New Issue: Citigroup prices $2.63 million basket-linked notes on indexes

By Wendy Van Sickle

Columbus, Ohio, July 25 – Citigroup Global Markets Holdings Inc. priced $2.63 million of 0% equity index notes due Aug. 26, 2020 linked to a basket of indexes, according to a 424B2 filing with the Securities and Exchange Commission.

The basket consists of 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.

The notes are guaranteed by Citigroup Inc.

If the basket return is positive, the payout at maturity will be par plus 3 times the basket return, capped at par plus 27.45%.

Investors will share in any losses.

Citigroup Global Markets Inc. is the agent.

Issuer:	Citigroup Global Markets Holdings Inc.
Guarantor:	Citigroup Inc.
Issue:	Equity index basket-linked notes
Underlying indexes:	Euro Stoxx 50 (36% weight), (27% weight), FTSE 100 (19% weight), Topix Swiss Market (10% weight) and S&P/ASX 200 (8% weight)
Amount:	$2,625,000
Maturity:	Aug. 26, 2020
Coupon:	0%
Price:	Par
Payout at maturity:	If basket return is positive, par plus 3 times the basket return, capped at par plus 27.45%; exposure to losses
Initial index levels:	3,489.92 for Euro Stoxx 50; 1,556.37 for Topix; 7,514.93 for FTSE 100; 9,922.37 for Swiss Market; 6,691.238 for S&P/ASX 200
Pricing date:	July 22
Settlement date:	July 29
Agent:	Citigroup Global Markets Inc.
Fees:	1.01%
Cusip:	09709TNV4

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