Citi Japan and Europe Autocall Growth Plan February 2023

INVESTMENT DESCRIPTION

A 5 year investment product linked to the performance of the Nikkei 225 and Euro Stoxx 50 Index. If on any quarterly observation date (including the Final Observation date), starting at 24 months after Strike Date, both Underlying indices are at or above the Autocall Trigger, the investment will autocall In this instance, initial capital plus the payment for each quarterly period which has elapsed is paid and the Investment will end. 65% europen barrier at maturity.

CURRENCY GBP

STRIKE DATE 28/02/2023

ISIN XS2550411008

COUNTERPARTY Citi

TYPE Plan

RETURN & BARRIERS
Issuer: Citi Bank
Investment Term: Up to 5 years
Payment Rate: 10.50% per annum (paid quarterly)
Kick Out Trigger Level: 95% of Initial Index Levels starting at 24 months (Reducing by 5% p.a.)
European Barrier : 65% barrier at maturity

MATURITY DATE
28/02/2025