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You mean like below?
A
apple
artichoke
B
banana
berry
C
cauliflower
cherry

So first a first letter, then all terms with that particular first letter, then the next first letter followed by the relevant terms, etc.?

All terms are sorted alphabetically, then the first letter is taken and capitalised. If the previous term had the same first letter, this letter is ignored and the term is given. If the first letter is new (another first letter or the first term on a page), the capitalised first letter is given in bold and font +1 followed by the term..