New Issue: Citigroup prices $4.01 million autocallable securities linked to indexes, ETF

New York, Oct. 31 – Citigroup Global Markets Holdings Inc. priced $4.01 million of 0% autocallable securities due Oct. 25, 2028 linked to the Nasdaq-100 index, the S&P 500 index and the SPDR S&P Biotech ETF, according to a 424B2 filing with the Securities and Exchange Commission.

The securities will be called automatically at par plus a 14.3% annualized call premium if the worst performing asset closes at or above its call level, 90% of its initial level, on any semiannual review date starting on Oct. 23, 2024.

If the worst performing asset finishes at or above call level, the payout at maturity will be par plus the premium for the final valuation date.

Investors will receive par if the worst performing asset declines but ends at or above the 75% barrier and lose 1% for every 1% that the worst performing asset declines if it finishes below its barrier.

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 securities
Underlying assets:	Nasdaq-100 index, S&P 500 index and SPDR S&P Biotech ETF
Amount:	$4,009,000
Maturity:	Oct. 25, 2028
Coupon:	0%
Price:	Par
Payout at maturity:	If worst performing asset finishes at or above its call level, par plus premium for final valuation date; par if worst performing asset declines but finishes at or above its 75% barrier; otherwise, 1% loss for every 1% that worst performing asset declines from initial level
Call:	Automatically at par plus a 14.3% annualized call premium if the worst performing asset closes at or above its call level on any semiannual review date starting on Oct. 23, 2024
Initial levels:	14,560.88 for Nasdaq-100 index, 4,224.16 for S&P 500 index, $66.92 for SPDR S&P Biotech ETF
Final barriers:	10,920.660 for Nasdaq-100 index, 3,168.120 for S&P 500 index, $50.190 for SPDR S&P Biotech ETF, 75% of initial levels
Call levels:	13,104.792 for Nasdaq-100 index, 3,801.744 for S&P 500 index, $60.228 for SPDR S&P Biotech ETF, 90% of initial levels
Pricing date:	Oct. 20
Settlement date:	Oct. 25
Agent:	Citigroup Global Markets Inc.
Fees:	0%
Cusip:	17291QZQ0

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