New Issue: Citi prices $1 million Accelerated Return Notes linked to Euro Stoxx

By Jennifer Chiou

New York, Feb. 10 - Citigroup Inc. priced $1 million of 0% Accelerated Return Notes due Aug. 10, 2015 linked to the Euro Stoxx 50 index, according to a 424B2 filing with the Securities and Exchange Commission.

If the index return is flat or positive, the payout at maturity will be par plus 139.5% of the index return.

If the index declines by 10% or less, the payout will be par. If the index declines by more than 10%, investors will lose 1% for every 1% that the final index level is less than the initial index level.

Citigroup Global Markets Inc. is the underwriter.

Issuer:	Citigroup Inc.
Issue:	Accelerated Return Notes
Underlying index:	Euro Stoxx 50
Amount:	$1 million
Maturity:	Aug. 10, 2015
Coupon:	0%
Price:	Par
Payout at maturity:	If index return is flat or positive, par plus 139.5% of index return; if index declines by 10% or less, par; full exposure to decline if index finishes below barrier level
Initial index level:	2,962.49
Barrier level:	2,666.241, 90% of initial level
Strike date:	Feb. 4
Pricing date:	Feb. 5
Settlement date:	Feb. 10
Underwriter:	Citigroup Global Markets Inc.
Fees:	1.5%
Cusip:	1730T0J26

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