New Issue: Citigroup prices $595,000 dual directional buffer digital plus notes on S&P, Nasdaq, Dow

By Wendy Van Sickle

Columbus, Ohio, July 24 – Citigroup Global Markets Holdings Inc. priced $595,000 of 0% dual directional buffer digital plus securities due July 22, 2026 linked to the least performing of the Dow Jones industrial average, the S&P 500 index and the Nasdaq-100 index, according to a 424B2 filing with the Securities and Exchange Commission.

If the least-performing index’s final level is greater than its initial level, the payout at maturity will be par plus the greater of that index’s return and 30%.

If the least-performing index’s final level is less than or equal to its initial level but greater than or equal to its final buffer level, 80% of its initial level, the payout will be par plus the absolute value of the least-performing index’s return.

If the least-performing index’s final level is less than its final buffer level, investors will lose 1% for every 1% that the least-performing index declines beyond 20%.

The notes are guaranteed by Citigroup Inc.

Citigroup Global Markets Inc. is the underwriter.

Issuer:	Citigroup Global Markets Holdings Inc.
Guarantor:	Citigroup Inc.
Issue:	Dual directional buffer digital plus securities
Underlying indexes:	Dow Jones industrial average, S&P 500 and Nasdaq-100
Amount:	$595,000
Maturity:	July 22, 2026
Coupon:	0%
Price:	Par
Payout at maturity:	If least-performing index’s final level is greater than or equal to initial level, par plus greater of that index’s return and 30%; if least-performing index’s final level is less than initial level but greater than or equal to final buffer level, par plus absolute value of least-performing index’s return; if least-performing index’s final level is less than final buffer level, 1% loss for every 1% that least-performing index declines beyond buffer
Initial index levels:	26,671.95 for Dow, 3,224.73 for S&P 500 and 10,645.22 for Nasdaq-100
Final buffer levels:	21,337.56 for Dow, 2,579.784 for S&P 500 and 8,516.176 for Nasdaq-100, or 80% of initial index levels
Pricing date:	July 17
Settlement date:	July 22
Underwriter:	Citigroup Global Markets Inc.
Fees:	1%
Cusip:	17328W2N7

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