New Issue: Citi prices $2.22 million callable contingent coupon equity linked notes on index, ETFs

New York, March 29 – Citigroup Global Markets Holdings Inc. priced $2.22 million of callable contingent coupon equity linked securities due March 26, 2026 linked to the Energy Select Sector SPDR Fund, the Financial Select Sector SPDR Fund and the Nasdaq-100 index, according to a 424B2 filing with the Securities and Exchange Commission.

Investors will receive a coupon of 18.15% per year, paid monthly, if the worst performing asset closes at or above its 70% coupon barrier on the related valuation date.

The securities may be called at par on any monthly review date starting June 22.

The payout at maturity will be par if the worst performing asset ends at or above its 60% final barrier. Otherwise, investors will lose 1% for every 1% that the worst performing asset declines.

The notes are guaranteed by Citigroup Inc.

Citigroup Global Markets Inc. is the agent.

Issuer:	Citigroup Global Markets Holdings Inc.
Guarantor:	Citigroup Inc.
Issue:	Callable contingent coupon equity linked securities
Underlying assets:	Energy Select Sector SPDR Fund, Financial Select Sector SPDR Fund and Nasdaq-100 index
Amount:	$2,222,000
Maturity:	March 26, 2026
Coupon:	18.15% per year, paid monthly if the worst performing asset closes at or above its 70% coupon barrier on the related valuation date
Price:	Par
Payout at maturity:	If worst performing asset finishes at or above final barrier, par; otherwise, 1% loss for every 1% that worst performing asset declines from initial level
Call option:	At par on any monthly review date starting June 22
Initial levels:	$78.68 for Energy Select Sector SPDR Fund, $31.22 for Financial Select Sector SPDR Fund, 12,567.15 for Nasdaq-100 index
Coupon barriers:	$55.076 for Energy Select Sector SPDR Fund, $21.854 for Financial Select Sector SPDR Fund, 8,797.005 for Nasdaq-100 index, 70% of initial levels
Final barriers:	$47.208 for Energy Select Sector SPDR Fund, $18.732 for Financial Select Sector SPDR Fund, 7,540.290 for Nasdaq-100 index, 60% of initial levels
Pricing date:	March 22
Settlement date:	March 27
Agent:	Citigroup Global Markets Inc.
Fees:	0.75%
Cusip:	17331HBZ8

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