XS3127866302 · Citigroup
Quanto Memory Coupon Barrier Autocall Securities Based Upon the Worst Performing index of EURO STOXX 50®, Nikkei 225 and S&P 500®
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 (65% 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 |
|---|---|---|---|---|
| NIKKEI 225 (JPY)NKY · JPY | 56,308.42 | 33,785.05260% | 36,600.47365% | 56,308.42100% |
| Euro STOXX 50SX5E · EUR | 5,913.37 | 3,548.02260% | 3,843.690565% | 5,913.37100% |
| S&P 500SPX · USD | 6,782.81 | 4,069.68660% | 4,408.826565% | 6,782.81100% |
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Open in workspace ↗Observation calendars
Coupon observations · 20
| Observation | Level (% of strike) | Payment |
|---|---|---|
| Jul 8, 2026 | 65% | Jul 15, 2026 |
| Oct 8, 2026 | 65% | Oct 16, 2026 |
| Jan 8, 2027 | 65% | Jan 15, 2027 |
| Apr 8, 2027 | 65% | Apr 15, 2027 |
| Jul 8, 2027 | 65% | Jul 15, 2027 |
| Oct 8, 2027 | 65% | Oct 18, 2027 |
| Jan 11, 2028 | 65% | Jan 19, 2028 |
| Apr 10, 2028 | 65% | Apr 19, 2028 |
| Jul 10, 2028 | 65% | Jul 17, 2028 |
| Oct 10, 2028 | 65% | Oct 17, 2028 |
| Jan 9, 2029 | 65% | Jan 17, 2029 |
| Apr 9, 2029 | 65% | Apr 16, 2029 |
| Jul 9, 2029 | 65% | Jul 16, 2029 |
| Oct 9, 2029 | 65% | Oct 16, 2029 |
| Jan 8, 2030 | 65% | Jan 15, 2030 |
| Apr 8, 2030 | 65% | Apr 15, 2030 |
| Jul 8, 2030 | 65% | Jul 15, 2030 |
| Oct 8, 2030 | 65% | Oct 16, 2030 |
| Jan 8, 2031 | 65% | Jan 15, 2031 |
| Apr 8, 2031 | 65% | Apr 17, 2031 |
Autocall observations · 19
| Observation | Level (% of strike) | Payment |
|---|---|---|
| Jul 8, 2026 | 100% | Jul 15, 2026 |
| Oct 8, 2026 | 100% | Oct 16, 2026 |
| Jan 8, 2027 | 100% | Jan 15, 2027 |
| Apr 8, 2027 | 100% | Apr 15, 2027 |
| Jul 8, 2027 | 100% | Jul 15, 2027 |
| Oct 8, 2027 | 100% | Oct 18, 2027 |
| Jan 11, 2028 | 100% | Jan 19, 2028 |
| Apr 10, 2028 | 100% | Apr 19, 2028 |
| Jul 10, 2028 | 100% | Jul 17, 2028 |
| Oct 10, 2028 | 100% | Oct 17, 2028 |
| Jan 9, 2029 | 100% | Jan 17, 2029 |
| Apr 9, 2029 | 100% | Apr 16, 2029 |
| Jul 9, 2029 | 100% | Jul 16, 2029 |
| Oct 9, 2029 | 100% | Oct 16, 2029 |
| Jan 8, 2030 | 100% | Jan 15, 2030 |
| Apr 8, 2030 | 100% | Apr 15, 2030 |
| Jul 8, 2030 | 100% | Jul 15, 2030 |
| Oct 8, 2030 | 100% | Oct 16, 2030 |
| Jan 8, 2031 | 100% | Jan 15, 2031 |