Citigroup US Range Income Plan

INVESTMENT DESCRIPTION

A 6 year Plan linked to the performance of the S&P 500 Index.

The Plan is constructed to offer a potential return of 10.50% p.a. If on any Annual observation date (including the Final Observation date), the Underlying index is between the upper and lower barrier levels income will be paid. For clarity, if on any annual observation date, the index is outside the range, no income will be received, and the plan continues until the next observation date.

CURRENCY GBP

STRIKE DATE 30/11/2023

ISIN XS2671876147

COUNTERPARTY Citigroup Global Markets Funding Luxembourg

TYPE Plan

RETURN & BARRIERS
Issuer: Citigroup Global Markets Funding Luxembourg
Investment Term: 6 years
Payment Rate: 10.50% per annum
Upper Barrier: 131.50% of the Initial Strike Level
Lower Barrier: 70% of the Initial Strike Level
Capital Protection: 65% European barrier

MATURITY DATE
14/12/2029