New Issue: Citi prices $2.96 million of barrier digital notes on S&P, Dow, Russell

By Susanna Moon

Chicago, June 14 – Citigroup Global Markets Holdings Inc. priced $2.96 million of 0% barrier digital securities due June 11, 2021 linked to the lesser performing of the Russell 2000 index, the S&P 500 index and the Dow Jones industrial average, according to a 424B2 filing with the Securities and Exchange Commission.

If each underlying index finishes at or above its initial level, the payout at maturity will be par plus 36%.

If any index falls by up to its 70% barrier level, the payout will be par.

Otherwise, investors will be fully exposed to any losses of the worst performing index.

The notes are guaranteed by Citigroup Inc.

Citigroup Global Markets Inc. is the agent.

Issuer:	Citigroup Global Markets Holdings Inc.
Guarantor:	Citigroup Inc.
Issue:	Barrier digital securities
Underlying indexes:	Russell 2000, S&P 500, Dow Jones industrial average
Amount:	$2,964,000
Maturity:	June 11, 2021
Coupon:	0%
Price:	Par
Payout at maturity:	If each index gains, par plus 36%; if any index falls by up 30%, par; otherwise, full exposure to any losses of worst performing index
Initial levels:	2,779.03 for S&P, 25,316.53 for Dow, 1,672.49 for Russell
Barrier levels:	1,945.321 for S&P, 17,721.571 for Dow, 1,170.743 for Russell; 70% of initial levels
Pricing date:	June 8
Settlement date:	June 13
Agent:	Citigroup Global Markets Inc.
Fees:	0.25%
Cusip:	17324CW36

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