New Issue: Citigroup sells $640,000 autocallable securities on three indexes

By Wendy Van Sickle

Columbus, Ohio, July 28 – Citigroup Global Markets Holdings Inc. priced $640,000 of 0% autocallable securities due July 27, 2026 linked to the worst performing of the Nasdaq-100 index, the Russell 2000 index and the S&P 500 index, according to a 424B2 filing with the Securities and Exchange Commission.

The notes are guaranteed by Citigroup Inc.

The notes will be called at par plus a premium of 12.5% a year if each asset closes at or above its initial level on any annual call valuation date.

If each index finishes at or above its trigger level, 60% of its initial level, the payout at maturity will be par.

Otherwise, investors will lose 1% for every 1% that the worst performing index declines.

Citigroup Global Markets Inc. is the agent.

Issuer:	Citigroup Global Markets Holdings Inc.
Guarantor:	Citigroup Inc.
Issue:	Autocallable securities
Underlying assets:	Nasdaq-100 index, Russell 2000 index, S&P 500 index
Amount:	$640,000
Maturity:	July 27, 2026
Coupon:	0%
Price:	Par
Payout at maturity:	If each index finishes at or above trigger level, par; otherwise, 1% loss for every 1% that the worst performing index declines
Call:	At par plus a premium of 12.5% per year if each asset closes at or above its initial value on any annual call valuation date
Initial levels:	1,490.141 for Russell, 3,276.02 for S&P, 10,870.75 for Nasdaq
Trigger levels:	894.085 for Russell, 1,965.612 for S&P, 6,522.45 for Naasdaq; 60% of initial values
Pricing date:	July 22
Settlement date:	July 27
Agent:	Citigroup Global Markets Inc.
Fees:	0.25%
Cusip:	17328W5Y0

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