New Issue: Citigroup sells $115,000 market-linked notes tied to index, ETF basket

By Marisa Wong

Morgantown, W.Va., March 5 – Citigroup Global Markets Holdings Inc. priced $115,000 of 0% market-linked notes due March 2, 2022 linked to an equally weighted basket of the S&P 500 index, the Euro Stoxx 50 index and the iShares MSCI Emerging Markets exchange-traded fund, according to a 424B2 filing with the Securities and Exchange Commission.

The notes are guaranteed by Citigroup Inc.

The payout at maturity will be par plus the basket return, capped at par plus 30% and subject to a floor of 90% of par.

Citigroup Global Markets Inc. is the underwriter.

Issuer:	Citigroup Global Markets Holdings Inc.
Guarantor:	Citigroup Inc.
Issue:	Market-linked notes
Underlying basket:	S&P 500 index, Euro Stoxx 50 index, iShares MSCI Emerging Markets ETF; equally weighted
Amount:	$115,000
Maturity:	March 2, 2022
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus any basket gain, capped at 30%; exposure to losses up to 10%
Initial levels:	2,796.11 for S&P, 3,280.01 for Stoxx, $43.52 for EM
Pricing date:	Feb. 25
Settlement date:	Feb. 28
Underwriter:	Citigroup Global Markets Inc.
Fees:	2%
Cusip:	17326YJF4

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