Citigroup plans autocallable buffered notes linked to Euro Stoxx 50

By Susanna Moon

Chicago, Sept. 28 – Citigroup Global Markets Holdings Inc. plans to price 0% autocallable buffered notes due in 36 to 39 months 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.

The notes will be called at par plus a call premium if the index closes at or above the initial index level on either of two call observation dates. The call premium will be between 10.24% and 12.03% for the first call observation date and between 18.9% and 22.2% for the second call observation date.

If the index finishes at or above its initial level, the payout at maturity will be par plus the maturity date premium of 28.35% to 33.30%.

Investors will receive par if the index falls by up to 10% and will lose 1.1111% for each 1% decline beyond 10%.

Citigroup Global Markets Inc. is the agent.

The Cusip number is 17324CME3.

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