New Issue: Citi prices $275,000 of barrier digital notes tied to S&P, Dow, Russell

By Susanna Moon

Chicago, July 27 – Citigroup Global Markets Holdings Inc. priced $275,000 of 0% barrier digital securities due July 29, 2020 linked to the lesser performing of the Russell 2000 index, the S&P 500 index and the Dow Jones industrial average, according to a 424B2 filing with the Securities and Exchange Commission.

If each underlying index finishes at or above its initial level, the payout at maturity will be par plus 21.25%.

If any index falls by up to its 65% barrier level, the payout will be par.

Otherwise, investors will be fully exposed to any losses of the worst performing index.

The notes are guaranteed by Citigroup Inc.

Citigroup Global Markets Inc. is the agent.

Issuer:	Citigroup Global Markets Holdings Inc.
Guarantor:	Citigroup Inc.
Issue:	Barrier digital securities
Underlying indexes:	Russell 2000, S&P 500, Dow Jones industrial average
Amount:	$275,000
Maturity:	July 29, 2020
Coupon:	0%
Price:	Par
Payout at maturity:	If each index gains, par plus 21.25%; if any index falls by up 35%, par; otherwise, full exposure to any losses of worst performing index
Initial levels:	2,820.40 for S&P, 1,680.195 for Russell, 25,241.94 for Dow
Barrier levels:	1,833.26 for S&P, 1,092.127 for Russell, 16,407.261 for Dow; 65% of initial levels
Pricing date:	July 24
Settlement date:	July 27
Agent:	Citigroup Global Markets Inc.
Fees:	0.25%
Cusip:	17324CYK6

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