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Kick-Out Series

Product nameMaximum termEnd of term barrier levelKick-Out level conditionsIndex LinkPotential returnCounterparty Bank
Available
FTSE 100 EW45 Semi-Annual Autocall (September 2026 – Issue 08)
Investment Deadlines:For ISA transfers: 24 August 2026For all other investments: 28 August 2026
Start (‘Strike’) Date:01 September 2026
10 years, with potential for kick-out and early maturity from the First Semi-Annual Measurement Date (03 September 2029)60% (allowing the index to fall by 40% over the investment term without loss of capital)100% of start level from the First Semi-Annual Measurement Date to the Final Valuation DateFTSE 100 Equally Weighted 45 Point Decrement Index (‘FTSE 100 EW45’)11.00% p.a.Citigroup Global Markets Limited (CGML)
Available
FTSE 100 EW45 Super Defensive Annual Autocall (September 2026 - Issue 31)
Investment Deadlines:For ISA transfers: 24 August 2026For all other investments: 28 August 2026
Start (‘Strike’) Date:01 September 2026
10 years, with annual potential for kick-out and early maturity from the third anniversary60% (allowing the index to fall by 40% 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’)9.00% p.a.Citigroup Global Markets Limited (CGML)
Available
FTSE 100 EW45 Defensive Semi-Annual Autocall (September 2026 - Issue 09)
Investment Deadlines:For ISA transfers: 24 August 2026For all other investments: 28 August 2026
Start (‘Strike’) Date:01 September 2026
10 years, with potential for kick-out and early maturity from the First Semi-Annual Measurement date (03 September 2029)60% (allowing the index to fall by 40% 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’)10.00% p.a.Citigroup Global Markets Limited (CGML)

Income Series

Product nameMaximum termEnd of term barrier levelKick-Out level conditionsIndex LinkPotential incomeCounterparty Bank
Available
FTSE 100 EW45 Conditional Memory Quarterly Autocall (September 2026 - Issue 47)
Investment Deadlines:For ISA transfers: 24 August 2026For all other investments: 28 August 2026
Start (‘Strike’) Date:01 September 2026
10 years, with quarterly potential for kick-out and early maturity from the eighth 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 from the eighth Quarterly Measurement DateFTSE 100 Equally Weighted 45 Point Decrement Index (‘FTSE 100 EW45’)1.9625% per quarter (equivalent to 7.85% 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

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