New Issue: Citi sells $2.52 million enhanced barrier digital securities on Nasdaq, S&P, Dow, EM ETF

By Wendy Van Sickle

Columbus, Ohio, Oct. 17 – Citigroup Global Markets Holdings Inc. priced $2.52 million of 0% enhanced barrier digital securities due Oct. 16, 2020 linked to the worst performing of the iShares MSCI Emerging Markets ETF, the Dow Jones industrial average, the S&P 500 index and the Nasdaq-100 index, according to a 424B2 filing with the Securities and Exchange Commission.

The notes will be guaranteed by Citigroup Inc.

If the least performing asset finishes at or above its barrier level, 75% of the initial level, the payout at maturity will be par plus 10.6%.

Otherwise, investors will be fully exposed to the decline in the least performing asset.

Citigroup Global Markets Inc. is the underwriter.

Issuer:	Citigroup Global Markets Holdings Inc.
Guarantor:	Citigroup Inc.
Issue:	Enhanced barrier digital securities
Underlying assets:	iShares MSCI Emerging Markets ETF, Dow Jones industrial average, S&P 500 index, Nasdaq-100 index
Amount:	$2,521,000
Maturity:	Oct. 16, 2020
Coupon:	0%
Price:	Par
Payout at maturity:	If each asset finishes at or above barrier level, par plus 10.6%; otherwise, full exposure to loss of least performing asset
Initial index levels:	$41.07 for ETF, 26,496.67 for Dow, 2,938.13 for S&P, 7,740.362 for Nasdaq
Barrier levels:	$30.803 for ETF, 19,872.503 for Dow, 2,203.598 for S&P, 5,805.272 for Nasdaq, 75% of initial levels
Pricing date:	Oct. 10
Settlement date:	Oct. 16
Agent:	Citigroup Global Markets Inc.
Fees:	0.6%
Cusip:	17327TLB0

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