New Issue: Citigroup prices $11.28 million 8% contingent income autocallables on indexes

Chicago, July 28 – Citigroup Global Markets Holdings Inc. priced $11.28 million of contingent income autocallable securities due July 24, 2025 linked to the worst performing of 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 a coupon of 8%, paid quarterly, if each underlying index closes at or above its 70% coupon barrier on the related quarterly observation date.

The securities will be called automatically starting Oct. 23 at par and on any subsequent quarterly review date if each index closes above its initial level.

At maturity the payout will be par unless the worst performing index closes below its 70% downside threshold level in which case investors will be fully exposed to the decline of the worst performing index.

The notes are guaranteed by Citigroup Inc.

Citigroup Global Markets Inc. is the agent. Morgan Stanley Wealth Management is a dealer.

Issuer:	Citigroup Global Markets Holdings Inc.
Guarantor:	Citigroup Inc.
Issue:	Contingent income autocallable securities
Underlying indexes:	Nasdaq-100 index, Russell 2000 index and S&P 500 index
Amount:	$11,281,000
Maturity:	July 24, 2025
Coupon:	8% annual rate, paid quarterly, if each underlying index closes at or above its coupon barrier on the related quarterly observation date
Price:	Par
Payout at maturity:	Par unless the worst performing index closes below its downside threshold level in which case investors will be fully exposed to the decline in the worst performing index
Call:	Automatically starting Oct. 23 at par and on any subsequent quarterly review date if each index closes above initial level
Initial levels:	15,425.67 for Nasdaq, 1,960.255 for Russell, 4,536.34 for S&P
Coupon barriers:	10,797.969 for Nasdaq, 1,372.179 for Russell, 3,175.438 for S&P, 70% of initial levels
Downside thresholds:	10,797.969 for Nasdaq, 1,372.179 for Russell, 3,175.438 for S&P, 70% of initial levels
Pricing date:	July 21
Settlement date:	July 26
Agent:	Citigroup Global Markets Inc.
Dealer:	Morgan Stanley Wealth Management
Fees:	2%
Cusip:	17291RN32

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