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Published on 9/9/2015 in the Prospect News Structured Products Daily.

Citigroup plans capped return enhanced notes linked to Euro Stoxx 50

New York, Sept. 9 – Citigroup Inc. plans to price 0% capped return enhanced notes due Sept. 28, 2016 linked to the Euro Stoxx 50 index, according to a 424B2 filing with the Securities and Exchange Commission.

The payout at maturity will be par plus triple any gain in the index, up to a maximum return of 21.15%.

Investors will be exposed to any losses.

Citigroup Global Markets Inc. is the underwriter with J.P. Morgan Securities LLC and JPMorgan Chase Bank, NA as placement agents.

The notes will price on Sept. 11.

The Cusip number is 17298C2E7.

The estimated initial value of the notes will be at least $975.00 per $1,000 principal amount.


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