New Issue: Citi prices $3.84 million of barrier digital notes tied to S&P, Dow, Russell

By Wendy Van Sickle

Columbus, Ohio, Nov. 6 – Citigroup Global Markets Holdings Inc. priced $3.84 million of 0% barrier digital securities due May 2, 2025 linked to the worst 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 99%.

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:	Dow Jones Industrial Average, S&P 500 index and Russell 2000 index
Amount:	$3,839,000
Maturity:	May 2, 2025
Coupon:	0%
Price:	Par
Payout at maturity:	If each index gains, par plus 99%; if any index falls by up to 30%, par; otherwise, full exposure to any losses of worst performing index
Initial levels:	2,641.25 for S&P, 1,477.306 for Russell, 24,442.92for Dow
Barrier levels:	1,848.875 for S&P, 1,034.114 for Russell, 17,110.044 for Dow; 70% of initial levels
Pricing date:	Oct. 29
Settlement date:	Nov. 1
Agent:	Citigroup Global Markets Inc.
Fees:	0%
Cusip:	17326Y5T9

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