XS3127866054 · Citigroup
Memory Coupon Barrier Autocall Securities Based Upon the Worst Performing of the EURO STOXX® Banks Index, the Nasdaq-100 Index®, the Nikkei 225 Index and the S&P 500® Index
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 (75% of its initial level).
The next published autocall level is 100% 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 |
|---|---|---|---|---|
| S&P 500SPX · USD | 6,581 | 4,606.770% | 4,935.7575% | 6,581100% |
| NIKKEI 225 (JPY)NKY · JPY | 51,515.49 | 36,060.84370% | 38,636.617575% | 51,515.49100% |
| EURO STOXX BANKSSX7E · EUR | 241.14 | 168.79870% | 180.85575% | 241.14100% |
| NASDAQ 100USNDX · USD | 24,188.59 | 16,932.01370% | 18,141.442575% | 24,188.59100% |
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Open in workspace ↗Observation calendars
Coupon observations · 20
| Observation | Level (% of strike) | Payment |
|---|---|---|
| Jun 23, 2026 | 75% | Jun 30, 2026 |
| Sep 24, 2026 | 75% | Oct 1, 2026 |
| Dec 23, 2026 | 75% | Dec 31, 2026 |
| Mar 23, 2027 | 75% | Apr 1, 2027 |
| Jun 23, 2027 | 75% | Jun 30, 2027 |
| Sep 24, 2027 | 75% | Oct 1, 2027 |
| Dec 23, 2027 | 75% | Dec 30, 2027 |
| Mar 23, 2028 | 75% | Mar 30, 2028 |
| Jun 23, 2028 | 75% | Jun 30, 2028 |
| Sep 25, 2028 | 75% | Oct 2, 2028 |
| Dec 27, 2028 | 75% | Jan 4, 2029 |
| Mar 23, 2029 | 75% | Apr 3, 2029 |
| Jun 25, 2029 | 75% | Jul 2, 2029 |
| Sep 25, 2029 | 75% | Oct 2, 2029 |
| Dec 27, 2029 | 75% | Jan 4, 2030 |
| Mar 25, 2030 | 75% | Apr 1, 2030 |
| Jun 24, 2030 | 75% | Jul 1, 2030 |
| Sep 24, 2030 | 75% | Oct 1, 2030 |
| Dec 23, 2030 | 75% | Jan 2, 2031 |
| Mar 24, 2031 | 75% | Mar 31, 2031 |
Autocall observations · 17
| Observation | Level (% of strike) | Payment |
|---|---|---|
| Mar 23, 2027 | 100% | Apr 1, 2027 |
| Jun 23, 2027 | 100% | Jun 30, 2027 |
| Sep 24, 2027 | 100% | Oct 1, 2027 |
| Dec 23, 2027 | 100% | Dec 30, 2027 |
| Mar 23, 2028 | 100% | Mar 30, 2028 |
| Jun 23, 2028 | 100% | Jun 30, 2028 |
| Sep 25, 2028 | 100% | Oct 2, 2028 |
| Dec 27, 2028 | 100% | Jan 4, 2029 |
| Mar 23, 2029 | 100% | Apr 3, 2029 |
| Jun 25, 2029 | 100% | Jul 2, 2029 |
| Sep 25, 2029 | 100% | Oct 2, 2029 |
| Dec 27, 2029 | 100% | Jan 4, 2030 |
| Mar 25, 2030 | 100% | Apr 1, 2030 |
| Jun 24, 2030 | 100% | Jul 1, 2030 |
| Sep 24, 2030 | 100% | Oct 1, 2030 |
| Dec 23, 2030 | 100% | Jan 2, 2031 |
| Mar 24, 2031 | 100% | Not available |