New Issue: Citi sells $950,000 callable range accrual notes on indexes

Chicago, Feb. 8 – Citigroup Global Markets Holdings Inc. priced $950,000 callable range accrual securities due April 22, 2041 linked to the least performing of the Euro Stoxx Banks index, the S&P 500 index and the Nasdaq-100 index, according to a 424B2 filing with the Securities and Exchange Commission.

The notes are guaranteed by Citigroup Inc.

The contingent interest rate is 10%. Based on an annual determination, the interest rate will be based on how many days the accrual condition is satisfied out of how many days it could have been satisfied.

The accrual condition will be satisfied each day 30-year Constant Maturity Swap rate minus the two-year Constant Maturity Swap rate is above 0% and all three indexes close above 67% of their initial levels.

The notes will be callable at par on any quarterly redemption date after one year.

The payout at maturity will be par if each index closes above 60% of its initial level.

Otherwise, investors will be fully exposed to the losses of the worst performing index.

Citigroup Global Markets Inc. is the underwriter.

Issuer:	Citigroup Global Markets Holdings Inc.
Guarantor:	Citigroup Inc.
Issue:	Callable fixed-to-float CMS spread range accrual securities
Underlying indexes:	Nasdaq-100 index, Euro Stoxx Banks index, S&P 500 index
Amount:	$950,000
Maturity:	April 22, 2041
Coupon:	10% contingent interest rate, determined annually for each day the 30-year Constant Maturity Swap rate minus the two-year Constant Maturity Swap rate is above 0% and all three indexes close above their accrual barrier levels divided by how many days the accrual condition could have been satisfied
Price:	Par
Payout at maturity:	Par if each index finishes above final barrier level; otherwise, full exposure to losses of worst-performing index
Call option:	At par on any interest payment date after one year
Initial levels:	88.12 for Stoxx, 4,185.47 for S&P, 14,041.91 for Nasdaq
Accrual barrier levels:	59.04 for Stoxx, 2,804.265 for S&P, 9,408.080 for Nasdaq; 67% of initial levels
Final barrier levels:	52.872 for Stoxx, 2,511.282 for S&P, 8425.146 for Nasdaq; 60% of initial levels
Pricing date:	April 16
Settlement date:	April 21
Underwriter:	Citigroup Global Markets Inc.
Fees:	5%
Cusip:	17329FFX7

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