New Issue: Citigroup prices $595,000 0% buffer securities linked to Russell, S&P

Chicago, Oct. 25 – Citigroup Global Markets Holdings Inc. priced $595,000 of 0% buffer securities due Feb. 27, 2025 linked to the worst performing of the Russell 2000 index and S&P 500 index, according to a 424B2 filing with the Securities and Exchange Commission.

If the worst performing index gains the payout at maturity will be par plus 200% of the worst performing index return subject to a maximum return of par plus 40.5%. Investors will receive par if the worst performing index declines but ends above the 10% buffer and will lose 1% for every 1% that the worst performing index declines beyond the buffer.

The notes are guaranteed by Citigroup Inc.

Citigroup Global Markets Inc. is the agent.

Issuer:	Citigroup Global Markets Holdings Inc.
Guarantor:	Citigroup Inc.
Issue:	Buffer securities
Underlying indexes:	Russell 2000 index and S&P 500 index
Amount:	$595,000
Maturity:	Feb. 27, 2025
Coupon:	0%
Price:	Par
Payout at maturity:	If worst performing index gains, par plus 200% of worst performing index return subject to a maximum return of par plus 40.5%; par if worst performing index declines but finishes above the 10% buffer; otherwise, exposure to decline in worst performing index beyond buffer
Upside leverage:	200%
Cap:	40.5%
Initial levels:	1,980.173 for Russell, 4,304.76 for S&P
Buffer:	10%
Buffer levels:	1,782.156 for Russell, 3,874.284 for S&P, 90% of initial levels
Call:	Non-callable
Pricing date:	Feb. 22
Settlement date:	Feb. 25
Agent:	Citigroup Global Markets Inc.
Fees:	1.2%
Cusip:	17330AAR3

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