New Issue: Citigroup prices $244,000 autocallable securities linked to Nasdaq, Russell

Chicago, Feb. 14 – Citigroup Global Markets Holdings Inc. priced $244,000 of 0% autocallable securities due Jan. 4, 2027 linked to the worst performing of the Nasdaq-100 index and Russell 2000 index, according to a 424B2 filing with the Securities and Exchange Commission.

The securities will be called automatically starting on Jan. 6, 2025 with a premium of an 11.25% annual rate if the worst performing index closes above its call level and on any subsequent quarterly review date. The call level is initially 100% of the initial level, reduced to 95% of the initial level for the next four call dates and further reduces to 90%.

If the worst performing index finishes above 90% of its initial level, the payout at maturity will be par plus the 33.75% premium for the final valuation date. Investors will receive par if the worst performing index declines more than 10% but ends above the 70% barrier and will 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:	Nasdaq-100 index and Russell 2000 index
Amount:	$244,000
Maturity:	Jan. 4, 2027
Coupon:	0%
Price:	Par
Payout at maturity:	If worst performing index finishes at or above 90% of its initial value, par plus 33.75% premium for final valuation date; par if worst performing index declines more than 10% but finishes at or above its 70% barrier; otherwise, 1% loss for every 1% that worst performing index declines
Call:	Automatically starting on Jan. 6, 2025 with a premium of a 11.25% annual rate if the worst performing index closes above its call value and on any subsequent quarterly review date; call level is initially 100% of the initial level, reduced to 95% of the initial level for the next four call dates and further reduces to 90%.
Initial levels:	16,825.93 for Nasdaq, 2,027.074 for Russell
Final barriers:	11,778.151 for Nasdaq, 1,418.952 for Russell, 70% of initial levels
Pricing date:	Dec. 29, 2023
Settlement date:	Jan. 4, 2024
Agent:	Citigroup Global Markets Inc.
Fees:	0%
Cusip:	17291TZY7

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