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Published on 5/28/2022 in the Prospect News Structured Products Daily.

New Issue: Citigroup prices $51,000 market-linked notes on Citi Dynamic Asset

By Kiku Steinfeld

Chicago, May 31 – Citigroup Global Markets Holdings Inc. priced $51,000 of 0% market-linked notes due Nov. 3, 2026 linked to the Citi Dynamic Asset Selector 5 Excess Return index, according to a 424B2 filing with the Securities and Exchange Commission.

The notes are guaranteed by Citigroup Inc.

The payout at maturity will be par plus 1.15 times any index gain. If the index finishes flat or falls, the payout will be par.

Citigroup Global Markets Inc. is the underwriter.

Issuer:Citigroup Global Markets Holdings Inc.
Guarantor:Citigroup Inc.
Issue:Market-linked notes
Underlying index:Citi Dynamic Asset Selector 5 Excess Return
Amount:$51,000
Maturity:Nov. 3, 2026
Coupon:0%
Price:Par
Payout at maturity:Par plus 1.15 times any index gain; if index finishes flat or falls, par
Initial level:239.71
Pricing date:Oct. 29, 2021
Settlement date:Nov. 3, 2021
Underwriter:Citigroup Global Markets Inc.
Fees:1.125%
Cusip:17329QYD6

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