New Issue: Citigroup prices $3.08 million autocallable securities linked to indexes

Chicago, Jan. 29 – Citigroup Global Markets Holdings Inc. priced $3.08 million of 0% autocallable securities due Jan. 24, 2029 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 Jan. 22, 2025 with a premium of a 5.9% 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 at or above its call barrier, the payout at maturity will be par plus the 29.5% premium for the final valuation date. Investors will receive par if the worst performing index finishes below its call barrier 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:	$3,082,000
Maturity:	Jan. 24, 2029
Coupon:	0%
Price:	Par
Payout at maturity:	If worst performing index finishes at or above its call barrier, par plus 29.5% premium for final valuation date; par if worst performing index finishes below call barrier but at or above its 65% barrier; otherwise, 1% loss for every 1% that worst performing index declines
Call:	Automatically starting on Jan. 22, 2025 with a premium of a 5.9% annual rate if the worst performing index closes above 90% of its initial value and on any subsequent quarterly review date
Initial levels:	37,863.80 for Dow, 1,944.391 for Russell, 4,839.81 for S&P
Final barriers:	24,611.470 for Dow, 1,263.854 for Russell, 3,145.877 for S&P, 65% of initial levels
Call barriers:	34,077.42 for Dow, 1,749.952 for Russell, 4,355.829 for S&P, 90% of initial levels
Pricing date:	Jan. 19
Settlement date:	Jan. 24
Agent:	Citigroup Global Markets Inc.
Fees:	3.75%
Cusip:	17291TYF9

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