New Issue: Citigroup prices $1.53 million basket-linked notes on indexes

By Sarah Lizee

Olympia, Wash., Feb. 14 – Citigroup Global Markets Holdings Inc. priced $1.53 million of 0% equity index notes due Aug. 18, 2021 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 $1,600 per $1,000 of notes.

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:	$1,526,000
Maturity:	Aug. 18, 2021
Coupon:	0%
Price:	Par
Payout at maturity:	If basket return is positive, par plus 3 times the basket return, capped at $1,600 per $1,000 of notes; exposure to losses
Initial levels:	3,777.84 for Euro Stoxx, 1,701.83 for Topix, 7,482.48 for FTSE, 10,994.15 for Swiss Market, 6,976.053 for S&P/ASX
Pricing date:	Feb. 5
Settlement date:	Feb. 12
Agent:	Citigroup Global Markets Inc.
Fees:	None
Cusip:	17327TB47

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