Citi Single Index Kickout Plan May 2022

INVESTMENT DESCRIPTION

10 Year Kick Out Plan linked to the perfomance of the FTSE 150 Custom Index. This plan has the potential to return 11.95% p.a. if the underlying index is at or above the relevant Kick Out Trigger.

CURRENCY GBP

STRIKE DATE 29/04/2022

ISIN XS2460066363

COUNTERPARTY Citi

TYPE Note

RETURN & BARRIERS
Maximum Term: 10 years
Investment Structure: Classic Autocall
Income Rate: GBP = 11.95% p.a.
Autocall Opportunities: Annually (First Observation at 12 months)
Autocall Trigger: 100% of initial level from 12 months
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)

MATURITY DATE
29/04/2025

FINAL MATURITY DATE
29/04/2032