New Issue: Citigroup prices $2.38 million enhanced trigger jump securities linked to S&P 500, Russell

By Angela McDaniels

Tacoma, Wash., July 2 - Citigroup Inc. priced $2.38 million of 0% enhanced trigger jump securities due July 1, 2016 linked to the worst performing of the S&P 500 index and the Russell 2000 index, according to a 424B2 filing with the Securities and Exchange Commission.

If the final level of the worst-performing index is greater than or equal to its trigger level, 70% of the initial level, the payout at maturity will be par of $10 plus the greater of that index's return and 12.25%.

If the final level of the worst-performing index is less than the trigger level, investors will be fully exposed to the decline in the worst-performing index from its initial level.

Citigroup Global Markets Inc. is the underwriter.

Issuer:	Citigroup Inc.
Issue:	Enhanced trigger jump securities
Underlying indexes:	S&P 500 and Russell 2000
Amount:	$2,375,000
Maturity:	July 1, 2016
Coupon:	0%
Price:	Par of $10
Payout at maturity:	If final level of worst-performing index is greater than or equal to trigger level, par plus greater of that index's return and 12.25%; if final level of worst-performing index is less than trigger level, full exposure to decline in worst-performing index
Initial index levels:	1,606.28 for S&P 500 and 977.48 for Russell 2000
Trigger levels:	1,124.396 for S&P 500 and 684.236 for Russell 2000; 70% of initial levels
Pricing date:	June 28
Settlement date:	July 3
Underwriter:	Citigroup Global Markets Inc.
Fees:	3%
Cusip:	173095340

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