New Issue: Citi sells $1.01 million barrier digital plus notes due 2021 on indexes

By Sarah Lizee

Olympia, Wash., Oct. 17 – Citigroup Global Markets Holdings Inc. priced $1.01 million of 0% barrier digital plus securities due Oct. 20, 2021 linked to the lesser performing of the Dow Jones Industrial Average, the S&P 500 index and the Russell 2000 index, 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 the greater of 37.25% and the return of the worse performing index.

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 plus securities
Underlying indexes:	Dow Jones Industrial Average, S&P 500 index and Russell 2000 index
Amount:	$1,012,000
Maturity:	Oct. 20, 2021
Coupon:	0%
Price:	Par
Payout at maturity:	If each index gains, par plus the greater of 37.25% and the return of the worse performing index; if any index falls by up to 30%, par; otherwise, full exposure to any losses of worst performing index
Initial levels:	2,785.68 for S&P, 1,575.412 for Russell, 25,598.74 for Dow
Barrier levels:	1,949.976 for S&P, 1,102.788 for Russell, 17,919.118 for Dow; 70% of initial levels
Pricing date:	Oct. 10
Settlement date:	Oct. 15
Agent:	Citigroup Global Markets Inc.
Fees:	0.25%
Cusip:	17326YN36

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