Kick-Out Series

Product nameMaximum termEnd of term barrier levelKick-Out level conditionsIndex LinkPotential returnCounterparty Bank
Available
FTSE 100 EW45 Super Defensive Annual Autocall Plan (January 2026 – Issue 26)
Investment Deadlines:For ISA transfers: 12 January 2026For all other investments: 16 January 2026
Start (‘Strike’) Date:19 January 2026
10 years, with annual potential for kick-out and early maturity from the third anniversary50% (allowing the index to fall by 50% over the investment term without loss of capital)reduces by 5% p.a., from 100% of start level at the 3rd anniversary to 65% at the 10th anniversary (allowing the index to fall by 35% over the investment term)FTSE 100 Equally Weighted 45 Point Decrement Index (‘FTSE 100 EW45’)8.00% p.a.Société Générale
Available
FTSE 100 EW45 Defensive Semi-Annual Autocall (January 2026 – Issue 04)
Investment Deadlines:For ISA transfers: 12 January 2026For all other investments: 16 January 2026
Start (‘Strike’) Date:19 January 2026
10 years, with annual potential for kick-out and early maturity from the First Semi-Annual Measurement date (19 January 2029)50% (allowing the index to fall by 50% over the investment term without loss of capital)Reduces by 2.5% p.a., from 100% of start level at the First Semi-Annual Measurement date to 82.50% at the Final Semi-Annual Measurement date (allowing the index to fall by 17.50% over the investment term)FTSE 100 Equally Weighted 45 Point Decrement Index (‘FTSE 100 EW45’)9.00% p.a.Société Générale

Income Series

Product nameMaximum termEnd of term barrier levelKick-Out level conditionsIndex LinkPotential incomeCounterparty Bank
Available
FTSE 100 EW45 Conditional Memory Quarterly Autocall (December 2025 – Issue 39)
Investment Deadlines:For ISA transfers: 28 November 2025For all other investments: 04 December 2025
Start (‘Strike’) Date:05 December 2025
10 years, with quarterly potential for kick-out and early maturity from the fourth Quarterly Measurement Date60% (allowing the index to fall by 40% over the investment term without loss of capital)105% of its Opening Level on any autocall observation date up to 06 September 2027 (inclusive), and thereafter at least 95% of its Opening Level on subsequent quarterly autocall observation datesFTSE 100 Equally Weighted 45 Point Decrement Index (‘FTSE 100 EW45’)1.8875% per quarter (equivalent to 7.55% p.a.). 80% of start level – including a ‘memory feature’ (missed income payments can potentially be paid on a future income date)Citigroup Global Markets Limited

Deposit Series

Product nameMaximum termEnd of term barrier levelKick-Out level conditionsIndex LinkPotential interestCounterparty Bank
Available
Allegro Super Defensive Annual Autocall Deposit (January 2026 - Issue 05)
Investment Deadlines:For ISA transfers: 16 January 2026For all other investments: 22 January 2026
Start (‘Strike’) Date:23 January 2026
10 years, with annual potential for early maturity from the third Annual Measurement date (23 January 2029)Reduces by 5% p.a., from 100% of start level at the third Annual Measurement date to 65% at the Final Annual Measurement date (allowing the index to fall by 35% over the investment term)Allegro Transatlantic Fund10.00% p.a.Societe Generale, London Branch
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