XS3127862731 · Citigroup
Memory Coupon Barrier Autocall Securities Based Upon the Worst Performing of Banca Monte Dei Paschi Di Siena, Banco BPM, Commerzbank and Societe Generale
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 (50% of its initial level).
The next published autocall level is 94% 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 |
|---|---|---|---|---|
| Banca Monte dei Paschi di SienaBMPS · EUR | 8.783 | 4.391550% | 4.391550% | 8.25694% |
| Société GénéraleGLE · EUR | 73.42 | 36.7150% | 36.7150% | 69.014894% |
| CommerzbankCBK · EUR | 35.26 | 17.6350% | 17.6350% | 33.144494% |
| Banco BPMBAMI · EUR | 12.66 | 6.3350% | 6.3350% | 11.900494% |
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Open in workspace ↗Observation calendars
Coupon observations · 30
| Observation | Level (% of strike) | Payment |
|---|---|---|
| Mar 10, 2026 | 50% | Mar 17, 2026 |
| Apr 10, 2026 | 50% | Apr 17, 2026 |
| May 11, 2026 | 50% | May 18, 2026 |
| Jun 10, 2026 | 50% | Jun 17, 2026 |
| Jul 10, 2026 | 50% | Jul 17, 2026 |
| Aug 10, 2026 | 50% | Aug 17, 2026 |
| Sep 10, 2026 | 50% | Sep 17, 2026 |
| Oct 12, 2026 | 50% | Oct 19, 2026 |
| Nov 10, 2026 | 50% | Nov 18, 2026 |
| Dec 10, 2026 | 50% | Dec 17, 2026 |
| Jan 11, 2027 | 50% | Jan 19, 2027 |
| Feb 10, 2027 | 50% | Feb 18, 2027 |
| Mar 10, 2027 | 50% | Mar 17, 2027 |
| Apr 12, 2027 | 50% | Apr 19, 2027 |
| May 10, 2027 | 50% | May 17, 2027 |
| Jun 10, 2027 | 50% | Jun 17, 2027 |
| Jul 12, 2027 | 50% | Jul 19, 2027 |
| Aug 10, 2027 | 50% | Aug 17, 2027 |
| Sep 10, 2027 | 50% | Sep 17, 2027 |
| Oct 11, 2027 | 50% | Oct 18, 2027 |
| Nov 10, 2027 | 50% | Nov 18, 2027 |
| Dec 10, 2027 | 50% | Dec 17, 2027 |
| Jan 10, 2028 | 50% | Jan 18, 2028 |
| Feb 10, 2028 | 50% | Feb 17, 2028 |
| Mar 10, 2028 | 50% | Mar 17, 2028 |
| Apr 10, 2028 | 50% | Apr 19, 2028 |
| May 10, 2028 | 50% | May 17, 2028 |
| Jun 12, 2028 | 50% | Jun 20, 2028 |
| Jul 10, 2028 | 50% | Jul 17, 2028 |
| Aug 10, 2028 | 50% | Aug 17, 2028 |
Autocall observations · 27
| Observation | Level (% of strike) | Payment |
|---|---|---|
| May 11, 2026 | 100% | May 18, 2026 |
| Jun 10, 2026 | 99% | Jun 17, 2026 |
| Jul 10, 2026 | 98% | Jul 17, 2026 |
| Aug 10, 2026 | 97% | Aug 17, 2026 |
| Sep 10, 2026 | 96% | Sep 17, 2026 |
| Oct 12, 2026 | 95% | Oct 19, 2026 |
| Nov 10, 2026 | 94% | Nov 18, 2026 |
| Dec 10, 2026 | 93% | Dec 17, 2026 |
| Jan 11, 2027 | 92% | Jan 19, 2027 |
| Feb 10, 2027 | 91% | Not available |
| Mar 10, 2027 | 90% | Mar 17, 2027 |
| Apr 12, 2027 | 89% | Apr 19, 2027 |
| May 10, 2027 | 88% | May 17, 2027 |
| Jun 10, 2027 | 87% | Jun 17, 2027 |
| Jul 12, 2027 | 86% | Jul 19, 2027 |
| Aug 10, 2027 | 85% | Aug 17, 2027 |
| Sep 10, 2027 | 84% | Sep 17, 2027 |
| Oct 11, 2027 | 83% | Oct 18, 2027 |
| Nov 10, 2027 | 82% | Nov 18, 2027 |
| Dec 10, 2027 | 81% | Dec 17, 2027 |
| Jan 10, 2028 | 80% | Jan 18, 2028 |
| Feb 10, 2028 | 79% | Feb 17, 2028 |
| Mar 10, 2028 | 78% | Mar 17, 2028 |
| Apr 10, 2028 | 77% | Apr 19, 2028 |
| May 10, 2028 | 76% | May 17, 2028 |
| Jun 12, 2028 | 75% | Jun 20, 2028 |
| Jul 10, 2028 | 74% | Jul 17, 2028 |