New Issue: Citigroup prices $1.06 million autocallable securities tied to Dow, Russell, S&P

Chicago, May 5 – Citigroup Global Markets Holdings Inc. priced $1.06 million of 0% autocallable securities due April 28, 2028 linked to the worst performing of the Dow Jones industrial average, Russell 2000 index and S&P 500 index, according to a 424B2 filing with the Securities and Exchange Commission.

The securities will be called automatically starting on April 25, 2024 with a premium of a 7.25% annual rate if the worst performing index closes above 90% of its initial value and on any subsequent quarterly review date.

If the worst performing index finishes above 90% of its initial level, the payout at maturity will be par plus the 36.25% premium for the final valuation date. Investors will receive par if the worst performing index declines more than 10% but ends above the 65% barrier and lose 1% for every 1% that the worst performing index declines if it finishes below its 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:	Autocallable securities
Underlying indexes:	Dow Jones industrial average, Russell 2000 index and S&P 500 index
Amount:	$1,057,000
Maturity:	April 28, 2028
Coupon:	0%
Price:	Par
Payout at maturity:	If worst performing index finishes at or above 90% of its initial value, par plus 36.25% premium for final valuation date; par if worst performing index declines more than 10% but finishes at or above its 65% barrier; otherwise, 1% loss for every 1% that worst performing index declines
Call:	Automatically starting on April 25, 2024 with a premium of a 7.25% annual rate if the worst performing index closes above 90% of its initial value and on any subsequent quarterly review date
Initial levels:	33,530.83 for Dow, 1,745.952 for Russell, 4,071.63 for S&P
Call levels:	30,177.747 for Dow, 1,571.357 for Russell, 3,664.467 for S&P, 90% of initial levels
Final barriers:	21,795.040 for Dow, 1,134.869 for Russell, 2,646.560 for S&P, 65% of initial levels
Pricing date:	April 25
Settlement date:	April 28
Agent:	Citigroup Global Markets Inc.
Fees:	3.5%
Cusip:	17331HVK9

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