New Issue: Citi sells $3.73 million leveraged upside participation market-linked notes on indexes

By William Gullotti

Buffalo, N.Y., April 7 – Citigroup Global Markets Holdings Inc. priced $3.73 million of 0% market-linked securities – leveraged upside participation and contingent downside due April 5, 2028 linked to the performance of the Euro Stoxx 50 index, the Russell 2000 index and the S&P 500 index, according to a 424B2 filing with the Securities and Exchange Commission.

The payout at maturity will be par plus 160% of any gain of the lowest performing index.

If the laggard index falls by up to 25%, the payout will be par. Otherwise, investors will be fully exposed to the worst performer’s decline from its initial level.

The notes are guaranteed by Citigroup Inc.

Wells Fargo Securities LLC and Citigroup Global Markets Inc. are the agents.

Issuer:	Citigroup Global Markets Holdings Inc.
Guarantor:	Citigroup Inc.
Issue:	Market-linked securities – leveraged upside participation and contingent downside
Underlying indexes:	Euro Stoxx 50 index, Russell 2000 index, S&P 500 index
Amount:	$3,726,000
Maturity:	April 5, 2028
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus 160% of any gain of laggard index; if laggard index falls by up to 25%, par; otherwise, full exposure to decline of worst performer from initial level
Initial levels:	34,678.35 for Dow, 2,070.125 for Russell, 4,530.41 for S&P
Barrier levels:	26,008.7625 for Dow, 1,552.59375 for Russell, 3,397.8075 for S&P; 75% of initial levels
Pricing date:	March 31
Settlement date:	April 5
Agents:	Wells Fargo Securities LLC and Citigroup Global Markets Inc.
Fees:	3.8%
Cusip:	17330AV74

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