New Issue: Citigroup sells $2.03 million barrier digital plus notes tied to Stoxx

By Devika Patel

Knoxville, Tenn., May 26 – Citigroup Global Markets Holdings Inc. priced $2.03 million of 0% barrier digital plus securities due May 26, 2021 linked to the Euro Stoxx 50 index, according to a 424B2 filing with the Securities and Exchange Commission.

The notes are guaranteed by Citigroup Inc.

If the final index level is greater than or equal to its initial level, the payout at maturity will be par plus the greater of the index return and 38.5%; if the index falls but finishes above the barrier level, 80% of the initial index level, the payout at maturity will be par. Otherwise, investors will lose 1% for each 1% decline of the index from the initial level.

Citigroup Global Markets Inc. is the agent.

Issuer:	Citigroup Global Markets Holdings Inc.
Guarantor:	Citigroup Inc.
Issue:	Barrier digital plus securities
Underlying index:	Euro Stoxx 50
Amount:	$2.03 million
Maturity:	May 26, 2021
Coupon:	0%
Price:	Par
Payout at maturity:	If final index level is greater than or equal to initial level, par plus greater of index return and 38.5%; if index falls, but finishes above barrier level, par; otherwise, 1% loss for each 1% decline of index from initial level
Initial level:	3,587.01
Barrier level:	2,331.557, 65% of initial level
Pricing date:	May 19
Settlement date:	May 26
Agent:	Citigroup Global Markets Inc.
Fees:	2.65%
Cusip:	17324CJE7

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