionally uncovered by modern archaeological excavations – as has occurred on this site.

The 24 panels on display are a tribute to the Roman life that once flourished in this location, most notably, the nearby Temple of Mithras. Discovered in 1954, the ancient temple has now been restored and returned to its original Roman location, virtually adjacent to this Underground station. It is open to the public at London Mithraeum Bloomberg SPACE.

Installed in specially designed display cases, and illuminated to allow a clear view, the panels were created by the celebrated glass artist, John Hutton (1906 – 1978). Born in New Zealand, Hutton moved to London as a young artist. He became renowned for his masterful work in etched and engraved glass.

… The first series ... depicts daily life in Roman London, with the original London Bridge visible in the background. Women cluster in groups – some holding baskets or amphorae, vessels used to carry oil or wine, while others tend their children. A merchant sells his wares on the steps leading down to the river, while men holding scrolls engage in conversation. A group of soldiers gathers in a small clutch, their swords and spears piled next to them, while other soldiers ride their horses across the bridge.

Following World War II, the area around Bank station was reconstructed after it suffered heavy damage during the Blitz. In 1954, when work was taking place here to construct a new office block called Bucklersbury House, the ancient remains of the Roman Temple of Mithras were uncovered among the rubble.

The discovery sparked huge public interest and tens of thousands of people visited the site to see London’s greatest archaeological discovery. When construction resumed, the temple remains were removed and reconstructed a few hundred metres away on Queen Victoria Street. The Legal & General Assurance Company, the owners of Bucklersbury House, commissioned John Hutton to create a set of engraved and etched glass windows to commemorate the discovery of the temple and the rich history of Roman London. The resulting set of 24 glass panels were devised by the artist to serve as ornamental lintels over both the north and south entrances of Bucklersbury House.

In 2010, Bloomberg LP bought the Bucklersbury House site and began construction for its European headquarters, which opened in 2017. In accordance with planning conditions for the new building, the Hutton panels were carefully removed and preserved, with the intent of finding a new public home for their display. In consultation with the City of London, Bloomberg gifted the panels to London Underground to be integrated within the new Bank station entrance on Walbrook.

The series of panels displayed above shows gods and goddesses from a variety of ancient traditions. The centrepiece of the display is the god Mithras, who was venerated by an all-male cult. The restored Temple of Mithras is located next to this station, and near its original Roman location, at London Mithraeum Bloomberg SPACE.

The Roman worship of Mithras began in the 1st century AD and borrowed imagery from earlier belief systems. The cult disappeared in the early 5th century. Because the cult valued secrecy, Mithras is less well known than the other gods and goddess {sic} portrayed on this panel. He is usually depicted killing a bull, perhaps bringing life and fertility to the world. Mithras is flanked by the sun and moon, as well as his torchbearers – Cautes and Cautopates.

Other gods and goddesses depicted on this panel include the elemental Earth, Fire, Air, and Water, the four Winds, the three Fates, major Olympian deities including Saturn, Bacchus, Venus and Minverva {sic}, and the Egyptian god Serapis.