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Published on 8/29/2023 in the Prospect News Structured Products Daily.

New Issue: Citigroup prices $250,000 market-linked notes linked to Russell

Chicago, Aug. 29 – Citigroup Global Markets Holdings Inc. priced $250,000 of 0% market-linked notes due Aug. 24, 2027 linked to the Russell 2000 index, according to a 424B2 filing with the Securities and Exchange Commission.

If the index return is positive, the payout at maturity will be par plus the index return subject to a maximum return of par plus 52%. Otherwise, investors will receive par.

The notes are guaranteed by Citigroup Inc.

Citigroup Global Markets Inc. is the agent.

Issuer:Citigroup Global Markets Holdings Inc.
Guarantor:Citigroup Inc.
Issue:Market-linked notes
Underlying index:Russell 2000 index
Amount:$250,000
Maturity:Aug. 24, 2027
Coupon:0%
Price:Par
Payout at maturity:If index return is positive, par plus index return subject to a maximum return of par plus 52%; minimum payout of par
Initial level:1,957.346
Upside leverage:100%
Cap:52%
Pricing date:Aug. 19, 2022
Settlement date:Aug. 24, 2022
Agent:Citigroup Global Markets Inc.
Fees:0.5%
Cusip:17330RBG9

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