New Issue: Citigroup prices $1.23 million 0% barrier securities on Stoxx, EAFE ETF

By Kiku Steinfeld

Chicago, Oct. 26 – Citigroup Global Markets Holdings Inc. priced $1.23 million of 0% barrier securities due Feb. 26, 2027 linked to the Euro Stoxx 50 index and iShares MSCI EAFE ETF, according to a 424B2 filing with the Securities and Exchange Commission.

If the worst performing asset gains, the payout at maturity will be par plus 220% of the worst performing asset return. Investors will receive par if the worst performing asset declines but ends above the 70% barrier and will lose 1% for every 1% that the worst performing asset declines if it finishes below the barrier.

The notes are guaranteed by Citigroup Inc.

Citigroup Global Markets Inc. is the agent.

Issuer:	Citigroup Global Markets Holdings Inc.
Guarantor:	Citigroup Inc.
Issue:	Barrier securities
Underlying assets:	Euro Stoxx 50 index and iShares MSCI EAFE ETF
Amount:	$1,228,000
Maturity:	Feb. 26, 2027
Coupon:	0%
Price:	Par
Payout at maturity:	If worst performing asset gains, par plus 220% of worst performing asset return; par if worst performing asset declines but finishes above the 70% barrier; otherwise exposure to decline in worst performing asset
Upside leverage:	220%
Cap:	None
Initial levels:	3,973.41 for Euro Stoxx, $73.81 for iShares
Final barriers:	2,781.387 for Euro Stoxx, $51.667 for iShares, 70% of initial level
Call:	Non-callable
Pricing date:	Feb. 23
Settlement date:	Feb. 28
Agent:	Citigroup Global Markets Inc.
Fees:	4.13%
Cusip:	17330AEJ7

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