New Issue: Citigroup prices $2.95 million contingent coupon equity linked autocalls on indexes, ETF

New York, July 21 – Citigroup Global Markets Holdings Inc. priced $2.95 million of autocallable contingent coupon equity linked securities due July 10, 2026 linked to the Nasdaq-100 index, the Russell 2000 index and the SPDR S&P Regional Banking ETF, according to a 424B2 filing with the Securities and Exchange Commission.

Investors will receive a coupon of 11.4%, paid monthly, if the worst performing asset 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 each asset is greater than or equal to its initial level on any monthly valuation date starting Jan. 8, 2024.

If the worst performing asset finishes at or above its 60% final barrier, the payout at maturity will be par. Otherwise, investors will lose 1% loss for every 1% that the worst performing asset declines from 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 assets:	Nasdaq-100 index, Russell 2000 index and SPDR S&P Regional Banking ETF
Amount:	$2,953,000
Maturity:	July 10, 2026
Coupon:	11.4%, paid monthly if the worst performing asset closes at or above its 70% coupon barrier on the related valuation date
Price:	Par
Payout at maturity:	If worst performing asset finishes at or above final barrier, par; otherwise, 1% loss for every 1% that worst performing asset declines from initial level
Call:	Automatically at par if the closing level of each asset is greater than or equal to its initial level on any monthly valuation date starting Jan. 8, 2024
Initial levels:	15,036.85 for Nasdaq-100 index, 1,864.664 for Russell 2000 index, $41.47 for SPDR S&P Regional Banking ETF
Coupon barriers:	10,525.795 for Nasdaq-100 index, 1,305.265 for Russell 2000 index, $29.029 for SPDR S&P Regional Banking ETF, 70% of initial levels
Final barriers:	9,022.110 for Nasdaq-100 index, 1,118.798 for Russell 2000 index, $24.882 for SPDR S&P Regional Banking ETF, 60% of initial levels
Pricing date:	July 7
Settlement date:	July 12
Agent:	Citigroup Global Markets Inc.
Fees:	2.95%
Cusip:	17291RK43

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