New Issue: Citigroup prices $200,000 leveraged notes linked to index basket

By Angela McDaniels

Tacoma, Wash., May 28 – Citigroup Global Markets Holdings Inc. priced $200,000 of 0% notes due July 8, 2020 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 includes the Euro Stoxx 50 index with a 36% weight, the Topix index with a 27% weight, the FTSE 100 index with a 19% weight, the Swiss Market index with a 10% weight and the S&P/ASX 200 index with an 8% weight.

If the basket return is positive, the payout at maturity will be par plus three times the basket return, subject to a maximum return of 29.1%. If the basket return is negative, investors will be exposed to the decline.

Citigroup Global Markets Inc. is the agent.

Issuer:	Citigroup Global Markets Holdings Inc.
Guarantor:	Citigroup Inc.
Issue:	Notes
Underlying indexes:	Euro Stoxx 50 (36% weight), Topix (27% weight), FTSE 100 (19% weight), Swiss Market (10% weight) and S&P/ASX 200 (8% weight)
Amount:	$200,000
Maturity:	July 8, 2020
Coupon:	0%
Price:	Par
Payout at maturity:	If basket return is positive, par plus three times basket return, up to 29.1% maximum return; exposure to any basket decline
Initial levels:	3,386.51 for Euro Stoxx 50, 1,550.30 for Topix, 7,328.92 for FTSE 100, 9,624.16 for Swiss Market and 6,500.141 for S&P/ASX 200
Pricing date:	May 21
Settlement date:	May 29
Agent:	Citigroup Global Markets Inc.
Fees:	None
Cusip:	17326YCM6

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