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Published on 12/22/2015 in the Prospect News Structured Products Daily.

Citigroup plans trigger jump securities linked to two funds, one index

By Susanna Moon

Chicago, Dec. 22 – Citigroup Inc. plans to price 0% trigger jump securities due Jan. 4, 2019 linked to a basket of two exchange-traded funds and an index, according to a 424B2 filing with the Securities and Exchange Commission.

The basket consists of the S&P 500 index with a 50% weight, the iShares MSCI Emerging Markets ETF with a 25% weight and the iShares MSCI EAFE ETF with a 25% weight.

If the basket finishes at or above its initial level, the payout at maturity will be par of $10 plus the contingent fixed return of 30.25%.

If the basket falls by up to the 85% trigger level, the payout will be par.

Otherwise, investors will be fully exposed to any losses.

Citigroup Global Markets Inc. is the agent with Morgan Stanley Wealth Management as a dealer.

The notes will price on Dec. 30.

The Cusip number is 17323P371.


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