New Issue: Citigroup prices $562,000 0% buffer securities linked to Dow, Russell, S&P

Chicago, Oct. 28 – Citigroup Global Markets Holdings Inc. priced $562,000 of 0% buffer securities due March 4, 2024 linked to the worst performing of the Dow Jones industrial average, Russell 2000 index and S&P 500 index, according to a 424B2 filing with the Securities and Exchange Commission.

If the worst performing index gains the payout at maturity will be par plus 135% of the worst performing index return. Investors will receive par if the worst performing index declines but ends above the 5% buffer and will lose 1% for every 1% that the worst performing index declines beyond the buffer.

The notes are guaranteed by Citigroup Inc.

Citigroup Global Markets Inc. is the agent.

Issuer:	Citigroup Global Markets Holdings Inc.
Guarantor:	Citigroup Inc.
Issue:	Buffer securities
Underlying indexes:	Dow Jones industrial average, Russell 2000 index and S&P 500 index
Amount:	$562,000
Maturity:	March 4, 2024
Coupon:	0%
Price:	Par
Payout at maturity:	If worst performing index gains, par plus 135% of worst performing index return; par if worst performing index declines but finishes above the 5% buffer; otherwise, exposure to decline in worst performing index beyond buffer
Upside leverage:	135%
Cap:	None
Initial levels:	33,892.60 for Dow, 2,048.089 for Russell, 4,373.94 for S&P
Buffer:	5%
Buffer levels:	32,197.97 for Dow, 1,945.685 for Russell, 4,155.243 for S&P, 95% of initial levels
Call:	Non-callable
Pricing date:	Feb. 28
Settlement date:	March 3
Agent:	Citigroup Global Markets Inc.
Fees:	1%
Cusip:	17330ACD2

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