New Issue: Citigroup prices $3.73 million buffered equity notes on index basket

By Wendy Van Sickle

Columbus, Ohio, Jan. 12 – Citigroup Global Markets Holdings Inc. priced $3.73 million of 0% buffered equity notes due July 23, 2019 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.

The payout at maturity will be par plus 1.7 times any basket gain, up to a maximum return of 34%.

If the basket finishes flat or falls by up to 10%, the payout will be par.

If the basket falls by more than 10%, investors will lose 1.1111% for each 1% decline beyond 10%.

Citigroup Global Markets Inc. is the underwriter.

Issuer:	Citigroup Global Markets Holdings Inc.
Guarantor:	Citigroup Inc.
Issue:	Buffered equity index basket-linked 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:	$3,727,000
Maturity:	July 23, 2019
Coupon:	0%
Price:	Par of $1,000
Payout at maturity:	Par plus 1.7 times any basket gain, return capped at 34%; par if basket falls by up to 10%; 1.1111% loss for each 1% decline beyond 10%
Initial levels:	3,609.83 for Euro Stoxx, 7,748.51 for FTSE, 1,892.11 for Topix, 9,524.96 for Swiss Market and 6,096.678 for S&P/ASX
Pricing date:	Jan. 10
Settlement date:	Jan. 18
Agent:	Citigroup Global Markets Inc.
Fees:	0%
Cusip:	17324CQJ8

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