XS2770639131 · Citigroup

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 (60% of its initial level).

The next published autocall level is 85% 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

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Observation calendars