New Issue: Citigroup prices $610,000 10.85% autocallable contingent coupon notes on indexes

Chicago, Dec. 4 – Citigroup Global Markets Holdings Inc. priced $610,000 of autocallable contingent coupon equity-linked securities due Oct. 31, 2024 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 10.85% paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date, plus any previously unpaid coupons.

The securities will be called automatically starting April 27, 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 50% 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:	$610,000
Maturity:	Oct. 31, 2024
Coupon:	10.85% annual rate, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date, plus any previously unpaid coupons
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 27, 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:	11,191.63 for Nasdaq, 1,806.322 for Russell, 3,807.30 for S&P
Coupon barriers:	7,834.141 for Nasdaq, 1,264.425 for Russell, 2,665.110 for S&P, 70% of initial levels
Final barriers:	5,595.815 for Nasdaq, 903.161 for Russell, 1,903.650 for S&P, 50% of initial levels
Pricing date:	Oct. 27, 2022
Settlement date:	Nov. 1, 2022
Agent:	Citigroup Global Markets Inc.
Fees:	0.4%
Cusip:	17330YEQ9

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