Citi 60-60 Memory Income Autocall July 2024 USD

INVESTMENT DESCRIPTION

CURRENCY USD

STRIKE DATE 09/07/2024

ISIN XS2814638701

COUNTERPARTY Citi

TYPE Note

RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 24 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: GBP: 1.735% Quarterly (6.94% p.a.)
Income Trigger: 60% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)

MATURITY DATE
09/07/2025

FINAL MATURITY DATE
09/07/2026