New Issue: Citigroup prices $1 million 12.85% callable contingent coupon notes on indexes, ETF

New York, March 21 – Citigroup Global Markets Holdings Inc. priced $1 million of callable contingent coupon equity linked securities due March 19, 2026 linked to the Nasdaq-100 index, Russell 2000 index, S&P 500 index and iShares Russell 2000 Value ETF, according to a 424B2 filing with the Securities and Exchange Commission.

Investors will receive an annualized coupon of 12.85% paid monthly if the worst performing asset closes at or above its 70% coupon barrier on the related valuation date.

The securities may be called starting June 14 and on any subsequent monthly review date.

The payout at maturity will be par if the worst performing asset gains or declines by no more than its 20% buffer. Otherwise investors 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:	Callable contingent coupon equity linked securities
Underlying assets:	Nasdaq-100 index, Russell 2000 index, S&P 500 index and iShares Russell 2000 Value ETF
Amount:	$1 million
Maturity:	March 19, 2026
Coupon:	12.85% paid monthly if the worst performing asset closes at or above its 70% coupon barrier on the related valuation date
Price:	Par
Payout at maturity:	If worst performing asset finishes at or above its final buffer par; 1% loss for every 1% that worst performing asset declines beyond the buffer
Call:	Starting June 14 and on any subsequent monthly review date
Initial levels:	12,199.79 for Nasdaq-100 index, 1,776.893 for Russell 2000 index, 3,920.56 for S&P 500 index, $137.14 for iShares Russell 2000 Value ETF
Coupon barriers:	8,539.853 for Nasdaq-100 index, 1,243.825 for Russell 2000 index, 2,744.392 for S&P 500 index, $95.998 for iShares Russell 2000 Value ETF, 70% of initial levels
Final buffers:	9,759.832 for Nasdaq-100 index, 1,421.514 for Russell 2000 index, 3,136.448 for S&P 500 index, $109.712 for iShares Russell 2000 Value ETF, 80% of initial levels
Pricing date:	March 14
Settlement date:	March 17
Agent:	Citigroup Global Markets Inc.
Fees:	0.1%
Cusip:	17331H4F0

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