New Issue: Citigroup prices $12.38 million trigger jump securities on Euro Stoxx

By Toni Weeks

San Luis Obispo, Calif., June 2 – Citigroup Inc. priced $12.38 million of 0% trigger jump securities due June 3, 2021 linked to the Euro Stoxx 50 index, according to a 424B2 filing with the Securities and Exchange Commission.

If the final index level is equal to or greater than the initial level, the payout at maturity will be par of $10 plus the greater of the index return and a fixed return of 47%.

Investors will receive par if the index falls by up to 40% and will be fully exposed to losses from the initial level if the index finishes below the 60% trigger level.

Citigroup Global Markets Inc. is the agent, with Morgan Stanley Wealth Management as dealer.

Issuer:	Citigroup Inc.
Issue:	Trigger jump securities
Underlying index:	Euro Stoxx 50
Amount:	$12,383,820
Maturity:	June 3, 2021
Coupon:	0%
Price:	Par of $10
Payout at maturity:	If index return is positive, par plus greater of index return and 47%; par if index declines by 40% or less; exposure to losses from initial level if index declines by more than 40%
Initial index level:	3,570.78
Trigger level:	2,142.468, 60% of initial level
Pricing date:	May 29
Settlement date:	June 3
Agent:	Citigroup Global Markets Inc.
Distribution:	Morgan Stanley Wealth Management
Fees:	3.5%
Cusip:	17323B265

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