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Published on 11/6/2015 in the Prospect News Structured Products Daily.

New Issue: Citigroup prices $473,000 five-year notes linked to six stocks

By Angela McDaniels

Tacoma, Wash., Nov. 6 – Citigroup Inc. priced $473,000 of 0% market-linked notes due Nov. 5, 2020 linked to a basket of six stocks, equally weighted, according to a 424B2 filing with the Securities and Exchange Commission.

The underlying companies are Coca-Cola Co., General Mills, Inc., International Business Machines Corp., Lockheed Martin Corp., PepsiCo, Inc. and Procter & Gamble Co.

The payout at maturity will be par plus the basket return, subject to a minimum payout of 90% of par if the return is negative and subject to a maximum return of 38% if the return is positive.

Citigroup Global Markets Inc. is the agent.

Issuer:Citigroup Inc.
Issue:Market-linked notes
Underlying stocks:Coca-Cola Co., General Mills, Inc., International Business Machines Corp., Lockheed Martin Corp., PepsiCo, Inc. and Procter & Gamble Co., equally weighted
Amount:$473,000
Maturity:Nov. 5, 2020
Coupon:0%
Price:Par
Payout at maturity:Par plus basket return, subject to maximum loss of 10% if return is negative and subject to maximum gain of 38% if return is positive
Pricing date:Nov. 2
Settlement date:Nov. 5
Underwriter:Citigroup Global Markets Inc.
Fees:2.5%
Cusip:17298C3R7

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