New Issue: Citigroup prices $1 million market-linked notes on index basket

By Wendy Van Sickle

Columbus, Ohio, May 17 – Citigroup Global Markets Holdings Inc. priced $1 million of 0% market-linked notes due May 17, 2029 linked to a weighted basket of indexes, according to a 424B2 filing with the Securities and Exchange Commission.

The notes are guaranteed by Citigroup Inc.

The basket consists of the S&P 500 index with a 33.33% weight, the Euro Stoxx 50 index with a 33.33% weight and the Nikkei 225 index with a 33.33% weight.

The payout at maturity will be par plus 1.47 times any basket gain. Investors will be exposed to the first 10% of any basket loss with a minimum payout of 90% of par.

Citigroup Global Markets Inc. is the underwriter.

Issuer:	Citigroup Global Markets Holdings Inc.
Guarantor:	Citigroup Inc.
Issue:	Market-linked notes
Underlying basket:	S&P 500 index (33.33% weight), Euro Stoxx 50 index (33.33% weight), Nikkei 225 index (33.33% weight)
Amount:	$1 million
Maturity:	May 17, 2029
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus 1.47 times any basket gain; exposure to first 10% of any basket decline with minimum payout of 90% of par
Initial levels:	3,930.08 for S&P, 3,613.43 for Stoxx, 25,748.72 for Nikkei
Pricing date:	May 12
Settlement date:	May 17
Underwriter:	Citigroup Global Markets Inc.
Fees:	1.75%
Cusip:	17330FYN5

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