New Issue: Citi $1.8 million callable contingent coupon equity linked securities on three indexes

New York, March 10 – Citigroup Global Markets Holdings Inc. priced $1.8 million of callable contingent coupon equity linked securities due Sept. 6, 2024 linked to the Dow Jones industrial average, the Nasdaq-100 index and the Russell 2000 index, according to a 424B2 filing with the Securities and Exchange Commission.

Investors will receive a coupon of 9.5% per year, paid monthly, if the worst performing index closes at or above its 50% coupon barrier on the related valuation date.

The securities may be called at par on any quarterly review date starting Sept. 1, 2023.

If the notes have not been called, the payout at maturity will be par unless any index closes below its 50% knock-in level during the life of the notes and any index finishes below its initial level, in which case investors will lose 1% for every 1% that the worst performer declines from initial level.

The notes are guaranteed by Citigroup Inc.

Citigroup Global Markets Inc. is the agent.

Issuer:	Citigroup Global Markets Holdings Inc.
Guarantor:	Citigroup Inc.
Issue:	Callable contingent coupon equity linked securities
Underlying indexes:	Dow Jones industrial average, Nasdaq-100 index and Russell 2000 index
Amount:	$1.8 million
Maturity:	Sept. 6, 2024
Coupon:	9.5% per year, paid monthly if the worst performing index closes at or above its 50% coupon barrier on the related valuation date
Price:	Par
Payout at maturity:	Par unless any index closes below its 50% knock-in level during the life of the notes and any index finishes below its initial level, in which case investors will lose 1% for every 1% that the worst performer declines from initial level
Call option:	At par on any quarterly review date starting Sept. 1, 2023
Initial levels:	32,661.84 for Dow Jones industrial average, 11,938.57 for Nasdaq-100 index, 1,898.433 for Russell 2000 index
Coupon barriers:	16,330.920 for Dow Jones industrial average, 5,969.285 for Nasdaq-100 index, 949.217 for Russell 2000 index, 50% of initial levels
Knock-in levels:	16,330.920 for Dow Jones industrial average, 5,969.285 for Nasdaq-100 index, 949.217 for Russell 2000 index, 50% of initial levels
Pricing date:	March 1
Settlement date:	March 6
Agent:	Citigroup Global Markets Inc.
Fees:	0.65%
Cusip:	17331CSY4

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