New Issue: Citigroup prices $3.58 million contingent coupon equity linked autocallables on indexes

New York, Feb. 22 – Citigroup Global Markets Holdings Inc. priced $3.58 million of autocallable contingent coupon equity linked securities due Feb. 20, 2025 linked to the Russell 2000 index and the S&P 500 index, according to a 424B2 filing with the Securities and Exchange Commission.

Investors will receive a coupon of 9.1%, paid quarterly, if the worst performing index closes at or above its 70% coupon barrier on the related valuation date.

The securities will be called automatically at par if the closing level of the worst performing index is greater than or equal to its initial level on any quarterly valuation date.

If the notes have not been called, the payout at maturity will be par unless either index closes below its 70% knock-in level during the life of the notes and either 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:	Autocallable contingent coupon equity linked securities
Underlying indexes:	Russell 2000 index and S&P 500 index
Amount:	$3.58 million
Maturity:	Feb. 20, 2025
Coupon:	9.1%, paid quarterly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date
Price:	Par
Payout at maturity:	Par unless either index closes below its 70% knock-in level during the life of the notes and either 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:	Automatically at par if the closing level of the worst performing index is greater than or equal to its initial level on any quarterly valuation date
Initial levels:	2,012.102 for Russell 2000 index, 5,000.62 for S&P 500 index
Coupon barriers:	1,408.471 for Russell 2000 index, 3,500.434 for S&P 500 index, 70% of initial levels
Knock-in levels:	1,408.471 for Russell 2000 index, 3,500.434 for S&P 500 index, 70% of initial levels
Pricing date:	Feb. 14
Settlement date:	Feb. 20
Agent:	Citigroup Global Markets Inc.
Fees:	0%
Cusip:	17291LGU3

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