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Published on 1/4/2016 in the Prospect News Structured Products Daily.

Citigroup plans one-year market-linked notes linked to MSCI EAFE

By Susanna Moon

Chicago, Jan. 4 – Citigroup Inc. plans to price 0% market-linked notes due Jan. 10, 2017 with leveraged upside participation to a cap and fixed percentage buffered downside linked to the MSCI EAFE index, according to a 424B2 filed with the Securities and Exchange Commission.

The payout at maturity will be par plus 200% of any index gain, up to a maximum return of 10% to 12%. The exact cap will be set at pricing.

Investors will receive par if the index falls by up to 7.5% and will be exposed to any losses beyond 7.5%.

Citigroup Global Markets Inc. is the underwriter.

The notes will price on Jan. 5.

The Cusip number is 17298C5P9.


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