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CitigroupClassicEURActive

XS2770635907 · Citigroup

EUR 60M COBA Memory .N225-.SPX-.SX7E ( Cpn: 7.10%)

NIKKEI 225 (JPY) / EURO STOXX BANKS / S&P 500

Coupon per period1.775%Quarterly
Capital barrier60%At maturity
ObservationDec 28, 2026Coupon observations
MaturityJul 6, 2029Payment

How to read this structure

On the coupon observation dates, the conditional payment requires every underlying to be at or above the published coupon barrier (70% of its initial level).

The next published autocall level is 84% of the initial levels. Automatic redemption depends on every underlying being at or above its applicable level on the observation date. Later levels and dates are listed in the calendar.

These conditions do not describe every feature of the final repayment. The official documents define the complete payoff, costs, issuer risk, and any exceptions.

Underlyings and levels

UnderlyingStrikeCapital barrierCoupon barrierAutocall
NIKKEI 225 (JPY)NKY · JPY39,583.0823,749.84860%27,708.15670%33,249.787284%
EURO STOXX BANKSSX7E · EUR136.8182.08660%95.76770%114.920484%
S&P 500SPX · USD5,460.483,276.28860%3,822.33670%4,586.803284%

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Observation calendars

Coupon observations · 20
ObservationLevel (% of strike)Payment
Sep 30, 202470%Oct 7, 2024
Dec 30, 202470%Jan 7, 2025
Mar 28, 202570%Apr 4, 2025
Jun 30, 202570%Jul 8, 2025
Sep 29, 202570%Oct 6, 2025
Dec 29, 202570%Jan 6, 2026
Mar 30, 202670%Apr 8, 2026
Jun 29, 202670%Jul 6, 2026
Sep 28, 202670%Oct 5, 2026
Dec 28, 202670%Jan 5, 2027
Mar 30, 202770%Apr 6, 2027
Jun 28, 202770%Jul 6, 2027
Sep 28, 202770%Oct 5, 2027
Dec 28, 202770%Jan 4, 2028
Mar 28, 202870%Apr 4, 2028
Jun 28, 202870%Jul 6, 2028
Sep 28, 202870%Oct 5, 2028
Dec 28, 202870%Jan 5, 2029
Mar 28, 202970%Apr 6, 2029
Jun 28, 202970%Jul 6, 2029
Autocall observations · 18
ObservationLevel (% of strike)Payment
Dec 30, 2024100%Jan 7, 2025
Mar 28, 202598%Apr 4, 2025
Jun 30, 202596%Jul 8, 2025
Sep 29, 202594%Oct 6, 2025
Dec 29, 202592%Jan 6, 2026
Mar 30, 202690%Apr 8, 2026
Jun 29, 202688%Jul 6, 2026
Sep 28, 202686%Oct 5, 2026
Dec 28, 202684%Jan 5, 2027
Mar 30, 202782%Apr 6, 2027
Jun 28, 202782%Jul 6, 2027
Sep 28, 202782%Oct 5, 2027
Dec 28, 202782%Jan 4, 2028
Mar 28, 202882%Apr 4, 2028
Jun 28, 202882%Jul 6, 2028
Sep 28, 202882%Oct 5, 2028
Dec 28, 202882%Jan 5, 2029
Mar 28, 202982%Apr 6, 2029