New Issue: Citigroup prices $1.3 million contingent coupon equity linked autocalls on indexes, ETF

New York, March 20 – Citigroup Global Markets Holdings Inc. priced $1.3 million of autocallable contingent coupon equity linked securities due March 13, 2028 linked to the Energy Select Sector SPDR Fund, the Russell 2000 index and the S&P 500 index, according to a 424B2 filing with the Securities and Exchange Commission.

Investors will receive a coupon of 9.8%, 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 Sept. 9, 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.

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:	Energy Select Sector SPDR Fund, Russell 2000 index and S&P 500 index
Amount:	$1.3 million
Maturity:	March 13, 2028
Coupon:	9.8%, 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 Sept. 9, 2024
Initial levels:	$88.17 for Energy Select Sector SPDR Fund, 2,082.713 for Russell 2000 index, 5,123.69 for S&P 500 index
Coupon barriers:	$61.719 for Energy Select Sector SPDR Fund, 1,457.899 for Russell 2000 index, 3,586.583 for S&P 500 index, 70% of initial levels
Final barriers:	$52.902 for Energy Select Sector SPDR Fund, 1,249.628 for Russell 2000 index, 3,074.214 for S&P 500 index, 60% of initial levels
Pricing date:	March 8
Settlement date:	March 13
Agent:	Citigroup Global Markets Inc.
Fees:	0.75%
Cusip:	17291LRE7

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