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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 (March 2026 – Issue 27)
Investment Deadlines:For ISA transfers: 24 February 2026For all other investments: 02 March 2026
Start (‘Strike’) Date:03 March 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’)7.75% p.a.Société Générale
Available
FTSE 100 EW45 Defensive Semi-Annual Autocall (March 2026 – Issue 05)
Investment Deadlines:For ISA transfers: 24 February 2026For all other investments: 02 March 2026
Start (‘Strike’) Date:03 March 2026
10 years, with annual potential for kick-out and early maturity from the First Semi-Annual Measurement date (05 March 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’)8.70% 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 (March 2026 – Issue 41)
Investment Deadlines:For ISA transfers: 23 February 2026For all other investments: 27 February 2026
Start (‘Strike’) Date:02 March 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 up to 02 December 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’)1.875% per quarter (equivalent to 7.50% 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 (March 2026 - Issue 06)
Investment Deadlines:For ISA transfers: 04 March 2026For all other investments: 10 March 2026
Start (‘Strike’) Date:11 March 2026
10 years, with annual potential for early maturity from the third Annual Measurement date (12 March 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 Fund9.25% p.a.Societe Generale, London Branch
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