Citi Semi-Annual Classic Autocall GBP JUL 2024 – Factsheet upon request

INVESTMENT DESCRIPTION

CURRENCY GBP

STRIKE DATE 01/07/2024

ISIN XS2814640780

COUNTERPARTY Citigroup Global Markets Funding Luxembourg

TYPE Note

RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Classic Autocall
Autocall Opportunities: Semi-Annual (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Coupon Rate: GBP: 5.525% Semi-Annually (11.05% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)

NEXT POTENTIAL MATURITY DATE
01/07/2025