Citi to price barrier notes linked to Euro Stoxx 50, iShares MSCI EM

By Angela McDaniels

Tacoma, Wash., June 7 – Citigroup Global Markets Holdings Inc. plans to price 0% barrier securities due July 2, 2021 linked to a basket consisting of the Euro Stoxx 50 index with a 60% weight and the iShares MSCI Emerging Markets exchange-traded fund with a 40% weight, according to a 424B2 filing with the Securities and Exchange Commission.

The notes are guaranteed by Citigroup Inc.

If the final basket level is greater than or equal to the initial basket level, the payout at maturity will be par plus 125% to 135% of the basket return. The exact leverage factor will be set at pricing.

If the final basket level is less than the initial basket level but greater than or equal to the barrier level, 70% of the initial basket level, the payout will be par.

If the final basket level is less than the barrier level, investors will lose 1% for every 1% that the final basket level is less than the initial basket level.

Citigroup Global Markets Inc. is the agent.

The notes will price June 29.

The Cusip number is 17324C4C7.

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