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Kick-Out Series

Product nameMaximum termEnd of term barrier levelKick-Out level conditionsIndex LinkPotential returnCounterparty Bank
Available
3 Stock Defensive Autocall Plan (April 2026 - Issue 15)
Investment Deadlines:For ISA transfers: 23 April 2026For all other investments: 29 April 2026
Start (‘Strike’) Date:30 April 2026
7 years50% (allowing the worse performing Underlying Asset to fall by 50% over the investment term without loss of capital)The Plan will mature early if the Closing Levels of all three Underlying Assets are at least equal to the relevant Reference Level on any Semi-Annual Measurement Date from the end of the first 12 month period.The Plan is linked to the share price of Barclays PLC, JD Sports Fashion Plc, London Stock Exchange Group PLC (‘The Shares’)8.605% for each Semi-Annual Measurement Date from the Start Date (equivalent to 17.21% p.a.).Citigroup Global Markets Limited (CGML)
Available
FTSE 100 EW45 Semi-Annual Autocall (May 2026 – Issue 06)
Investment Deadlines:For ISA transfers: 15 May 2026For all other investments: 21 May 2026
Start (‘Strike’) Date:22 May 2026
10 years, with potential for kick-out and early maturity from the First Semi-Annual Measurement Date (22 May 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
Available
FTSE 100 EW45 Super Defensive Annual Autocall (May 2026 - Issue 29)
Investment Deadlines:For ISA transfers: 19 May 2026For all other investments: 22 May 2026
Start (‘Strike’) Date:26 May 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’)8.40% p.a.Société Générale
Available
FTSE 100 EW45 Defensive Semi-Annual Autocall (May 2026 - Issue 07)
Investment Deadlines:For ISA transfers: 19 May 2026For all other investments: 22 May 2026
Start (‘Strike’) Date:26 May 2026
10 years, with potential for kick-out and early maturity from the First Semi-Annual Measurement date (29 May 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 (May 2026 - Issue 44)
Investment Deadlines:For ISA transfers: 15 May 2026For all other investments: 21 May 2026
Start (‘Strike’) Date:22 May 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)100% 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’)2.125% per quarter (equivalent to 8.50% 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

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