New Issue: Citigroup prices $2.82 million of notes linked to index basket

By Devika Patel

Knoxville, Tenn., March 6 – Citigroup Global Markets Holdings Inc. priced $2,819,000 of 0% notes due Sept. 7, 2018 linked to a basket of indexes, according to a 424B2 filing with the Securities and Exchange Commission.

The notes are guaranteed by Citigroup Inc.

The basket consists of the Euro Stoxx 50 index with a 37% weight, the FTSE 100 index with a 23% weight, the Topix index with a 23% weight, the Swiss Market index with a 9% weight and the S&P/ASX 200 index with an 8% weight.

If the basket return is zero or positive, the payout at maturity will be par of $1,000 plus double any basket gain, subject to a maximum payout of $1,380. If the basket falls, investors will lose 1% for each 1% decline.

Citigroup Global Markets Inc. is the underwriter.

Issuer:	Citigroup Global Markets Holdings Inc.
Guarantor:	Citigroup Inc.
Issue:	Notes
Underlying indexes:	Euro Stoxx 50 (37% weight), FTSE 100 (23% weight), Topix (23% weight), Swiss Market (9% weight) and S&P/ASX 200 (8% weight)
Amount:	$2,819,000
Maturity:	Sept. 7, 2018
Coupon:	0%
Price:	Par of $1,000
Payout at maturity:	Par plus double of any basket gain, up to $1,380 maximum payout; 1% loss for each 1% decline
Initial levels:	3,384.71 for Euro Stoxx, 7,382.35 for FTSE, 1,564.69 for Topix, 8,661.63 for Swiss Market and 5,776.588 for S&P/ASX
Pricing date:	March 2
Settlement date:	March 9
Agent:	Citigroup Global Markets Inc.
Fees:	1.33%
Cusip:	17324CFF8

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