Citi plans autocallable notes on S&P 500, Russell, Dow industrials

New York, May 30 – Citigroup Global Markets Holdings Inc. plans to price 0% autocallable securities due June 16, 2023 linked to the worst performing of the S&P 500 index, the Russell 2000 index and the Dow Jones Industrial average, according to a 424B2 filing with the Securities and Exchange Commission.

The notes will be automatically called at par plus a premium of 8.3% per year if the worst performing index closes at or above its initial level on the valuation date for that year.

The valuation dates are June 13, 2019 with a call premium of 8.3%, June 15, 2020 with a call premium of 16.6%, June 14, 2021 with a call premium of 24.9%, June 13, 2022 with a call premium of 33.2% and June 13, 2023 with a call premium of 41.5%.

At maturity the payout will be par plus the call premium if the worst performing index finishes at or above its initial level, par if the worst performing index declines but finishes at or above its 60% trigger level or par less exposure to the worst performing index’s loss if it ends below the 60% trigger.

The notes are guaranteed by Citigroup Inc.

Citigroup Global Markets Inc. is the agent.

The notes will price on June 13 and settle three business days later.

The Cusip number is 17324CVH6.

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