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Published on 3/13/2019 in the Prospect News Structured Products Daily.

New Issue: Citigroup sells $1.58 million market-linked notes tied to index basket

By Sarah Lizee

Olympia, Wash., March 13 – Citigroup Global Markets Holdings Inc. priced $1.58 million of 0% market-linked notes due March 13, 2026 linked to an equally weighted basket of the S&P 500 index and the MSCI Emerging Markets index, according to a 424B2 filing with the Securities and Exchange Commission.

The notes are guaranteed by Citigroup Inc.

The payout at maturity will be par plus the basket return, subject to a floor of par.

Citigroup Global Markets Inc. is the underwriter.

Issuer:Citigroup Global Markets Holdings Inc.
Guarantor:Citigroup Inc.
Issue:Market-linked notes
Underlying basket:S&P 500 index and MSCI Emerging Markets index; equally weighted
Amount:$1.58 million
Maturity:March 13, 2026
Coupon:0%
Price:Par
Payout at maturity:Par plus any basket gain, floor of par
Initial levels:2,743.07 for S&P, 1,030.13 for EM
Pricing date:March 8
Settlement date:March 13
Underwriter:Citigroup Global Markets Inc.
Fees:2%
Cusip:17326YU95

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