New Issue: Citigroup prices $1.48 million contingent coupon equity linked autocalls on three indexes

New York, Jan. 10 – Citigroup Global Markets Holdings Inc. priced $1.48 million of autocallable contingent coupon equity linked securities due July 10, 2024 linked to the Nasdaq-100 index, the Russell 2000 index and the S&P 500 index, according to a 424B2 filing with the Securities and Exchange Commission.

Investors will receive a coupon of 14% per year, paid monthly, if the worst performing index closes at or above its 70% coupon barrier on the related valuation date.

The securities will be called automatically at par if the closing level of the worst performing index is greater than or equal to its initial level on any monthly valuation date starting July 5, 2023.

If the notes have not been called, the payout at maturity will be par unless any index closes below its knock-in level during the life of the notes and any index finishes below its initial level, in which case investors will lose 1% for every 1% that the worst performer declines from its initial level.

The notes are guaranteed by Citigroup Inc.

Citigroup Global Markets Inc. is the agent.

Issuer:	Citigroup Global Markets Holdings Inc.
Guarantor:	Citigroup Inc.
Issue:	Autocallable contingent coupon equity linked securities
Underlying indexes:	Nasdaq-100 index, Russell 2000 index and S&P 500 index
Amount:	$1,478,000
Maturity:	July 10, 2024
Coupon:	14% per year, paid monthly if the worst performing index closes at or above its 70% coupon barrier on the related valuation date
Price:	Par
Payout at maturity:	Par unless any index closes below its knock-in level during the life of the notes and any index finishes below its initial level, in which case investors will lose 1% for every 1% that the worst performer declines from its initial level
Call:	Automatically at par if the closing level of the worst performing index is greater than or equal to its initial level on any monthly valuation date starting July 5, 2023
Initial levels:	10,741.22 for Nasdaq-100 index, 1,753.193 for Russell 2000 index, 3,808.10 for S&P 500 index
Coupon barriers:	7,518.854 for Nasdaq-100 index, 1,227.235 for Russell 2000 index, 2,665.670 for S&P 500 index, 70% of initial levels
Knock-in levels:	6,981.793 for Nasdaq-100 index, 1,139.575 for Russell 2000 index, 2,475.265 for S&P 500 index, 65% of initial levels
Pricing date:	Jan. 5
Settlement date:	Jan. 10
Agent:	Citigroup Global Markets Inc.
Fees:	0.725%
Cusip:	17331C4E4

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