New Issue: Citi prices $3 million contingent income autocallables linked to three indexes

New York, Nov. 14 – Citigroup Global Markets Holdings Inc. priced $3 million of contingent income autocallable securities due Sept. 26, 2025 linked to 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.

Investors will receive a coupon of 11.25%, paid quarterly, if each underlying index closes at or above its 70% coupon barrier on every trading day during the observation period.

The securities will be called automatically at par if each index closes at or above its initial level on any quarterly valuation date after six months.

At maturity, the payout will be par unless the worst performing index finishes below its 60% downside threshold level, in which case investors will be fully exposed to the decline of the worst performing index.

The notes are guaranteed by Citigroup Inc.

Citigroup Global Markets Inc. is the agent. Morgan Stanley Wealth Management is the dealer.

Issuer:	Citigroup Global Markets Holdings Inc.
Guarantor:	Citigroup Inc.
Issue:	Contingent income autocallable securities
Underlying indexes:	Nasdaq-100 index, Russell 2000 index and S&P 500 index
Amount:	$3 million
Maturity:	Sept. 26, 2025
Coupon:	11.25%, paid quarterly, if each underlying index closes at or above its 70% coupon barrier on every trading day during the observation period
Price:	Par
Payout at maturity:	Par unless the worst performing index finishes below its downside threshold level, in which case investors will be fully exposed to the decline in the worst performing index
Call:	Automatically at par if each index closes at or above its initial level on any quarterly valuation date after six months
Initial levels:	1,679.59 for Russell, 3,693.23 for S&P, 11,311.24 for Nasdaq
Downside thresholds:	1,007.754 for Russell, 2,215.938 for S&P, 6,786.744 for Nasdaq, 60% of initial level
Coupon barriers:	1,175.713 for Russell, 2,585.261 for S&P, 7,917.868 for Nasdaq, 70% of initial levels
Pricing date:	Sept. 23
Settlement date:	Sept. 28
Agent:	Citigroup Global Markets Inc.
Dealer:	Morgan Stanley Wealth Management
Fees:	2.5% including a structuring fee of 0.5%
Cusip:	17330RPZ2

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