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Published on 9/17/2015 in the Prospect News Structured Products Daily.

New Issue: Citigroup prices $2.43 million market-linked notes tied to index basket

By Marisa Wong

Morgantown, W.Va., Sept. 17 – Citigroup Inc. priced $2.43 million of 0% market-linked notes due March 20, 2023 linked to a basket of three indexes, equally weighted, according to a 424B2 filing with the Securities and Exchange Commission.

The underlying components are the S&P 500 index, the Euro Stoxx 50 index and the Topix index.

The payout at maturity will be par plus any basket gain, subject to a maximum return of 50%.

If the basket falls, the payout will be par.

Citigroup Global Markets Inc. is the agent.

Issuer:Citigroup Inc.
Issue:Market-linked notes
Underlying components:S&P 500 index, Euro Stoxx 50 index and Topix index, equally weighted
Amount:$2,428,740
Maturity:March 20, 2023
Coupon:0%
Price:Par
Payout at maturity:Par plus any basket gain, capped at 50%; floor of par
Initial levels:1,978.09 for S&P, 3,207.60 for Euro Stoxx, 1,462.24 for Topix
Pricing date:Sept. 15
Settlement date:Sept. 18
Agent:Citigroup Global Markets Inc.
Fees:3.5%
Cusip:17323Q692

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