This is a 1 year autocall paying in US Dollars issued by Citigroup Inc linked to the performance of Celgene Corp between 1/20/2015 and 1/20/2016. Although the latest maturity date is 1/20/2016, the product will be monitored at quarterly periods. The product will mature early if at any quarterly date, from period 1, the worst performing underlying is at or above 100% of its initial level (at the relevant date). In which case, the product will repay the initial investment plus a coupon of 3.25% (at the relevant date when the autocall is triggered). Otherwise the product will pay a coupon of 3.25% if the underlying is at or above the 75% of its initial level. If the product runs to maturity, the product will repay the initial investment plus a coupon of 3.25% so long as the worst performing underlying is at or above 75%. Otherwise the product will repay the initial investment less any negative worst performing underlying measured over the term of the product
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CITI Autocallable Contingent Coupon CELG - 25.01.2016
Key Investment Document (KID)
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