New Issue: Citigroup prices $5.38 million 0% barrier securities linked to fund, ETF

Chicago, June 21 – Citigroup Global Markets Holdings Inc. priced $5.38 million of 0% barrier securities due June 4, 2026 linked to the worst performing of the Industrial Select Sector SPDR fund and Invesco S&P 500 Equal Weight ETF, according to a 424B2 filing with the Securities and Exchange Commission.

If the worst performing ETF gains the payout at maturity will be par plus 200% of the worst performing ETF return subject to a maximum return of par plus 72%. Investors will receive par if the worst performing ETF declines but ends above the 85% barrier and will lose 1% for every 1% that the worst performing ETF declines if it finishes below the barrier.

The notes are guaranteed by Citigroup Inc.

Citigroup Global Markets Inc. is the agent.

Issuer:	Citigroup Global Markets Holdings Inc.
Guarantor:	Citigroup Inc.
Issue:	Barrier securities
Underlying ETFs:	Industrial Select Sector SPDR fund and Invesco S&P 500 Equal Weight ETF
Amount:	$5,376,000
Maturity:	June 4, 2026
Coupon:	0%
Price:	Par
Payout at maturity:	If worst performing ETF gains, par plus 200% of worst performing ETF return subject to a maximum return of par plus 72%; par if worst performing ETF declines but finishes above the 85% barrier; otherwise, exposure to decline in worst performing ETF
Initial levels:	$98.19 for industrial, $140.84 for S&P 500 ETF
Final barriers:	$83.462 for industrial, $119.714 for S&P 500 ETF, 85% of initial levels
Upside leverage:	200%
Cap:	72%
Call:	Non-callable
Pricing date:	May 31
Settlement date:	June 5
Agent:	Citigroup Global Markets Inc.
Fees:	0.35%
Cusip:	17291R6F4

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