Caballero did a wonderful job as starting keeper after Claudio Bravo had to be benched following a number of lackluster performances. Despite his great final months to the season, Willy was not offered a new contract by City and has left the club. He's available for free, and the reigning Premier League champions are interested.
Chelsea are in need of a backup keeper as well, as the Blues accepted a bid of about £10 million for Asmir Begovic from AFC Bournemouth. Caballero is set of a medical at Chelsea, and has already started talking to his new teammates, says the Telegraph.
Caballero will definitely be missed by City fans, as his heroic performance in the League Cup Final against Liverpool guaranteed City their only trophy in the last two years.
City have already signed Éderson Moraes from Benfica and Bravo will probably stay on as his backup.
Good luck at Chelsea, Willy!