New Issue: Citigroup prices $778,000 0% barrier securities linked to Russell, S&P

By Kiku Steinfeld

Chicago, March 28 – Citigroup Global Markets Holdings Inc. priced $778,000 of 0% barrier securities due Dec. 11, 2025 linked to 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 112.56% of the worst performing index return. Investors will receive par if the worst performing index declines but ends above the 60% barrier and will lose 1% for every 1% that the worst performing index declines if it finishes below the barrier.

The notes are guaranteed by Citigroup Inc.

Citigroup Global Markets Inc. is the agent.

Issuer:	Citigroup Global Markets Holdings Inc.
Guarantor:	Citigroup Inc.
Issue:	Barrier securities
Underlying indexes:	Russell 2000 index and S&P 500 index
Amount:	$778,000
Maturity:	Dec. 11, 2025
Coupon:	0%
Price:	Par
Payout at maturity:	If worst performing index gains, par plus 112.56% of worst performing index return; par if worst performing index declines but finishes above the 60% barrier; otherwise exposure to decline in worst performing index
Upside leverage:	112.56%
Cap:	None
Initial levels:	1,812.575 for Russell, 3,941.26 for S&P
Final barriers:	1,087.545 for Russell, 2,364.756 for S&P, 60% of initial level
Call:	Non-callable
Pricing date:	Dec. 6
Settlement date:	Dec. 9
Agent:	Citigroup Global Markets Inc.
Fees:	3%
Cusip:	17330YQE3

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