  Aims: The nature of Cygnus X-3 is still not understood well. This binary
system might host a black hole or a neutron star. Recent observations by
INTEGRAL have shown that Cygnus X-3 was again in an extremely ultrasoft state.
Here we present our analysis of the transition from the ultrasoft state,
dominated by blackbody radiation at soft X-rays plus non-thermal emission in
the hard X-rays, to the low hard state.
  Methods: INTEGRAL observed Cyg X-3 six times during three weeks in late May
and early June 2007. Data from IBIS/ISGRI and JEM-X1 were analysed to show the
spectral transition.
  Results: During the ultrasoft state, the soft X-ray spectrum is
well-described by an absorbed (NH = 1.5E22 1/cm**2) black body model, whereas
the X-ray spectrum above 20 keV appears to be extremely low and hard (Gamma =
1.7). During the transition, the radio flux rises to a level of >1 Jy, and the
soft X-ray emission drops by a factor of 3, while the hard X-ray emission rises
by a factor of 14 and becomes steeper (up to Gamma = 4).
  Conclusions: The ultrasoft state apparently precedes the emission of a jet,
which is apparent in the radio and hard X-ray domain.
