XS3127861253 · Citigroup
Memory Coupon Barrier Autocall Securities Based Upon the Worst Performing of Banca Monte Dei Paschi Di Siena, Deutsche Bank, UBS Group and UniCredit
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 65% 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
| Underlying | Strike | Capital barrier | Coupon barrier | Autocall |
|---|---|---|---|---|
| UniCreditUCG · EUR | 65.07 | 32.53550% | 39.04260% | 42.295565% |
| Deutsche BankDBK · EUR | 25.705 | 12.852550% | 15.42360% | 16.708365% |
| Banca Monte dei Paschi di SienaBMPS · EUR | 7.16 | 3.5850% | 4.29660% | 4.65465% |
| UBSUBSG · CHF | 29.51 | 14.75550% | 17.70660% | 19.181565% |
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Open in workspace ↗Observation calendars
Coupon observations · 24
| Observation | Level (% of strike) | Payment |
|---|---|---|
| Apr 13, 2026 | 60% | Apr 20, 2026 |
| May 12, 2026 | 60% | May 19, 2026 |
| Jun 12, 2026 | 60% | Jun 22, 2026 |
| Jul 13, 2026 | 60% | Jul 20, 2026 |
| Aug 12, 2026 | 60% | Aug 19, 2026 |
| Sep 14, 2026 | 60% | Sep 21, 2026 |
| Oct 12, 2026 | 60% | Oct 19, 2026 |
| Nov 12, 2026 | 60% | Nov 19, 2026 |
| Dec 14, 2026 | 60% | Dec 21, 2026 |
| Jan 12, 2027 | 60% | Jan 20, 2027 |
| Feb 12, 2027 | 60% | Feb 22, 2027 |
| Mar 12, 2027 | 60% | Mar 19, 2027 |
| Apr 12, 2027 | 60% | Apr 19, 2027 |
| May 12, 2027 | 60% | May 19, 2027 |
| Jun 14, 2027 | 60% | Jun 21, 2027 |
| Jul 12, 2027 | 60% | Jul 19, 2027 |
| Aug 12, 2027 | 60% | Aug 19, 2027 |
| Sep 13, 2027 | 60% | Sep 20, 2027 |
| Oct 12, 2027 | 60% | Oct 19, 2027 |
| Nov 12, 2027 | 60% | Nov 19, 2027 |
| Dec 13, 2027 | 60% | Dec 20, 2027 |
| Jan 12, 2028 | 60% | Jan 20, 2028 |
| Feb 14, 2028 | 60% | Feb 22, 2028 |
| Mar 13, 2028 | 60% | Mar 20, 2028 |
Autocall observations · 22
| Observation | Level (% of strike) | Payment |
|---|---|---|
| May 12, 2026 | 95% | May 19, 2026 |
| Jun 12, 2026 | 90% | Jun 22, 2026 |
| Jul 13, 2026 | 85% | Jul 20, 2026 |
| Aug 12, 2026 | 80% | Aug 19, 2026 |
| Sep 14, 2026 | 75% | Sep 21, 2026 |
| Oct 12, 2026 | 70% | Oct 19, 2026 |
| Nov 12, 2026 | 65% | Nov 19, 2026 |
| Dec 14, 2026 | 60% | Dec 21, 2026 |
| Jan 12, 2027 | 60% | Jan 20, 2027 |
| Feb 12, 2027 | 60% | Not available |
| Mar 12, 2027 | 60% | Mar 19, 2027 |
| Apr 12, 2027 | 60% | Apr 19, 2027 |
| May 12, 2027 | 60% | May 19, 2027 |
| Jun 14, 2027 | 60% | Jun 21, 2027 |
| Jul 12, 2027 | 60% | Jul 19, 2027 |
| Aug 12, 2027 | 60% | Aug 19, 2027 |
| Sep 13, 2027 | 60% | Sep 20, 2027 |
| Oct 12, 2027 | 60% | Oct 19, 2027 |
| Nov 12, 2027 | 60% | Nov 19, 2027 |
| Dec 13, 2027 | 60% | Dec 20, 2027 |
| Jan 12, 2028 | 60% | Jan 20, 2028 |
| Feb 14, 2028 | 60% | Feb 22, 2028 |