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Published on 10/28/2014 in the Prospect News Structured Products Daily.

New Issue: Citigroup prices $15.44 million PLUS on iShares China Large-Cap ETF

By Marisa Wong

Madison, Wis., Oct. 28 – Citigroup Inc. priced $15.44 million of 0% Performance Leveraged Upside Securities due Nov. 30, 2015 linked to the iShares China Large-Cap exchange-traded fund, according to a 424B2 filing with the Securities and Exchange Commission.

The payout at maturity will be par plus triple any fund gain, up to a maximum return of 22%.

Investors will share in losses.

Citigroup Global Markets Inc. is the underwriter.

Issuer:Citigroup Inc.
Issue:Performance Leveraged Upside Securities
Underlying ETF:iShares China Large-Cap ETF
Amount:$15,443,500
Maturity:Nov. 30, 2015
Coupon:0%
Price:Par
Payout at maturity:Par plus triple any fund gain, up to a maximum return of 22%; investors will share in losses
Initial price:$38.64
Pricing date:Oct. 24
Settlement date:Oct. 29
Agent:Citigroup Global Markets Inc.
Fees:2.2%
Cusip:17322X888

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