New Issue: Citigroup sells $2.80 million autocallable securities on S&P, Russell

By Marisa Wong

Morgantown, W.Va., April 22 – Citigroup Global Markets Holdings Inc. priced $2,803,000 of 0% autocallable securities due April 4, 2024 linked to the worst performing of the S&P 500 index and the Russell 2000 index, according to a 424B2 filing with the Securities and Exchange Commission.

The notes are guaranteed by Citigroup Global Markets Inc.

The notes are called at par plus a premium of 9.5% per year if each asset closes at or above its initial level on any annual call determination date.

The payout at maturity will be par unless any underlying asset finishes below its 60% trigger level, in which case investors will be fully exposed to any losses of the worst performing asset.

Citigroup Global Markets Inc. is the agent.

Issuer:	Citigroup Global Markets Holdings Inc.
Guarantor:	Citigroup Global Markets Inc.
Issue:	Autocallable securities
Underlying assets:	S&P 500 index, Russell 2000 index
Amount:	$2,803,000
Maturity:	April 4, 2024
Coupon:	0%
Price:	Par
Payout at maturity:	Par unless any underlying asset finishes below its trigger value, in which case full exposure to any losses of the worst performing asset
Call:	At par plus a premium of 9.5% per year if each asset closes at or above its initial value on any annual call determination date
Initial values:	2,834.40 for S&P, 1,539.739 for Russell
Trigger values:	1,700.640 for S&P, 923.843 for Russell; 60% of initial values
Pricing date:	March 29
Settlement date:	April 3
Agent:	Citigroup Global Markets Inc.
Fees:	1.125%
Cusip:	17326YLA2

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