XS3127867292 · Citigroup
Memory Coupon Barrier Autocall Securities Based Upon the Worst Performing of the EURO STOXX 50®, the Nikkei 225 and the 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 (50% 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 | 6,781.48 | 3,390.7450% | 3,390.7450% | 6,781.48100% |
| NIKKEI 225 (JPY)NKY · JPY | 54,248.39 | 27,124.19550% | 27,124.19550% | 54,248.39100% |
| Euro STOXX 50SX5E · EUR | 5,837.17 | 2,918.58550% | 2,918.58550% | 5,837.17100% |
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Open in workspace ↗Observation calendars
Coupon observations · 3
| Observation | Level (% of strike) | Payment |
|---|---|---|
| Sep 10, 2026 | 50% | Sep 17, 2026 |
| Mar 10, 2027 | 50% | Mar 17, 2027 |
| Sep 10, 2027 | 50% | Sep 17, 2027 |
Autocall observations · 1
| Observation | Level (% of strike) | Payment |
|---|---|---|
| Mar 10, 2027 | 100% | Mar 17, 2027 |