New Issue: Citigroup prices $1.36 million 0% buffer securities linked to Stoxx, ETF

Chicago, Nov. 17 – Citigroup Global Markets Holdings Inc. priced $1.36 million of 0% buffer securities due March 9, 2026 linked to the worst performing of 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 200.1% of the worst performing asset return. Investors will receive par if the worst performing asset declines but ends above the 20% buffer and will lose 1% for every 1% that the worst performing asset declines beyond the buffer.

The notes are guaranteed by Citigroup Inc.

Citigroup Global Markets Inc. is the agent.

Issuer:	Citigroup Global Markets Holdings Inc.
Guarantor:	Citigroup Inc.
Issue:	Buffer securities
Underlying assets:	Euro Stoxx 50 index and iShares MSCI EAFE ETF
Amount:	$1,355,000
Maturity:	March 9, 2026
Coupon:	0%
Price:	Par
Payout at maturity:	If worst performing asset gains, par plus 200.1% of worst performing asset return; par if worst performing asset declines but finishes above the 20% buffer; otherwise, exposure to decline in worst performing asset beyond buffer
Upside leverage:	200.1%
Cap:	None
Initial levels:	3,556.01 for Stoxx, $69.03 for ETF
Buffer:	20%
Buffer levels:	2,844.808 for Stoxx, $55.224 for ETF, 80% of initial levels
Call:	Non-callable
Pricing date:	March 4
Settlement date:	March 9
Agent:	Citigroup Global Markets Inc.
Fees:	0.75%
Cusip:	17330ATS1

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