Citi Triple Index Reducing Autocall March 2026 GBP

INVESTMENT DESCRIPTION

CURRENCY GBP

STRIKE DATE 27/03/2026

ISIN XS3159485252

COUNTERPARTY Citi

TYPE Note

RETURN & BARRIERS
Maximum Term: 2 years
Investment Structure: Reducing Autocall
Autocall Opportunities: Semi-Annual (First Observation at 6 months)
Autocall Trigger: 100% of initial level, reducing 7.00% per period
Coupon Rate: GBP: 3.30% Semi-Annually (6.60% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)

MATURITY DATE
28/09/2026

FINAL MATURITY DATE
27/03/2028