New Issue: Citigroup prices $10.2 million market-linked notes on index basket

By Marisa Wong

Morgantown, W.Va., Dec. 20 – Citigroup Global Markets Holdings Inc. priced $10.2 million of 0% market-linked notes due June 21, 2023 linked to a weighted basket of six 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 40% weight, the FTSE 100 index with a 20% weight, the Nikkei 225 index with a 20% weight, the Swiss Market index with a 7.5% weight, the S&P/ASX 200 index with a 7.5% weight and the Hang Seng index with a 5% weight.

The payout at maturity will be par plus 124% of any basket gain. If the basket falls, the payout will be par.

Citigroup Global Markets Inc. is the underwriter.

Issuer:	Citigroup Global Markets Holdings Inc.
Guarantor:	Citigroup Inc.
Issue:	Market-linked notes
Underlying basket:	Euro Stoxx 50 index with a 40% weight, FTSE 100 index with a 20% weight, Nikkei 225 index with a 20% weight, Swiss Market index with a 7.5% weight, S&P/ASX 200 index with a 7.5% weight and Hang Seng index with a 5% weight
Amount:	$10.2 million
Maturity:	June 21, 2023
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus 1.24 times any basket gain; par if basket declines
Initial levels:	3,560.53 for Euro Stoxx, 7,490.57 for FTSE, 22,553.22 for Nikkei, 9,394.71 for Swiss Market, 5,996.972 for S&P/ASX, 28,848.11
Pricing date:	Dec. 15
Settlement date:	Dec. 20
Underwriter:	Citigroup Global Markets Inc.
Fees:	3.5%
Cusip:	17324CQ74

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