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CitigroupClassicEURActive

XS2407722565 · Citigroup

EUR 60M Autocall Coupon Barrier .IXACA086-.IXENI055-.IXFP264-.IXTEF045

iSTOXX Single Stock on Credit Agricole GR Decrement 0.86 Price EUR / iSTOXX TEF GR Decrement 0.45 Price EUR / iSTOXX FP GR Decrement 2.64 Price EUR / iSTOXX ENI GR Decrement 0.55 Price EUR

Coupon per period1.4%Monthly
Capital barrier50%At maturity
ObservationNov 23, 2026Coupon observations
MaturityApr 28, 2027Payment

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 80% 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

UnderlyingStrikeCapital barrierCoupon barrierAutocall
iSTOXX Single Stock on Credit Agricole GR Decrement 0.86 Price EURIXACA086 · EUR9.844.9250%4.9250%7.87280%
iSTOXX TEF GR Decrement 0.45 Price EURIXTEF045 · EUR4.682.3450%2.3450%3.74480%
iSTOXX FP GR Decrement 2.64 Price EURIXFP264 · EUR47.9723.98550%23.98550%38.37680%
iSTOXX ENI GR Decrement 0.55 Price EURIXENI055 · EUR14.187.0950%7.0950%11.34480%

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Observation calendars

Coupon observations · 60
ObservationLevel (% of strike)Payment
May 23, 202250%May 31, 2022
Jun 21, 202250%Jun 28, 2022
Jul 21, 202250%Jul 28, 2022
Aug 22, 202250%Aug 29, 2022
Sep 21, 202250%Sep 28, 2022
Oct 21, 202250%Oct 28, 2022
Nov 21, 202250%Nov 29, 2022
Dec 21, 202250%Dec 29, 2022
Jan 23, 202350%Jan 30, 2023
Feb 21, 202350%Feb 28, 2023
Mar 21, 202350%Mar 28, 2023
Apr 21, 202350%Apr 28, 2023
May 22, 202350%May 30, 2023
Jun 21, 202350%Jun 28, 2023
Jul 21, 202350%Jul 28, 2023
Aug 21, 202350%Aug 28, 2023
Sep 21, 202350%Sep 28, 2023
Oct 23, 202350%Oct 30, 2023
Nov 21, 202350%Nov 29, 2023
Dec 21, 202350%Jan 2, 2024
Jan 22, 202450%Jan 29, 2024
Feb 21, 202450%Feb 28, 2024
Mar 21, 202450%Mar 28, 2024
Apr 22, 202450%Apr 29, 2024
May 21, 202450%May 29, 2024
Jun 21, 202450%Jun 28, 2024
Jul 22, 202450%Jul 29, 2024
Aug 21, 202450%Aug 28, 2024
Sep 23, 202450%Sep 30, 2024
Oct 21, 202450%Oct 28, 2024
Nov 21, 202450%Nov 29, 2024
Dec 23, 202450%Jan 2, 2025
Jan 21, 202550%Jan 28, 2025
Feb 21, 202550%Feb 28, 2025
Mar 21, 202550%Mar 28, 2025
Apr 22, 202550%Apr 29, 2025
May 21, 202550%May 29, 2025
Jun 23, 202550%Jun 30, 2025
Jul 21, 202550%Jul 28, 2025
Aug 21, 202550%Aug 28, 2025
Sep 22, 202550%Sep 29, 2025
Oct 21, 202550%Oct 28, 2025
Nov 21, 202550%Dec 1, 2025
Dec 22, 202550%Dec 31, 2025
Jan 21, 202650%Jan 28, 2026
Feb 23, 202650%Mar 2, 2026
Mar 23, 202650%Mar 30, 2026
Apr 21, 202650%Apr 28, 2026
May 21, 202650%May 29, 2026
Jun 22, 202650%Jun 29, 2026
Jul 21, 202650%Jul 28, 2026
Aug 21, 202650%Aug 28, 2026
Sep 21, 202650%Sep 28, 2026
Oct 21, 202650%Oct 28, 2026
Nov 23, 202650%Dec 1, 2026
Dec 21, 202650%Dec 29, 2026
Jan 21, 202750%Jan 28, 2027
Feb 22, 202750%Mar 1, 2027
Mar 22, 202750%Mar 31, 2027
Apr 21, 202750%Apr 28, 2027
Autocall observations · 48
ObservationLevel (% of strike)Payment
Apr 21, 202395%Apr 28, 2023
May 22, 202395%May 30, 2023
Jun 21, 202395%Jun 28, 2023
Jul 21, 202395%Jul 28, 2023
Aug 21, 202395%Aug 28, 2023
Sep 21, 202395%Sep 28, 2023
Oct 23, 202395%Oct 30, 2023
Nov 21, 202395%Nov 29, 2023
Dec 21, 202395%Jan 2, 2024
Jan 22, 202495%Jan 29, 2024
Feb 21, 202495%Feb 28, 2024
Mar 21, 202495%Mar 28, 2024
Apr 22, 202490%Apr 29, 2024
May 21, 202490%May 29, 2024
Jun 21, 202490%Jun 28, 2024
Jul 22, 202490%Jul 29, 2024
Aug 21, 202490%Aug 28, 2024
Sep 23, 202490%Sep 30, 2024
Oct 21, 202490%Oct 28, 2024
Nov 21, 202490%Nov 29, 2024
Dec 23, 202490%Jan 2, 2025
Jan 21, 202590%Jan 28, 2025
Feb 21, 202590%Feb 28, 2025
Mar 21, 202590%Mar 28, 2025
Apr 22, 202585%Apr 29, 2025
May 21, 202585%May 29, 2025
Jun 23, 202585%Jun 30, 2025
Jul 21, 202585%Jul 28, 2025
Aug 21, 202585%Aug 28, 2025
Sep 22, 202585%Sep 29, 2025
Oct 21, 202585%Oct 28, 2025
Nov 21, 202585%Dec 1, 2025
Dec 22, 202585%Dec 31, 2025
Jan 21, 202685%Jan 28, 2026
Feb 23, 202685%Mar 2, 2026
Mar 23, 202685%Mar 30, 2026
Apr 21, 202680%Apr 28, 2026
May 21, 202680%May 29, 2026
Jun 22, 202680%Jun 29, 2026
Jul 21, 202680%Jul 28, 2026
Aug 21, 202680%Aug 28, 2026
Sep 21, 202680%Sep 28, 2026
Oct 21, 202680%Oct 28, 2026
Nov 23, 202680%Dec 1, 2026
Dec 21, 202680%Dec 29, 2026
Jan 21, 202780%Jan 28, 2027
Feb 22, 202780%Mar 1, 2027
Mar 22, 202780%Mar 31, 2027