New Issue: Citigroup prices $10.33 million 14.8% autocallable contingent coupon notes on indexes

New York, Nov. 29 – Citigroup Global Markets Holdings Inc. priced $10.33 million of autocallable contingent coupon equity linked securities due April 11, 2024 linked to the Nasdaq-100 index, Russell 2000 index and S&P 500 index, according to a 424B2 filing with the Securities and Exchange Commission.

Investors will receive an annualized coupon of 14.8% paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date.

The securities will be called automatically starting April 10, 2023 if the price of the worst performing index is greater than or equal to its initial price and on any subsequent quarterly valuation date.

If the worst performing index finishes at or above its 70% final barrier the payout at maturity will be par. Otherwise investors will lose 1% loss for every 1% that the worst performing index declines.

The notes are guaranteed by Citigroup Inc.

Citigroup Global Markets Inc. is the agent.

Issuer:	Citigroup Global Markets Holdings Inc.
Guarantor:	Citigroup Inc.
Issue:	Autocallable contingent coupon equity linked securities
Underlying indexes:	Nasdaq-100 index, Russell 2000 index and S&P 500 index
Amount:	$10,331,000
Maturity:	April 11, 2024
Coupon:	14.8% paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date
Price:	Par
Payout at maturity:	If worst performing index finishes at or above final barrier par; 1% loss for every 1% that worst performing index declines if it ends below final barrier
Call:	Automatically starting April 10, 2023 if the price of the worst performing index is greater than or equal to its initial price and on any subsequent quarterly valuation date
Initial levels:	11,039.47 for Nasdaq-100 index, 1,702.150 for Russell 2000 index, 3,639.66 for S&P 500 index
Coupon barriers:	7,727.629 for Nasdaq-100 index, 1,191.505 for Russell 2000 index, 2,547.762 for S&P 500 index, 70% of initial levels
Final barriers:	7,727.629 for Nasdaq-100 index, 1,191.505 for Russell 2000 index, 2,547.762 for S&P 500 index, 70% of initial levels
Pricing date:	Oct. 7
Settlement date:	Oct. 13
Agent:	Citigroup Global Markets Inc.
Fees:	0.875%
Cusip:	17330RLQ6

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